Validation Gating for Non-Linear Non-Gaussian Target Tracking

This paper develops a general theory of validation gating for non-linear non-Gaussian mod- els. Validation gates are used in target tracking to cull very unlikely measurement-to-track associa- tions, before remaining association ambiguities are handled by a more comprehensive (and expensive) data association scheme. The essential property of a gate is to accept a high percentage of correct associ- ations, thus maximising track accuracy, but provide a su±ciently tight bound to minimise the number of ambiguous associations. For linear Gaussian systems, the ellipsoidal vali- dation gate is standard, and possesses the statistical property whereby a given threshold will accept a cer- tain percentage of true associations. This property does not hold for non-linear non-Gaussian models. As a system departs from linear-Gaussian, the ellip- soid gate tends to reject a higher than expected pro- portion of correct associations and permit an excess of false ones. In this paper, the concept of the ellip- soidal gate is extended to permit correct statistics for the non-linear non-Gaussian case. The new gate is demonstrated by a bearing-only tracking example.

Asset life prediction and maintenance decision-making using a non-linear non-Gaussian state space model

Estimating and predicting degradation processes of engineering assets is crucial for reducing the cost and insuring the productivity of enterprises. Assisted by modern condition monitoring (CM) technologies, most asset degradation processes can be revealed by various degradation indicators extracted from CM data. Maintenance strategies developed using these degradation indicators (i.e. condition-based maintenance) are more cost-effective, because unnecessary maintenance activities are avoided when an asset is still in a decent health state. A practical difficulty in condition-based maintenance (CBM) is that degradation indicators extracted from CM data can only partially reveal asset health states in most situations. Underestimating this uncertainty in relationships between degradation indicators and health states can cause excessive false alarms or failures without pre-alarms. The state space model provides an efficient approach to describe a degradation process using these indicators that can only partially reveal health states. However, existing state space models that describe asset degradation processes largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires that failures and inspections only happen at fixed intervals. The discrete state assumption entails discretising continuous degradation indicators, which requires expert knowledge and often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This research proposes a Gamma-based state space model that does not have discrete time, discrete state, linear and Gaussian assumptions to model partially observable degradation processes. Monte Carlo-based algorithms are developed to estimate model parameters and asset remaining useful lives. In addition, this research also develops a continuous state partially observable semi-Markov decision process (POSMDP) to model a degradation process that follows the Gamma-based state space model and is under various maintenance strategies. Optimal maintenance strategies are obtained by solving the POSMDP. Simulation studies through the MATLAB are performed; case studies using the data from an accelerated life test of a gearbox and a liquefied natural gas industry are also conducted. The results show that the proposed Monte Carlo-based EM algorithm can estimate model parameters accurately. The results also show that the proposed Gamma-based state space model have better fitness result than linear and Gaussian state space models when used to process monotonically increasing degradation data in the accelerated life test of a gear box. Furthermore, both simulation studies and case studies show that the prediction algorithm based on the Gamma-based state space model can identify the mean value and confidence interval of asset remaining useful lives accurately. In addition, the simulation study shows that the proposed maintenance strategy optimisation method based on the POSMDP is more flexible than that assumes a predetermined strategy structure and uses the renewal theory. Moreover, the simulation study also shows that the proposed maintenance optimisation method can obtain more cost-effective strategies than a recently published maintenance strategy optimisation method by optimising the next maintenance activity and the waiting time till the next maintenance activity simultaneously.

Probability analysis of machine angle stability with non-gaussian wind power input

The security of power transfer across a given transmission link is typically a steady state assessment. This paper develops tools to assess machine angle stability as affected by a combination of faults and uncertainty of wind power using probability analysis. The paper elaborates on the development of the theoretical assessment tool and demonstrates its efficacy using single machine infinite bus system.

Non-Gaussian Cosmological Perturbations from Hybrid Inflation and Preheating

This thesis consists of four research papers and an introduction providing some background. The structure in the universe is generally considered to originate from quantum fluctuations in the very early universe. The standard lore of cosmology states that the primordial perturbations are almost scale-invariant, adiabatic, and Gaussian. A snapshot of the structure from the time when the universe became transparent can be seen in the cosmic microwave background (CMB). For a long time mainly the power spectrum of the CMB temperature fluctuations has been used to obtain observational constraints, especially on deviations from scale-invariance and pure adiabacity. Non-Gaussian perturbations provide a novel and very promising way to test theoretical predictions. They probe beyond the power spectrum, or two point correlator, since non-Gaussianity involves higher order statistics. The thesis concentrates on the non-Gaussian perturbations arising in several situations involving two scalar fields, namely, hybrid inflation and various forms of preheating. First we go through some basic concepts -- such as the cosmological inflation, reheating and preheating, and the role of scalar fields during inflation -- which are necessary for the understanding of the research papers. We also review the standard linear cosmological perturbation theory. The second order perturbation theory formalism for two scalar fields is developed. We explain what is meant by non-Gaussian perturbations, and discuss some difficulties in parametrisation and observation. In particular, we concentrate on the nonlinearity parameter. The prospects of observing non-Gaussianity are briefly discussed. We apply the formalism and calculate the evolution of the second order curvature perturbation during hybrid inflation. We estimate the amount of non-Gaussianity in the model and find that there is a possibility for an observational effect. The non-Gaussianity arising in preheating is also studied. We find that the level produced by the simplest model of instant preheating is insignificant, whereas standard preheating with parametric resonance as well as tachyonic preheating are prone to easily saturate and even exceed the observational limits. We also mention other approaches to the study of primordial non-Gaussianities, which differ from the perturbation theory method chosen in the thesis work.

Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

Three-dimensional localization of multiple acoustic sources in shallow ocean with non-Gaussian noise

In this paper, a low-complexity algorithm SAGE-USL is presented for 3-dimensional (3-D) localization of multiple acoustic sources in a shallow ocean with non-Gaussian ambient noise, using a vertical and a horizontal linear array of sensors. In the proposed method, noise is modeled as a Gaussian mixture. Initial estimates of the unknown parameters (source coordinates, signal waveforms and noise parameters) are obtained by known/conventional methods, and a generalized expectation maximization algorithm is used to update the initial estimates iteratively. Simulation results indicate that convergence is reached in a small number of (<= 10) iterations. Initialization requires one 2-D search and one 1-D search, and the iterative updates require a sequence of 1-D searches. Therefore the computational complexity of the SAGE-USL algorithm is lower than that of conventional techniques such as 3-D MUSIC by several orders of magnitude. We also derive the Cramer-Rao Bound (CRB) for 3-D localization of multiple sources in a range-independent ocean. Simulation results are presented to show that the root-mean-square localization errors of SAGE-USL are close to the corresponding CRBs and significantly lower than those of 3-D MUSIC. (C) 2014 Elsevier Inc. All rights reserved.