8,984 research outputs found
Cram\'er-Rao Bounds for Polynomial Signal Estimation using Sensors with AR(1) Drift
We seek to characterize the estimation performance of a sensor network where
the individual sensors exhibit the phenomenon of drift, i.e., a gradual change
of the bias. Though estimation in the presence of random errors has been
extensively studied in the literature, the loss of estimation performance due
to systematic errors like drift have rarely been looked into. In this paper, we
derive closed-form Fisher Information matrix and subsequently Cram\'er-Rao
bounds (upto reasonable approximation) for the estimation accuracy of
drift-corrupted signals. We assume a polynomial time-series as the
representative signal and an autoregressive process model for the drift. When
the Markov parameter for drift \rho<1, we show that the first-order effect of
drift is asymptotically equivalent to scaling the measurement noise by an
appropriate factor. For \rho=1, i.e., when the drift is non-stationary, we show
that the constant part of a signal can only be estimated inconsistently
(non-zero asymptotic variance). Practical usage of the results are demonstrated
through the analysis of 1) networks with multiple sensors and 2) bandwidth
limited networks communicating only quantized observations.Comment: 14 pages, 6 figures, This paper will appear in the Oct/Nov 2012 issue
of IEEE Transactions on Signal Processin
Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs
This paper deals with linear-quadratic optimal control problems constrained by a parametric or stochastic elliptic or parabolic PDE. We address the (difficult) case that the state equation depends on a countable number of parameters i.e., on with , and that the PDE operator may depend non-affinely on the parameters. We consider tracking-type functionals and distributed as well as boundary controls. Building on recent results in [CDS1, CDS2], we show that the state and the control are analytic as functions depending on these parameters . We
establish sparsity of generalized polynomial chaos (gpc) expansions of both, state and control, in terms of the stochastic coordinate sequence of the random inputs, and prove convergence rates of best -term truncations of these expansions. Such truncations are the key for subsequent computations since they do {\em not} assume that the stochastic input data has a finite expansion. In the follow-up paper [KS2], we explain two methods how such best -term truncations can practically be computed, by greedy-type algorithms
as in [SG, Gi1], or by multilevel Monte-Carlo methods as in
[KSS]. The sparsity result allows in conjunction with adaptive wavelet Galerkin schemes for sparse, adaptive tensor discretizations of control problems constrained by linear elliptic and parabolic PDEs developed in [DK, GK, K], see [KS2]
Likelihood Consensus and Its Application to Distributed Particle Filtering
We consider distributed state estimation in a wireless sensor network without
a fusion center. Each sensor performs a global estimation task---based on the
past and current measurements of all sensors---using only local processing and
local communications with its neighbors. In this estimation task, the joint
(all-sensors) likelihood function (JLF) plays a central role as it epitomizes
the measurements of all sensors. We propose a distributed method for computing,
at each sensor, an approximation of the JLF by means of consensus algorithms.
This "likelihood consensus" method is applicable if the local likelihood
functions of the various sensors (viewed as conditional probability density
functions of the local measurements) belong to the exponential family of
distributions. We then use the likelihood consensus method to implement a
distributed particle filter and a distributed Gaussian particle filter. Each
sensor runs a local particle filter, or a local Gaussian particle filter, that
computes a global state estimate. The weight update in each local (Gaussian)
particle filter employs the JLF, which is obtained through the likelihood
consensus scheme. For the distributed Gaussian particle filter, the number of
particles can be significantly reduced by means of an additional consensus
scheme. Simulation results are presented to assess the performance of the
proposed distributed particle filters for a multiple target tracking problem
Detecting chaos in particle accelerators through the frequency map analysis method
The motion of beams in particle accelerators is dominated by a plethora of
non-linear effects which can enhance chaotic motion and limit their
performance. The application of advanced non-linear dynamics methods for
detecting and correcting these effects and thereby increasing the region of
beam stability plays an essential role during the accelerator design phase but
also their operation. After describing the nature of non-linear effects and
their impact on performance parameters of different particle accelerator
categories, the theory of non-linear particle motion is outlined. The recent
developments on the methods employed for the analysis of chaotic beam motion
are detailed. In particular, the ability of the frequency map analysis method
to detect chaotic motion and guide the correction of non-linear effects is
demonstrated in particle tracking simulations but also experimental data.Comment: Submitted for publication in Chaos, Focus Issue: Chaos Detection
Methods and Predictabilit
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