Human posture prediction can often be formulated as a nonlinear multiobjective optimization (MOO) problem. The joint displacement function is considered as a benchmark of human performance measures. When the joint displacement function is used as the objective function, posture prediction is a MOO problem. The weighted-sum method is commonly used to find a Pareto solution of this MOO problem. Within the joint displacement function, the relative value of the weights associated with each joint represents the relative importance of that joint. Usually, weights are determined by trial and error approaches. This paper presents a systematic approach via an inverse optimization approach to determine the weights for the joint displacement function in posture prediction. This inverse optimization problem can be formulated as a bi-level optimization problem. The design variables are joint angles and weights. The cost function is the summation of the differences between two set of joint angles (the design variables and the realistic posture). Constraints include (1) normalized weights within limits and (2) an inner optimization problem to solve for joint angles (predicted posture). Additional constraints such as weight limits and weight linear equality constraints, obtained through observations, are also implemented in the formulation to test the method. A 24 degree of freedom human upper body model is used to study the formulation and visualize the prediction. An in-house motion capture system is used to obtain the realistic posture. Four different percentiles of subjects are selected to run the experiment. The set of weights for the general seated posture prediction is obtained by averaging all weights for all subjects and all tasks. On the basis of obtained set of weights, the predicted postures match the experimental results well.

We consider a nearly unstable, or near unit root, AR(1) process with regularly varying innovations. Two different approximations for the stationary distribution of such processes exist: a Gaussian approximation arising from the nearly unstable nature of the process and a heavy-tail approximation related to the tail asymptotics of the innovations. We combine these two approximations to obtain a new uniform approximation that is valid on the entire real line. As a corollary, we obtain a precise description of the regions where each of the Gaussian and heavy-tail approximations should be used.

Let {Xk, k=1,2,…} be a sequence of independent random variables with common subexponential distribution F, and let {wk, k=1,2,…} be a sequence of positive numbers. Under some mild summability conditions, we establish simple asymptotic estimates for the extreme tail probabilities of both the weighted sum ∑k=1nwkXk and the maximum of weighted sums max1≤m≤n∑k=1mwkXk, subject to the requirement that they should hold uniformly for n=1,2,…. Potentially, a direct application of the result is to risk analysis, where the ruin probability is to be evaluated for a company having gross loss Xk during the kth year, with a discount or inflation factor wk.