RLS Wiener Filter and Fixed-Point Smoother with Randomly Delayed or Uncertain Observations in Linear Discrete-Time Stochastic Systems

This paper designs the recursive least-squares (RLS) Wiener fixed-point smoother and filter from randomly delayed observed values by multiple sampling times or uncertain observations in linear discrete-time stochastic systems. The observed value is generated in terms of the delayed observed values or uncertain observed values. In the case of the observed value with delay or without delay, their probabilities are assigned. Here, each observation includes signal plus white observation noise. Related to the uncertain observed value with delay or without delay, the probability that the observation consists of only observation noise is allocated, according to the time delayed or not delayed. It is assumed that the delay and uncertain measurements are characterized by the Bernoulli random variables. The RLS Wiener estimators use the following information. (1) The system matrix. (2) The observation matrix. (3) The variance of the state vector. (4) The probabilities concerned with the delayed observation and the uncertain observation. (5) The variance of white observation noise

Asylum seekers and refugees in Indonesia: Problems and potentials

Asylum seekers and refugees in Indonesia increasingly experience protracted waiting times for permanent settlement in other countries. They have few, if any, legal rights, coupled with extremely limited financial resources and no access to government provided services. In response to the prospect of living for many years in this difficult and liminal space, a small community of refugees in the West Java town of Cisarua has built relationships, skills and confidence among themselves and with host Indonesians to respond to identified needs. This paper outlines the main political and policy frameworks affecting the lives of refugees in Indonesia and then draws on research interviews and participant observation to illustrate the resilience and agency utilised by the community to mitigate uncertain futures. The major focus is on education for asylum seeker/refugee children.  

Modelling activity times by hybrid synthetic method

Uncertain (manual) activity times impact a number of manufacturing system modules: plant and layout design, capacity analysis, operator assignment, process planning, scheduling and simulation. Direct observation cannot be used for non-existent production lines. A hybrid direct observation/synthetic method derived from Method Time Measurement available in industry is proposed. To determine accurate activity times required by heuristics and metaheuristics optimisation, manufacturing system modules are modelled by MILP and operator efficiency parameters are used for time standardisation. Among human factors considered are skill and ergonomics. Application to the sterilisation of reusable medical devices is extensively described. Experimental data taken from observation on the field and a worst-case date have shown the model direct applicability for professionals also to non-manufacturing cases

Enhanced cosmic-ray flux toward zeta Persei inferred from laboratory study of H3+ - e- recombination rate

The H3+ molecular ion plays a fundamental role in interstellar chemistry, as it initiates a network of chemical reactions that produce many interstellar molecules. In dense clouds, the H3+ abundance is understood using a simple chemical model, from which observations of H3+ yield valuable estimates of cloud path length, density, and temperature. On the other hand, observations of diffuse clouds have suggested that H3+ is considerably more abundant than expected from the chemical models. However, diffuse cloud models have been hampered by the uncertain values of three key parameters: the rate of H3+ destruction by electrons, the electron fraction, and the cosmic-ray ionisation rate. Here we report a direct experimental measurement of the H3+ destruction rate under nearly interstellar conditions. We also report the observation of H3+ in a diffuse cloud (towards zeta Persei) where the electron fraction is already known. Taken together, these results allow us to derive the value of the third uncertain model parameter: we find that the cosmic-ray ionisation rate in this sightline is forty times faster than previously assumed. If such a high cosmic-ray flux is indeed ubiquitous in diffuse clouds, the discrepancy between chemical models and the previous observations of H3+ can be resolved.Comment: 6 pages, Nature, in pres

Bond Liquidity Premia

Recent asset pricing models of limits to arbitrage emphasize the role of funding conditions faced by financial intermediaries. In the US, the repo market is the key funding market. Then, the premium of on-the-run U.S. Treasury bonds should share a common component with risk premia in other markets. This observation leads to the following identification strategy. We measure the value of funding liquidity from the cross-section of on-the-run premia by adding a liquidity factor to an arbitrage-free term structure model. As predicted, we find that funding liquidity explains the cross-section of risk premia. An increase in the value of liquidity predicts lower risk premia for on-the-run and off-the-run bonds but higher risk premia on LIBOR loans, swap contracts and corporate bonds. Moreover, the impact is large and pervasive through crisis and normal times. We check the interpretation of the liquidity factor. It varies with transaction costs, S&P500 valuation ratios and aggregate uncertainty. More importantly, the liquidity factor varies with narrow measures of monetary aggregates and measures of bank reserves. Overall, the results suggest that different securities serve, in part, and to varying degrees, to fulfill investors' uncertain future needs for cash depending on the ability of intermediaries to provide immediacy.Financial markets; Financial stability

A weighted least squares solution for space intersection of spaceborne stereo SAR data

The use of stereoscopic SAR images offers an alternative to interferometric SAR for the generation of digital elevation models (DEMs). The stereo radargrammetric method is robust and can generate DEMs of sufficient accuracy to geocode SAR images. Previous work has shown that ground coordinates with accuracy of four times the resolution cell can be obtained from ERS data without using any ground control points (GCPs), where the high accuracy of the orbit and satellite position of the order of metres introduce insignificant errors into the intersection procedure. The orbit data for RADARSAT is not as accurate as that for ERS, and the perpendicular relationship between the resultant velocity vector and the resultant range vector is uncertain in terms of image geometry. Hence, it is necessary to refine the method to allow for possible errors. This paper introduces a weighted space intersection algorithm based on an analysis of the predicted errors. A radargrammetric error model for observation errors is also formulated to predict the accuracy of the algorithm. The revised method can be used without any GCPs, but this can lead to systematic errors due to less accurate orbit data, and it has been found that the use of two GCPs provides a reasonable solution. The method is insensitive to the spatial distribution of GCPs, which is often critical in traditional methods. The error statistics of the results generated from 32 independent check points, distributed through the entire SAR image, approach the predicted errors and give positional accuracy of 38 m in three dimensions