Sharp failure rates for the bootstrap particle filter in high dimensions

We prove that the maximum of the sample importance weights in a high-dimensional Gaussian particle filter converges to unity unless the ensemble size grows exponentially in the system dimension. Our work is motivated by and parallels the derivations of Bengtsson, Bickel and Li (2007); however, we weaken their assumptions on the eigenvalues of the covariance matrix of the prior distribution and establish rigorously their strong conjecture on when weight collapse occurs. Specifically, we remove the assumption that the nonzero eigenvalues are bounded away from zero, which, although the dimension of the involved vectors grow to infinity, essentially permits the effective system dimension to be bounded. Moreover, with some restrictions on the rate of growth of the maximum eigenvalue, we relax their assumption that the eigenvalues are bounded from above, allowing the system to be dominated by a single mode.Comment: Published in at http://dx.doi.org/10.1214/074921708000000228 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Interference Cancellation in a Full duplex System

In a full duplex system as WCDMA a mobile phone transmits and receives at the same time, but at different frequencies. The transmitted signal will cause interference in the receiver which must be suppressed to not get degraded sensitivity in the receiver. This Master Thesis was carried out at Ericsson Mobile Platforms in Lund and the purpose was to examine a method to suppress the interference in the digital domain of a WCDMA transceiver. The method is based on that information from the transmitter is fed forward to the receiver to be able to recreate a resembled replica of the interference and subtract it from the desired signal. Further an adaptive least mean square algorithm is used to estimate correct amount of the interference and to provide a tracking ability for temperature variations. A simulator model was developed in matlab to be able to analyze the interference and design a proper cancellation block between the transmitter and the receiver. This simulator model was designed with complexity reductions that did not affect the study of the phenomena. According to simulations, the LMS algorithm turned out to be a sufficient choice concerning rate of convergence, misadjustment and robustness. The main limitation of the improvement by using a cancellation block, was instead determined by the distortion in the transmitter. The trend today is to achieve lower and lower distortions in the uplink making this method more interesting

Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems

It has been widely realized that Monte Carlo methods (approximation via a sample ensemble) may fail in large scale systems. This work offers some theoretical insight into this phenomenon in the context of the particle filter. We demonstrate that the maximum of the weights associated with the sample ensemble converges to one as both the sample size and the system dimension tends to infinity. Specifically, under fairly weak assumptions, if the ensemble size grows sub-exponentially in the cube root of the system dimension, the convergence holds for a single update step in state-space models with independent and identically distributed kernels. Further, in an important special case, more refined arguments show (and our simulations suggest) that the convergence to unity occurs unless the ensemble grows super-exponentially in the system dimension. The weight singularity is also established in models with more general multivariate likelihoods, e.g. Gaussian and Cauchy. Although presented in the context of atmospheric data assimilation for numerical weather prediction, our results are generally valid for high-dimensional particle filters.Comment: Published in at http://dx.doi.org/10.1214/193940307000000518 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Family forest owners’ perception of management and thinning operations in young dense forests: a survey from Sweden

Family forest owners (FFOs) own 48% of Sweden’s productive forest land and are responsible for 59% of the annual gross felling. They are thus important suppliers of raw materials to the forest industry and the energy sector. Environmental goals on the national and international level promote an increased use of renewable resources in order to replace fossil-based fuels, but since the current supply of forest products is already fully utilized by the industry, there is a need to find new types of biomass assortment. One way to increase the biomass supply is to replace traditional pre-commercial thinning operations, where fallen stems are left in the forest to rot, with whole-tree harvesting of small-diameter trees using novel technologies and methods. This will however require willingness of the FFOs to shift their management practices. The objectives of this study were, therefore, to elucidate FFOs’ perceptions of management and thinning operations in young dense forests, identify if there are differences depending on their demographic backgrounds, and clarify which factors could potentially affect their willingness to implement whole-tree harvesting in young dense forests. Data were collected through a survey administered to a random sample of 842 FFOs, with a response rate of 53.4% (n = 450). The results show that FFOs in general are positive towards implementing whole-tree harvesting in young dense stands, and are often also willing to promote the development of suitable stands. Factors such as forest size, geographical location, distance from home to their forest, degree of self-employment and current need for cleaning were found to significantly affect their attitudes. The study highlights that the development of cost efficient harvesting techniques and working methods is important if the industry wants to increase the FFOs’ willingness to engage in whole-tree harvesting in young dense forest stands and thereby increase the supply of biomass

Partial Discharges in Motor Wires at PWM Voltages of Different Smoothness

Author’s recent work has been focused on exploring possibilities for measuring partial discharges (PDs) under the action of pulse width modulated waveforms (PWM), which resulted in a development of an electrical measurement method adopted for such voltages. This solution allows a more flexible PD analysis since voltage shapes appearing in service can be utilized. In this paper, results are presented where several waveforms are applied to quantify the PD properties for motor wire test objects, starting from a non-filtered PWM waveform and continuing with gradually smoothened ones towards an AC voltage shape. The results suggest that non-smoothed PWM voltage introduces considerably more PDs and with larger magnitudes, which most probably influences the lifetime of the insulation system in all tested cases. Additionally, above a certain level of filtering, the use of lower carrier frequencies implies higher PD exposure, which suggests that the filters used should be evaluated together with the carrier frequency to ensure a longer lifetime of the insulation. It was also observed that the changes in duty cycle reduce the PD density at higher frequencies. This suggests that only applying square voltage waveforms with 50 % duty cycle for PD testing may fail to capture the actual stress inflicted

PD Properties when Varying the Smoothness of Synthesized Waveforms

The increased use of power electronic components in power systems makes it important to understand how rapidly rising voltages affect insulation systems. One vital aspect of this challenge is the measurement of partial discharges, PDs, which are considered as being a sign of weakness and can affect the life of insulation considerably. In this paper an approach is presented to measure PDs in a dielectrically insulated cavity when exposed to pulse width modulated (PWM) voltage shapes with different degree of smoothness. This is a continuation of our earlier investigations on the different behavior of PDs where voltages characterized by different rise times were applied. The present investigation shows that the PD amplitude decreases significantly already at a moderate level of PWM voltage smoothness to a magnitude that is about the same as for sinusoidal voltage shape. For the phase resolved PD (PRPD) pattern to become similar to the normal AC pattern it is required that the remains from PWM steps are lower than the extinction voltage. This work elucidates how PDs are affected by synthesized waveforms and limits for a sufficient smoothing level are found, which is of importance when designing insulation systems exposed to fast transients

Serum levels of autoantibodies against monomeric C-reactive protein are correlated with disease activity in systemic lupus erythematosus

This study was performed to investigate the relation between IgG autoantibodies against human C-reactive protein (anti-CRP) and disease activity measures in serial serum samples from 10 patients with systemic lupus erythematosus (SLE), of whom four had active kidney involvement during the study period. The presence of anti-CRP was analysed by enzyme-linked immunosorbent assay. The cut-off for positive anti-CRP test was set at the 95th centile of 100 healthy blood donor sera. Specificity of the anti-CRP antibody binding was evaluated by preincubating patient sera with either native or monomeric CRP. Disease activity was determined by the SLE disease activity index (SLEDAI), serum levels of CRP, anti-DNA antibodies, complement components and blood cell counts. Of 50 serum samples, 20 (40%) contained antibodies reactive with monomeric CRP, and 7 of 10 patients were positive on at least one occasion during the study. All patients with active lupus nephritis were positive for anti-CRP at flare. Frequent correlations between anti-CRP levels and disease activity measures were observed in anti-CRP-positive individuals. Accumulated anti-CRP data from all patients were positively correlated with SLEDAI scores and anti-DNA antibody levels, whereas significant inverse relationships were noted for complement factors C1q, C3 and C4, and for lymphocyte counts. This study confirms the high prevalence of anti-CRP autoantibodies in SLE and that the antibody levels are correlated with clinical and laboratory disease activity measures. This indicates that anti-CRP antibodies might have biological functions of pathogenetic interest in SLE. Further prospective clinical studies and experimental studies on effects mediated by anti-CRP antibodies are warranted

Methods, models, and guidelines for practitioners to deliver health-promoting green space

This chapter summarises the main methods, models, and guidelines— hereafter named as NORD tools—included in each component of the NORD framework (NUMBERING, OBSERVING, REGULATING, DESIGNING). The chapter provides further details on how to use these tools as well as how practitioners can combine them to deliver health-promoting green spaces

Observation of Broadband Entanglement in Microwave Radiation from a Single Time-Varying Boundary Condition

Entangled pairs of microwave photons are commonly produced in the narrow frequency band of a resonator, which represents a modified vacuum density of states. We generate and investigate the entanglement of a stream of photon pairs, generated in a semi-infinite broadband transmission line, terminated by a superconducting quantum interference device (SQUID). A weak pump signal modulates the SQUID inductance, resulting in a single time-varying boundary condition, and we detect all four quadratures of the microwave radiation emitted at two different frequencies separated by 0.7\ua0GHz. Power calibration is done\ua0in\ua0situ, and we find positive logarithmic negativity and two-mode squeezing below the vacuum in the observed radiation, indicating entanglement