Increasing the Fisher Information Content in the Matter Power Spectrum by Non-linear Wavelet Weiner Filtering

We develop a purely mathematical tool to recover some of the information lost in the non-linear collapse of large-scale structure. From a set of 141 simulations of dark matter density fields, we construct a non-linear Weiner filter in order to separate Gaussian and non-Gaussian structure in wavelet space. We find that the non-Gaussian power is dominant at smaller scales, as expected from the theory of structure formation, while the Gaussian counterpart is damped by an order of magnitude on small scales. We find that it is possible to increase the Fisher information by a factor of three before reaching the translinear plateau, an effect comparable to other techniques like the linear reconstruction of the density field.Comment: 7 pages, 6 figures. Accepted for publication in The Astrophysical Journa

Modeling geometric-temporal context with directional pyramid co-occurrence for action recognition

In this paper, we present a new geometric-temporal representation for visual action recognition based on local spatio-temporal features. First, we propose a modified covariance descriptor under the log-Euclidean Riemannian metric to represent the spatio-temporal cuboids detected in the video sequences. Compared with previously proposed covariance descriptors, our descriptor can be measured and clustered in Euclidian space. Second, to capture the geometric-temporal contextual information, we construct a directional pyramid co-occurrence matrix (DPCM) to describe the spatio-temporal distribution of the vector-quantized local feature descriptors extracted from a video. DPCM characterizes the co-occurrence statistics of local features as well as the spatio-temporal positional relationships among the concurrent features. These statistics provide strong descriptive power for action recognition. To use DPCM for action recognition, we propose a directional pyramid co-occurrence matching kernel to measure the similarity of videos. The proposed method achieves the state-of-the-art performance and improves on the recognition performance of the bag-of-visual-words (BOVWs) models by a large margin on six public data sets. For example, on the KTH data set, it achieves 98.78% accuracy while the BOVW approach only achieves 88.06%. On both Weizmann and UCF CIL data sets, the highest possible accuracy of 100% is achieved

Hierarchical bounding structures for efficient virial computations: Towards a realistic molecular description of cholesterics

We detail the application of bounding volume hierarchies to accelerate second-virial evaluations for arbitrary complex particles interacting through hard and soft finite-range potentials. This procedure, based on the construction of neighbour lists through the combined use of recursive atom-decomposition techniques and binary overlap search schemes, is shown to scale sub-logarithmically with particle resolution in the case of molecular systems with high aspect ratios. Its implementation within an efficient numerical and theoretical framework based on classical density functional theory enables us to investigate the cholesteric self-assembly of a wide range of experimentally-relevant particle models. We illustrate the method through the determination of the cholesteric behaviour of hard, structurally-resolved twisted cuboids, and report quantitative evidence of the long-predicted phase handedness inversion with increasing particle thread angles near the phenomenological threshold value of $45^\circ$. Our results further highlight the complex relationship between microscopic structure and helical twisting power in such model systems, which may be attributed to subtle geometric variations of their chiral excluded-volume manifold

Conservative collision prediction and avoidance for stochastic trajectories in continuous time and space

Existing work in multi-agent collision prediction and avoidance typically assumes discrete-time trajectories with Gaussian uncertainty or that are completely deterministic. We propose an approach that allows detection of collisions even between continuous, stochastic trajectories with the only restriction that means and variances can be computed. To this end, we employ probabilistic bounds to derive criterion functions whose negative sign provably is indicative of probable collisions. For criterion functions that are Lipschitz, an algorithm is provided to rapidly find negative values or prove their absence. We propose an iterative policy-search approach that avoids prior discretisations and yields collision-free trajectories with adjustably high certainty. We test our method with both fixed-priority and auction-based protocols for coordinating the iterative planning process. Results are provided in collision-avoidance simulations of feedback controlled plants.Comment: This preprint is an extended version of a conference paper that is to appear in \textit{Proceedings of the 13th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2014)

Multitarget Tracking Using Orientation Estimation for Optical Belt Sorting

In optical belt sorting, accurate predictions of the bulk material particles’ motions are required for high-quality results. By implementing a multitarget tracker tailored to the scenario and deriving novel motion models, the predictions are greatly enhanced. The tracker’s reliability is improved by also considering the particles’ orientations. To this end, new estimators for directional quantities based on orthogonal basis functions are presented and shown to outperform the state of the art

Cosmic shear covariance matrix in wCDM: Cosmology matters

We present here the cosmo-SLICS, a new suite of simulations specially designed for the analysis of current and upcoming weak lensing data beyond the standard two-point cosmic shear. We sampled the [Ωm, σ8, h, w0] parameter space at 25 points organised in a Latin hyper-cube, spanning a range that contains most of the 2σ posterior distribution from ongoing lensing surveys. At each of these nodes we evolved a pair of N-body simulations in which the sampling variance is highly suppressed, and ray-traced the volumes 800 times to further increase the effective sky coverage. We extracted a lensing covariance matrix from these pseudo-independent light-cones and show that it closely matches a brute-force construction based on an ensemble of 800 truly independent N-body runs. More precisely, a Fisher analysis reveals that both methods yield marginalized two-dimensional constraints that vary by less than 6% in area, a result that holds under different survey specifications and that matches to within 15% the area obtained from an analytical covariance calculation. Extending this comparison with our 25 wCDM models, we probed the cosmology dependence of the lensing covariance directly from numerical simulations, reproducing remarkably well the Fisher results from the analytical models at most cosmologies. We demonstrate that varying the cosmology at which the covariance matrix is evaluated in the first place might have an order of magnitude greater impact on the parameter constraints than varying the choice of covariance estimation technique. We present a test case in which we generate fast predictions for both the lensing signal and its associated variance with a flexible Gaussian process regression emulator, achieving an accuracy of a few percent on the former and 10% on the latter

Robust and Optimal Methods for Geometric Sensor Data Alignment

Geometric sensor data alignment - the problem of finding the rigid transformation that correctly aligns two sets of sensor data without prior knowledge of how the data correspond - is a fundamental task in computer vision and robotics. It is inconvenient then that outliers and non-convexity are inherent to the problem and present significant challenges for alignment algorithms. Outliers are highly prevalent in sets of sensor data, particularly when the sets overlap incompletely. Despite this, many alignment objective functions are not robust to outliers, leading to erroneous alignments. In addition, alignment problems are highly non-convex, a property arising from the objective function and the transformation. While finding a local optimum may not be difficult, finding the global optimum is a hard optimisation problem. These key challenges have not been fully and jointly resolved in the existing literature, and so there is a need for robust and optimal solutions to alignment problems. Hence the objective of this thesis is to develop tractable algorithms for geometric sensor data alignment that are robust to outliers and not susceptible to spurious local optima. This thesis makes several significant contributions to the geometric alignment literature, founded on new insights into robust alignment and the geometry of transformations. Firstly, a novel discriminative sensor data representation is proposed that has better viewpoint invariance than generative models and is time and memory efficient without sacrificing model fidelity. Secondly, a novel local optimisation algorithm is developed for nD-nD geometric alignment under a robust distance measure. It manifests a wider region of convergence and a greater robustness to outliers and sampling artefacts than other local optimisation algorithms. Thirdly, the first optimal solution for 3D-3D geometric alignment with an inherently robust objective function is proposed. It outperforms other geometric alignment algorithms on challenging datasets due to its guaranteed optimality and outlier robustness, and has an efficient parallel implementation. Fourthly, the first optimal solution for 2D-3D geometric alignment with an inherently robust objective function is proposed. It outperforms existing approaches on challenging datasets, reliably finding the global optimum, and has an efficient parallel implementation. Finally, another optimal solution is developed for 2D-3D geometric alignment, using a robust surface alignment measure. Ultimately, robust and optimal methods, such as those in this thesis, are necessary to reliably find accurate solutions to geometric sensor data alignment problems

Estimation of Radio Channel Parameters

Kurzfassung Diese Dissertation behandelt die Schätzung der Modellparameter einer Momentanaufnahme des Mobilfunkkanals. Das besondere Augenmerk liegt zum einen auf der Entwicklung eines generischen Datenmodells für den gemessenen Funkkanal, welches für die hochauflösende Parameterschätzung geeignet ist. Der zweite Schwerpunkt dieser Arbeit ist die Entwicklung eines robusten Parameterschätzers für die Bestimmung der Parameter des entworfenen Modells aus Funkkanalmessdaten. Entsprechend dieser logischen Abfolge ist auch der Aufbau dieser Arbeit. Im ersten Teil wird ausgehend von einem aus der Literatur bekannten strahlenoptischen Modell eine algebraisch handhabbare Darstellung von beobachteten Wellenausbreitungspfaden entwickelt. Das mathematische Modell erlaubt die Beschreibung von SISO (single-input-single-output)- Übertragungssystemen, also von Systemen mit einer Sendeantenne und einer Empfangsantenne, als auch die Beschreibung von solchen Systemen mit mehreren Sende- und/oder Empfangsantennen. Diese Systeme werden im Allgemeinen auch als SIMO- (single-input-multiple-output), MISO- (multiple-input-single-output) oder MIMO-Systeme (multiple-input-multiple-output) bezeichnet. Im Gegensatz zu bekannten Konzepten enthält das entwickelte Modell keine Restriktionen bezüglich der modellierbaren Antennenarrayarchitekturen. Dies ist besonders wichtig in Hinblick auf die möglichst vollständige Erfassung der räumlichen Struktur des Funkkanals. Die Flexibilität des Modells ist eine Grundvoraussetzung für die optimale Anpassung der Antennenstruktur an die Messaufgabe. Eine solche angepasste Antennenarraystruktur ist zum Beispiel eine zylindrische Anordnung von Antennenelementen. Sie ist gut geeignet für die Erfassung der räumlichen Struktur des Funkkanals (Azimut und Elevation) in so genannten Outdoor- Funkszenarien. Weiterhin wird im ersten Teil eine neue Komponente des Funkkanaldatenmodells eingeführt, welche den Beitrag verteilter (diffuser) Streuungen zur Funkübertragung beschreibt. Die neue Modellkomponente spielt eine Schlüsselrolle bei der Entwicklung eines robusten Parameterschätzers im Hauptteil dieser Arbeit. Die fehlende Modellierung der verteilten Streuungen ist eine der Hauptursachen für die begrenzte Anwendbarkeit und die oft kritisierte fehlende Robustheit von hochauflösenden Funkkanalparameterschätzern, die in der Literatur etabliert sind. Das neue Datenmodell beschreibt die so genannten dominanten Ausbreitungspfade durch eine deterministische Abbildung der Pfadparameter auf den gemessenen Funkkanal. Der Beitrag der verteilten Streuungen wird mit Hilfe eines zirkularen mittelwertfreien Gaußschen Prozesses beschrieben. Die Modellparameter der verteilten Streuungen beschreiben dabei die Kovarianzmatrix dieses Prozesses. Basierend auf dem entwickelten Datenmodell wird im Anschluss kurz über aktuelle Konzepte für Funkkanalmessgeräte, so genannte Channel-Sounder, diskutiert. Im zweiten Teil dieser Arbeit werden in erster Linie Ausdrücke zur Bestimmung der erzielbaren Messgenauigkeit eines Channel-Sounders abgeleitet. Zu diesem Zweck wird die untere Schranke für die Varianz der geschätzten Modellparameter, das heißt der Messwerte, bestimmt. Als Grundlage für die Varianzabschätzung wird das aus der Parameterschätztheorie bekannte Konzept der Cramér-Rao-Schranke angewandt. Im Rahmen der Ableitung der Cramér-Rao-Schranke werden außerdem wichtige Gesichtspunkte für die Entwicklung eines effizienten Parameterschätzers diskutiert. Im dritten Teil der Arbeit wird ein Schätzer für die Bestimmung der Ausbreitungspfadparameter nach dem Maximum-Likelihood-Prinzip entworfen. Nach einer kurzen Übersicht über existierende Konzepte zur hochauflösenden Funkkanalparameterschätzung wird die vorliegende Schätzaufgabe analysiert und in Hinsicht ihres Typs klassifiziert. Unter der Voraussetzung, dass die Parameter der verteilten Streuungen bekannt sind, lässt sich zeigen, daß sich die Schätzung der Parameter der Ausbreitungspfade als ein nichtlineares gewichtetes kleinstes Fehlerquadratproblem auffassen lässt. Basierend auf dieser Erkenntnis wird ein generischer Algorithmus zur Bestimmung einer globalen Startlösung für die Parameter eines Ausbreitungspfades vorgeschlagen. Hierbei wird von dem Konzept der Structure-Least-Squares (SLS)-Probleme Gebrauch gemacht, um die Komplexität des Schätzproblems zu reduzieren. Im folgenden Teil dieses Abschnitts wird basierend auf aus der Literatur bekannten robusten numerischen Algorithmen ein Schätzer zur genauen Bestimmung der Ausbreitungspfadparameter abgeleitet. Im letzten Teil dieses Abschnitts wird die Anwendung unterraumbasierter Schätzer zur Bestimmung der Ausbreitungspfadparameter diskutiert. Es wird ein speichereffizienter Algorithmus zur Signalraumschätzung entwickelt. Dieser Algorithmus ist eine Grundvoraussetzung für die Anwendung von mehrdimensionalen Parameterschätzern wie zum Beispiel des R-D unitary ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) zur Bestimmung von Funkkanalparametern aus MIMO-Funkkanalmessungen. Traditionelle Verfahren zur Signalraumschätzung sind hier im Allgemeinen nicht anwendbar, da sie einen zu großen Speicheraufwand erfordern. Außerdem wird in diesem Teil gezeigt, dass ESPRIT-Algorithmen auch zur Parameterschätzung von Daten mit so genannter versteckter Rotations-Invarianzstruktur eingesetzt werden können. Als Beispiel wird ein ESPRIT-basierter Algorithmus zur Richtungsschätzung in Verbindung mit multibeam-Antennenarrays (CUBA) abgeleitet. Im letzten Teil dieser Arbeit wird ein Maximum-Likelihood-Schätzer für die neue Komponente des Funkkanals, welche die verteilten Streuungen beschreibt, entworfen. Ausgehend vom Konzept des iterativen Maximum-Likelihood-Schätzers wird ein Algorithmus entwickelt, der hinreichend geringe numerische Komplexität besitzt, so dass er praktisch anwendbar ist. In erster Linie wird dabei von der Toeplitzstruktur der zu schätzenden Kovarianzmatrix Gebrauch gemacht. Aufbauend auf dem Schätzer für die Parameter der Ausbreitungspfade und dem Schätzer für die Parameter der verteilten Streuungen wird ein Maximum-Likelihood-Schätzer entwickelt (RIMAX), der alle Parameter des in Teil I entwickelten Modells der Funkanalmessung im Verbund schätzt. Neben den geschätzten Parametern des Datenmodells liefert der Schätzer zusätzlich Zuverlässigkeitsinformationen. Diese werden unter anderem zur Bestimmung der Modellordnung, das heißt zur Bestimmung der Anzahl der dominanten Ausbreitungspfade, herangezogen. Außerdem stellen die Zuverlässigkeitsinformationen aber auch ein wichtiges Schätzergebnis dar. Die Zuverlässigkeitsinformationen machen die weitere Verarbeitung und Wertung der Messergebnisse möglich.The theme of this thesis is the estimation of model parameters of a radio channel snapshot. The main focus was the development of a general data model for the measured radio channel, suitable for both high resolution channel parameter estimation on the one hand, and the development of a robust parameter estimator for the parameters of the designed parametric radio channel model, in line with this logical work flow is this thesis. In the first part of this work an algebraic representation of observed propagation paths is developed using a ray-optical model known from literature. The algebraic framework is suitable for the description of SISO (single-input-single-output) radio transmission systems. A SISO system uses one antenna as the transmitter (Tx) and one antenna as the receiver (Rx). The derived expression for the propagation paths is also suitable to describe SIMO (single-input-multiple-output), MISO (multiple-input-single-output), and MIMO (multiple-input-multiple-output) radio channel measurements. In contrast to other models used for high resolution channel parameter estimation the derived model makes no restriction regarding the structure of the antenna array used throughout the measurement. This is important since the ultimate goal in radio channel sounding is the complete description of the spatial (angular) structure of the radio channel at Tx and Rx. The flexibility of the data model is a prerequisite for the optimisation of the antenna array structure with respect to the measurement task. Such an optimised antenna structure is a stacked uniform circular beam array, i.e., a cylindrical arrangement of antenna elements. This antenna array configuration is well suited for the measurement of the spatial structure of the radio channel at Tx and/or Rx in outdoor-scenarios. Furthermore, a new component of the radio channel model is introduced in the first part of this work. It describes the contribution of distributed (diffuse) scattering to the radio transmission. The new component is key for the development of a robust radio channel parameter estimator, which is derived in the main part of this work. The ignorance of the contribution of distributed scattering to radio propagation is one of the main reasons why high-resolution radio channel parameter estimators fail in practice. Since the underlying data model is wrong the estimators produce erroneous results. The improved model describes the so called dominant propagation paths by a deterministic mapping of the propagation path parameters to the channel observation. The contribution of the distributed scattering is modelled as a zero-mean circular Gaussian process. The parameters of the distributed scattering process determine the structure of the covariance matrix of this process. Based on this data model current concepts for radio channel sounding devices are discussed. In the second part of this work expressions for the accuracy achievable by a radio channel sounder are derived. To this end the lower bound on the variance of the measurements i.e. the parameter estimates is derived. As a basis for this evaluation the concept of the Cramér-Rao lower bound is employed. On the way to the Cramér-Rao lower bound for all channel model parameters, important issues for the development of an appropriate parameter estimator are discussed. Among other things the coupling of model parameters is also discussed. In the third part of this thesis, an estimator, for the propagation path parameters is derived. For the estimator the 'maximum-likelihood' approach is employed. After a short overview of existing high-resolution channel parameter estimators the estimation problem is classified. It is shown, that the estimation of the parameters of the propagation paths can be understood as a nonlinear weighted least squares problem, provided the parameters of the distributed scattering process are known. Based on this observation a general algorithm for the estimation of raw parameters for the observed propagation paths is developed. The algorithm uses the concept of structured-least-squares (SLS) and compressed maximum likelihood to reduce the numerical complexity of the estimation problem. A robust estimator for the precise estimation of the propagation path parameters is derived. The estimator is based on concepts well known from nonlinear local optimisation theory. In the last part of this chapter the application of subspace based parameter estimation algorithms for path parameter estimation is discussed. A memory efficient estimator for the signal subspace needed by, e.g., R-D unitary ESPRIT is derived. This algorithm is a prerequisite for the application of signal subspace based algorithms to MIMO-channel sounding measurements. Standard algorithms for signal subspace estimation (economy size SVD, singular value decomposition) are not suitable since they require an amount of memory which is too large. Furthermore, it is shown that ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) based algorithms can also be employed for parameter estimation from data having hidden rotation invariance structure. As an example an ESPRIT algorithm for angle estimation using circular uniform beam arrays (circular multi-beam antennas) is derived. In the final part of this work a maximum likelihood estimator for the new component of the channel model is developed. Starting with the concept of iterative maximum likelihood estimation, an algorithm is developed having a low computational complexity. The low complexity of the algorithm is achieved by exploiting the Toeplitz-structure of the covariance matrix to estimate. Using the estimator for the (concentrated, dominant, specular-alike) propagation paths and the parametric estimator for the covariance matrix of the process describing the distributed diffuse scattering a joint estimator for all channel parameter is derived (RIMAX). The estimator is a 'maximum likelihood' estimator and uses the genuine SAGE concept to reduce the computational complexity. The estimator provides additional information about the reliability of the estimated channel parameters. This reliability information is used to determine an appropriate model for the observation. Furthermore, the reliability information i.e. the estimate of the covariance matrix of all parameter estimates is also an important parameter estimation result. This information is a prerequisite for further processing and evaluation of the measured channel parameters