Search results for: global nearest neighbor filter.

Authors: Takashi Shimizu, Tomoaki Hashimoto

Abstract:

Controlling the flow of fluids is a challenging problem that arises in many fields. Burgers’ equation is a fundamental equation for several flow phenomena such as traffic, shock waves, and turbulence. The optimal feedback control method, so-called model predictive control, has been proposed for Burgers’ equation. However, the model predictive control method is inapplicable to systems whose all state variables are not exactly known. In practical point of view, it is unusual that all the state variables of systems are exactly known, because the state variables of systems are measured through output sensors and limited parts of them can be only available. In fact, it is usual that flow velocities of fluid systems cannot be measured for all spatial domains. Hence, any practical feedback controller for fluid systems must incorporate some type of state estimator. To apply the model predictive control to the fluid systems described by Burgers’ equation, it is needed to establish a state estimation method for Burgers’ equation with limited measurable state variables. To this purpose, we apply unscented Kalman filter for estimating the state variables of fluid systems described by Burgers’ equation. The objective of this study is to establish a state estimation method based on unscented Kalman filter for Burgers’ equation. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, fluid systems, observer systems, unscented Kalman filter.

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Authors: M. R. Salehi, S. Khosroabadi

Abstract:

In this paper, the optical generation of three bands of continuously tunable millimeter-wave signals using an optical phase modulator (OPM) and a polarization state rotation filter (PSRF) as an optical notch filter is analyzed. The effect of the chromatic dispersion on millimeter-wave signals is presented.

Keywords: Optical generation, millimeter-wave, optical notchfilter , chromatic dispersion.

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Authors: Hassan El Maia, Ahmed Hammouch, Driss Aboutajdine

Abstract:

This work presents an approach for the construction of a hybrid color-texture space by using mutual information. Feature extraction is done by the Laws filter with SVM (Support Vectors Machine) as a classifier. The classification is applied on the VisTex database and a SPOT HRV (XS) image representing two forest areas in the region of Rabat in Morocco. The result of classification obtained in the hybrid space is compared with the one obtained in the RGB color space.

Keywords: Color, texture, laws filter, mutual information, SVM, hybrid space.

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Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

In this paper an efficient incomplete factorization preconditioner is proposed for the Least Mean Squares (LMS) adaptive filter. The proposed preconditioner is approximated from a priori knowledge of the factors of input correlation matrix with an incomplete strategy, motivated by the sparsity patter of the upper triangular factor in the QRD-RLS algorithm. The convergence properties of IPLMS algorithm are comparable with those of transform domain LMS(TDLMS) algorithm. Simulation results show efficiency and robustness of the proposed algorithm with reduced computational complexity.

Keywords: Autocorrelation matrix, Cholesky's factor, eigenvalue spread, Markov input.

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Authors: Yacine Ait Ali Yahia, Abderazak Guessoum

Abstract:

In this paper, a new method of image edge-detection and characterization is presented. “Parametric Filtering method" uses a judicious defined filter, which preserves the signal correlation structure as input in the autocorrelation of the output. This leads, showing the evolution of the image correlation structure as well as various distortion measures which quantify the deviation between two zones of the signal (the two Hamming signals) for the protection of an image edge.

Keywords: Edge detection, parametrable recursive filter, autocorrelation structure, distortion measurements.

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Authors: Yi Huang, Clemens Guehmann

Abstract:

In order to monitor the thermal behavior of an asynchronous machine with squirrel cage rotor, a 9th-order extended Kalman filter (EKF) algorithm is implemented to estimate the temperatures of the stator windings, the rotor cage and the stator core. The state-space equations of EKF are established based on the electrical, mechanical and the simplified thermal models of an asynchronous machine. The asynchronous machine with simplified thermal model in Dymola is compiled as DymolaBlock, a physical model in MATLAB/Simulink. The coolant air temperature, three-phase voltages and currents are exported from the physical model and are processed by EKF estimator as inputs. Compared to the temperatures exported from the physical model of the machine, three parts of temperatures can be estimated quite accurately by the EKF estimator. The online EKF estimator is independent from the machine control algorithm and can work under any speed and load condition if the stator current is nonzero current system.

Keywords: Asynchronous machine, extended Kalman filter, resistance, simulation, temperature estimation, thermal model.

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Authors: Jongwoo Lee, Dae-Eun Kang, Sang-Young Park

Abstract:

This study presents a precise relative navigational method for satellites flying in formation using laser-based intermittent measurement data. The measurement data for the relative navigation between two satellites consist of a relative distance measured by a laser instrument and relative attitude angles measured by attitude determination. The relative navigation solutions are estimated by both the Extended Kalman filter (EKF) and unscented Kalman filter (UKF). The solutions estimated by the EKF may become inaccurate or even diverge as measurement outage time gets longer because the EKF utilizes a linearization approach. However, this study shows that the UKF with the appropriate scaling parameters provides a stable and accurate relative navigation solutions despite the long measurement outage time and large initial error as compared to the relative navigation solutions of the EKF. Various navigation results have been analyzed by adjusting the scaling parameters of the UKF.

Keywords: Satellite relative navigation, laser-based measurement, intermittent measurement, unscented kalman filter.

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Authors: Consalva J. Msigwa, Beda J. Kundy, Bakari M. M. Mwinyiwiwa

Abstract:

In this paper the reference current for Voltage Source Converter (VSC) of the Shunt Active Power Filter (SAPF) is generated using Synchronous Reference Frame method, incorporating the PI controller with anti-windup scheme. The proposed method improves the harmonic filtering by compensating the winding up phenomenon caused by the integral term of the PI controller. Using Reference Frame Transformation, the current is transformed from om a - b - c stationery frame to rotating 0 - d - q frame. Using the PI controller, the current in the 0 - d - q frame is controlled to get the desired reference signal. A controller with integral action combined with an actuator that becomes saturated can give some undesirable effects. If the control error is so large that the integrator saturates the actuator, the feedback path becomes ineffective because the actuator will remain saturated even if the process output changes. The integrator being an unstable system may then integrate to a very large value, the phenomenon known as integrator windup. Implementing the integrator anti-windup circuit turns off the integrator action when the actuator saturates, hence improving the performance of the SAPF and dynamically compensating harmonics in the power network. In this paper the system performance is examined with Shunt Active Power Filter simulation model.

Keywords: Phase Locked Loop (PLL), Voltage SourceConverter (VSC), Shunt Active Power Filter (SAPF), PI, Pulse WidthModulation (PWM).

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Authors: Young-Seok Choi

Abstract:

We present a new framework of the data-reusing (DR) adaptive algorithms by incorporating a constraint on noise, referred to as a noise constraint. The motivation behind this work is that the use of the statistical knowledge of the channel noise can contribute toward improving the convergence performance of an adaptive filter in identifying a noisy linear finite impulse response (FIR) channel. By incorporating the noise constraint into the cost function of the DR adaptive algorithms, the noise constrained DR (NC-DR) adaptive algorithms are derived. Experimental results clearly indicate their superior performance over the conventional DR ones.

Keywords: Adaptive filter, data-reusing, least-mean square (LMS), affine projection (AP), noise constraint.

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Authors: Vickneswaran Jeyabalan, Andrews Samraj, Loo Chu Kiong

Abstract:

The noteworthy point in the advancement of Brain Machine Interface (BMI) research is the ability to accurately extract features of the brain signals and to classify them into targeted control action with the easiest procedures since the expected beneficiaries are of disabled. In this paper, a new feature extraction method using the combination of adaptive band pass filters and adaptive autoregressive (AAR) modelling is proposed and applied to the classification of right and left motor imagery signals extracted from the brain. The introduction of the adaptive bandpass filter improves the characterization process of the autocorrelation functions of the AAR models, as it enhances and strengthens the EEG signal, which is noisy and stochastic in nature. The experimental results on the Graz BCI data set have shown that by implementing the proposed feature extraction method, a LDA and SVM classifier outperforms other AAR approaches of the BCI 2003 competition in terms of the mutual information, the competition criterion, or misclassification rate.

Keywords: Adaptive autoregressive, adaptive bandpass filter, brain machine Interface, EEG, motor imaginary.

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Authors: U. Bottigli, D.Cascio, F. Fauci, B. Golosio, R. Magro, G.L. Masala, P. Oliva, G. Raso, S.Stumbo

Abstract:

Purpose of this work is the development of an automatic classification system which could be useful for radiologists in the investigation of breast cancer. The software has been designed in the framework of the MAGIC-5 collaboration. In the automatic classification system the suspicious regions with high probability to include a lesion are extracted from the image as regions of interest (ROIs). Each ROI is characterized by some features based on morphological lesion differences. Some classifiers as a Feed Forward Neural Network, a K-Nearest Neighbours and a Support Vector Machine are used to distinguish the pathological records from the healthy ones. The results obtained in terms of sensitivity (percentage of pathological ROIs correctly classified) and specificity (percentage of non-pathological ROIs correctly classified) will be presented through the Receive Operating Characteristic curve (ROC). In particular the best performances are 88% ± 1 of area under ROC curve obtained with the Feed Forward Neural Network.

Keywords: Neural Networks, K-Nearest Neighbours, SupportVector Machine, Computer Aided Diagnosis.

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Authors: Moatlhodi Wise Letshwenyo, Lesedi Lebogang

Abstract:

Botswana is an arid country that needs to start reusing wastewater as part of its water security plan. Pilot scale slow sand filtration in combination with roughing filter was investigated for the treatment of effluent from Botswana International University of Science and Technology to meet Botswana irrigation standards. The system was operated at hydraulic loading rates of 0.04 m/hr and 0.12 m/hr. The results show that the system was able to reduce turbidity from 262 Nephelometric Turbidity Units to a range between 18 and 0 Nephelometric Turbidity Units which was below 30 Nephelometric Turbidity Units threshold limit. The overall efficacy ranged between 61% and 100%. Suspended solids, Biochemical Oxygen Demand, and Chemical Oxygen Demand removal efficiency averaged 42.6%, 45.5%, and 77% respectively and all within irrigation standards. Other physio-chemical parameters were within irrigation standards except for bicarbonate ion which averaged 297.7±44 mg L^-1 in the influent and 196.22±50 mg L^-1 in the effluent which was above the limit of 92 mg L^-1, therefore averaging a reduction of 34.1% by the system. Total coliforms, fecal coliforms, and Escherichia coli in the effluent were initially averaging 1.1 log counts, 0.5 log counts, and 1.3 log counts respectively compared to corresponding influent log counts of 3.4, 2.7 and 4.1, respectively. As time passed, it was observed that only roughing filter was able to reach reductions of 97.5%, 86% and 100% respectively for faecal coliforms, Escherichia coli, and total coliforms. These organism numbers were observed to have increased in slow sand filter effluent suggesting multiplication in the tank. Water quality index value of 22.79 for the physio-chemical parameters suggests that the effluent is of excellent quality and can be used for irrigation purposes. However, the water quality index value for the microbial parameters (1820) renders the quality unsuitable for irrigation. It is concluded that slow sand filtration in combination with roughing filter is a viable option for the treatment of secondary effluent for reuse purposes. However, further studies should be conducted especially for the removal of microbial parameters using the system.

Keywords: Irrigation, roughing filter, slow sand filter, turbidity, water quality index.

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Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena

Abstract:

This paper proposes an efficient method for the design of two channel quadrature mirror filter (QMF) bank. To achieve minimum value of reconstruction error near to perfect reconstruction, a linear optimization process has been proposed. Prototype low pass filter has been designed using Kaiser window function. The modified algorithm has been developed to optimize the reconstruction error using linear objective function through iteration method. The result obtained, show that the performance of the proposed algorithm is better than that of the already exists methods.

Keywords: Filterbank, near perfect reconstruction, Kaiserwindow, QMF.

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Authors: Raghvendra Kumar, Lillie Dewan

Abstract:

Exchange algorithm with constraints on magnitude and phase error separately in new way is presented in this paper. An important feature of the algorithms presented in this paper is that they allow for design constraints which often arise in practical filter design problems. Meeting required minimum stopband attenuation or a maximum deviation from the desired magnitude and phase responses in the passbands are common design constraints that can be handled by the methods proposed here. This new algorithm may have important advantages over existing technique, with respect to the speed and stability of convergence, memory requirement and low ripples.

Keywords: Least square estimation, Constraints, Exchange algorithm.

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Authors: A. Maddi, A. Guessoum, D. Berkani

Abstract:

The purpose of this paper is to provide a practical example to the Linear Quadratic Gaussian (LQG) controller. This method includes a description and some discussion of the discrete Kalman state estimator. One aspect of this optimality is that the estimator incorporates all information that can be provided to it. It processes all available measurements, regardless of their precision, to estimate the current value of the variables of interest, with use of knowledge of the system and measurement device dynamics, the statistical description of the system noises, measurement errors, and uncertainty in the dynamics models. Since the time of its introduction, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation. For example, to determine the velocity of an aircraft or sideslip angle, one could use a Doppler radar, the velocity indications of an inertial navigation system, or the relative wind information in the air data system. Rather than ignore any of these outputs, a Kalman filter could be built to combine all of this data and knowledge of the various systems- dynamics to generate an overall best estimate of velocity and sideslip angle.

Keywords: Aircraft motion, Kalman filter, LQG control, Lateral stability, State estimator.

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Authors: Jungho Choi, Youngwan Cho

Abstract:

This paper presents an algorithm for the recognition and tracking of moving objects, 1/10 scale model car is used to verify performance of the algorithm. Presented algorithm for the recognition and tracking of moving objects in the paper is as follows. SURF algorithm is merged with Lucas-Kanade algorithm. SURF algorithm has strong performance on contrast, size, rotation changes and it recognizes objects but it is slow due to many computational complexities. Processing speed of Lucas-Kanade algorithm is fast but the recognition of objects is impossible. Its optical flow compares the previous and current frames so that can track the movement of a pixel. The fusion algorithm is created in order to solve problems which occurred using the Kalman Filter to estimate the position and the accumulated error compensation algorithm was implemented. Kalman filter is used to create presented algorithm to complement problems that is occurred when fusion two algorithms. Kalman filter is used to estimate next location, compensate for the accumulated error. The resolution of the camera (Vision Sensor) is fixed to be 640x480. To verify the performance of the fusion algorithm, test is compared to SURF algorithm under three situations, driving straight, curve, and recognizing cars behind the obstacles. Situation similar to the actual is possible using a model vehicle. Proposed fusion algorithm showed superior performance and accuracy than the existing object recognition and tracking algorithms. We will improve the performance of the algorithm, so that you can experiment with the images of the actual road environment.

Keywords: SURF, Optical Flow Lucas-Kanade, Kalman Filter, object recognition, object tracking.

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Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh K. Pandey

Abstract:

The edges of low contrast images are not clearly distinguishable to human eye. It is difficult to find the edges and boundaries in it. The present work encompasses a new approach for low contrast images. The Chebyshev polynomial based fractional order filter has been used for filtering operation on an image. The preprocessing has been performed by this filter on the input image. Laplacian of Gaussian method has been applied on preprocessed image for edge detection. The algorithm has been tested on two test images.

Keywords: Chebyshev polynomials, Fractional order differentiator, Laplacian of Gaussian (LoG) method, Low contrast image.

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Authors: K. Jaroensutasinee

Abstract:

The general global behavior of particle S a non-linear (Q - xy)2 potential cannot be revealed a Poincare surface of section method (PSS) because inost trajectories take practically infinitely long time to integrate numerically before they come back to the surface. In this study as an alternative to PSS, a multiple scale perturbation is applied to analyze global adiabatic, non-adiabatic and chaotic behavior of particles in this potential. It was found that the results can be summarized as a form of a Fermi-like map. Additionally, this method gives a variation of global stochasticity criteria with Q.

Keywords: Multiple Scak Perturbation The Poincare Surface or Section, Fermi Map

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Authors: Amin Sedighfar, M. R. Moniri

Abstract:

Determination of state of charge (SOC) in today’s world becomes an increasingly important issue in all the applications that include a battery. In fact, estimation of the SOC is a fundamental need for the battery, which is the most important energy storage in Hybrid Electric Vehicles (HEVs), smart grid systems, drones, UPS and so on. Regarding those applications, the SOC estimation algorithm is expected to be precise and easy to implement. This paper presents an online method for the estimation of the SOC of Valve-Regulated Lead Acid (VRLA) batteries. The proposed method uses the well-known Kalman Filter (KF), and Neural Networks (NNs) and all of the simulations have been done with MATLAB software. The NN is trained offline using the data collected from the battery discharging process. A generic cell model is used, and the underlying dynamic behavior of the model has used two capacitors (bulk and surface) and three resistors (terminal, surface, and end), where the SOC determined from the voltage represents the bulk capacitor. The aim of this work is to compare the performance of conventional integration-based SOC estimation methods with a mixed algorithm. Moreover, by containing the effect of temperature, the final result becomes more accurate. 

Keywords: Kalman filter, neural networks, state-of-charge, VRLA battery.

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Authors: Sorore Benabid

Abstract:

The Q-enhanced LC filters are the most used architecture in the Bandpass (BP) Continuous-Time (CT) Delta-Sigma (ΣΔ) modulators, due to their: high frequencies operation, high linearity than the active filters and a high quality factor obtained by Q-enhanced technique. This technique consists of the use of a negative resistance that compensate the ohmic losses in the on-chip inductor. However, this technique introduces a zero in the filter transfer function which will affect the modulator performances in term of Dynamic Range (DR), stability and in-band noise (Signal-to-Noise Ratio (SNR)). In this paper, we study the effect of this zero and we demonstrate that a calibration of the excess loop delay (ELD) is required to ensure the best performances of the modulator. System level simulations are done for a 2ndorder BP CT (ΣΔ) modulator at a center frequency of 300MHz. Simulation results indicate that the optimal ELD should be reduced by 13% to achieve the maximum SNR and DR compared to the ideal LC-based ΣΔ modulator.

Keywords: Continuous-time bandpass delta-sigma modulators, excess loop delay, on-chip inductor, Q-enhanced LC filter.

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Authors: Young-Seok Choi

Abstract:

This paper presents a normalized subband adaptive filtering (NSAF) algorithm to cope with the sparsity condition of an underlying system in the context of compressive sensing. By regularizing a weighted l1-norm of the filter taps estimate onto the cost function of the NSAF and utilizing a subgradient analysis, the update recursion of the l1-norm constraint NSAF is derived. Considering two distinct weighted l1-norm regularization cases, two versions of the l1-norm constraint NSAF are presented. Simulation results clearly indicate the superior performance of the proposed l1-norm constraint NSAFs comparing with the classical NSAF.

Keywords: Subband adaptive filtering, sparsity constraint, weighted l1-norm.

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Authors: Omid Sojodishijani, Saeed Ebrahimijam, Vahid Rostami

Abstract:

This paper presents an optimized algorithm for robot localization which increases the correctness and accuracy of the estimating position of mobile robot to more than 150% of the past methods [1] in the uncertain and noisy environment. In this method the odometry and vision sensors are combined by an adapted well-known discrete kalman filter [2]. This technique also decreased the computation process of the algorithm by DKF simple implementation. The experimental trial of the algorithm is performed on the robocup middle size soccer robot; the system can be used in more general environments.

Keywords: Discrete Kalman filter, odometry sensor, omnidirectional vision sensor, Robot Localization.

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Authors: S. Balaji, E. Golden Julie, Y. Harold Robinson

Abstract:

The context aware adaptive routing protocol is presented for unicast communication in intermittently connected mobile ad hoc networks (MANETs). The selection of the node is done by the Kalman filter prediction theory and it also makes use of utility functions. The context aware adaptive routing is defined by spray and wait technique, but the time consumption in delivering the message is too high and also the resource wastage is more. In this paper, we describe the spray and focus routing scheme for avoiding the existing problems.

Keywords: Context aware adaptive routing, Kalman filter prediction, spray and wait, spray and focus, intermittent networks.

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Authors: Othman Maklouf, Abdurazag Ghila, Ahmed Abdulla, Ameer Yousef

Abstract:

Land vehicle navigation system technology is a subject of great interest today. Global Positioning System (GPS) is a common choice for positioning in such systems. However, GPS alone is incapable of providing continuous and reliable positioning, because of its inherent dependency on external electromagnetic signals. Inertial Navigation is the implementation of inertial sensors to determine the position and orientation of a vehicle. As such, inertial navigation has unbounded error growth since the error accumulates at each step. Thus in order to contain these errors some form of external aiding is required. The availability of low cost Micro-Electro-Mechanical-System (MEMS) inertial sensors is now making it feasible to develop Inertial Navigation System (INS) using an inertial measurement unit (IMU), in conjunction with GPS to fulfill the demands of such systems. Typically IMU’s are very expensive systems; however this INS will use “low cost” components. Unfortunately with low cost also comes low performance and is the main reason for the inclusion of GPS and Kalman filtering into the system. The aim of this paper is to develop a GPS/MEMS INS integrated system, which is able to provide a navigation solution with accuracy levels appropriate for land vehicle navigation. The primary piece of equipment used was a MEMS-based Crista IMU (from Cloud Cap Technology Inc.) and a Garmin GPS 18 PC (which is both a receiver and antenna). The integration of GPS with INS can be implemented using a Kalman filter in loosely coupled mode. In this integration mode the INS error states, together with any navigation state (position, velocity, and attitude) and other unknown parameters of interest, are estimated using GPS measurements. All important equations regarding navigation are presented along with discussion.

Keywords: GPS, IMU, Kalman Filter.

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Authors: Kapil Dev Sharma, Kirat Pal, Costas Psychalinos

Abstract:

A new first order all-pass filter topology realized using current controlled current conveyors (CCCIIs) is introduced in this paper. Offered benefits are the high-impedance of the input node, the absence of external resistors because of the usage of CCCIIs with positive and negative intrinsic resistances, the presence of only grounded capacitors, and the capability of electronic adjustment of the phase shift through a single bias current. The correct operation of the introduced topology is conformed through simulation results, while its behavior is evaluated through comparison results.

Keywords: Active filters, All-pass filters, Analog signal processing, Current conveyors.

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Authors: Wei-Der Chang, Dai-Ming Chang, Eri-Wei Chiang, Chia-Hung Lin, Jian-Liung Chen

Abstract:

In this paper, a fractional-order FIR differentiator design method using the differential evolution (DE) algorithm is presented. In the proposed method, the FIR digital filter is designed to meet the frequency response of a desired fractal-order differentiator, which is evaluated in the frequency domain. To verify the design performance, another design method considered in the time-domain is also provided. Simulation results reveal the efficiency of the proposed method.

Keywords: Fractional-order differentiator, FIR digital filter, Differential evolution algorithm.

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Authors: Eric Kojo Wu Aikins

Abstract:

This paper contributes to the debate on the proximate causes of climate change. Also, it discusses the impact of the global temperature increases since the beginning of the twentieth century and the effectiveness of climate change models in isolating the primary cause (anthropogenic influences or natural variability in temperature) of the observed temperature increases that occurred within this period. The paper argues that if climate scientist and policymakers ignore the anthropogenic influence (greenhouse gases) on global warming on the pretense of lack of agreement among various climate models and their inability to account for all the necessary factors of global warming at all levels the current efforts of greenhouse emissions control and global warming as a whole could be exacerbated.

Keywords: Anthropogenic Effects, Arctic, Climate Change, Natural Variability.

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Authors: Yuan He, Yupin Luo, Dongcheng Hu

Abstract:

In this paper, we propose a novel variational method for unsupervised texture segmentation. We use a Gabor filter bank to extract texture features. Some of the filtered channels form a multidimensional Gaborian feature space. To avoid deforming contours directly in a vector-valued space we use a Gaussian mixture model to describe the statistical distribution of this space and get the boundary and region probabilities. Then a framework of geodesic active regions is applied based on them. In the end, experimental results are presented, and show that this method can obtain satisfied boundaries between different texture regions.

Keywords: Texture segmentation, Gabor filter, snakes, Geodesicactive regions

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Authors: U. Bottigli, R.Chiarucci, B. Golosio, G.L. Masala, P. Oliva, S.Stumbo, D.Cascio, F. Fauci, M. Glorioso, M. Iacomi, R. Magro, G. Raso

Abstract:

Purpose of this work is to develop an automatic classification system that could be useful for radiologists in the breast cancer investigation. The software has been designed in the framework of the MAGIC-5 collaboration. In an automatic classification system the suspicious regions with high probability to include a lesion are extracted from the image as regions of interest (ROIs). Each ROI is characterized by some features based generally on morphological lesion differences. A study in the space features representation is made and some classifiers are tested to distinguish the pathological regions from the healthy ones. The results provided in terms of sensitivity and specificity will be presented through the ROC (Receiver Operating Characteristic) curves. In particular the best performances are obtained with the Neural Networks in comparison with the K-Nearest Neighbours and the Support Vector Machine: The Radial Basis Function supply the best results with 0.89 ± 0.01 of area under ROC curve but similar results are obtained with the Probabilistic Neural Network and a Multi Layer Perceptron.

Keywords: Neural Networks, K-Nearest Neighbours, Support Vector Machine, Computer Aided Detection

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Authors: Hong Son Hoang, Remy Baraille

Abstract:

This paper addresses the problem of how one can improve the performance of a non-optimal filter. First the theoretical question on dynamical representation for a given time correlated random process is studied. It will be demonstrated that for a wide class of random processes, having a canonical form, there exists a dynamical system equivalent in the sense that its output has the same covariance function. It is shown that the dynamical approach is more effective for simulating and estimating a Markov and non- Markovian random processes, computationally is less demanding, especially with increasing of the dimension of simulated processes. Numerical examples and estimation problems in low dimensional systems are given to illustrate the advantages of the approach. A very useful application of the proposed approach is shown for the problem of state estimation in very high dimensional systems. Here a modified filter for data assimilation in an oceanic numerical model is presented which is proved to be very efficient due to introducing a simple Markovian structure for the output prediction error process and adaptive tuning some parameters of the Markov equation.

Keywords: Statistical simulation, canonical form, dynamical system, Markov and non-Markovian processes, data assimilation.

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