In this correspondence, we extend the method presented in a recent paper, which considers the problem of the semicausal autoregressive (AR) parameter identification for images degraded by observation noise only. We pr...
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In this correspondence, we extend the method presented in a recent paper, which considers the problem of the semicausal autoregressive (AR) parameter identification for images degraded by observation noise only. We propose a new approach to identify both the causal and semicausal AR parameters and blur parameters without a priori knowledge of the observation noise power and the PSF of the degradation. We decompose the image into I-D independent complex scalar subsystems resulting from the vector state-spare model by using the unitary discrete Fourier transform (DFT). Then, by applying the expectation-maximization (Ehl) algorithm to each subsystem, we identify the AR model and blur parameters of the transformed image, The AR parameters of the original image are then identified by using the least squares (LS) method, The restored image is obtained as a byproduct of the Ehl algorithm.
A model-based clustering approach which contextually performs dimension reduction and variable selection is presented. Dimension reduction is achieved by assuming that the data have been generated by a linear factor m...
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A model-based clustering approach which contextually performs dimension reduction and variable selection is presented. Dimension reduction is achieved by assuming that the data have been generated by a linear factor model with latent variables modeled as Gaussian mixtures. Variable selection is performed by shrinking the factor loadings though a penalized likelihood method with an L1 penalty. A maximum likelihood estimation procedure via the EM algorithm is developed and a modified BIC criterion to select the penalization parameter is illustrated. The effectiveness of the proposed model is explored in a Monte Carlo simulation study and in a real example. (C) 2009 Elsevier B.V. All rights reserved.
To resist the adverse effect of shadow interference, illumination changes, indigent texture and scenario jitter in object detection and improve performance, a background modelling method based on local fusion feature ...
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To resist the adverse effect of shadow interference, illumination changes, indigent texture and scenario jitter in object detection and improve performance, a background modelling method based on local fusion feature and variational Bayesian learning is proposed. First, U-LBSP (uniform-local binary similarity patterns) texture feature, lab colour and location feature are used to construct local fusion feature. U-LBSP is modified from local binary patterns in order to reduce computational complexity and better resist the influence of shadow and illumination changes. Joint colour and location feature are introduced to deal with the problem of indigent texture and scenario jitter. Then, LFGMM (Gaussian mixture model based on local fusion feature) is updated and learned by variational Bayes. In order to adapt to dynamic changing scenarios, the variational expectationmaximisationalgorithm is applied for distribution parameters optimisation. In this way, the optimal number of Gaussian components as well as their parameters can be automatically estimated with less time expended. Experimental results show that the authors' method achieves outstanding detection performance especially under conditions of shadow disturbances, illumination changes, indigent texture and scenario jitter. Strong robustness and high accuracy have been achieved.
A new two-parameter distribution family with decreasing failure rate arising by mixing power-series distribution and exponential distribution is introduced. This family includes some well-used mixing distributions. Va...
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A new two-parameter distribution family with decreasing failure rate arising by mixing power-series distribution and exponential distribution is introduced. This family includes some well-used mixing distributions. Various properties of this family are discussed and the estimation of parameters are obtained by method of maximum likelihood. An EM algorithm is proposed for computing the estimates and expression for their asymptotic variances and covariances are derived. Simulation studies are performed and experimental results are illustrated based on real data sets. (C) 2009 Elsevier B.V. All rights reserved.
This study focuses on identifying the linear parameter varying (LPV) system with an unknown scheduling variable in the presence of missing measurements and the system output data contaminated with outliers. The parame...
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This study focuses on identifying the linear parameter varying (LPV) system with an unknown scheduling variable in the presence of missing measurements and the system output data contaminated with outliers. The parameter interpolated LPV autoregressive exogenous (ARX) model with an unknown scheduling variable is considered and the scheduling variable dynamic is described by a non-linear state-space model. The outliers treatment and unknown scheduling variable estimation with missing observations are both taken into consideration. The robust LPV model is established based on the Student's t-distribution in order to handle the outliers and the particle smoother is adopted to estimate the true scheduling variable from incomplete data set. The formulations of the proposed algorithm are finally derived in the expectation-maximisation algorithm scheme and the formulas to estimate the unknown parameters of LPV ARX model and scheduling variable dynamic model are derived simultaneously. A numerical example and a chemical process are used to present the efficacy of the proposed approach.
Partial discharge (PD) measurement and characterisation is the most effective method to assess the insulation conditions of equipment for its diagnosis. A significant challenge in this area is PD denoising. Despite re...
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Partial discharge (PD) measurement and characterisation is the most effective method to assess the insulation conditions of equipment for its diagnosis. A significant challenge in this area is PD denoising. Despite recent advancements in denoising algorithms, data drops out because of inappropriate threshold selection during denoising. Processing PD signals with missing data leads to an inaccurate assessment of the insulation conditions, indicating recovering such missed data is a potential research scope under the moonlight. This study addresses the issues of recovering such data dropouts by considering the PD data vector matrix as a low-rank matrix that needs completion by Hankel-matrix decomposition methods. After finding the probabilistic estimate of the missing values using an expectationmaximisationalgorithm, singular-value decomposition is used to find the actual missing values by soft-thresholding the singular values of the matrix. After testing this technique on simulated PD data, it is implemented to test SASTRA-High-Voltage Laboratory data, showing root mean square error (RMSE) 0.77% and mean absolute error 0.84%. The efficiency of this technique is confirmed when tested with large-sized noise free PD data of 36 samples from the Laboratory of BOLOGNA University (with RMSE varying from 0.15 to 0.31% and mean absolute error varying from 0.29 to 0.6%).
The paper points out that a certain iterative method of direct deconvolution is a particular manifestation of the so-called expectation-maximisation (EM) algorithm. Recognition of this leads to the establishment of ge...
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The paper points out that a certain iterative method of direct deconvolution is a particular manifestation of the so-called expectation-maximisation (EM) algorithm. Recognition of this leads to the establishment of general convergence results by reference to existing work. Zusammenfassung Dieser Artikel zeigt dass eine iterative direkte Unfaltungsmethode, die auf dem Bayes Theorem basiert, ein Spezialfall des E.M. algorithmus ist (expectation-Maximization). Diese Bemerkung erlaubt es, die Konvergenz mit Hilfe von Referenzen zu frueren Arbeiten zu zeigen.
In this study a distributed maximum likelihood estimator (MLE) has been presented to estimate ML function of traffic flow and mean traffic speed in a freeway. This algorithm uses traffic measurements including volume,...
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In this study a distributed maximum likelihood estimator (MLE) has been presented to estimate ML function of traffic flow and mean traffic speed in a freeway. This algorithm uses traffic measurements including volume, occupancy and mean speed which gathered by some inductive loop detectors. These traffic detectors (traffic sensors) located in certain distances in the freeway network such that they establish a distributed sensor network (DSN). The presented distributed estimator has employed a distributed expectationmaximisationalgorithm to calculate MLE. In the E-step of this algorithm, each sensor node independently calculates local sufficient statistics by using local observations. A consensus filter is used to diffuse local sufficient statistics to neighbours and estimate global sufficient statistics in each node. In the M-step of this algorithm, each sensor node uses the estimated global sufficient statistics to update model parameters of the Gaussian mixtures, which can maximise the log-likelihood in the same way as in the standard EM algorithm. As the consensus filter only requires each node to communicate with its neighbours, the distributed algorithm is scalable and robust. A set of field traffic data from Minnesota freeway network has been used to simulate and verify the proposed distributed estimator performance.
In this study, the authors focus on hidden Markov model (HMM) parameters estimation with independent multiple observations and non-linear inequality constraints. The parameters estimation process is divided into four ...
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In this study, the authors focus on hidden Markov model (HMM) parameters estimation with independent multiple observations and non-linear inequality constraints. The parameters estimation process is divided into four steps: initialisation, parameters pre-estimation, parameters re-estimation and termination. The pre-estimation results are used to approximate non-linear inequality constraints to linear inequality constraints. In parameters re-estimation step, the active-set optimisation is combined with the expectationmaximisation (EM) algorithm in M-step and the active set-based EM algorithm is proposed to re-estimate HMM parameters when inequality constraints are not satisfied in pre-estimation. An auxiliary function is devised for reconstructing the optimisation objective function and the convergence of the proposed algorithm is also demonstrated. Simulation results indicate that the proposed algorithm provides better performance by modifying the random error of observation data appropriately and it is powerful for industry process fault diagnosis.
A method of complexity control in multinomial mixture modeling of multiple-marker genotype data, imposing the Hardy-Weinberg equilibrium (HWE) between the genotype values, is studied. This is a very natural restrictio...
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A method of complexity control in multinomial mixture modeling of multiple-marker genotype data, imposing the Hardy-Weinberg equilibrium (HWE) between the genotype values, is studied. This is a very natural restriction, and known to hold at population level under modest assumptions. The hypothesis under study is that imposing this restriction will prevent overfitting and lead to a better model. This is shown to indeed be case. Experimental results an chromosomes 1 and 17 of the HapMap data demonstrate that the restricted model generalizes better to unseen data, and also finds clusters that correspond better to the ethnic groups of the HapMap, when compared with a model without the HWE restriction. (C) 2008 Elsevier B.V. All rights reserved.
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