5 research outputs found

    Non-cooperative identification of civil aircraft using a generalised mutual subspace method

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    The subspace-based methods are effectively applied to classify sets of feature vectors by modelling them as subspaces. However, their application to the field of non-cooperative target identification of flying aircraft is barely seen in the literature. In these methods, setting the subspace dimensionality is always an issue. Here, it is demonstrated that a modified mutual subspace method, which uses softweights to set the importance of each subspace basis, is a promising classifier for identifying sets of range profiles coming from real in-flight targets with no need to set the subspace dimensionality in advance. The assembly of a recognition database is also a challenging task. In this study, this database comprises predicted range profiles coming from electromagnetic simulations. Even though the predicted and actual profiles differ, the high recognition rates achieved reveal that the algorithm might be a good candidate for its application in an operational target recognition system

    Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals

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    In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an infinite-dimensional and non-compact space as given, for example, by a Bayesian inverse problem with Gaussian random field prior. Under suitable assumptions the MLSMC method has the optimal O(ϵ2)O(\epsilon^{-2}) bound on the cost to obtain a mean-square error of O(ϵ2)O(\epsilon^2). The algorithm is accelerated by dimension-independent likelihood-informed (DILI) proposals designed for Gaussian priors, leveraging a novel variation which uses empirical sample covariance information in lieu of Hessian information, hence eliminating the requirement for gradient evaluations. The efficiency of the algorithm is illustrated on two examples: inversion of noisy pressure measurements in a PDE model of Darcy flow to recover the posterior distribution of the permeability field, and inversion of noisy measurements of the solution of an SDE to recover the posterior path measure

    Likelihood-informed dimension reduction for nonlinear inverse problems

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    The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the posterior may, in many problems, be confined to a relatively low-dimensional subspace of the parameter space. We present a dimension reduction approach that defines and identifies such a subspace, called the "likelihood-informed subspace" (LIS), by characterizing the relative influences of the prior and the likelihood over the support of the posterior distribution. This identification enables new and more efficient computational methods for Bayesian inference with nonlinear forward models and Gaussian priors. In particular, we approximate the posterior distribution as the product of a lower-dimensional posterior defined on the LIS and the prior distribution marginalized onto the complementary subspace. Markov chain Monte Carlo sampling can then proceed in lower dimensions, with significant gains in computational efficiency. We also introduce a Rao-Blackwellization strategy that de-randomizes Monte Carlo estimates of posterior expectations for additional variance reduction. We demonstrate the efficiency of our methods using two numerical examples: inference of permeability in a groundwater system governed by an elliptic PDE, and an atmospheric remote sensing problem based on Global Ozone Monitoring System (GOMOS) observations
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