Sequential Monte Carlo Methods with Applications to Positioning and Tracking in Wireless Networks

This thesis is based on 5 papers exploring the filtering problem in non-linear non-Gaussian state-space models together with applications of Sequential Monte Carlo (also called particle filtering) methods to the positioning in wireless networks. The aim of the first paper is to study the performance of particle filtering techniques in mobile positioning using signal strength measurements. Two different approaches for mobile movement(polar and Cartesian)were used, combined with two different models for the received signal strength. The results of the simulation study showed better performance for particle filters based on a power model with varying propagation coefficient. The filters based on the polar model for mobile movement were found to be more precise in terms of mean squared error, but at the same time were more computationally intensive. The second paper represents the results of a simulation study on mobile positioning in multiply input multiply output (MIMO) settings. Three different particles filters were implemented for the positioning, and simulation results showed that all filters were able to achieve estimation accuracy required by Federal Communication Commission (FCC). Moreover, since dimensionality of the particle filter state space does not depend on the antenna configuration, it is possible to apply described filters in more sophisticated MIMO setup without changing the algorithms. In the third paper we investigated an algorithm for particles filtering in multidimensional state-space models which are decomposable in the states. We demonstrated using the simulations that the algorithm effectively reduces the computational time without a large precision loss. It is known that the quality of sequential Monte Carlo estimation depends on the number of particles involved. In the paper four we explored different strategies to increase the number of particles: correlated sampling and observation-driven sampling. The correlated sampling approach was further investigated in the fifth paper, where we employed the idea of using antithetic variates. We introduced a version of the standard auxiliary particle filter and concluded, based on the theoretical developments, that the asymptotic variance of the produced Monte Carlo estimates can be decreased by means of antithetic techniques when the particle filter is closed to fully adapted, which involves approximation of the so-called optimal proposal kernel. As an illustration, the method was applied to optimal filtering in state-space models

Antithetic sampling for sequential Monte Carlo methods with application to state-space models

In this paper, we cast the idea of antithetic sampling, widely used in standard Monte Carlo simulation, into the framework of sequential Monte Carlo methods. We propose a version of the standard auxiliary particle filter where the particles are mutated blockwise in such a way that all particles within each block are, first, offspring of a common ancestor and, second, negatively correlated conditionally on this ancestor. By deriving and examining the weak limit of a central limit theorem describing the convergence of the algorithm, we conclude that the asymptotic variance of the produced Monte Carlo estimates can be straightforwardly decreased by means of antithetic techniques when the particle filter is close to fully adapted, which involves approximation of the so-called optimal proposal kernel. As an illustration, we apply the method to optimal filtering in state-space models

Mobile Positioning in MIMO System Using Particle Filtering

Abstract—This paper represents the results of a simulation study on positioning of a mobile unit in MIMO settings. We used two different approaches for modeling the mobile movement, combined with a simple geometrical model for the MIMO channel. Three different particle filters were implemented for the position estimation. The results show that all three filters are able to achieve estimation accuracy required by Federal Communication Commission. The dimensionality of the particle filter state space is independent of the number of antenna elements, and it is possible to increase the number of antennas and use more sophisticated channel models without changing the filtering algorithms

Indications for hip and knee replacement in Sweden.

Objectives The aim of this paper was to compare selected indication parameters for patients scheduled for hip and knee replacement at orthopaedic units in Sweden. Methods Swedish orthopaedic clinics performing joint replacement were invited to enrol in the study. The study time was set to 2 years (from June 2006 to June 2008). The study subjects were patients undergoing hip or knee replacement for osteoarthritis (OA). For data collection, we used a Swedish priority criteria tool based on a translation from a form used in Canada with minor changes. The reliability and validity of the Swedish tool were investigated, with good reproducibility. The questionnaires (one for the doctor and one for the patient) were completed during decision making for surgery. Results Eleven hospitals enrolled in the study. In total, 2961 patients were included during the study period. Among these, 1662 were hip replacement patients and 1299 were knee replacement patients. The vast majority of patients undergoing hip or knee replacement had findings indicating severe OA, both clinically and radiologically according to the clinical priority tool. Statistically significant self-reported problems with pain at rest, walking and impaired activities of daily living were also observed. There were statistically significant differences in reported indications between the hospitals, both for hip OA patients and for knee OA patients. Conclusions A clinical priority criteria tool is a useful means of following changes in indications for certain procedures. It could also contribute to explaining differences in case mix when evaluating clinical outcome and patient satisfaction

Congenital cataract screening in maternity wards is effective: evaluation of the Paediatric Cataract Register of Sweden

Aim To study which eye-screening protocol prevails in Swedish maternity/neonatal wards, evaluate efficacy in a prospective study and compare results with earlier Swedish retrospective results. Methods Surveys were sent in 2006 to maternity/neonatal and women's health departments regarding screening policy. Response frequency was 96% (122/127). Data were derived from the Paediatric Cataract Register (PECARE), Sweden. All Swedish children diagnosed with congenital cataract and operated on before 1year of age between January 2007 and December 2009 were included. Statistical comparison with earlier retrospective results was performed. Results Eye screening is a routine protocol at a rate of 90% of Swedish maternity wards. Sixty-one children were included in the study. An increase was shown in case referrals from maternity wards compared to 10years ago (64% vs. 50%). Detection was performed within 6weeks of age in 75% of the cases. A significant difference between the probabilities of early referral (0.38; p<0.001, < 6weeks of age) and early surgery (0.36; p<0.001) (PECARE) was found in comparison with the historical data of no maternity-ward screening. Well-baby clinics were instrumental in early detection, as well. Conclusion Eye screening in maternity wards is effective. Clear Swedish directives are to be preferred

Knee arthroplasty in Denmark, Norway and Sweden. A pilot study from the Nordic Arthroplasty Register Association

Background and purpose The number of national arthroplasty registries is increasing. However, the methods of registration, classification, and analysis often differ. Methods We combined data from 3 Nordic knee arthroplasty registers, comparing demographics, methods, and overall results. Primary arthroplasties during the period 1997-2007 were included. Each register produced a dataset of predefined variables, after which the data were combined and descriptive and survival statistics produced. Results The incidence of knee arthroplasty increased in all 3 countries, but most in Denmark. Norway had the lowest number of procedures per hospital-less than half that of Sweden and Denmark. The preference for implant brands varied and only 3 total brands and 1 unicompartmental brand were common in all 3 countries. Use of patellar button for total knee arthroplasty was popular in Denmark (76%) but not in Norway (11%) or Sweden (14%). Uncemented or hybrid fixation of components was also more frequent in Denmark (22%) than in Norway (14%) and Sweden (2%). After total knee arthroplasty for osteoarthritis, the cumulative revision rate (CRR) was lowest in Sweden, with Denmark and Norway having a relative risk (RR) of 1.4 (95% CI: 1.3-1.6) and 1.6 (CI: 1.4-1.7) times higher. The result was similar when only including brands used in more than 200 cases in all 3 countries (AGC, Duracon, and NexGen). After unicompartmental arthroplasty for osteoarthritis, the CRR for all models was also lowest in Sweden, with Denmark and Norway having RRs of 1.7 (CI: 1.4-2.0) and 1.5 (CI: 1.3-1.8), respectively. When only the Oxford implant was analyzed, however, the CRRs were similar and the RRs were 1.2 (CI: 0.9-1.7) and 1.3 (CI: 1.0-1.7). Interpretation We found considerable differences between the 3 countries, with Sweden having a lower revision rate than Denmark and Norway. Further classification and standardization work is needed to permit more elaborate studies

Correlations between Endomyocardial Biopsies and Cardiac Manifestations in Taiwanese Patients with the Chinese Hotspot IVS4+919G&gt;A Mutation: Data from the Fabry Outcome Survey

We retrospectively evaluated correlations between cardiac manifestations and globotriaosylceramide (Gb3) accumulation in cardiomyocytes from Taiwanese patients with Fabry disease and the IVS4+919G&gt;A (IVS4) mutation who underwent endomyocardial biopsy (Shire; Fabry Outcome Survey data; extracted January 2015). Of 24 males and six females (median age [Q1; Q3] at biopsy 60.4 [57.4; 64.1] and 61.3 [60.4; 65.1] years, respectively), 13 males (54.2%) and five females (83.3%) received agalsidase alfa enzyme replacement therapy (ERT) before biopsy. Median left ventricular mass indexed to height (LVMI) within ±6 months of biopsy was 65.3 (52.7; 93.1) in males and 53.2 (42.0; 55.0) g/m2.7 in females. A moderate, positive, statistically significant correlation was found between the percentage area Gb3 accumulation in cardiomyocytes and LVMI (Spearman’s ρ, 0.45; p = 0.014); a smaller, positive, non-statistically significant correlation was observed between cardiomyocyte diameter and LVMI (Spearman’s ρ 0.16, p = 0.394). Moderate, statistically significant, negative correlations were found between Gb3 accumulation and ERT duration (Spearman’s ρ, −0.49, p = 0.007) and between cardiomyocyte size and ERT duration (Spearman’s ρ, −0.37, p = 0.048). Longer ERT duration was associated with smaller amounts of Gb3 accumulation and smaller cardiomyocyte size. Further follow-up is recommended to confirm these trends in a larger sample size