A technical review of face mask wearing in preventing respiratory COVID-19 transmission

Since the outbreak of the COVID-19 pandemic, most countries have recommended their citizens to adopt social distance, hand hygiene, and face mask wearing. However, wearing face masks has not been well adopted by many citizens. While the reasons are complex, there is a general perception that the evidence to support face mask wearing is lacking, especially for the general public in a community setting. Face mask wearing can block or filter airborne virus-carrying particles through the working of colloid and interface science. This paper assesses current knowledge behind the design and functioning of face masks by reviewing the selection of materials, mask specifications, relevant laboratory tests, and respiratory virus transmission trials, with an overview of future development of reusable masks for the general public. This review highlights the effectiveness of face mask wearing in the prevention of COVID-19 infection.     

Robust Dynamics and Control of a Partially Observed Markov Chain

In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear). Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established.     

Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

Assessment of filtered gas–solid momentum transfer models via a linear wave propagation speed test

The propagation speeds of linear waves in gas–solid suspensions depend strongly on the solids volume fraction and the wave frequency. The latter is due to gas–solid momentum transfer and allows a simple test on filtered gas–solid momentum transfer models. Such models may predict linear wave propagation speeds different from those obtained with the non-filtered model at wave frequencies higher than the filter frequency, but not at wave frequencies lower than the filter frequency.     

加权增量卡尔曼滤波法在ICP－AES中的应用

卡尔曼滤波法用于ＩＣＰ－ＡＥＳ分析时，在白色噪音情况下能给出准确的分析结果，当试样的某些组分未知时，测量噪音将不是白色的，分析结果将不准确。本文提出了一种加权增量卡尔曼滤波法来解决这个问题。     

航空通信网络中复杂干扰过滤技术研究

航空通信环境中存在复杂的干扰信号,对正常的通信信号造成强烈的干扰。利用传统算法进行干扰信号过滤,无法避免由于干扰信号过于复杂导致过滤不充分的缺陷。提出一种基于加权残差优化算法的航空通信网络中复杂干扰过滤方法。对原始信号进行降频处理,能够消除峰值干扰信号,提高了信号的准确性。根据加权残差修正优化算法的相关原理,对通信信号进行残差优化处理,经过处理后的通信信号在受到干扰时会形成零陷,实现了对复杂干扰信号的过滤。实验结果表明,利用该算法进行航空通信网络中复杂干扰信号过滤,能够有效提高过滤的准确性,效果令人满意。     

Filtering and change point estimation for hidden Markov-modulated Poisson processes

A continuous-time Markov chain which is partially observed in Poisson noise is considered, where a structural change in the dynamics of the hidden process occurs at a random change point. Filtering and change point estimation of the model is discussed. Closed-form recursive estimates of the conditional distribution of the hidden process and the random change point are obtained, given the Poisson process observations     

On filtering and estimation of a threshold stochastic volatility model

We derive a nonlinear filter and the corresponding filter-based estimates for a threshold autoregressive stochastic volatility (TARSV) model. Using the technique of a reference probability measure, we derive a nonlinear filter for the hidden volatility and related quantities. The filter-based estimates for the unknown parameters are then obtained from the EM algorithm.     

傅里叶变换滤波-差分吸收光谱法在烟气SO_2在线监测中的应用研究

差分吸收光谱(DOAS)法是利用气体分子窄带吸收特征来测量气体浓度的一种新型的光谱测量技术。本文分析了紫外差分吸收光谱(DOAS)法检测SO2数值处理上的问题,提出傅里叶变换滤波分析方法。本方法可有效减少各种干扰对SO2浓度计算的影响,特别是对与SO2有重叠差分吸收光谱但有不同频谱特性且未知气体的干扰有很好的效果。     

Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model

Iterative procedure is described to generate patterns of dominant Schur vectors of the system dynamics. Their roles in estimating the filter gain is study. These patterns are produced by several integrations of the model from a set of perturbations. This approach is motivated by a number of interesting results on stability of the filter whose gain is approximated in a subspace of dominant Schur vectors. A simple method for the filter design is presented which is aimed at overcoming the most serious drawback of advanced filtering algorithms for high dimensional systems related to very high computational cost in evaluation of the filter gain.The resulting filter will be compared with the existing ones, showing its relevance from a practical point of view. In order to demonstrate its efficiency, the new filter is tested on various experiments. These experiments include the much studied problem of estimating the solution of the Lorenz system as well as that of assimilating sea surface height observations in a high dimensional oceanic model. It is shown that significant increases in efficiency can be obtained by using this filter and that the proposed filter is very promising for solving realistic assimilation problems in meteorology and oceanography.