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Crisan, Dan, and Salvador Ortiz-Latorre. "A Kusuoka–Lyons–Victoir particle filter." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 469, no. 2156 (2013): 20130076. http://dx.doi.org/10.1098/rspa.2013.0076.
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The aim of this paper is to introduce a new numerical algorithm for solving the continuous time nonlinear filtering problem. In particular, we present a particle filter that combines the Kusuoka–Lyons–Victoir (KLV) cubature method on Wiener space to approximate the law of the signal with a minimal variance ‘thinning’ method, called the tree-based branching algorithm (TBBA) to keep the size of the cubature tree constant in time. The novelty of our approach resides in the adaptation of the TBBA algorithm to simultaneously control the computational effort and incorporate the observation data into the system. We provide the rate of convergence of the approximating particle filter in terms of the computational effort (number of particles) and the discretization grid mesh. Finally, we test the performance of the new algorithm on a benchmark problem (the Beneš filter).
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YEONG, HOONG CHIEH, JUN HYUN PARK, and N. SRI NAMACHCHIVAYA. "PARTICLE FILTERS IN A MULTISCALE ENVIRONMENT: WITH APPLICATION TO THE LORENZ-96 ATMOSPHERIC MODEL." Stochastics and Dynamics 11, no. 02n03 (2011): 569–91. http://dx.doi.org/10.1142/s0219493711003450.
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The study of random dynamical systems involves understanding the evolution of state variables that contain uncertainties and that are usually hidden, or not directly observable. Therefore, state variables have to be estimated and updated based on system models using information from observational data, which themselves are noisy, in the sense that they contain uncertainties and disturbances due to imperfections in observational devices and disturbances in the environment within which data are being collected. The development of efficient data assimilation methods for integrating observational data in predicting the evolution of random state variables is thus an important aspect in the study of random dynamical systems. In this paper, we consider a particle filtering approach to nonlinear filtering in multiscale dynamical systems. Particle filtering methods [1–3] utilizes ensembles of particles to represent the conditional density of state variables using particle positions, distributed over a sample space. The distribution of an ensemble of particles is updated using observational data to obtain the best representation of the conditional density of the state variables of interest. On the other hand, homogenization theory [4, 5], allows us to estimate the coarse-grained (slow) dynamics of a multiscale system on a larger timescale without having to explicitly study the fast variable evolution on a small timescale. The results of filter convergence presented in [6] shows the convergence of the filter of the actual state variable to a homogenized solution to the original multiscale system, and thus we develop a particle filtering scheme for multiscale random dynamical systems that utilizes this convergence result. This particle filtering method is called the Homogenized Hybird Particle Filter, and it incorporates a multiscale computation scheme, the Heterogeneous Multiscale Method developed in [7], with the novel branching particle filter described in [8–10]. By incorporating a multiscale scheme based on homogenization of the original system, estimation of the coarse-grained dynamics using observational data is performed over a larger timescale, thus resulting in computational time and cost reduction in terms of the evolution of the state variables as well as functional evaluations for the filtering aspect. We describe the theory behind this combined scheme and its general algorithm, concluded with an application to the Lorenz-96 [11] atmospheric model that mimics midlatitude geophysical dynamics with microscopic convective processes.
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Nakagawa, Hidetoshi, and Hideyuki Takada. "Numerical analysis of rating transition matrix depending on latent macro factor via nonlinear particle filter method." Journal of Financial Engineering 01, no. 03 (2014): 1450026. http://dx.doi.org/10.1142/s2345768614500263.
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We propose a new nonlinear filtering model for a better estimation of credit rating transition matrix consistent with the hypothesis that rating transition intensities as well as dynamics of financial asset prices depend on some unobservable macroeconomic factor. We attempt a branching particle filter method to numerically obtain the conditional distribution of the latent factor. For an illustration, we analyze a rating transition history of Japanese enterprises. As a result, we realize that our model can capture some contagion effect of credit events and an interpolative role of financial market information on the rating transition intensities.
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Jeon, Byunghwan. "Deep Recursive Bayesian Tracking for Fully Automatic Centerline Extraction of Coronary Arteries in CT Images." Sensors 21, no. 18 (2021): 6087. http://dx.doi.org/10.3390/s21186087.
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Extraction of coronary arteries in coronary computed tomography (CT) angiography is a prerequisite for the quantification of coronary lesions. In this study, we propose a tracking method combining a deep convolutional neural network (DNN) and particle filtering method to identify the trajectories from the coronary ostium to each distal end from 3D CT images. The particle filter, as a non-linear approximator, is an appropriate tracking framework for such thin and elongated structures; however, the robust ‘vesselness’ measurement is essential for extracting coronary centerlines. Importantly, we employed the DNN to robustly measure the vesselness using patch images, and we integrated softmax values to the likelihood function in our particle filtering framework. Tangent patches represent cross-sections of coronary arteries of circular shapes. Thus, 2D tangent patches are assumed to include enough features of coronary arteries, and the use of 2D patches significantly reduces computational complexity. Because coronary vasculature has multiple bifurcations, we also modeled a method to detect branching sites by clustering the particle locations. The proposed method is compared with three commercial workstations and two conventional methods from the academic literature.
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Saraiev, Olexii, and Alexander Khrulev. "Devising a model of the airflow with dust particles in the intake system of a vehicle’s internal combustion engine." Eastern-European Journal of Enterprise Technologies 2, no. 1 (110) (2021): 61–69. http://dx.doi.org/10.15587/1729-4061.2021.230113.
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This paper considers the mechanism of malfunction of internal combustion engines that implies the accelerated local wear of parts in individual cylinders as a result of uneven distribution of dust particles that pass through the air filter in the intake system. In order to acquire quantitative data on the effect of the structure of the intake system on the redistribution of dust in engine cylinders, the two-phase flow of air with dust particles in the standard elements of the intake system was mathematically modeled. ANSYS software package was used to solve the problem. A simulation technique was devised in which the airflow was first calculated to determine the boundary conditions for dust, after which the flow of air with particles was calculated. The calculations were carried out in a range of air velocities of 5‒20 m/s in branching channels with diversion angles of 45°, 90°, and 135° for the most characteristic particle sizes of 5‒30 µm. It has been estimated that dust particles deviate from the air streamlines by inertia and can slip through the lateral drain the stronger the larger particle size, diversion angle, and velocity of air. The comparison of the simulation results with experimental data confirmed that in the intake system of some engines, due to uneven particle distribution, there is local abrasive wear in one or more cylinders, which can significantly reduce the resource. This paper shows the need to take into consideration the centrifugation and redistribution of dust in the intake systems during the design, modernization, expert studies to determine the causes of faults associated with faulty operating conditions, as well as to clarify the regulations for the maintenance of existing engines.
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Meusinger, Carl, Ulrike Dusek, Stephanie M. King та ін. "Chemical and isotopic composition of secondary organic aerosol generated by <i>α</i>-pinene ozonolysis". Atmospheric Chemistry and Physics 17, № 10 (2017): 6373–91. http://dx.doi.org/10.5194/acp-17-6373-2017.
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Abstract. Secondary organic aerosol (SOA) plays a central role in air pollution and climate. However, the description of the sources and mechanisms leading to SOA is elusive despite decades of research. While stable isotope analysis is increasingly used to constrain sources of ambient aerosol, in many cases it is difficult to apply because neither the isotopic composition of aerosol precursors nor the fractionation of aerosol forming processes is well characterised. In this paper, SOA formation from ozonolysis of α-pinene – an important precursor and perhaps the best-known model system used in laboratory studies – was investigated using position-dependent and average determinations of 13C in α-pinene and advanced analysis of reaction products using thermal-desorption proton-transfer-reaction mass spectrometry (PTR-MS). The total carbon (TC) isotopic composition δ13C of the initial α-pinene was measured, and the δ13C of the specific carbon atom sites was determined using position-specific isotope analysis (PSIA). The PSIA analysis showed variations at individual positions from −6.9 to +10. 5 ‰ relative to the bulk composition. SOA was formed from α-pinene and ozone in a constant-flow chamber under dark, dry, and low-NOx conditions, with OH scavengers and in the absence of seed particles. The excess of ozone and long residence time in the flow chamber ensured that virtually all α-pinene had reacted. Product SOA was collected on two sequential quartz filters. The filters were analysed offline by heating them stepwise from 100 to 400 °C to desorb organic compounds that were (i) detected using PTR-MS for chemical analysis and to determine the O : C ratio, and (ii) converted to CO2 for 13C analysis. More than 400 ions in the mass range 39–800 Da were detected from the desorbed material and quantified using a PTR-MS. The largest amount desorbed at 150 °C. The O : C ratio of material from the front filter increased from 0.18 to 0.25 as the desorption temperature was raised from 100 to 250 °C. At temperatures above 250 °C, the O : C ratio of thermally desorbed material, presumably from oligomeric precursors, was constant. The observation of a number of components that occurred across the full range of desorption temperatures suggests that they are generated by thermal decomposition of oligomers. The isotopic composition of SOA was more or less independent of desorption temperature above 100 °C. TC analysis showed that SOA was enriched in 13C by 0.6–1.2 ‰ relative to the initial α-pinene. According to mass balance, gas-phase products will be depleted relative to the initial α-pinene. Accordingly, organic material on the back filters, which contain adsorbed gas-phase compounds, is depleted in 13C in TC by 0.7 ‰ relative to the initial α-pinene, and by 1.3 ‰ compared to SOA collected on the front filter. The observed difference in 13C between the gas and particle phases may arise from isotope-dependent changes in the branching ratios in the α-pinene + O3 reaction. Alternatively, some gas-phase products involve carbon atoms from highly enriched and depleted sites, as shown in the PSIA analysis, giving a non-kinetic origin to the observed fractionations. In either case, the present study suggests that the site-specific distribution of 13C in the source material itself governs the abundance of 13C in SOA.
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Kouritzin, Michael A. "Residual and stratified branching particle filters." Computational Statistics & Data Analysis 111 (July 2017): 145–65. http://dx.doi.org/10.1016/j.csda.2017.02.003.
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Kouritzin, Michael A. "Convergence rates for residual branching particle filters." Journal of Mathematical Analysis and Applications 449, no. 2 (2017): 1053–93. http://dx.doi.org/10.1016/j.jmaa.2016.12.046.
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Hoogenboezem, Wim, Jos G. M. van den Boogaart, Ferdinand A. Sibbing, Eddy H. R. R. Lammens, Arie Terlouw, and Jan W. M. Osse. "A New Model of Particle Retention and Branchial Sieve Adjustment in Filter-Feeding Bream (Abramis brama, Cyprinidae)." Canadian Journal of Fisheries and Aquatic Sciences 48, no. 1 (1991): 7–18. http://dx.doi.org/10.1139/f91-002.
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A new model for filter feeding in bream (Abramis brama, Cyprinidae) is presented based on the three dimensional architecture of the branchial sieve. Transverse ridges on the upper surface of the gill arches form a system of channels in which food particles appear to be retained. These ridges are formed by a fleshy interconnection between the middle part of the gill arch and the bony parts of its gill rakers. Muscles attached to the rakers, present only on the lateral edge of the gill arch, indicate movability of the lateral bony raker element. If the fish is foraging on particles smaller than the channel diameter, movement of these gill rakers probably adjusts the sieve by reducing the channel diameter of the opposite channel. Selectivity of bream depends on available size classes of zooplanktons and changes in selectivity are attributed to adjustment of the branchial sieve. The channel model has been tested with feeding experiments and X-ray cinematography. The reconstructed paths of marked food particles show that particles follow the hypothesized path. Particle retention occurred mainly at the expected medial site of the arches. Our study strongly supports the channel model of particle retention.
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Kouritzin, Michael A., and Wei Sun. "Rates for branching particle approximations of continuous-discrete filters." Annals of Applied Probability 15, no. 4 (2005): 2739–72. http://dx.doi.org/10.1214/105051605000000539.
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Robertson, Christopher G., Sankar Raman Vaikuntam, and Gert Heinrich. "A Nonequilibrium Model for Particle Networking/Jamming and Time-Dependent Dynamic Rheology of Filled Polymers." Polymers 12, no. 1 (2020): 190. http://dx.doi.org/10.3390/polym12010190.
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We describe an approach for modeling the filler network formation kinetics of particle-reinforced rubbery polymers—commonly called filler flocculation—that was developed by employing parallels between deformation effects in jammed particle systems and the influence of temperature on glass-forming materials. Experimental dynamic viscosity results were obtained concerning the strain-induced particle network breakdown and subsequent time-dependent reformation behavior for uncross-linked elastomers reinforced with carbon black and silica nanoparticles. Using a relaxation time function that depends on both actual dynamic strain amplitude and fictive (structural) strain, the model effectively represented the experimental data for three different levels of dynamic strain down-jump with a single set of parameters. This fictive strain model for filler networking is analogous to the established Tool–Narayanaswamy–Moynihan model for structural relaxation (physical aging) of nonequilibrium glasses. Compared to carbon black, precipitated silica particles without silane surface modification exhibited a greater overall extent of filler networking and showed more self-limiting behavior in terms of network formation kinetics in filled ethylene-propylene-diene rubber (EPDM). The EPDM compounds with silica or carbon black filler were stable during the dynamic shearing and recovery experiments at 160 °C, whereas irreversible dynamic modulus increases were noted when the polymer matrix was styrene-butadiene rubber (SBR), presumably due to branching/cross-linking of SBR in the rheometer. Care must be taken when measuring and interpreting the time-dependent filler networking in unsaturated elastomers at high temperatures.
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Hoogenboezem, Wim, and Jos G. M. van den Boogaart. "Importance of Mucus in Filter-Feeding of Bream (Abramis brama)." Canadian Journal of Fisheries and Aquatic Sciences 50, no. 3 (1993): 472–79. http://dx.doi.org/10.1139/f93-055.
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Mucus boluses, found in the oropharyngeal cavity of a large number of freshly caught bream (Abramis brama), appear to play an important role in the aggregation and transport of food particles from the branchial sieve to the esophagus. Mucus boluses, some containing up to 900 zooplankters, were isolated from the oropharyngeal cavity of bream, and from these the filtering rate and retention ability of the filtering system were calculated. Using light microscopy and special staining methods, we identified different types of mucus cells in the oropharyngeal wall of bream that increase in number from anterior to posterior. Based on these data and on our knowledge of branchial sieving, we have hypothesized the role of mucus in the filter feeding mechanism of bream. Initially, small particles are retained mechanically in the branchial sieve, eventually becoming coated with mucus. They then act as "sticky" particles with respect to other mucus-coated particles. During recollection from the branchial sieve following closed protrusion of the mouth, the sticky particles adhere to one another forming a mucus bolus that is stored at the posterior end of the branchial chamber. After several of these cycles over a period of several minutes the bolus is swallowed.
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Warasitthinon, Nadhatai, Anne-Caroline Genix, Michael Sztucki, Julian Oberdisse, and Christopher G. Robertson. "THE PAYNE EFFECT: PRIMARILY POLYMER-RELATED OR FILLER-RELATED PHENOMENON?" Rubber Chemistry and Technology 92, no. 4 (2019): 599–611. http://dx.doi.org/10.5254/rct.19.80441.
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ABSTRACT The hysteretic softening at small dynamic strains (Payne effect)—related to the rolling resistance and viscoelastic losses of tires—was studied as a function of particle size, filler volume fraction, and temperature for carbon black (CB) reinforced uncrosslinked styrene–butadiene rubber (SBR) and a paste-like material composed of CB-filled paraffin oil. The low-strain limit for dynamic storage modulus was found to be remarkably similar for CB-filled oil and the CB-filled SBR. Small-angle X-ray scattering (SAXS) measurements on the simple composites and detailed data analysis confirmed that the aggregate structures and nature of filler branching/networking of carbon black were virtually identical within oil compared to the high molecular weight polymer matrix. The combined dynamic rheology and SAXS results provide clear evidence that the deformation-induced breaking (unjamming) of the filler network—characterized by filler–filler contacts that are percolated throughout the material—is the main cause for the Payne effect. However, the polymer matrix does play a secondary role as demonstrated by a reduction in Payne effect magnitude with increasing temperature for the CB-reinforced rubber, which was not observed to a significant extent for the oil–CB system.
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Fan, Ming, Wenhao He, Qiangzhi Li, et al. "PTFE Crystal Growth in Composites: A Phase-Field Model Simulation Study." Materials 15, no. 18 (2022): 6286. http://dx.doi.org/10.3390/ma15186286.
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We investigated, via a phase-field model simulation, the effects of a matrix’s properties and a filler’s characters on the polytetrafluoroethylene (PTFE) crystal growth process in composites under various supercooling degrees. The results show that the supercooling degree has a deciding influence on the crystal growth process. The intrinsic properties of PTFE polymer, such as anisotropic strength and phase transition latent heat, affect the growth rate, orientation, and interfacial integrity of the crystal trunk and the branching of the PTFE crystal growth process. The factors of the PTFE crystallization process, such as anisotropic strength and phase translation interface thickness, affect the uniformity and crystallization degree of the PTFE crystal. In the composites, the biphasic interface induces the crystal growth direction via the polymer chain segment migration rate, of which the degree depends on the shapes of the filler and the PTFE crystal nucleus. According to the results, choosing the low molecular weight PTFE and mixture filler with various particle sizes and surface curvatures as the raw materials of PTFE-based composites improves the crystallization of the PTFE matrix.
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CANDIOTI, M. FLORENCIA VERA. "Anatomy of anuran tadpoles from lentic water bodies: systematic relevance and correlation with feeding habits." Zootaxa 1600, no. 1 (2007): 1–175. http://dx.doi.org/10.11646/zootaxa.1600.1.1.
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I studied anatomy, gut content, and the relationship among these traits in a set of anuran tadpoles. Larval stages (mainly Gosner stages 31–36) of nineteen species from various lentic environments were selected. Morphological characters from the skeleton, musculature, oral apparatus and buccopharyngeal cavity were recorded, and a gut content analysis was performed, with emphasis on food size distribution. Ordination techniques were applied in order to find patterns of similarity in morphology and gut content. Canonical ordination methods were used to investigate the relationship among gut content, morphology, and phylogeny in the species considered. The results show that several skeletal, muscular, and buccal characters are relatively maintained within genera. Other features, which have appeared independently in different lineages, reflect convergence phenomena in some cases related to ecological aspects. The configuration of the hyobranchial skeleton, the development of the buccal floor depressor and levator muscles, and mouth gape width correlate with prey size. In some species, morphology is clearly related with feeding. Tadpoles that ingest large food particles relative to their body length present morphological traits attributable to macrophagy. Taxonomically unrelated tadpoles of Dendropsophus nanus, D. microcephalus and Ceratophrys cranwelli possess hyobranchial skeletons with robust, rostrocaudally long ceratohyals and reduced branchial baskets with short ceratobranchials devoid of lateral projections and spicules. Lepidobatrachus llanensis tadpoles have laterally extended ceratohyals which, along with the lateral extension of the jaws, result in a very wide oral apparatus and an ample buccopharyngeal cavity that allows the tadpole to ingest large and whole prey; the branchial basket, although its ceratobranchials lack lateral projections and spicules, is slightly reduced in area. The four species mentioned have a noticeable development of the buccal floor depressor muscles, and buccal cavities with scarce filtering and entrapping structures. In Elachistocleis bicolor, Dermatonotus muelleri, Chiasmocleis panamensis, and Xenopus laevis tadpoles, the branchial basket occupies >70% of the total hyobranchial skeleton area, and the hypobranchial plates are highly reduced; the buccal floor levator muscles are well-developed, with an increased site of attachment on the ventral expansion of the lateral process of the ceratohyal; the scarcity of the filtering structures in the buccopharyngeal cavity are balanced with the great development of the branchial filters and secretory zones; all these features relate to a diet based on small particles not significantly different from those of most other species; however, experimental studies show that species with similar hyobranchial apparatus and muscles are the most efficient when retaining minute particles. Finally, a large group of species present generalized morphological characters, such as a branchial basket occupying about 50% of the total hyobranchial apparatus, intermediate values of mouth gape width and buccal floor levator / depressor muscles ratio, and abundant filtering structures in the buccopharyngeal cavity; these species feed frequently on food particles between 1–30% of the tadpole body length; however, in some of the species, macrophagous diets are also reported in the literature, indicating that this morphology is flexible in more ample prey size ranges.
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Berg, Coen van den, Jos G. M. van den Boogaart, Ferdinand A. Sibbing, Eddy H. R. R. Lammens, and Jan W. M. Osse. "Shape of Zooplankton and Retention in Filter-Feeding: A Quantitative Comparison between Industrial Sieves and the Branchial Sieves of Common Bream (Abramis brama) and White Bream (Blicca bjoerkna)." Canadian Journal of Fisheries and Aquatic Sciences 50, no. 4 (1993): 716–24. http://dx.doi.org/10.1139/f93-082.
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Industrial sieves retained all cycloid copepods with a width larger than their mesh size, but Daphnia, with a width up to 1.4 times the mesh size, still passed through them. Daphnia have a lower depth/width ratio than copepods (0.599 and 0.882, respectively). Therefore, Daphnia could pass through the square meshes diagonally. In filter-feeding experiments with common bream (Abramis brama), the smallest retained copepods correspondingly were about 35% less wide than the smallest retained Daphnia. White bream (Blicca bjoerkna) did not retain copepods smaller than Daphnia. In the reducible-channel model of filter-feeding, particles are retained in the channels between the medial gill rakers. The mesh size can be reduced by lowering the lateral rakers into these channels. We calculated that zooplankton depth is the critical size parameter in reduced channels and zooplankton width in unreduced channels. We found that white bream was feeding with unreduced channels and common bream with reduced channels. The depth/width ratio (35% lower in Daphnia than in copepods) therefore explains the difference in retention of copepods and Daphnia by common bream whereas no such difference was expected for white bream. The shape of zooplankton thus affects the trophic segregation and the exploitation of food resources by fish.
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Veeramalla, Santhosh Kumar, and V. Hindumathi. "A Framework for Solving the Source Localization of the EEG Measurements with the Application of Particle Filtering with Branching Resampling." Journal of Circuits, Systems and Computers, March 24, 2022. http://dx.doi.org/10.1142/s021812662250181x.
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Inverse algorithms are used to assess EEG source parameters. This involves identifying unknown voxels in hundreds of different regions, giving an incomplete picture of the brain. There are no uniform solutions since the same sensor output may come from many source configurations. To overcome the lack of uniqueness, one must consider previous information and parameters inherent in the source. Our goal is to predict the location of brain sources from the recorded EEG signal without any prior knowledge of sources. We applied a particle filter to locate the brain sources in this article. The degeneracy of particle weights limits the particle filter’s performance. Various resampling techniques are suggested to address this problem. The performance of the branching resampling approach is compared to a systematic resampling method for brain source localization. To perform assessment and comparison studies, both simulated and real EEG data are used.
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Soeid, Marini, Abdul Haris, and Syafiuddin Syafiuddin. "The Ability of biofilter sponge demospongiae class with various forms of growth towards the turbidity and total suspended solid." TORANI: Journal of Fisheries and Marine Science 2, no. 2 (2019). http://dx.doi.org/10.35911/torani.v2i2.7058.
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The sponge is an invertebrate animal from phylum porifera that lives permanently and filters out what is in the water column. The sponge has various forms of growth, including massive, branching, and submissive. Each form of growth is indicated to have different filtering abilities, so this research needs to be done. This study aims to determine whether the ability to filter (biofilter) Turbidity and Total Suspended Solid sponge depends on the form of growth (Massive, Submassive, and Branching). This research was conducted from September to October 2016. Taking sponges in the waters of Barranglompo Island, testing was carried out at the Hatchery Marine Station at Hasanuddin University, Barranglompo Island and measurements of water quality parameters were carried out at the Chemical Oceanography Laboratory, Department of Marine Sciences, Faculty of Marine and Fisheries, Hasanuddin University. The acclimatization process needs to be done to adapt the sponge before being given treatment. Each aquarium is filled with seawater that has been mixed with sediments as much as 0.17 mg/l. Then each form of sponge growth is put into an aquarium with the same body volume of 500 cm3 and sees the ability to filter it for 10 hours and 24 hours. After that, water samples were taken at each aquarium to measure turbidity parameters, Total Suspended Solid, and Total Organic Materials. The results showed that at 10 hours and 24 hours the sponge with submassive growth forms filtered more particles in the water column than massive and branching growth forms, while sponge with branching growth forms run into stress and death after filtering for 24 hours.Keywords: growth pattern, biofilter, sediment, sponge.