Nonlinear maximum likelihood estimation of autoregressive time series

Includes bibliographical references.In this paper, we describe an algorithm for finding the exact, nonlinear, maximum likelihood (ML) estimators for the parameters of an autoregressive time series. We demonstrate that the ML normal equations can be written as an interdependent set of cubic and quadratic equations in the AR polynomial coefficients. We present an algorithm that algebraically solves this set of nonlinear equations for low-order problems. For high-order problems, we describe iterative algorithms for obtaining a ML solution.This work was supported by Bonneville Power Administration under Contract #DEBI7990BPO7346 and by the Office of Naval Research, Statistics and Probability Branch, under Contract N00014-89-J-1070

Adaptive subspace detectors

Includes bibliographical references.In this paper, we use the theory of generalized likelihood ratio tests (GLRTs) to adapt the matched subspace detectors (MSDs) of [1] and [2] to unknown noise covariance matrices. In so doing, we produce adaptive MSDs that may be applied to signal detection for radar, sonar, and data communication. We call the resulting detectors adaptive subspace detectors (ASDs). These include Kelly's GLRT and the adaptive cosine estimator (ACE) of [6] and [19] for scenarios in which the scaling of the test data may deviate from that of the training data. We then present a unified analysis of the statistical behavior of the entire class of ASDs, obtaining statistically identical decompositions in which each ASD is simply decomposed into the nonadaptive matched filter, the nonadaptive cosine or t-statistic, and three other statistically independent random variables that account for the performance-degrading effects of limited training data.This work was supported by the Office of Naval Research under Contracts N00014-89-J-1070 and N00014-00-1-0033, and by the National Science Foundation under Contracts MIP-9529050 and ECS 9979400

Comparative Treatment Outcomes for Patients With Idiopathic Subglottic Stenosis.

To access publisher's full text version of this article, please click on the hyperlink in Additional Links field or click on the hyperlink at the top of the page marked DownloadImportance: Surgical treatment comparisons in rare diseases are difficult secondary to the geographic distribution of patients. Fortunately, emerging technologies offer promise to reduce these barriers for research. Objective: To prospectively compare the outcomes of the 3 most common surgical approaches for idiopathic subglottic stenosis (iSGS), a rare airway disease. Design, setting, and participants: In this international, prospective, 3-year multicenter cohort study, 810 patients with untreated, newly diagnosed, or previously treated iSGS were enrolled after undergoing a surgical procedure (endoscopic dilation [ED], endoscopic resection with adjuvant medical therapy [ERMT], or cricotracheal resection [CTR]). Patients were recruited from clinician practices in the North American Airway Collaborative and an online iSGS community on Facebook. Main outcomes and measures: The primary end point was days from initial surgical procedure to recurrent surgical procedure. Secondary end points included quality of life using the Clinical COPD (chronic obstructive pulmonary disease) Questionnaire (CCQ), Voice Handicap Index-10 (VHI-10), Eating Assessment Test-10 (EAT-10), the 12-Item Short-Form Version 2 (SF-12v2), and postoperative complications. Results: Of 810 patients in this cohort, 798 (98.5%) were female and 787 (97.2%) were white, with a median age of 50 years (interquartile range, 43-58 years). Index surgical procedures were ED (n = 603; 74.4%), ERMT (n = 121; 14.9%), and CTR (n = 86; 10.6%). Overall, 185 patients (22.8%) had a recurrent surgical procedure during the 3-year study, but recurrence differed by modality (CTR, 1 patient [1.2%]; ERMT, 15 [12.4%]; and ED, 169 [28.0%]). Weighted, propensity score-matched, Cox proportional hazards regression models showed ED was inferior to ERMT (hazard ratio [HR], 3.16; 95% CI, 1.8-5.5). Among successfully treated patients without recurrence, those treated with CTR had the best CCQ (0.75 points) and SF-12v2 (54 points) scores and worst VHI-10 score (13 points) 360 days after enrollment as well as the greatest perioperative risk. Conclusions and relevance: In this cohort study of 810 patients with iSGS, endoscopic dilation, the most popular surgical approach for iSGS, was associated with a higher recurrence rate compared with other procedures. Cricotracheal resection offered the most durable results but showed the greatest perioperative risk and the worst long-term voice outcomes. Endoscopic resection with medical therapy was associated with better disease control compared with ED and had minimal association with vocal function. These results may be used to inform individual patient treatment decision-making.Patient-Centered Outcomes Research Institute - PCOR

Cramer-Rao bounds for deterministic modal analysis

Includes bibliographical references.How accurately can deterministic modes be identified from a finite record of noisy data? In this paper we answer this question by computing the Cramer-Rao bound on the error covariance matrix of any unbiased estimator of mode parameters. The bound is computed for many of the standard parametric descriptions of a mode, including autoregressive and moving average parameters, poles and residues, and poles and zeros. Asymptotic, frequency domain versions of the Cramer-Rao bound bring insight into the role played by poles and zeros. Application of the bound to second- and fourth-order systems illustrates the coupling between estimator errors and illuminates the influence of mode locations on our ability to identify them. Application of the bound to the estimation of an energy spectrum illuminates the accuracy of estimators that presume to resolve spectral peaks.This work was supported by Bonneville Power Administration under Contract DEB17990BP07346 and by the Office of Naval Research under Contract N00014-89-J-1070

Multiwindow estimators of correlation

Includes bibliographical references.This paper is concerned with the structure of estimators of correlation matrices and correlation sequences. We argue that reasonable estimators of the correlation matrix are quadratic in the data and nonnegative definite. We also specify the structure of the estimator when the data are modulated: a property we call modulation covariance. We state a representation theorem for estimators that have these attributes. We also derive a representation for estimators that have the additional requirement that the estimated matrix be Toeplitz. These representation theorems admit estimators that use multiwindowed copies of the data. In many circumstances, this multiwindow structure is superior to the conventional sum of lagged-products or outer-product estimators.This work was supported by the Office of Naval Research, Statistics and Probability Branch, under Contract N00014-89-J-1070

pH-Responsive Polymer Implants for the Protection of Native Mammals: Assessment of Material Properties and Poison Incorporation on Performance

Efforts to mitigate the effects of feral cats through the management of remnant or reintroduced populations of threatened species, are often unsuccessful due to predation by control-averse feral cats, or ‘problem individuals’. In order to target these animals, we have developed the Population Protecting Implant (PPI). PPIs are designed to be implanted subcutaneously in a native animal. If the animal is preyed upon, and the implant ingested by a feral cat, release of a toxic payload is triggered in the acidic stomach environment and the problem individual is eliminated. We introduce the first toxic implant incorporating the poison sodium fluoroacetate. Manufactured via fluidised-bed spray coating, toxic implants exhibited uniform reverse enteric coatings and low intra-batch variation. Toxic implants were found to exhibit favourable stability at subcutaneous pH in vitro, and rapidly release their toxic payload in vitro at gastric pH. However, limited stability was demonstrated in rats in vivo (~39–230 d), due to the use of a filament scaffold to enable coating and was likely exacerbated by metachromatic interactions caused by 1080. This work highlights that future development of the PPIs should primarily focus on removal of the filament scaffold, to afford implants with increased in vivo stability

pH-Responsive Polymer Implants for the Protection of Native Mammals: Assessment of Material Properties and Poison Incorporation on Performance

Efforts to mitigate the effects of feral cats through the management of remnant or reintroduced populations of threatened species, are often unsuccessful due to predation by control-averse feral cats, or ‘problem individuals’. In order to target these animals, we have developed the Population Protecting Implant (PPI). PPIs are designed to be implanted subcutaneously in a native animal. If the animal is preyed upon, and the implant ingested by a feral cat, release of a toxic payload is triggered in the acidic stomach environment and the problem individual is eliminated. We introduce the first toxic implant incorporating the poison sodium fluoroacetate. Manufactured via fluidised-bed spray coating, toxic implants exhibited uniform reverse enteric coatings and low intra-batch variation. Toxic implants were found to exhibit favourable stability at subcutaneous pH in vitro, and rapidly release their toxic payload in vitro at gastric pH. However, limited stability was demonstrated in rats in vivo (~39–230 d), due to the use of a filament scaffold to enable coating and was likely exacerbated by metachromatic interactions caused by 1080. This work highlights that future development of the PPIs should primarily focus on removal of the filament scaffold, to afford implants with increased in vivo stability