Modeling, simulation, and design of SAW grating filters

Science.gov (United States)

Schwelb, Otto; Adler, E. L.; Slaboszewicz, J. K.

1990-05-01

A systematic procedure for modeling, simulating, and designing SAW (surface acoustic wave) grating filters, taking losses into account, is described. Grating structures and IDTs (interdigital transducers) coupling to SAWs are defined by cascadable transmission-matrix building blocks. Driving point and transfer characteristics (immittances) of complex architectures consisting of gratings, transducers, and coupling networks are obtained by chain-multiplying building-block matrices. This modular approach to resonator filter analysis and design combines the elements of lossy filter synthesis with the transmission-matrix description of SAW components. A multipole filter design procedure based on a lumped-element-model approximation of one-pole two-port resonator building blocks is given and the range of validity of this model examined. The software for simulating the performance of SAW grating devices based on this matrix approach is described, and its performance, when linked to the design procedure to form a CAD/CAA (computer-aided design and analysis) multiple-filter design package, is illustrated with a resonator filter design example.

Unit Root Properties of Seasonal Adjustment and Related Filters: Special Cases

Directory of Open Access Journals (Sweden)

Bell William.R.

2017-03-01

Full Text Available Bell (2012 catalogued unit root factors contained in linear filters used in seasonal adjustment (model-based or from the X-11 method but noted that, for model-based seasonal adjustment, special cases could arise where filters could contain more unit root factors than was indicated by the general results. This article reviews some special cases that occur with canonical ARIMA model based adjustment in which, with some commonly used ARIMA models, the symmetric seasonal filters contain two extra nonseasonal differences (i.e., they include an extra (1 - B(1 - F. This increases by two the degree of polynomials in time that are annihilated by the seasonal filter and reproduced by the seasonal adjustment filter. Other results for canonical ARIMA adjustment that are reported in Bell (2012, including properties of the trend and irregular filters, and properties of the asymmetric and finite filters, are unaltered in these special cases. Special cases for seasonal adjustment with structural ARIMA component models are also briefly discussed.

A Distributional Representation Model For Collaborative Filtering

OpenAIRE

Junlin, Zhang; Heng, Cai; Tongwen, Huang; Huiping, Xue

2015-01-01

In this paper, we propose a very concise deep learning approach for collaborative filtering that jointly models distributional representation for users and items. The proposed framework obtains better performance when compared against current state-of-art algorithms and that made the distributional representation model a promising direction for further research in the collaborative filtering.

A nonlinear look at trend MFP growth and the business cycle: result from a hybrid Kalman/Markov switching model

OpenAIRE

Mark W. French

2005-01-01

The cycle in output and hours worked is not symmetric: it behaves differently around recessions than in expansions. Similarly, the trend in multifactor productivity (MFP) seems to pass through different regimes; there was an extended period of slow MFP growth from about 1973 through 1995, and faster growth thereafter. Typical linear models and linear filters such as the Kalman filter deal poorly with asymmetry and regime changes. This paper attempts to determine more accurately and quickly an...

Particle filters for random set models

CERN Document Server

Ristic, Branko

2013-01-01

“Particle Filters for Random Set Models” presents coverage of state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based  on the Monte Carlo statistical method. The resulting  algorithms, known as particle filters, in the last decade have become one of the essential tools for stochastic filtering, with applications ranging from  navigation and autonomous vehicles to bio-informatics and finance. While particle filters have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. These recent developments have dramatically widened the scope of applications, from single to multiple appearing/disappearing objects, from precise to imprecise measurements and measurement models. This book...

Transient Heating and Thermomechanical Stress Modeling of Ceramic HEPA Filters

Energy Technology Data Exchange (ETDEWEB)

Bogle, Brandon [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Kelly, James [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Haslam, Jeffrey [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2017-09-29

The purpose of this report is to showcase an initial finite-element analysis model of a ceramic High-Efficiency Particulate (HEPA) Air filter design. Next generation HEPA filter assemblies are being developed at LLNL to withstand high-temperature fire scenarios by use of ceramics and advanced materials. The filters are meant for use in radiological and nuclear facilities, and are required to survive 500°C fires over an hour duration. During such conditions, however, collecting data under varying parameters can be challenging; therefore, a Finite Element Analysis model of the filter was conducted using COMSOL ® Multiphysics to analyze the effects of fire. Finite Element Analysis (FEA) modelling offers several opportunities: researchers can quickly and easily consider impacts of potential design changes, material selection, and flow characterization on filter performance. Specifically, this model provides stress references for the sealant at high temperatures. Modeling of full filter assemblies was deemed inefficient given the computational requirements, so a section of three tubes from the assembly was modeled. The model looked at the transient heating and thermomechanical stress development during a 500°C air flow at 6 CFM. Significant stresses were found at the ceramic-metal interfaces of the filter, and conservative temperature profiles at locations of interest were plotted. The model can be used for the development of sealants that minimize stresses at the ceramic-metal interface. Further work on the model would include the full filter assembly and consider heat losses to make more accurate predictions.

Performance evaluation and modelling studies of gravel--coir fibre--sand multimedia stormwater filter.

Science.gov (United States)

Samuel, Manoj P; Senthilvel, S; Tamilmani, D; Mathew, A C

2012-09-01

A horizontal flow multimedia stormwater filter was developed and tested for hydraulic efficiency and pollutant removal efficiency. Gravel, coconut (Cocos nucifera) fibre and sand were selected as the media and filled in 1:1:1 proportion. A fabric screen made up of woven sisal hemp was used to separate the media. The adsorption behaviour of coir fibre was determined in a series of column and batch studies and the corresponding isotherms were developed. The hydraulic efficiency of the filter showed a diminishing trend as the sediment level in inflow increased. The filter exhibited 100% sediment removal at lower sediment concentrations in inflow water (>6 g L(-1)). The filter could remove NO3(-), SO4(2-) and total solids (TS) effectively. Removal percentages of Mg(2+) and Na(+) were also found to be good. Similar results were obtained from a field evaluation study. Studies were also conducted to determine the pattern of silt and sediment deposition inside the filter body. The effects of residence time and rate of flow on removal percentages of NO3(-) and TS were also investigated out. In addition, a multiple regression equation that mathematically represents the filtration process was developed. Based on estimated annual costs and returns, all financial viability criteria (internal rate of return, net present value and benefit-cost ratio) were found favourable and affordable to farmers for investment in the developed filtration system. The model MUSIC was calibrated and validated for field conditions with respect to the developed stormwater filter.

Infrared image background modeling based on improved Susan filtering

Science.gov (United States)

Yuehua, Xia

2018-02-01

When SUSAN filter is used to model the infrared image, the Gaussian filter lacks the ability of direction filtering. After filtering, the edge information of the image cannot be preserved well, so that there are a lot of edge singular points in the difference graph, increase the difficulties of target detection. To solve the above problems, the anisotropy algorithm is introduced in this paper, and the anisotropic Gauss filter is used instead of the Gauss filter in the SUSAN filter operator. Firstly, using anisotropic gradient operator to calculate a point of image's horizontal and vertical gradient, to determine the long axis direction of the filter; Secondly, use the local area of the point and the neighborhood smoothness to calculate the filter length and short axis variance; And then calculate the first-order norm of the difference between the local area of the point's gray-scale and mean, to determine the threshold of the SUSAN filter; Finally, the built SUSAN filter is used to convolution the image to obtain the background image, at the same time, the difference between the background image and the original image is obtained. The experimental results show that the background modeling effect of infrared image is evaluated by Mean Squared Error (MSE), Structural Similarity (SSIM) and local Signal-to-noise Ratio Gain (GSNR). Compared with the traditional filtering algorithm, the improved SUSAN filter has achieved better background modeling effect, which can effectively preserve the edge information in the image, and the dim small target is effectively enhanced in the difference graph, which greatly reduces the false alarm rate of the image.

State Space Models and the Kalman-Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing

Directory of Open Access Journals (Sweden)

Nataliya Chukhrova

2017-05-01

Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.

Methodology for modeling the microbial contamination of air filters.

Science.gov (United States)

Joe, Yun Haeng; Yoon, Ki Young; Hwang, Jungho

2014-01-01

In this paper, we propose a theoretical model to simulate microbial growth on contaminated air filters and entrainment of bioaerosols from the filters to an indoor environment. Air filter filtration and antimicrobial efficiencies, and effects of dust particles on these efficiencies, were evaluated. The number of bioaerosols downstream of the filter could be characterized according to three phases: initial, transitional, and stationary. In the initial phase, the number was determined by filtration efficiency, the concentration of dust particles entering the filter, and the flow rate. During the transitional phase, the number of bioaerosols gradually increased up to the stationary phase, at which point no further increase was observed. The antimicrobial efficiency and flow rate were the dominant parameters affecting the number of bioaerosols downstream of the filter in the transitional and stationary phase, respectively. It was found that the nutrient fraction of dust particles entering the filter caused a significant change in the number of bioaerosols in both the transitional and stationary phases. The proposed model would be a solution for predicting the air filter life cycle in terms of microbiological activity by simulating the microbial contamination of the filter.

Methodology for modeling the microbial contamination of air filters.

Directory of Open Access Journals (Sweden)

Yun Haeng Joe

Full Text Available In this paper, we propose a theoretical model to simulate microbial growth on contaminated air filters and entrainment of bioaerosols from the filters to an indoor environment. Air filter filtration and antimicrobial efficiencies, and effects of dust particles on these efficiencies, were evaluated. The number of bioaerosols downstream of the filter could be characterized according to three phases: initial, transitional, and stationary. In the initial phase, the number was determined by filtration efficiency, the concentration of dust particles entering the filter, and the flow rate. During the transitional phase, the number of bioaerosols gradually increased up to the stationary phase, at which point no further increase was observed. The antimicrobial efficiency and flow rate were the dominant parameters affecting the number of bioaerosols downstream of the filter in the transitional and stationary phase, respectively. It was found that the nutrient fraction of dust particles entering the filter caused a significant change in the number of bioaerosols in both the transitional and stationary phases. The proposed model would be a solution for predicting the air filter life cycle in terms of microbiological activity by simulating the microbial contamination of the filter.

Hybrid Models of Alternative Current Filter for Hvdc

Directory of Open Access Journals (Sweden)

Ufa Ruslan A.

2017-01-01

Full Text Available Based on a hybrid simulation concept of HVDC, the developed hybrid AC filter models, providing the sufficiently full and adequate modeling of all single continuous spectrum of quasi-steady-state and transient processes in the filter, are presented. The obtained results suggest that usage of the hybrid simulation approach is carried out a methodically accurate with guaranteed instrumental error solution of differential equation systems of mathematical models of HVDC.

A Framework of Finite-model Kalman Filter with Case Study: MVDP-FMKF Algorithm%A Framework of Finite-model Kalman Filter with Case Study:MVDP-FMKF Algorithm

Institute of Scientific and Technical Information of China (English)

FENG Bo; MA Hong-Bin; FU Meng-Yin; WANG Shun-Ting

2013-01-01

Kalman filtering techniques have been widely used in many applications,however,standard Kalman filters for linear Gaussian systems usually cannot work well or even diverge in the presence of large model uncertainty.In practical applications,it is expensive to have large number of high-cost experiments or even impossible to obtain an exact system model.Motivated by our previous pioneering work on finite-model adaptive control,a framework of finite-model Kalman filtering is introduced in this paper.This framework presumes that large model uncertainty may be restricted by a finite set of known models which can be very different from each other.Moreover,the number of known models in the set can be flexibly chosen so that the uncertain model may always be approximated by one of the known models,in other words,the large model uncertainty is "covered" by the "convex hull" of the known models.Within the presented framework according to the idea of adaptive switching via the minimizing vector distance principle,a simple finite-model Kalman filter,MVDP-FMKF,is mathematically formulated and illustrated by extensive simulations.An experiment of MEMS gyroscope drift has verified the effectiveness of the proposed algorithm,indicating that the mechanism of finite-model Kalman filter is useful and efficient in practical applications of Kalman filters,especially in inertial navigation systems.

Model Adaptation for Prognostics in a Particle Filtering Framework

Directory of Open Access Journals (Sweden)

Bhaskar Saha

2011-01-01

Full Text Available One of the key motivating factors for using particle filters for prognostics is the ability to include model parameters as part of the state vector to be estimated. This performs model adaptation in conjunction with state tracking, and thus, produces a tuned model that can used for long term predictions. This feature of particle filters works in most part due to the fact that they are not subject to the “curse of dimensionality”, i.e. the exponential growth of computational complexity with state dimension. However, in practice, this property holds for “well-designed” particle filters only as dimensionality increases. This paper explores the notion of wellness of design in the context of predicting remaining useful life for individual discharge cycles of Li-ion and Li-Polymer batteries. Prognostic metrics are used to analyze the tradeoff between different model designs and prediction performance. Results demonstrate how sensitivity analysis may be used to arrive at a well-designed prognostic model that can take advantage of the model adaptation properties of a particle filter.

Model Adaptation for Prognostics in a Particle Filtering Framework

Science.gov (United States)

Saha, Bhaskar; Goebel, Kai Frank

2011-01-01

One of the key motivating factors for using particle filters for prognostics is the ability to include model parameters as part of the state vector to be estimated. This performs model adaptation in conjunction with state tracking, and thus, produces a tuned model that can used for long term predictions. This feature of particle filters works in most part due to the fact that they are not subject to the "curse of dimensionality", i.e. the exponential growth of computational complexity with state dimension. However, in practice, this property holds for "well-designed" particle filters only as dimensionality increases. This paper explores the notion of wellness of design in the context of predicting remaining useful life for individual discharge cycles of Li-ion batteries. Prognostic metrics are used to analyze the tradeoff between different model designs and prediction performance. Results demonstrate how sensitivity analysis may be used to arrive at a well-designed prognostic model that can take advantage of the model adaptation properties of a particle filter.

Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models

KAUST Repository

El Gharamti, Mohamad

2010-01-01

Understanding the geology and the hydrology of the subsurface is important to model the fluid flow and the behavior of the contaminant. It is essential to have an accurate knowledge of the movement of the contaminants in the porous media in order to track them and later extract them from the aquifer. A two-dimensional flow model is studied and then applied on a linear contaminant transport model in the same porous medium. Because of possible different sources of uncertainties, the deterministic model by itself cannot give exact estimations for the future contaminant state. Incorporating observations in the model can guide it to the true state. This is usually done using the Kalman filter (KF) when the system is linear and the extended Kalman filter (EKF) when the system is nonlinear. To overcome the high computational cost required by the KF, we use the singular evolutive Kalman filter (SEKF) and the singular evolutive extended Kalman filter (SEEKF) approximations of the KF operating with low-rank covariance matrices. The SEKF can be implemented on large dimensional contaminant problems while the usage of the KF is not possible. Experimental results show that with perfect and imperfect models, the low rank filters can provide as much accurate estimates as the full KF but at much less computational cost. Localization can help the filter analysis as long as there are enough neighborhood data to the point being analyzed. Estimating the permeabilities of the aquifer is successfully tackled using both the EKF and the SEEKF.

Low-Rank Kalman Filtering in Subsurface Contaminant Transport Models

KAUST Repository

El Gharamti, Mohamad

2010-12-01

Understanding the geology and the hydrology of the subsurface is important to model the fluid flow and the behavior of the contaminant. It is essential to have an accurate knowledge of the movement of the contaminants in the porous media in order to track them and later extract them from the aquifer. A two-dimensional flow model is studied and then applied on a linear contaminant transport model in the same porous medium. Because of possible different sources of uncertainties, the deterministic model by itself cannot give exact estimations for the future contaminant state. Incorporating observations in the model can guide it to the true state. This is usually done using the Kalman filter (KF) when the system is linear and the extended Kalman filter (EKF) when the system is nonlinear. To overcome the high computational cost required by the KF, we use the singular evolutive Kalman filter (SEKF) and the singular evolutive extended Kalman filter (SEEKF) approximations of the KF operating with low-rank covariance matrices. The SEKF can be implemented on large dimensional contaminant problems while the usage of the KF is not possible. Experimental results show that with perfect and imperfect models, the low rank filters can provide as much accurate estimates as the full KF but at much less computational cost. Localization can help the filter analysis as long as there are enough neighborhood data to the point being analyzed. Estimating the permeabilities of the aquifer is successfully tackled using both the EKF and the SEEKF.

Eigenvector Spatial Filtering Regression Modeling of Ground PM2.5 Concentrations Using Remotely Sensed Data

Directory of Open Access Journals (Sweden)

Jingyi Zhang

2018-06-01

Full Text Available This paper proposes a regression model using the Eigenvector Spatial Filtering (ESF method to estimate ground PM2.5 concentrations. Covariates are derived from remotely sensed data including aerosol optical depth, normal differential vegetation index, surface temperature, air pressure, relative humidity, height of planetary boundary layer and digital elevation model. In addition, cultural variables such as factory densities and road densities are also used in the model. With the Yangtze River Delta region as the study area, we constructed ESF-based Regression (ESFR models at different time scales, using data for the period between December 2015 and November 2016. We found that the ESFR models effectively filtered spatial autocorrelation in the OLS residuals and resulted in increases in the goodness-of-fit metrics as well as reductions in residual standard errors and cross-validation errors, compared to the classic OLS models. The annual ESFR model explained 70% of the variability in PM2.5 concentrations, 16.7% more than the non-spatial OLS model. With the ESFR models, we performed detail analyses on the spatial and temporal distributions of PM2.5 concentrations in the study area. The model predictions are lower than ground observations but match the general trend. The experiment shows that ESFR provides a promising approach to PM2.5 analysis and prediction.

Eigenvector Spatial Filtering Regression Modeling of Ground PM2.5 Concentrations Using Remotely Sensed Data.

Science.gov (United States)

Zhang, Jingyi; Li, Bin; Chen, Yumin; Chen, Meijie; Fang, Tao; Liu, Yongfeng

2018-06-11

This paper proposes a regression model using the Eigenvector Spatial Filtering (ESF) method to estimate ground PM 2.5 concentrations. Covariates are derived from remotely sensed data including aerosol optical depth, normal differential vegetation index, surface temperature, air pressure, relative humidity, height of planetary boundary layer and digital elevation model. In addition, cultural variables such as factory densities and road densities are also used in the model. With the Yangtze River Delta region as the study area, we constructed ESF-based Regression (ESFR) models at different time scales, using data for the period between December 2015 and November 2016. We found that the ESFR models effectively filtered spatial autocorrelation in the OLS residuals and resulted in increases in the goodness-of-fit metrics as well as reductions in residual standard errors and cross-validation errors, compared to the classic OLS models. The annual ESFR model explained 70% of the variability in PM 2.5 concentrations, 16.7% more than the non-spatial OLS model. With the ESFR models, we performed detail analyses on the spatial and temporal distributions of PM 2.5 concentrations in the study area. The model predictions are lower than ground observations but match the general trend. The experiment shows that ESFR provides a promising approach to PM 2.5 analysis and prediction.

Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter

DEFF Research Database (Denmark)

Andreasen, Martin Møller

This paper shows how non-linear DSGE models with potential non-normal shocks can be estimated by Quasi-Maximum Likelihood based on the Central Difference Kalman Filter (CDKF). The advantage of this estimator is that evaluating the quasi log-likelihood function only takes a fraction of a second....... The second contribution of this paper is to derive a new particle filter which we term the Mean Shifted Particle Filter (MSPFb). We show that the MSPFb outperforms the standard Particle Filter by delivering more precise state estimates, and in general the MSPFb has lower Monte Carlo variation in the reported...

Hydraulic modeling of clay ceramic water filters for point-of-use water treatment.

Science.gov (United States)

Schweitzer, Ryan W; Cunningham, Jeffrey A; Mihelcic, James R

2013-01-02

The acceptability of ceramic filters for point-of-use water treatment depends not only on the quality of the filtered water, but also on the quantity of water the filters can produce. This paper presents two mathematical models for the hydraulic performance of ceramic water filters under typical usage. A model is developed for two common filter geometries: paraboloid- and frustum-shaped. Both models are calibrated and evaluated by comparison to experimental data. The hydraulic models are able to predict the following parameters as functions of time: water level in the filter (h), instantaneous volumetric flow rate of filtrate (Q), and cumulative volume of water produced (V). The models' utility is demonstrated by applying them to estimate how the volume of water produced depends on factors such as the filter shape and the frequency of filling. Both models predict that the volume of water produced can be increased by about 45% if users refill the filter three times per day versus only once per day. Also, the models predict that filter geometry affects the volume of water produced: for two filters with equal volume, equal wall thickness, and equal hydraulic conductivity, a filter that is tall and thin will produce as much as 25% more water than one which is shallow and wide. We suggest that the models can be used as tools to help optimize filter performance.

Modeling the sustainability of a ceramic water filter intervention.

Science.gov (United States)

Mellor, Jonathan; Abebe, Lydia; Ehdaie, Beeta; Dillingham, Rebecca; Smith, James

2014-02-01

Ceramic water filters (CWFs) are a point-of-use water treatment technology that has shown promise in preventing early childhood diarrhea (ECD) in resource-limited settings. Despite this promise, some researchers have questioned their ability to reduce ECD incidences over the long term since most effectiveness trials conducted to date are less than one year in duration limiting their ability to assess long-term sustainability factors. Most trials also suffer from lack of blinding making them potentially biased. This study uses an agent-based model (ABM) to explore factors related to the long-term sustainability of CWFs in preventing ECD and was based on a three year longitudinal field study. Factors such as filter user compliance, microbial removal effectiveness, filter cleaning and compliance declines were explored. Modeled results indicate that broadly defined human behaviors like compliance and declining microbial effectiveness due to improper maintenance are primary drivers of the outcome metrics of household drinking water quality and ECD rates. The model predicts that a ceramic filter intervention can reduce ECD incidence amongst under two year old children by 41.3%. However, after three years, the average filter is almost entirely ineffective at reducing ECD incidence due to declining filter microbial removal effectiveness resulting from improper maintenance. The model predicts very low ECD rates are possible if compliance rates are 80-90%, filter log reduction efficiency is 3 or greater and there are minimal long-term compliance declines. Cleaning filters at least once every 4 months makes it more likely to achieve very low ECD rates as does the availability of replacement filters for purchase. These results help to understand the heterogeneity seen in previous intervention-control trials and reemphasize the need for researchers to accurately measure confounding variables and ensure that field trials are at least 2-3 years in duration. In summary, the CWF

A numerical storm surge forecast model with Kalman filter

Institute of Scientific and Technical Information of China (English)

Yu Fujiang; Zhang Zhanhai; Lin Yihua

2001-01-01

Kalman filter data assimilation technique is incorporated into a standard two-dimensional linear storm surge model. Imperfect model equation and imperfect meteorological forcimg are accounted for by adding noise terms to the momentum equations. The deterministic model output is corrected by using the available tidal gauge station data. The stationary Kalman filter algorithm for the model domain is calculated by an iterative procedure using specified information on the inaccuracies in the momentum equations and specified error information for the observations. An application to a real storm surge that occurred in the summer of 1956 in the East China Sea is performed by means of this data assimilation technique. The result shows that Kalman filter is useful for storm surge forecast and hindcast.

Linear theory for filtering nonlinear multiscale systems with model error.

Science.gov (United States)

Berry, Tyrus; Harlim, John

2014-07-08

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering

A modified RRSQRT-filter for assimilating data in atmospheric chemistry models

NARCIS (Netherlands)

Segers, A.J.; Heemink, A.W.; Verlaan, M.; Loon, M. van

2000-01-01

The RRSQRT-filter is a special formulation of the Kalman filter for assimilation of data in large scale models. In this formulation, the covariance matrix of the model state is expressed in a limited number of modes. Two modifications have been made to the filter such that it is more robust when

Comparison of filtering methods for the modeling and retrospective forecasting of influenza epidemics.

Directory of Open Access Journals (Sweden)

Wan Yang

2014-04-01

Full Text Available A variety of filtering methods enable the recursive estimation of system state variables and inference of model parameters. These methods have found application in a range of disciplines and settings, including engineering design and forecasting, and, over the last two decades, have been applied to infectious disease epidemiology. For any system of interest, the ideal filter depends on the nonlinearity and complexity of the model to which it is applied, the quality and abundance of observations being entrained, and the ultimate application (e.g. forecast, parameter estimation, etc.. Here, we compare the performance of six state-of-the-art filter methods when used to model and forecast influenza activity. Three particle filters--a basic particle filter (PF with resampling and regularization, maximum likelihood estimation via iterated filtering (MIF, and particle Markov chain Monte Carlo (pMCMC--and three ensemble filters--the ensemble Kalman filter (EnKF, the ensemble adjustment Kalman filter (EAKF, and the rank histogram filter (RHF--were used in conjunction with a humidity-forced susceptible-infectious-recovered-susceptible (SIRS model and weekly estimates of influenza incidence. The modeling frameworks, first validated with synthetic influenza epidemic data, were then applied to fit and retrospectively forecast the historical incidence time series of seven influenza epidemics during 2003-2012, for 115 cities in the United States. Results suggest that when using the SIRS model the ensemble filters and the basic PF are more capable of faithfully recreating historical influenza incidence time series, while the MIF and pMCMC do not perform as well for multimodal outbreaks. For forecast of the week with the highest influenza activity, the accuracies of the six model-filter frameworks are comparable; the three particle filters perform slightly better predicting peaks 1-5 weeks in the future; the ensemble filters are more accurate predicting peaks in

Model for optimising the execution of anti-spam filters

Directory of Open Access Journals (Sweden)

David Ruano-Ordás

2016-12-01

Full Text Available During last years, the combination of several filtering techniques for the development of anti-spam systems has gained a enormous popularity. However, although the accuracy achieved by these models has increased considerably, its use has entailed the emergence of new challenges such as the need to reduce the excessive use of computational resources, the increase of filtering speed and the adjustment of the weights used for the combination of several filtering techniques. In order to achieve this goal we have been refined several aspects including: (i the design and development of small technical improvements to increase the overall performance of the filter, (ii application of genetic algorithms to increase filtering accuracy and (iii the use of scheduling algorithms to improve filtering throughput.

Neural Model for Left-Handed CPW Bandpass Filter Loaded Split Ring Resonator

Science.gov (United States)

Liu, Haiwen; Wang, Shuxin; Tan, Mingtao; Zhang, Qijun

2010-02-01

Compact left-handed coplanar waveguide (CPW) bandpass filter loaded split ring resonator (SRR) is presented in this paper. The proposed filter exhibits a quasi-elliptic function response and its circuit size occupies only 12 × 11.8 mm2 (≈0.21 λg × 0.20 λg). Also, a simple circuit model is given and the parametric study of this filter is discussed. Then, with the aid of NeuroModeler software, a five-layer feed-forward perceptron neural networks model is built up to optimize the proposed filter design fast and accurately. Finally, this newly left-handed CPW bandpass filter was fabricated and measured. A good agreement between simulations and measurement verifies the proposed left-handed filter and the validity of design methodology.

A low-complexity interacting multiple model filter for maneuvering target tracking

KAUST Repository

Khalid, Syed Safwan; Abrar, Shafayat

2017-01-01

In this work, we address the target tracking problem for a coordinate-decoupled Markovian jump-mean-acceleration based maneuvering mobility model. A novel low-complexity alternative to the conventional interacting multiple model (IMM) filter is proposed for this class of mobility models. The proposed tracking algorithm utilizes a bank of interacting filters where the interactions are limited to the mixing of the mean estimates, and it exploits a fixed off-line computed Kalman gain matrix for the entire filter bank. Consequently, the proposed filter does not require matrix inversions during on-line operation which significantly reduces its complexity. Simulation results show that the performance of the low-complexity proposed scheme remains comparable to that of the traditional (highly-complex) IMM filter. Furthermore, we derive analytical expressions that iteratively evaluate the transient and steady-state performance of the proposed scheme, and establish the conditions that ensure the stability of the proposed filter. The analytical findings are in close accordance with the simulated results.

A low-complexity interacting multiple model filter for maneuvering target tracking

KAUST Repository

Khalid, Syed Safwan

2017-01-22

In this work, we address the target tracking problem for a coordinate-decoupled Markovian jump-mean-acceleration based maneuvering mobility model. A novel low-complexity alternative to the conventional interacting multiple model (IMM) filter is proposed for this class of mobility models. The proposed tracking algorithm utilizes a bank of interacting filters where the interactions are limited to the mixing of the mean estimates, and it exploits a fixed off-line computed Kalman gain matrix for the entire filter bank. Consequently, the proposed filter does not require matrix inversions during on-line operation which significantly reduces its complexity. Simulation results show that the performance of the low-complexity proposed scheme remains comparable to that of the traditional (highly-complex) IMM filter. Furthermore, we derive analytical expressions that iteratively evaluate the transient and steady-state performance of the proposed scheme, and establish the conditions that ensure the stability of the proposed filter. The analytical findings are in close accordance with the simulated results.

Trends of air pollution in Denmark - Normalised by a simple weather index model

International Nuclear Information System (INIS)

Kiilsholm, S.; Rasmussen, A.

2000-01-01

This report is a part of the Traffic Pool projects on 'Traffic and Environments', 1995-99, financed by the Danish Ministry of Transport. The Traffic Pool projects included five different projects on 'Surveillance of the Air Quality', 'Atmospheric Modelling', 'Atmospheric Chemistry Modelling', 'Smog and ozone' and 'Greenhouse effects and Climate', [Rasmussen, 2000]. This work is a part of the project on 'Surveillance of the Air Quality' with the main objectives to make trend analysis of levels of air pollution from traffic in Denmark. Other participants were from the Road Directory mainly focusing on measurement of traffic and trend analysis of the air quality utilising a nordic model for the air pollution in street canyons called BLB (Beregningsmodel for Luftkvalitet i Byluftgader) [Vejdirektoratet 2000], National Environmental Research Institute (HERI) mainly focusing on. measurements of air pollution and trend analysis with the Operational Street Pollution Model (OSPM) [DMU 2000], and the Copenhagen Environmental Protection Agency mainly focusing on measurements. In this study a more simple statistical model has been developed for trend analysis of the air quality. The model is filtering out the influence of the variations from year to year in the meteorological conditions on the air pollution levels. The weather factors found most important are wind speed, wind direction and mixing height. Measurements of CO, NO and NO 2 from three streets in Copenhagen have been used, these streets are Jagtvej, Bredgade and H. C. Andersen's Boulevard (HCAB). The years 1994-1996 were used for evaluation of the method and annual indexes of air pollution index dependent only on meteorological parameters, called WEATHIX, were calculated for the years 1990-1997 and used for normalisation of the observed air pollution trends. Meteorological data were taken from either the background stations at the H.C. Oersted - building situated close to one of the street stations or the synoptic

Modeling the filtration ability of stockpiled filtering facepiece

Science.gov (United States)

Rottach, Dana R.

2016-03-01

Filtering facepiece respirators (FFR) are often stockpiled for use during public health emergencies such as an infectious disease outbreak or pandemic. While many stockpile administrators are aware of shelf life limitations, environmental conditions can lead to premature degradation. Filtration performance of a set of FFR retrieved from a storage room with failed environmental controls was measured. Though within the expected shelf life, the filtration ability of several respirators was degraded, allowing twice the penetration of fresh samples. The traditional picture of small particle capture by fibrous filter media qualitatively separates the effect of inertial impaction, interception from the streamline, diffusion, settling, and electrostatic attraction. Most of these mechanisms depend upon stable conformational properties. However, common FFR rely on electrets to achieve their high performance, and over time heat and humidity can cause the electrostatic media to degrade. An extension of the Langevin model with correlations to classical filtration concepts will be presented. The new computational model will be used to predict the change in filter effectiveness as the filter media changes with time.

Kalman filtering and smoothing for linear wave equations with model error

International Nuclear Information System (INIS)

Lee, Wonjung; McDougall, D; Stuart, A M

2011-01-01

Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data are acquired sequentially. The Kalman filter plays a central role in many applications because it is exact for linear systems subject to Gaussian noise, and because it forms the basis for many approximate filters which are used in high-dimensional systems. The aim of this paper is to study the effect of model error on the Kalman filter, in the context of linear wave propagation problems. A consistency result is proved when no model error is present, showing recovery of the true signal in the large data limit. This result, however, is not robust: it is also proved that arbitrarily small model error can lead to inconsistent recovery of the signal in the large data limit. If the model error is in the form of a constant shift to the velocity, the filtering and smoothing distributions only recover a partial Fourier expansion, a phenomenon related to aliasing. On the other hand, for a class of wave velocity model errors which are time dependent, it is possible to recover the filtering distribution exactly, but not the smoothing distribution. Numerical results are presented which corroborate the theory, and also propose a computational approach which overcomes the inconsistency in the presence of model error, by relaxing the model

Present status and future trends of semiconductor detectors

International Nuclear Information System (INIS)

Lakatos, Tamas

1988-01-01

Some examples of the applications of semiconductor radiation detectors are briefly outlined, in order to illustrate development trends. The major parameters including energy resolution and dead time are discussed, and their improvement by the application of temporally varying parameter filters is pointed out. Development trends point toward low-loss signal processing by using adaptive filtering, possibly digital filtering. (R.P.) 14 refs.; 3 figs

A generalized adaptive mathematical morphological filter for LIDAR data

Science.gov (United States)

Cui, Zheng

Airborne Light Detection and Ranging (LIDAR) technology has become the primary method to derive high-resolution Digital Terrain Models (DTMs), which are essential for studying Earth's surface processes, such as flooding and landslides. The critical step in generating a DTM is to separate ground and non-ground measurements in a voluminous point LIDAR dataset, using a filter, because the DTM is created by interpolating ground points. As one of widely used filtering methods, the progressive morphological (PM) filter has the advantages of classifying the LIDAR data at the point level, a linear computational complexity, and preserving the geometric shapes of terrain features. The filter works well in an urban setting with a gentle slope and a mixture of vegetation and buildings. However, the PM filter often removes ground measurements incorrectly at the topographic high area, along with large sizes of non-ground objects, because it uses a constant threshold slope, resulting in "cut-off" errors. A novel cluster analysis method was developed in this study and incorporated into the PM filter to prevent the removal of the ground measurements at topographic highs. Furthermore, to obtain the optimal filtering results for an area with undulating terrain, a trend analysis method was developed to adaptively estimate the slope-related thresholds of the PM filter based on changes of topographic slopes and the characteristics of non-terrain objects. The comparison of the PM and generalized adaptive PM (GAPM) filters for selected study areas indicates that the GAPM filter preserves the most "cut-off" points removed incorrectly by the PM filter. The application of the GAPM filter to seven ISPRS benchmark datasets shows that the GAPM filter reduces the filtering error by 20% on average, compared with the method used by the popular commercial software TerraScan. The combination of the cluster method, adaptive trend analysis, and the PM filter allows users without much experience in

Model-Based Engine Control Architecture with an Extended Kalman Filter

Science.gov (United States)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The nonlinear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.

Estimating the Competitive Storage Model with Trending Commodity Prices

OpenAIRE

Gouel , Christophe; LEGRAND , Nicolas

2017-01-01

We present a method to estimate jointly the parameters of a standard commodity storage model and the parameters characterizing the trend in commodity prices. This procedure allows the influence of a possible trend to be removed without restricting the model specification, and allows model and trend selection based on statistical criteria. The trend is modeled deterministically using linear or cubic spline functions of time. The results show that storage models with trend are always preferred ...

A filter-mediated communication model for design collaboration in building construction.

Science.gov (United States)

Lee, Jaewook; Jeong, Yongwook; Oh, Minho; Hong, Seung Wan

2014-01-01

Multidisciplinary collaboration is an important aspect of modern engineering activities, arising from the growing complexity of artifacts whose design and construction require knowledge and skills that exceed the capacities of any one professional. However, current collaboration in the architecture, engineering, and construction industries often fails due to lack of shared understanding between different participants and limitations of their supporting tools. To achieve a high level of shared understanding, this study proposes a filter-mediated communication model. In the proposed model, participants retain their own data in the form most appropriate for their needs with domain-specific filters that transform the neutral representations into semantically rich ones, as needed by the participants. Conversely, the filters can translate semantically rich, domain-specific data into a neutral representation that can be accessed by other domain-specific filters. To validate the feasibility of the proposed model, we computationally implement the filter mechanism and apply it to a hypothetical test case. The result acknowledges that the filter mechanism can let the participants know ahead of time what will be the implications of their proposed actions, as seen from other participants' points of view.

A model for transient analysis of a multiple-medium confinement filter system

International Nuclear Information System (INIS)

Hyder, M.L.; Ellison, P.G.; Leonard, M.T.; Louie, D.L.Y.; Donbroski, E.L.; Wagner, K.C.

1990-01-01

A computational model is described that calculates the transient behavior of aerosol and vapor (adsorption) filter compartments such as those used in the Savannah River Site (SRS) production reactor confinement system. The principal application of the model is in the analysis of confinement response to hypothetical severe (core melt) accidents. Under these conditions, aerosol and radio-iodine deposition on filter compartments may be substantial. Attendant filter degradation mechanisms are modeled. Sample calculations are included to illustrate model performance. 6 refs., 14 figs., 1 tab

Preliminary Analytical Reviews on the Performance of Fibrous Filter

International Nuclear Information System (INIS)

Choi, Yu Jung; Hong, Tae Hyub; Kim, Hyeong-Taek

2015-01-01

The wet type Containment Filtered Vent System (CFVS) is composed of a tank including nozzles in a liquid pool, moisture separators, and a few dry filters such as a metal fiber filter and a molecular sieve. After injecting gases from the containment into the CFVS under severe accident conditions, the CFVS will release decontaminated radioactive materials to the environment. To protect against the release of uncontrolled fission products to the environment, we need to confirm the performance of the CFVS in terms of not only the integral capability but also the capabilities of the individual components. It is crucial to confirm the performance of the metal fiber filter in both analytical and experimental ways. Pressure drop across a filter and collection efficiency are ways to explain the performance of a fibrous filter. Based on data from the literature survey, pressure drop and collection efficiency for a single filter were calculated. The trends of pressure drop and collection efficiencies due to various deposition mechanisms of particles onto the fiber of the filters were roughly confirmed. Therefore, to obtain better quantitative predictions of the performance of the metal fiber filter, a new model able to evaluate the performance of fibrous filters under severe conditions should be developed

Robust estimation of event-related potentials via particle filter.

Science.gov (United States)

Fukami, Tadanori; Watanabe, Jun; Ishikawa, Fumito

2016-03-01

In clinical examinations and brain-computer interface (BCI) research, a short electroencephalogram (EEG) measurement time is ideal. The use of event-related potentials (ERPs) relies on both estimation accuracy and processing time. We tested a particle filter that uses a large number of particles to construct a probability distribution. We constructed a simple model for recording EEG comprising three components: ERPs approximated via a trend model, background waves constructed via an autoregressive model, and noise. We evaluated the performance of the particle filter based on mean squared error (MSE), P300 peak amplitude, and latency. We then compared our filter with the Kalman filter and a conventional simple averaging method. To confirm the efficacy of the filter, we used it to estimate ERP elicited by a P300 BCI speller. A 400-particle filter produced the best MSE. We found that the merit of the filter increased when the original waveform already had a low signal-to-noise ratio (SNR) (i.e., the power ratio between ERP and background EEG). We calculated the amount of averaging necessary after applying a particle filter that produced a result equivalent to that associated with conventional averaging, and determined that the particle filter yielded a maximum 42.8% reduction in measurement time. The particle filter performed better than both the Kalman filter and conventional averaging for a low SNR in terms of both MSE and P300 peak amplitude and latency. For EEG data produced by the P300 speller, we were able to use our filter to obtain ERP waveforms that were stable compared with averages produced by a conventional averaging method, irrespective of the amount of averaging. We confirmed that particle filters are efficacious in reducing the measurement time required during simulations with a low SNR. Additionally, particle filters can perform robust ERP estimation for EEG data produced via a P300 speller. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Identifying trends in climate: an application to the cenozoic

Science.gov (United States)

Richards, Gordon R.

1998-05-01

The recent literature on trending in climate has raised several issues, whether trends should be modeled as deterministic or stochastic, whether trends are nonlinear, and the relative merits of statistical models versus models based on physics. This article models trending since the late Cretaceous. This 68 million-year interval is selected because the reliability of tests for trending is critically dependent on the length of time spanned by the data. Two main hypotheses are tested, that the trend has been caused primarily by CO2 forcing, and that it reflects a variety of forcing factors which can be approximated by statistical methods. The CO2 data is obtained from model simulations. Several widely-used statistical models are found to be inadequate. ARIMA methods parameterize too much of the short-term variation, and do not identify low frequency movements. Further, the unit root in the ARIMA process does not predict the long-term path of temperature. Spectral methods also have little ability to predict temperature at long horizons. Instead, the statistical trend is estimated using a nonlinear smoothing filter. Both of these paradigms make it possible to model climate as a cointegrated process, in which temperature can wander quite far from the trend path in the intermediate term, but converges back over longer horizons. Comparing the forecasting properties of the two trend models demonstrates that the optimal forecasting model includes CO2 forcing and a parametric representation of the nonlinear variability in climate.

Geometric Models for Collaborative Search and Filtering

Science.gov (United States)

Bitton, Ephrat

2011-01-01

This dissertation explores the use of geometric and graphical models for a variety of information search and filtering applications. These models serve to provide an intuitive understanding of the problem domains and as well as computational efficiencies to our solution approaches. We begin by considering a search and rescue scenario where both…

Biotrickling filter modeling for styrene abatement. Part 1: Model development, calibration and validation on an industrial scale.

Science.gov (United States)

San-Valero, Pau; Dorado, Antonio D; Martínez-Soria, Vicente; Gabaldón, Carmen

2018-01-01

A three-phase dynamic mathematical model based on mass balances describing the main processes in biotrickling filtration: convection, mass transfer, diffusion, and biodegradation was calibrated and validated for the simulation of an industrial styrene-degrading biotrickling filter. The model considered the key features of the industrial operation of biotrickling filters: variable conditions of loading and intermittent irrigation. These features were included in the model switching from the mathematical description of periods with and without irrigation. Model equations were based on the mass balances describing the main processes in biotrickling filtration: convection, mass transfer, diffusion, and biodegradation. The model was calibrated with steady-state data from a laboratory biotrickling filter treating inlet loads at 13-74 g C m -3 h -1 and at empty bed residence time of 30-15 s. The model predicted the dynamic emission in the outlet of the biotrickling filter, simulating the small peaks of concentration occurring during irrigation. The validation of the model was performed using data from a pilot on-site biotrickling filter treating styrene installed in a fiber-reinforced facility. The model predicted the performance of the biotrickling filter working under high-oscillating emissions at an inlet load in a range of 5-23 g C m -3 h -1 and at an empty bed residence time of 31 s for more than 50 days, with a goodness of fit of 0.84. Copyright © 2017 Elsevier Ltd. All rights reserved.

NEW APPROACH TO MODELLING OF SAND FILTER CLOGGING BY SEPTIC TANK EFFLUENT

Directory of Open Access Journals (Sweden)

Jakub Nieć

2016-04-01

Full Text Available The deep bed filtration model elaborated by Iwasaki has many applications, e.g. solids removal from wastewater. Its main parameter, filter coefficient, is directly related to removal efficiency and depends on filter depth and time of operation. In this paper the authors have proposed a new approach to modelling, describing dry organic mass from septic tank effluent and biomass distribution in a sand filter. In this approach the variable filter coefficient value was used as affected by depth and time of operation and the live biomass concentration distribution was approximated by a logistic function. Relatively stable biomass contents in deeper beds compartments were observed in empirical studies. The Iwasaki equations associated with the logistic function can predict volatile suspended solids deposition and biomass content in sand filters. The comparison between the model and empirical data for filtration lasting 10 and 20 days showed a relatively good agreement.

Maximum Correntropy Criterion Kalman Filter for α-Jerk Tracking Model with Non-Gaussian Noise

Directory of Open Access Journals (Sweden)

Bowen Hou

2017-11-01

Full Text Available As one of the most critical issues for target track, α -jerk model is an effective maneuver target track model. Non-Gaussian noises always exist in the track process, which usually lead to inconsistency and divergence of the track filter. A novel Kalman filter is derived and applied on α -jerk tracking model to handle non-Gaussian noise. The weighted least square solution is presented and the standard Kalman filter is deduced firstly. A novel Kalman filter with the weighted least square based on the maximum correntropy criterion is deduced. The robustness of the maximum correntropy criterion is also analyzed with the influence function and compared with the Huber-based filter, and, moreover, the kernel size of Gaussian kernel plays an important role in the filter algorithm. A new adaptive kernel method is proposed in this paper to adjust the parameter in real time. Finally, simulation results indicate the validity and the efficiency of the proposed filter. The comparison study shows that the proposed filter can significantly reduce the noise influence for α -jerk model.

Quantum model for a periodically driven selectivity filter in a K+ ion channel

International Nuclear Information System (INIS)

Cifuentes, A A; Semião, F L

2014-01-01

In this work, we present a quantum transport model for the selectivity filter in the KcsA potassium ion channel. This model is fully consistent with the fact that two conduction pathways are involved in the translocation of ions through the filter, and we show that the presence of a second path may actually bring advantages for the filter as a result of quantum interference. To highlight interferences and resonances in the model, we consider the selectivity filter to be driven by a controlled time-dependent external field, which changes the free-energy scenario and consequently the conduction of the ions. In particular, we demonstrate that the two-pathway conduction mechanism is more advantageous for the filter when dephasing in the transient configurations is lower than in the main configurations. As a matter of fact, K + ions in the main configurations are highly coordinated by oxygen atoms of the filter backbone, and this increases noise. Moreover, we also show that for a wide range of dephasing rates and driving frequencies, the two-pathway conduction used by the filter leads to higher ionic currents than the single–path model. (paper)

Improved Collaborative Filtering Algorithm using Topic Model

Directory of Open Access Journals (Sweden)

Liu Na

2016-01-01

Full Text Available Collaborative filtering algorithms make use of interactions rates between users and items for generating recommendations. Similarity among users or items is calculated based on rating mostly, without considering explicit properties of users or items involved. In this paper, we proposed collaborative filtering algorithm using topic model. We describe user-item matrix as document-word matrix and user are represented as random mixtures over item, each item is characterized by a distribution over users. The experiments showed that the proposed algorithm achieved better performance compared the other state-of-the-art algorithms on Movie Lens data sets.

The Trend Odds Model for Ordinal Data‡

Science.gov (United States)

Capuano, Ana W.; Dawson, Jeffrey D.

2013-01-01

Ordinal data appear in a wide variety of scientific fields. These data are often analyzed using ordinal logistic regression models that assume proportional odds. When this assumption is not met, it may be possible to capture the lack of proportionality using a constrained structural relationship between the odds and the cut-points of the ordinal values (Peterson and Harrell, 1990). We consider a trend odds version of this constrained model, where the odds parameter increases or decreases in a monotonic manner across the cut-points. We demonstrate algebraically and graphically how this model is related to latent logistic, normal, and exponential distributions. In particular, we find that scale changes in these potential latent distributions are consistent with the trend odds assumption, with the logistic and exponential distributions having odds that increase in a linear or nearly linear fashion. We show how to fit this model using SAS Proc Nlmixed, and perform simulations under proportional odds and trend odds processes. We find that the added complexity of the trend odds model gives improved power over the proportional odds model when there are moderate to severe departures from proportionality. A hypothetical dataset is used to illustrate the interpretation of the trend odds model, and we apply this model to a Swine Influenza example where the proportional odds assumption appears to be violated. PMID:23225520

The trend odds model for ordinal data.

Science.gov (United States)

Capuano, Ana W; Dawson, Jeffrey D

2013-06-15

Ordinal data appear in a wide variety of scientific fields. These data are often analyzed using ordinal logistic regression models that assume proportional odds. When this assumption is not met, it may be possible to capture the lack of proportionality using a constrained structural relationship between the odds and the cut-points of the ordinal values. We consider a trend odds version of this constrained model, wherein the odds parameter increases or decreases in a monotonic manner across the cut-points. We demonstrate algebraically and graphically how this model is related to latent logistic, normal, and exponential distributions. In particular, we find that scale changes in these potential latent distributions are consistent with the trend odds assumption, with the logistic and exponential distributions having odds that increase in a linear or nearly linear fashion. We show how to fit this model using SAS Proc NLMIXED and perform simulations under proportional odds and trend odds processes. We find that the added complexity of the trend odds model gives improved power over the proportional odds model when there are moderate to severe departures from proportionality. A hypothetical data set is used to illustrate the interpretation of the trend odds model, and we apply this model to a swine influenza example wherein the proportional odds assumption appears to be violated. Copyright © 2012 John Wiley & Sons, Ltd.

On low-frequency errors of uniformly modulated filtered white-noise models for ground motions

Science.gov (United States)

Safak, Erdal; Boore, David M.

1988-01-01

Low-frequency errors of a commonly used non-stationary stochastic model (uniformly modulated filtered white-noise model) for earthquake ground motions are investigated. It is shown both analytically and by numerical simulation that uniformly modulated filter white-noise-type models systematically overestimate the spectral response for periods longer than the effective duration of the earthquake, because of the built-in low-frequency errors in the model. The errors, which are significant for low-magnitude short-duration earthquakes, can be eliminated by using the filtered shot-noise-type models (i. e. white noise, modulated by the envelope first, and then filtered).

Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study.

Science.gov (United States)

Hosseinyalamdary, Siavash

2018-04-24

Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU), have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS) observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy.

RB Particle Filter Time Synchronization Algorithm Based on the DPM Model.

Science.gov (United States)

Guo, Chunsheng; Shen, Jia; Sun, Yao; Ying, Na

2015-09-03

Time synchronization is essential for node localization, target tracking, data fusion, and various other Wireless Sensor Network (WSN) applications. To improve the estimation accuracy of continuous clock offset and skew of mobile nodes in WSNs, we propose a novel time synchronization algorithm, the Rao-Blackwellised (RB) particle filter time synchronization algorithm based on the Dirichlet process mixture (DPM) model. In a state-space equation with a linear substructure, state variables are divided into linear and non-linear variables by the RB particle filter algorithm. These two variables can be estimated using Kalman filter and particle filter, respectively, which improves the computational efficiency more so than if only the particle filter was used. In addition, the DPM model is used to describe the distribution of non-deterministic delays and to automatically adjust the number of Gaussian mixture model components based on the observational data. This improves the estimation accuracy of clock offset and skew, which allows achieving the time synchronization. The time synchronization performance of this algorithm is also validated by computer simulations and experimental measurements. The results show that the proposed algorithm has a higher time synchronization precision than traditional time synchronization algorithms.

A comparison of nonlinear filtering approaches in the context of an HIV model.

Science.gov (United States)

Banks, H Thomas; Hu, Shuhua; Kenz, Zackary R; Tran, Hien T

2010-04-01

In this paper three different filtering methods, the Extended Kalman Filter (EKF), the Gauss-Hermite Filter (GHF), and the Unscented Kalman Filter (UKF), are compared for state-only and coupled state and parameter estimation when used with log state variables of a model of the immunologic response to the human immunodeficiency virus (HIV) in individuals. The filters are implemented to estimate model states as well as model parameters from simulated noisy data, and are compared in terms of estimation accuracy and computational time. Numerical experiments reveal that the GHF is the most computationally expensive algorithm, while the EKF is the least expensive one. In addition, computational experiments suggest that there is little difference in the estimation accuracy between the UKF and GHF. When measurements are taken as frequently as every week to two weeks, the EKF is the superior filter. When measurements are further apart, the UKF is the best choice in the problem under investigation.

Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study

Directory of Open Access Journals (Sweden)

Siavash Hosseinyalamdary

2018-04-01

Full Text Available Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU, have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy.

Interacting Multiple Model (IMM Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking

Directory of Open Access Journals (Sweden)

Hua Liu

2017-06-01

Full Text Available For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF. The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF, the interacting multiple model cubature Kalman filter (IMMCKF and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF.

Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking.

Science.gov (United States)

Liu, Hua; Wu, Wen

2017-06-13

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF).

Modelling of air flows in pleated filters and of their clogging by solid particles

International Nuclear Information System (INIS)

Del Fabbro, L.

2002-01-01

The devices of air cleaning against particles are widely spread in various branches of industry: nuclear, motor, food, electronic,...; among these devices, numerous are constituted by pleated porous media to increase the surface of filtration and thus to reduce the pressure drop, for given air flow. The objective of our work is to compensate a lack evident of knowledge on the evolution of the pressure drop of pleated filter during the clogging and to deduct a modelling from it, on the basis of experiments concerning industrial filters of nuclear and car types. The obtained model is a function of characteristics of the filtering medium and pleats, of the characteristics of solid particles deposited on the filter, of the mass of particles and of the aeraulic conditions of air flow. It also depends on data on the clogging of flat filters of equivalent medium. To elaborate this model of pressure drop, an initial stage was carried out in order to characterize, experimentally and numerically, the pressure drop and the distribution of air flow in clean pleated filters of nuclear (high efficiency particulate air filter, in fiberglasses) and car (mean efficiency filter, in fibers of cellulose) types. The numerical model allowed to understand the fundamental role played by the aeraulic resistance of the filtering medium. From an non-dimensional approach, we established a semi-empirical model of pressure drop for a clean pleated filter valid for both studied types of medium; this model is used of first base for the development of the final model of clogging. The study of the clogging of the filters showed the complexity of the phenomenon dependent mainly on a reduction of the surface of filtration. This observation brings us to propose a clogging of pleated filters in three phases. Both first phases are similar in those observed for flat filters, while last phase corresponds to a reduction of the surface of filtration and leads a strong increase of the filter pressure drop

A generalized model via random walks for information filtering

Science.gov (United States)

Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng

2016-08-01

There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation.

Modeling enzymatic hydrolysis of lignocellulosic substrates using confocal fluorescence microscopy I: filter paper cellulose.

Science.gov (United States)

Luterbacher, Jeremy S; Moran-Mirabal, Jose M; Burkholder, Eric W; Walker, Larry P

2015-01-01

Enzymatic hydrolysis is one of the critical steps in depolymerizing lignocellulosic biomass into fermentable sugars for further upgrading into fuels and/or chemicals. However, many studies still rely on empirical trends to optimize enzymatic reactions. An improved understanding of enzymatic hydrolysis could allow research efforts to follow a rational design guided by an appropriate theoretical framework. In this study, we present a method to image cellulosic substrates with complex three-dimensional structure, such as filter paper, undergoing hydrolysis under conditions relevant to industrial saccharification processes (i.e., temperature of 50°C, using commercial cellulolytic cocktails). Fluorescence intensities resulting from confocal images were used to estimate parameters for a diffusion and reaction model. Furthermore, the observation of a relatively constant bound enzyme fluorescence signal throughout hydrolysis supported our modeling assumption regarding the structure of biomass during hydrolysis. The observed behavior suggests that pore evolution can be modeled as widening of infinitely long slits. The resulting model accurately predicts the concentrations of soluble carbohydrates obtained from independent saccharification experiments conducted in bulk, demonstrating its relevance to biomass conversion work. © 2014 Wiley Periodicals, Inc.

Random matrix theory filters and currency portfolio optimisation

Science.gov (United States)

Daly, J.; Crane, M.; Ruskin, H. J.

2010-04-01

Random matrix theory (RMT) filters have recently been shown to improve the optimisation of financial portfolios. This paper studies the effect of three RMT filters on realised portfolio risk, using bootstrap analysis and out-of-sample testing. We considered the case of a foreign exchange and commodity portfolio, weighted towards foreign exchange, and consisting of 39 assets. This was intended to test the limits of RMT filtering, which is more obviously applicable to portfolios with larger numbers of assets. We considered both equally and exponentially weighted covariance matrices, and observed that, despite the small number of assets involved, RMT filters reduced risk in a way that was consistent with a much larger S&P 500 portfolio. The exponential weightings indicated showed good consistency with the value suggested by Riskmetrics, in contrast to previous results involving stocks. This decay factor, along with the low number of past moves preferred in the filtered, equally weighted case, displayed a trend towards models which were reactive to recent market changes. On testing portfolios with fewer assets, RMT filtering provided less or no overall risk reduction. In particular, no long term out-of-sample risk reduction was observed for a portfolio consisting of 15 major currencies and commodities.

Integrating retention soil filters into urban hydrologic models - Relevant processes and important parameters

Science.gov (United States)

Bachmann-Machnik, Anna; Meyer, Daniel; Waldhoff, Axel; Fuchs, Stephan; Dittmer, Ulrich

2018-04-01

Retention Soil Filters (RSFs), a form of vertical flow constructed wetlands specifically designed for combined sewer overflow (CSO) treatment, have proven to be an effective tool to mitigate negative impacts of CSOs on receiving water bodies. Long-term hydrologic simulations are used to predict the emissions from urban drainage systems during planning of stormwater management measures. So far no universally accepted model for RSF simulation exists. When simulating hydraulics and water quality in RSFs, an appropriate level of detail must be chosen for reasonable balancing between model complexity and model handling, considering the model input's level of uncertainty. The most crucial parameters determining the resultant uncertainties of the integrated sewer system and filter bed model were identified by evaluating a virtual drainage system with a Retention Soil Filter for CSO treatment. To determine reasonable parameter ranges for RSF simulations, data of 207 events from six full-scale RSF plants in Germany were analyzed. Data evaluation shows that even though different plants with varying loading and operation modes were examined, a simple model is sufficient to assess relevant suspended solids (SS), chemical oxygen demand (COD) and NH4 emissions from RSFs. Two conceptual RSF models with different degrees of complexity were assessed. These models were developed based on evaluation of data from full scale RSF plants and column experiments. Incorporated model processes are ammonium adsorption in the filter layer and degradation during subsequent dry weather period, filtration of SS and particulate COD (XCOD) to a constant background concentration and removal of solute COD (SCOD) by a constant removal rate during filter passage as well as sedimentation of SS and XCOD in the filter overflow. XCOD, SS and ammonium loads as well as ammonium concentration peaks are discharged primarily via RSF overflow not passing through the filter bed. Uncertainties of the integrated

Assessing clustering strategies for Gaussian mixture filtering a subsurface contaminant model

KAUST Repository

Liu, Bo

2016-02-03

An ensemble-based Gaussian mixture (GM) filtering framework is studied in this paper in term of its dependence on the choice of the clustering method to construct the GM. In this approach, a number of particles sampled from the posterior distribution are first integrated forward with the dynamical model for forecasting. A GM representation of the forecast distribution is then constructed from the forecast particles. Once an observation becomes available, the forecast GM is updated according to Bayes’ rule. This leads to (i) a Kalman filter-like update of the particles, and (ii) a Particle filter-like update of their weights, generalizing the ensemble Kalman filter update to non-Gaussian distributions. We focus on investigating the impact of the clustering strategy on the behavior of the filter. Three different clustering methods for constructing the prior GM are considered: (i) a standard kernel density estimation, (ii) clustering with a specified mixture component size, and (iii) adaptive clustering (with a variable GM size). Numerical experiments are performed using a two-dimensional reactive contaminant transport model in which the contaminant concentration and the heterogenous hydraulic conductivity fields are estimated within a confined aquifer using solute concentration data. The experimental results suggest that the performance of the GM filter is sensitive to the choice of the GM model. In particular, increasing the size of the GM does not necessarily result in improved performances. In this respect, the best results are obtained with the proposed adaptive clustering scheme.

Nonlinear Kalman Filtering in Affine Term Structure Models

DEFF Research Database (Denmark)

Christoffersen, Peter; Dorion, Christian; Jacobs, Kris

When the relationship between security prices and state variables in dynamic term structure models is nonlinear, existing studies usually linearize this relationship because nonlinear fi…ltering is computationally demanding. We conduct an extensive investigation of this linearization and analyze...... the potential of the unscented Kalman …filter to properly capture nonlinearities. To illustrate the advantages of the unscented Kalman …filter, we analyze the cross section of swap rates, which are relatively simple non-linear instruments, and cap prices, which are highly nonlinear in the states. An extensive...

A Proposal for a Flexible Trend Specification in DSGE Models

Directory of Open Access Journals (Sweden)

Slanicay Martin

2016-06-01

Full Text Available In this paper I propose a flexible trend specification for estimating DSGE models on log differences. I demonstrate this flexible trend specification on a New Keynesian DSGE model of two economies, which I consequently estimate on data from the Czech economy and the euro area, using Bayesian techniques. The advantage of the trend specification proposed is that the trend component and the cyclical component are modelled jointly in a single model. The proposed trend specification is flexible in the sense that smoothness of the trend can be easily modified by different calibration of some of the trend parameters. The results suggest that this method is capable of finding a very reasonable trend in the data. Moreover, comparison of forecast performance reveals that the proposed specification offers more reliable forecasts than the original variant of the model.

Solution to the spectral filter problem of residual terrain modelling (RTM)

Science.gov (United States)

Rexer, Moritz; Hirt, Christian; Bucha, Blažej; Holmes, Simon

2018-06-01

In physical geodesy, the residual terrain modelling (RTM) technique is frequently used for high-frequency gravity forward modelling. In the RTM technique, a detailed elevation model is high-pass-filtered in the topography domain, which is not equivalent to filtering in the gravity domain. This in-equivalence, denoted as spectral filter problem of the RTM technique, gives rise to two imperfections (errors). The first imperfection is unwanted low-frequency (LF) gravity signals, and the second imperfection is missing high-frequency (HF) signals in the forward-modelled RTM gravity signal. This paper presents new solutions to the RTM spectral filter problem. Our solutions are based on explicit modelling of the two imperfections via corrections. The HF correction is computed using spectral domain gravity forward modelling that delivers the HF gravity signal generated by the long-wavelength RTM reference topography. The LF correction is obtained from pre-computed global RTM gravity grids that are low-pass-filtered using surface or solid spherical harmonics. A numerical case study reveals maximum absolute signal strengths of ˜ 44 mGal (0.5 mGal RMS) for the HF correction and ˜ 33 mGal (0.6 mGal RMS) for the LF correction w.r.t. a degree-2160 reference topography within the data coverage of the SRTM topography model (56°S ≤ φ ≤ 60°N). Application of the LF and HF corrections to pre-computed global gravity models (here the GGMplus gravity maps) demonstrates the efficiency of the new corrections over topographically rugged terrain. Over Switzerland, consideration of the HF and LF corrections reduced the RMS of the residuals between GGMplus and ground-truth gravity from 4.41 to 3.27 mGal, which translates into ˜ 26% improvement. Over a second test area (Canada), our corrections reduced the RMS of the residuals between GGMplus and ground-truth gravity from 5.65 to 5.30 mGal (˜ 6% improvement). Particularly over Switzerland, geophysical signals (associated, e.g. with

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.

Science.gov (United States)

Kelly, David; Majda, Andrew J; Tong, Xin T

2015-08-25

The ensemble Kalman filter and ensemble square root filters are data assimilation methods used to combine high-dimensional, nonlinear dynamical models with observed data. Ensemble methods are indispensable tools in science and engineering and have enjoyed great success in geophysical sciences, because they allow for computationally cheap low-ensemble-state approximation for extremely high-dimensional turbulent forecast models. From a theoretical perspective, the dynamical properties of these methods are poorly understood. One of the central mysteries is the numerical phenomenon known as catastrophic filter divergence, whereby ensemble-state estimates explode to machine infinity, despite the true state remaining in a bounded region. In this article we provide a breakthrough insight into the phenomenon, by introducing a simple and natural forecast model that transparently exhibits catastrophic filter divergence under all ensemble methods and a large set of initializations. For this model, catastrophic filter divergence is not an artifact of numerical instability, but rather a true dynamical property of the filter. The divergence is not only validated numerically but also proven rigorously. The model cleanly illustrates mechanisms that give rise to catastrophic divergence and confirms intuitive accounts of the phenomena given in past literature.

Accounting for model error due to unresolved scales within ensemble Kalman filtering

OpenAIRE

Mitchell, Lewis; Carrassi, Alberto

2014-01-01

We propose a method to account for model error due to unresolved scales in the context of the ensemble transform Kalman filter (ETKF). The approach extends to this class of algorithms the deterministic model error formulation recently explored for variational schemes and extended Kalman filter. The model error statistic required in the analysis update is estimated using historical reanalysis increments and a suitable model error evolution law. Two different versions of the method are describe...

Modeling of memristor-based chaotic systems using nonlinear Wiener adaptive filters based on backslash operator

International Nuclear Information System (INIS)

Zhao, Yibo; Jiang, Yi; Feng, Jiuchao; Wu, Lifu

2016-01-01

Highlights: • A novel nonlinear Wiener adaptive filters based on the backslash operator are proposed. • The identification approach to the memristor-based chaotic systems using the proposed adaptive filters. • The weight update algorithm and convergence characteristics for the proposed adaptive filters are derived. - Abstract: Memristor-based chaotic systems have complex dynamical behaviors, which are characterized as nonlinear and hysteresis characteristics. Modeling and identification of their nonlinear model is an important premise for analyzing the dynamical behavior of the memristor-based chaotic systems. This paper presents a novel nonlinear Wiener adaptive filtering identification approach to the memristor-based chaotic systems. The linear part of Wiener model consists of the linear transversal adaptive filters, the nonlinear part consists of nonlinear adaptive filters based on the backslash operator for the hysteresis characteristics of the memristor. The weight update algorithms for the linear and nonlinear adaptive filters are derived. Final computer simulation results show the effectiveness as well as fast convergence characteristics. Comparing with the adaptive nonlinear polynomial filters, the proposed nonlinear adaptive filters have less identification error.

Study on the Metal Fiber Filter Modeling for Capturing Radioactive Aerosol

Energy Technology Data Exchange (ETDEWEB)

Lee, Seunguk; Lee, Chanhyun; Park, Minchan; Lee, Jaekeun [EcoEnergy Research Institute, Busan (Korea, Republic of)

2015-05-15

The components of air cleaning system are demisters to remove entrained moisture, pre-filters to remove the bulk of the particulate matter, high efficiency particulate air (HEPA) filters, iodine absorbers(generally, activated carbon) and HEPA filters after the absorbers for redundancy and collection of carbon fines. The HEPA filters are most important components to prevent radioactive aerosols from being released to control room and adjacent environment. The Conventional HEPA filter has pleated media for low pressure drop. Consequently, the filters must provide high collection efficiency as well as low pressure drop. Unfortunately, conventional HEPA filters are made of glass fiber and polyester, and pose disposal issues since they cannot be recycled. In fact, 31,055 HEPA filters used in nuclear facilities in the U.S are annually disposed. The Analyses at face velocities 1cm/s and 10cm/s are also carried out, and they also show R2 value of 0.995. However, since official HEPA filter standards are established at face velocity of 5cm/s, this value will be used in further analysis. From the comparative studies carried out at different filter thickness and face velocities, a good correlation is found between the model and the experiment.

Kalman Filter or VAR Models to Predict Unemployment Rate in Romania?

Directory of Open Access Journals (Sweden)

Simionescu Mihaela

2015-06-01

Full Text Available This paper brings to light an economic problem that frequently appears in practice: For the same variable, more alternative forecasts are proposed, yet the decision-making process requires the use of a single prediction. Therefore, a forecast assessment is necessary to select the best prediction. The aim of this research is to propose some strategies for improving the unemployment rate forecast in Romania by conducting a comparative accuracy analysis of unemployment rate forecasts based on two quantitative methods: Kalman filter and vector-auto-regressive (VAR models. The first method considers the evolution of unemployment components, while the VAR model takes into account the interdependencies between the unemployment rate and the inflation rate. According to the Granger causality test, the inflation rate in the first difference is a cause of the unemployment rate in the first difference, these data sets being stationary. For the unemployment rate forecasts for 2010-2012 in Romania, the VAR models (in all variants of VAR simulations determined more accurate predictions than Kalman filter based on two state space models for all accuracy measures. According to mean absolute scaled error, the dynamic-stochastic simulations used in predicting unemployment based on the VAR model are the most accurate. Another strategy for improving the initial forecasts based on the Kalman filter used the adjusted unemployment data transformed by the application of the Hodrick-Prescott filter. However, the use of VAR models rather than different variants of the Kalman filter methods remains the best strategy in improving the quality of the unemployment rate forecast in Romania. The explanation of these results is related to the fact that the interaction of unemployment with inflation provides useful information for predictions of the evolution of unemployment related to its components (i.e., natural unemployment and cyclical component.

Capacity of textile filters for wastewater Treatment at changeable wastewater level – a hydraulic model

Directory of Open Access Journals (Sweden)

Marcin Spychała

2016-12-01

Full Text Available The aim of the study was to describe in a mathematical manner the hydraulic capacity of textile filters for wastewater treatment at changeable wastewater levels during a period between consecutive doses, taking into consideration the decisive factors for flow-conditions of filtering media. Highly changeable and slightly changeable flow-conditions tests were performed on reactors equipped with non-woven geo-textile filters. Hydraulic conductivity of filter material coupons was determined. The dry mass covering the surface and contained in internal space of filtering material was then indicated and a mathematical model was elaborated. Flow characteristics during the highly changeable flow-condition test were sensitivity to differentiated values of hydraulic conductivity in horizontal zones of filtering layer. During the slightly changeable flow-conditions experiment the differences in permeability and hydraulic conductivity of different filter (horizontal zones height regions were much smaller. The proposed modelling approach in spite of its simplicity provides a satisfactory agreement with empirical data and therefore enables to simulate the hydraulic capacity of vertically oriented textile filters. The mathematical model reflects the significant impact of the filter characteristics (textile permeability at different filter height and operational conditions (dosing frequency on the textile filters hydraulic capacity.

A generalized model via random walks for information filtering

Energy Technology Data Exchange (ETDEWEB)

Ren, Zhuo-Ming, E-mail: zhuomingren@gmail.com [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Kong, Yixiu [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Shang, Ming-Sheng, E-mail: msshang@cigit.ac.cn [Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Zhang, Yi-Cheng [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland)

2016-08-06

There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.

A generalized model via random walks for information filtering

International Nuclear Information System (INIS)

Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng

2016-01-01

There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.

Bias aware Kalman filters

DEFF Research Database (Denmark)

Drecourt, J.-P.; Madsen, H.; Rosbjerg, Dan

2006-01-01

This paper reviews two different approaches that have been proposed to tackle the problems of model bias with the Kalman filter: the use of a colored noise model and the implementation of a separate bias filter. Both filters are implemented with and without feedback of the bias into the model state....... The colored noise filter formulation is extended to correct both time correlated and uncorrelated model error components. A more stable version of the separate filter without feedback is presented. The filters are implemented in an ensemble framework using Latin hypercube sampling. The techniques...... are illustrated on a simple one-dimensional groundwater problem. The results show that the presented filters outperform the standard Kalman filter and that the implementations with bias feedback work in more general conditions than the implementations without feedback. 2005 Elsevier Ltd. All rights reserved....

Differences in radial expansion force among inferior vena cava filter models support documented perforation rates.

Science.gov (United States)

Robins, J Eli; Ragai, Ihab; Yamaguchi, Dean J

2018-05-01

Inferior vena cava (IVC) filters are used in patients at risk for pulmonary embolism who cannot be anticoagulated. Unfortunately, these filters are not without risk, and complications include perforation, migration, and filter fracture. The most prevalent complication is filter perforation of the IVC, with incidence varying among filter models. To our knowledge, the mechanical properties of IVC filters have not been evaluated and are not readily available through the manufacturer. This study sought to determine whether differences in mechanical properties are similar to differences in documented perforation rates. The radial expansion forces of Greenfield (Boston Scientific, Marlborough, Mass), Cook Celect (Cook Medical, Bloomington, Ind), and Cook Platinum filters were analyzed with three replicates per group. The intrinsic force exerted by the filter on the measuring device was collected in real time during controlled expansion. Replicates were averaged and significance was determined by calculating analysis of covariance using SAS software (SAS Institute, Cary, NC). Each filter model generated a significantly different radial expansion force (P filter, followed by the Cook Celect and Greenfield filters. Radial force dispersion during expansion was greatest in the Cook Celect, followed by the Cook Platinum and Greenfield filters. Differences in radial expansion forces among IVC filter models are consistent with documented perforation rates. Cook Celect IVC filters have a higher incidence of perforation compared with Greenfield filters when they are left in place for >90 days. Evaluation of Cook Celect filters yielded a significantly higher radial expansion force at minimum caval diameter, with greater force dispersion during expansion. Copyright © 2018 Society for Vascular Surgery. Published by Elsevier Inc. All rights reserved.

Optimum filter selection for Dual Energy X-ray Applications through Analytical Modeling

International Nuclear Information System (INIS)

Koukou, V; Martini, N; Sotiropoulou, P; Nikiforidis, G; Michail, C; Kalyvas, N; Kandarakis, I; Fountos, G

2015-01-01

In this simulation study, an analytical model was used in order to determine the optimal acquisition parameters for a dual energy breast imaging system. The modeled detector system, consisted of a 33.91mg/cm 2 Gd 2 O 2 S:Tb scintillator screen, placed in direct contact with a high resolution CMOS sensor. Tungsten anode X-ray spectra, filtered with various filter materials and filter thicknesses were examined for both the low- and high-energy beams, resulting in 3375 combinations. The selection of these filters was based on their K absorption edge (K-edge filtering). The calcification signal-to-noise ratio (SNR tc ) and the mean glandular dose (MGD) were calculated. The total mean glandular dose was constrained to be within acceptable levels. Optimization was based on the maximization of the SNR tc /MGD ratio. The results showed that the optimum spectral combination was 40kVp with added beam filtration of 100 μm Ag and 70kVp Cu filtered spectrum of 1000 μm for the low- and high-energy, respectively. The minimum detectable calcification size was 150 μm. Simulations demonstrate that this dual energy X-ray technique could enhance breast calcification detection. (paper)

Track Irregularity Time Series Analysis and Trend Forecasting

Directory of Open Access Journals (Sweden)

Jia Chaolong

2012-01-01

Full Text Available The combination of linear and nonlinear methods is widely used in the prediction of time series data. This paper analyzes track irregularity time series data by using gray incidence degree models and methods of data transformation, trying to find the connotative relationship between the time series data. In this paper, GM (1,1 is based on first-order, single variable linear differential equations; after an adaptive improvement and error correction, it is used to predict the long-term changing trend of track irregularity at a fixed measuring point; the stochastic linear AR, Kalman filtering model, and artificial neural network model are applied to predict the short-term changing trend of track irregularity at unit section. Both long-term and short-term changes prove that the model is effective and can achieve the expected accuracy.

A Practical Core Loss Model for Filter Inductors of Power Electronic Converters

DEFF Research Database (Denmark)

Matsumori, Hiroaki; Shimizu, Toshihisa; Wang, Xiongfei

2018-01-01

This paper proposes a core loss model for filter inductors of power electronic converters. The model allows a computationally efficient analysis on the core loss of the inductor under the square voltage excitation and the premagnetization condition. First, the core loss of the filter inductor under...... buck chopper excitation is evaluated with the proposed model and compared with the conventional methods. The comparison shows that the proposed method results in a better core loss prediction under the premagnetized condition than that of conventional alternatives. Then, the core loss of the filter...... inductor with the pulsewidth modulated inverter excitation is evaluated, which shows that the proposed model not only accurately predicts the core loss but also identifies the hysteresis loss part. These results demonstrate that the approach can further be used for the development of magnetic materials...

Kalman filter with a linear state model for PDR+WLAN positioning and its application to assisting a particle filter

Science.gov (United States)

Raitoharju, Matti; Nurminen, Henri; Piché, Robert

2015-12-01

Indoor positioning based on wireless local area network (WLAN) signals is often enhanced using pedestrian dead reckoning (PDR) based on an inertial measurement unit. The state evolution model in PDR is usually nonlinear. We present a new linear state evolution model for PDR. In simulated-data and real-data tests of tightly coupled WLAN-PDR positioning, the positioning accuracy with this linear model is better than with the traditional models when the initial heading is not known, which is a common situation. The proposed method is computationally light and is also suitable for smoothing. Furthermore, we present modifications to WLAN positioning based on Gaussian coverage areas and show how a Kalman filter using the proposed model can be used for integrity monitoring and (re)initialization of a particle filter.

Adaptive Kalman Filter of Transfer Alignment with Un-modeled Wing Flexure of Aircraft

Institute of Scientific and Technical Information of China (English)

无

2008-01-01

The alignment accuracy of the strap-down inertial navigation system (SINS) of airborne weapon is greatly degraded by the dynamic wing flexure of the aircraft. An adaptive Kalman filter uses innovation sequences based on the maximum likelihood estimated criterion to adapt the system noise covariance matrix and the measurement noise covariance matrix on line, which is used to estimate the misalignment if the model of wing flexure of the aircraft is unknown. From a number of simulations, it is shown that the accuracy of the adaptive Kalman filter is better than the conventional Kalman filter, and the erroneous misalignment models of the wing flexure of aircraft will cause bad estimation results of Kalman filter using attitude match method.

Assessment of damage localization based on spatial filters using numerical crack propagation models

International Nuclear Information System (INIS)

Deraemaeker, Arnaud

2011-01-01

This paper is concerned with vibration based structural health monitoring with a focus on non-model based damage localization. The type of damage investigated is cracking of concrete structures due to the loss of prestress. In previous works, an automated method based on spatial filtering techniques applied to large dynamic strain sensor networks has been proposed and tested using data from numerical simulations. In the simulations, simplified representations of cracks (such as a reduced Young's modulus) have been used. While this gives the general trend for global properties such as eigen frequencies, the change of more local features, such as strains, is not adequately represented. Instead, crack propagation models should be used. In this study, a first attempt is made in this direction for concrete structures (quasi brittle material with softening laws) using crack-band models implemented in the commercial software DIANA. The strategy consists in performing a non-linear computation which leads to cracking of the concrete, followed by a dynamic analysis. The dynamic response is then used as the input to the previously designed damage localization system in order to assess its performances. The approach is illustrated on a simply supported beam modeled with 2D plane stress elements.

Computational Modeling of Blood Flow in the TrapEase Inferior Vena Cava Filter

Energy Technology Data Exchange (ETDEWEB)

Singer, M A; Henshaw, W D; Wang, S L

2008-02-04

To evaluate the flow hemodynamics of the TrapEase vena cava filter using three dimensional computational fluid dynamics, including simulated thrombi of multiple shapes, sizes, and trapping positions. The study was performed to identify potential areas of recirculation and stagnation and areas in which trapped thrombi may influence intrafilter thrombosis. Computer models of the TrapEase filter, thrombi (volumes ranging from 0.25mL to 2mL, 3 different shapes), and a 23mm diameter cava were constructed. The hemodynamics of steady-state flow at Reynolds number 600 was examined for the unoccluded and partially occluded filter. Axial velocity contours and wall shear stresses were computed. Flow in the unoccluded TrapEase filter experienced minimal disruption, except near the superior and inferior tips where low velocity flow was observed. For spherical thrombi in the superior trapping position, stagnant and recirculating flow was observed downstream of the thrombus; the volume of stagnant flow and the peak wall shear stress increased monotonically with thrombus volume. For inferiorly trapped spherical thrombi, marked disruption to the flow was observed along the cava wall ipsilateral to the thrombus and in the interior of the filter. Spherically shaped thrombus produced a lower peak wall shear stress than conically shaped thrombus and a larger peak stress than ellipsoidal thrombus. We have designed and constructed a computer model of the flow hemodynamics of the TrapEase IVC filter with varying shapes, sizes, and positions of thrombi. The computer model offers several advantages over in vitro techniques including: improved resolution, ease of evaluating different thrombus sizes and shapes, and easy adaptation for new filter designs and flow parameters. Results from the model also support a previously reported finding from photochromic experiments that suggest the inferior trapping position of the TrapEase IVC filter leads to an intra-filter region of recirculating

IIR Filter Modeling Using an Algorithm Inspired on Electromagnetism

Directory of Open Access Journals (Sweden)

Cuevas-Jiménez E.

2013-01-01

Full Text Available Infinite-impulse-response (IIR filtering provides a powerful approach for solving a variety of problems. However, its design represents a very complicated task, since the error surface of IIR filters is generally multimodal, global optimization techniques are required in order to avoid local minima. In this paper, a new method based on the Electromagnetism-Like Optimization Algorithm (EMO is proposed for IIR filter modeling. EMO originates from the electro-magnetism theory of physics by assuming potential solutions as electrically charged particles which spread around the solution space. The charge of each particle depends on its objective function value. This algorithm employs a collective attraction-repulsion mechanism to move the particles towards optimality. The experimental results confirm the high performance of the proposed method in solving various benchmark identification problems.

Interpreting space-based trends in carbon monoxide with multiple models

Directory of Open Access Journals (Sweden)

S. A. Strode

2016-06-01

Full Text Available We use a series of chemical transport model and chemistry climate model simulations to investigate the observed negative trends in MOPITT CO over several regions of the world, and to examine the consistency of time-dependent emission inventories with observations. We find that simulations driven by the MACCity inventory, used for the Chemistry Climate Modeling Initiative (CCMI, reproduce the negative trends in the CO column observed by MOPITT for 2000–2010 over the eastern United States and Europe. However, the simulations have positive trends over eastern China, in contrast to the negative trends observed by MOPITT. The model bias in CO, after applying MOPITT averaging kernels, contributes to the model–observation discrepancy in the trend over eastern China. This demonstrates that biases in a model's average concentrations can influence the interpretation of the temporal trend compared to satellite observations. The total ozone column plays a role in determining the simulated tropospheric CO trends. A large positive anomaly in the simulated total ozone column in 2010 leads to a negative anomaly in OH and hence a positive anomaly in CO, contributing to the positive trend in simulated CO. These results demonstrate that accurately simulating variability in the ozone column is important for simulating and interpreting trends in CO.

An Assessment for A Filtered Containment Venting Strategy Using Decision Tree Models

International Nuclear Information System (INIS)

Shin, Hoyoung; Jae, Moosung

2016-01-01

In this study, a probabilistic assessment of the severe accident management strategy through a filtered containment venting system was performed by using decision tree models. In Korea, the filtered containment venting system has been installed for the first time in Wolsong unit 1 as a part of Fukushima follow-up steps, and it is planned to be applied gradually for all the remaining reactors. Filtered containment venting system, one of severe accident countermeasures, prevents a gradual pressurization of the containment building exhausting noncondensable gas and vapor to the outside of the containment building. In this study, a probabilistic assessment of the filtered containment venting strategy, one of the severe accident management strategies, was performed by using decision tree models. Containment failure frequencies of each decision were evaluated by the developed decision tree model. The optimum accident management strategies were evaluated by comparing the results. Various strategies in severe accident management guidelines (SAMG) could be improved by utilizing the methodology in this study and the offsite risk analysis methodology

An Assessment for A Filtered Containment Venting Strategy Using Decision Tree Models

Energy Technology Data Exchange (ETDEWEB)

Shin, Hoyoung; Jae, Moosung [Hanyang University, Seoul (Korea, Republic of)

2016-10-15

In this study, a probabilistic assessment of the severe accident management strategy through a filtered containment venting system was performed by using decision tree models. In Korea, the filtered containment venting system has been installed for the first time in Wolsong unit 1 as a part of Fukushima follow-up steps, and it is planned to be applied gradually for all the remaining reactors. Filtered containment venting system, one of severe accident countermeasures, prevents a gradual pressurization of the containment building exhausting noncondensable gas and vapor to the outside of the containment building. In this study, a probabilistic assessment of the filtered containment venting strategy, one of the severe accident management strategies, was performed by using decision tree models. Containment failure frequencies of each decision were evaluated by the developed decision tree model. The optimum accident management strategies were evaluated by comparing the results. Various strategies in severe accident management guidelines (SAMG) could be improved by utilizing the methodology in this study and the offsite risk analysis methodology.

Collaborative Filtering Recommendation Based on Trust Model with Fused Similar Factor

Directory of Open Access Journals (Sweden)

Ye Li

2017-01-01

Full Text Available Recommended system is beneficial to e-commerce sites, which provides customers with product information and recommendations; the recommendation system is currently widely used in many fields. In an era of information explosion, the key challenges of the recommender system is to obtain valid information from the tremendous amount of information and produce high quality recommendations. However, when facing the large mount of information, the traditional collaborative filtering algorithm usually obtains a high degree of sparseness, which ultimately lead to low accuracy recommendations. To tackle this issue, we propose a novel algorithm named Collaborative Filtering Recommendation Based on Trust Model with Fused Similar Factor, which is based on the trust model and is combined with the user similarity. The novel algorithm takes into account the degree of interest overlap between the two users and results in a superior performance to the recommendation based on Trust Model in criteria of Precision, Recall, Diversity and Coverage. Additionally, the proposed model can effectively improve the efficiency of collaborative filtering algorithm and achieve high performance.

Low-rank Kalman filtering for efficient state estimation of subsurface advective contaminant transport models

KAUST Repository

El Gharamti, Mohamad

2012-04-01

Accurate knowledge of the movement of contaminants in porous media is essential to track their trajectory and later extract them from the aquifer. A two-dimensional flow model is implemented and then applied on a linear contaminant transport model in the same porous medium. Because of different sources of uncertainties, this coupled model might not be able to accurately track the contaminant state. Incorporating observations through the process of data assimilation can guide the model toward the true trajectory of the system. The Kalman filter (KF), or its nonlinear invariants, can be used to tackle this problem. To overcome the prohibitive computational cost of the KF, the singular evolutive Kalman filter (SEKF) and the singular fixed Kalman filter (SFKF) are used, which are variants of the KF operating with low-rank covariance matrices. Experimental results suggest that under perfect and imperfect model setups, the low-rank filters can provide estimates as accurate as the full KF but at much lower computational effort. Low-rank filters are demonstrated to significantly reduce the computational effort of the KF to almost 3%. © 2012 American Society of Civil Engineers.

Semiconductor cleaning liquid delivery system and its filter; Handotaiyo seijo yakueki kyokyu system to filter

Energy Technology Data Exchange (ETDEWEB)

Saito, T. [Kanto Chemical Co. Inc., Tokyo (Japan); Hayama, H.; Sakka, T. [Nitto Denko Corp., Osaka (Japan)

1994-11-30

Most of chemicals used for producing semiconductors are supplied automatically by a chemical delivery system to production devices. This paper explains the current status and the trends of the system. This system supplies the chemicals in the order of a tank lorry, a storage tank, a supply tank, a filter and a production device, and the transfer is performed receiving a supply signal from the supply tank and the production device. The transfer may be done through a dilution equipment. Filters currently used have membrane pore sizes of 0.2 to 0.1 microns as prefilters, and 0.1 to 0.05 microns as final filters. Chemicals used are diverse and can be divided into acid-, alkaline-, and solvent-based groups. Fluorine resin filters are used for acid- and alkaline-resistant applications, and SUS/fluorine resin filters for solvent-resistant applications. Use of large-sized filters of element construction with a membrane area of 1 m{sup 2} class is increasing recently in addition to selection from a performance viewpoint, including particle removing performance. 9 figs., 7 tabs.

A nonlinear generalization of the Savitzky-Golay filter and the quantitative analysis of saccades.

Science.gov (United States)

Dai, Weiwei; Selesnick, Ivan; Rizzo, John-Ross; Rucker, Janet; Hudson, Todd

2017-08-01

The Savitzky-Golay (SG) filter is widely used to smooth and differentiate time series, especially biomedical data. However, time series that exhibit abrupt departures from their typical trends, such as sharp waves or steps, which are of physiological interest, tend to be oversmoothed by the SG filter. Hence, the SG filter tends to systematically underestimate physiological parameters in certain situations. This article proposes a generalization of the SG filter to more accurately track abrupt deviations in time series, leading to more accurate parameter estimates (e.g., peak velocity of saccadic eye movements). The proposed filtering methodology models a time series as the sum of two component time series: a low-frequency time series for which the conventional SG filter is well suited, and a second time series that exhibits instantaneous deviations (e.g., sharp waves, steps, or more generally, discontinuities in a higher order derivative). The generalized SG filter is then applied to the quantitative analysis of saccadic eye movements. It is demonstrated that (a) the conventional SG filter underestimates the peak velocity of saccades, especially those of small amplitude, and (b) the generalized SG filter estimates peak saccadic velocity more accurately than the conventional filter.

Optimal design of active EMC filters

Science.gov (United States)

Chand, B.; Kut, T.; Dickmann, S.

2013-07-01

A recent trend in automotive industry is adding electrical drive systems to conventional drives. The electrification allows an expansion of energy sources and provides great opportunities for environmental friendly mobility. The electrical powertrain and its components can also cause disturbances which couple into nearby electronic control units and communication cables. Therefore the communication can be degraded or even permanently disrupted. To minimize these interferences, different approaches are possible. One possibility is to use EMC filters. However, the diversity of filters is very large and the determination of an appropriate filter for each application is time-consuming. Therefore, the filter design is determined by using a simulation tool including an effective optimization algorithm. This method leads to improvements in terms of weight, volume and cost.

Collaborative QoS Prediction for Mobile Service with Data Filtering and SlopeOne Model

Directory of Open Access Journals (Sweden)

Yuyu Yin

2017-01-01

Full Text Available The mobile service is a widely used carrier for mobile applications. With the increase of the number of mobile services, for service recommendation and selection, the nonfunctional properties (also known as quality of service, QoS become increasingly important. However, in many cases, the number of mobile services invoked by a user is quite limited, which leads to the large number of missing QoS values. In recent years, many prediction algorithms, such as algorithms extended from collaborative filtering (CF, are proposed to predict QoS values. However, the ideas of most existing algorithms are borrowed from the recommender system community, not specific for mobile service. In this paper, we first propose a data filtering-extended SlopeOne model (filtering-based CF, which is based on the characteristics of a mobile service and considers the relation with location. Also, using the data filtering technique in FB-CF and matrix factorization (MF, this paper proposes another model FB-MF (filtering-based MF. We also build an ensemble model, which combines the prediction results of FB-CF model and FB-MF model. We conduct sufficient experiments, and the experimental results demonstrate that our models outperform all compared methods and achieve good results in high data sparsity scenario.

Trend time-series modeling and forecasting with neural networks.

Science.gov (United States)

Qi, Min; Zhang, G Peter

2008-05-01

Despite its great importance, there has been no general consensus on how to model the trends in time-series data. Compared to traditional approaches, neural networks (NNs) have shown some promise in time-series forecasting. This paper investigates how to best model trend time series using NNs. Four different strategies (raw data, raw data with time index, detrending, and differencing) are used to model various trend patterns (linear, nonlinear, deterministic, stochastic, and breaking trend). We find that with NNs differencing often gives meritorious results regardless of the underlying data generating processes (DGPs). This finding is also confirmed by the real gross national product (GNP) series.

Virtual microphone sensing through vibro-acoustic modelling and Kalman filtering

Science.gov (United States)

van de Walle, A.; Naets, F.; Desmet, W.

2018-05-01

This work proposes a virtual microphone methodology which enables full field acoustic measurements for vibro-acoustic systems. The methodology employs a Kalman filtering framework in order to combine a reduced high-fidelity vibro-acoustic model with a structural excitation measurement and small set of real microphone measurements on the system under investigation. By employing model order reduction techniques, a high order finite element model can be converted in a much smaller model which preserves the desired accuracy and maintains the main physical properties of the original model. Due to the low order of the reduced-order model, it can be effectively employed in a Kalman filter. The proposed methodology is validated experimentally on a strongly coupled vibro-acoustic system. The virtual sensor vastly improves the accuracy with respect to regular forward simulation. The virtual sensor also allows to recreate the full sound field of the system, which is very difficult/impossible to do through classical measurements.

Nonlinear Trend and Purchasing Power Parity

OpenAIRE

luo, yinghao

2016-01-01

Abstract. After the collapse of the Bretton Woods system, the evidence on the purchasing power parity (PPP) in the long run is still a matter of debate. The difficulties of the problem are the possible nonstationarity of relative price indices and nominal exchange rates. The traditional ways to deal with nonstationarity such as unit root model and cointegration have some problems. In this paper, to deal with nonstationarity, we apply the Hodrick－Prescott (HP) trend-cycle filter in real busine...

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

Science.gov (United States)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Model Adaptation for Prognostics in a Particle Filtering Framework

Data.gov (United States)

National Aeronautics and Space Administration — One of the key motivating factors for using particle filters for prognostics is the ability to include model parameters as part of the state vector to be estimated....

An improved method for Multipath Hemispherical Map (MHM) based on Trend Surface Analysis

Science.gov (United States)

Wang, Zhiren; Chen, Wen; Dong, Danan; Yu, Chao

2017-04-01

Among various approaches developed for detecting the multipath effect in high-accuracy GNSS positioning, Only MHM (Multipath Hemispherical Map) and SF (Sidereal Filtering) can be implemented to real-time GNSS data processing. SF is based on the time repeatability of satellites which just suitable for static environment, while the spatiotemporal repeatability-based MHM is applicable not only for static environment but also for dynamic carriers with static multipath environment such as ships and airplanes, and utilizes much smaller number of parameters than ASF. However, the MHM method also has certain defects. Since the MHM take the mean of residuals from the grid as the filter value, it is more suitable when the multipath regime is medium to low frequency. Now existing research data indicate that the newly advanced Sidereal Filtering (ASF) method perform better with high frequency multipath reduction than MHM by contrast. To solve the above problem and improve MHM's performance on high frequency multipath, we combined binary trend surface analysis method with original MHM model to effectively analyze particular spatial distribution and variation trends of multipath effect. We computed trend surfaces of the residuals within a grid by least-square procedures, and chose the best results through the moderate successive test. The enhanced MHM grid was constructed from a set of coefficients of the fitted equation instead of mean value. According to the analysis of the actual observation, the improved MHM model shows positive effect on high frequency multipath reduction, and significantly reduced the root mean square (RMS) value of the carrier residuals. Keywords: Trend Surface Analysis; Multipath Hemispherical Map; high frequency multipath effect

Nonlinear Kalman filtering in affine term structure models

DEFF Research Database (Denmark)

Christoffersen, Peter; Dorion, Christian; Jacobs, Kris

2014-01-01

The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed-income applications. We investigate whether the unscented Kalman filter should be used to capture nonlinearities and compare the performance of the Kalman filter...... with that of the particle filter. We analyze the cross section of swap rates, which are mildly nonlinear in the states, and cap prices, which are highly nonlinear. When caps are used to filter the states, the unscented Kalman filter significantly outperforms its extended counterpart. The unscented Kalman filter also...... performs well when compared with the much more computationally intensive particle filter. These findings suggest that the unscented Kalman filter may be a good approach for a variety of problems in fixed-income pricing....

Decentralized control and filtering in interconnected dynamical systems

CERN Document Server

Mahmoud, Magdi S

2011-01-01

Based on the many approaches available for dealing with large-scale systems (LSS), Decentralized Control and Filtering in Interconnected Dynamical Systems supplies a rigorous framework for studying the analysis, stability, and control problems of LSS. Providing an overall assessment of LSS theories, it addresses model order reduction, parametric uncertainties, time delays, and control estimator gain perturbations. Taking readers on a guided tour through LSS, the book examines recent trends and approaches and reviews past methods and results from a contemporary perspective. It traces the progre

Development, characterization, and modeling of a tunable filter camera

Science.gov (United States)

Sartor, Mark Alan

1999-10-01

This paper describes the development, characterization, and modeling of a Tunable Filter Camera (TFC). The TFC is a new multispectral instrument with electronically tuned spectral filtering and low-light-level sensitivity. It represents a hybrid between hyperspectral and multispectral imaging spectrometers that incorporates advantages from each, addressing issues such as complexity, cost, lack of sensitivity, and adaptability. These capabilities allow the TFC to be applied to low- altitude video surveillance for real-time spectral and spatial target detection and image exploitation. Described herein are the theory and principles of operation for the TFC, which includes a liquid crystal tunable filter, an intensified CCD, and a custom apochromatic lens. The results of proof-of-concept testing, and characterization of two prototype cameras are included, along with a summary of the design analyses for the development of a multiple-channel system. A significant result of this effort was the creation of a system-level model, which was used to facilitate development and predict performance. It includes models for the liquid crystal tunable filter and intensified CCD. Such modeling was necessary in the design of the system and is useful for evaluation of the system in remote-sensing applications. Also presented are characterization data from component testing, which included quantitative results for linearity, signal to noise ratio (SNR), linearity, and radiometric response. These data were used to help refine and validate the model. For a pre-defined source, the spatial and spectral response, and the noise of the camera, system can now be predicted. The innovation that sets this development apart is the fact that this instrument has been designed for integrated, multi-channel operation for the express purpose of real-time detection/identification in low- light-level conditions. Many of the requirements for the TFC were derived from this mission. In order to provide

The role of model dynamics in ensemble Kalman filter performance for chaotic systems

Science.gov (United States)

Ng, G.-H.C.; McLaughlin, D.; Entekhabi, D.; Ahanin, A.

2011-01-01

The ensemble Kalman filter (EnKF) is susceptible to losing track of observations, or 'diverging', when applied to large chaotic systems such as atmospheric and ocean models. Past studies have demonstrated the adverse impact of sampling error during the filter's update step. We examine how system dynamics affect EnKF performance, and whether the absence of certain dynamic features in the ensemble may lead to divergence. The EnKF is applied to a simple chaotic model, and ensembles are checked against singular vectors of the tangent linear model, corresponding to short-term growth and Lyapunov vectors, corresponding to long-term growth. Results show that the ensemble strongly aligns itself with the subspace spanned by unstable Lyapunov vectors. Furthermore, the filter avoids divergence only if the full linearized long-term unstable subspace is spanned. However, short-term dynamics also become important as non-linearity in the system increases. Non-linear movement prevents errors in the long-term stable subspace from decaying indefinitely. If these errors then undergo linear intermittent growth, a small ensemble may fail to properly represent all important modes, causing filter divergence. A combination of long and short-term growth dynamics are thus critical to EnKF performance. These findings can help in developing practical robust filters based on model dynamics. ?? 2011 The Authors Tellus A ?? 2011 John Wiley & Sons A/S.

Removing Regional Trends in Microgravity in Complex Environments: Testing on 3D Model and Field Investigations in the Eastern Dead Sea Coast (Jordan

Directory of Open Access Journals (Sweden)

A. Al-Zoubi

2013-01-01

Full Text Available Microgravity investigations are now recognized as a powerful tool for subsurface imaging and especially for the localization of underground karsts. However numerous natural (geological, technical, and environmental factors interfere with microgravity survey processing and interpretation. One of natural factors that causes the most disturbance in complex geological environments is the influence of regional trends. In the Dead Sea coastal areas the influence of regional trends can exceed residual gravity effects by some tenfold. Many widely applied methods are unable to remove regional trends with sufficient accuracy. We tested number of transformation methods (including computing gravity field derivatives, self-adjusting and adaptive filtering, Fourier series, wavelet, and other procedures on a 3D model (complicated by randomly distributed noise, and field investigations were carried out in Ghor Al-Haditha (the eastern side of the Dead Sea in Jordan. We show that the most effective methods for regional trend removal (at least for the theoretical and field cases here are the bilinear saddle and local polynomial regressions. Application of these methods made it possible to detect the anomalous gravity effect from buried targets in the theoretical model and to extract the local gravity anomaly at the Ghor Al-Haditha site. The local anomaly was utilized for 3D gravity modeling to construct a physical-geological model (PGM.

Collaborative filtering recommendation model based on fuzzy clustering algorithm

Science.gov (United States)

Yang, Ye; Zhang, Yunhua

2018-05-01

As one of the most widely used algorithms in recommender systems, collaborative filtering algorithm faces two serious problems, which are the sparsity of data and poor recommendation effect in big data environment. In traditional clustering analysis, the object is strictly divided into several classes and the boundary of this division is very clear. However, for most objects in real life, there is no strict definition of their forms and attributes of their class. Concerning the problems above, this paper proposes to improve the traditional collaborative filtering model through the hybrid optimization of implicit semantic algorithm and fuzzy clustering algorithm, meanwhile, cooperating with collaborative filtering algorithm. In this paper, the fuzzy clustering algorithm is introduced to fuzzy clustering the information of project attribute, which makes the project belong to different project categories with different membership degrees, and increases the density of data, effectively reduces the sparsity of data, and solves the problem of low accuracy which is resulted from the inaccuracy of similarity calculation. Finally, this paper carries out empirical analysis on the MovieLens dataset, and compares it with the traditional user-based collaborative filtering algorithm. The proposed algorithm has greatly improved the recommendation accuracy.

Human visual modeling and image deconvolution by linear filtering

International Nuclear Information System (INIS)

Larminat, P. de; Barba, D.; Gerber, R.; Ronsin, J.

1978-01-01

The problem is the numerical restoration of images degraded by passing through a known and spatially invariant linear system, and by the addition of a stationary noise. We propose an improvement of the Wiener's filter to allow the restoration of such images. This improvement allows to reduce the important drawbacks of classical Wiener's filter: the voluminous data processing, the lack of consideration of the vision's characteristivs which condition the perception by the observer of the restored image. In a first paragraph, we describe the structure of the visual detection system and a modelling method of this system. In the second paragraph we explain a restoration method by Wiener filtering that takes the visual properties into account and that can be adapted to the local properties of the image. Then the results obtained on TV images or scintigrams (images obtained by a gamma-camera) are commented [fr

The Rao-Blackwellized Particle Filter: A Filter Bank Implementation

Directory of Open Access Journals (Sweden)

Karlsson Rickard

2010-01-01

Full Text Available For computational efficiency, it is important to utilize model structure in particle filtering. One of the most important cases occurs when there exists a linear Gaussian substructure, which can be efficiently handled by Kalman filters. This is the standard formulation of the Rao-Blackwellized particle filter (RBPF. This contribution suggests an alternative formulation of this well-known result that facilitates reuse of standard filtering components and which is also suitable for object-oriented programming. Our RBPF formulation can be seen as a Kalman filter bank with stochastic branching and pruning.

Complex step-based low-rank extended Kalman filtering for state-parameter estimation in subsurface transport models

KAUST Repository

El Gharamti, Mohamad; Hoteit, Ibrahim

2014-01-01

The accuracy of groundwater flow and transport model predictions highly depends on our knowledge of subsurface physical parameters. Assimilation of contaminant concentration data from shallow dug wells could help improving model behavior, eventually resulting in better forecasts. In this paper, we propose a joint state-parameter estimation scheme which efficiently integrates a low-rank extended Kalman filtering technique, namely the Singular Evolutive Extended Kalman (SEEK) filter, with the prominent complex-step method (CSM). The SEEK filter avoids the prohibitive computational burden of the Extended Kalman filter by updating the forecast along the directions of error growth only, called filter correction directions. CSM is used within the SEEK filter to efficiently compute model derivatives with respect to the state and parameters along the filter correction directions. CSM is derived using complex Taylor expansion and is second order accurate. It is proven to guarantee accurate gradient computations with zero numerical round-off errors, but requires complexifying the numerical code. We perform twin-experiments to test the performance of the CSM-based SEEK for estimating the state and parameters of a subsurface contaminant transport model. We compare the efficiency and the accuracy of the proposed scheme with two standard finite difference-based SEEK filters as well as with the ensemble Kalman filter (EnKF). Assimilation results suggest that the use of the CSM in the context of the SEEK filter may provide up to 80% more accurate solutions when compared to standard finite difference schemes and is competitive with the EnKF, even providing more accurate results in certain situations. We analyze the results based on two different observation strategies. We also discuss the complexification of the numerical code and show that this could be efficiently implemented in the context of subsurface flow models. © 2013 Elsevier B.V.

Complex step-based low-rank extended Kalman filtering for state-parameter estimation in subsurface transport models

KAUST Repository

El Gharamti, Mohamad

2014-02-01

The accuracy of groundwater flow and transport model predictions highly depends on our knowledge of subsurface physical parameters. Assimilation of contaminant concentration data from shallow dug wells could help improving model behavior, eventually resulting in better forecasts. In this paper, we propose a joint state-parameter estimation scheme which efficiently integrates a low-rank extended Kalman filtering technique, namely the Singular Evolutive Extended Kalman (SEEK) filter, with the prominent complex-step method (CSM). The SEEK filter avoids the prohibitive computational burden of the Extended Kalman filter by updating the forecast along the directions of error growth only, called filter correction directions. CSM is used within the SEEK filter to efficiently compute model derivatives with respect to the state and parameters along the filter correction directions. CSM is derived using complex Taylor expansion and is second order accurate. It is proven to guarantee accurate gradient computations with zero numerical round-off errors, but requires complexifying the numerical code. We perform twin-experiments to test the performance of the CSM-based SEEK for estimating the state and parameters of a subsurface contaminant transport model. We compare the efficiency and the accuracy of the proposed scheme with two standard finite difference-based SEEK filters as well as with the ensemble Kalman filter (EnKF). Assimilation results suggest that the use of the CSM in the context of the SEEK filter may provide up to 80% more accurate solutions when compared to standard finite difference schemes and is competitive with the EnKF, even providing more accurate results in certain situations. We analyze the results based on two different observation strategies. We also discuss the complexification of the numerical code and show that this could be efficiently implemented in the context of subsurface flow models. © 2013 Elsevier B.V.

TUNNEL POINT CLOUD FILTERING METHOD BASED ON ELLIPTIC CYLINDRICAL MODEL

Directory of Open Access Journals (Sweden)

N. Zhu

2016-06-01

Full Text Available The large number of bolts and screws that attached to the subway shield ring plates, along with the great amount of accessories of metal stents and electrical equipments mounted on the tunnel walls, make the laser point cloud data include lots of non-tunnel section points (hereinafter referred to as non-points, therefore affecting the accuracy for modeling and deformation monitoring. This paper proposed a filtering method for the point cloud based on the elliptic cylindrical model. The original laser point cloud data was firstly projected onto a horizontal plane, and a searching algorithm was given to extract the edging points of both sides, which were used further to fit the tunnel central axis. Along the axis the point cloud was segmented regionally, and then fitted as smooth elliptic cylindrical surface by means of iteration. This processing enabled the automatic filtering of those inner wall non-points. Experiments of two groups showed coincident results, that the elliptic cylindrical model based method could effectively filter out the non-points, and meet the accuracy requirements for subway deformation monitoring. The method provides a new mode for the periodic monitoring of tunnel sections all-around deformation in subways routine operation and maintenance.

Industrial applications of the Kalman filter

DEFF Research Database (Denmark)

Auger, François; Hilairet, Mickael; Guerrero, Josep M.

2013-01-01

The Kalman filter has received a huge interest from the industrial electronics community and has played a key role in many engineering fields since the 70s, ranging, without being exhaustive, trajectory estimation, state and parameter estimation for control or diagnosis, data merging, signal...... processing and so on. This paper provides a brief overview of the industrial applications and implementation issues of the Kalman filter in six topics of the industrial electronics community, highlighting some relevant reference papers and giving future research trends....

Modeling Adsorption Based Filters (Bio-remediation of Heavy Metal Contaminated Water)

Science.gov (United States)

McCarthy, Chris

I will discuss kinetic models of adsorption, as well as models of filters based on those mechanisms. These mathematical models have been developed in support of our interdisciplinary lab group, which is centered at BMCC/CUNY (City University of New York). Our group conducts research into bio-remediation of heavy metal contaminated water via filtration. The filters are constructed out of biomass, such as spent tea leaves. The spent tea leaves are available in large quantities as a result of the industrial production of tea beverages. The heavy metals bond with the surfaces of the tea leaves (adsorption). The models involve differential equations, stochastic methods, and recursive functions. I will compare the models' predictions to data obtained from computer simulations and experimentally by our lab group. Funding: CUNY Collaborative Incentive Research Grant (Round 12); CUNY Research Scholars Program.

Non-linear DSGE Models and The Central Difference Kalman Filter

DEFF Research Database (Denmark)

Andreasen, Martin Møller

This paper introduces a Quasi Maximum Likelihood (QML) approach based on the Cen- tral Difference Kalman Filter (CDKF) to estimate non-linear DSGE models with potentially non-Gaussian shocks. We argue that this estimator can be expected to be consistent and asymptotically normal for DSGE models...

Modeling the system dynamics for nutrient removal in an innovative septic tank media filter.

Science.gov (United States)

Xuan, Zhemin; Chang, Ni-Bin; Wanielista, Martin

2012-05-01

A next generation septic tank media filter to replace or enhance the current on-site wastewater treatment drainfields was proposed in this study. Unit operation with known treatment efficiencies, flow pattern identification, and system dynamics modeling was cohesively concatenated in order to prove the concept of a newly developed media filter. A multicompartmental model addressing system dynamics and feedbacks based on our assumed microbiological processes accounting for aerobic, anoxic, and anaerobic conditions in the media filter was constructed and calibrated with the aid of in situ measurements and the understanding of the flow patterns. Such a calibrated system dynamics model was then applied for a sensitivity analysis under changing inflow conditions based on the rates of nitrification and denitrification characterized through the field-scale testing. This advancement may contribute to design such a drainfield media filter in household septic tank systems in the future.

Unscented Kalman Filter-Trained Neural Networks for Slip Model Prediction

Science.gov (United States)

Li, Zhencai; Wang, Yang; Liu, Zhen

2016-01-01

The purpose of this work is to investigate the accurate trajectory tracking control of a wheeled mobile robot (WMR) based on the slip model prediction. Generally, a nonholonomic WMR may increase the slippage risk, when traveling on outdoor unstructured terrain (such as longitudinal and lateral slippage of wheels). In order to control a WMR stably and accurately under the effect of slippage, an unscented Kalman filter and neural networks (NNs) are applied to estimate the slip model in real time. This method exploits the model approximating capabilities of nonlinear state–space NN, and the unscented Kalman filter is used to train NN’s weights online. The slip parameters can be estimated and used to predict the time series of deviation velocity, which can be used to compensate control inputs of a WMR. The results of numerical simulation show that the desired trajectory tracking control can be performed by predicting the nonlinear slip model. PMID:27467703

Sequential Markov chain Monte Carlo filter with simultaneous model selection for electrocardiogram signal modeling.

Science.gov (United States)

Edla, Shwetha; Kovvali, Narayan; Papandreou-Suppappola, Antonia

2012-01-01

Constructing statistical models of electrocardiogram (ECG) signals, whose parameters can be used for automated disease classification, is of great importance in precluding manual annotation and providing prompt diagnosis of cardiac diseases. ECG signals consist of several segments with different morphologies (namely the P wave, QRS complex and the T wave) in a single heart beat, which can vary across individuals and diseases. Also, existing statistical ECG models exhibit a reliance upon obtaining a priori information from the ECG data by using preprocessing algorithms to initialize the filter parameters, or to define the user-specified model parameters. In this paper, we propose an ECG modeling technique using the sequential Markov chain Monte Carlo (SMCMC) filter that can perform simultaneous model selection, by adaptively choosing from different representations depending upon the nature of the data. Our results demonstrate the ability of the algorithm to track various types of ECG morphologies, including intermittently occurring ECG beats. In addition, we use the estimated model parameters as the feature set to classify between ECG signals with normal sinus rhythm and four different types of arrhythmia.

Generalised Filtering

Directory of Open Access Journals (Sweden)

Karl Friston

2010-01-01

Full Text Available We describe a Bayesian filtering scheme for nonlinear state-space models in continuous time. This scheme is called Generalised Filtering and furnishes posterior (conditional densities on hidden states and unknown parameters generating observed data. Crucially, the scheme operates online, assimilating data to optimize the conditional density on time-varying states and time-invariant parameters. In contrast to Kalman and Particle smoothing, Generalised Filtering does not require a backwards pass. In contrast to variational schemes, it does not assume conditional independence between the states and parameters. Generalised Filtering optimises the conditional density with respect to a free-energy bound on the model's log-evidence. This optimisation uses the generalised motion of hidden states and parameters, under the prior assumption that the motion of the parameters is small. We describe the scheme, present comparative evaluations with a fixed-form variational version, and conclude with an illustrative application to a nonlinear state-space model of brain imaging time-series.

Modeling Alaska boreal forests with a controlled trend surface approach

Science.gov (United States)

Mo Zhou; Jingjing Liang

2012-01-01

An approach of Controlled Trend Surface was proposed to simultaneously take into consideration large-scale spatial trends and nonspatial effects. A geospatial model of the Alaska boreal forest was developed from 446 permanent sample plots, which addressed large-scale spatial trends in recruitment, diameter growth, and mortality. The model was tested on two sets of...

Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter

Czech Academy of Sciences Publication Activity Database

Dedecius, Kamil; Hofman, Radek

2012-01-01

Roč. 41, č. 5 (2012), s. 582-589 ISSN 0361-0918 R&D Projects: GA MV VG20102013018; GA ČR GA102/08/0567 Grant - others:ČVUT(CZ) SGS 10/099/OHK3/1T/16 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian methods * Particle filters * Recursive estimation Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.295, year: 2012 http://library.utia.cas.cz/separaty/2012/AS/dedecius-autoregressive model with partial forgetting within rao-blackwellized particle filter.pdf

Retina-Inspired Filter.

Science.gov (United States)

Doutsi, Effrosyni; Fillatre, Lionel; Antonini, Marc; Gaulmin, Julien

2018-07-01

This paper introduces a novel filter, which is inspired by the human retina. The human retina consists of three different layers: the Outer Plexiform Layer (OPL), the inner plexiform layer, and the ganglionic layer. Our inspiration is the linear transform which takes place in the OPL and has been mathematically described by the neuroscientific model "virtual retina." This model is the cornerstone to derive the non-separable spatio-temporal OPL retina-inspired filter, briefly renamed retina-inspired filter, studied in this paper. This filter is connected to the dynamic behavior of the retina, which enables the retina to increase the sharpness of the visual stimulus during filtering before its transmission to the brain. We establish that this retina-inspired transform forms a group of spatio-temporal Weighted Difference of Gaussian (WDoG) filters when it is applied to a still image visible for a given time. We analyze the spatial frequency bandwidth of the retina-inspired filter with respect to time. It is shown that the WDoG spectrum varies from a lowpass filter to a bandpass filter. Therefore, while time increases, the retina-inspired filter enables to extract different kinds of information from the input image. Finally, we discuss the benefits of using the retina-inspired filter in image processing applications such as edge detection and compression.

A hand tracking algorithm with particle filter and improved GVF snake model

Science.gov (United States)

Sun, Yi-qi; Wu, Ai-guo; Dong, Na; Shao, Yi-zhe

2017-07-01

To solve the problem that the accurate information of hand cannot be obtained by particle filter, a hand tracking algorithm based on particle filter combined with skin-color adaptive gradient vector flow (GVF) snake model is proposed. Adaptive GVF and skin color adaptive external guidance force are introduced to the traditional GVF snake model, guiding the curve to quickly converge to the deep concave region of hand contour and obtaining the complex hand contour accurately. This algorithm realizes a real-time correction of the particle filter parameters, avoiding the particle drift phenomenon. Experimental results show that the proposed algorithm can reduce the root mean square error of the hand tracking by 53%, and improve the accuracy of hand tracking in the case of complex and moving background, even with a large range of occlusion.

Characterizing economic trends by Bayesian stochastic model specifi cation search

OpenAIRE

Grassi, Stefano; Proietti, Tommaso

2010-01-01

We apply a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. We illustrate that the methodology can be quite successfully applied to discriminate between stochastic and deterministic trends. In particular, we formulate autoregressive models with stochastic trends components and decide on whether a specific feature of the series, i.e. the underlying level and/or the rate...

Median Filter Noise Reduction of Image and Backpropagation Neural Network Model for Cervical Cancer Classification

Science.gov (United States)

Wutsqa, D. U.; Marwah, M.

2017-06-01

In this paper, we consider spatial operation median filter to reduce the noise in the cervical images yielded by colposcopy tool. The backpropagation neural network (BPNN) model is applied to the colposcopy images to classify cervical cancer. The classification process requires an image extraction by using a gray level co-occurrence matrix (GLCM) method to obtain image features that are used as inputs of BPNN model. The advantage of noise reduction is evaluated by comparing the performances of BPNN models with and without spatial operation median filter. The experimental result shows that the spatial operation median filter can improve the accuracy of the BPNN model for cervical cancer classification.

Enhanced Prognostic Model for Lithium Ion Batteries Based on Particle Filter State Transition Model Modification

Directory of Open Access Journals (Sweden)

Buddhi Arachchige

2017-11-01

Full Text Available This paper focuses on predicting the End of Life and End of Discharge of Lithium ion batteries using a battery capacity fade model and a battery discharge model. The proposed framework will be able to estimate the Remaining Useful Life (RUL and the Remaining charge through capacity fade and discharge models. A particle filter is implemented that estimates the battery’s State of Charge (SOC and State of Life (SOL by utilizing the battery’s physical data such as voltage, temperature, and current measurements. The accuracy of the prognostic framework has been improved by enhancing the particle filter state transition model to incorporate different environmental and loading conditions without retuning the model parameters. The effect of capacity fade in the reduction of the EOD (End of Discharge time with cycling has also been included, integrating both EOL (End of Life and EOD prediction models in order to get more accuracy in the estimations.

Comparison of the filtering models for airborne LiDAR data by three classifiers with exploration on model transfer

Science.gov (United States)

Ma, Hongchao; Cai, Zhan; Zhang, Liang

2018-01-01

This paper discusses airborne light detection and ranging (LiDAR) point cloud filtering (a binary classification problem) from the machine learning point of view. We compared three supervised classifiers for point cloud filtering, namely, Adaptive Boosting, support vector machine, and random forest (RF). Nineteen features were generated from raw LiDAR point cloud based on height and other geometric information within a given neighborhood. The test datasets issued by the International Society for Photogrammetry and Remote Sensing (ISPRS) were used to evaluate the performance of the three filtering algorithms; RF showed the best results with an average total error of 5.50%. The paper also makes tentative exploration in the application of transfer learning theory to point cloud filtering, which has not been introduced into the LiDAR field to the authors' knowledge. We performed filtering of three datasets from real projects carried out in China with RF models constructed by learning from the 15 ISPRS datasets and then transferred with little to no change of the parameters. Reliable results were achieved, especially in rural area (overall accuracy achieved 95.64%), indicating the feasibility of model transfer in the context of point cloud filtering for both easy automation and acceptable accuracy.

Data assimilation in integrated hydrological modeling using ensemble Kalman filtering

DEFF Research Database (Denmark)

Rasmussen, Jørn; Madsen, H.; Jensen, Karsten Høgh

2015-01-01

Groundwater head and stream discharge is assimilated using the ensemble transform Kalman filter in an integrated hydrological model with the aim of studying the relationship between the filter performance and the ensemble size. In an attempt to reduce the required number of ensemble members...... and estimating parameters requires a much larger ensemble size than just assimilating groundwater head observations. However, the required ensemble size can be greatly reduced with the use of adaptive localization, which by far outperforms distance-based localization. The study is conducted using synthetic data...

Modeling the Performance of Biological Rapid Sand Filters Used to Remove Ammonium, Iron, and Manganese From Drinking Water

DEFF Research Database (Denmark)

Lee, Carson; Albrechtsen, Hans-Jørgen; Smets, Barth F.

activated carbon and are often used following ozonation to remove additional biodegradable organics created during ozonation. In Europe, biological filters are also used to remove ammonium and reduced forms of iron and manganese. These compounds can cause biological instability in the distribution system...... tracer, are performed during an operational cycle of a filter to examine how the filter flow changes with time. The data is used to validate a mathematical model that can both predict process performance and to gain an understanding of how dynamic conditions can influence filter performance....... The mathematical model developed is intended to assist in the design of new filters, set up of pilot plant studies, and as a tool to troubleshoot existing problems in full scale filters. Unlike previous models, the model developed accounts for the effects of particle/precipitate accumulation and its effects...

Modelling of the modified-LLCL-filter-based single-phase grid-tied Aalborg inverter

DEFF Research Database (Denmark)

Liu, Zifa; Wu, Huiyun; Liu, Yuan

2017-01-01

Owing to less conduction and switching power losses, the recently proposed Aalborg inverter has high efficiency within a wide range of input DC voltage for single-phase DC/AC power conversion. In theory, the conduction power losses can be further decreased, if an LLCL-filter is adopted instead...... of an LCL-filter for a voltage source inverter, mainly due to the reduced inductance. The Aalborg inverter shows the characteristic of a current source inverter, when working in the `boost' state. Whether the LLCL-filter can meet the control requirement of this type inverter needs to be further explored....... In this study, the small signal analysis for the modified-LLCL-filter-based Aalborg inverter is addressed. Through the modelling, it can be proven that compared with the LCL-filter, the modified-LLCL-filter causes no extra control challenge for the Aalborg inverter, and therefore more inductance in the power...

Marginalized approximate filtering of state-space models

Czech Academy of Sciences Publication Activity Database

Dedecius, Kamil

2018-01-01

Roč. 32, č. 1 (2018), s. 1-12 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GA16-09848S Institutional support: RVO:67985556 Keywords : approximate filtering * marginalized filters * particle filtering Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.708, year: 2016 http://library.utia.cas.cz/separaty/2017/AS/dedecius-0478074.pdf

Theoretical model for a background noise limited laser-excited optical filter for doubled Nd lasers

Science.gov (United States)

Shay, Thomas M.; Garcia, Daniel F.

1990-01-01

A simple theoretical model for the calculation of the dependence of filter quantum efficiency versus laser pump power in an atomic Rb vapor laser-excited optical filter is reported. Calculations for Rb filter transitions that can be used to detect the practical and important frequency-doubled Nd lasers are presented. The results of these calculations show the filter's quantum efficiency versus the laser pump power. The required laser pump powers required range from 2.4 to 60 mW/sq cm of filter aperture.

A Trend Model for Alzheimer’s Mortality

Directory of Open Access Journals (Sweden)

Örjan Hallberg

2015-09-01

Full Text Available In Sweden, mortality rates from Alzheimer’s disease have increased since early 90’s.  In this study, we compared rates reported from 2006-2012 with projected trends determined previously and found a good fit.  The objective of this study was to investigate if increased mortality can be modeled as a single exponential function of time lived in a new environment, where the risk of dying from Alzheimer’s disease has been increased.  The results demonstrated that the exponential model can be used to predict future mortalities for different scenarios, and that it can also project age-specific trends.  We conclude that increasing mortality rates from Alzheimer’s disease seem caused by an environmental change introduced since the 1990’s.  Since similar trend breaks also have been reported for different cancers, responsible authorities should seriously address this problem to pinpoint causative factors.

Semi-analytical model of filtering effects in microwave phase shifters based on semiconductor optical amplifiers

DEFF Research Database (Denmark)

Chen, Yaohui; Xue, Weiqi; Öhman, Filip

2008-01-01

We present a model to interpret enhanced microwave phase shifts based on filter assisted slow and fast light effects in semiconductor optical amplifiers. The model also demonstrates the spectral phase impact of input optical signals.......We present a model to interpret enhanced microwave phase shifts based on filter assisted slow and fast light effects in semiconductor optical amplifiers. The model also demonstrates the spectral phase impact of input optical signals....

Adaptive filters and internal models: multilevel description of cerebellar function.

Science.gov (United States)

Porrill, John; Dean, Paul; Anderson, Sean R

2013-11-01

Cerebellar function is increasingly discussed in terms of engineering schemes for motor control and signal processing that involve internal models. To address the relation between the cerebellum and internal models, we adopt the chip metaphor that has been used to represent the combination of a homogeneous cerebellar cortical microcircuit with individual microzones having unique external connections. This metaphor indicates that identifying the function of a particular cerebellar chip requires knowledge of both the general microcircuit algorithm and the chip's individual connections. Here we use a popular candidate algorithm as embodied in the adaptive filter, which learns to decorrelate its inputs from a reference ('teaching', 'error') signal. This algorithm is computationally powerful enough to be used in a very wide variety of engineering applications. However, the crucial issue is whether the external connectivity required by such applications can be implemented biologically. We argue that some applications appear to be in principle biologically implausible: these include the Smith predictor and Kalman filter (for state estimation), and the feedback-error-learning scheme for adaptive inverse control. However, even for plausible schemes, such as forward models for noise cancellation and novelty-detection, and the recurrent architecture for adaptive inverse control, there is unlikely to be a simple mapping between microzone function and internal model structure. This initial analysis suggests that cerebellar involvement in particular behaviours is therefore unlikely to have a neat classification into categories such as 'forward model'. It is more likely that cerebellar microzones learn a task-specific adaptive-filter operation which combines a number of signal-processing roles. Copyright © 2012 Elsevier Ltd. All rights reserved.

HMM filtering and parameter estimation of an electricity spot price model

International Nuclear Information System (INIS)

Erlwein, Christina; Benth, Fred Espen; Mamon, Rogemar

2010-01-01

In this paper we develop a model for electricity spot price dynamics. The spot price is assumed to follow an exponential Ornstein-Uhlenbeck (OU) process with an added compound Poisson process. In this way, the model allows for mean-reversion and possible jumps. All parameters are modulated by a hidden Markov chain in discrete time. They are able to switch between different economic regimes representing the interaction of various factors. Through the application of reference probability technique, adaptive filters are derived, which in turn, provide optimal estimates for the state of the Markov chain and related quantities of the observation process. The EM algorithm is applied to find optimal estimates of the model parameters in terms of the recursive filters. We implement this self-calibrating model on a deseasonalised series of daily spot electricity prices from the Nordic exchange Nord Pool. On the basis of one-step ahead forecasts, we found that the model is able to capture the empirical characteristics of Nord Pool spot prices. (author)

Statistically-Efficient Filtering in Impulsive Environments: Weighted Myriad Filters

Directory of Open Access Journals (Sweden)

Juan G. Gonzalez

2002-01-01

Full Text Available Linear filtering theory has been largely motivated by the characteristics of Gaussian signals. In the same manner, the proposed Myriad Filtering methods are motivated by the need for a flexible filter class with high statistical efficiency in non-Gaussian impulsive environments that can appear in practice. Myriad filters have a solid theoretical basis, are inherently more powerful than median filters, and are very general, subsuming traditional linear FIR filters. The foundation of the proposed filtering algorithms lies in the definition of the myriad as a tunable estimator of location derived from the theory of robust statistics. We prove several fundamental properties of this estimator and show its optimality in practical impulsive models such as the α-stable and generalized-t. We then extend the myriad estimation framework to allow the use of weights. In the same way as linear FIR filters become a powerful generalization of the mean filter, filters based on running myriads reach all of their potential when a weighting scheme is utilized. We derive the “normal” equations for the optimal myriad filter, and introduce a suboptimal methodology for filter tuning and design. The strong potential of myriad filtering and estimation in impulsive environments is illustrated with several examples.

The Hierarchical Trend Model for property valuation and local price indices

NARCIS (Netherlands)

Francke, M.K.; Vos, G.A.

2002-01-01

This paper presents a hierarchical trend model (HTM) for selling prices of houses, addressing three main problems: the spatial and temporal dependence of selling prices and the dependency of price index changes on housing quality. In this model the general price trend, cluster-level price trends,

Numerical modelling of the erosion and deposition of sand inside a filter layer

DEFF Research Database (Denmark)

Jacobsen, Niels Gjøl; van Gent, Marcel R. A.; Fredsøe, Jørgen

2017-01-01

This paper treats the numerical modelling of the behaviour of a sand core covered by rocks and exposed to waves. The associated displacement of the rock is also studied. A design that allows for erosion and deposition of the sand core beneath a rock layer in a coastal structure requires an accurate...... prediction method to assure that the amount of erosion remains within acceptable limits. This work presents a numerical model that is capable of describing the erosion and deposition patterns inside of an open filter of rock on top of sand. The hydraulic loading is that of incident irregular waves...... and the open filters are surface piercing. Due to the few experimental data sets on sediment transport inside of rock layers, a sediment transport formulation has been proposed based on a matching between the numerical model and experimental data on the profile deformation inside an open filter. The rock layer...

Selection vector filter framework

Science.gov (United States)

Lukac, Rastislav; Plataniotis, Konstantinos N.; Smolka, Bogdan; Venetsanopoulos, Anastasios N.

2003-10-01

We provide a unified framework of nonlinear vector techniques outputting the lowest ranked vector. The proposed framework constitutes a generalized filter class for multichannel signal processing. A new class of nonlinear selection filters are based on the robust order-statistic theory and the minimization of the weighted distance function to other input samples. The proposed method can be designed to perform a variety of filtering operations including previously developed filtering techniques such as vector median, basic vector directional filter, directional distance filter, weighted vector median filters and weighted directional filters. A wide range of filtering operations is guaranteed by the filter structure with two independent weight vectors for angular and distance domains of the vector space. In order to adapt the filter parameters to varying signal and noise statistics, we provide also the generalized optimization algorithms taking the advantage of the weighted median filters and the relationship between standard median filter and vector median filter. Thus, we can deal with both statistical and deterministic aspects of the filter design process. It will be shown that the proposed method holds the required properties such as the capability of modelling the underlying system in the application at hand, the robustness with respect to errors in the model of underlying system, the availability of the training procedure and finally, the simplicity of filter representation, analysis, design and implementation. Simulation studies also indicate that the new filters are computationally attractive and have excellent performance in environments corrupted by bit errors and impulsive noise.

Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters

Directory of Open Access Journals (Sweden)

Wen Xu

2016-10-01

Full Text Available Time-varying volatility is common in macroeconomic data and has been incorporated into macroeconomic models in recent work. Dynamic panel data models have become increasingly popular in macroeconomics to study common relationships across countries or regions. This paper estimates dynamic panel data models with stochastic volatility by maximizing an approximate likelihood obtained via Rao-Blackwellized particle filters. Monte Carlo studies reveal the good and stable performance of our particle filter-based estimator. When the volatility of volatility is high, or when regressors are absent but stochastic volatility exists, our approach can be better than the maximum likelihood estimator which neglects stochastic volatility and generalized method of moments (GMM estimators.

Changing Trends in Modeling Mobility

Directory of Open Access Journals (Sweden)

Aarti Munjal

2012-01-01

Full Text Available A phenomenal increase in the number of wireless devices has led to the evolution of several interesting and challenging research problems in opportunistic networks. For example, the random waypoint mobility model, an early, popular effort to model mobility, involves generating random movement patterns. Previous research efforts, however, validate that movement patterns are not random; instead, human mobility is predictable to some extent. Since the performance of a routing protocol in an opportunistic network is greatly improved if the movement patterns of mobile users can be somewhat predicted in advance, several research attempts have been made to understand human mobility. The solutions developed use our understanding of movement patterns to predict the future contact probability for mobile nodes. In this work, we summarize the changing trends in modeling human mobility as random movements to the current research efforts that model human walks in a more predictable manner. Mobility patterns significantly affect the performance of a routing protocol. Thus, the changing trend in modeling mobility has led to several changes in developing routing protocols for opportunistic networks. For example, the simplest opportunistic routing protocol forwards a received packet to a randomly selected neighbor. With predictable mobility, however, routing protocols can use the expected contact information between a pair of mobile nodes in making forwarding decisions. In this work, we also describe the previous and current research efforts in developing routing protocols for opportunistic networks.

Modeling Flow Rate to Estimate Hydraulic Conductivity in a Parabolic Ceramic Water Filter

Directory of Open Access Journals (Sweden)

Ileana Wald

2012-01-01

Full Text Available In this project we model volumetric flow rate through a parabolic ceramic water filter (CWF to determine how quickly it can process water while still improving its quality. The volumetric flow rate is dependent upon the pore size of the filter, the surface area, and the height of water in the filter (hydraulic head. We derive differential equations governing this flow from the conservation of mass principle and Darcy's Law and find the flow rate with respect to time. We then use methods of calculus to find optimal specifications for the filter. This work is related to the research conducted in Dr. James R. Mihelcic's Civil and Environmental Engineering Lab at USF.

L70 life prediction for solid state lighting using Kalman Filter and Extended Kalman Filter based models

Energy Technology Data Exchange (ETDEWEB)

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-08-08

Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. The measured state variable has been related to the underlying damage using physics-based models. Life

AOD trends during 2001-2010 from observations and model simulations

Science.gov (United States)

Pozzer, Andrea; de Meij, Alexander; Yoon, Jongmin; Astitha, Marina

2016-04-01

The trend of aerosol optical depth (AOD) between 2001 and 2010 is estimated globally and regionally from remote sensed observations by the MODIS (Moderate Resolution Imaging Spectroradiometer), MISR (Multi-angle Imaging SpectroRadiometer) and SeaWIFS (Sea-viewing Wide Field-of-view Sensor) satellite sensor. The resulting trends have been compared to model results from the EMAC (ECHAM5/MESSy Atmospheric Chemistry {[1]}), model. Although interannual variability is applied only to anthropogenic and biomass-burning emissions, the model is able to quantitatively reproduce the AOD trends as observed by MODIS, while some discrepancies are found when compared to MISR and SeaWIFS. An additional numerical simulation with the same model was performed, neglecting any temporal change in the emissions, i.e. with no interannual variability for any emission source. It is shown that decreasing AOD trends over the US and Europe are due to the decrease in the (anthropogenic) emissions. On contrary over the Sahara Desert and the Middle East region, the meteorological/dynamical changes in the last decade play a major role in driving the AOD trends. Further, over Southeast Asia, both meteorology and emissions changes are equally important in defining AOD trends {[2]}. Finally, decomposing the regional AOD trends into individual aerosol components reveals that the soluble components are the most dominant contributors to the total AOD, as their influence on the total AOD is enhanced by the aerosol water content. {[1]}: Jöckel, P., Kerkweg, A., Pozzer, A., Sander, R., Tost, H., Riede, H., Baumgaertner, A., Gromov, S., and Kern, B.: Development cycle 2 of the Modular Earth Submodel System (MESSy2), Geosci. Model Dev., 3, 717-752, doi:10.5194/gmd-3-717-2010, 2010. {[2]}: Pozzer, A., de Meij, A., Yoon, J., Tost, H., Georgoulias, A. K., and Astitha, M.: AOD trends during 2001-2010 from observations and model simulations, Atmos. Chem. Phys., 15, 5521-5535, doi:10.5194/acp-15-5521-2015, 2015.

Improving the precision of the keyword-matching pornographic text filtering method using a hybrid model.

Science.gov (United States)

Su, Gui-yang; Li, Jian-hua; Ma, Ying-hua; Li, Sheng-hong

2004-09-01

With the flooding of pornographic information on the Internet, how to keep people away from that offensive information is becoming one of the most important research areas in network information security. Some applications which can block or filter such information are used. Approaches in those systems can be roughly classified into two kinds: metadata based and content based. With the development of distributed technologies, content based filtering technologies will play a more and more important role in filtering systems. Keyword matching is a content based method used widely in harmful text filtering. Experiments to evaluate the recall and precision of the method showed that the precision of the method is not satisfactory, though the recall of the method is rather high. According to the results, a new pornographic text filtering model based on reconfirming is put forward. Experiments showed that the model is practical, has less loss of recall than the single keyword matching method, and has higher precision.

The effect of bathymetric filtering on nearshore process model results

Science.gov (United States)

Plant, N.G.; Edwards, K.L.; Kaihatu, J.M.; Veeramony, J.; Hsu, L.; Holland, K.T.

2009-01-01

Nearshore wave and flow model results are shown to exhibit a strong sensitivity to the resolution of the input bathymetry. In this analysis, bathymetric resolution was varied by applying smoothing filters to high-resolution survey data to produce a number of bathymetric grid surfaces. We demonstrate that the sensitivity of model-predicted wave height and flow to variations in bathymetric resolution had different characteristics. Wave height predictions were most sensitive to resolution of cross-shore variability associated with the structure of nearshore sandbars. Flow predictions were most sensitive to the resolution of intermediate scale alongshore variability associated with the prominent sandbar rhythmicity. Flow sensitivity increased in cases where a sandbar was closer to shore and shallower. Perhaps the most surprising implication of these results is that the interpolation and smoothing of bathymetric data could be optimized differently for the wave and flow models. We show that errors between observed and modeled flow and wave heights are well predicted by comparing model simulation results using progressively filtered bathymetry to results from the highest resolution simulation. The damage done by over smoothing or inadequate sampling can therefore be estimated using model simulations. We conclude that the ability to quantify prediction errors will be useful for supporting future data assimilation efforts that require this information.

Prediction of Lumen Output and Chromaticity Shift in LEDs Using Kalman Filter and Extended Kalman Filter Based Models

Energy Technology Data Exchange (ETDEWEB)

Lall, Pradeep; Wei, Junchao; Davis, J Lynn

2014-06-24

Abstract— Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. Life prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have

SDG and qualitative trend based model multiple scale validation

Science.gov (United States)

Gao, Dong; Xu, Xin; Yin, Jianjin; Zhang, Hongyu; Zhang, Beike

2017-09-01

Verification, Validation and Accreditation (VV&A) is key technology of simulation and modelling. For the traditional model validation methods, the completeness is weak; it is carried out in one scale; it depends on human experience. The SDG (Signed Directed Graph) and qualitative trend based multiple scale validation is proposed. First the SDG model is built and qualitative trends are added to the model. And then complete testing scenarios are produced by positive inference. The multiple scale validation is carried out by comparing the testing scenarios with outputs of simulation model in different scales. Finally, the effectiveness is proved by carrying out validation for a reactor model.

Blue-light filtering alters angiogenic signaling in human retinal pigmented epithelial cells culture model.

Science.gov (United States)

Vila, Natalia; Siblini, Aya; Esposito, Evangelina; Bravo-Filho, Vasco; Zoroquiain, Pablo; Aldrees, Sultan; Logan, Patrick; Arias, Lluis; Burnier, Miguel N

2017-11-02

Light exposure and more specifically the spectrum of blue light contribute to the oxidative stress in Age-related macular degeneration (AMD). The purpose of the study was to establish whether blue light filtering could modify proangiogenic signaling produced by retinal pigmented epithelial (RPE) cells under different conditions simulating risk factors for AMD. Three experiments were carried out in order to expose ARPE-19 cells to white light for 48 h with and without blue light-blocking filters (BLF) in different conditions. In each experiment one group was exposed to light with no BLF protection, a second group was exposed to light with BLF protection, and a control group was not exposed to light. The ARPE-19 cells used in each experiment prior to light exposure were cultured for 24 h as follows: Experiment 1) Normoxia, Experiment 2) Hypoxia, and Experiment 3) Lutein supplemented media in normoxia. The media of all groups was harvested after light exposure for sandwich ELISA-based assays to quantify 10 pro-angiogenic cytokines. A significant decrease in angiogenin secretion levels and a significant increase in bFGF were observed following light exposure, compared to dark conditions, in both normoxia and hypoxia conditions. With the addition of a blue light-blocking filter in normoxia, a significant increase in angiogenin levels was observed. Although statistical significance was not achieved, blue light filters reduce light-induced secretion of bFGF and VEGF to near normal levels. This trend is also observed when ARPE-19 cells are grown under hypoxic conditions and when pre-treated with lutein prior to exposure to experimental conditions. Following light exposure, there is a decrease in angiogenin secretion by ARPE-19 cells, which was abrogated with a blue light - blocking filter. Our findings support the position that blue light filtering affects the secretion of angiogenic factors by retinal pigmented epithelial cells under normoxic, hypoxic, and lutein

Heterogeneous counting on filter support media

International Nuclear Information System (INIS)

Long, E.; Kohler, V.; Kelly, M.J.

1976-01-01

Many investigators in the biomedical research area have used filter paper as the support for radioactive samples. This means that a heterogeneous counting of sample sometimes results. The count rate of a sample on a filter will be affected by positioning, degree of dryness, sample application procedure, the type of filter, and the type of cocktail used. Positioning of the filter (up or down) in the counting vial can cause a variation of 35% or more when counting tritiated samples on filter paper. Samples of varying degrees of dryness when added to the counting cocktail can cause nonreproducible counts if handled improperly. Count rates starting at 2400 CPM initially can become 10,000 CPM in 24 hours for 3 H-DNA (deoxyribonucleic acid) samples dried on standard cellulose acetate membrane filters. Data on cellulose nitrate filters show a similar trend. Sample application procedures in which the sample is applied to the filter in a small spot or on a large amount of the surface area can cause nonreproducible or very low counting rates. A tritiated DNA sample, when applied topically, gives a count rate of 4,000 CPM. When the sample is spread over the whole filter, 13,400 CPM are obtained with a much better coefficient of variation (5% versus 20%). Adding protein carrier (bovine serum albumin-BSA) to the sample to trap more of the tritiated DNA on the filter during the filtration process causes a serious beta absorption problem. Count rates which are one-fourth the count rate applied to the filter are obtained on calibrated runs. Many of the problems encountered can be alleviated by a proper choice of filter and the use of a liquid scintillation cocktail which dissolves the filter. Filter-Solv has been used to dissolve cellulose nitrate filters and filters which are a combination of cellulose nitrate and cellulose acetate. Count rates obtained for these dissolved samples are very reproducible and highly efficient

Simultaneous learning and filtering without delusions: a Bayes-optimal combination of Predictive Inference and Adaptive Filtering.

Science.gov (United States)

Kneissler, Jan; Drugowitsch, Jan; Friston, Karl; Butz, Martin V

2015-01-01

Predictive coding appears to be one of the fundamental working principles of brain processing. Amongst other aspects, brains often predict the sensory consequences of their own actions. Predictive coding resembles Kalman filtering, where incoming sensory information is filtered to produce prediction errors for subsequent adaptation and learning. However, to generate prediction errors given motor commands, a suitable temporal forward model is required to generate predictions. While in engineering applications, it is usually assumed that this forward model is known, the brain has to learn it. When filtering sensory input and learning from the residual signal in parallel, a fundamental problem arises: the system can enter a delusional loop when filtering the sensory information using an overly trusted forward model. In this case, learning stalls before accurate convergence because uncertainty about the forward model is not properly accommodated. We present a Bayes-optimal solution to this generic and pernicious problem for the case of linear forward models, which we call Predictive Inference and Adaptive Filtering (PIAF). PIAF filters incoming sensory information and learns the forward model simultaneously. We show that PIAF is formally related to Kalman filtering and to the Recursive Least Squares linear approximation method, but combines these procedures in a Bayes optimal fashion. Numerical evaluations confirm that the delusional loop is precluded and that the learning of the forward model is more than 10-times faster when compared to a naive combination of Kalman filtering and Recursive Least Squares.

[Filtering facepieces: effect of oily aerosol load on penetration through the filtering material].

Science.gov (United States)

Plebani, Carmela; Listrani, S; Di Luigi, M

2010-01-01

Electrostatic filters are widely used in applications requiring high filtration efficiency and low pressure drop. However various studies showed that the penetration through electrostatic filters increases during exposure to an aerosol flow. This study investigates the effects of prolonged exposure to an oily aerosol on the penetration through filtering facepieces available on the market. Some samples of FFP1, FFP2 and FFP3 filtering facepieces were exposed for 8 hours consecutively to a paraffin oil polydisperse aerosol. At the end of the exposure about 830 mg of paraffin oil were deposited in the facepiece. All the examined facepieces showed penetration values that increased with paraffin oil load while pressure drop values were substantially the same before and after exposure. The measured maximum penetration values did not exceed the maximum penetration values allowed by the European technical standards, except in one case. According to the literature, 830 mg of oil load in a facepiece is not feasible in workplaces over an eight- hour shift. However, the trend of the penetration versus exposure mass suggests that if the load increases, the penetration may exceed the maximum allowed values. For comparison a mechanical filter was also studied. This showed an initial pressure drop higher than FFP2 filtering facepieces characterized by comparable penetration values. During exposure the pressure drop virtually doubled while penetration did not change. The increase in penetration with no increase in pressure drop in the analyzed facepieces indicates that it is necessary to comply with the information supplied by the manufacturer that restricts their use to a single shift.

Laboratory for filter testing

Energy Technology Data Exchange (ETDEWEB)

Paluch, W.

1987-07-01

Filters used for mine draining in brown coal surface mines are tested by the Mine Draining Department of Poltegor. Laboratory tests of new types of filters developed by Poltegor are analyzed. Two types of tests are used: tests of scale filter models and tests of experimental units of new filters. Design and operation of the test stands used for testing mechanical properties and hydraulic properties of filters for coal mines are described: dimensions, pressure fluctuations, hydraulic equipment. Examples of testing large-diameter filters for brown coal mines are discussed.

Comparisons of adaptive TIN modelling filtering method and threshold segmentation filtering method of LiDAR point cloud

International Nuclear Information System (INIS)

Chen, Lin; Fan, Xiangtao; Du, Xiaoping

2014-01-01

Point cloud filtering is the basic and key step in LiDAR data processing. Adaptive Triangle Irregular Network Modelling (ATINM) algorithm and Threshold Segmentation on Elevation Statistics (TSES) algorithm are among the mature algorithms. However, few researches concentrate on the parameter selections of ATINM and the iteration condition of TSES, which can greatly affect the filtering results. First the paper presents these two key problems under two different terrain environments. For a flat area, small height parameter and angle parameter perform well and for areas with complex feature changes, large height parameter and angle parameter perform well. One-time segmentation is enough for flat areas, and repeated segmentations are essential for complex areas. Then the paper makes comparisons and analyses of the results by these two methods. ATINM has a larger I error in both two data sets as it sometimes removes excessive points. TSES has a larger II error in both two data sets as it ignores topological relations between points. ATINM performs well even with a large region and a dramatic topology while TSES is more suitable for small region with flat topology. Different parameters and iterations can cause relative large filtering differences

High-Order Model and Dynamic Filtering for Frame Rate Up-Conversion.

Science.gov (United States)

Bao, Wenbo; Zhang, Xiaoyun; Chen, Li; Ding, Lianghui; Gao, Zhiyong

2018-08-01

This paper proposes a novel frame rate up-conversion method through high-order model and dynamic filtering (HOMDF) for video pixels. Unlike the constant brightness and linear motion assumptions in traditional methods, the intensity and position of the video pixels are both modeled with high-order polynomials in terms of time. Then, the key problem of our method is to estimate the polynomial coefficients that represent the pixel's intensity variation, velocity, and acceleration. We propose to solve it with two energy objectives: one minimizes the auto-regressive prediction error of intensity variation by its past samples, and the other minimizes video frame's reconstruction error along the motion trajectory. To efficiently address the optimization problem for these coefficients, we propose the dynamic filtering solution inspired by video's temporal coherence. The optimal estimation of these coefficients is reformulated into a dynamic fusion of the prior estimate from pixel's temporal predecessor and the maximum likelihood estimate from current new observation. Finally, frame rate up-conversion is implemented using motion-compensated interpolation by pixel-wise intensity variation and motion trajectory. Benefited from the advanced model and dynamic filtering, the interpolated frame has much better visual quality. Extensive experiments on the natural and synthesized videos demonstrate the superiority of HOMDF over the state-of-the-art methods in both subjective and objective comparisons.

Mathematical modelling of tissue formation in chondrocyte filter cultures.

Science.gov (United States)

Catt, C J; Schuurman, W; Sengers, B G; van Weeren, P R; Dhert, W J A; Please, C P; Malda, J

2011-12-17

In the field of cartilage tissue engineering, filter cultures are a frequently used three-dimensional differentiation model. However, understanding of the governing processes of in vitro growth and development of tissue in these models is limited. Therefore, this study aimed to further characterise these processes by means of an approach combining both experimental and applied mathematical methods. A mathematical model was constructed, consisting of partial differential equations predicting the distribution of cells and glycosaminoglycans (GAGs), as well as the overall thickness of the tissue. Experimental data was collected to allow comparison with the predictions of the simulation and refinement of the initial models. Healthy mature equine chondrocytes were expanded and subsequently seeded on collagen-coated filters and cultured for up to 7 weeks. Resulting samples were characterised biochemically, as well as histologically. The simulations showed a good representation of the experimentally obtained cell and matrix distribution within the cultures. The mathematical results indicate that the experimental GAG and cell distribution is critically dependent on the rate at which the cell differentiation process takes place, which has important implications for interpreting experimental results. This study demonstrates that large regions of the tissue are inactive in terms of proliferation and growth of the layer. In particular, this would imply that higher seeding densities will not significantly affect the growth rate. A simple mathematical model was developed to predict the observed experimental data and enable interpretation of the principal underlying mechanisms controlling growth-related changes in tissue composition.

Particle filtering with path sampling and an application to a bimodal ocean current model

International Nuclear Information System (INIS)

Weare, Jonathan

2009-01-01

This paper introduces a recursive particle filtering algorithm designed to filter high dimensional systems with complicated non-linear and non-Gaussian effects. The method incorporates a parallel marginalization (PMMC) step in conjunction with the hybrid Monte Carlo (HMC) scheme to improve samples generated by standard particle filters. Parallel marginalization is an efficient Markov chain Monte Carlo (MCMC) strategy that uses lower dimensional approximate marginal distributions of the target distribution to accelerate equilibration. As a validation the algorithm is tested on a 2516 dimensional, bimodal, stochastic model motivated by the Kuroshio current that runs along the Japanese coast. The results of this test indicate that the method is an attractive alternative for problems that require the generality of a particle filter but have been inaccessible due to the limitations of standard particle filtering strategies.

Stack filter classifiers

Energy Technology Data Exchange (ETDEWEB)

Porter, Reid B [Los Alamos National Laboratory; Hush, Don [Los Alamos National Laboratory

2009-01-01

Just as linear models generalize the sample mean and weighted average, weighted order statistic models generalize the sample median and weighted median. This analogy can be continued informally to generalized additive modeels in the case of the mean, and Stack Filters in the case of the median. Both of these model classes have been extensively studied for signal and image processing but it is surprising to find that for pattern classification, their treatment has been significantly one sided. Generalized additive models are now a major tool in pattern classification and many different learning algorithms have been developed to fit model parameters to finite data. However Stack Filters remain largely confined to signal and image processing and learning algorithms for classification are yet to be seen. This paper is a step towards Stack Filter Classifiers and it shows that the approach is interesting from both a theoretical and a practical perspective.

Hydrodynamics of microbial filter feeding.

Science.gov (United States)

Nielsen, Lasse Tor; Asadzadeh, Seyed Saeed; Dölger, Julia; Walther, Jens H; Kiørboe, Thomas; Andersen, Anders

2017-08-29

Microbial filter feeders are an important group of grazers, significant to the microbial loop, aquatic food webs, and biogeochemical cycling. Our understanding of microbial filter feeding is poor, and, importantly, it is unknown what force microbial filter feeders must generate to process adequate amounts of water. Also, the trade-off in the filter spacing remains unexplored, despite its simple formulation: A filter too coarse will allow suitably sized prey to pass unintercepted, whereas a filter too fine will cause strong flow resistance. We quantify the feeding flow of the filter-feeding choanoflagellate Diaphanoeca grandis using particle tracking, and demonstrate that the current understanding of microbial filter feeding is inconsistent with computational fluid dynamics (CFD) and analytical estimates. Both approaches underestimate observed filtration rates by more than an order of magnitude; the beating flagellum is simply unable to draw enough water through the fine filter. We find similar discrepancies for other choanoflagellate species, highlighting an apparent paradox. Our observations motivate us to suggest a radically different filtration mechanism that requires a flagellar vane (sheet), something notoriously difficult to visualize but sporadically observed in the related choanocytes (sponges). A CFD model with a flagellar vane correctly predicts the filtration rate of D. grandis , and using a simple model we can account for the filtration rates of other microbial filter feeders. We finally predict how optimum filter mesh size increases with cell size in microbial filter feeders, a prediction that accords very well with observations. We expect our results to be of significance for small-scale biophysics and trait-based ecological modeling.

Change detection in the dynamics of an intracellular protein synthesis model using nonlinear Kalman filtering.

Science.gov (United States)

Rigatos, Gerasimos G; Rigatou, Efthymia G; Djida, Jean Daniel

2015-10-01

A method for early diagnosis of parametric changes in intracellular protein synthesis models (e.g. the p53 protein - mdm2 inhibitor model) is developed with the use of a nonlinear Kalman Filtering approach (Derivative-free nonlinear Kalman Filter) and of statistical change detection methods. The intracellular protein synthesis dynamic model is described by a set of coupled nonlinear differential equations. It is shown that such a dynamical system satisfies differential flatness properties and this allows to transform it, through a change of variables (diffeomorphism), to the so-called linear canonical form. For the linearized equivalent of the dynamical system, state estimation can be performed using the Kalman Filter recursion. Moreover, by applying an inverse transformation based on the previous diffeomorphism it becomes also possible to obtain estimates of the state variables of the initial nonlinear model. By comparing the output of the Kalman Filter (which is assumed to correspond to the undistorted dynamical model) with measurements obtained from the monitored protein synthesis system, a sequence of differences (residuals) is obtained. The statistical processing of the residuals with the use of x2 change detection tests, can provide indication within specific confidence intervals about parametric changes in the considered biological system and consequently indications about the appearance of specific diseases (e.g. malignancies).

Assimilation of microwave brightness temperatures for soil moisture estimation using particle filter

International Nuclear Information System (INIS)

Bi, H Y; Ma, J W; Qin, S X; Zeng, J Y

2014-01-01

Soil moisture plays a significant role in global water cycles. Both model simulations and remote sensing observations have their limitations when estimating soil moisture on a large spatial scale. Data assimilation (DA) is a promising tool which can combine model dynamics and remote sensing observations to obtain more precise ground soil moisture distribution. Among various DA methods, the particle filter (PF) can be applied to non-linear and non-Gaussian systems, thus holding great potential for DA. In this study, a data assimilation scheme based on the residual resampling particle filter (RR-PF) was developed to assimilate microwave brightness temperatures into the macro-scale semi-distributed Variance Infiltration Capacity (VIC) Model to estimate surface soil moisture. A radiative transfer model (RTM) was used to link brightness temperatures with surface soil moisture. Finally, the data assimilation scheme was validated by experimental data obtained at Arizona during the Soil Moisture Experiment 2004 (SMEX04). The results show that the estimation accuracy of soil moisture can be improved significantly by RR-PF through assimilating microwave brightness temperatures into VIC model. Both the overall trends and specific values of the assimilation results are more consistent with ground observations compared with model simulation results

ETV TEST REPORT OF CONTROL OF BIOAEROSOLS IN HVAC SYSTEMS GLASFLOSS INDUSTRIES EXCEL FILTER, MODEL SBG24242898

Science.gov (United States)

The Environmental Technology Verification report discusses the technology and performance of the Excel Filter, Model SBG24242898 air filter for dust and bioaerosol filtration manufactured by Glasfloss Industries, Inc. The pressure drop across the filter was 82 Pa clean and 348 Pa...

Linear versus Nonlinear Filtering with Scale-Selective Corrections for Balanced Dynamics in a Simple Atmospheric Model

KAUST Repository

Subramanian, Aneesh C.

2012-11-01

This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.

Linear versus Nonlinear Filtering with Scale-Selective Corrections for Balanced Dynamics in a Simple Atmospheric Model

KAUST Repository

Subramanian, Aneesh C.; Hoteit, Ibrahim; Cornuelle, Bruce; Miller, Arthur J.; Song, Hajoon

2012-01-01

This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.

Seasonal adjustment methods and real time trend-cycle estimation

CERN Document Server

Bee Dagum, Estela

2016-01-01

This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportat...

Flatness-based control and Kalman filtering for a continuous-time macroeconomic model

Science.gov (United States)

Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.

2017-11-01

The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.

MODEL-ORIENTED METHOD OF DESIGN IMPLEMENTATION WHEN CREATING DIGITAL FILTERS

Directory of Open Access Journals (Sweden)

V. Levinskyi

2016-12-01

Full Text Available This article discusses the example of model-oriented method of design and development of digital low-pass filters (LPF for automatic control systems (ACS. Typically, high frequency noise and disturbance attenuation is carried out by analogue LPF. However, technical implementation of analogue filters higher than the second order arouse certain difficulties related with the need of precise passive components ratings selection (resistors, capacitors. If the noise and disturbances spectral composition is known, it is possible to build digital LPF with the Nyquist frequency greater than the maximum frequency in the noise spectrum. Such possibility has appeared because of cheap, energy-efficient, high-speed 32-bit microcontrollers market entry. They have analogue signals sampling rate of 30 kHz and above. The traditional approach using the “manual” method of filter parameters calculation, obtaining their recurrence expressions and further program implementation requires high qualification and a lot of time consumption from the developer. An alternative to this approach is the model-oriented method of design (MOMD in MatLab environment when in the one environment the design of digital LPF, verificaton of its performance as a part of the ACS, generation and compilation of program codes for selected microcontroller family take place. MOMD can also be used in the designs of bandpass and bandstop filters for adaptive control systems or systems of technical diagnostics. If during the commissioning or the operation of ACS there is a need in digital LPF parameters change then this operation can be performed within half an hour. MOMD technology allows to significantly reduce the time for developing a specific product without loss of quality in its design ‘cause of extensive possibilities of MatLab development environment.

Comparison of Decadal Water Storage Trends from Global Hydrological Models and GRACE Satellite Data

Science.gov (United States)

Scanlon, B. R.; Zhang, Z. Z.; Save, H.; Sun, A. Y.; Mueller Schmied, H.; Van Beek, L. P.; Wiese, D. N.; Wada, Y.; Long, D.; Reedy, R. C.; Doll, P. M.; Longuevergne, L.

2017-12-01

Global hydrology is increasingly being evaluated using models; however, the reliability of these global models is not well known. In this study we compared decadal trends (2002-2014) in land water storage from 7 global models (WGHM, PCR-GLOBWB, and GLDAS: NOAH, MOSAIC, VIC, CLM, and CLSM) to storage trends from new GRACE satellite mascon solutions (CSR-M and JPL-M). The analysis was conducted over 186 river basins, representing about 60% of the global land area. Modeled total water storage trends agree with those from GRACE-derived trends that are within ±0.5 km3/yr but greatly underestimate large declining and rising trends outside this range. Large declining trends are found mostly in intensively irrigated basins and in some basins in northern latitudes. Rising trends are found in basins with little or no irrigation and are generally related to increasing trends in precipitation. The largest decline is found in the Ganges (-12 km3/yr) and the largest rise in the Amazon (43 km3/yr). Differences between models and GRACE are greatest in large basins (>0.5x106 km2) mostly in humid regions. There is very little agreement in storage trends between models and GRACE and among the models with values of r2 mostly store water over decadal timescales that is underrepresented by the models. The storage capacity in the modeled soil and groundwater compartments may be insufficient to accommodate the range in water storage variations shown by GRACE data. The inability of the models to capture the large storage trends indicates that model projections of climate and human-induced changes in water storage may be mostly underestimated. Future GRACE and model studies should try to reduce the various sources of uncertainty in water storage trends and should consider expanding the modeled storage capacity of the soil profiles and their interaction with groundwater.

Adaptive Filtering Using Recurrent Neural Networks

Science.gov (United States)

Parlos, Alexander G.; Menon, Sunil K.; Atiya, Amir F.

2005-01-01

A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.

The Application of Barnes Filter to Positioning the Center of Landed Tropical Cyclone in Numerical Models

Directory of Open Access Journals (Sweden)

Haibo Zou

2018-01-01

Full Text Available After a tropical cyclone (TC making landfall, the numerical model output sea level pressure (SLP presents many small-scale perturbations which significantly influence the positioning of the TC center. To fix the problem, Barnes filter with weighting parameters C=2500 and G=0.35 is used to remove these perturbations. A case study of TC Fung-Wong which landed China in 2008 shows that Barnes filter not only cleanly removes these perturbations, but also well preserves the TC signals. Meanwhile, the centers (track obtained from SLP processed with Barnes filter are much closer to the observations than that from SLP without Barnes filter. Based on the distance difference (DD between the TC center determined by SLP with/without Barnes filter and observation, statistics analysis of 12 TCs which landed China during 2005–2015 shows that in most cases (about 85% the DDs are small (between −30 km and 30 km, while in a few cases (about 15% the DDs are large (greater than 30 km even 70 km. This further verifies that the TC centers identified from SLP with Barnes filter are more accurate compared to that directly obtained from model output SLP. Moreover, the TC track identified with Barnes filter is much smoother than that without Barnes filter.

Simultaneous Learning and Filtering without Delusions: A Bayes-Optimal Derivation of Combining Predictive Inference and AdaptiveFiltering

Directory of Open Access Journals (Sweden)

Jan eKneissler

2015-04-01

Full Text Available Predictive coding appears to be one of the fundamental working principles of brain processing. Amongst other aspects, brains often predict the sensory consequences of their own actions. Predictive coding resembles Kalman filtering, where incoming sensory information is filtered to produce prediction errors for subsequent adaptation and learning. However, to generate prediction errors given motor commands, a suitable temporal forward model is required to generate predictions. While in engineering applications, it is usually assumed that this forward model is known, the brain has to learn it. When filtering sensory input and learning from the residual signal in parallel, a fundamental problem arises: the system can enter a delusional loop when filtering the sensory information using an overly trusted forward model. In this case, learning stalls before accurate convergence because uncertainty about the forward model is not properly accommodated. We present a Bayes-optimal solution to this generic and pernicious problem for the case of linear forward models, which we call Predictive Inference and Adaptive Filtering (PIAF. PIAF filters incoming sensory information and learns the forward model simultaneously. We show that PIAF is formally related to Kalman filtering and to the Recursive Least Squares linear approximation method, but combines these procedures in a Bayes optimal fashion. Numerical evaluations confirm that the delusional loop is precluded and that the learning of the forward model is more than ten-times faster when compared to a naive combination of Kalman filtering and Recursive Least Squares.

Physical Modeling of the Polyfrequency Filter-Compensating Device Based on the Capacitor-Coil

Science.gov (United States)

Butyrin, P. A.; Gusev, G. G.; Mikheev, D. V.; Shakirzianov, F. N.

2017-12-01

The paper presents the results of physical modeling and experimental study of the frequency characteristics of the polyfrequency filter-compensating device (PFCD) based on a capacitor-coil. The amplitude- frequency and phase-frequency characteristics of the physical PFCD model were constructed and its equivalent parameters were identified. The feasibility of a PFCD in the form of a single technical device with high technical and economic characteristics was experimentally proven. In the paper, recommendations for practical applications of the capacitor-coil-based PFCD are made and the advantages of the device over known standard passive filter-compensating devices are evaluated.

Optimal Filtering in Mass Transport Modeling From Satellite Gravimetry Data

Science.gov (United States)

Ditmar, P.; Hashemi Farahani, H.; Klees, R.

2011-12-01

Monitoring natural mass transport in the Earth's system, which has marked a new era in Earth observation, is largely based on the data collected by the GRACE satellite mission. Unfortunately, this mission is not free from certain limitations, two of which are especially critical. Firstly, its sensitivity is strongly anisotropic: it senses the north-south component of the mass re-distribution gradient much better than the east-west component. Secondly, it suffers from a trade-off between temporal and spatial resolution: a high (e.g., daily) temporal resolution is only possible if the spatial resolution is sacrificed. To make things even worse, the GRACE satellites enter occasionally a phase when their orbit is characterized by a short repeat period, which makes it impossible to reach a high spatial resolution at all. A way to mitigate limitations of GRACE measurements is to design optimal data processing procedures, so that all available information is fully exploited when modeling mass transport. This implies, in particular, that an unconstrained model directly derived from satellite gravimetry data needs to be optimally filtered. In principle, this can be realized with a Wiener filter, which is built on the basis of covariance matrices of noise and signal. In practice, however, a compilation of both matrices (and, therefore, of the filter itself) is not a trivial task. To build the covariance matrix of noise in a mass transport model, it is necessary to start from a realistic model of noise in the level-1B data. Furthermore, a routine satellite gravimetry data processing includes, in particular, the subtraction of nuisance signals (for instance, associated with atmosphere and ocean), for which appropriate background models are used. Such models are not error-free, which has to be taken into account when the noise covariance matrix is constructed. In addition, both signal and noise covariance matrices depend on the type of mass transport processes under

Numerical study of canister filters with alternatives filter cap configurations

Science.gov (United States)

Mohammed, A. N.; Daud, A. R.; Abdullah, K.; Seri, S. M.; Razali, M. A.; Hushim, M. F.; Khalid, A.

2017-09-01

Air filtration system and filter play an important role in getting a good quality air into turbo machinery such as gas turbine. The filtration system and filter has improved the quality of air and protect the gas turbine part from contaminants which could bring damage. During separation of contaminants from the air, pressure drop cannot be avoided but it can be minimized thus helps to reduce the intake losses of the engine [1]. This study is focused on the configuration of the filter in order to obtain the minimal pressure drop along the filter. The configuration used is the basic filter geometry provided by Salutary Avenue Manufacturing Sdn Bhd. and two modified canister filter cap which is designed based on the basic filter model. The geometries of the filter are generated by using SOLIDWORKS software and Computational Fluid Dynamics (CFD) software is used to analyse and simulates the flow through the filter. In this study, the parameters of the inlet velocity are 0.032 m/s, 0.063 m/s, 0.094 m/s and 0.126 m/s. The total pressure drop produce by basic, modified filter 1 and 2 is 292.3 Pa, 251.11 Pa and 274.7 Pa. The pressure drop reduction for the modified filter 1 is 41.19 Pa and 14.1% lower compared to basic filter and the pressure drop reduction for modified filter 2 is 17.6 Pa and 6.02% lower compared to the basic filter. The pressure drops for the basic filter are slightly different with the Salutary Avenue filter due to limited data and experiment details. CFD software are very reliable in running a simulation rather than produces the prototypes and conduct the experiment thus reducing overall time and cost in this study.

Filtering a statistically exactly solvable test model for turbulent tracers from partial observations

International Nuclear Information System (INIS)

Gershgorin, B.; Majda, A.J.

2011-01-01

A statistically exactly solvable model for passive tracers is introduced as a test model for the authors' Nonlinear Extended Kalman Filter (NEKF) as well as other filtering algorithms. The model involves a Gaussian velocity field and a passive tracer governed by the advection-diffusion equation with an imposed mean gradient. The model has direct relevance to engineering problems such as the spread of pollutants in the air or contaminants in the water as well as climate change problems concerning the transport of greenhouse gases such as carbon dioxide with strongly intermittent probability distributions consistent with the actual observations of the atmosphere. One of the attractive properties of the model is the existence of the exact statistical solution. In particular, this unique feature of the model provides an opportunity to design and test fast and efficient algorithms for real-time data assimilation based on rigorous mathematical theory for a turbulence model problem with many active spatiotemporal scales. Here, we extensively study the performance of the NEKF which uses the exact first and second order nonlinear statistics without any approximations due to linearization. The role of partial and sparse observations, the frequency of observations and the observation noise strength in recovering the true signal, its spectrum, and fat tail probability distribution are the central issues discussed here. The results of our study provide useful guidelines for filtering realistic turbulent systems with passive tracers through partial observations.

Nonlinear filtering for LIDAR signal processing

Directory of Open Access Journals (Sweden)

D. G. Lainiotis

1996-01-01

Full Text Available LIDAR (Laser Integrated Radar is an engineering problem of great practical importance in environmental monitoring sciences. Signal processing for LIDAR applications involves highly nonlinear models and consequently nonlinear filtering. Optimal nonlinear filters, however, are practically unrealizable. In this paper, the Lainiotis's multi-model partitioning methodology and the related approximate but effective nonlinear filtering algorithms are reviewed and applied to LIDAR signal processing. Extensive simulation and performance evaluation of the multi-model partitioning approach and its application to LIDAR signal processing shows that the nonlinear partitioning methods are very effective and significantly superior to the nonlinear extended Kalman filter (EKF, which has been the standard nonlinear filter in past engineering applications.

Adaptive kernels in approximate filtering of state-space models

Czech Academy of Sciences Publication Activity Database

Dedecius, Kamil

2017-01-01

Roč. 31, č. 6 (2017), s. 938-952 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : filtering * nonlinear filters * Bayesian filtering * sequential Monte Carlo * approximate filtering Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 1.708, year: 2016 http://library.utia.cs.cz/separaty/2016/AS/dedecius-0466448.pdf

Modeling of Mixing Behavior in a Combined Blowing Steelmaking Converter with a Filter-Based Euler-Lagrange Model

Science.gov (United States)

Li, Mingming; Li, Lin; Li, Qiang; Zou, Zongshu

2018-05-01

A filter-based Euler-Lagrange multiphase flow model is used to study the mixing behavior in a combined blowing steelmaking converter. The Euler-based volume of fluid approach is employed to simulate the top blowing, while the Lagrange-based discrete phase model that embeds the local volume change of rising bubbles for the bottom blowing. A filter-based turbulence method based on the local meshing resolution is proposed aiming to improve the modeling of turbulent eddy viscosities. The model validity is verified through comparison with physical experiments in terms of mixing curves and mixing times. The effects of the bottom gas flow rate on bath flow and mixing behavior are investigated and the inherent reasons for the mixing result are clarified in terms of the characteristics of bottom-blowing plumes, the interaction between plumes and top-blowing jets, and the change of bath flow structure.

An object-oriented language-database integration model: The composition filters approach

NARCIS (Netherlands)

Aksit, Mehmet; Bergmans, Lodewijk; Vural, Sinan; Vural, S.

1991-01-01

This paper introduces a new model, based on so-called object-composition filters, that uniformly integrates database-like features into an object-oriented language. The focus is on providing persistent dynamic data structures, data sharing, transactions, multiple views and associative access,

An Object-Oriented Language-Database Integration Model: The Composition-Filters Approach

NARCIS (Netherlands)

Aksit, Mehmet; Bergmans, Lodewijk; Vural, S.; Vural, Sinan; Lehrmann Madsen, O.

1992-01-01

This paper introduces a new model, based on so-called object-composition filters, that uniformly integrates database-like features into an object-oriented language. The focus is on providing persistent dynamic data structures, data sharing, transactions, multiple views and associative access,

An extended Kalman filter approach to non-stationary Bayesian estimation of reduced-order vocal fold model parameters.

Science.gov (United States)

Hadwin, Paul J; Peterson, Sean D

2017-04-01

The Bayesian framework for parameter inference provides a basis from which subject-specific reduced-order vocal fold models can be generated. Previously, it has been shown that a particle filter technique is capable of producing estimates and associated credibility intervals of time-varying reduced-order vocal fold model parameters. However, the particle filter approach is difficult to implement and has a high computational cost, which can be barriers to clinical adoption. This work presents an alternative estimation strategy based upon Kalman filtering aimed at reducing the computational cost of subject-specific model development. The robustness of this approach to Gaussian and non-Gaussian noise is discussed. The extended Kalman filter (EKF) approach is found to perform very well in comparison with the particle filter technique at dramatically lower computational cost. Based upon the test cases explored, the EKF is comparable in terms of accuracy to the particle filter technique when greater than 6000 particles are employed; if less particles are employed, the EKF actually performs better. For comparable levels of accuracy, the solution time is reduced by 2 orders of magnitude when employing the EKF. By virtue of the approximations used in the EKF, however, the credibility intervals tend to be slightly underpredicted.

Development of a predictive model for 6 month survival in patients with venous thromboembolism and solid malignancy requiring IVC filter placement.

Science.gov (United States)

Huang, Steven Y; Odisio, Bruno C; Sabir, Sharjeel H; Ensor, Joe E; Niekamp, Andrew S; Huynh, Tam T; Kroll, Michael; Gupta, Sanjay

2017-07-01

Our purpose was to develop a predictive model for short-term survival (i.e. filter placement in patients with venous thromboembolism (VTE) and solid malignancy. Clinical and laboratory parameters were retrospectively reviewed for patients with solid malignancy who received a filter between January 2009 and December 2011 at a tertiary care cancer center. Multivariate Cox proportional hazards modeling was used to assess variables associated with 6 month survival following filter placement in patients with VTE and solid malignancy. Significant variables were used to generate a predictive model. 397 patients with solid malignancy received a filter during the study period. Three variables were associated with 6 month survival: (1) serum albumin [hazard ratio (HR) 0.496, P filter placement can be predicted from three patient variables. Our predictive model could be used to help physicians decide whether a permanent or retrievable filter may be more appropriate as well as to assess the risks and benefits for filter retrieval within the context of survival longevity in patients with cancer.

Assessing filtering of mountaintop CO2 mole fractions for application to inverse models of biosphere-atmosphere carbon exchange

Directory of Open Access Journals (Sweden)

S. L. Heck

2012-02-01

Full Text Available There is a widely recognized need to improve our understanding of biosphere-atmosphere carbon exchanges in areas of complex terrain including the United States Mountain West. CO2 fluxes over mountainous terrain are often difficult to measure due to unusual and complicated influences associated with atmospheric transport. Consequently, deriving regional fluxes in mountain regions with carbon cycle inversion of atmospheric CO2 mole fraction is sensitive to filtering of observations to those that can be represented at the transport model resolution. Using five years of CO2 mole fraction observations from the Regional Atmospheric Continuous CO2 Network in the Rocky Mountains (Rocky RACCOON, five statistical filters are used to investigate a range of approaches for identifying regionally representative CO2 mole fractions. Test results from three filters indicate that subsets based on short-term variance and local CO2 gradients across tower inlet heights retain nine-tenths of the total observations and are able to define representative diel variability and seasonal cycles even for difficult-to-model sites where the influence of local fluxes is much larger than regional mole fraction variations. Test results from two other filters that consider measurements from previous and following days using spline fitting or sliding windows are overly selective. Case study examples showed that these windowing-filters rejected measurements representing synoptic changes in CO2, which suggests that they are not well suited to filtering continental CO2 measurements. We present a novel CO2 lapse rate filter that uses CO2 differences between levels in the model atmosphere to select subsets of site measurements that are representative on model scales. Our new filtering techniques provide guidance for novel approaches to assimilating mountain-top CO2 mole fractions in carbon cycle inverse models.

The development rainfall forecasting using kalman filter

Science.gov (United States)

Zulfi, Mohammad; Hasan, Moh.; Dwidja Purnomo, Kosala

2018-04-01

Rainfall forecasting is very interesting for agricultural planing. Rainfall information is useful to make decisions about the plan planting certain commodities. In this studies, the rainfall forecasting by ARIMA and Kalman Filter method. Kalman Filter method is used to declare a time series model of which is shown in the form of linear state space to determine the future forecast. This method used a recursive solution to minimize error. The rainfall data in this research clustered by K-means clustering. Implementation of Kalman Filter method is for modelling and forecasting rainfall in each cluster. We used ARIMA (p,d,q) to construct a state space for KalmanFilter model. So, we have four group of the data and one model in each group. In conclusions, Kalman Filter method is better than ARIMA model for rainfall forecasting in each group. It can be showed from error of Kalman Filter method that smaller than error of ARIMA model.

Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters*

KAUST Repository

Hoteit, Ibrahim

2012-02-01

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter, but is different from it in that the standard weight-type correction in the particle filter is complemented by the Kalman-type correction with the associated covariance matrices in the Gaussian mixture. The authors show that this filter is an algorithm in between the Kalman filter and the particle filter, and therefore is referred to as the particle Kalman filter (PKF). In the PKF, the solution of a nonlinear filtering problem is expressed as the weighted average of an “ensemble of Kalman filters” operating in parallel. Running an ensemble of Kalman filters is, however, computationally prohibitive for realistic atmospheric and oceanic data assimilation problems. For this reason, the authors consider the construction of the PKF through an “ensemble” of ensemble Kalman filters (EnKFs) instead, and call the implementation the particle EnKF (PEnKF). It is shown that different types of the EnKFs can be considered as special cases of the PEnKF. Similar to the situation in the particle filter, the authors also introduce a resampling step to the PEnKF in order to reduce the risk of weights collapse and improve the performance of the filter. Numerical experiments with the strongly nonlinear Lorenz-96 model are presented and discussed.

Scheme of adaptive polarization filtering based on Kalman model

Institute of Scientific and Technical Information of China (English)

Song Lizhong; Qi Haiming; Qiao Xiaolin; Meng Xiande

2006-01-01

A new kind of adaptive polarization filtering algorithm in order to suppress the angle cheating interference for the active guidance radar is presented. The polarization characteristic of the interference is dynamically tracked by using Kalman estimator under variable environments with time. The polarization filter parameters are designed according to the polarization characteristic of the interference, and the polarization filtering is finished in the target cell. The system scheme of adaptive polarization filter is studied and the tracking performance of polarization filter and improvement of angle measurement precision are simulated. The research results demonstrate this technology can effectively suppress the angle cheating interference in guidance radar and is feasible in engineering.

Predicting the Hydraulic Conductivity of Metallic Iron Filters: Modeling Gone Astray

Directory of Open Access Journals (Sweden)

Chicgoua Noubactep

2016-04-01

Full Text Available Since its introduction about 25 years ago, metallic iron (Fe0 has shown its potential as the key component of reactive filtration systems for contaminant removal in polluted waters. Technical applications of such systems can be enhanced by numerical simulation of a filter design to improve, e.g., the service time or the minimum permeability of a prospected system to warrant the required output water quality. This communication discusses the relevant input quantities into such a simulation model, illustrates the possible simplifications and identifies the lack of relevant thermodynamic and kinetic data. As a result, necessary steps are outlined that may improve the numerical simulation and, consequently, the technical design of Fe0 filters. Following a general overview on the key reactions in a Fe0 system, the importance of iron corrosion kinetics is illustrated. Iron corrosion kinetics, expressed as a rate constant kiron, determines both the removal rate of contaminants and the average permeability loss of the filter system. While the relevance of a reasonable estimate of kiron is thus obvious, information is scarce. As a conclusion, systematic experiments for the determination of kiron values are suggested to improve the database of this key input parameter to Fe0 filters.

Design of Microwave Multibandpass Filters with Quasilumped Resonators

Directory of Open Access Journals (Sweden)

Dejan Miljanović

2015-01-01

Full Text Available Design of RF and microwave filters has always been the challenging engineering field. Modern filter design techniques involve the use of the three-dimensional electromagnetic (3D EM solvers for predicting filter behavior, yielding the most accurate filter characteristics. However, the 3D EM simulations are time consuming. In this paper, we propose electric-circuit models, instead of 3D EM models, suitable for design of RF and microwave filters with quasilumped coupled resonators. Using the diakoptic approach, the 3D filter structure is decomposed into domains that are modeled by electric networks. The coupling between these domains is modeled by capacitors and coupled inductors. Furthermore, we relate the circuit-element values to the physical dimensions of the 3D filter structure. We propose the filter design procedure that is based on the circuit models and fast circuit-level simulations, yielding the element values from which the physical dimensions can be obtained. The obtained dimensions should be slightly refined for achieving the desired filter characteristics. The mathematical problems encountered in the procedure are solved by numerical and symbolic computations. The procedure is exemplified by designing a triple-bandpass filter and validated by measurements on the fabricated filter. The simulation and experimental results are in good agreement.

Kalman filtering state of charge estimation for battery management system based on a stochastic fuzzy neural network battery model

International Nuclear Information System (INIS)

Xu Long; Wang Junping; Chen Quanshi

2012-01-01

Highlights: ► A novel extended Kalman Filtering SOC estimation method based on a stochastic fuzzy neural network (SFNN) battery model is proposed. ► The SFNN which has filtering effect on noisy input can model the battery nonlinear dynamic with high accuracy. ► A robust parameter learning algorithm for SFNN is studied so that the parameters can converge to its true value with noisy data. ► The maximum SOC estimation error based on the proposed method is 0.6%. - Abstract: Extended Kalman filtering is an intelligent and optimal means for estimating the state of a dynamic system. In order to use extended Kalman filtering to estimate the state of charge (SOC), we require a mathematical model that can accurately capture the dynamics of battery pack. In this paper, we propose a stochastic fuzzy neural network (SFNN) instead of the traditional neural network that has filtering effect on noisy input to model the battery nonlinear dynamic. Then, the paper studies the extended Kalman filtering SOC estimation method based on a SFNN model. The modeling test is realized on an 80 Ah Ni/MH battery pack and the Federal Urban Driving Schedule (FUDS) cycle is used to verify the SOC estimation method. The maximum SOC estimation error is 0.6% compared with the real SOC obtained from the discharging test.

A Bioinspired Neural Model Based Extended Kalman Filter for Robot SLAM

Directory of Open Access Journals (Sweden)

Jianjun Ni

2014-01-01

Full Text Available Robot simultaneous localization and mapping (SLAM problem is a very important and challenging issue in the robotic field. The main tasks of SLAM include how to reduce the localization error and the estimated error of the landmarks and improve the robustness and accuracy of the algorithms. The extended Kalman filter (EKF based method is one of the most popular methods for SLAM. However, the accuracy of the EKF based SLAM algorithm will be reduced when the noise model is inaccurate. To solve this problem, a novel bioinspired neural model based SLAM approach is proposed in this paper. In the proposed approach, an adaptive EKF based SLAM structure is proposed, and a bioinspired neural model is used to adjust the weights of system noise and observation noise adaptively, which can guarantee the stability of the filter and the accuracy of the SLAM algorithm. The proposed approach can deal with the SLAM problem in various situations, for example, the noise is in abnormal conditions. Finally, some simulation experiments are carried out to validate and demonstrate the efficiency of the proposed approach.

Kalman-filter model for determining block and trickle SNM losses

International Nuclear Information System (INIS)

Barlow, R.E.; Durst, M.J.; Smiriga, N.G.

1982-07-01

This paper describes an integrated decision procedure for deciding whether a diversion of SNM has occurred. Two possible types of diversion are considered: a block loss during a single time period and a cumulative trickle loss over several time periods. The methodology used is based on a compound Kalman filter model. Numerical examples illustrate our approach

Ion beam properties after mass filtering with a linear radiofrequency quadrupole

International Nuclear Information System (INIS)

Ferrer, R.; Kwiatkowski, A.A.; Bollen, G.; Lincoln, D.L.; Morrissey, D.J.; Pang, G.K.; Ringle, R.; Savory, J.; Schwarz, S.

2014-01-01

The properties of ion beams passing through a linear radiofrequency quadrupole mass filter were investigated with special attention to their dependence on the mass resolving power. Experimentally, an increase of the transverse emittance was observed as the mass-to-charge selectivity of the mass filter was raised. The experimental behavior was confirmed by beam transport simulations. -- Highlights: • The ion-optical properties of a Quadrupole Mass Filter (QMF) are presented. • Measured beam emittances follow a trend to larger values for smaller A/Q ratios and increasing mass resolution. • The experimental behavior was confirmed by beam transport simulations. • The use of a QMF for mass filtering comes at the cost of emittance growth of the ion beam

How to include frequency dependent complex permeability Into SPICE models to improve EMI filters design?

Science.gov (United States)

Sixdenier, Fabien; Yade, Ousseynou; Martin, Christian; Bréard, Arnaud; Vollaire, Christian

2018-05-01

Electromagnetic interference (EMI) filters design is a rather difficult task where engineers have to choose adequate magnetic materials, design the magnetic circuit and choose the size and number of turns. The final design must achieve the attenuation requirements (constraints) and has to be as compact as possible (goal). Alternating current (AC) analysis is a powerful tool to predict global impedance or attenuation of any filter. However, AC analysis are generally performed without taking into account the frequency-dependent complex permeability behaviour of soft magnetic materials. That's why, we developed two frequency-dependent complex permeability models able to be included into SPICE models. After an identification process, the performances of each model are compared to measurements made on a realistic EMI filter prototype in common mode (CM) and differential mode (DM) to see the benefit of the approach. Simulation results are in good agreement with the measured ones especially in the middle frequency range.

Characterizing economic trends by Bayesian stochastic model specification search

DEFF Research Database (Denmark)

Grassi, Stefano; Proietti, Tommaso

We extend a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. In particular, we focus on autoregressive models with possibly time-varying intercept and slope and decide on ...

Personalized State-space Modeling of Glucose Dynamics for Type 1 Diabetes Using Continuously Monitored Glucose, Insulin Dose, and Meal Intake: An Extended Kalman Filter Approach.

Science.gov (United States)

Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan

2014-03-01

An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. © 2014 Diabetes Technology Society.

Virtual Universities: Current Models and Future Trends.

Science.gov (United States)

Guri-Rosenblit, Sarah

2001-01-01

Describes current models of distance education (single-mode distance teaching universities, dual- and mixed-mode universities, extension services, consortia-type ventures, and new technology-based universities), including their merits and problems. Discusses future trends in potential student constituencies, faculty roles, forms of knowledge…

Implicit particle filtering for models with partial noise, and an application to geomagnetic data assimilation

Directory of Open Access Journals (Sweden)

M. Morzfeld

2012-06-01

Full Text Available Implicit particle filtering is a sequential Monte Carlo method for data assimilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by minimizing, for each particle, a scalar function F of the state variables. Some previous implementations of the implicit filter rely on finding the Hessians of these functions. The calculation of the Hessians can be cumbersome if the state dimension is large or if the underlying physics are such that derivatives of F are difficult to calculate, as happens in many geophysical applications, in particular in models with partial noise, i.e. with a singular state covariance matrix. Examples of models with partial noise include models where uncertain dynamic equations are supplemented by conservation laws with zero uncertainty, or with higher order (in time stochastic partial differential equations (PDE or with PDEs driven by spatially smooth noise processes. We make the implicit particle filter applicable to such situations by combining gradient descent minimization with random maps and show that the filter is efficient, accurate and reliable because it operates in a subspace of the state space. As an example, we consider a system of nonlinear stochastic PDEs that is of importance in geomagnetic data assimilation.

Characteristics of Quoit filter, a digital filter developed for the extraction of circumscribed shadows, and its applications to mammograms

International Nuclear Information System (INIS)

Isobe, Yoshiaki; Ohkubo, Natsumi; Yamamoto, Shinji; Toriwaki, Jun-ichiro; Kobatake, Hidefumi.

1993-01-01

This paper presents a newly developed filter called Quoit filter, which detects circumscribed shadows (concentric circular isolated image), like typical cancer regions. This Quoit filter is based on the mathematical morphology and is found to have interesting facts as follows. (1) Output of this filter can be analytically expressible when an input image is assumed to be a concentric circular model (output is expectable for typical inputs). (2) This filter has an ability to reconstruct original isolated models mentioned in (1) selectively, when this filter is applied sequentially twice. This filter was tested on the detection of cancer regions in X-ray mammograms, and for 12 cancer mammograms, this filter achieved a true-positive cancer detection rate of 100 %. (author)

Artificial neural network (ANN)-based prediction of depth filter loading capacity for filter sizing.

Science.gov (United States)

Agarwal, Harshit; Rathore, Anurag S; Hadpe, Sandeep Ramesh; Alva, Solomon J

2016-11-01

This article presents an application of artificial neural network (ANN) modelling towards prediction of depth filter loading capacity for clarification of a monoclonal antibody (mAb) product during commercial manufacturing. The effect of operating parameters on filter loading capacity was evaluated based on the analysis of change in the differential pressure (DP) as a function of time. The proposed ANN model uses inlet stream properties (feed turbidity, feed cell count, feed cell viability), flux, and time to predict the corresponding DP. The ANN contained a single output layer with ten neurons in hidden layer and employed a sigmoidal activation function. This network was trained with 174 training points, 37 validation points, and 37 test points. Further, a pressure cut-off of 1.1 bar was used for sizing the filter area required under each operating condition. The modelling results showed that there was excellent agreement between the predicted and experimental data with a regression coefficient (R 2 ) of 0.98. The developed ANN model was used for performing variable depth filter sizing for different clarification lots. Monte-Carlo simulation was performed to estimate the cost savings by using different filter areas for different clarification lots rather than using the same filter area. A 10% saving in cost of goods was obtained for this operation. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:1436-1443, 2016. © 2016 American Institute of Chemical Engineers.

Simulation model of harmonics reduction technique using shunt active filter by cascade multilevel inverter method

Science.gov (United States)

Andreh, Angga Muhamad; Subiyanto, Sunardiyo, Said

2017-01-01

Development of non-linear loading in the application of industry and distribution system and also harmonic compensation becomes important. Harmonic pollution is an urgent problem in increasing power quality. The main contribution of the study is the modeling approach used to design a shunt active filter and the application of the cascade multilevel inverter topology to improve the power quality of electrical energy. In this study, shunt active filter was aimed to eliminate dominant harmonic component by injecting opposite currents with the harmonic component system. The active filter was designed by shunt configuration with cascaded multilevel inverter method controlled by PID controller and SPWM. With this shunt active filter, the harmonic current can be reduced so that the current wave pattern of the source is approximately sinusoidal. Design and simulation were conducted by using Power Simulator (PSIM) software. Shunt active filter performance experiment was conducted on the IEEE four bus test system. The result of shunt active filter installation on the system (IEEE four bus) could reduce THD current from 28.68% to 3.09%. With this result, the active filter can be applied as an effective method to reduce harmonics.

Utility of silicone filtering for diffusive model CO2 sensors in field experiments

Directory of Open Access Journals (Sweden)

Shinjiro Ohkubo

2013-05-01

Full Text Available Installing a diffusive model CO2 sensor in the soil is a direct and useful method to observe the time variation of gas CO2 concentration in soil. Furthermore, it requires no bulky measurement system. A hydrophobic silicone filter prevents water infiltration. Therefore, a sensor whose detection element is covered with a silicone filter can be durable in the field even when experiencing inundation (e.g. farmland with snow melting, wetland with varying water level. The utility of a diffusive model of CO2 sensor covered with silicone filter was examined in laboratory and field experiments. Applying the silicone filter delays the response to change in ambient CO2 concentration, which results from lower gas permeability than those of other conventionally used filters made of materials, such as polytetrafluoroethylene. Theoretically, apart from the precision of the sensor itself, diurnal variation of soil gas CO2 concentration is calculable from obtained series of data with a silicone-covered sensor with negligible error. The error is estimated at approximately 1% of the diurnal amplitude in most cases of a 10-min logging interval. Drastic changes that occur, such as those of a rainfall event, cause a larger gap separating calculated and real values. However, the proportion of this gap to the extent of the drastic increase was extremely small (0.43% for a 10-min logging interval. For accurate estimation, a smoothly varied data series must be prepared as input data. Using a moving average or applying a fitting curve can be useful when using a sensor or data logger with low resolution. Estimating the gas permeability coefficient is crucial for calculation. The gas permeability coefficient can be estimated through laboratory experiments. This study revealed the possibility of evaluating the time variation of soil gas CO2 concentration by installing a diffusive model of silicone-covered sensor in an inundated field.

DUAL STATE-PARAMETER UPDATING SCHEME ON A CONCEPTUAL HYDROLOGIC MODEL USING SEQUENTIAL MONTE CARLO FILTERS

Science.gov (United States)

Noh, Seong Jin; Tachikawa, Yasuto; Shiiba, Michiharu; Kim, Sunmin

Applications of data assimilation techniques have been widely used to improve upon the predictability of hydrologic modeling. Among various data assimilation techniques, sequential Monte Carlo (SMC) filters, known as "particle filters" provide the capability to handle non-linear and non-Gaussian state-space models. This paper proposes a dual state-parameter updating scheme (DUS) based on SMC methods to estimate both state and parameter variables of a hydrologic model. We introduce a kernel smoothing method for the robust estimation of uncertain model parameters in the DUS. The applicability of the dual updating scheme is illustrated using the implementation of the storage function model on a middle-sized Japanese catchment. We also compare performance results of DUS combined with various SMC methods, such as SIR, ASIR and RPF.

Modelling firm heterogeneity with spatial 'trends'

Energy Technology Data Exchange (ETDEWEB)

Sarmiento, C. [North Dakota State University, Fargo, ND (United States). Dept. of Agricultural Business & Applied Economics

2004-04-15

The hypothesis underlying this article is that firm heterogeneity can be captured by spatial characteristics of the firm (similar to the inclusion of a time trend in time series models). The hypothesis is examined in the context of modelling electric generation by coal powered plants in the presence of firm heterogeneity.

Application of Seasonal Trend Loess to GPS data in Cascadia

Science.gov (United States)

Bal, A.; Bartlow, N. M.

2016-12-01

Plate Boundary Observatory GPS stations provide crucial data for the study of slow slip events and volcanic hazards in the Cascadia region. However, these GPS stations also record seasonal changes in deformation caused by hydrologic, atmospheric, and other seasonal loading. Removing these signals is necessary for accurately modeling the tectonic sources of deformation. Traditionally, seasonal trends in data been accounted for by fitting and removing sine curves from the data. However, not all seasonal trends follow a sinusoidal shape. Seasonal Trend Loess, or STL, is a filtering procedure for a decomposing a time series into trend, seasonal, and remainder components (Cleveland et. al, Journal of Official Statistics, 1990). STL has a simple design that consists of a sequence of applications of the loess smoother which allows for fast computation of large amounts of trend and seasonal smoothing. STL allows for non-sinusoidal shapes in seasonal deformation signals, and allows for evolution of seasonal signals over time. We applied Seasonal Trend Loess to GPS data from the Cascadia region. We compared our results to a traditional sine wave fit for seasonal removal at selected stations, including stations with slow slip event and volcanic signals. We hope that the STL method may be able to more accurately differentiate seasonal and tectonic deformation signals.

Global models underestimate large decadal declining and rising water storage trends relative to GRACE satellite data

Science.gov (United States)

Scanlon, Bridget R.; Zhang, Zizhan; Save, Himanshu; Sun, Alexander Y.; van Beek, Ludovicus P. H.; Wiese, David N.; Reedy, Robert C.; Longuevergne, Laurent; Döll, Petra; Bierkens, Marc F. P.

2018-01-01

Assessing reliability of global models is critical because of increasing reliance on these models to address past and projected future climate and human stresses on global water resources. Here, we evaluate model reliability based on a comprehensive comparison of decadal trends (2002–2014) in land water storage from seven global models (WGHM, PCR-GLOBWB, GLDAS NOAH, MOSAIC, VIC, CLM, and CLSM) to trends from three Gravity Recovery and Climate Experiment (GRACE) satellite solutions in 186 river basins (∼60% of global land area). Medians of modeled basin water storage trends greatly underestimate GRACE-derived large decreasing (≤−0.5 km3/y) and increasing (≥0.5 km3/y) trends. Decreasing trends from GRACE are mostly related to human use (irrigation) and climate variations, whereas increasing trends reflect climate variations. For example, in the Amazon, GRACE estimates a large increasing trend of ∼43 km3/y, whereas most models estimate decreasing trends (−71 to 11 km3/y). Land water storage trends, summed over all basins, are positive for GRACE (∼71–82 km3/y) but negative for models (−450 to −12 km3/y), contributing opposing trends to global mean sea level change. Impacts of climate forcing on decadal land water storage trends exceed those of modeled human intervention by about a factor of 2. The model-GRACE comparison highlights potential areas of future model development, particularly simulated water storage. The inability of models to capture large decadal water storage trends based on GRACE indicates that model projections of climate and human-induced water storage changes may be underestimated. PMID:29358394

Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters

KAUST Repository

Hoteit, Ibrahim

2010-09-19

Optimal nonlinear filtering consists of sequentially determining the conditional probability distribution functions (pdf) of the system state, given the information of the dynamical and measurement processes and the previous measurements. Once the pdfs are obtained, one can determine different estimates, for instance, the minimum variance estimate, or the maximum a posteriori estimate, of the system state. It can be shown that, many filters, including the Kalman filter (KF) and the particle filter (PF), can be derived based on this sequential Bayesian estimation framework. In this contribution, we present a Gaussian mixture‐based framework, called the particle Kalman filter (PKF), and discuss how the different EnKF methods can be derived as simplified variants of the PKF. We also discuss approaches to reducing the computational burden of the PKF in order to make it suitable for complex geosciences applications. We use the strongly nonlinear Lorenz‐96 model to illustrate the performance of the PKF.

Radar tracking with an interacting multiple model and probabilistic data association filter for civil aviation applications.

Science.gov (United States)

Jan, Shau-Shiun; Kao, Yu-Chun

2013-05-17

The current trend of the civil aviation technology is to modernize the legacy air traffic control (ATC) system that is mainly supported by many ground based navigation aids to be the new air traffic management (ATM) system that is enabled by global positioning system (GPS) technology. Due to the low receiving power of GPS signal, it is a major concern to aviation authorities that the operation of the ATM system might experience service interruption when the GPS signal is jammed by either intentional or unintentional radio-frequency interference. To maintain the normal operation of the ATM system during the period of GPS outage, the use of the current radar system is proposed in this paper. However, the tracking performance of the current radar system could not meet the required performance of the ATM system, and an enhanced tracking algorithm, the interacting multiple model and probabilistic data association filter (IMMPDAF), is therefore developed to support the navigation and surveillance services of the ATM system. The conventional radar tracking algorithm, the nearest neighbor Kalman filter (NNKF), is used as the baseline to evaluate the proposed radar tracking algorithm, and the real flight data is used to validate the IMMPDAF algorithm. As shown in the results, the proposed IMMPDAF algorithm could enhance the tracking performance of the current aviation radar system and meets the required performance of the new ATM system. Thus, the current radar system with the IMMPDAF algorithm could be used as an alternative system to continue aviation navigation and surveillance services of the ATM system during GPS outage periods.

Radar Tracking with an Interacting Multiple Model and Probabilistic Data Association Filter for Civil Aviation Applications

Directory of Open Access Journals (Sweden)

Shau-Shiun Jan

2013-05-01

Full Text Available The current trend of the civil aviation technology is to modernize the legacy air traffic control (ATC system that is mainly supported by many ground based navigation aids to be the new air traffic management (ATM system that is enabled by global positioning system (GPS technology. Due to the low receiving power of GPS signal, it is a major concern to aviation authorities that the operation of the ATM system might experience service interruption when the GPS signal is jammed by either intentional or unintentional radio-frequency interference. To maintain the normal operation of the ATM system during the period of GPS outage, the use of the current radar system is proposed in this paper. However, the tracking performance of the current radar system could not meet the required performance of the ATM system, and an enhanced tracking algorithm, the interacting multiple model and probabilistic data association filter (IMMPDAF, is therefore developed to support the navigation and surveillance services of the ATM system. The conventional radar tracking algorithm, the nearest neighbor Kalman filter (NNKF, is used as the baseline to evaluate the proposed radar tracking algorithm, and the real flight data is used to validate the IMMPDAF algorithm. As shown in the results, the proposed IMMPDAF algorithm could enhance the tracking performance of the current aviation radar system and meets the required performance of the new ATM system. Thus, the current radar system with the IMMPDAF algorithm could be used as an alternative system to continue aviation navigation and surveillance services of the ATM system during GPS outage periods.

New common mode emi filter for motor drive using a fourth leg in the inverter

NARCIS (Netherlands)

Zhao, D.; Ferreira, B.; Roc'h, A.; Leferink, Frank Bernardus Johannes

2008-01-01

In this paper, status and recent research trends related to the EMC issues in the variable speed drive system are first reviewed. The existing remedies are discussed in two parts. They are, passive filtering and active filtering. Their merits and demerits are presented. Based on the present

Assessing trends in observed and modelled climate extremes over Australia in relation to future projections

International Nuclear Information System (INIS)

Alexander, Lisa

2007-01-01

Full text: Nine global coupled climate models were assessed for their ability to reproduce observed trends in a set of indices representing temperature and precipitation extremes over Australia. Observed trends for 1957-1999 were compared with individual and multi-modelled trends calculated over the same period. When averaged across Australia the magnitude of trends and interannual variability of temperature extremes were well simulated by most models, particularly for the warm nights index. Except for consecutive dry days, the majority of models also reproduced the correct sign of trend for precipitation extremes. A bootstrapping technique was used to show that most models produce plausible trends when averaged over Australia, although only heavy precipitation days simulated from the multi-model ensemble showed significant skill at reproducing the observed spatial pattern of trends. Two of the models with output from different forcings showed that only with anthropogenic forcing included could the models capture the observed areally averaged trend for some of the temperature indices, but the forcing made little difference to the models' ability to reproduce the spatial pattern of trends over Australia. Future projected changes in extremes using three emissions scenarios were also analysed. Australia shows a shift towards significant warming of temperature extremes with much longer dry spells interspersed with periods of increased extreme precipitation irrespective of the scenario used. More work is required to determine whether regional projected changes over Australia are robust

Relevance Models for Collaborative Filtering

NARCIS (Netherlands)

J. Wang (Jun)

2008-01-01

htmlabstractCollaborative filtering is the common technique of predicting the interests of a user by collecting preference information from many users. Although it is generally regarded as a key information retrieval technique, its relation to the existing information retrieval theory is unclear.

Interpolation Filter Design for Hearing-Aid Audio Class-D Output Stage Application

DEFF Research Database (Denmark)

Pracný, Peter; Bruun, Erik; Llimos Muntal, Pere

2012-01-01

This paper deals with a design of a digital interpolation filter for a 3rd order multi-bit ΣΔ modulator with over-sampling ratio OSR = 64. The interpolation filter and the ΣΔ modulator are part of the back-end of an audio signal processing system in a hearing-aid application. The aim in this paper...... is to compare this design to designs presented in other state-of-the-art works ranging from hi-fi audio to hearing-aids. By performing comparison, trends and tradeoffs in interpolation filter design are indentified and hearing-aid specifications are derived. The possibilities for hardware reduction...... in the interpolation filter are investigated. Proposed design simplifications presented here result in the least hardware demanding combination of oversampling ratio, number of stages and number of filter taps among a number of filters reported for audio applications....

Implicit LES using adaptive filtering

Science.gov (United States)

Sun, Guangrui; Domaradzki, Julian A.

2018-04-01

In implicit large eddy simulations (ILES) numerical dissipation prevents buildup of small scale energy in a manner similar to the explicit subgrid scale (SGS) models. If spectral methods are used the numerical dissipation is negligible but it can be introduced by applying a low-pass filter in the physical space, resulting in an effective ILES. In the present work we provide a comprehensive analysis of the numerical dissipation produced by different filtering operations in a turbulent channel flow simulated using a non-dissipative, pseudo-spectral Navier-Stokes solver. The amount of numerical dissipation imparted by filtering can be easily adjusted by changing how often a filter is applied. We show that when the additional numerical dissipation is close to the subgrid-scale (SGS) dissipation of an explicit LES the overall accuracy of ILES is also comparable, indicating that periodic filtering can replace explicit SGS models. A new method is proposed, which does not require any prior knowledge of a flow, to determine the filtering period adaptively. Once an optimal filtering period is found, the accuracy of ILES is significantly improved at low implementation complexity and computational cost. The method is general, performing well for different Reynolds numbers, grid resolutions, and filter shapes.

Technology trends in econometric energy models: Ignorance or information?

International Nuclear Information System (INIS)

Boyd, G.; Kokkelenberg, E.; State Univ., of New York, Binghamton, NY; Ross, M.; Michigan Univ., Ann Arbor, MI

1991-01-01

Simple time trend variables in factor demand models can be statistically powerful variables, but may tell the researcher very little. Even more complex specification of technical change, e.g. factor biased, are still the economentrician's ''measure of ignorance'' about the shifts that occur in the underlying production process. Furthermore, in periods of rapid technology change the parameters based on time trends may be too large for long run forecasting. When there is clearly identifiable engineering information about new technology adoption that changes the factor input mix, data for the technology adoption may be included in the traditional factor demand model to economically model specific factor biased technical change and econometrically test their contribution. The adoption of thermomechanical pulping (TMP) and electric are furnaces (EAF) are two electricity intensive technology trends in the Paper and Steel industries, respectively. This paper presents the results of including these variables in a tradition econometric factor demand model, which is based on the Generalized Leontief. The coefficients obtained for this ''engineering based'' technical change compares quite favorably to engineering estimates of the impact of TMP and EAF on electricity intensities, improves the estimates of the other price coefficients, and yields a more believable long run electricity forecast. 6 refs., 1 fig

Model-based extended quaternion Kalman filter to inertial orientation tracking of arbitrary kinematic chains.

Science.gov (United States)

Szczęsna, Agnieszka; Pruszowski, Przemysław

2016-01-01

Inertial orientation tracking is still an area of active research, especially in the context of out-door, real-time, human motion capture. Existing systems either propose loosely coupled tracking approaches where each segment is considered independently, taking the resulting drawbacks into account, or tightly coupled solutions that are limited to a fixed chain with few segments. Such solutions have no flexibility to change the skeleton structure, are dedicated to a specific set of joints, and have high computational complexity. This paper describes the proposal of a new model-based extended quaternion Kalman filter that allows for estimation of orientation based on outputs from the inertial measurements unit sensors. The filter considers interdependencies resulting from the construction of the kinematic chain so that the orientation estimation is more accurate. The proposed solution is a universal filter that does not predetermine the degree of freedom at the connections between segments of the model. To validation the motion of 3-segments single link pendulum captured by optical motion capture system is used. The next step in the research will be to use this method for inertial motion capture with a human skeleton model.

Pulse cleaning flow models and numerical computation of candle ceramic filters.

Science.gov (United States)

Tian, Gui-shan; Ma, Zhen-ji; Zhang, Xin-yi; Xu, Ting-xiang

2002-04-01

Analytical and numerical computed models are developed for reverse pulse cleaning system of candle ceramic filters. A standard turbulent model is demonstrated suitably to the designing computation of reverse pulse cleaning system from the experimental and one-dimensional computational result. The computed results can be used to guide the designing of reverse pulse cleaning system, which is optimum Venturi geometry. From the computed results, the general conclusions and the designing methods are obtained.

Audit of the use of IVC filters in the UK: experience from three centres over 12 years

Energy Technology Data Exchange (ETDEWEB)

Hammond, C.J. [Leeds General Infirmary, Leeds (United Kingdom)], E-mail: chris.hammond@doctors.org.uk; Bakshi, D.R. [Royal Liverpool University Hospital, Liverpool (United Kingdom); Currie, R.J. [Royal Devon and Exeter Hospital, Exeter (United Kingdom); Patel, J.V. [Leeds General Infirmary, Leeds (United Kingdom); Kinsella, D. [Royal Devon and Exeter Hospital, Exeter (United Kingdom); McWilliams, R.G. [Royal Liverpool University Hospital, Liverpool (United Kingdom); Watkinson, A. [Royal Devon and Exeter Hospital, Exeter (United Kingdom); Nicholson, A.A. [Leeds General Infirmary, Leeds (United Kingdom)

2009-05-15

Aim: To audit the use of inferior vena cava (IVC) filter insertions at three UK centres over 12 years to assess whether trends in filter use in the UK mirrored those seen elsewhere. Materials and methods: Radiology department databases were interrogated for IVC filter insertions and removals between 1994 and 2006. Reports for these interventions, along with prior and subsequent imaging reports, were analysed. Follow-up data were obtained when available. Results: Five hundred and sixteen filters were placed with a significant year-on-year trend towards increasing use. Fifty-seven percent of filters placed were for absolute indications and 37% for relative indications. The filters were used for prophylaxis in 6% of patients in the absence of proven pulmonary embolism (PE) or deep vein thrombosis (DVT). A retrievable filter was used in 74% of cases with retrieval attempted in 40% of these and no evidence of an increasing rate of retrieval over time. A significant complication related to insertion or retrieval was encountered in 0.4 and 1% of procedures, respectively. Mean 24 h and 30 day mortalities were 1 and 8%, respectively. There was an absence of organized follow-up at all three centres. Conclusion: IVC filter use in the UK is increasing. The use of retrievable filters has not resulted in increased filter retrieval. Filter insertion and retrieval is associated with a low risk of significant complication, but lack of systematic follow-up limits conclusions regarding safety and efficacy.

Measurement of filtration efficiency of Nuclepore filters challenged with polystyrene latex nanoparticles: experiments and modeling

International Nuclear Information System (INIS)

Ling, Tsz Yan; Wang Jing; Pui, David Y. H.

2011-01-01

Membrane filtration has been demonstrated to be effective for the removal of liquid-borne nanoparticles (NPs). Such technique can be applied to purify and disinfect drinking water as well as remove NPs in highly pure chemicals used in the industries. This study aims to study the filtration process of a model membrane filter, the Nuclepore filter. Experiments were carried out using standard filtration tools and the nanoparticle tracking analysis (NTA) technique was used to measure particle (50–500 nm) concentration upstream and downstream of the filter to determine the filtration efficiency. The NTA technique has been calibrated using 150-nm polystyrene latex particles to determine its accuracy of particle concentration measurement. Measurements were found reliable within a certain concentration limit (about 10 8 –10 10 particles/cm 3 ), which is dependent on the camera settings during the measurement. Experimental results are comparable with previously published data obtained using the aerosolization method, validating the capability of the NTA technique. The capillary tube model modified from that developed for aerosol filtration was found to be useful to represent the experimental results, when a sticking coefficient of 0.15 is incorporated. This suggests that only 15% of the particle collisions with the filter results in successful attachment. The small sticking coefficient found can be explained by the unfavorable surface interactions between the particles and the filter medium.

Modelling and simulation of lamp-pumped thallium atomic line filters

International Nuclear Information System (INIS)

Molisch, A.F.

1994-06-01

Atomic Line Filters (ALFs) are ultra-narrow-band, wide-field-of-view optical filters for the detection of weak optical signals embedded in broadband background noise. The central component is a quartz cell filled with atomic vapor where signal photons are absorbed and subsequently re-emitted at a different wavelength. At the 'Institut fuer Nachrichtentechnik und Hochfrequenztechnik', an ALF based on Thallium (Tl) vapor, which is pumped by a Tl spectral lamp, has been under development. The aim of this thesis is to model the physical processes in this filter (especially in the vapor cell) and to make simulations in order to find the optimum design. For this purpose, a theoretical 'toolbox' is to be created, which should be capable of describing quantitatively the various physical effects. The accuracy of the simulation should be about ±10 %, i.e. about the accuracy of the available atomic data. In part I, the physics that form the basis of ALFs are briefly explained. In chapter 1, the principle of an ALF is explained, and the parameters that describe such filters are defined. In the next two chapters, atomic energy levels and atomic line shapes are described. We then summarize the data of the UV and green resonance lines of Thallium. After giving an overview over the methods of description for trapping problems, (Holstein equation, equation-of-radiative-transfer plus rate-equation, Monte Carlo simulation), we describe the (generalized) Milne theory, an approximate method which allows a description of trapping by a differential equation. In part II, we then make use of these formalisms to describe the Tl ALF mathematically. After giving a description of the whole filter system, we show the various influences on the lifetime of the metastable Tl atoms. Then the pump phase of the filter is described. In that phase, we have non-linear trapping in a 3-level system. This problem is solved by a combination of finite-difference solution of the equation of radiative

Characterizing uncertainties in recent trends of global terrestrial net primary production through ensemble modeling

Science.gov (United States)

Wang, W.; Hashimoto, H.; Ganguly, S.; Votava, P.; Nemani, R. R.; Myneni, R. B.

2010-12-01

Large uncertainties exist in our understanding of the trends and variability in global net primary production (NPP) and its controls. This study attempts to address this question through a multi-model ensemble experiment. In particular, we drive ecosystem models including CASA, LPJ, Biome-BGC, TOPS-BGC, and BEAMS with a long-term climate dataset (i.e., CRU-NCEP) to estimate global NPP from 1901 to 2009 at a spatial resolution of 0.5 x 0.5 degree. We calculate the trends of simulated NPP during different time periods and test their sensitivities to climate variables of solar radiation, air temperature, precipitation, vapor pressure deficit (VPD), and atmospheric CO2 levels. The results indicate a large diversity among the simulated NPP trends over the past 50 years, ranging from nearly no trend to an increasing trend of ~0.1 PgC/yr. Spatial patterns of the NPP generally show positive trends in boreal forests, induced mainly by increasing temperatures in these regions; they also show negative trends in the tropics, although the spatial patterns are more diverse. These diverse trends result from different climatic sensitivities of NPP among the tested models. Depending the ecological processes (e.g., photosynthesis or respiration) a model emphasizes, it can be more or less responsive to changes in solar radiation, temperatures, water, or atmospheric CO2 levels. Overall, these results highlight the limit of current ecosystem models in simulating NPP, which cannot be easily observed. They suggest that the traditional single-model approach is not ideal for characterizing trends and variability in global carbon cycling.

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

Science.gov (United States)

Huang, Lei

2015-01-01

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

Modeling astronomical adaptive optics performance with temporally filtered Wiener reconstruction of slope data

Science.gov (United States)

Correia, Carlos M.; Bond, Charlotte Z.; Sauvage, Jean-François; Fusco, Thierry; Conan, Rodolphe; Wizinowich, Peter L.

2017-10-01

We build on a long-standing tradition in astronomical adaptive optics (AO) of specifying performance metrics and error budgets using linear systems modeling in the spatial-frequency domain. Our goal is to provide a comprehensive tool for the calculation of error budgets in terms of residual temporally filtered phase power spectral densities and variances. In addition, the fast simulation of AO-corrected point spread functions (PSFs) provided by this method can be used as inputs for simulations of science observations with next-generation instruments and telescopes, in particular to predict post-coronagraphic contrast improvements for planet finder systems. We extend the previous results and propose the synthesis of a distributed Kalman filter to mitigate both aniso-servo-lag and aliasing errors whilst minimizing the overall residual variance. We discuss applications to (i) analytic AO-corrected PSF modeling in the spatial-frequency domain, (ii) post-coronagraphic contrast enhancement, (iii) filter optimization for real-time wavefront reconstruction, and (iv) PSF reconstruction from system telemetry. Under perfect knowledge of wind velocities, we show that $\\sim$60 nm rms error reduction can be achieved with the distributed Kalman filter embodying anti- aliasing reconstructors on 10 m class high-order AO systems, leading to contrast improvement factors of up to three orders of magnitude at few ${\\lambda}/D$ separations ($\\sim1-5{\\lambda}/D$) for a 0 magnitude star and reaching close to one order of magnitude for a 12 magnitude star.

SU-D-207-07: Implementation of Full/half Bowtie Filter Model in a Commercial Treatment Planning System for Kilovoltage X-Ray Imaging Dose Estimation

International Nuclear Information System (INIS)

Kim, S; Alaei, P

2015-01-01

Purpose: To implement full/half bowtie filter models in a commercial treatment planning system (TPS) to calculate kilovoltage (kV) x-ray imaging dose of Varian On-Board Imager (OBI) cone beam CT (CBCT) system. Methods: Full/half bowtie filters of Varian OBI were created as compensator models in Pinnacle TPS (version 9.6) using Matlab software (version 2011a). The profiles of both bowtie filters were acquired from the manufacturer, imported into the Matlab system and hard coded in binary file format. A Pinnacle script was written to import each bowtie filter data into a Pinnacle treatment plan as a compensator. A kV x-ray beam model without including the compensator model was commissioned per each bowtie filter setting based on percent depth dose and lateral profile data acquired from Monte Carlo simulations. To validate the bowtie filter models, a rectangular water phantom was generated in the planning system and an anterior/posterior beam with each bowtie filter was created. Using the Pinnacle script, each bowtie filter compensator was added to the treatment plan. Lateral profile at the depth of 3cm and percent depth dose were measured using an ion chamber and compared with the data extracted from the treatment plans. Results: The kV x-ray beams for both full and half bowtie filter have been modeled in a commercial TPS. The difference of lateral and depth dose profiles between dose calculations and ion chamber measurements were within 6%. Conclusion: Both full/half bowtie filter models provide reasonable results in kV x-ray dose calculations in the water phantom. This study demonstrates the possibility of using a model-based treatment planning system to calculate the kV imaging dose for both full and half bowtie filter modes. Further study is to be performed to evaluate the models in clinical situations

Offline estimation of decay time for an optical cavity with a low pass filter cavity model.

Science.gov (United States)

Kallapur, Abhijit G; Boyson, Toby K; Petersen, Ian R; Harb, Charles C

2012-08-01

This Letter presents offline estimation results for the decay-time constant for an experimental Fabry-Perot optical cavity for cavity ring-down spectroscopy (CRDS). The cavity dynamics are modeled in terms of a low pass filter (LPF) with unity DC gain. This model is used by an extended Kalman filter (EKF) along with the recorded light intensity at the output of the cavity in order to estimate the decay-time constant. The estimation results using the LPF cavity model are compared to those obtained using the quadrature model for the cavity presented in previous work by Kallapur et al. The estimation process derived using the LPF model comprises two states as opposed to three states in the quadrature model. When considering the EKF, this means propagating two states and a (2×2) covariance matrix using the LPF model, as opposed to propagating three states and a (3×3) covariance matrix using the quadrature model. This gives the former model a computational advantage over the latter and leads to faster execution times for the corresponding EKF. It is shown in this Letter that the LPF model for the cavity with two filter states is computationally more efficient, converges faster, and is hence a more suitable method than the three-state quadrature model presented in previous work for real-time estimation of the decay-time constant for the cavity.

Diffusion Filters for Variational Data Assimilation of Sea Surface Temperature in an Intermediate Climate Model

Directory of Open Access Journals (Sweden)

Xuefeng Zhang

2015-01-01

Full Text Available Sequential, adaptive, and gradient diffusion filters are implemented into spatial multiscale three-dimensional variational data assimilation (3DVAR as alternative schemes to model background error covariance matrix for the commonly used correction scale method, recursive filter method, and sequential 3DVAR. The gradient diffusion filter (GDF is verified by a two-dimensional sea surface temperature (SST assimilation experiment. Compared to the existing DF, the new GDF scheme shows a superior performance in the assimilation experiment due to its success in extracting the spatial multiscale information. The GDF can retrieve successfully the longwave information over the whole analysis domain and the shortwave information over data-dense regions. After that, a perfect twin data assimilation experiment framework is designed to study the effect of the GDF on the state estimation based on an intermediate coupled model. In this framework, the assimilation model is subject to “biased” initial fields from the “truth” model. While the GDF reduces the model bias in general, it can enhance the accuracy of the state estimation in the region that the observations are removed, especially in the South Ocean. In addition, the higher forecast skill can be obtained through the better initial state fields produced by the GDF.

Semi-Global Filtering of Airborne LiDAR Data for Fast Extraction of Digital Terrain Models

Directory of Open Access Journals (Sweden)

Xiangyun Hu

2015-08-01

Full Text Available Automatic extraction of ground points, called filtering, is an essential step in producing Digital Terrain Models from airborne LiDAR data. Scene complexity and computational performance are two major problems that should be addressed in filtering, especially when processing large point cloud data with diverse scenes. This paper proposes a fast and intelligent algorithm called Semi-Global Filtering (SGF. The SGF models the filtering as a labeling problem in which the labels correspond to possible height levels. A novel energy function balanced by adaptive ground saliency is employed to adapt to steep slopes, discontinuous terrains, and complex objects. Semi-global optimization is used to determine labels that minimize the energy. These labels form an optimal classification surface based on which the points are classified as either ground or non-ground. The experimental results show that the SGF algorithm is very efficient and able to produce high classification accuracy. Given that the major procedure of semi-global optimization using dynamic programming is conducted independently along eight directions, SGF can also be paralleled and sped up via Graphic Processing Unit computing, which runs at a speed of approximately 3 million points per second.

Model-Based Attribution of High-Resolution Streamflow Trends in Two Alpine Basins of Western Austria

Directory of Open Access Journals (Sweden)

Christoph Kormann

2016-02-01

Full Text Available Several trend studies have shown that hydrological conditions are changing considerably in the Alpine region. However, the reasons for these changes are only partially understood and trend analyses alone are not able to shed much light. Hydrological modelling is one possible way to identify the trend drivers, i.e., to attribute the detected streamflow trends, given that the model captures all important processes causing the trends. We modelled the hydrological conditions for two alpine catchments in western Austria (a large, mostly lower-altitude catchment with wide valley plains and a nested high-altitude, glaciated headwater catchment with the distributed, physically-oriented WaSiM-ETH model, which includes a dynamical glacier module. The model was calibrated in a transient mode, i.e., not only on several standard goodness measures and glacier extents, but also in such a way that the simulated streamflow trends fit with the observed ones during the investigation period 1980 to 2007. With this approach, it was possible to separate streamflow components, identify the trends of flow components, and study their relation to trends in atmospheric variables. In addition to trends in annual averages, highly resolved trends for each Julian day were derived, since they proved powerful in an earlier, data-based attribution study. We were able to show that annual and highly resolved trends can be modelled sufficiently well. The results provide a holistic, year-round picture of the drivers of alpine streamflow changes: Higher-altitude catchments are strongly affected by earlier firn melt and snowmelt in spring and increased ice melt throughout the ablation season. Changes in lower-altitude areas are mostly caused by earlier and lower snowmelt volumes. All highly resolved trends in streamflow and its components show an explicit similarity to the local temperature trends. Finally, results indicate that evapotranspiration has been increasing in the lower

Cigarette brands with flavour capsules in the filter: trends in use and brand perceptions among smokers in the USA, Mexico and Australia, 2012–2014

Science.gov (United States)

Thrasher, James F; Abad-Vivero, Erika N; Moodie, Crawford; O'Connor, Richard J; Hammond, David; Cummings, K Michael; Yong, Hua-Hie; Salloum, Ramzi G; Czoli, Christine; Reynales-Shigematsu, Luz Myriam

2016-01-01

Objective To describe trends, correlates of use and consumer perceptions related to the product design innovation of flavour capsules in cigarette filters. Methods Quarterly surveys from 2012 to 2014 were analysed from an online consumer panel of adult smokers aged 18–64, living in the USA (n=6865 observations; 4154 individuals); Mexico (n=5723 observations; 3366 individuals); and Australia (n=5864 observations; 2710 individuals). Preferred brand varieties were classified by price (ie, premium; discount) and flavour (ie, regular; flavoured without capsule; flavoured with capsule). Participants reported their preferred brand variety's appeal (ie, satisfaction; stylishness), taste (ie, smoothness, intensity), and harm relative to other brands and varieties. GEE models were used to determine time trends and correlates of flavour capsule use, as well as associations between preferred brand characteristics (ie, price stratum, flavour) and perceptions of relative appeal, taste and harm. Results Preference for flavour capsules increased significantly in Mexico (6% to 14%) and Australia (1% to 3%), but not in the USA (4% to 5%). 18–24 year olds were most likely to prefer capsules in the USA (10%) and Australia (4%), but not Mexico. When compared to smokers who preferred regular brands, smokers who preferred brands with capsules viewed their variety of cigarettes as having more positive appeal (all countries), better taste (all countries), and lesser risk (Mexico, USA) than other brand varieties. Conclusions Results indicate that use of cigarettes with flavour capsules is growing, is associated with misperceptions of relative harm, and differentiates brands in ways that justify regulatory action. PMID:25918129

Vehicle Sideslip Angle Estimation Based on Hybrid Kalman Filter

Directory of Open Access Journals (Sweden)

Jing Li

2016-01-01

Full Text Available Vehicle sideslip angle is essential for active safety control systems. This paper presents a new hybrid Kalman filter to estimate vehicle sideslip angle based on the 3-DoF nonlinear vehicle dynamic model combined with Magic Formula tire model. The hybrid Kalman filter is realized by combining square-root cubature Kalman filter (SCKF, which has quick convergence and numerical stability, with square-root cubature based receding horizon Kalman FIR filter (SCRHKF, which has robustness against model uncertainty and temporary noise. Moreover, SCKF and SCRHKF work in parallel, and the estimation outputs of two filters are merged by interacting multiple model (IMM approach. Experimental results show the accuracy and robustness of the hybrid Kalman filter.

Filtering Photogrammetric Point Clouds Using Standard LIDAR Filters Towards DTM Generation

Science.gov (United States)

Zhang, Z.; Gerke, M.; Vosselman, G.; Yang, M. Y.

2018-05-01

Digital Terrain Models (DTMs) can be generated from point clouds acquired by laser scanning or photogrammetric dense matching. During the last two decades, much effort has been paid to developing robust filtering algorithms for the airborne laser scanning (ALS) data. With the point cloud quality from dense image matching (DIM) getting better and better, the research question that arises is whether those standard Lidar filters can be used to filter photogrammetric point clouds as well. Experiments are implemented to filter two dense matching point clouds with different noise levels. Results show that the standard Lidar filter is robust to random noise. However, artefacts and blunders in the DIM points often appear due to low contrast or poor texture in the images. Filtering will be erroneous in these locations. Filtering the DIM points pre-processed by a ranking filter will bring higher Type II error (i.e. non-ground points actually labelled as ground points) but much lower Type I error (i.e. bare ground points labelled as non-ground points). Finally, the potential DTM accuracy that can be achieved by DIM points is evaluated. Two DIM point clouds derived by Pix4Dmapper and SURE are compared. On grassland dense matching generates points higher than the true terrain surface, which will result in incorrectly elevated DTMs. The application of the ranking filter leads to a reduced bias in the DTM height, but a slightly increased noise level.

Orthonormal filters for identification in active control systems

International Nuclear Information System (INIS)

Mayer, Dirk

2015-01-01

Many active noise and vibration control systems require models of the control paths. When the controlled system changes slightly over time, adaptive digital filters for the identification of the models are useful. This paper aims at the investigation of a special class of adaptive digital filters: orthonormal filter banks possess the robust and simple adaptation of the widely applied finite impulse response (FIR) filters, but at a lower model order, which is important when considering implementation on embedded systems. However, the filter banks require prior knowledge about the resonance frequencies and damping of the structure. This knowledge can be supposed to be of limited precision, since in many practical systems, uncertainties in the structural parameters exist. In this work, a procedure using a number of training systems to find the fixed parameters for the filter banks is applied. The effect of uncertainties in the prior knowledge on the model error is examined both with a basic example and in an experiment. Furthermore, the possibilities to compensate for the imprecise prior knowledge by a higher filter order are investigated. Also comparisons with FIR filters are implemented in order to assess the possible advantages of the orthonormal filter banks. Numerical and experimental investigations show that significantly lower computational effort can be reached by the filter banks under certain conditions. (paper)

Experimental study of domestic inferior vena cava filter comparative to Antheor temporary vena cava filter in vitro

International Nuclear Information System (INIS)

Chen Guoping; Gu Jianping; Lou Wensheng; He Xu; Chen Liang; Su Haobo

2007-01-01

Objective: To evaluate clot capturing efficacy and stability of a new domestic designed inferior vena cava filter (DDIVCF) by comparing with Anthem temporary vena cava filter in vitro. Methods: (1)The DDIVCF and Antheor filter were tested in a flow model simulated the inferior vena cava (IVC) with 20 mm and 25 mm in diameter. The swine clots of four sizes were used: 3 mm x 20 mm, 3 mm x 30 mm, 6 mm x 20 mm, 6 mm x 30 mm. The clot capturing capacity was observed in horizontal position. (2) The stability was observed by measuring the comparative moving distance of 6 mm x 30 mm clots after clot trapping. Results: (1) DDIVCF capture rates were 34%, 56%, 82%, 94% and 26%, 38%, 56%, 86% for the 20 mm and 25 mm IVC models of four different sizes clots respectively, comparing with 54%, 64%, 86%, 96% and 38%, 44%, 68%, 90% respectively of Anthem temporary vena cava filter. The capture rates of DDIVCF and Antheor filter showed no significant differences of 3 mm x 30 mm, 6mm x 20 mm and 6 mm x 30 mm clots in 20 mm and 25 mm IVC models (P>0.05). (2) There was a few caudal migration with no significant difference (P>0.05). The filter migration distances were (0.6±0.3) cm and (1.0±0.1) cm respectively in the 20 mm and 25 mm IVC models with most clots of 6 mm x 30 mm were captured, comparing with (0.4±0.1) cm and (0.8 ±0.3) cm respectively for Antheor filter. Conclusions: DDIVCF is a stable and effective filter in an in-vitro model experiment but application in vivo would rather be further evaluated through more animal experiments. (authors)

Testing particle filters on convective scale dynamics

Science.gov (United States)

Haslehner, Mylene; Craig, George. C.; Janjic, Tijana

2014-05-01

Particle filters have been developed in recent years to deal with highly nonlinear dynamics and non Gaussian error statistics that also characterize data assimilation on convective scales. In this work we explore the use of the efficient particle filter (P.v. Leeuwen, 2011) for convective scale data assimilation application. The method is tested in idealized setting, on two stochastic models. The models were designed to reproduce some of the properties of convection, for example the rapid development and decay of convective clouds. The first model is a simple one-dimensional, discrete state birth-death model of clouds (Craig and Würsch, 2012). For this model, the efficient particle filter that includes nudging the variables shows significant improvement compared to Ensemble Kalman Filter and Sequential Importance Resampling (SIR) particle filter. The success of the combination of nudging and resampling, measured as RMS error with respect to the 'true state', is proportional to the nudging intensity. Significantly, even a very weak nudging intensity brings notable improvement over SIR. The second model is a modified version of a stochastic shallow water model (Würsch and Craig 2013), which contains more realistic dynamical characteristics of convective scale phenomena. Using the efficient particle filter and different combination of observations of the three field variables (wind, water 'height' and rain) allows the particle filter to be evaluated in comparison to a regime where only nudging is used. Sensitivity to the properties of the model error covariance is also considered. Finally, criteria are identified under which the efficient particle filter outperforms nudging alone. References: Craig, G. C. and M. Würsch, 2012: The impact of localization and observation averaging for convective-scale data assimilation in a simple stochastic model. Q. J. R. Meteorol. Soc.,139, 515-523. Van Leeuwen, P. J., 2011: Efficient non-linear data assimilation in geophysical

CONSISTENT USE OF THE KALMAN FILTER IN CHEMICAL TRANSPORT MODELS (CTMS) FOR DEDUCING EMISSIONS

Science.gov (United States)

Past research has shown that emissions can be deduced using observed concentrations of a chemical, a Chemical Transport Model (CTM), and the Kalman filter in an inverse modeling application. An expression was derived for the relationship between the "observable" (i.e., the con...

Empirical mode decomposition and k-nearest embedding vectors for timely analyses of antibiotic resistance trends.

Science.gov (United States)

Teodoro, Douglas; Lovis, Christian

2013-01-01

Antibiotic resistance is a major worldwide public health concern. In clinical settings, timely antibiotic resistance information is key for care providers as it allows appropriate targeted treatment or improved empirical treatment when the specific results of the patient are not yet available. To improve antibiotic resistance trend analysis algorithms by building a novel, fully data-driven forecasting method from the combination of trend extraction and machine learning models for enhanced biosurveillance systems. We investigate a robust model for extraction and forecasting of antibiotic resistance trends using a decade of microbiology data. Our method consists of breaking down the resistance time series into independent oscillatory components via the empirical mode decomposition technique. The resulting waveforms describing intrinsic resistance trends serve as the input for the forecasting algorithm. The algorithm applies the delay coordinate embedding theorem together with the k-nearest neighbor framework to project mappings from past events into the future dimension and estimate the resistance levels. The algorithms that decompose the resistance time series and filter out high frequency components showed statistically significant performance improvements in comparison with a benchmark random walk model. We present further qualitative use-cases of antibiotic resistance trend extraction, where empirical mode decomposition was applied to highlight the specificities of the resistance trends. The decomposition of the raw signal was found not only to yield valuable insight into the resistance evolution, but also to produce novel models of resistance forecasters with boosted prediction performance, which could be utilized as a complementary method in the analysis of antibiotic resistance trends.

Modeling the Influence of Hemispheric Transport on Trends in ...

Science.gov (United States)

We describe the development and application of the hemispheric version of the CMAQ to examine the influence of long-range pollutant transport on trends in surface level O3 distributions. The WRF-CMAQ model is expanded to hemispheric scales and multi-decadal model simulations were recently performed for the period spanning 1990-2010 to examine changes in hemispheric air pollution resulting from changes in emissions over this period. Simulated trends in ozone and precursor species concentrations across the U.S. and the northern hemisphere over the past two decades are compared with those inferred from available measurements during this period. Additionally, the decoupled direct method (DDM) in CMAQ is used to estimate the sensitivity of O3 to emissions from different source regions across the northern hemisphere. The seasonal variations in source region contributions to background O3 is then estimated from these sensitivity calculations and will be discussed. A reduced form model combining these source region sensitivities estimated from DDM with the multi-decadal simulations of O3 distributions and emissions trends, is then developed to characterize the changing contributions of different source regions to background O3 levels across North America. The National Exposure Research Laboratory (NERL) Computational Exposure Division (CED) develops and evaluates data, decision-support tools, and models to be applied to media-specific or receptor-specific problem areas

An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

Science.gov (United States)

Fukumori, Ichiro; Malanotte-Rizzoli, Paola

1995-04-01

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kaiman filter based on approximations of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

Sky-Hook Control and Kalman Filtering in Nonlinear Model of Tracked Vehicle Suspension System

Directory of Open Access Journals (Sweden)

Jurkiewicz Andrzej

2017-09-01

Full Text Available The essence of the undertaken topic is application of the continuous sky-hook control strategy and the Extended Kalman Filter as the state observer in the 2S1 tracked vehicle suspension system. The half-car model of this suspension system consists of seven logarithmic spiral springs and two magnetorheological dampers which has been described by the Bingham model. The applied continuous sky-hook control strategy considers nonlinear stiffness characteristic of the logarithmic spiral springs. The control is determined on estimates generated by the Extended Kalman Filter. Improve of ride comfort is verified by comparing simulation results, under the same driving conditions, of controlled and passive vehicle suspension systems.

Probability-based collaborative filtering model for predicting gene–disease associations

OpenAIRE

Zeng, Xiangxiang; Ding, Ningxiang; Rodríguez-Patón, Alfonso; Zou, Quan

2017-01-01

Background Accurately predicting pathogenic human genes has been challenging in recent research. Considering extensive gene–disease data verified by biological experiments, we can apply computational methods to perform accurate predictions with reduced time and expenses. Methods We propose a probability-based collaborative filtering model (PCFM) to predict pathogenic human genes. Several kinds of data sets, containing data of humans and data of other nonhuman species, are integrated in our mo...

Statistical analysis of strait time index and a simple model for trend and trend reversal

Science.gov (United States)

Chen, Kan; Jayaprakash, C.

2003-06-01

We analyze the daily closing prices of the Strait Time Index (STI) as well as the individual stocks traded in Singapore's stock market from 1988 to 2001. We find that the Hurst exponent is approximately 0.6 for both the STI and individual stocks, while the normal correlation functions show the random walk exponent of 0.5. We also investigate the conditional average of the price change in an interval of length T given the price change in the previous interval. We find strong correlations for price changes larger than a threshold value proportional to T; this indicates that there is no uniform crossover to Gaussian behavior. A simple model based on short-time trend and trend reversal is constructed. We show that the model exhibits statistical properties and market swings similar to those of the real market.

Numerical Study on Self-Cleaning Canister Filter With Add-On Filter Cap

Directory of Open Access Journals (Sweden)

Mohammed Akmal Nizam

2017-01-01

Full Text Available Filtration in a turbo machinery system such as a gas turbine will ensure that the air entering the inlet is free from contaminants that could bring damage to the main system. Self-cleaning filter systems for gas turbines are designed for continuously efficient flow filtration. A good filter would be able to maintain its effectiveness over a longer time period, prolonging the duration between filter replacements and providing lower pressure drop over its operating lifetime. With this goal in mind, the current study is focused on the difference in pressure loss of the benchmark Salutary Avenue Self-cleaning filter in comparison to a new design with an add-on filter cap. Geometry for the add-on filter cap will be based from Salutary Avenue Manufacturing Sdn.Bhd. SOLIDWORKS software was used to model the geometry of the filter, while simulation analysis on the flow through the filter was done using Computational Fluid Dynamic (CFD software. The simulations are based on a low velocity condition, in which the parameter for the inlet velocity are set at 0.032 m/s, 0.063 m/s, 0.094 m/s and 0.126 m/s respectively. From the simulation data obtained for the inlet velocities considered, the pressure drop reduction of the modified filter compared to the benchmark was found to be between 7.59% and 30.18%. All in all, the modification of the filter cap produced a lower pressure drop in comparison with the benchmark filter; an improvement of 27.02% for the total pressure drop was obtained.

Random forest meteorological normalisation models for Swiss PM10 trend analysis

Science.gov (United States)

Grange, Stuart K.; Carslaw, David C.; Lewis, Alastair C.; Boleti, Eirini; Hueglin, Christoph

2018-05-01

Meteorological normalisation is a technique which accounts for changes in meteorology over time in an air quality time series. Controlling for such changes helps support robust trend analysis because there is more certainty that the observed trends are due to changes in emissions or chemistry, not changes in meteorology. Predictive random forest models (RF; a decision tree machine learning technique) were grown for 31 air quality monitoring sites in Switzerland using surface meteorological, synoptic scale, boundary layer height, and time variables to explain daily PM10 concentrations. The RF models were used to calculate meteorologically normalised trends which were formally tested and evaluated using the Theil-Sen estimator. Between 1997 and 2016, significantly decreasing normalised PM10 trends ranged between -0.09 and -1.16 µg m-3 yr-1 with urban traffic sites experiencing the greatest mean decrease in PM10 concentrations at -0.77 µg m-3 yr-1. Similar magnitudes have been reported for normalised PM10 trends for earlier time periods in Switzerland which indicates PM10 concentrations are continuing to decrease at similar rates as in the past. The ability for RF models to be interpreted was leveraged using partial dependence plots to explain the observed trends and relevant physical and chemical processes influencing PM10 concentrations. Notably, two regimes were suggested by the models which cause elevated PM10 concentrations in Switzerland: one related to poor dispersion conditions and a second resulting from high rates of secondary PM generation in deep, photochemically active boundary layers. The RF meteorological normalisation process was found to be robust, user friendly and simple to implement, and readily interpretable which suggests the technique could be useful in many air quality exploratory data analysis situations.

A combination Kalman filter approach for State of Charge estimation of lithium-ion battery considering model uncertainty

International Nuclear Information System (INIS)

Li, Yanwen; Wang, Chao; Gong, Jinfeng

2016-01-01

An accurate battery State of Charge estimation plays an important role in battery electric vehicles. This paper makes two contributions to the existing literature. (1) A recursive least squares method with fuzzy adaptive forgetting factor has been presented to update the model parameters close to the real value more quickly. (2) The statistical information of the innovation sequence obeying chi-square distribution has been introduced to identify model uncertainty, and a novel combination algorithm of strong tracking unscented Kalman filter and adaptive unscented Kalman filter has been developed to estimate SOC (State of Charge). Experimental results indicate that the novel algorithm has a good performance in estimating the battery SOC against initial SOC errors and voltage sensor drift. A comparison with the unscented Kalman filter-based algorithms and adaptive unscented Kalman filter-based algorithms shows that the proposed SOC estimation method has better accuracy, robustness and convergence behavior. - Highlights: • Recursive least squares method with fuzzy adaptive forgetting factor is presented. • The innovation obeying chi-square distribution is used to identify uncertainty. • A combination Karman filter approach for State of Charge estimation is presented. • The performance of the proposed method is verified by comparison results.

Application of a Low Cost Ceramic Filter for Recycling Sand Filter Backwash Water

Directory of Open Access Journals (Sweden)

Md Shafiquzzaman

2018-02-01

Full Text Available The aim of this study is to examine the application of a low cost ceramic filter for the treatment of sand filter backwash water (SFBW. The treatment process is comprised of pre-coagulation of SFBW with aluminum sulfate (Alum followed by continuous filtration usinga low cost ceramic filter at different trans-membrane pressures (TMPs. Jar test results showed that 20 mg/L of alum is the optimum dose for maximum removal of turbidity, Fe, and Mn from SFBW. The filter can be operated at a TMP between 0.6 and 3 kPa as well as a corresponding flux of 480–2000 L/m2/d without any flux declination. Significant removal, up to 99%, was observed forturbidity, iron (Fe, and manganese (Mn. The flux started to decline at 4.5 kPa TMP (corresponding flux 3280 L/m2/d, thus indicated fouling of the filter. The complete pore blocking model was found as the most appropriate model to explain the insight mechanism of flux decline. The optimum operating pressure and the permeate flux were found to be 3 kPa and 2000 L/m2/d, respectively. Treated SFBW by a low cost ceramic filter was found to be suitable to recycle back to the water treatment plant. The ceramic filtration process would be a low cost and efficient option to recycle the SFBW.

Large eddy simulations of round free jets using explicit filtering with/without dynamic Smagorinsky model

International Nuclear Information System (INIS)

Bogey, Christophe; Bailly, Christophe

2006-01-01

Large eddy simulations (LES) of round free jets at Mach number M = 0.9 with Reynolds numbers over the range 2.5 x 10 3 ≤ Re D ≤ 4 x 10 5 are performed using explicit selective/high-order filtering with or without dynamic Smagorinsky model (DSM). Features of the flows and of the turbulent kinetic energy budgets in the turbulent jets are reported. The contributions of molecular viscosity, filtering and DSM to energy dissipation are also presented. Using filtering alone, the results are independent of the filtering strength, and the effects of the Reynolds number on jet development are successfully calculated. Using DSM, the effective jet Reynolds number is found to be artificially decreased by the eddy viscosity. The results are also not appreciably modified when subgrid-scale kinetic energy is used. Moreover, unlike filtering which does not significantly affect the larger computed scales, the eddy viscosity is shown to dissipate energy through all the turbulent scales, in the same way as molecular viscosity at lower Reynolds numbers

An Efficient Recommendation Filter Model on Smart Home Big Data Analytics for Enhanced Living Environments

Science.gov (United States)

Chen, Hao; Xie, Xiaoyun; Shu, Wanneng; Xiong, Naixue

2016-01-01

With the rapid growth of wireless sensor applications, the user interfaces and configurations of smart homes have become so complicated and inflexible that users usually have to spend a great amount of time studying them and adapting to their expected operation. In order to improve user experience, a weighted hybrid recommender system based on a Kalman Filter model is proposed to predict what users might want to do next, especially when users are located in a smart home with an enhanced living environment. Specifically, a weight hybridization method was introduced, which combines contextual collaborative filter and the contextual content-based recommendations. This method inherits the advantages of the optimum regression and the stability features of the proposed adaptive Kalman Filter model, and it can predict and revise the weight of each system component dynamically. Experimental results show that the hybrid recommender system can optimize the distribution of weights of each component, and achieve more reasonable recall and precision rates. PMID:27754456

An Efficient Recommendation Filter Model on Smart Home Big Data Analytics for Enhanced Living Environments

Directory of Open Access Journals (Sweden)

Hao Chen

2016-10-01

Full Text Available With the rapid growth of wireless sensor applications, the user interfaces and configurations of smart homes have become so complicated and inflexible that users usually have to spend a great amount of time studying them and adapting to their expected operation. In order to improve user experience, a weighted hybrid recommender system based on a Kalman Filter model is proposed to predict what users might want to do next, especially when users are located in a smart home with an enhanced living environment. Specifically, a weight hybridization method was introduced, which combines contextual collaborative filter and the contextual content-based recommendations. This method inherits the advantages of the optimum regression and the stability features of the proposed adaptive Kalman Filter model, and it can predict and revise the weight of each system component dynamically. Experimental results show that the hybrid recommender system can optimize the distribution of weights of each component, and achieve more reasonable recall and precision rates.

An Efficient Recommendation Filter Model on Smart Home Big Data Analytics for Enhanced Living Environments.

Science.gov (United States)

Chen, Hao; Xie, Xiaoyun; Shu, Wanneng; Xiong, Naixue

2016-10-15

With the rapid growth of wireless sensor applications, the user interfaces and configurations of smart homes have become so complicated and inflexible that users usually have to spend a great amount of time studying them and adapting to their expected operation. In order to improve user experience, a weighted hybrid recommender system based on a Kalman Filter model is proposed to predict what users might want to do next, especially when users are located in a smart home with an enhanced living environment. Specifically, a weight hybridization method was introduced, which combines contextual collaborative filter and the contextual content-based recommendations. This method inherits the advantages of the optimum regression and the stability features of the proposed adaptive Kalman Filter model, and it can predict and revise the weight of each system component dynamically. Experimental results show that the hybrid recommender system can optimize the distribution of weights of each component, and achieve more reasonable recall and precision rates.

Topographic filtering simulation model for sediment source apportionment

Science.gov (United States)

Cho, Se Jong; Wilcock, Peter; Hobbs, Benjamin

2018-05-01

We propose a Topographic Filtering simulation model (Topofilter) that can be used to identify those locations that are likely to contribute most of the sediment load delivered from a watershed. The reduced complexity model links spatially distributed estimates of annual soil erosion, high-resolution topography, and observed sediment loading to determine the distribution of sediment delivery ratio across a watershed. The model uses two simple two-parameter topographic transfer functions based on the distance and change in elevation from upland sources to the nearest stream channel and then down the stream network. The approach does not attempt to find a single best-calibrated solution of sediment delivery, but uses a model conditioning approach to develop a large number of possible solutions. For each model run, locations that contribute to 90% of the sediment loading are identified and those locations that appear in this set in most of the 10,000 model runs are identified as the sources that are most likely to contribute to most of the sediment delivered to the watershed outlet. Because the underlying model is quite simple and strongly anchored by reliable information on soil erosion, topography, and sediment load, we believe that the ensemble of simulation outputs provides a useful basis for identifying the dominant sediment sources in the watershed.

Toward an Optimal Position for IVC Filters: Computational Modeling of the Impact of Renal Vein Inflow

Energy Technology Data Exchange (ETDEWEB)

Wang, S L; Singer, M A

2009-07-13

The purpose of this report is to evaluate the hemodynamic effects of renal vein inflow and filter position on unoccluded and partially occluded IVC filters using three-dimensional computational fluid dynamics. Three-dimensional models of the TrapEase and Gunther Celect IVC filters, spherical thrombi, and an IVC with renal veins were constructed. Hemodynamics of steady-state flow was examined for unoccluded and partially occluded TrapEase and Gunther Celect IVC filters in varying proximity to the renal veins. Flow past the unoccluded filters demonstrated minimal disruption. Natural regions of stagnant/recirculating flow in the IVC are observed superior to the bilateral renal vein inflows, and high flow velocities and elevated shear stresses are observed in the vicinity of renal inflow. Spherical thrombi induce stagnant and/or recirculating flow downstream of the thrombus. Placement of the TrapEase filter in the suprarenal vein position resulted in a large area of low shear stress/stagnant flow within the filter just downstream of thrombus trapped in the upstream trapping position. Filter position with respect to renal vein inflow influences the hemodynamics of filter trapping. Placement of the TrapEase filter in a suprarenal location may be thrombogenic with redundant areas of stagnant/recirculating flow and low shear stress along the caval wall due to the upstream trapping position and the naturally occurring region of stagnant flow from the renal veins. Infrarenal vein placement of IVC filters in a near juxtarenal position with the downstream cone near the renal vein inflow likely confers increased levels of mechanical lysis of trapped thrombi due to increased shear stress from renal vein inflow.

Notch filters for port-Hamiltonian systems

NARCIS (Netherlands)

Dirksz, D.A.; Scherpen, J.M.A.; van der Schaft, A.J.; Steinbuch, M.

2012-01-01

In this paper a standard notch filter is modeled in the port-Hamiltonian framework. By having such a port-Hamiltonian description it is proven that the notch filter is a passive system. The notch filter can then be interconnected with another (nonlinear) port-Hamiltonian system, while preserving the

Secular trends and climate drift in coupled ocean-atmosphere general circulation models

Science.gov (United States)

Covey, Curt; Gleckler, Peter J.; Phillips, Thomas J.; Bader, David C.

2006-02-01

Coupled ocean-atmosphere general circulation models (coupled GCMs) with interactive sea ice are the primary tool for investigating possible future global warming and numerous other issues in climate science. A long-standing problem with such models is that when different components of the physical climate system are linked together, the simulated climate can drift away from observation unless constrained by ad hoc adjustments to interface fluxes. However, 11 modern coupled GCMs, including three that do not employ flux adjustments, behave much better in this respect than the older generation of models. Surface temperature trends in control run simulations (with external climate forcing such as solar brightness and atmospheric carbon dioxide held constant) are small compared with observed trends, which include 20th century climate change due to both anthropogenic and natural factors. Sea ice changes in the models are dominated by interannual variations. Deep ocean temperature and salinity trends are small enough for model control runs to extend over 1000 simulated years or more, but trends in some regions, most notably the Arctic, differ substantially among the models and may be problematic. Methods used to initialize coupled GCMs can mitigate climate drift but cannot eliminate it. Lengthy "spin-ups" of models, made possible by increasing computer power, are one reason for the improvements this paper documents.

Bowtie filters for dedicated breast CT: Analysis of bowtie filter material selection

Energy Technology Data Exchange (ETDEWEB)

Kontson, Kimberly, E-mail: Kimberly.Kontson@fda.hhs.gov; Jennings, Robert J. [Department of Bioengineering, University of Maryland, College Park, Maryland 20742 and Division of Imaging and Applied Mathematics, Office of Science and Engineering Laboratories, Center for Devices and Radiological Health, U.S. Food and Drug Administration, 10903 New Hampshire Avenue, Silver Spring, Maryland 20993 (United States)

2015-09-15

Purpose: For a given bowtie filter design, both the selection of material and the physical design control the energy fluence, and consequently the dose distribution, in the object. Using three previously described bowtie filter designs, the goal of this work is to demonstrate the effect that different materials have on the bowtie filter performance measures. Methods: Three bowtie filter designs that compensate for one or more aspects of the beam-modifying effects due to the differences in path length in a projection have been designed. The nature of the designs allows for their realization using a variety of materials. The designs were based on a phantom, 14 cm in diameter, composed of 40% fibroglandular and 60% adipose tissue. Bowtie design #1 is based on single material spectral matching and produces nearly uniform spectral shape for radiation incident upon the detector. Bowtie design #2 uses the idea of basis-material decomposition to produce the same spectral shape and intensity at the detector, using two different materials. With bowtie design #3, it is possible to eliminate the beam hardening effect in the reconstructed image by adjusting the bowtie filter thickness so that the effective attenuation coefficient for every ray is the same. Seven different materials were chosen to represent a range of chemical compositions and densities. After calculation of construction parameters for each bowtie filter design, a bowtie filter was created using each of these materials (assuming reasonable construction parameters were obtained), resulting in a total of 26 bowtie filters modeled analytically and in the PENELOPE Monte Carlo simulation environment. Using the analytical model of each bowtie filter, design profiles were obtained and energy fluence as a function of fan-angle was calculated. Projection images with and without each bowtie filter design were also generated using PENELOPE and reconstructed using FBP. Parameters such as dose distribution, noise uniformity

Bowtie filters for dedicated breast CT: Analysis of bowtie filter material selection

International Nuclear Information System (INIS)

Kontson, Kimberly; Jennings, Robert J.

2015-01-01

Purpose: For a given bowtie filter design, both the selection of material and the physical design control the energy fluence, and consequently the dose distribution, in the object. Using three previously described bowtie filter designs, the goal of this work is to demonstrate the effect that different materials have on the bowtie filter performance measures. Methods: Three bowtie filter designs that compensate for one or more aspects of the beam-modifying effects due to the differences in path length in a projection have been designed. The nature of the designs allows for their realization using a variety of materials. The designs were based on a phantom, 14 cm in diameter, composed of 40% fibroglandular and 60% adipose tissue. Bowtie design #1 is based on single material spectral matching and produces nearly uniform spectral shape for radiation incident upon the detector. Bowtie design #2 uses the idea of basis-material decomposition to produce the same spectral shape and intensity at the detector, using two different materials. With bowtie design #3, it is possible to eliminate the beam hardening effect in the reconstructed image by adjusting the bowtie filter thickness so that the effective attenuation coefficient for every ray is the same. Seven different materials were chosen to represent a range of chemical compositions and densities. After calculation of construction parameters for each bowtie filter design, a bowtie filter was created using each of these materials (assuming reasonable construction parameters were obtained), resulting in a total of 26 bowtie filters modeled analytically and in the PENELOPE Monte Carlo simulation environment. Using the analytical model of each bowtie filter, design profiles were obtained and energy fluence as a function of fan-angle was calculated. Projection images with and without each bowtie filter design were also generated using PENELOPE and reconstructed using FBP. Parameters such as dose distribution, noise uniformity

Ensemble-based Kalman Filters in Strongly Nonlinear Dynamics

Institute of Scientific and Technical Information of China (English)

Zhaoxia PU; Joshua HACKER

2009-01-01

This study examines the effectiveness of ensemble Kalman filters in data assimilation with the strongly nonlinear dynamics of the Lorenz-63 model, and in particular their use in predicting the regime transition that occurs when the model jumps from one basin of attraction to the other. Four configurations of the ensemble-based Kalman filtering data assimilation techniques, including the ensemble Kalman filter, ensemble adjustment Kalman filter, ensemble square root filter and ensemble transform Kalman filter, are evaluated with their ability in predicting the regime transition (also called phase transition) and also are compared in terms of their sensitivity to both observational and sampling errors. The sensitivity of each ensemble-based filter to the size of the ensemble is also examined.

Modeling and control of LCL-filtered grid-tied inverters with wide inductance variation

DEFF Research Database (Denmark)

Xie, Chuan; Li, Kai; Zhang, Gang

2017-01-01

with the changing of the inductor current in one cycle of the grid, which challenges the system stability and power quality. In this paper, the current-dependent small-signal model of a three-phase LCL-filtered inverter is derived for designing the corresponding controller. Based on the developed small-signal model......Because of the low power losses and moderate cost, the magnetic powder cores are popular in producing the filtering inductors for the high efficient and cost-effective power converters. However, the soft magnetic property of the powder cores leads to the wide variation of inductance along......, a capacitor current feedback based active damping loop and a fractional order repetitive control based compound current control loop are designed to stabilize the system and enhance the control accuracy in steady-state, respectively. The controller design procedure is given in detail. Finally, all...

Steady-State Performance of Kalman Filter for DPLL

Institute of Scientific and Technical Information of China (English)

QIAN Yi; CUI Xiaowei; LU Mingquan; FENG Zhenming

2009-01-01

For certain system models, the structure of the Kalman filter is equivalent to a second-order vari-able gain digital phase-locked loop (DPLL). To apply the knowledge of DPLLs to the design of Kalman filters, this paper studies the steady-state performance of Kalman filters for these system models. The results show that the steady-state Kalman gain has the same form as the DPLL gain. An approximate simple form for the steady-state Kalman gain is used to derive an expression for the equivalent loop bandwidth of the Kalman filter as a function of the process and observation noise variances. These results can be used to analyze the steady-state performance of a Kalman filter with DPLL theory or to design a Kalman filter model with the same steady-state performance as a given DPLL.

UV Bandpass Optical Filter for Microspectometers

NARCIS (Netherlands)

Correia, J.H.; Emadi, A.R.; Wolffenbuttel, R.F.

2006-01-01

This paper describes the design and modeling of a UV bandpass optical filter for microspectrometers. The materials used for fabricating the multilayer UV filter are: silicon dioxide (SiO2), titanium dioxide (TiO2) and yttrium oxide (Y2O3). The optical filter shows a bandpass response wavelength in

Rotation speed measurement for turbine governor: torsion filtering by using Kalman filter

International Nuclear Information System (INIS)

Houry, M.P.; Bourles, H.

1995-11-01

The rotation speed of a turbogenerator is disturbed by its shaft torsion. Obtaining a filtered measure of this sped a problem of a great practical importance for turbine governor. A good filtering of this speed must meet two requirements: it must cut frequencies of the shaft torsion oscillation and it must not reduce or delay the signal in the pass-band. i.e. at lower frequencies. At Electricite de France, the speed measure is used to set in motion the fast valving system as quickly as possible, after a short circuit close to the unit (to contribute to the stability) or after an islanding (to quickly reach a balance with the house load). It is difficult to satisfy these two requirements by using conventional filtering methods. The standard solution consists in a first order filter: at Electricite de France, its time constant is equal to 80 ms; We have decided to improve this filtering by designing a new filter which cuts the frequencies of the shaft torsion oscillation without reducing the bandwidth of the speed measure. If one uses conventional methods to obtain a band-stop filter (for instance a Butterworth, a Chebyshev or an elliptic band-stop filter),it is easy to obtain the desired magnitude but not a phase near zero in the whole pass-band. Therefore, we have chosen to design the filter by using Kalman's theory. The measurement noise is modeled as a colored one, generated by a very lightly damped system driven by a white noise. The resulting Kalman filter is an effective band-stop filter, whose phase nicely remains near zero in the whole pass-band. (authors). 13 refs., 12 figs

New trends in species distribution modelling

Science.gov (United States)

Zimmermann, Niklaus E.; Edwards, Thomas C.; Graham, Catherine H.; Pearman, Peter B.; Svenning, Jens-Christian

2010-01-01

Species distribution modelling has its origin in the late 1970s when computing capacity was limited. Early work in the field concentrated mostly on the development of methods to model effectively the shape of a species' response to environmental gradients (Austin 1987, Austin et al. 1990). The methodology and its framework were summarized in reviews 10–15 yr ago (Franklin 1995, Guisan and Zimmermann 2000), and these syntheses are still widely used as reference landmarks in the current distribution modelling literature. However, enormous advancements have occurred over the last decade, with hundreds – if not thousands – of publications on species distribution model (SDM) methodologies and their application to a broad set of conservation, ecological and evolutionary questions. With this special issue, originating from the third of a set of specialized SDM workshops (2008 Riederalp) entitled 'The Utility of Species Distribution Models as Tools for Conservation Ecology', we reflect on current trends and the progress achieved over the last decade.

Filter multiplexing by use of spatial Code Division Multiple Access approach.

Science.gov (United States)

Solomon, Jonathan; Zalevsky, Zeev; Mendlovic, David; Monreal, Javier Garcia

2003-02-10

The increasing popularity of optical communication has also brought a demand for a broader bandwidth. The trend, naturally, was to implement methods from traditional electronic communication. One of the most effective traditional methods is Code Division Multiple Access. In this research, we suggest the use of this approach for spatial coding applied to images. The approach is to multiplex several filters into one plane while keeping their mutual orthogonality. It is shown that if the filters are limited by their bandwidth, the output of all the filters can be sampled in the original image resolution and fully recovered through an all-optical setup. The theoretical analysis of such a setup is verified in an experimental demonstration.

Fundamental Frequency and Model Order Estimation Using Spatial Filtering

DEFF Research Database (Denmark)

Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

2014-01-01

extend this procedure to account for inharmonicity using unconstrained model order estimation. The simulations show that beamforming improves the performance of the joint estimates of fundamental frequency and the number of harmonics in low signal to interference (SIR) levels, and an experiment......In signal processing applications of harmonic-structured signals, estimates of the fundamental frequency and number of harmonics are often necessary. In real scenarios, a desired signal is contaminated by different levels of noise and interferers, which complicate the estimation of the signal...... parameters. In this paper, we present an estimation procedure for harmonic-structured signals in situations with strong interference using spatial filtering, or beamforming. We jointly estimate the fundamental frequency and the constrained model order through the output of the beamformers. Besides that, we...

Building a good initial model for full-waveform inversion using frequency shift filter

Science.gov (United States)

Wang, Guanchao; Wang, Shangxu; Yuan, Sanyi; Lian, Shijie

2018-05-01

Accurate initial model or available low-frequency data is an important factor in the success of full waveform inversion (FWI). The low-frequency helps determine the kinematical relevant components, low-wavenumber of the velocity model, which are in turn needed to avoid FWI trap in local minima or cycle-skipping. However, in the field, acquiring data that common point of low- and high-frequency signal, then utilize the high-frequency data to obtain the low-wavenumber velocity model. It is well known that the instantaneous amplitude envelope of a wavelet is invariant under frequency shift. This means that resolution is constant for a given frequency bandwidth, and independent of the actual values of the frequencies. Based on this property, we develop a frequency shift filter (FSF) to build the relationship between low- and high-frequency information with a constant frequency bandwidth. After that, we can use the high-frequency information to get a plausible recovery of the low-wavenumber velocity model. Numerical results using synthetic data from the Marmousi and layer model demonstrate that our proposed envelope misfit function based on the frequency shift filter can build an initial model with more accurate long-wavelength components, when low-frequency signals are absent in recorded data.

Design and construction of electronic filters

International Nuclear Information System (INIS)

Becerril Z, E.R.; Moreno P, C.; Salinas B, E.

1979-01-01

The design and construction of very low frequencies electronic filters which will be used for carrying out analysis of pile noise at Mexico's Nuclear Center Triga Mark III Reactor, in order to realize measurements of its parameters is presented. NIM norms and active filters with lineal integrated circuits were used: a. Band pass filter from 10 to 500 hertz, band width 50. b. Low pass filter from 0.001 to 10 hertz in 3 steps. c. Kalman Bucy filter, an analogical simulation of this filter was undertaken, obtained from a mathematical model of a Zero power experimental reactor, with the purpose to establish a control searching. (author)

Mixtures of skewed Kalman filters

KAUST Repository

Kim, Hyoungmoon; Ryu, Duchwan; Mallick, Bani K.; Genton, Marc G.

2014-01-01

Normal state-space models are prevalent, but to increase the applicability of the Kalman filter, we propose mixtures of skewed, and extended skewed, Kalman filters. To do so, the closed skew-normal distribution is extended to a scale mixture class

Model Calibration of Exciter and PSS Using Extended Kalman Filter

Energy Technology Data Exchange (ETDEWEB)

Kalsi, Karanjit; Du, Pengwei; Huang, Zhenyu

2012-07-26

Power system modeling and controls continue to become more complex with the advent of smart grid technologies and large-scale deployment of renewable energy resources. As demonstrated in recent studies, inaccurate system models could lead to large-scale blackouts, thereby motivating the need for model calibration. Current methods of model calibration rely on manual tuning based on engineering experience, are time consuming and could yield inaccurate parameter estimates. In this paper, the Extended Kalman Filter (EKF) is used as a tool to calibrate exciter and Power System Stabilizer (PSS) models of a particular type of machine in the Western Electricity Coordinating Council (WECC). The EKF-based parameter estimation is a recursive prediction-correction process which uses the mismatch between simulation and measurement to adjust the model parameters at every time step. Numerical simulations using actual field test data demonstrate the effectiveness of the proposed approach in calibrating the parameters.

Design of Kalman filters for mobile robots

DEFF Research Database (Denmark)

Larsen, Thomas Dall; Hansen, Karsten L.; Andersen, Nils Axel

1999-01-01

the mobile robot is equipped with a dual encoder system supported by some additional absolute measurements. A common filter type for this setup is the odometric filter, where readings from the odometry system on the robot are used together with the geometry of the robot movement as a model of the robot......Kalman filters have for a long time been widely used on mobile robots as a location estimator. Many different Kalman filter designs have been proposed, using models of various complexity. In this paper, two different design methods are evaluated and compared. Focus is put on the common setup where...... estimates. The Kalman filter normally consists of a time update followed by one or more data updates. However, it is shown that when using the kinematic filter, the encoder measurements should be fused prior to the time update for better performance....

Estimation of atmospheric fluoride by limed filter papers

International Nuclear Information System (INIS)

Smith, D.R.

1988-09-01

The limed filter paper method of static sampling of atmospheric fluoride is reviewed in this report. Use of the technique, in conjunction with precise measurement of the absorbed fluoride and calibration with dynamic air sampling techniques, to estimate atmospheric fluoride levels, is considered to give only qualitative data (± 50%). The limed filter paper method is site specific due to variations in meteorological conditions. Its main value is to indicate seasonal and annual trends in fluoride exposure of vegetation. Subject to these considerations, the lower and upper limits of atmospheric fluoride exposure and the applicability to atmospheric fluoride estimation under routine or emergency fluoride release conditions are discussed, with special emphasis on the limiting factors

Vena cava filters and thrombolytic therapeutic monitoring based on functional near-infrared spectroscopy for deep vein thrombosis

Science.gov (United States)

Pan, Boan; Liu, Weichao; Fang, Xiang; Zhao, Ke; Li, Ting

2018-02-01

Deep vein thrombosis (DVT), happening in inpatients usually and especially with the postoperative population, is a serious disease characterized by an increased incidence. The venography is the golden standard to diagnose DVT. However, it involves invasive contrast agent injection and give patients physical and mental pressure. Functional nearinfrared spectroscopy (fNIRS) has been reported recently to diagnose DVT. Thrombolytic therapy activates the dissolution system with an exogenous activator that dissolves coronary thrombosis. The vena cava filter is a medical filter used for the treatment of thrombosis and the prevention of pulmonary embolism. Here we attempt to use portable NIRS for the DVT monitoring in the whole process of vena cava filter implantation and thrombolytic treatment, and contrast the patients of untreated, vena cava filter implantation and thrombolytic treatment. 19 DVT patients and 12 normal subjects were recruited. Thereinto, 7 patients have taken vena cava filter implantation, and 6 patients have taken the thrombolytic treatment. It was found that deoxyhemoglobins (Δ[Hb]) fluctuates and even increases in DVT. After vena cava filter implantation, Δ[Hb] increases first, then decreases. However, it emerges the rising trend and converge to the curves of normal subjects in thrombolytic treatment. The oxyhemoglobins (Δ[HbO2]) emerges opposite trend in most paradigms. The findings reveal the potential of fNIRS for monitoring DVT and therapeutic effect evaluation of thrombolysis and vena cava filters.

Rotation speed measurement for turbine governor: torsion filtering by using Kalman filter

International Nuclear Information System (INIS)

Houry, M.P.; Bourles, H.

1996-01-01

The rotation speed of a turbogenerator is disturbed by its shaft torsion. Obtaining a filtered measure of this speed is a problem of a great practical importance for turbine governor. A good filtering of this speed must meet two requirements: it must cut frequencies of the shaft torsion oscillation and it must not reduce or delay the signal in the pass-band, i.e. at lower frequencies. At Electricite de France, the speed measure is used to set in motion the fast valving system as quickly as possible, after a short circuit close to the unit or rather an islanding. It is difficult to satisfy these two requirements by using conventional filtering methods. The standard solution consists in a first order filter: at Electricite de France, its time constant is equal to 80 ms. We have decided to improve this filtering by designing a new filter which cuts the frequencies of the shaft torsion oscillation without reducing the bandwidth to the speed measure. If one uses conventional methods to obtain a band stop filter, it is easy to obtain the desired magnitude but not a phase near zero in the whole pass-band. Therefore, we have chosen to design the filter by using Kalman'a theory. The measurement noise is modeled as a colored one, generated by a very lightly damped system driven by a while noise. The resulting Kalman filter is an effective band stop filter, whose phase nicely remains near zero in the whole pass-band. The digital simulations we made and the tests we carried out with the Electricite de France Micro Network laboratory show the advantages of the rotation speed filter we designed using Kalman's theory. With the proposed filter, the speed measure filtering is better in terms of reduction and phase shift. the result is that there are less untimely solicitations of the fast valving system. Consequently, this device improves the power systems stability by minimizing the risks of deep perturbations due to a temporary lack of generation and the risks of under-speed loss

Speed Estimation of Induction Motor Using Model Reference Adaptive System with Kalman Filter

Directory of Open Access Journals (Sweden)

Pavel Brandstetter

2013-01-01

Full Text Available The paper deals with a speed estimation of the induction motor using observer with Model Reference Adaptive System and Kalman Filter. For simulation, Hardware in Loop Simulation method is used. The first part of the paper includes the mathematical description of the observer for the speed estimation of the induction motor. The second part describes Kalman filter. The third part describes Hardware in Loop Simulation method and its realization using multifunction card MF 624. In the last section of the paper, simulation results are shown for different changes of the induction motor speed which confirm high dynamic properties of the induction motor drive with sensorless control.

Evaluation of trends in high temperature extremes in north-western Europe in regional climate models

International Nuclear Information System (INIS)

Min, E; Hazeleger, W; Van Oldenborgh, G J; Sterl, A

2013-01-01

Projections of future changes in weather extremes on the regional and local scale depend on a realistic representation of trends in extremes in regional climate models (RCMs). We have tested this assumption for moderate high temperature extremes (the annual maximum of the daily maximum 2 m temperature, T ann.max ). Linear trends in T ann.max from historical runs of 14 RCMs driven by atmospheric reanalysis data are compared with trends in gridded station data. The ensemble of RCMs significantly underestimates the observed trends over most of the north-western European land surface. Individual models do not fare much better, with even the best performing models underestimating observed trends over large areas. We argue that the inability of RCMs to reproduce observed trends is probably not due to errors in large-scale circulation. There is also no significant correlation between the RCM T ann.max trends and trends in radiation or Bowen ratio. We conclude that care should be taken when using RCM data for adaptation decisions. (letter)

The long-run forecasting of energy prices using the model of shifting trend

International Nuclear Information System (INIS)

Radchenko, Stanislav

2005-01-01

Developing models for accurate long-term energy price forecasting is an important problem because these forecasts should be useful in determining both supply and demand of energy. On the supply side, long-term forecasts determine investment decisions of energy-related companies. On the demand side, investments in physical capital and durable goods depend on price forecasts of a particular energy type. Forecasting long-run rend movements in energy prices is very important on the macroeconomic level for several developing countries because energy prices have large impacts on their real output, the balance of payments, fiscal policy, etc. Pindyck (1999) argues that the dynamics of real energy prices is mean-reverting to trend lines with slopes and levels that are shifting unpredictably over time. The hypothesis of shifting long-term trend lines was statistically tested by Benard et al. (2004). The authors find statistically significant instabilities for coal and natural gas prices. I continue the research of energy prices in the framework of continuously shifting levels and slopes of trend lines started by Pindyck (1999). The examined model offers both parsimonious approach and perspective on the developments in energy markets. Using the model of depletable resource production, Pindyck (1999) argued that the forecast of energy prices in the model is based on the long-run total marginal cost. Because the model of a shifting trend is based on the competitive behavior, one may examine deviations of oil producers from the competitive behavior by studying the difference between actual prices and long-term forecasts. To construct the long-run forecasts (10-year-ahead and 15-year-ahead) of energy prices, I modify the univariate shifting trends model of Pindyck (1999). I relax some assumptions on model parameters, the assumption of white noise error term, and propose a new Bayesian approach utilizing a Gibbs sampling algorithm to estimate the model with autocorrelation. To

A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade

Directory of Open Access Journals (Sweden)

Rodolfo Metulini

2018-02-01

Full Text Available Nonlinear estimation of the gravity model with Poisson-type regression methods has become popular for modelling international trade flows, because it permits a better accounting for zero flows and extreme values in the distribution tail. Nevertheless, as trade flows are not independent from each other due to spatial and network autocorrelation, these methods may lead to biased parameter estimates. To overcome this problem, eigenvector spatial filtering (ESF variants of the Poisson/negative binomial specifications have been proposed in the literature on gravity modelling of trade. However, no specific treatment has been developed for cases in which many zero flows are present. This paper contributes to the literature in two ways. First, by employing a stepwise selection criterion for spatial filters that is based on robust (sandwich p-values and does not require likelihood-based indicators. In this respect, we develop an ad hoc backward stepwise function in R. Second, using this function, we select a reduced set of spatial filters that properly accounts for importer-side and exporter-side specific spatial effects, as well as network effects, both at the count and the logit processes of zero-inflated methods. Applying this estimation strategy to a cross-section of bilateral trade flows between a set of 64 countries for the year 2000, we find that our specification outperforms the benchmark models in terms of model fitting, both considering the AIC and in predicting zero (and small flows.

Nonlinear system identification based on Takagi-Sugeno fuzzy modeling and unscented Kalman filter.

Science.gov (United States)

Vafamand, Navid; Arefi, Mohammad Mehdi; Khayatian, Alireza

2018-03-01

This paper proposes two novel Kalman-based learning algorithms for an online Takagi-Sugeno (TS) fuzzy model identification. The proposed approaches are designed based on the unscented Kalman filter (UKF) and the concept of dual estimation. Contrary to the extended Kalman filter (EKF) which utilizes derivatives of nonlinear functions, the UKF employs the unscented transformation. Consequently, non-differentiable membership functions can be considered in the structure of the TS models. This makes the proposed algorithms to be applicable for the online parameter calculation of wider classes of TS models compared to the recently published papers concerning the same issue. Furthermore, because of the great capability of the UKF in handling severe nonlinear dynamics, the proposed approaches can effectively approximate the nonlinear systems. Finally, numerical and practical examples are provided to show the advantages of the proposed approaches. Simulation results reveal the effectiveness of the proposed methods and performance improvement based on the root mean square (RMS) of the estimation error compared to the existing results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Dynamic beam filtering for miscentered patients.

Science.gov (United States)

Mao, Andrew; Shyr, William; Gang, Grace J; Stayman, J Webster

2018-02-01

Accurate centering of the patient within the bore of a CT scanner takes time and is often difficult to achieve precisely. Patient miscentering can result in significant dose and image noise penalties with the use of traditional bowtie filters. This work describes a system to dynamically position an x-ray beam filter during image acquisition to enable more consistent image performance and potentially lower dose needed for CT imaging. We propose a new approach in which two orthogonal low-dose scout images are used to estimate a parametric model of the object describing its shape, size, and location within the field of view (FOV). This model is then used to compute an optimal filter motion profile by minimizing the variance of the expected detector fluence for each projection. Dynamic filtration was implemented on a cone-beam CT (CBCT) test bench using two different physical filters: 1) an aluminum bowtie and 2) a structured binary filter called a multiple aperture device (MAD). Dynamic filtration performance was compared to a static filter in studies of dose and reconstruction noise as a function of the degree of miscentering of a homogeneous water phantom. Estimated filter trajectories were found to be largely sinusoidal with an amplitude proportional to the amount of miscentering. Dynamic filtration demonstrated an improved ability to keep the spatial distribution of dose and reconstruction noise at baseline levels across varying levels of miscentering, reducing the maximum noise and dose deviation from 53% to 15% and 42% to 14% respectively for the bowtie filter, and 25% to 8% and 24% to 15% respectively for the MAD filter. Dynamic positioning of beam filters during acquisition improves dose utilization and image quality over static filters for miscentered patients. Such dynamic filters relax positioning requirements and have the potential to reduce set-up time and lower dose requirements.

Modelled long term trends of surface ozone over South Africa

CSIR Research Space (South Africa)

Naidoo, M

2011-10-01

Full Text Available timescale seeks to provide a spatially comprehensive view of trends while also creating a baseline for comparisons with future projections of air quality through the forcing of air quality models with modelled predicted long term meteorology. Previous...

Cigarette brands with flavour capsules in the filter: trends in use and brand perceptions among smokers in the USA, Mexico and Australia, 2012-2014.

Science.gov (United States)

Thrasher, James F; Abad-Vivero, Erika N; Moodie, Crawford; O'Connor, Richard J; Hammond, David; Cummings, K Michael; Yong, Hua-Hie; Salloum, Ramzi G; Czoli, Christine; Reynales-Shigematsu, Luz Myriam

2016-05-01

To describe trends, correlates of use and consumer perceptions related to the product design innovation of flavour capsules in cigarette filters. Quarterly surveys from 2012 to 2014 were analysed from an online consumer panel of adult smokers aged 18-64, living in the USA (n=6865 observations; 4154 individuals); Mexico (n=5723 observations; 3366 individuals); and Australia (n=5864 observations; 2710 individuals). Preferred brand varieties were classified by price (ie, premium; discount) and flavour (ie, regular; flavoured without capsule; flavoured with capsule). Participants reported their preferred brand variety's appeal (ie, satisfaction; stylishness), taste (ie, smoothness, intensity), and harm relative to other brands and varieties. GEE models were used to determine time trends and correlates of flavour capsule use, as well as associations between preferred brand characteristics (ie, price stratum, flavour) and perceptions of relative appeal, taste and harm. Preference for flavour capsules increased significantly in Mexico (6% to 14%) and Australia (1% to 3%), but not in the USA (4% to 5%). 18-24 year olds were most likely to prefer capsules in the USA (10%) and Australia (4%), but not Mexico. When compared to smokers who preferred regular brands, smokers who preferred brands with capsules viewed their variety of cigarettes as having more positive appeal (all countries), better taste (all countries), and lesser risk (Mexico, USA) than other brand varieties. Results indicate that use of cigarettes with flavour capsules is growing, is associated with misperceptions of relative harm, and differentiates brands in ways that justify regulatory action. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://www.bmj.com/company/products-services/rights-and-licensing/

Comparison between GSTAR and GSTAR-Kalman Filter models on inflation rate forecasting in East Java

Science.gov (United States)

Rahma Prillantika, Jessica; Apriliani, Erna; Wahyuningsih, Nuri

2018-03-01

Up to now, we often find data which have correlation between time and location. This data also known as spatial data. Inflation rate is one type of spatial data because it is not only related to the events of the previous time, but also has relevance to the other location or elsewhere. In this research, we do comparison between GSTAR model and GSTAR-Kalman Filter to get prediction which have small error rate. Kalman Filter is one estimator that estimates state changes due to noise from white noise. The final result shows that Kalman Filter is able to improve the GSTAR forecast result. This is shown through simulation results in the form of graphs and clarified with smaller RMSE values.

Trends in Correlation-Based Pattern Recognition and Tracking in Forward-Looking Infrared Imagery

Science.gov (United States)

Alam, Mohammad S.; Bhuiyan, Sharif M. A.

2014-01-01

In this paper, we review the recent trends and advancements on correlation-based pattern recognition and tracking in forward-looking infrared (FLIR) imagery. In particular, we discuss matched filter-based correlation techniques for target detection and tracking which are widely used for various real time applications. We analyze and present test results involving recently reported matched filters such as the maximum average correlation height (MACH) filter and its variants, and distance classifier correlation filter (DCCF) and its variants. Test results are presented for both single/multiple target detection and tracking using various real-life FLIR image sequences. PMID:25061840

FOG Random Drift Signal Denoising Based on the Improved AR Model and Modified Sage-Husa Adaptive Kalman Filter.

Science.gov (United States)

Sun, Jin; Xu, Xiaosu; Liu, Yiting; Zhang, Tao; Li, Yao

2016-07-12

In order to reduce the influence of fiber optic gyroscope (FOG) random drift error on inertial navigation systems, an improved auto regressive (AR) model is put forward in this paper. First, based on real-time observations at each restart of the gyroscope, the model of FOG random drift can be established online. In the improved AR model, the FOG measured signal is employed instead of the zero mean signals. Then, the modified Sage-Husa adaptive Kalman filter (SHAKF) is introduced, which can directly carry out real-time filtering on the FOG signals. Finally, static and dynamic experiments are done to verify the effectiveness. The filtering results are analyzed with Allan variance. The analysis results show that the improved AR model has high fitting accuracy and strong adaptability, and the minimum fitting accuracy of single noise is 93.2%. Based on the improved AR(3) model, the denoising method of SHAKF is more effective than traditional methods, and its effect is better than 30%. The random drift error of FOG is reduced effectively, and the precision of the FOG is improved.

Multisource least-squares reverse-time migration with structure-oriented filtering

Science.gov (United States)

Fan, Jing-Wen; Li, Zhen-Chun; Zhang, Kai; Zhang, Min; Liu, Xue-Tong

2016-09-01

The technology of simultaneous-source acquisition of seismic data excited by several sources can significantly improve the data collection efficiency. However, direct imaging of simultaneous-source data or blended data may introduce crosstalk noise and affect the imaging quality. To address this problem, we introduce a structure-oriented filtering operator as preconditioner into the multisource least-squares reverse-time migration (LSRTM). The structure-oriented filtering operator is a nonstationary filter along structural trends that suppresses crosstalk noise while maintaining structural information. The proposed method uses the conjugate-gradient method to minimize the mismatch between predicted and observed data, while effectively attenuating the interference noise caused by exciting several sources simultaneously. Numerical experiments using synthetic data suggest that the proposed method can suppress the crosstalk noise and produce highly accurate images.

Vessel wall reaction after vena cava filter placement

NARCIS (Netherlands)

Hoekstra, A; Elstrodt, JM; Nikkels, PGJ; Tiebosch, ATMG

2002-01-01

Purpose: To evaluate the interaction between the Cordis Keeper vena caval filter and vessel wall in a porcine model. Methods: Implantation of the filter was performed in five pigs. Radiologic data concerning inferior vena cava (IVC) diameter and filter patency, filter leg span, and stability were

A latent model for collaborative filtering

DEFF Research Database (Denmark)

Langseth, Helge; Nielsen, Thomas Dyhre

2012-01-01

Recommender systems based on collaborative filtering have received a great deal of interest over the last two decades. In particular, recently proposed methods based on dimensionality reduction techniques and using a symmetrical representation of users and items have shown promising results. Foll...

H∞ Filtering for Discrete Markov Jump Singular Systems with Mode-Dependent Time Delay Based on T-S Fuzzy Model

Directory of Open Access Journals (Sweden)

Cheng Gong

2014-01-01

Full Text Available This paper investigates the H∞ filtering problem of discrete singular Markov jump systems (SMJSs with mode-dependent time delay based on T-S fuzzy model. First, by Lyapunov-Krasovskii functional approach, a delay-dependent sufficient condition on H∞-disturbance attenuation is presented, in which both stability and prescribed H∞ performance are required to be achieved for the filtering-error systems. Then, based on the condition, the delay-dependent H∞ filter design scheme for SMJSs with mode-dependent time delay based on T-S fuzzy model is developed in term of linear matrix inequality (LMI. Finally, an example is given to illustrate the effectiveness of the result.

Combination of Wiener filtering and singular value decomposition filtering for volume imaging PET

International Nuclear Information System (INIS)

Shao, L.; Lewitt, R.M.; Karp, J.S.

1995-01-01

Although the three-dimensional (3D) multi-slice rebinning (MSRB) algorithm in PET is fast and practical, and provides an accurate reconstruction, the MSRB image, in general, suffers from the noise amplified by its singular value decomposition (SVD) filtering operation in the axial direction. Their aim in this study is to combine the use of the Wiener filter (WF) with the SVD to decrease the noise and improve the image quality. The SVD filtering ''deconvolves'' the spatially variant axial response function while the WF suppresses the noise and reduces the blurring not modeled by the axial SVD filter but included in the system modulation transfer function. Therefore, the synthesis of these two techniques combines the advantages of both filters. The authors applied this approach to the volume imaging HEAD PENN-PET brain scanner with an axial extent of 256 mm. This combined filter was evaluated in terms of spatial resolution, image contrast, and signal-to-noise ratio with several phantoms, such as a cold sphere phantom and 3D brain phantom. Specifically, the authors studied both the SVD filter with an axial Wiener filter and the SVD filter with a 3D Wiener filter, and compared the filtered images to those from the 3D reprojection (3DRP) reconstruction algorithm. Their results indicate that the Wiener filter increases the signal-to-noise ratio and also improves the contrast. For the MSRB images of the 3D brain phantom, after 3D WF, both the Gray/White and Gray/Ventricle ratios were improved from 1.8 to 2.8 and 2.1 to 4.1, respectively. In addition, the image quality with the MSRB algorithm is close to that of the 3DRP algorithm with 3D WF applied to both image reconstructions

An Iterative Ensemble Kalman Filter with One-Step-Ahead Smoothing for State-Parameters Estimation of Contaminant Transport Models

KAUST Repository

Gharamti, M. E.

2015-05-11

The ensemble Kalman filter (EnKF) is a popular method for state-parameters estimation of subsurface flow and transport models based on field measurements. The common filtering procedure is to directly update the state and parameters as one single vector, which is known as the Joint-EnKF. In this study, we follow the one-step-ahead smoothing formulation of the filtering problem, to derive a new joint-based EnKF which involves a smoothing step of the state between two successive analysis steps. The new state-parameters estimation scheme is derived in a consistent Bayesian filtering framework and results in separate update steps for the state and the parameters. This new algorithm bears strong resemblance with the Dual-EnKF, but unlike the latter which first propagates the state with the model then updates it with the new observation, the proposed scheme starts by an update step, followed by a model integration step. We exploit this new formulation of the joint filtering problem and propose an efficient model-integration-free iterative procedure on the update step of the parameters only for further improved performances. Numerical experiments are conducted with a two-dimensional synthetic subsurface transport model simulating the migration of a contaminant plume in a heterogenous aquifer domain. Contaminant concentration data are assimilated to estimate both the contaminant state and the hydraulic conductivity field. Assimilation runs are performed under imperfect modeling conditions and various observational scenarios. Simulation results suggest that the proposed scheme efficiently recovers both the contaminant state and the aquifer conductivity, providing more accurate estimates than the standard Joint and Dual EnKFs in all tested scenarios. Iterating on the update step of the new scheme further enhances the proposed filter’s behavior. In term of computational cost, the new Joint-EnKF is almost equivalent to that of the Dual-EnKF, but requires twice more model

T-S Fuzzy Model-Based Approximation and Filter Design for Stochastic Time-Delay Systems with Hankel Norm Criterion

Directory of Open Access Journals (Sweden)

Yanhui Li

2014-01-01

Full Text Available This paper investigates the Hankel norm filter design problem for stochastic time-delay systems, which are represented by Takagi-Sugeno (T-S fuzzy model. Motivated by the parallel distributed compensation (PDC technique, a novel filtering error system is established. The objective is to design a suitable filter that guarantees the corresponding filtering error system to be mean-square asymptotically stable and to have a specified Hankel norm performance level γ. Based on the Lyapunov stability theory and the Itô differential rule, the Hankel norm criterion is first established by adopting the integral inequality method, which can make some useful efforts in reducing conservativeness. The Hankel norm filtering problem is casted into a convex optimization problem with a convex linearization approach, which expresses all the conditions for the existence of admissible Hankel norm filter as standard linear matrix inequalities (LMIs. The effectiveness of the proposed method is demonstrated via a numerical example.

Model Predictive Control Based on Kalman Filter for Constrained Hammerstein-Wiener Systems

Directory of Open Access Journals (Sweden)

Man Hong

2013-01-01

Full Text Available To precisely track the reactor temperature in the entire working condition, the constrained Hammerstein-Wiener model describing nonlinear chemical processes such as in the continuous stirred tank reactor (CSTR is proposed. A predictive control algorithm based on the Kalman filter for constrained Hammerstein-Wiener systems is designed. An output feedback control law regarding the linear subsystem is derived by state observation. The size of reaction heat produced and its influence on the output are evaluated by the Kalman filter. The observation and evaluation results are calculated by the multistep predictive approach. Actual control variables are computed while considering the constraints of the optimal control problem in a finite horizon through the receding horizon. The simulation example of the CSTR tester shows the effectiveness and feasibility of the proposed algorithm.

Tsunami Modeling and Prediction Using a Data Assimilation Technique with Kalman Filters

Science.gov (United States)

Barnier, G.; Dunham, E. M.

2016-12-01

Earthquake-induced tsunamis cause dramatic damages along densely populated coastlines. It is difficult to predict and anticipate tsunami waves in advance, but if the earthquake occurs far enough from the coast, there may be enough time to evacuate the zones at risk. Therefore, any real-time information on the tsunami wavefield (as it propagates towards the coast) is extremely valuable for early warning systems. After the 2011 Tohoku earthquake, a dense tsunami-monitoring network (S-net) based on cabled ocean-bottom pressure sensors has been deployed along the Pacific coast in Northeastern Japan. Maeda et al. (GRL, 2015) introduced a data assimilation technique to reconstruct the tsunami wavefield in real time by combining numerical solution of the shallow water wave equations with additional terms penalizing the numerical solution for not matching observations. The penalty or gain matrix is determined though optimal interpolation and is independent of time. Here we explore a related data assimilation approach using the Kalman filter method to evolve the gain matrix. While more computationally expensive, the Kalman filter approach potentially provides more accurate reconstructions. We test our method on a 1D tsunami model derived from the Kozdon and Dunham (EPSL, 2014) dynamic rupture simulations of the 2011 Tohoku earthquake. For appropriate choices of model and data covariance matrices, the method reconstructs the tsunami wavefield prior to wave arrival at the coast. We plan to compare the Kalman filter method to the optimal interpolation method developed by Maeda et al. (GRL, 2015) and then to implement the method for 2D.

Studies in astronomical time series analysis. IV - Modeling chaotic and random processes with linear filters

Science.gov (United States)

Scargle, Jeffrey D.

1990-01-01

While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.

GridiLoc: A Backtracking Grid Filter for Fusing the Grid Model with PDR Using Smartphone Sensors

Directory of Open Access Journals (Sweden)

Jianga Shang

2016-12-01

Full Text Available Although map filtering-aided Pedestrian Dead Reckoning (PDR is capable of largely improving indoor localization accuracy, it becomes less efficient when coping with highly complex indoor spaces. For instance, indoor spaces with a few close corners or neighboring passages can lead to particles entering erroneous passages, which can further cause the failure of subsequent tracking. To address this problem, we propose GridiLoc, a reliable and accurate pedestrian indoor localization method through the fusion of smartphone sensors and a grid model. The key novelty of GridiLoc is the utilization of a backtracking grid filter for improving localization accuracy and for handling dead ending issues. In order to reduce the time consumption of backtracking, a topological graph is introduced for representing candidate backtracking points, which are the expected locations at the starting time of the dead ending. Furthermore, when the dead ending is caused by the erroneous step length model of PDR, our solution can automatically calibrate the model by using the historical tracking data. Our experimental results show that GridiLoc achieves a higher localization accuracy and reliability compared with the commonly-used map filtering approach. Meanwhile, it maintains an acceptable computational complexity.

Probability-based collaborative filtering model for predicting gene-disease associations.

Science.gov (United States)

Zeng, Xiangxiang; Ding, Ningxiang; Rodríguez-Patón, Alfonso; Zou, Quan

2017-12-28

Accurately predicting pathogenic human genes has been challenging in recent research. Considering extensive gene-disease data verified by biological experiments, we can apply computational methods to perform accurate predictions with reduced time and expenses. We propose a probability-based collaborative filtering model (PCFM) to predict pathogenic human genes. Several kinds of data sets, containing data of humans and data of other nonhuman species, are integrated in our model. Firstly, on the basis of a typical latent factorization model, we propose model I with an average heterogeneous regularization. Secondly, we develop modified model II with personal heterogeneous regularization to enhance the accuracy of aforementioned models. In this model, vector space similarity or Pearson correlation coefficient metrics and data on related species are also used. We compared the results of PCFM with the results of four state-of-arts approaches. The results show that PCFM performs better than other advanced approaches. PCFM model can be leveraged for predictions of disease genes, especially for new human genes or diseases with no known relationships.

Sensory Pollution from Bag Filters, Carbon Filters and Combinations

DEFF Research Database (Denmark)

Bekö, Gabriel; Clausen, Geo; Weschler, Charles J.

2008-01-01

by an upstream pre-filter (changed monthly), an EU7 filter protected by an upstream activated carbon (AC) filter, and EU7 filters with an AC filter either downstream or both upstream and downstream. In addition, two types of stand-alone combination filters were evaluated: a bag-type fiberglass filter...... that contained AC and a synthetic fiber cartridge filter that contained AC. Air that had passed through used filters was most acceptable for those sets in which an AC filter was used downstream of the particle filter. Comparable air quality was achieved with the stand-alone bag filter that contained AC...

Outcomes after inferior vena cava filter placement in cancer patients diagnosed with pulmonary embolism: risk for recurrent venous thromboembolism.

Science.gov (United States)

Coombs, Catherine; Kuk, Deborah; Devlin, Sean; Siegelbaum, Robert H; Durack, Jeremy C; Parameswaran, Rekha; Mantha, Simon; Deng, Kathy; Soff, Gerald

2017-11-01

Venous thromboembolism (VTE) is a common complication in cancer patients and anticoagulation (AC) remains the standard of care for treatment. Inferior vena cava (IVC) filters may also used to reduce the risk of pulmonary embolism, either alone or in addition to AC. Although widely used, data are limited on the safety and efficacy of IVC filters in cancer patients. We performed a retrospective review of outcomes after IVC filter insertion in a database of 1270 consecutive patients with cancer-associated pulmonary embolism (PE) at our institution between 2008 and 2009. Outcomes measured included rate of all recurrent VTE, recurrent PE, and overall survival within 12 months. 317 (25%) of the 1270 patients with PE had IVC filters placed within 30 days of the index PE event or prior to the index PE in the setting of prior DVT. Patients with IVC filters had markedly lower overall survival (7.3 months) than the non-IVC filter patients (13.2 months). Filter patients also had a lower rate of AC use at time of initial PE. There was a trend towards higher recurrent VTE in patients with IVC filters (11.9%) compared to non-filter patients (7.7%), but this was not significant (p = 0.086). The risk of recurrent PE was similar between the IVC filter cohort (3.5%) and non-filter group (3.5%, p = 0.99). Cancer patients receiving IVC filters had a similar risk of recurrent PE, but a trend towards more overall recurrent VTE. The filter patients had poorer overall survival, which may reflect a poorer cancer prognosis, and had greater contraindication to AC; therefore these patients likely had a higher inherent risk for recurrent VTE. A prospective study would be helpful for further clarification on the partial reduction in the recurrent PE risk by IVC filter placement in cancer patients.

Rainfall estimation with TFR model using Ensemble Kalman filter

Science.gov (United States)

Asyiqotur Rohmah, Nabila; Apriliani, Erna

2018-03-01

Rainfall fluctuation can affect condition of other environment, correlated with economic activity and public health. The increasing of global average temperature is influenced by the increasing of CO2 in the atmosphere, which caused climate change. Meanwhile, the forests as carbon sinks that help keep the carbon cycle and climate change mitigation. Climate change caused by rainfall intensity deviations can affect the economy of a region, and even countries. It encourages research on rainfall associated with an area of forest. In this study, the mathematics model that used is a model which describes the global temperatures, forest cover, and seasonal rainfall called the TFR (temperature, forest cover, and rainfall) model. The model will be discretized first, and then it will be estimated by the method of Ensemble Kalman Filter (EnKF). The result shows that the more ensembles used in estimation, the better the result is. Also, the accurateness of simulation result is influenced by measurement variable. If a variable is measurement data, the result of simulation is better.

Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models

KAUST Repository

Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

2015-01-01

This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.

Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models

KAUST Repository

Ait-El-Fquih, Boujemaa

2015-08-13

This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.

Comparison of several Kalman filter models for establishing MUF

International Nuclear Information System (INIS)

Pike, D.H.; Morrison, G.W.; Holland, C.W.

1976-01-01

Detection of MUF in a material balance area is a problem in nuclear material control. It has been shown that the Kalman filter can detect a MUF in situations which could not be detected by the traditional control chart approach using LEMUF. The Kalman filter is extended in this paper to cover two additional scenarios: (1) the case where a random quantity with a mean of M(t) is removed per period, and (2) the case where MUF is a fraction of the on-hand inventory each period. The Kalman filter is robust, sensitive, produces estimates of the error covariance matrix, and is an iterative technique which is suited for on-line-direct-input information systems

A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality.

Science.gov (United States)

Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza

2016-09-01

Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents.

Bayesian Parameter Estimation via Filtering and Functional Approximations

KAUST Repository

Matthies, Hermann G.

2016-11-25

The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

Bayesian Parameter Estimation via Filtering and Functional Approximations

KAUST Repository

Matthies, Hermann G.; Litvinenko, Alexander; Rosic, Bojana V.; Zander, Elmar

2016-01-01

The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

Processing arctic eddy-flux data using a simple carbon-exchange model embedded in the ensemble Kalman filter.

Science.gov (United States)

Rastetter, Edward B; Williams, Mathew; Griffin, Kevin L; Kwiatkowski, Bonnie L; Tomasky, Gabrielle; Potosnak, Mark J; Stoy, Paul C; Shaver, Gaius R; Stieglitz, Marc; Hobbie, John E; Kling, George W

2010-07-01

Continuous time-series estimates of net ecosystem carbon exchange (NEE) are routinely made using eddy covariance techniques. Identifying and compensating for errors in the NEE time series can be automated using a signal processing filter like the ensemble Kalman filter (EnKF). The EnKF compares each measurement in the time series to a model prediction and updates the NEE estimate by weighting the measurement and model prediction relative to a specified measurement error estimate and an estimate of the model-prediction error that is continuously updated based on model predictions of earlier measurements in the time series. Because of the covariance among model variables, the EnKF can also update estimates of variables for which there is no direct measurement. The resulting estimates evolve through time, enabling the EnKF to be used to estimate dynamic variables like changes in leaf phenology. The evolving estimates can also serve as a means to test the embedded model and reconcile persistent deviations between observations and model predictions. We embedded a simple arctic NEE model into the EnKF and filtered data from an eddy covariance tower located in tussock tundra on the northern foothills of the Brooks Range in northern Alaska, USA. The model predicts NEE based only on leaf area, irradiance, and temperature and has been well corroborated for all the major vegetation types in the Low Arctic using chamber-based data. This is the first application of the model to eddy covariance data. We modified the EnKF by adding an adaptive noise estimator that provides a feedback between persistent model data deviations and the noise added to the ensemble of Monte Carlo simulations in the EnKF. We also ran the EnKF with both a specified leaf-area trajectory and with the EnKF sequentially recalibrating leaf-area estimates to compensate for persistent model-data deviations. When used together, adaptive noise estimation and sequential recalibration substantially improved filter

A two-dimensional model study of past trends in global ozone

International Nuclear Information System (INIS)

Wuebbles, D.J.; Kinnison, D.E.

1988-08-01

Emissions and atmospheric concentrations of several trace gases important to atmospheric chemistry are known to have increased substantially over recent decades. Solar flux variations and the atmospheric nuclear test series are also likely to have affected stratospheric ozone. In this study, the LLNL two-dimensional chemical-radiative-transport model of the troposphere and stratosphere has been applied to an analysis of the effects that these natural and anthropogenic influences may have had on global ozone concentrations over the last three decades. In general, model determined species distributions and the derived ozone trends agree well with published analyses of land-based and satellite-based observations. Also, the total ozone and ozone distribution trends derived from CFC and other trace gas effects have a different response with latitude than the derived trends from solar flux variations, thus providing a ''signature'' for anthropogenic effects on ozone. 24 refs., 5 figs

Low-order model of the Loss-of-Fluid Test (LOFT) reactor plant for use in Kalman filter-based optimal estimators

International Nuclear Information System (INIS)

Tylee, J.L.

1980-01-01

A low-order, nonlinear model of the Loss-of-Fluid Test (LOFT) reactor plant, for use in Kalman filter estimators, is developed, described, and evaluated. This model consists of 31 differential equations and represents all major subsystems of both the primary and secondary sides of the LOFT plant. Comparisons between model calculations and available LOFT power range testing transients demonstrate the accuracy of the low-order model. The nonlinear model is numerically linearized for future implementation in Kalman filter and optimal control algorithms. The linearized model is shown to be an adequate representation of the nonlinear plant dynamics

Kalman and particle filtering methods for full vehicle and tyre identification

Science.gov (United States)

Bogdanski, Karol; Best, Matthew C.

2018-05-01

This paper considers identification of all significant vehicle handling dynamics of a test vehicle, including identification of a combined-slip tyre model, using only those sensors currently available on most vehicle controller area network buses. Using an appropriately simple but efficient model structure, all of the independent parameters are found from test vehicle data, with the resulting model accuracy demonstrated on independent validation data. The paper extends previous work on augmented Kalman Filter state estimators to concentrate wholly on parameter identification. It also serves as a review of three alternative filtering methods; identifying forms of the unscented Kalman filter, extended Kalman filter and particle filter are proposed and compared for effectiveness, complexity and computational efficiency. All three filters are suited to applications of system identification and the Kalman Filters can also operate in real-time in on-line model predictive controllers or estimators.

Development of a double-layered ceramic filter for aerosol filtration at high-temperatures: the filter collection efficiency.

Science.gov (United States)

de Freitas, Normanda L; Gonçalves, José A S; Innocentini, Murilo D M; Coury, José R

2006-08-25

The performance of double-layered ceramic filters for aerosol filtration at high temperatures was evaluated in this work. The filtering structure was composed of two layers: a thin granular membrane deposited on a reticulate ceramic support of high porosity. The goal was to minimize the high pressure drop inherent of granular structures, without decreasing their high collection efficiency for small particles. The reticulate support was developed using the technique of ceramic replication of polyurethane foam substrates of 45 and 75 pores per inch (ppi). The filtering membrane was prepared by depositing a thin layer of granular alumina-clay paste on one face of the support. Filters had their permeability and fractional collection efficiency analyzed for filtration of an airborne suspension of phosphatic rock in temperatures ranging from ambient to 700 degrees C. Results revealed that collection efficiency decreased with gas temperature and was enhanced with filtration time. Also, the support layer influenced the collection efficiency: the 75 ppi support was more effective than the 45 ppi. Particle collection efficiency dropped considerably for particles below 2 microm in diameter. The maximum collection occurred for particle diameters of approximately 3 microm, and decreased again for diameters between 4 and 8 microm. Such trend was successfully represented by the proposed correlation, which is based on the classical mechanisms acting on particle collection. Inertial impaction seems to be the predominant collection mechanism, with particle bouncing/re-entrainment acting as detachment mechanisms.

Trends in hydrodesulfurization catalysis based on realistic surface models

DEFF Research Database (Denmark)

Moses, P.G.; Grabow, L.C.; Fernandez Sanchez, Eva

2014-01-01

elementary reactions in HDS of thiophene. These linear correlations are used to develop a simple kinetic model, which qualitatively describes experimental trends in activity. The kinetic model identifies the HS-binding energy as a descriptor of HDS activity. This insight contributes to understanding...... the effect of promotion and structure-activity relationships. Graphical Abstract: [Figure not available: see fulltext.] © 2014 Springer Science+Business Media New York....

Development of a noise filter for radiation thickness gagemeter

International Nuclear Information System (INIS)

Jee, C. W.; Kim, Y. T.; Lee, H. H.

1995-01-01

The objective of this study is to develop a filter which attenuates sensor noises of radiation thickness gagemeters of the fifth stand of TCM No. 1 in Pohang steel works. The thickness control loop for the fifth stand is modelled as a system for filter design, where the system input is the speed control input and the system output is the gagemeter output. In the design of a filter, the system is described by an ARMAX(AutoRegressive Moving-Average with auXiliary input) model. The parameters of this model are then estimated by using a recursive least square method. Secondly, the ARMAX model, the estimated system, is transformed into an observer canonical state space form. Thirdly, Kalman filtering is applied to obtain optimal estimates of the state and hence those of thickness measurements of steel strips. In addition, a separate low pass filter is designed, which is directly applicable to the gagemeter outputs. Finally, the designed filter algorithms are implemented and tested on a VMEbus board computer under VxWorks real-time operating system. (author)

Data assimilation for groundwater flow modelling using Unbiased Ensemble Square Root Filter: Case study in Guantao, North China Plain

Science.gov (United States)

Li, N.; Kinzelbach, W.; Li, H.; Li, W.; Chen, F.; Wang, L.

2017-12-01

Data assimilation techniques are widely used in hydrology to improve the reliability of hydrological models and to reduce model predictive uncertainties. This provides critical information for decision makers in water resources management. This study aims to evaluate a data assimilation system for the Guantao groundwater flow model coupled with a one-dimensional soil column simulation (Hydrus 1D) using an Unbiased Ensemble Square Root Filter (UnEnSRF) originating from the Ensemble Kalman Filter (EnKF) to update parameters and states, separately or simultaneously. To simplify the coupling between unsaturated and saturated zone, a linear relationship obtained from analyzing inputs to and outputs from Hydrus 1D is applied in the data assimilation process. Unlike EnKF, the UnEnSRF updates parameter ensemble mean and ensemble perturbations separately. In order to keep the ensemble filter working well during the data assimilation, two factors are introduced in the study. One is called damping factor to dampen the update amplitude of the posterior ensemble mean to avoid nonrealistic values. The other is called inflation factor to relax the posterior ensemble perturbations close to prior to avoid filter inbreeding problems. The sensitivities of the two factors are studied and their favorable values for the Guantao model are determined. The appropriate observation error and ensemble size were also determined to facilitate the further analysis. This study demonstrated that the data assimilation of both model parameters and states gives a smaller model prediction error but with larger uncertainty while the data assimilation of only model states provides a smaller predictive uncertainty but with a larger model prediction error. Data assimilation in a groundwater flow model will improve model prediction and at the same time make the model converge to the true parameters, which provides a successful base for applications in real time modelling or real time controlling strategies

New Trends in European Companies’ Business Models

Directory of Open Access Journals (Sweden)

Georgeta ILIE

2014-01-01

Full Text Available Companies constantly reconsider and reconfigure their business models in order to create value and generate growth. They also reassess the price-performance correlation and new levels of capital efficiency. The new business models are frequently needed to provide goods at affordable prices through the adaptation of packaging strategies, pricing strategies, the product itself, and by helping to sustain financially the demand. In the context of current financial and economic difficulties, it reveals the inclusive business models that provide goods and services to poor people and also create employment. The paper tries to emphasize ways in which business models are evolving, and how to determine the right model for companies. In the same time, it also seeks to highlight trends in the development of new business models in the European countries which creates basic economic activities, giving people facing social and economic problems access to products and services that meet their needs.

Practical Gammatone-Like Filters for Auditory Processing

Directory of Open Access Journals (Sweden)

R. F. Lyon

2007-12-01

Full Text Available This paper deals with continuous-time filter transfer functions that resemble tuning curves at particular set of places on the basilar membrane of the biological cochlea and that are suitable for practical VLSI implementations. The resulting filters can be used in a filterbank architecture to realize cochlea implants or auditory processors of increased biorealism. To put the reader into context, the paper starts with a short review on the gammatone filter and then exposes two of its variants, namely, the differentiated all-pole gammatone filter (DAPGF and one-zero gammatone filter (OZGF, filter responses that provide a robust foundation for modeling cochlea transfer functions. The DAPGF and OZGF responses are attractive because they exhibit certain characteristics suitable for modeling a variety of auditory data: level-dependent gain, linear tail for frequencies well below the center frequency, asymmetry, and so forth. In addition, their form suggests their implementation by means of cascades of N identical two-pole systems which render them as excellent candidates for efficient analog or digital VLSI realizations. We provide results that shed light on their characteristics and attributes and which can also serve as “design curves” for fitting these responses to frequency-domain physiological data. The DAPGF and OZGF responses are essentially a “missing link” between physiological, electrical, and mechanical models for auditory filtering.

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

International Nuclear Information System (INIS)

Harlim, John; Mahdi, Adam; Majda, Andrew J.

2014-01-01

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model

Modeling international trends in energy efficiency

International Nuclear Information System (INIS)

Stern, David I.

2012-01-01

I use a stochastic production frontier to model energy efficiency trends in 85 countries over a 37-year period. Differences in energy efficiency across countries are modeled as a stochastic function of explanatory variables and I estimate the model using the cross-section of time-averaged data, so that no structure is imposed on technological change over time. Energy efficiency is measured using a new energy distance function approach. The country using the least energy per unit output, given its mix of outputs and inputs, defines the global production frontier. A country's relative energy efficiency is given by its distance from the frontier—the ratio of its actual energy use to the minimum required energy use, ceteris paribus. Energy efficiency is higher in countries with, inter alia, higher total factor productivity, undervalued currencies, and smaller fossil fuel reserves and it converges over time across countries. Globally, technological change was the most important factor counteracting the energy-use and carbon-emissions increasing effects of economic growth.

A robust nonlinear filter for image restoration.

Science.gov (United States)

Koivunen, V

1995-01-01

A class of nonlinear regression filters based on robust estimation theory is introduced. The goal of the filtering is to recover a high-quality image from degraded observations. Models for desired image structures and contaminating processes are employed, but deviations from strict assumptions are allowed since the assumptions on signal and noise are typically only approximately true. The robustness of filters is usually addressed only in a distributional sense, i.e., the actual error distribution deviates from the nominal one. In this paper, the robustness is considered in a broad sense since the outliers may also be due to inappropriate signal model, or there may be more than one statistical population present in the processing window, causing biased estimates. Two filtering algorithms minimizing a least trimmed squares criterion are provided. The design of the filters is simple since no scale parameters or context-dependent threshold values are required. Experimental results using both real and simulated data are presented. The filters effectively attenuate both impulsive and nonimpulsive noise while recovering the signal structure and preserving interesting details.

Optional inferior vena caval filters: where are we now?

LENUS (Irish Health Repository)

Keeling, A N

2008-08-01

With the advent of newer optional\\/retrievable inferior vena caval filters, there has been a rise in the number of filters inserted globally. This review article examines the currently available approved optional filter models, outlines the clinical indications for filter insertion and examines the expanding indications. Additionally, the available evidence behind the use of optional filters is reviewed, the issue of anticoagulation is discussed and possible future filter developments are considered.

A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality

Science.gov (United States)

Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza

2016-01-01

Background Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. Objectives This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. Materials and Methods In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. Results The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. Conclusions There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents. PMID:27800467

An Optimal Enhanced Kalman Filter for a ZUPT-Aided Pedestrian Positioning Coupling Model.

Science.gov (United States)

Fan, Qigao; Zhang, Hai; Sun, Yan; Zhu, Yixin; Zhuang, Xiangpeng; Jia, Jie; Zhang, Pengsong

2018-05-02

Aimed at overcoming the problems of cumulative errors and low positioning accuracy in single Inertial Navigation Systems (INS), an Optimal Enhanced Kalman Filter (OEKF) is proposed in this paper to achieve accurate positioning of pedestrians within an enclosed environment. Firstly, the errors of the inertial sensors are analyzed, modeled, and reconstructed. Secondly, the cumulative errors in attitude and velocity are corrected using the attitude fusion filtering algorithm and Zero Velocity Update algorithm (ZUPT), respectively. Then, the OEKF algorithm is described in detail. Finally, a pedestrian indoor positioning experimental platform is established to verify the performance of the proposed positioning system. Experimental results show that the accuracy of the pedestrian indoor positioning system can reach 0.243 m, giving it a high practical value.

Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns

Science.gov (United States)

Suhartono; Rahayu, S. P.; Prastyo, D. D.; Wijayanti, D. G. P.; Juliyanto

2017-09-01

Most of the monthly time series data in economics and business in Indonesia and other Moslem countries not only contain trend and seasonal, but also affected by two types of calendar variation effects, i.e. the effect of the number of working days or trading and holiday effects. The purpose of this research is to develop a hybrid model or a combination of several forecasting models to predict time series that contain trend, seasonal and calendar variation patterns. This hybrid model is a combination of classical models (namely time series regression and ARIMA model) and/or modern methods (artificial intelligence method, i.e. Artificial Neural Networks). A simulation study was used to show that the proposed procedure for building the hybrid model could work well for forecasting time series with trend, seasonal and calendar variation patterns. Furthermore, the proposed hybrid model is applied for forecasting real data, i.e. monthly data about inflow and outflow of currency at Bank Indonesia. The results show that the hybrid model tend to provide more accurate forecasts than individual forecasting models. Moreover, this result is also in line with the third results of the M3 competition, i.e. the hybrid model on average provides a more accurate forecast than the individual model.

Filter arrays

Science.gov (United States)

Page, Ralph H.; Doty, Patrick F.

2017-08-01

The various technologies presented herein relate to a tiled filter array that can be used in connection with performance of spatial sampling of optical signals. The filter array comprises filter tiles, wherein a first plurality of filter tiles are formed from a first material, the first material being configured such that only photons having wavelengths in a first wavelength band pass therethrough. A second plurality of filter tiles is formed from a second material, the second material being configured such that only photons having wavelengths in a second wavelength band pass therethrough. The first plurality of filter tiles and the second plurality of filter tiles can be interspersed to form the filter array comprising an alternating arrangement of first filter tiles and second filter tiles.

The discrete Kalman filtering approach for seismic signals deconvolution

International Nuclear Information System (INIS)

Kurniadi, Rizal; Nurhandoko, Bagus Endar B.

2012-01-01

Seismic signals are a convolution of reflectivity and seismic wavelet. One of the most important stages in seismic data processing is deconvolution process; the process of deconvolution is inverse filters based on Wiener filter theory. This theory is limited by certain modelling assumptions, which may not always valid. The discrete form of the Kalman filter is then used to generate an estimate of the reflectivity function. The main advantage of Kalman filtering is capability of technique to handling continually time varying models and has high resolution capabilities. In this work, we use discrete Kalman filter that it was combined with primitive deconvolution. Filtering process works on reflectivity function, hence the work flow of filtering is started with primitive deconvolution using inverse of wavelet. The seismic signals then are obtained by convoluting of filtered reflectivity function with energy waveform which is referred to as the seismic wavelet. The higher frequency of wavelet gives smaller wave length, the graphs of these results are presented.

Unscented Kalman filter for SINS alignment

Institute of Scientific and Technical Information of China (English)

Zhou Zhanxin; Gao Yanan; Chen Jiabin

2007-01-01

In order to improve the filter accuracy for the nonlinear error model of strapdown inertial navigation system (SINS) alignment, Unscented Kalman Filter (UKF) is presented for simulation with stationary base and moving base of SINS alignment.Simulation results show the superior performance of this approach when compared with classical suboptimal techniques such as extended Kalman filter in cases of large initial misalignment.The UKF has good performance in case of small initial misalignment.

Perspectives on Nonlinear Filtering

KAUST Repository

Law, Kody

2015-01-01

The solution to the problem of nonlinear filtering may be given either as an estimate of the signal (and ideally some measure of concentration), or as a full posterior distribution. Similarly, one may evaluate the fidelity of the filter either by its ability to track the signal or its proximity to the posterior filtering distribution. Hence, the field enjoys a lively symbiosis between probability and control theory, and there are plenty of applications which benefit from algorithmic advances, from signal processing, to econometrics, to large-scale ocean, atmosphere, and climate modeling. This talk will survey some recent theoretical results involving accurate signal tracking with noise-free (degenerate) dynamics in high-dimensions (infinite, in principle, but say d between 103 and 108 , depending on the size of your application and your computer), and high-fidelity approximations of the filtering distribution in low dimensions (say d between 1 and several 10s).

Perspectives on Nonlinear Filtering

KAUST Repository

Law, Kody

2015-01-07

The solution to the problem of nonlinear filtering may be given either as an estimate of the signal (and ideally some measure of concentration), or as a full posterior distribution. Similarly, one may evaluate the fidelity of the filter either by its ability to track the signal or its proximity to the posterior filtering distribution. Hence, the field enjoys a lively symbiosis between probability and control theory, and there are plenty of applications which benefit from algorithmic advances, from signal processing, to econometrics, to large-scale ocean, atmosphere, and climate modeling. This talk will survey some recent theoretical results involving accurate signal tracking with noise-free (degenerate) dynamics in high-dimensions (infinite, in principle, but say d between 103 and 108 , depending on the size of your application and your computer), and high-fidelity approximations of the filtering distribution in low dimensions (say d between 1 and several 10s).

Kalman Filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry.

Science.gov (United States)

Zhang, Yuxin; Chen, Shuo; Deng, Kexin; Chen, Bingyao; Wei, Xing; Yang, Jiafei; Wang, Shi; Ying, Kui

2017-01-01

To develop a self-adaptive and fast thermometry method by combining the original hybrid magnetic resonance thermometry method and the bio heat transfer equation (BHTE) model. The proposed Kalman filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry, abbreviated as KalBHT hybrid method, introduced the BHTE model to synthesize a window on the regularization term of the hybrid algorithm, which leads to a self-adaptive regularization both spatially and temporally with change of temperature. Further, to decrease the sensitivity to accuracy of the BHTE model, Kalman filter is utilized to update the window at each iteration time. To investigate the effect of the proposed model, computer heating simulation, phantom microwave heating experiment and dynamic in-vivo model validation of liver and thoracic tumor were conducted in this study. The heating simulation indicates that the KalBHT hybrid algorithm achieves more accurate results without adjusting λ to a proper value in comparison to the hybrid algorithm. The results of the phantom heating experiment illustrate that the proposed model is able to follow temperature changes in the presence of motion and the temperature estimated also shows less noise in the background and surrounding the hot spot. The dynamic in-vivo model validation with heating simulation demonstrates that the proposed model has a higher convergence rate, more robustness to susceptibility problem surrounding the hot spot and more accuracy of temperature estimation. In the healthy liver experiment with heating simulation, the RMSE of the hot spot of the proposed model is reduced to about 50% compared to the RMSE of the original hybrid model and the convergence time becomes only about one fifth of the hybrid model. The proposed model is able to improve the accuracy of the original hybrid algorithm and accelerate the convergence rate of MR temperature estimation.

Construction and Experimental Implementation of a Model-Based Inverse Filter to Attenuate Hysteresis in Ferroelectric Transducers

National Research Council Canada - National Science Library

Hatch, Andrew G; Smith, Ralph C; De, Tathagata; Salapaka, Murti V

2005-01-01

.... In this paper, we illustrate the construction of inverse filters, based on homogenized energy models, which can be used to approximately linearize the piezoceramic transducer behavior for linear...

A Performance Comparison Between Extended Kalman Filter and Unscented Kalman Filter in Power System Dynamic State Estimation

DEFF Research Database (Denmark)

Khazraj, Hesam; Silva, Filipe Miguel Faria da; Bak, Claus Leth

2016-01-01

Dynamic State Estimation (DSE) is a critical tool for analysis, monitoring and planning of a power system. The concept of DSE involves designing state estimation with Extended Kalman Filter (EKF) or Unscented Kalman Filter (UKF) methods, which can be used by wide area monitoring to improve......-linear state estimator is developed in MatLab to solve states by applying the unscented Kalman filter (UKF) and Extended Kalman Filter (EKF) algorithm. Finally, a DSE model is built for a 14 bus power system network to evaluate the proposed algorithm for the networks.This article will focus on comparing...

An Application of Filtered Renewal Processes in Hydrology

Directory of Open Access Journals (Sweden)

Mario Lefebvre

2014-01-01

Full Text Available Filtered renewal processes are used to forecast daily river flows. For these processes, contrary to filtered Poisson processes, the time between consecutive events is not necessarily exponentially distributed, which is more realistic. The model is applied to obtain one- and two-day-ahead forecasts of the flows of the Delaware and Hudson Rivers, both located in the United States. Better results are obtained than with filtered Poisson processes, which are often used to model river flows.

Adaptive robust Kalman filtering for precise point positioning

International Nuclear Information System (INIS)

Guo, Fei; Zhang, Xiaohong

2014-01-01

The optimality of precise point postioning (PPP) solution using a Kalman filter is closely connected to the quality of the a priori information about the process noise and the updated mesurement noise, which are sometimes difficult to obtain. Also, the estimation enviroment in the case of dynamic or kinematic applications is not always fixed but is subject to change. To overcome these problems, an adaptive robust Kalman filtering algorithm, the main feature of which introduces an equivalent covariance matrix to resist the unexpected outliers and an adaptive factor to balance the contribution of observational information and predicted information from the system dynamic model, is applied for PPP processing. The basic models of PPP including the observation model, dynamic model and stochastic model are provided first. Then an adaptive robust Kalmam filter is developed for PPP. Compared with the conventional robust estimator, only the observation with largest standardized residual will be operated by the IGG III function in each iteration to avoid reducing the contribution of the normal observations or even filter divergence. Finally, tests carried out in both static and kinematic modes have confirmed that the adaptive robust Kalman filter outperforms the classic Kalman filter by turning either the equivalent variance matrix or the adaptive factor or both of them. This becomes evident when analyzing the positioning errors in flight tests at the turns due to the target maneuvering and unknown process/measurement noises. (paper)

A coupling method for a cardiovascular simulation model which includes the Kalman filter.

Science.gov (United States)

Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya

2012-01-01

Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.

Resonator memories and optical novelty filters

Science.gov (United States)

Anderson, Dana Z.; Erle, Marie C.

Optical resonators having holographic elements are potential candidates for storing information that can be accessed through content addressable or associative recall. Closely related to the resonator memory is the optical novelty filter, which can detect the differences between a test object and a set of reference objects. We discuss implementations of these devices using continuous optical media such as photorefractive materials. The discussion is framed in the context of neural network models. There are both formal and qualitative similarities between the resonator memory and optical novelty filter and network models. Mode competition arises in the theory of the resonator memory, much as it does in some network models. We show that the role of the phenomena of "daydreaming" in the real-time programmable optical resonator is very much akin to the role of "unlearning" in neural network memories. The theory of programming the real-time memory for a single mode is given in detail. This leads to a discussion of the optical novelty filter. Experimental results for the resonator memory, the real-time programmable memory, and the optical tracking novelty filter are reviewed. We also point to several issues that need to be addressed in order to implement more formal models of neural networks.

Computationally efficient video restoration for Nyquist sampled imaging sensors combining an affine-motion-based temporal Kalman filter and adaptive Wiener filter.

Science.gov (United States)

Rucci, Michael; Hardie, Russell C; Barnard, Kenneth J

2014-05-01

In this paper, we present a computationally efficient video restoration algorithm to address both blur and noise for a Nyquist sampled imaging system. The proposed method utilizes a temporal Kalman filter followed by a correlation-model based spatial adaptive Wiener filter (AWF). The Kalman filter employs an affine background motion model and novel process-noise variance estimate. We also propose and demonstrate a new multidelay temporal Kalman filter designed to more robustly treat local motion. The AWF is a spatial operation that performs deconvolution and adapts to the spatially varying residual noise left in the Kalman filter stage. In image areas where the temporal Kalman filter is able to provide significant noise reduction, the AWF can be aggressive in its deconvolution. In other areas, where less noise reduction is achieved with the Kalman filter, the AWF balances the deconvolution with spatial noise reduction. In this way, the Kalman filter and AWF work together effectively, but without the computational burden of full joint spatiotemporal processing. We also propose a novel hybrid system that combines a temporal Kalman filter and BM3D processing. To illustrate the efficacy of the proposed methods, we test the algorithms on both simulated imagery and video collected with a visible camera.

The analysis and application of a new hybrid pollutants forecasting model using modified Kolmogorov-Zurbenko filter.

Science.gov (United States)

Li, Peizhi; Wang, Yong; Dong, Qingli

2017-04-01

Cities in China suffer from severe smog and haze, and a forecasting system with high accuracy is of great importance to foresee the concentrations of the airborne particles. Compared with chemical transport models, the growing artificial intelligence models can simulate nonlinearities and interactive relationships and getting more accurate results. In this paper, the Kolmogorov-Zurbenko (KZ) filter is modified and firstly applied to construct the model using an artificial intelligence method. The concentration of inhalable particles and fine particulate matter in Dalian are used to analyze the filtered components and test the forecasting accuracy. Besides, an extended experiment is made by implementing a comprehensive comparison and a stability test using data in three other cities in China. Results testify the excellent performance of the developed hybrid models, which can be utilized to better understand the temporal features of pollutants and to perform a better air pollution control and management. Copyright © 2017 Elsevier B.V. All rights reserved.

Digital Simulation of a Hybrid Active Filter - An Active Filter in Series with a Shunt Passive Filter

OpenAIRE

Sitaram, Mahesh I; Padiyar, KR; Ramanarayanan, V

1998-01-01

Active filters have long been in use for the filtering of power system load harmonics. In this paper, the digital simulation results of a hybrid active power filter system for a rectifier load are presented. The active filter is used for filtering higher order harmonics as the dominant harmonics are filtered by the passive filter. This reduces the rating of the active filter significantly. The DC capacitor voltage of the active filter is controlled using a PI controller.

Joint fundamental frequency and order estimation using optimal filtering

Directory of Open Access Journals (Sweden)

Jakobsson Andreas

2011-01-01

Full Text Available Abstract In this paper, the problem of jointly estimating the number of harmonics and the fundamental frequency of periodic signals is considered. We show how this problem can be solved using a number of methods that either are or can be interpreted as filtering methods in combination with a statistical model selection criterion. The methods in question are the classical comb filtering method, a maximum likelihood method, and some filtering methods based on optimal filtering that have recently been proposed, while the model selection criterion is derived herein from the maximum a posteriori principle. The asymptotic properties of the optimal filtering methods are analyzed and an order-recursive efficient implementation is derived. Finally, the estimators have been compared in computer simulations that show that the optimal filtering methods perform well under various conditions. It has previously been demonstrated that the optimal filtering methods perform extremely well with respect to fundamental frequency estimation under adverse conditions, and this fact, combined with the new results on model order estimation and efficient implementation, suggests that these methods form an appealing alternative to classical methods for analyzing multi-pitch signals.

Behavior of HEPA filters under high humidity airflows

International Nuclear Information System (INIS)

Ricketts, C.I.

1992-10-01

To help determine and improve the safety margins of High Efficiency Particulate Air (HEPA) filter units in nuclear facilities under possible accident conditions, the structural limits and failure mechanisms of filter in high-humidity airflows were established and the fundamental physical phenomena underlying filter failure or malfunction in humid air were identified. Empirical models for increases in filter pressure drop with time in terms of the relevant airstream parameters were also developed. The weaknesses of currently employed humidity countermeasures used in filter protection are discussed and fundamental explanations for reported filter failures in normal service are given. (orig./DG) [de

Model-Based Collaborative Filtering Analysis of Student Response Data: Machine-Learning Item Response Theory

Science.gov (United States)

Bergner, Yoav; Droschler, Stefan; Kortemeyer, Gerd; Rayyan, Saif; Seaton, Daniel; Pritchard, David E.

2012-01-01

We apply collaborative filtering (CF) to dichotomously scored student response data (right, wrong, or no interaction), finding optimal parameters for each student and item based on cross-validated prediction accuracy. The approach is naturally suited to comparing different models, both unidimensional and multidimensional in ability, including a…

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody

2016-05-03

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody; Tembine, Hamidou; Tempone, Raul

2016-01-01

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

Density-based Monte Carlo filter and its applications in nonlinear stochastic differential equation models.

Science.gov (United States)

Huang, Guanghui; Wan, Jianping; Chen, Hui

2013-02-01

Nonlinear stochastic differential equation models with unobservable state variables are now widely used in analysis of PK/PD data. Unobservable state variables are usually estimated with extended Kalman filter (EKF), and the unknown pharmacokinetic parameters are usually estimated by maximum likelihood estimator. However, EKF is inadequate for nonlinear PK/PD models, and MLE is known to be biased downwards. A density-based Monte Carlo filter (DMF) is proposed to estimate the unobservable state variables, and a simulation-based M estimator is proposed to estimate the unknown parameters in this paper, where a genetic algorithm is designed to search the optimal values of pharmacokinetic parameters. The performances of EKF and DMF are compared through simulations for discrete time and continuous time systems respectively, and it is found that the results based on DMF are more accurate than those given by EKF with respect to mean absolute error. Copyright © 2012 Elsevier Ltd. All rights reserved.

SOME TRENDS IN MATHEMATICAL MODELING FOR BIOTECHNOLOGY

Directory of Open Access Journals (Sweden)

O. M. Klyuchko

2018-02-01

Full Text Available The purpose of present research is to demonstrate some trends of development of modeling methods for biotechnology according to contemporary achievements in science and technique. At the beginning the general approaches are outlined, some types of classifications of modeling methods are observed. The role of mathematic methods modeling for biotechnology in present époque of information computer technologies intensive development is studied and appropriate scheme of interrelation of all these spheres is proposed. Further case studies are suggested: some mathematic models in three different spaces (1D, 2D, 3D models are described for processes in living objects of different levels of hierarchic organization. In course of this the main attention was paid to some processes modeling in neurons as well as in their aggregates of different forms, including glioma cell masses (1D, 2D, 3D brain processes models. Starting from the models that have only theoretical importance for today, we describe at the end a model which application may be important for the practice. The work was done after the analysis of approximately 250 current publications in fields of biotechnology, including the authors’ original works.

Impact of Physician Education and a Dedicated Inferior Vena Cava Filter Tracking System on Inferior Vena Cava Filter Use and Retrieval Rates Across a Large US Health Care Region.

Science.gov (United States)

Wang, Stephen L; Cha, Hsien-Hwa A; Lin, James R; Francis, Bolanos; Elizabeth, Wakley; Martin, Porras; Rajan, Sudhir

2016-05-01

To evaluate the effects of physician familiarity with current evidence and guidelines on inferior vena cava (IVC) filter use and the availability of IVC filter tracking infrastructure on retrieval rates. Fourteen continuing medical education-approved in-hospital grand rounds covering evidence-based review of the literature on IVC filter efficacy, patient-centered outcomes, guidelines for IVC filter indications, and complications were performed across a large United States (US) health care region serving more than 3.5 million members. A computer-based IVC filter tracking system was deployed simultaneously. IVC filter use, rates of attempted retrieval, and fulfillment of guidelines for IVC filter indications were retrospectively evaluated at each facility for 12 months before intervention (n = 427) and for 12 months after intervention (n = 347). After education, IVC filter use decreased 18.7%, with a member enrollment-adjusted decrease of 22.2%, despite an increasing IVC filter use trend for 4 years. Reduction in IVC filter use at each facility strongly correlated with physician attendance at grand rounds (r = -0.69; P = .007). Rates of attempted retrieval increased from 38.9% to 54.0% (P = .0006), with similar rates of successful retrieval (82.3% before education and 85.8% after education on first attempt). Improvement in IVC filter retrieval attempts correlated with physician attendance at grand rounds (r = 0.51; P = .051). IVC filter dwell times at first retrieval attempt were similar (10.2 wk before and 10.8 wk after). Physician education dramatically reduced IVC filter use across a large US health care region, and represents a learning opportunity for physicians who request and place them. Education and a novel tracking system improved rates of retrieval for IVC filter devices. Copyright © 2016 SIR. Published by Elsevier Inc. All rights reserved.

Estimating Multivariate Exponentail-Affine Term Structure Models from Coupon Bound Prices using Nonlinear Filtering

DEFF Research Database (Denmark)

Baadsgaard, Mikkel; Nielsen, Jan Nygaard; Madsen, Henrik

2000-01-01

An econometric analysis of continuous-timemodels of the term structure of interest rates is presented. A panel of coupon bond prices with different maturities is used to estimate the embedded parameters of a continuous-discrete state space model of unobserved state variables: the spot interest rate...... noise term should account for model errors. A nonlinear filtering method is used to compute estimates of the state variables, and the model parameters are estimated by a quasimaximum likelihood method provided that some assumptions are imposed on the model residuals. Both Monte Carlo simulation results...

Feature-Based Nonlocal Polarimetric SAR Filtering

Directory of Open Access Journals (Sweden)

Xiaoli Xing

2017-10-01

Full Text Available Polarimetric synthetic aperture radar (PolSAR images are inherently contaminated by multiplicative speckle noise, which complicates the image interpretation and image analyses. To reduce the speckle effect, several adaptive speckle filters have been developed based on the weighted average of the similarity measures commonly depending on the model or probability distribution, which are often affected by the distribution parameters and modeling texture components. In this paper, a novel filtering method introduces the coefficient of variance ( CV and Pauli basis (PB to measure the similarity, and the two features are combined with the framework of the nonlocal mean filtering. The CV is used to describe the complexity of various scenes and distinguish the scene heterogeneity; moreover, the Pauli basis is able to express the polarimetric information in PolSAR image processing. This proposed filtering combines the CV and Pauli basis to improve the estimation accuracy of the similarity weights. Then, the similarity of the features is deduced according to the test statistic. Subsequently, the filtering is proceeded by using the nonlocal weighted estimation. The performance of the proposed filter is tested with the simulated images and real PolSAR images, which are acquired by AIRSAR system and ESAR system. The qualitative and quantitative experiments indicate the validity of the proposed method by comparing with the widely-used despeckling methods.

Do climate model predictions agree with long-term precipitation trends in the arid southwestern United States?

Science.gov (United States)

Elias, E.; Rango, A.; James, D.; Maxwell, C.; Anderson, J.; Abatzoglou, J. T.

2016-12-01

Researchers evaluating climate projections across southwestern North America observed a decreasing precipitation trend. Aridification was most pronounced in the cold (non-monsoonal) season, whereas downward trends in precipitation were smaller in the warm (monsoonal) season. In this region, based upon a multimodel mean of 20 Coupled Model Intercomparison Project 5 models using a business-as-usual (Representative Concentration Pathway 8.5) trajectory, midcentury precipitation is projected to increase slightly during the monsoonal time period (July-September; 6%) and decrease slightly during the remainder of the year (October-June; -4%). We use observed long-term (1915-2015) monthly precipitation records from 16 weather stations to investigate how well measured trends corroborate climate model predictions during the monsoonal and non-monsoonal timeframe. Running trend analysis using the Mann-Kendall test for 15 to 101 year moving windows reveals that half the stations showed significant (p≤0.1), albeit small, increasing trends based on the longest term record. Trends based on shorter-term records reveal a period of significant precipitation decline at all stations representing the 1950s drought. Trends from 1930 to 2015 reveal significant annual, monsoonal and non-monsoonal increases in precipitation (Fig 1). The 1960 to 2015 time window shows no significant precipitation trends. The more recent time window (1980 to 2015) shows a slight, but not significant, increase in monsoonal precipitation and a larger, significant decline in non-monsoonal precipitation. GCM precipitation projections are consistent with more recent trends for the region. Running trends from the most recent time window (mid-1990s to 2015) at all stations show increasing monsoonal precipitation and decreasing Oct-Jun precipitation, with significant trends at 6 of 16 stations. Running trend analysis revealed that the long-term trends were not persistent throughout the series length, but depended

Performance reliability prediction for thermal aging based on kalman filtering

International Nuclear Information System (INIS)

Ren Shuhong; Wen Zhenhua; Xue Fei; Zhao Wensheng

2015-01-01

The performance reliability of the nuclear power plant main pipeline that failed due to thermal aging was studied by the performance degradation theory. Firstly, through the data obtained from the accelerated thermal aging experiments, the degradation process of the impact strength and fracture toughness of austenitic stainless steel material of the main pipeline was analyzed. The time-varying performance degradation model based on the state space method was built, and the performance trends were predicted by using Kalman filtering. Then, the multi-parameter and real-time performance reliability prediction model for the main pipeline thermal aging was developed by considering the correlation between the impact properties and fracture toughness, and by using the stochastic process theory. Thus, the thermal aging performance reliability and reliability life of the main pipeline with multi-parameter were obtained, which provides the scientific basis for the optimization management of the aging maintenance decision making for nuclear power plant main pipelines. (authors)

Extended Kalman filtering for model-based sensor fusion in robotics

International Nuclear Information System (INIS)

Fujii, Yuji; Wehe, D.K.; Lee, J.C.

1990-01-01

Remote surveillance and maintenance in advanced nuclear power plants will benefit from the increased utilization of mobile robotic systems. For these robotic systems to function most effectively in hazardous environments, they should be able to make decisions and take necessary actions with minimal human supervision. To accomplish this, the robot must be able to construct an accurate model of the power plant environment from diverse sensory data and a priori maps. In this paper, the authors demonstrate how a recursive parameter estimation technique known as Kalman filtering can integrate noisy data from various sensors to construct a consistent representation of the sensed environment

Adaptive digital filters

CERN Document Server

Kovačević, Branko; Milosavljević, Milan

2013-01-01

“Adaptive Digital Filters” presents an important discipline applied to the domain of speech processing. The book first makes the reader acquainted with the basic terms of filtering and adaptive filtering, before introducing the field of advanced modern algorithms, some of which are contributed by the authors themselves. Working in the field of adaptive signal processing requires the use of complex mathematical tools. The book offers a detailed presentation of the mathematical models that is clear and consistent, an approach that allows everyone with a college level of mathematics knowledge to successfully follow the mathematical derivations and descriptions of algorithms.   The algorithms are presented in flow charts, which facilitates their practical implementation. The book presents many experimental results and treats the aspects of practical application of adaptive filtering in real systems, making it a valuable resource for both undergraduate and graduate students, and for all others interested in m...

Blended particle filters for large-dimensional chaotic dynamical systems

Science.gov (United States)

Majda, Andrew J.; Qi, Di; Sapsis, Themistoklis P.

2014-01-01

A major challenge in contemporary data science is the development of statistically accurate particle filters to capture non-Gaussian features in large-dimensional chaotic dynamical systems. Blended particle filters that capture non-Gaussian features in an adaptively evolving low-dimensional subspace through particles interacting with evolving Gaussian statistics on the remaining portion of phase space are introduced here. These blended particle filters are constructed in this paper through a mathematical formalism involving conditional Gaussian mixtures combined with statistically nonlinear forecast models compatible with this structure developed recently with high skill for uncertainty quantification. Stringent test cases for filtering involving the 40-dimensional Lorenz 96 model with a 5-dimensional adaptive subspace for nonlinear blended filtering in various turbulent regimes with at least nine positive Lyapunov exponents are used here. These cases demonstrate the high skill of the blended particle filter algorithms in capturing both highly non-Gaussian dynamical features as well as crucial nonlinear statistics for accurate filtering in extreme filtering regimes with sparse infrequent high-quality observations. The formalism developed here is also useful for multiscale filtering of turbulent systems and a simple application is sketched below. PMID:24825886

Particle filtering for passive fathometer tracking.

Science.gov (United States)

Michalopoulou, Zoi-Heleni; Yardim, Caglar; Gerstoft, Peter

2012-01-01

Seabed interface depths and fathometer amplitudes are tracked for an unknown and changing number of sub-bottom reflectors. This is achieved by incorporating conventional and adaptive fathometer processors into sequential Monte Carlo methods for a moving vertical line array. Sediment layering information and time-varying fathometer response amplitudes are tracked by using a multiple model particle filter with an uncertain number of reflectors. Results are compared to a classical particle filter where the number of reflectors is considered to be known. Reflector tracking is demonstrated for both conventional and adaptive processing applied to the drifting array data from the Boundary 2003 experiment. The layering information is successfully tracked by the multiple model particle filter even for noisy fathometer outputs. © 2012 Acoustical Society of America.

Deposition of Aerosol Particles in Electrically Charged Membrane Filters

Energy Technology Data Exchange (ETDEWEB)

Stroem, L

1972-05-15

A theory for the influence of electric charge on particle deposition on the surface of charged filters has been developed. It has been tested experimentally on ordinary membrane filters and Nuclepore filters of 8 mum pore size, with a bipolar monodisperse test aerosol of 1 mum particle diameter, and at a filter charge up to 20 muC/m2. Agreement with theory was obtained for the Coulomb force between filter and particle for both kinds of filters. The image force between charged filter and neutral particles did not result in the predicted deposition in the ordinary membrane filter, probably due to lacking correspondence between the filter model employed for the theory, and the real filter. For the Nuclepore filter a satisfactory agreement with theory was obtained, also at image interaction

Tunable thin-film optical filters for hyperspectral microscopy

Science.gov (United States)

Favreau, Peter F.; Rich, Thomas C.; Prabhat, Prashant; Leavesley, Silas J.

2013-02-01

Hyperspectral imaging was originally developed for use in remote sensing applications. More recently, it has been applied to biological imaging systems, such as fluorescence microscopes. The ability to distinguish molecules based on spectral differences has been especially advantageous for identifying fluorophores in highly autofluorescent tissues. A key component of hyperspectral imaging systems is wavelength filtering. Each filtering technology used for hyperspectral imaging has corresponding advantages and disadvantages. Recently, a new optical filtering technology has been developed that uses multi-layered thin-film optical filters that can be rotated, with respect to incident light, to control the center wavelength of the pass-band. Compared to the majority of tunable filter technologies, these filters have superior optical performance including greater than 90% transmission, steep spectral edges and high out-of-band blocking. Hence, tunable thin-film optical filters present optical characteristics that may make them well-suited for many biological spectral imaging applications. An array of tunable thin-film filters was implemented on an inverted fluorescence microscope (TE 2000, Nikon Instruments) to cover the full visible wavelength range. Images of a previously published model, GFP-expressing endothelial cells in the lung, were acquired using a charge-coupled device camera (Rolera EM-C2, Q-Imaging). This model sample presents fluorescently-labeled cells in a highly autofluorescent environment. Linear unmixing of hyperspectral images indicates that thin-film tunable filters provide equivalent spectral discrimination to our previous acousto-optic tunable filter-based approach, with increased signal-to-noise characteristics. Hence, tunable multi-layered thin film optical filters may provide greatly improved spectral filtering characteristics and therefore enable wider acceptance of hyperspectral widefield microscopy.

Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

Science.gov (United States)

Ballabrera-Poy, Joaquim; Busalacchi, Antonio J.; Murtugudde, Ragu

2000-01-01

A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N. In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions I up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

A kinetic study of biological Cr(VI) reduction in trickling filters with different filter media types

International Nuclear Information System (INIS)

Dermou, E.; Vayenas, D.V.

2007-01-01

Two pilot-scale trickling filters were used in order to estimate Cr(VI) reduction through biological mechanisms in biofilm reactors operated in SBR mode with recirculation using different filter media types, i.e. plastic media and calcitic gravel. The feed concentrations of Cr(VI) examined were about 5, 10, 20, 30, 50 and 100 mg/l, while the concentration of the organic carbon was constant at 400 mg/l, in order to avoid carbon limitations in the bulk liquid. Maximum reduction rates of 4.8 and 4.7 g Cr(VI)/d were observed for feed Cr(VI) concentration of about 5 mg Cr(VI)/l, for the filters with the plastic support material and the gravel media, respectively. The reduction rates were significantly affected by the feed Cr(VI) concentration in both bioreactors. A dual-enzyme kinetic model was used in order to describe Cr(VI) reduction by aerobically grown mixed cultures. Model predictions were found to correspond very closely to experimental quantitative observations of Cr(VI) reduction at both pilot-scale trickling filters used

Filter assembly for metallic and intermetallic tube filters

Science.gov (United States)

Alvin, Mary Anne; Lippert, Thomas E.; Bruck, Gerald J.; Smeltzer, Eugene E.

2001-01-01

A filter assembly (60) for holding a filter element (28) within a hot gas cleanup system pressure vessel is provided, containing: a filter housing (62), said filter housing having a certain axial length and having a peripheral sidewall, said sidewall defining an interior chamber (66); a one piece, all metal, fail-safe/regenerator device (68) within the interior chamber (66) of the filter housing (62) and/or extending beyond the axial length of the filter housing, said device containing an outward extending radial flange (71) within the filter housing for seating an essential seal (70), the device also having heat transfer media (72) disposed inside and screens (80) for particulate removal; one compliant gasket (70) positioned next to and above the outward extending radial flange of the fail-safe/regenerator device; and a porous metallic corrosion resistant superalloy type filter element body welded at the bottom of the metal fail-safe/regenerator device.