Performance bounds for particle filters using the optimal proposal

Particle filters may suffer from degeneracy of the particle weights. For the simplest "bootstrap" filter, it is known that avoiding degeneracy in large systems requires that the ensemble size must increase exponentially with the variance of the observation log-likelihood. The present article shows first that a similar result applies to particle filters using sequential importance sampling and the optimal proposal distribution and, second, that the optimal proposal yields minimal degeneracy when compared to any other proposal distribution that depends only on the previous state and the most recent observations. Thus, the optimal proposal provides performance bounds for filters using sequential importance sampling and any such proposal. An example with independent and identically distributed degrees of freedom illustrates both the need for exponentially large ensemble size with the optimal proposal as the system dimension increases and the potentially dramatic advantages of the optimal proposal relative to simpler proposals. Those advantages depend crucially on the magnitude of the system noise

Average properties of the solar wind as determined by Mariner II

Positive ion component properties of solar wind determined by Mariner I

The study of human venous system dynamics using hybrid computer modeling

A computer-based model of the cardiovascular system was created emphasizing effects on the systemic venous system. Certain physiological aspects were emphasized: effects of heart rate, tilting, changes in respiration, and leg muscular contractions. The results from the model showed close correlation with findings previously reported in the literature

Computer simulation studies of the venous circulation

Analog simulation of human cardiovascular system with emphasis on venous circulatio

The solar wind velocity and its correlation with geomagnetic, solar and cosmic ray activity

Correlation of plasma velocity with indices of solar and terrestrial activity - cosmic radiatio

Conceptual design of single turbofan engine powered light aircraft

The conceptual design of a four place single turbofan engine powered light aircraft was accomplished utilizing contemporary light aircraft conventional design techniques as a means of evaluating the NASA-Ames General Aviation Synthesis Program (GASP) as a preliminary design tool. In certain areas, disagreement or exclusion were found to exist between the results of the conventional design and GASP processes. Detail discussion of these points along with the associated contemporary design methodology are presented

A New Template Family For The Detection Of Gravitational Waves From Comparable Mass Black Hole Binaries

In order to improve the phasing of the comparable-mass waveform as we approach the last stable orbit for a system, various re-summation methods have been used to improve the standard post-Newtonian waveforms. In this work we present a new family of templates for the detection of gravitational waves from the inspiral of two comparable-mass black hole binaries. These new adiabatic templates are based on re-expressing the derivative of the binding energy and the gravitational wave flux functions in terms of shifted Chebyshev polynomials. The Chebyshev polynomials are a useful tool in numerical methods as they display the fastest convergence of any of the orthogonal polynomials. In this case they are also particularly useful as they eliminate one of the features that plagues the post-Newtonian expansion. The Chebyshev binding energy now has information at all post-Newtonian orders, compared to the post-Newtonian templates which only have information at full integer orders. In this work, we compare both the post-Newtonian and Chebyshev templates against a fiducially exact waveform. This waveform is constructed from a hybrid method of using the test-mass results combined with the mass dependent parts of the post-Newtonian expansions for the binding energy and flux functions. Our results show that the Chebyshev templates achieve extremely high fitting factors at all PN orders and provide excellent parameter extraction. We also show that this new template family has a faster Cauchy convergence, gives a better prediction of the position of the Last Stable Orbit and in general recovers higher Signal-to-Noise ratios than the post-Newtonian templates.Comment: Final published version. Accepted for publication in Phys. Rev.