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We introduce a statistical data model and an associated optimization-based clustering algorithm which allows data vectors to belong to zero, one or several parent clusters.
Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.
Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell.
A multiple series generalization of the ARIMA models is used to model Landsat MSS scan lines as sequences of vectors, each vector having four elements (bands). The purpose of this work is to investigate if Landsat scan lines can be described by a general multiple series linear stochastic model and if the coefficients of such a model vary as a function of satellite system and target attributes. To accomplish this objective, an exploratory experimental design was set up incorporating six factors, four representing target attributes - location, cloud cover, row (within location), and column (within location) - and two factors representing system attributes - satellite number and detector bank. Each factor was included in the design at two levels and, with two replicates per treatment, 128 scan lines were analyzed. The results of the analysis suggests that a multiple AR(4) model is an adequate representation across all scan lines. Furthermore, the coefficients of the AR(4) model vary with location, particularly changes in physiography (slope regimes), and with percent cloud cover, but are insensitive to changes in system attributes.
For the accurate perception of multiple, potentially overlapping, surfaces or objects, the visual system must distinguish different local motion vectors and selectively integrate similar motion vectors over space to segment the retinal image properly. We recently showed that large differences in speed are required to yield a percept of motion transparency. In the present study, to investigate the spatial scale of motion segmentation from speed cues alone, we measured the speed-segmentation threshold (the minimum speed difference required for 75% performance accuracy) for 'corrugated' random-dot patterns, i.e. patterns in which dots with two different speeds were alternately placed in adjacent bars of variable width. In a first experiment, we found that, at large bar widths, a smaller speed difference was required to segment and perceive the corrugated pattern of moving dots, while at small bar-widths, a larger speed difference was required to segment the two speeds and perceive two transparent surfaces of moving dots. Both the perceptual and segmentation performance transitions occurred at a bar width of around 0.4 degrees. In a second experiment, speed-segmentation thresholds were found to increase sharply when dots with different speeds were paired within a local pooling area. The critical pairing distance was about 0.2 degrees in the fovea and increased linearly with stimulus eccentricity. However, across the range of eccentricities tested (up to 15 degrees ), the critical pairing distance did not change much and remained close to the receptive field size of neurons within the primate primary visual cortex. In a third experiment, increasing dot density changed the relationship between speed-segmentation thresholds and bar width. Thresholds decreased for large bar widths, but increased for small bar widths. All of these results are well fit by a simple stochastic model, which estimates the probabilities of having identical or different motion vectors within a local pooling area whose size is the same as that of primate V1 neurons. Altogether, these results demonstrate that speed-based segmentation can function well, even at small spatial scales (i.e. high-spatial frequencies of spatial corrugation) and thereby emphasizes the critical role of a local pooling process early in the cortical motion-processing pathway.
The magnetic-field conditions in astrophysical relativistic jets can be probed by multiwavelength polarimetry, which has been recently extended to X-rays. For example, one can track how the magnetic field changes in the flow of the radiating particles by observing rotations of the electric vector position angle Ψ. Here we report the discovery of a ΨX rotation in the X-ray band in the blazar Markarian 421 at an average flux state. Across the 5 days of Imaging X-ray Polarimetry Explorer observations on 4–6 and 7–9 June 2022, ΨX rotated in total by ≥360°. Over the two respective date ranges, we find constant, within uncertainties, rotation rates (80 ± 9° per day and 91 ± 8° per day) and polarization degrees (ΠX = 10% ± 1%). Simulations of a random walk of the polarization vector indicate that it is unlikely that such rotation(s) are produced by a stochastic process. The X-ray-emitting site does not completely overlap the radio, infrared and optical emission sites, as no similar rotation of Ψ was observed in quasi-simultaneous data at longer wavelengths. We propose that the observed rotation was caused by a helical magnetic structure in the jet, illuminated in the X-rays by a localized shock propagating along this helix. The optically emitting region probably lies in a sheath surrounding an inner spine where the X-ray radiation is released.
A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.
We introduce a statistical data model and an associated optimization-based clustering algorithm which allows data vectors to belong to zero, one or several "parent" clusters. For each data vector the algorithm makes a discrete decision among these alternatives. Thus, a recursive version of this algorithm would place data clusters in a Directed Acyclic Graph rather than a tree. We test the algorithm with synthetic data generated according to the statistical data model. We also illustrate the algorithm using real data from large-scale gene expression assays.
Because application of conventional optimal linear regulator theory to flight controller design requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. Therefore, a stochastic linear model that was developed is presented which accounts for aircraft parameter and initial uncertainty, measurement noise, turbulence, pilot command and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.
A numerical study was performed on the effects of stochastic geometry and random environmental torques on the pointing accuracy of spinning and three-axis stabilized satellites. The Euler equations for the motions of satellites yielded the stochastic principal moments and a Fokker-Planck analog simulation was employed to model the response vector of a rigid satellite. White noise inputs were obtained from a random number generator. Attention was given to both fast and slow spin satellites. Responses grew with time in all cases. The growth was initially exponential and eventually reached stable values. In comparison with other theoretical techniques, the Fokker-Planck model detailed the most responses and showed that spin-stabilization is preferable for satellites with low inertial noise levels.
Linear discrete stochastic control systems containing unknown multiple time delays, plant parameters and noise variances are considered. An algorithm is established which uses the maximum-likelihood technique to identify the unknown parameters. An estimated likelihood function is evaluated based on the previous parameter estimates, which in turn generates a new descent direction vector to update the unknown parameters. The delays and plant parameters are identified in their respective parameter spaces. An example of a second-order stochastic system has been implemented by digital simulation to demonstrate the applicability of the algorithm.
Four design problems are considered: two on the optimal minimum order observer-based compensator design and two on the optimal limited state variable feedback controller. The problem of designing an optimal discrete time linear time-invariant observer-based compensator for the regulation of an n dimensional linear discrete time time-invariant plant with m independent outputs is considered. This is a stochastic design problem to the extent that the initial plant state is assumed to be a random vector with known first and second order statistics. The compensator parameters are obtained by minimizing the expectation, with respect to the initial conditions, of the standard cost, quadratic in the state and control vectors with the inclusion of cross terms.
The single particle phase function and the linear polarization for large stochastically deformed spheres have been calculated by Monte Carlo simulation using the geometrical optics approximation. The radius vector of a particle is assumed to obey a bivariate lognormal distribution with three free parameters: mean radius, its standard deviation and the coherence length of the autocorrelation function. All reflections/refractions which include sufficient energy have been included. Real and imaginary parts of the refractive index can be varied without any restrictions. Results and comparisons with some earlier less general theories are presented. Applications of this theory to the photometric properties of atmosphereless bodies and interplanetary dust are discussed.
Nonrelativistic spectra of protons and ions accelerated in impulsive solar flares are derived using more realistic turbulence power spectra. The calculation is based on a particle transport equation extracted from a second step acceleration model containing stochastic acceleration. The turbulence model is generalized to waves with a small angle to the magnetic field vector and to turbulence power spectra with spectral indices s smaller than 2. Due to the occurrence of impulsive flares at low coronal heights, Coulomb losses at the dense coronal plasma and diffusive particle escape are taken into account. The ion spectra show deviations from long-duration spectra near the Coulomb barrier, where the losses become maximal. The Z-squared/A-dependence of the Coulomb losses leads to spectral variations for different ions. We present a method to estimate the turbulence parameters and injection conditions of the flare particles using ion ratios like Fe/O of impulsive flares.
Stochastic Reduced Order Models with Python (SROMPy) is a software package developed to enable user-friendly utilization of the stochastic reduced order model (SROM) approach for uncertainty quantification. A SROM is a low dimensional, discrete approximation to a random quantity that enables efficient and non-intrusive stochastic computations. With SROMPy, a user can easily generate a SROM to approximate a random variable or vector described by several different types of probability distributions using the Python programming language. Once a SROM is constructed, the software can be used to propagate uncertainty through a user-defined computational model to estimate statistics of a given quantity of interest. This report is meant to introduce the SROMPy module and brie y demonstrate its capabilities. A simple example of a spring-mass system with a random input is included to illustrate the practicality of the SROM approach to uncertainty quantification and relative ease of applying it with SROMPy. The example includes a comparison with a solution obtained using classical Monte Carlo simulation, demonstrating the similarities and advantages of using the SROM approach.
A model that is sufficiently general to describe the predominant statistical characteristics of the output of many real optical detectors is formulated. This model is used to study the optimum receiver processing for direct-detection optical communication systems. In particular, the structures of detectors and estimators for filtered doubly stochastic Poisson processes (DSPP) observed in additive white Gaussian noise are considered. Representations for the posterior statistics of a vector Markov process that modulates the intensity of the DSPP are obtained.
An adaptive detection scheme for M hypotheses was analyzed. It was assumed that the probability density function under each hypothesis was known, and that the prior probabilities of the M hypotheses were unknown and sequentially estimated. Each observation vector was classified using the current estimate of the prior probabilities. Using a set of nonlinear transformations, and applying stochastic approximation theory, an optimally converging adaptive detection and estimation scheme was designed. The optimality of the scheme lies in the fact that convergence to the true prior probabilities is ensured, and that the asymptotic error variance is minimum, for the class of nonlinear transformations considered. An expression for the asymptotic mean square error variance of the scheme was also obtained.
Variational quantum Eigensolvers are touted as a near-term algorithm capable of impacting many applications. However, the potential has yet to be realized with few claims of quantum advantage and high resource estimates mainly due to the need for optimization in the presence of noise. Finding algorithms and methods to improve the convergence is essential to accelerate the capabilities of near-term hardware for VQE or more broad applications of hybrid methods in which optimization is required. To this goal we look to use modern approaches recently developed in circuit simulations and stochastic classical optimization that can be combined in a surrogate optimization approach to classical circuits. Using an approximate state vector simulator, we efficiently calculate an approximate Hessian, fed as an input for a detailed quantum circuit simulator. We demonstrate the capabilities of such an approach with and without sampling noise. We also show that this method outperforms Powell in the presence of quantum circuit shot noise by a factor of 2-4