Search results for: log-normal clutter

Authors: Vinod Kumar Jaysaval, Prateek Agarwal

Abstract:

Performance prediction of airborne radar is a challenging and cumbersome task in clutter scenario for different types of targets. A generalized model requires to predict the performance of Radar for air targets as well as ground moving targets. In this paper, we propose a generalized model to bring out the performance of airborne radar for different Pulsed Repetition Frequency (PRF) as well as different type of targets. The model provides a platform to bring out different subsystem parameters for different applications and performance requirements under different types of clutter terrain.

Keywords: airborne radar, blind zone, clutter, probability of detection

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Authors: Nitaya Buntao

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This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

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Authors: Ruomeng Xiao, Zhulin Zong, Longfa Yang

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Aiming at the problem that the target signal is difficult to detect under the strong ground clutter environment, this paper proposes a clutter suppression algorithm based on the combination of singular value decomposition and the Mallat fast wavelet algorithm. The method first carries out singular value decomposition on the radar echo data matrix, realizes the initial separation of target and clutter through the threshold processing of singular value, and then carries out wavelet decomposition on the echo data to find out the target location, and adopts the discard method to select the appropriate decomposition layer to reconstruct the target signal, which ensures the minimum loss of target information while suppressing the clutter. After the verification of the measured data, the method has a significant effect on the target extraction under low SCR, and the target reconstruction can be realized without the prior position information of the target and the method also has a certain enhancement on the output SCR compared with the traditional single wavelet processing method.

Keywords: clutter suppression, singular value decomposition, wavelet transform, Mallat algorithm, low SCR

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Authors: Lina Pan

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In non-Gaussian clutter of a spherically invariant random vector, in the cases that a certain estimated covariance matrix could become singular, the adaptive target detection of high-range-resolution radar is addressed. Firstly, the restricted maximum likelihood (RML) estimates of unknown covariance matrix and scatterer amplitudes are derived for non-Gaussian clutter. And then the RML estimate of texture is obtained. Finally, a novel detector is devised. It is showed that, without secondary data, the proposed detector outperforms the existing Kelly binary integrator.

Keywords: non-Gaussian clutter, covariance matrix estimation, target detection, maximum likelihood

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Authors: Bouchemha Amel, Chachoui Takieddine, H. Maalem

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Automatic detection of targets in a modern communication system RADAR is based primarily on the concept of adaptive CFAR detector. To have an effective detection, we must minimize the influence of disturbances due to the clutter. The detection algorithm adapts the CFAR detection threshold which is proportional to the average power of the clutter, maintaining a constant probability of false alarm. In this article, we analyze the performance of two variants of adaptive algorithms CA-CFAR and OS-CFAR and we compare the thresholds of these detectors in the marine environment (no-Gaussian) with a Weibull distribution.

Keywords: CFAR, threshold, clutter, distribution, Weibull, detection

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Authors: D. Venu, N. V. Koteswara Rao

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Space – time adaptive processing (STAP) is an effective tool for detecting a moving target in spaceborne or airborne radar systems. Since airborne passive radar systems utilize broadcast, navigation and excellent communication signals to perform various surveillance tasks and also has attracted significant interest from the distinct past, therefore the need of the hour is to have cost effective systems as compared to conventional active radar systems. Moreover, requirements of small number of secondary samples for effective clutter suppression in bi-static passive radar offer abundant illuminator resources for passive surveillance radar systems. This paper presents a framework for incorporating knowledge sources directly in the space-time beam former of airborne adaptive radars. STAP algorithm for clutter mitigation for passive bi-static radar has better quantitation of the reduction in sample size thereby amalgamating the earlier data bank with existing radar data sets. Also, we proposed a novel method to estimate the clutter matrix and perform STAP for efficient clutter suppression based on small sample size. Furthermore, the effectiveness of the proposed algorithm is verified using MATLAB simulations in order to validate STAP algorithm for passive bi-static radar. In conclusion, this study highlights the importance for various applications which augments traditional active radars using cost-effective measures.

Keywords: bistatic radar, clutter, covariance matrix passive radar, STAP

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Authors: M. Z. Raqab, Debasis Kundu, M. A. Meraou

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In this paper, we have analyzed maximum precipitation data during a particular period of time obtained from different stations in the Global Historical Climatological Network of the USA. One important point to mention is that some stations are shut down on certain days for some reason or the other. Hence, the maximum values are recorded by excluding those readings. It is assumed that the number of stations that operate follows zero-truncated Poisson random variables, and the daily precipitation follows a lognormal random variable. We call this model a compound truncated Poisson lognormal model. The proposed model has three unknown parameters, and it can take a variety of shapes. The maximum likelihood estimators can be obtained quite conveniently using Expectation-Maximization (EM) algorithm. Approximate maximum likelihood estimators are also derived. The associated confidence intervals also can be obtained from the observed Fisher information matrix. Simulation results have been performed to check the performance of the EM algorithm, and it is observed that the EM algorithm works quite well in this case. When we analyze the precipitation data set using the proposed model, it is observed that the proposed model provides a better fit than some of the existing models.

Keywords: compound Poisson lognormal distribution, EM algorithm, maximum likelihood estimation, approximate maximum likelihood estimation, Fisher information, skew distribution

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Authors: Boudemagh Naime

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Automatic radar detection requires some methods of adapting to variations in the background clutter in order to control their false alarm rate. The problem becomes more complicated in non-Gaussian environment. In fact, the conventional approach in real time applications requires a complex statistical modeling and much computational operations. To overcome these constraints, we propose another approach based on artificial neural network (ANN-CMLD-CFAR) using a Back Propagation (BP) training algorithm. The considered environment follows a log-normal distribution in the presence of multiple Rayleigh-targets. To evaluate the performances of the considered detector, several situations, such as scale parameter and the number of interferes targets, have been investigated. The simulation results show that the ANN-CMLD-CFAR processor outperforms the conventional statistical one.

Keywords: radat detection, ANN-CMLD-CFAR, log-normal clutter, statistical modelling

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Authors: A. E. El-Henawey, A. A. El-Kouny, M. M. Abd –El-Halim

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Moving target indication (MTI) which is an anti-clutter technique that limits the display of clutter echoes. It uses the radar received information primarily to display moving targets only. The purpose of MTI is to discriminate moving targets from a background of clutter or slowly-moving chaff particles as shown in this paper. Processing system in these radars is so massive and complex; since it is supposed to perform a great amount of processing in very short time, in most radar applications the response of a single canceler is not acceptable since it does not have a wide notch in the stop-band. A double-delay canceler is an MTI delay-line canceler employing the two-delay-line configuration to improve the performance by widening the clutter-rejection notches, as compared with single-delay cancelers. This canceler is also called a double canceler, dual-delay canceler, or three-pulse canceler. In this paper, a double delay line canceler is chosen for study due to its simplicity in both concept and implementation. Discussing the implementation of a simple digital moving target indicator (DMTI) using FPGA which has distinct advantages compared to other application specific integrated circuit (ASIC) for the purposes of this work. The FPGA provides flexibility and stability which are important factors in the radar application.

Keywords: FPGA, MTI, double delay line canceler, Doppler Shift

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Authors: Weihao Wang, Zhulin Zong

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Two-dimensional ordered statistical constant false alarm detection is a widely used method for detecting weak target signals in radar signal processing applications. The method is based on analyzing the statistical characteristics of the noise and clutter present in the radar signal and then using this information to set an appropriate detection threshold. In this approach, the reference cell of the unit to be detected is divided into several reference subunits. These subunits are used to estimate the noise level and adjust the detection threshold, with the aim of minimizing the false alarm rate. By using an ordered statistical approach, the method is able to effectively suppress the influence of clutter and noise, resulting in a low false alarm rate. The detection process involves a number of steps, including filtering the input radar signal to remove any noise or clutter, estimating the noise level based on the statistical characteristics of the reference subunits, and finally, setting the detection threshold based on the estimated noise level. One of the main advantages of two-dimensional ordered statistical constant false alarm detection is its ability to detect weak target signals in the presence of strong clutter and noise. This is achieved by carefully analyzing the statistical properties of the signal and using an ordered statistical approach to estimate the noise level and adjust the detection threshold. In conclusion, two-dimensional ordered statistical constant false alarm detection is a powerful technique for detecting weak target signals in radar signal processing applications. By dividing the reference cell into several subunits and using an ordered statistical approach to estimate the noise level and adjust the detection threshold, this method is able to effectively suppress the influence of clutter and noise and maintain a low false alarm rate.

Keywords: two-dimensional, ordered statistical, constant false alarm, detection, weak target signals

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Authors: Hannah F. Opayinka, Adedayo A. Adepoju

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This study is an extension of a prior study on the modification of the existing m-out-of-n (moon) bootstrap method for heavy-tailed distributions in which modified m-out-of-n (mmoon) was proposed as an alternative method to the existing moon technique. In this study, both moon and mmoon techniques were applied to two real income datasets which followed Lognormal and Pareto distributions respectively with finite variances. The performances of these two techniques were compared using Standard Error (SE) and Root Mean Square Error (RMSE). The findings showed that mmoon outperformed moon bootstrap in terms of smaller SEs and RMSEs for all the sample sizes considered in the two datasets.

Keywords: Bootstrap, income data, lognormal distribution, Pareto distribution

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Authors: Fanqiang Kong, Jindong Zhang, Daiyin Zhu

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Space-time adaptive processing (STAP) techniques have been motivated as a key enabling technology for advanced airborne radar applications. In this paper, the notion of cognitive radar is extended to STAP technique, and cognitive STAP is discussed. The principle for improving signal-to-clutter ratio (SCNR) based on slow-time coding is given, and the corresponding optimization algorithm based on cyclic and power-like algorithms is presented. Numerical examples show the effectiveness of the proposed method.

Keywords: space-time adaptive processing (STAP), airborne radar, signal-to-clutter ratio, slow-time coding

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Authors: Zhe Li, Aihua Cai

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Aiming at the problem of high-density clutter and interference affecting radar detection target track initiation in ECM and complex radar mission, the traditional radar target track initiation method has been difficult to adapt. To this end, we propose a multi-algorithm fusion learning track initiation algorithm, which transforms the track initiation problem into a true-false track discrimination problem, and designs an algorithm based on 1DCNN(One-Dimensional CNN)combined with Bi-LSTM (Bi-Directional Long Short-Term Memory )for fusion classification. The experimental dataset consists of real trajectories obtained from a certain type of three-coordinate radar measurements, and the experiments are compared with traditional trajectory initiation methods such as rule-based method, logical-based method and Hough-transform-based method. The simulation results show that the overall performance of the multi-algorithm fusion learning track initiation algorithm is significantly better than that of the traditional method, and the real track initiation rate can be effectively improved under high clutter density with the average initiation time similar to the logical method.

Keywords: track initiation, multi-algorithm fusion, 1DCNN, Bi-LSTM

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Authors: Vladimir Kulyukin, Tanwir Zaman, Sarat Kiran Andhavarapu

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Research on nutrition label use identifies four factors that impede comprehension and retention of nutrition information by consumers: label’s location on the package, presentation of information within the label, label’s surface size, and surrounding visual clutter. In this paper, a system is presented that makes nutrition label use more effective for nutrition information comprehension and retention. The system’s front end is a smartphone application. The system’s back end is a four node Linux cluster for image recognition and data storage. Image frames captured on the smartphone are sent to the back end for skewed or aligned barcode recognition. When barcodes are recognized, corresponding nutrition labels are retrieved from a cloud database and presented to the user on the smartphone’s touchscreen. Each displayed nutrition label is positioned centrally on the touchscreen with no surrounding visual clutter. Wikipedia links to important nutrition terms are embedded to improve comprehension and retention of nutrition information. Standard touch gestures (e.g., zoom in/out) available on mainstream smartphones are used to manipulate the label’s surface size. The nutrition label database currently includes 200,000 nutrition labels compiled from public web sites by a custom crawler. Stress test experiments with the node cluster are presented. Implications for proactive nutrition management and food policy are discussed.

Keywords: mobile computing, cloud computing, nutrition label use, nutrition management, barcode scanning

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Authors: Viriyavudh Sim, WooYoung Jung

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Window system in high rise building is occasionally subjected to an excessive wind intensity, particularly during typhoon. The failure of window system did not affect overall safety of structural performance; however, it could endanger the safety of the residents. In this paper, comparison of fragility curves for window system of two residential buildings was studied. The probability of failure for individual window was determined with Monte Carlo Simulation method. Then, lognormal cumulative distribution function was used to represent the fragility. The results showed that windows located on the edge of leeward wall were more susceptible to wind load and the probability of failure for each window panel increased at higher floors.

Keywords: wind fragility, window system, high rise building, wind disaster

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Authors: Anatoly D. Pluzhnikov, Elena N. Pribludova, Alexander G. Ryndyk

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In conjunction with the problem of the target selection on a clutter background, the analysis of the scanning rate influence on the spatial-temporal signal structure, the generalized multivariate correlation function and the quality of the resolution with the increase pulse repetition frequency is made. The possibility of the object space-distance resolution, which is conditioned by the range-to-angle conversion with an increased scanning rate, is substantiated. The calculations for the real cylindrical array at high scanning rate are presented. The high scanning rate let to get the signal to noise improvement of the order of 10 dB for the space-time signal processing.

Keywords: antenna pattern, array, signal processing, spatial resolution

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Authors: Victor Emeli, Akansel Cosgun

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This paper explores the navigation among movable obstacles (NAMO) problem and proposes joint path and push planning: which path to take and in what direction the obstacles should be pushed at, given a start and goal position. We present a planning algorithm for selecting a path and the obstacles to be pushed, where a rapidly-exploring random tree (RRT)-based heuristic is employed to calculate a minimal collision path. When it is necessary to apply a pushing force to slide an obstacle out of the way, the planners leverage means-end analysis through a dynamic physics simulation to determine the sequence of linear pushes to clear the necessary space. Simulation experiments show that our approach finds solutions in higher clutter percentages (up to 49%) compared to the straight-line push planner (37%) and RRT without pushing (18%).

Keywords: motion planning, path planning, push planning, robot navigation

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Authors: Alexander K. Guo

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PM2.5 poses a large threat to people’s health and the environment and is an issue of large concern in Beijing, brought to the attention of the government by the media. In addition, both the United States Embassy in Beijing and the government of China have increased monitoring of PM2.5 in recent years, and have made real-time data available to the public. This report utilizes hourly historical data (2008-2016) from the U.S. Embassy in Beijing for the first time. The first objective was to attempt to fit probability distributions to the data to better predict a number of days exceeding the standard, and the second was to uncover any yearly, seasonal, monthly, daily, and hourly patterns and trends that may arise to better understand of air control policy. In these data, 66,650 hours and 2687 days provided valid data. Lognormal, gamma, and Weibull distributions were fit to the data through an estimation of parameters. The Chi-squared test was employed to compare the actual data with the fitted distributions. The data were used to uncover trends, patterns, and improvements in PM2.5 concentration over the period of time with valid data in addition to specific periods of time that received large amounts of media attention, analyzed to gain a better understanding of causes of air pollution. The data show a clear indication that Beijing’s air quality is unhealthy, with an average of 94.07µg/m3 across all 66,650 hours with valid data. It was found that no distribution fit the entire dataset of all 2687 days well, but each of the three above distribution types was optimal in at least one of the yearly data sets, with the lognormal distribution found to fit recent years better. An improvement in air quality beginning in 2014 was discovered, with the first five months of 2016 reporting an average PM2.5 concentration that is 23.8% lower than the average of the same period in all years, perhaps the result of various new pollution-control policies. It was also found that the winter and fall months contained more days in both good and extremely polluted categories, leading to a higher average but a comparable median in these months. Additionally, the evening hours, especially in the winter, reported much higher PM2.5 concentrations than the afternoon hours, possibly due to the prohibition of trucks in the city in the daytime and the increased use of coal for heating in the colder months when residents are home in the evening. Lastly, through analysis of special intervals that attracted media attention for either unnaturally good or bad air quality, the government’s temporary pollution control measures, such as more intensive road-space rationing and factory closures, are shown to be effective. In summary, air quality in Beijing is improving steadily and do follow standard probability distributions to an extent, but still needs improvement. Analysis will be updated when new data become available.

Keywords: Beijing, distribution, patterns, pm2.5, trends

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Authors: Tian Xia, Yuan Yan Tang

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In order to obtain higher small target detection accuracy, this paper presents an effective algorithm inspired by the local contrast mechanism. The proposed method can enhance target signal and suppress background clutter simultaneously. In the first stage, a enhanced image is obtained using the proposed Weighted Laplacian of Gaussian. In the second stage, an adaptive threshold is adopted to segment the target. Experimental results on two changeling image sequences show that the proposed method can detect the bright and dark targets simultaneously, and is not sensitive to sea-sky line of the infrared image. So it is fit for IR small infrared target detection.

Keywords: small target detection, local contrast, human vision system, Laplacian of Gaussian

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Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

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This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.

Keywords: on-body channel communications, fading characteristics, statistical model, body movement

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Authors: Naime Boudemagh

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In this work, we aim to improve the detection performances of radar systems. To this end, we propose and analyze a novel censoring technique of undesirable samples, of priori unknown positions, that may be present in the environment under investigation. Therefore, we consider heterogeneous backgrounds characterized by the presence of some irregularities such that clutter edge transitions and/or interfering targets. The proposed detector, termed automatic censoring constant false alarm (AC-CFAR), operates exclusively in a Gaussian background. It is built to allow the segmentation of the environment to regions and switch automatically to the appropriate detector; namely, the cell averaging CFAR (CA-CFAR), the censored mean level CFAR (CMLD-CFAR) or the order statistic CFAR (OS-CFAR). Monte Carlo simulations show that the AC-CFAR detector performs like the CA-CFAR in a homogeneous background. Moreover, the proposed processor exhibits considerable robustness in a heterogeneous background.

Keywords: CFAR, automatic censoring, heterogeneous environments, radar systems

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Authors: Nguyen Van Loi, Le Thanh Son, Tran Trung Kien

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The paper deals with the problem of the formation of range profiles (RPs) for an X-band coastal surveillance radar. Two popular methods, the difference operator method, and the window-based method, are reviewed and analyzed via two tests with different datasets. The test results show that although the original window-based method achieves a better performance than the difference operator method, it has three main drawbacks that are the use of 3 or 4 peaks of an RP for creating the windows, the extension of the window size using the power sum of three adjacent cells in the left and the right sides of the windows and the same threshold applied for all types of vessels to finish the formation process of RPs. These drawbacks lead to inaccurate RPs due to the low signal-to-clutter ratio. Therefore, some suggestions are proposed to improve the original window-based method.

Keywords: range profile, difference operator method, window-based method, automatic target recognition

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Authors: Ceshi Sun, Yueyu Zhao, Yaobing Zhao, Zhiqiang Wang, Jian Peng, Pengxin Guo

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With the rapid development of transportation, there are more than 100 cable-stayed bridges with main span larger than 300 m in China. In order to ascertain the statistical relationships among the design parameters of stay cables and their distribution characteristics, 1500 cables were selected from 25 practical long-span cable-stayed bridges. A new relationship between the first order frequency and the length of cable was found by conducting the curve fitting. Then, based on this relationship other interesting relationships were deduced. Several probability density functions (PDFs) were used to investigate the distributions of the parameters of first order frequency, stress level and the Irvine parameter. It was found that these parameters obey the Lognormal distribution, the Weibull distribution and the generalized Pareto distribution, respectively. Scatter diagrams of the three parameters were plotted and their 95% confidence intervals were also investigated.

Keywords: cable, cable-stayed bridge, long-span, statistical analysis

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Authors: Shih-Kuei Lin

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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

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Authors: Marwane Ben Hcine, Ridha Bouallegue

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The aim of this work is to provide an original analytical framework for downlink effective SINR evaluation in LTE networks. The classical single carrier SINR performance evaluation is extended to multi-carrier systems operating over frequency selective channels. Extension is achieved by expressing the link outage probability in terms of the statistics of the effective SINR. For effective SINR computation, the exponential effective SINR mapping (EESM) method is used on this work. Closed-form expression for the link outage probability is achieved assuming a log skew normal approximation for single carrier case. Then we rely on the lognormal approximation to express the exponential effective SINR distribution as a function of the mean and standard deviation of the SINR of a generic subcarrier. Achieved formulas is easily computable and can be obtained for a user equipment (UE) located at any distance from its serving eNodeB. Simulations show that the proposed framework provides results with accuracy within 0.5 dB.

Keywords: LTE, OFDMA, effective SINR, log skew normal approximation

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Authors: M. F. Yilmaz, B. Ö. Çağlayan

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Fragility curve is an effective common used tool to determine the earthquake performance of structural and nonstructural components. Also, it is used to determine the nonlinear behavior of bridges. There are many historical bridges in the Turkish railway network; the earthquake performances of these bridges are needed to be investigated. To derive fragility curve Intensity measures (IMs) and Engineering demand parameters (EDP) are needed to be determined. And the relation between IMs and EDP are needed to be derived. In this study, a typical simply supported steel girder riveted railway bridge is studied. Fragility curves of this bridge are derived by two parameters lognormal distribution. Time history analyses are done for selected 60 real earthquake data to determine the relation between IMs and EDP. Moreover, efficiency, practicality, and sufficiency of three different IMs are discussed. PGA, Sa(0.2s) and Sa(1s), the most common used IMs parameters for fragility curve in the literature, are taken into consideration in terms of efficiency, practicality and sufficiency.

Keywords: railway bridges, earthquake performance, fragility analyses, selection of intensity measures

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Authors: Naime Boudemagh, Zoheir Hammoudi

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The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.

Keywords: parameters estimation, method of moments, automatic censoring, K distribution

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Authors: S. Dorbani, M. Badaoui, D. Benouar

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The aim of this paper is to investigate the effect of the building fundamental period of reinforced concrete buildings of (6, 9, and 12-storey), with different floor plans: Symmetric, mono-symmetric, and unsymmetric. These structures are erected at different epicentral distances. Using the Boumerdes, Algeria (2003) earthquake data, we focused primarily on the establishment of the deterministic formulation linking the base shear force to two parameters: The first one is the fundamental period that represents the numerical fingerprint of the structure, and the second one is the epicentral distance used to represent the impact of the earthquake on this force. In a second step, with a view to highlight the effect of uncertainty in these parameters on the analyzed response, these parameters are modeled as random variables with a log-normal distribution. The variability of the coefficients of variation of the chosen uncertain parameters, on the statistics on the seismic base shear force, showed that the effect of uncertainty on fundamental period on this force statistics is low compared to the epicentral distance uncertainty influence.

Keywords: base shear force, fundamental period, epicentral distance, uncertainty, lognormal variables, statistics

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Authors: Jaime Martín-de-Nicolás, David Mata-Moya, Nerea del-Rey-Maestre, Pedro Gómez-del-Hoyo, María-Pilar Jarabo-Amores

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Ship detection is nowadays quite an important issue in tasks related to sea traffic control, fishery management and ship search and rescue. Although it has traditionally been carried out by patrol ships or aircrafts, coverage and weather conditions and sea state can become a problem. Synthetic aperture radars can surpass these coverage limitations and work under any climatological condition. A fast CFAR ship detector based on a robust statistical modeling of sea clutter with respect to sea states in SAR images is used. In this paper, the minimum SNR required to obtain a given detection probability with a given false alarm rate for any sea state is determined. A Gaussian target model using real SAR data is considered. Results show that SNR does not depend heavily on the class considered. Provided there is some variation in the backscattering of targets in SAR imagery, the detection probability is limited and a post-processing stage based on morphology would be suitable.

Keywords: SAR, generalized gamma distribution, detection curves, radar detection

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Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

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