3,677 research outputs found

    A Compressed Sampling and Dictionary Learning Framework for WDM-Based Distributed Fiber Sensing

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    We propose a compressed sampling and dictionary learning framework for fiber-optic sensing using wavelength-tunable lasers. A redundant dictionary is generated from a model for the reflected sensor signal. Imperfect prior knowledge is considered in terms of uncertain local and global parameters. To estimate a sparse representation and the dictionary parameters, we present an alternating minimization algorithm that is equipped with a pre-processing routine to handle dictionary coherence. The support of the obtained sparse signal indicates the reflection delays, which can be used to measure impairments along the sensing fiber. The performance is evaluated by simulations and experimental data for a fiber sensor system with common core architecture.Comment: Accepted for publication in Journal of the Optical Society of America A [ \copyright\ 2017 Optical Society of America.]. One print or electronic copy may be made for personal use only. Systematic reproduction and distribution, duplication of any material in this paper for a fee or for commercial purposes, or modifications of the content of this paper are prohibite

    A Linear Programming Approach to Sequential Hypothesis Testing

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    Under some mild Markov assumptions it is shown that the problem of designing optimal sequential tests for two simple hypotheses can be formulated as a linear program. The result is derived by investigating the Lagrangian dual of the sequential testing problem, which is an unconstrained optimal stopping problem, depending on two unknown Lagrangian multipliers. It is shown that the derivative of the optimal cost function with respect to these multipliers coincides with the error probabilities of the corresponding sequential test. This property is used to formulate an optimization problem that is jointly linear in the cost function and the Lagrangian multipliers and an be solved for both with off-the-shelf algorithms. To illustrate the procedure, optimal sequential tests for Gaussian random sequences with different dependency structures are derived, including the Gaussian AR(1) process.Comment: 25 pages, 4 figures, accepted for publication in Sequential Analysi

    Bayesian Nonparametric Feature and Policy Learning for Decision-Making

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    Learning from demonstrations has gained increasing interest in the recent past, enabling an agent to learn how to make decisions by observing an experienced teacher. While many approaches have been proposed to solve this problem, there is only little work that focuses on reasoning about the observed behavior. We assume that, in many practical problems, an agent makes its decision based on latent features, indicating a certain action. Therefore, we propose a generative model for the states and actions. Inference reveals the number of features, the features, and the policies, allowing us to learn and to analyze the underlying structure of the observed behavior. Further, our approach enables prediction of actions for new states. Simulations are used to assess the performance of the algorithm based upon this model. Moreover, the problem of learning a driver's behavior is investigated, demonstrating the performance of the proposed model in a real-world scenario

    Multi-Target Tracking in Distributed Sensor Networks using Particle PHD Filters

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    Multi-target tracking is an important problem in civilian and military applications. This paper investigates multi-target tracking in distributed sensor networks. Data association, which arises particularly in multi-object scenarios, can be tackled by various solutions. We consider sequential Monte Carlo implementations of the Probability Hypothesis Density (PHD) filter based on random finite sets. This approach circumvents the data association issue by jointly estimating all targets in the region of interest. To this end, we develop the Diffusion Particle PHD Filter (D-PPHDF) as well as a centralized version, called the Multi-Sensor Particle PHD Filter (MS-PPHDF). Their performance is evaluated in terms of the Optimal Subpattern Assignment (OSPA) metric, benchmarked against a distributed extension of the Posterior Cram\'er-Rao Lower Bound (PCRLB), and compared to the performance of an existing distributed PHD Particle Filter. Furthermore, the robustness of the proposed tracking algorithms against outliers and their performance with respect to different amounts of clutter is investigated.Comment: 27 pages, 6 figure

    Microstructural study of Styrene Polyacrylic (SPA) latex modified mortars

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    In this paper, the influence of the styrene polyacrylic (SPA) latex polymer on the microstructural properties of limestone mortars has been studied. For this purpose, five mortars were developed with different dosages of the SPA latex (0%, 2.5%, 5%, 7.5% and 10%) by weight of cement. This research was carried out using XRD, FTIR, and SEM analyses. The results of XRD and FTIR studies showed that the addition of SPA latex can increase the portlandite content of polymer-modified mortars (PMMs), compared to the control mortar. In addition, the moist environment promotes the Ca(OH)2 consumption in PMMs at early age and accelerates the hydration. Moreover, the SEM analysis revealed that the cement hydrate structure of the reference mortar is loose. In contrast, the hydrates of the PMMs were covered by a polymer film or membrane, and the pore structure is significantly affected by the filling effect the micropores by the latex particles

    Robust estimator of distortion risk premiums for heavy-tailed losses

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    We use the so-called t-Hill tail index estimator proposed by Fabi\'an(2001), rather than Hill's one, to derive a robust estimator for the distortion risk premium of loss. Under the second-order condition of regular variation, we establish its asymptotic normality. By simulation study, we show that this new estimator is more robust than of Necir and Meraghni 2009 both for small and large samples.Comment: submitte

    Gravitational Clustering: A Simple, Robust and Adaptive Approach for Distributed Networks

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    Distributed signal processing for wireless sensor networks enables that different devices cooperate to solve different signal processing tasks. A crucial first step is to answer the question: who observes what? Recently, several distributed algorithms have been proposed, which frame the signal/object labelling problem in terms of cluster analysis after extracting source-specific features, however, the number of clusters is assumed to be known. We propose a new method called Gravitational Clustering (GC) to adaptively estimate the time-varying number of clusters based on a set of feature vectors. The key idea is to exploit the physical principle of gravitational force between mass units: streaming-in feature vectors are considered as mass units of fixed position in the feature space, around which mobile mass units are injected at each time instant. The cluster enumeration exploits the fact that the highest attraction on the mobile mass units is exerted by regions with a high density of feature vectors, i.e., gravitational clusters. By sharing estimates among neighboring nodes via a diffusion-adaptation scheme, cooperative and distributed cluster enumeration is achieved. Numerical experiments concerning robustness against outliers, convergence and computational complexity are conducted. The application in a distributed cooperative multi-view camera network illustrates the applicability to real-world problems.Comment: 12 pages, 9 figure

    On the Minimization of Convex Functionals of Probability Distributions Under Band Constraints

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    The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality conditions as well as a bound on the optimality gap of feasible candidate solutions are derived. Based on these results, two numerical algorithms are proposed that iteratively solve the system of optimality conditions on a grid of discrete points. Both algorithms use a block coordinate descent strategy and terminate once the optimality gap falls below the desired tolerance. While the first algorithm is conceptually simpler and more efficient, it is not guaranteed to converge for objective functions that are not strictly convex. This shortcoming is overcome in the second algorithm, which uses an additional outer proximal iteration, and, which is proven to converge under mild assumptions. Two examples are given to demonstrate the theoretical usefulness of the optimality conditions as well as the high efficiency and accuracy of the proposed numerical algorithms.Comment: 13 pages, 5 figures, 2 tables, published in the IEEE Transactions on Signal Processing. In previous versions, the example in Section VI.B contained some mistakes and inaccuracies, which have been fixed in this versio
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