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

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

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

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 $t^{3/2}$. 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

Last exit times and the Q -matrices of markov chains

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

On the harmonic measure of stable processes

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

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

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

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

Coastal protection: best practices from the Pacific

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

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

Approach to equilibrium for a class of random quantum models of infinite range

We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalization allows a neat extension from the class $l_1$ of absolutely summable lattice potentials to the optimal class $l_2$ of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom $l_1$ case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class $l_2$ in the Bernoulli case. Open problems are discussed.Comment: 10 pages, no figures. This last version, to appear in J. Stat. Phys., corrects some minor errors and includes additional references and comments on the relation to experiment