Estimation of discrete-continuous processes under conditions of polymodality of the a posteriori probability density

2009 ◽  
Vol 52 (1) ◽  
pp. 24-31
Author(s):  
Yu. G. Bulychev ◽  
L. I. Borodin ◽  
V. A. Golovskoy
2018 ◽  
pp. 45-49
Author(s):  
P. S. Galkin ◽  
V. N. Lagutkin

The algorithm of estimation and compensation of ionosphere influence on the measurement of parameters of the motion of space objects in two-position radar system with account of radio physical effects depending on elevation angles and the operating frequency is developed. It is assumed that the observed space object is traсked object, the orbital parameters which are well known, including the dependence of the velocity of the point on the orbit, and the uncertainty of the current coordinates of the object is caused mainly by forecast error of its position of in orbit (longitudinal error). To estimate the true position of space object in the orbit and the parameter, determining the influence of the ionosphere, a joint optimal processing of measurement of ranges to the object, obtained by two separated radars, taking into account the relevant ionospheric propagation delays and available a priori data on observable object trajectory. Estimation of unknown parameters are obtained on the basis of the criterion of maximum a posteriori probability density for these parameters, taking into account the measured and a priori data. The task of searching for maximum a posteriori probability density is reduced to task of searching of minimum weighted sum of squares, for the solution of which the cascade algorithm of iteration through is implemented in the work. Estimation accuracy of the position of space objects in orbit after compensation of ionosphere influence have been studied by Monte-Carlo method. Dependencies of mean square error of the position estimation of space objects upon elevation angles, operation frequency and solar activity have been obtained. It is shown that the effectiveness of the algorithm increases with the spatial base of measurements (for a fixed orbit of the object).


Geophysics ◽  
2016 ◽  
Vol 81 (2) ◽  
pp. E89-E101 ◽  
Author(s):  
Jieyi Zhou ◽  
André Revil ◽  
Abderrahim Jardani

Inverse modeling of geophysical data involves the recovery of a subsurface structural model and the distribution of petrophysical properties. Independent information regarding the subsurface structure is usually available, with some uncertainty, from the expertise of a geologist and possibly accounting for sedimentary and tectonic processes. We have used the available structural information to construct a model covariance matrix and to perform a structure-constrained inversion of the geophysical data to obtain a geophysical tomogram [Formula: see text]. We have considered that the geologic models [Formula: see text] were built from random variables and were described with a priori probability density function in the Bayesian framework. We have explored for the a posteriori probability density of the geologic models (i.e., the structure of the guiding image) with the Markov-chain Monte Carlo method, and we inverted at the same time, in a deterministic framework, the geophysical data. The sampling of the geologic models was performed in a stochastic framework, and each geologic model [Formula: see text] was used to invert the geophysical model [Formula: see text] using image-guided inversion. The adaptive metropolis algorithm was used to find the proposal distributions of [Formula: see text] reproducing the geophysical data and the geophysical information. In other words, we have tried to find a compromise between the a priori geologic information and the geophysical data to get, as end products, an updated geologic model and a geophysical tomogram. To demonstrate our approach, we used here electrical resistivity tomography as a technique to identify a correct geologic model and its a posteriori probability density. The approach was tested using one synthetic example (with three horizontal layers displaced by a normal fault) and one field case corresponding to a sinkhole in a three-layer structure. In both cases, we were able to select the most plausible geologic models that agreed with a priori information and the geophysical data.


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