1,086 research outputs found

    GPS/INS Integration Accuracy Enhancement Using the Interacting Multiple Model Nonlinear Filters

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    In this paper, performance evaluation for various single model nonlinear filters and nonlinear filters with interactingmultiple model (IMM) framework is carried out. A high gain (high bandwidth) filter is needed to response fast enoughto the platform maneuvers while a low gain filter is necessary to reduce the estimation errors during the uniformmotion periods. Based on a soft-switching framework, the IMM algorithm allows the possibility of using highly dynamicmodels just when required, diminishing unrealistic noise considerations in non-maneuvering situations. The IMMestimator obtains its estimate as a weighted sum of the individual estimates from a number of parallel filters matchedto different motion modes of the platform. The use of an IMM allows exploiting the benefits of high dynamic models inthe problem of vehicle navigation. Simulation and experimental results presented in this paper confirm theeffectiveness of the method

    Last exit times and the Q -matrices of markov chains

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    Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/47649/1/440_2004_Article_BF00536292.pd

    Diffusive behavior for randomly kicked Newtonian particles in a spatially periodic medium

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    We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the phase space density, where the average energy of the particle grows linearly in time. Rescaling time, the momentum converges to a Brownian motion, and the position is its time-integral showing superdiffusive scaling with time t3/2t^{3/2}. The analysis has two parts: (1) to show that the particle spends most of its time at high energy, where the spatial environment is practically invisible; (2) to treat the low energy incursions where the motion is dominated by the deterministic force, with potential drift but where symmetry arguments cancel the ballistic behavior.Comment: 55 pages. Some typos corrected from previous versio

    On the harmonic measure of stable processes

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    Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and describe the non-negative harmonic functions for the stable process killed outside a finite interval

    Schramm-Loewner Equations Driven by Symmetric Stable Processes

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    We consider shape, size and regularity of the hulls of the chordal Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain derivative estimates, show that the complements of the hulls are Hoelder domains, prove that the hulls have Hausdorff dimension 1, and show that the trace is right-continuous with left limits almost surely.Comment: 22 pages, 4 figure

    Self-intersection local time of planar Brownian motion based on a strong approximation by random walks

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    The main purpose of this work is to define planar self-intersection local time by an alternative approach which is based on an almost sure pathwise approximation of planar Brownian motion by simple, symmetric random walks. As a result, Brownian self-intersection local time is obtained as an almost sure limit of local averages of simple random walk self-intersection local times. An important tool is a discrete version of the Tanaka--Rosen--Yor formula; the continuous version of the formula is obtained as an almost sure limit of the discrete version. The author hopes that this approach to self-intersection local time is more transparent and elementary than other existing ones.Comment: 36 pages. A new part on renormalized self-intersection local time has been added and several inaccuracies have been corrected. To appear in Journal of Theoretical Probabilit

    Normal approximation and large deviations for the Robbins-Monro Process

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    Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/47650/1/440_2004_Article_BF00532261.pd

    Coastal protection: best practices from the Pacific

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    Pacific coasts are constantly changing as a result of natural processes such as tides, strong currents, rain, storm surges, strong wind, cyclones and sea level rise. With increasing human activities within the coastal areas in terms of human settlement, land use changes, flow of solid and liquid waste and coastal developments such as beach ramps, jetties, causeways, coastal protection structures, reef mining and extractions of sand and beach aggregates, there is ever increasing change along Pacific coasts. In addition, climate change and climate variability and extreme weather events have exacerbated the rate of change of Pacific coasts. The coast has been defined as the zone where the land and sea meet. The main features of Pacific coasts are dominated by coral reefs, reef ridges, inter-tidal ridges, beaches, cliffs, wave actions and mangroves. Pacific coasts are designated important areas for providing vital Pacific livelihood. The coastal ecosystems, human sett lement and other major supporting services and basic infrastructure are centred on the coastal zone. Coasts are being used for many reasons. The underlying problem is that Pacific coasts are in a state of crisis. A number of human engineering interventions over the past decade have contributed and accelerated the coastal erosion problem in the Pacific Region. The Pacific coastline is over 50,532 km long. Both natural processes and human engineering work are blamed for causing coastal erosion. This guide has been produced to inform and assist coastal experts, managers, and Pacific communities understand the various measures they can take to reduce coastal erosion

    Tunneling and Metastability of continuous time Markov chains

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    We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the capacity and of the stationary measure of the metastable states

    Vertical transmission of microbiomes into embryo culture media and its association with assisted reproductive outcomes

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    Research question: Can microbes vertically transmit from semen and follicular fluid to embryo culture media during assisted reproductive technology (ART) treatment? Design: Spent embryo culture media (SECM), seminal fluid and follicular fluid samples were collected from 61 couples with infertility undergoing ART treatment at the Prince of Wales Hospital, Hong Kong SAR, China. Metagenomic analysis was conducted using 16s rRNA sequencing to identify the source of microbes in SECM, correlation between the semen microbiome and male infertility, and correlation between the follicular fluid microbiome and female infertility. Results: Microbial vertical transmission into SECM was reported in 82.5% of cases, and semen was the main source of contamination in conventional IVF cases. The increased abundances of Staphylococcus spp. and Streptococcus anginosus in semen had negative impacts on total motility and sperm count, respectively (P &lt; 0.001). Significant increases in abundance of the genera Prophyromonas, Neisseria and Facklamia were observed in follicular fluid in women with anovulation, uterine factor infertility and unexplained infertility, respectively (P &lt; 0.01). No significant correlation was found between the bacteria identified in all sample types and ART outcomes, including fertilization rate, embryo development, number of available embryos, and clinical pregnancy rate. Conclusion: Embryo culture media can be contaminated during ART treatment, not only by seminal microbes but also by follicular fluid and other sources of microbes. Strong correlations were found between specific microbial taxa in semen and sperm quality, and between the follicular fluid microbiome and the aetiology of female infertility. However, no significant association was found between the microbiomes of SECM, semen and follicular fluid and ART outcomes.</p
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