Fully adaptive gaussian mixture metropolis-hastings algorithm

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples from generic multimodal and multidimensional target distributions. The proposal density is a mixture of Gaussian densities with all parameters (weights, mean vectors and covariance matrices) updated using all the previously generated samples applying simple recursive rules. Numerical results for the one and two-dimensional cases are provided.

Matrix-free time-stepping methods for the solution of TriGlobal instability problems

La inmensa mayoría de los flujos de relevancia ingenieril permanecen sin estudiar en el marco de la teoría de estabilidad global. Esto es debido a dos razones fundamentalmente, las dificultades asociadas con el análisis de los flujos turbulentos y los inmensos recursos computacionales requeridos para obtener la solución del problema de autovalores asociado al análisis de inestabilidad de flujos tridimensionales, también conocido como problema TriGlobal. En esta tesis se aborda el problema asociado con la tridimensionalidad. Se ha desarrollado una metodología general para obtener soluciones de problemas de análisis modal de las inestabilidades lineales globales mediante el acoplamiento de métodos de evolución temporal, desarrollados en este trabajo, con códigos de mecánica de fluidos computacional de segundo orden, utilizados de forma general en la industria. Esta metodología consiste en la resolución del problema de autovalores asociado al análisis de inestabilidad mediante métodos de proyección en subespacios de Krylov, con la particularidad de que dichos subespacios son generados por medio de la integración temporal de un vector inicial usando cualquier código de mecánica de fluidos computacional. Se han elegido tres problemas desafiantes en función de la exigencia de recursos computacionales necesarios y de la complejidad física para la demostración de la presente metodología: (i) el flujo en el interior de una cavidad tridimensional impulsada por una de sus tapas, (ii) el flujo alrededor de un cilindro equipado con aletas helicoidales a lo largo su envergadura y (iii) el flujo a través de una cavidad abierta tridimensinal en ausencia de homogeneidades espaciales. Para la validación de la tecnología se ha obtenido la solución del problema TriGlobal asociado al flujo en la cavidad tridimensional, utilizando el método de evolución temporal desarrollado acoplado con los operadores numéricos de flujo incompresible del código CFD OpenFOAM (código libre). Los resultados obtenidos coinciden plentamente con la literatura. La aplicación de esta metodología al estudio de inestabilidades globales de flujos abiertos tridimensionales ha proporcionado por primera vez, información sobre la transición tridimensional de estos flujos. Además, la metodología ha sido adaptada para resolver problemas adjuntos TriGlobales, permitiendo el control de flujo basado en modificaciones de las inestabilidades globales. Finalmente, se ha demostrado que la cantidad moderada de los recursos computacionales requeridos para la solución del problema de valor propio TriGlobal usando este método numérico, junto a su versatilidad al poder acoplarse a cualquier código aerodinámico, permite la realización de análisis de inestabilidad global y control de flujos complejos de relevancia industrial. Abstract Most flows of engineering relevance still remain unexplored in a global instability theory context for two reasons. First, because of the difficulties associated with the analysis of turbulent flows and, second, for the formidable computational resources required for the solution of the eigenvalue problem associated with the instability analysis of three-dimensional base flows, also known as TriGlobal problem. In this thesis, the problem associated with the three-dimensionality is addressed by means of the development of a general approach to the solution of large-scale global linear instability analysis by coupling a time-stepping approach with second order aerodynamic codes employed in industry. Three challenging flows in the terms of required computational resources and physical complexity have been chosen for demonstration of the present methodology; (i) the flow inside a wall-bounded three-dimensional lid-driven cavity, (ii) the flow past a cylinder fitted with helical strakes and (iii) the flow over a inhomogeneous three-dimensional open cavity. Results in excellent agreement with the literature have been obtained for the three-dimensional lid-driven cavity by using this methodology coupled with the incompressible solver of the open-source toolbox OpenFOAM®, which has served as validation. Moreover, significant physical insight of the instability of three-dimensional open flows has been gained through the application of the present time-stepping methodology to the other two cases. In addition, modifications to the present approach have been proposed in order to perform adjoint instability analysis of three-dimensional base flows and flow control; validation and TriGlobal examples are presented. Finally, it has been demonstrated that the moderate amount of computational resources required for the solution of the TriGlobal eigenvalue problem using this method enables the performance of instability analysis and control of flows of industrial relevance.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.

Efficient Monte Carlo methods for multi-dimensional learning with classifier chains

Multi-dimensional classification (MDC) is the supervised learning problem where an instance is associated with multiple classes, rather than with a single class, as in traditional classification problems. Since these classes are often strongly correlated, modeling the dependencies between them allows MDC methods to improve their performance – at the expense of an increased computational cost. In this paper we focus on the classifier chains (CC) approach for modeling dependencies, one of the most popular and highest-performing methods for multi-label classification (MLC), a particular case of MDC which involves only binary classes (i.e., labels). The original CC algorithm makes a greedy approximation, and is fast but tends to propagate errors along the chain. Here we present novel Monte Carlo schemes, both for finding a good chain sequence and performing efficient inference. Our algorithms remain tractable for high-dimensional data sets and obtain the best predictive performance across several real data sets.

Video analysis based vehicle detection and tracking using an MCMC sampling framework

This article presents a probabilistic method for vehicle detection and tracking through the analysis of monocular images obtained from a vehicle-mounted camera. The method is designed to address the main shortcomings of traditional particle filtering approaches, namely Bayesian methods based on importance sampling, for use in traffic environments. These methods do not scale well when the dimensionality of the feature space grows, which creates significant limitations when tracking multiple objects. Alternatively, the proposed method is based on a Markov chain Monte Carlo (MCMC) approach, which allows efficient sampling of the feature space. The method involves important contributions in both the motion and the observation models of the tracker. Indeed, as opposed to particle filter-based tracking methods in the literature, which typically resort to observation models based on appearance or template matching, in this study a likelihood model that combines appearance analysis with information from motion parallax is introduced. Regarding the motion model, a new interaction treatment is defined based on Markov random fields (MRF) that allows for the handling of possible inter-dependencies in vehicle trajectories. As for vehicle detection, the method relies on a supervised classification stage using support vector machines (SVM). The contribution in this field is twofold. First, a new descriptor based on the analysis of gradient orientations in concentric rectangles is dened. This descriptor involves a much smaller feature space compared to traditional descriptors, which are too costly for real-time applications. Second, a new vehicle image database is generated to train the SVM and made public. The proposed vehicle detection and tracking method is proven to outperform existing methods and to successfully handle challenging situations in the test sequences.

Interface discontinuity factors in the modal eigenspace of the multigroup diffusion matrix

Interface discontinuity factors based on the Generalized Equivalence Theory are commonly used in nodal homogenized diffusion calculations so that diffusion average values approximate heterogeneous higher order solutions. In this paper, an additional form of interface correction factors is presented in the frame of the Analytic Coarse Mesh Finite Difference Method (ACMFD), based on a correction of the modal fluxes instead of the physical fluxes. In the ACMFD formulation, implemented in COBAYA3 code, the coupled multigroup diffusion equations inside a homogenized region are reduced to a set of uncoupled modal equations through diagonalization of the multigroup diffusion matrix. Then, physical fluxes are transformed into modal fluxes in the eigenspace of the diffusion matrix. It is possible to introduce interface flux discontinuity jumps as the difference of heterogeneous and homogeneous modal fluxes instead of introducing interface discontinuity factors as the ratio of heterogeneous and homogeneous physical fluxes. The formulation in the modal space has been implemented in COBAYA3 code and assessed by comparison with solutions using classical interface discontinuity factors in the physical space

Particle methods parallel implementations by GP-GPU strategies

This paper outlines the problems found in the parallelization of SPH (Smoothed Particle Hydrodynamics) algorithms using Graphics Processing Units. Different results of some parallel GPU implementations in terms of the speed-up and the scalability compared to the CPU sequential codes are shown. The most problematic stage in the GPU-SPH algorithms is the one responsible for locating neighboring particles and building the vectors where this information is stored, since these specific algorithms raise many dificulties for a data-level parallelization. Because of the fact that the neighbor location using linked lists does not show enough data-level parallelism, two new approaches have been pro- posed to minimize bank conflicts in the writing and subsequent reading of the neighbor lists. The first strategy proposes an efficient coordination between CPU-GPU, using GPU algorithms for those stages that allow a straight forward parallelization, and sequential CPU algorithms for those instructions that involve some kind of vector reduction. This coordination provides a relatively orderly reading of the neighbor lists in the interactions stage, achieving a speed-up factor of x47 in this stage. However, since the construction of the neighbor lists is quite expensive, it is achieved an overall speed-up of x41. The second strategy seeks to maximize the use of the GPU in the neighbor's location process by executing a specific vector sorting algorithm that allows some data-level parallelism. Al- though this strategy has succeeded in improving the speed-up on the stage of neighboring location, the global speed-up on the interactions stage falls, due to inefficient reading of the neighbor vectors. Some changes to these strategies are proposed, aimed at maximizing the computational load of the GPU and using the GPU texture-units, in order to reach the maximum speed-up for such codes. Different practical applications have been added to the mentioned GPU codes. First, the classical dam-break problem is studied. Second, the wave impact of the sloshing fluid contained in LNG vessel tanks is also simulated as a practical example of particle methods

Coupling time-stepping numerical methods and standard aerodynamics codes for instability analysis of flows in complex geometries

The development of a global instability analysis code coupling a time-stepping approach, as applied to the solution of BiGlobal and TriGlobal instability analysis 1, 2 and finite-volume-based spatial discretization, as used in standard aerodynamics codes is presented. The key advantage of the time-stepping method over matrix-formulation approaches is that the former provides a solution to the computer-storage issues associated with the latter methodology. To-date both approaches are successfully in use to analyze instability in complex geometries, although their relative advantages have never been quantified. The ultimate goal of the present work is to address this issue in the context of spatial discretization schemes typically used in industry. The time-stepping approach of Chiba 3 has been implemented in conjunction with two direct numerical simulation algorithms, one based on the typically-used in this context high-order method and another based on low-order methods representative of those in common use in industry. The two codes have been validated with solutions of the BiGlobal EVP and it has been showed that small errors in the base flow do not have affect significantly the results. As a result, a three-dimensional compressible unsteady second-order code for global linear stability has been successfully developed based on finite-volume spatial discretization and time-stepping method with the ability to study complex geometries by means of unstructured and hybrid meshes

Efficient methodologies for system matrix modelling in iterative image reconstruction for rotating high-resolution PET

A fully 3D iterative image reconstruction algorithm has been developed for high-resolution PET cameras composed of pixelated scintillator crystal arrays and rotating planar detectors, based on the ordered subsets approach. The associated system matrix is precalculated with Monte Carlo methods that incorporate physical effects not included in analytical models, such as positron range effects and interaction of the incident gammas with the scintillator material. Custom Monte Carlo methodologies have been developed and optimized for modelling of system matrices for fast iterative image reconstruction adapted to specific scanner geometries, without redundant calculations. According to the methodology proposed here, only one-eighth of the voxels within two central transaxial slices need to be modelled in detail. The rest of the system matrix elements can be obtained with the aid of axial symmetries and redundancies, as well as in-plane symmetries within transaxial slices. Sparse matrix techniques for the non-zero system matrix elements are employed, allowing for fast execution of the image reconstruction process. This 3D image reconstruction scheme has been compared in terms of image quality to a 2D fast implementation of the OSEM algorithm combined with Fourier rebinning approaches. This work confirms the superiority of fully 3D OSEM in terms of spatial resolution, contrast recovery and noise reduction as compared to conventional 2D approaches based on rebinning schemes. At the same time it demonstrates that fully 3D methodologies can be efficiently applied to the image reconstruction problem for high-resolution rotational PET cameras by applying accurate pre-calculated system models and taking advantage of the system's symmetries.

Efficient numerical methods for global linear instability. Analysis and modeling of non-orthogonal swept attachment-line boundary layer flow

The aim of this thesis is to study the mechanisms of instability that occur in swept wings when the angle of attack increases. For this, a simplified model for the a simplified model for the non-orthogonal swept leading edge boundary layer has been used as well as different numerical techniques in order to solve the linear stability problem that describes the behavior of perturbations superposed upon this base flow. Two different approaches, matrix-free and matrix forming methods, have been validated using direct numerical simulations with spectral resolution. In this way, flow instability in the non-orthogonal swept attachment-line boundary layer is addressed in a linear analysis framework via the solution of the pertinent global (Bi-Global) PDE-based eigenvalue problem. Subsequently, a simple extension of the extended G¨ortler-H¨ammerlin ODEbased polynomial model proposed by Theofilis, Fedorov, Obrist & Dallmann (2003) for orthogonal flow, which includes previous models as particular cases and recovers global instability analysis results, is presented for non-orthogonal flow. Direct numerical simulations have been used to verify the stability results and unravel the limits of validity of the basic flow model analyzed. The effect of the angle of attack, AoA, on the critical conditions of the non-orthogonal problem has been documented; an increase of the angle of attack, from AoA = 0 (orthogonal flow) up to values close to _/2 which make the assumptions under which the basic flow is derived questionable, is found to systematically destabilize the flow. The critical conditions of non-orthogonal flows at 0 _ AoA _ _/2 are shown to be recoverable from those of orthogonal flow, via a simple analytical transformation involving AoA. These results can help to understand the mechanisms of destabilization that occurs in the attachment line of wings at finite angles of attack. Studies taking into account variations of the pressure field in the basic flow or the extension to compressible flows are issues that remain open. El objetivo de esta tesis es estudiar los mecanismos de la inestabilidad que se producen en ciertos dispositivos aerodinámicos cuando se aumenta el ángulo de ataque. Para ello se ha utilizado un modelo simplificado del flujo de base, así como diferentes técnicas numéricas, con el fin de resolver el problema de estabilidad lineal asociado que describe el comportamiento de las perturbaciones. Estos métodos; sin y con formación de matriz, se han validado utilizando simulaciones numéricas directas con resolución espectral. De esta manera, la inestabilidad del flujo de capa límite laminar oblicuo entorno a la línea de estancamiento se aborda en un marco de análisis lineal por medio del método Bi-Global de resolución del problema de valores propios en derivadas parciales. Posteriormente se propone una extensión simple para el flujo no-ortogonal del modelo polinomial de ecuaciones diferenciales ordinarias, G¨ortler-H¨ammerlin extendido, propuesto por Theofilis et al. (2003) para el flujo ortogonal, que incluye los modelos previos como casos particulares y recupera los resultados del analisis global de estabilidad lineal. Se han realizado simulaciones directas con el fin de verificar los resultados del análisis de estabilidad así como para investigar los límites de validez del modelo de flujo base utilizado. En este trabajo se ha documentado el efecto del ángulo de ataque AoA en las condiciones críticas del problema no ortogonal obteniendo que el incremento del ángulo de ataque, de AoA = 0 (flujo ortogonal) hasta valores próximos a _/2, en el cual las hipótesis sobre las que se basa el flujo base dejan de ser válidas, tiende sistemáticamente a desestabilizar el flujo. Las condiciones críticas del caso no ortogonal 0 _ AoA _ _/2 pueden recuperarse a partir del caso ortogonal mediante el uso de una transformación analítica simple que implica el ángulo de ataque AoA. Estos resultados pueden ayudar a comprender los mecanismos de desestabilización que se producen en el borde de ataque de las alas de los aviones a ángulos de ataque finitos. Como tareas pendientes quedaría realizar estudios que tengan en cuenta variaciones del campo de presión en el flujo base así como la extensión de éste al caso de flujos compresibles.

Order 10 4 speedup in global linear instability analysis using matrix formation

A unified solution framework is presented for one-, two- or three-dimensional complex non-symmetric eigenvalue problems, respectively governing linear modal instability of incompressible fluid flows in rectangular domains having two, one or no homogeneous spatial directions. The solution algorithm is based on subspace iteration in which the spatial discretization matrix is formed, stored and inverted serially. Results delivered by spectral collocation based on the Chebyshev-Gauss-Lobatto (CGL) points and a suite of high-order finite-difference methods comprising the previously employed for this type of work Dispersion-Relation-Preserving (DRP) and Padé finite-difference schemes, as well as the Summationby- parts (SBP) and the new high-order finite-difference scheme of order q (FD-q) have been compared from the point of view of accuracy and efficiency in standard validation cases of temporal local and BiGlobal linear instability. The FD-q method has been found to significantly outperform all other finite difference schemes in solving classic linear local, BiGlobal, and TriGlobal eigenvalue problems, as regards both memory and CPU time requirements. Results shown in the present study disprove the paradigm that spectral methods are superior to finite difference methods in terms of computational cost, at equal accuracy, FD-q spatial discretization delivering a speedup of ð (10 4). Consequently, accurate solutions of the three-dimensional (TriGlobal) eigenvalue problems may be solved on typical desktop computers with modest computational effort.

Classical segmentation methods on novel MR imaging: a study of brain tissue segmentation of MP2RAGE vs MPRAGE

MP2RAGE has proven to be a bias-free MR acquisition with excellent contrast between grey and white matter. We investigated the ability of three state-of-the-art algorithms to automatically extract white matter (WM), grey matter (GM) and cerebrospinal fluid (CSF) from MPRAGE and MP2RAGE images: unified Segmentation (S) in SPM82 , its extension New Segment (NS), and an in-house Expectation-Maximization Markov Random Field tissue classification3 (EM-MRF) with Graph Cut (GC) optimization4 . Our goal is to quantify the differences between MPRAGE and MP2RAGE-based brain tissue probability maps.

Propuesta, implementación y evaluación de la biometría de firma en el aire como sistema de verificación en teléfonos móviles

En esta tesis doctoral se propone una técnica biométrica de verificación en teléfonos móviles consistente en realizar una firma en el aire con la mano que sujeta el teléfono móvil. Los acelerómetros integrados en el dispositivo muestrean las aceleraciones del movimiento de la firma en el aire, generando tres señales temporales que pueden utilizarse para la verificación del usuario. Se proponen varios enfoques para la implementación del sistema de verificación, a partir de los enfoques más utilizados en biometría de firma manuscrita: correspondencia de patrones, con variantes de los algoritmos de Needleman-Wusch (NW) y Dynamic Time Warping (DTW), modelos ocultos de Markov (HMM) y clasificador estadístico basado en Máquinas de Vector Soporte (SVM). Al no existir bases de datos públicas de firmas en el aire y con el fin de evaluar los métodos propuestos en esta tesis doctoral, se han capturado dos con distintas características; una con falsificaciones reales a partir del estudio de las grabaciones de usuarios auténticos y otra con muestras de usuarios obtenidas en diferentes sesiones a lo largo del tiempo. Utilizando estas bases de datos se han evaluado una gran cantidad de algoritmos para implementar un sistema de verificación basado en firma en el aire. Esta evaluación se ha realizado de acuerdo con el estándar ISO/IEC 19795, añadiendo el caso de verificación en mundo abierto no incluido en la norma. Además, se han analizado las características que hacen que una firma sea suficientemente segura. Por otro lado, se ha estudiado la permanencia de las firmas en el aire a lo largo del tiempo, proponiendo distintos métodos de actualización, basados en una adaptación dinámica del patrón, para mejorar su rendimiento. Finalmente, se ha implementado un prototipo de la técnica de firma en el aire para teléfonos Android e iOS. Los resultados de esta tesis doctoral han tenido un gran impacto, generando varias publicaciones en revistas internacionales, congresos y libros. La firma en el aire ha sido nombrada también en varias revistas de divulgación, portales de noticias Web y televisión. Además, se han obtenido varios premios en competiciones de ideas innovadoras y se ha firmado un acuerdo de explotación de la tecnología con una empresa extranjera. ABSTRACT This thesis proposes a biometric verification technique on mobile phones consisting on making a signature in the air with the hand holding a mobile phone. The accelerometers integrated in the device capture the movement accelerations, generating three temporal signals that can be used for verification. This thesis suggests several approaches for implementing the verification system, based on the most widely used approaches in handwritten signature biometrics: template matching, with a lot of variations of the Needleman- Wusch (NW) and Dynamic Time Warping (DTW) algorithms, Hidden Markov Models (HMM) and Supported Vector Machines (SVM). As there are no public databases of in-air signatures and with the aim of assessing the proposed methods, there have been captured two databases; one. with real falsification attempts from the study of recordings captured when genuine users made their signatures in front of a camera, and other, with samples obtained in different sessions over a long period of time. These databases have been used to evaluate a lot of algorithms in order to implement a verification system based on in-air signatures. This evaluation has been conducted according to the standard ISO/IEC 19795, adding the open-set verification scenario not included in the norm. In addition, the characteristics of a secure signature are also investigated, as well as the permanence of in-air signatures over time, proposing several updating strategies to improve its performance. Finally, a prototype of in-air signature has been developed for iOS and Android phones. The results of this thesis have achieved a high impact, publishing several articles in SCI journals, conferences and books. The in-air signature deployed in this thesis has been also referred in numerous media. Additionally, this technique has won several awards in the entrepreneurship field and also an exploitation agreement has been signed with a foreign company.

On-road visual vehicle tracking using Markov chain Monte Carlo with metropolis sampling

In this study, a method for vehicle tracking through video analysis based on Markov chain Monte Carlo (MCMC) particle filtering with metropolis sampling is proposed. The method handles multiple targets with low computational requirements and is, therefore, ideally suited for advanced-driver assistance systems that involve real-time operation. The method exploits the removed perspective domain given by inverse perspective mapping (IPM) to define a fast and efficient likelihood model. Additionally, the method encompasses an interaction model using Markov Random Fields (MRF) that allows treatment of dependencies between the motions of targets. The proposed method is tested in highway sequences and compared to state-of-the-art methods for vehicle tracking, i.e., independent target tracking with Kalman filtering (KF) and joint tracking with particle filtering. The results showed fewer tracking failures using the proposed method.

Metodología de Ejecución y Explotación de los Ensayos en Vuelo de Flameo

El flameo o flutter es un fenómeno vibratorio debido a la interacción de fuerzas inerciales, elásticas y aerodinámicas. Consiste en un intercambio de energía, que se puede observar en el cambio de amortiguamientos, entre dos o más modos estructurales, denominados modos críticos, cuyas frecuencias tienden a acercarse (coalescencia de frecuencias). Los ensayos en vuelo de flameo suponen un gran riesgo debido a la posibilidad de una perdida brusca de estabilidad aeroelástica (flameo explosivo) con la posibilidad de destrucción de la aeronave. Además existen otros fenómenos asociados que pueden aparecer como el LCO (Limit Cycle Oscillation) y la interacción con los mandos de vuelo. Debido a esto, se deben llevar a cabo análisis exhaustivos, que incluyen GVT (vibraciones en tierra), antes de comenzar los ensayos en vuelo, y estos últimos deben ser ejecutados con robustos procedimientos. El objetivo de los ensayos es delimitar la frontera de estabilidad sin llegar a ella, manteniéndose siempre dentro de la envolvente estable de vuelo. Para lograrlo se necesitan métodos de predicción, siendo el “Flutter Margin”, el más utilizado. Para saber cuánta estabilidad aeroelástica tiene el avión y lo lejos que está de la frontera de estabilidad (a través de métodos de predicción) los parámetros modales, en particular la frecuencia y el amortiguamiento, son de vital importancia. El ensayo en vuelo consiste en la excitación de la estructura a diferentes condiciones de vuelo, la medición de la respuesta y su análisis para obtener los dos parámetros mencionados. Un gran esfuerzo se dedica al análisis en tiempo real de las señales como un medio de reducir el riesgo de este tipo de ensayos. Existen numerosos métodos de Análisis Modal, pero pocos capaces de analizar las señales procedentes de los ensayos de flameo, debido a sus especiales características. Un método novedoso, basado en la Descomposición por Valores Singulares (SVD) y la factorización QR, ha sido desarrollado y aplicado al análisis de señales procedentes de vuelos de flameo del F-18. El método es capaz de identificar frecuencia y amortiguamiento de los modos críticos. El algoritmo se basa en la capacidad del SVD para el análisis, modelización y predicción de series de datos con características periódicas y en su capacidad de identificar el rango de una matriz, así como en la aptitud del QR para seleccionar la mejor base vectorial entre un conjunto de vectores para representar el campo vectorial que forman. El análisis de señales de flameo simuladas y reales demuestra, bajo ciertas condiciones, la efectividad, robustez, resistencia al ruido y capacidad de automatización del método propuesto. ABSTRACT Flutter involves the interaction between inertial, elastic and aerodynamic forces. It consists on an exchange of energy, identified by change in damping, between two or more structural modes, named critical modes, whose frequencies tend to get closer to each other (frequency coalescence). Flight flutter testing involves high risk because of the possibility of an abrupt lost in aeroelastic stability (hard flutter) that may lead to aircraft destruction. Moreover associated phenomena may happen during the flight as LCO (Limit Cycle Oscillation) and coupling with flight controls. Because of that, intensive analyses, including GVT (Ground Vibration Test), have to be performed before beginning the flights test and during them consistent procedures have to be followed. The test objective is to identify the stability border, maintaining the aircraft always inside the stable domain. To achieve that flutter speed prediction methods have to be used, the most employed being the “Flutter Margin”. In order to know how much aeroelastic stability remains and how far the aircraft is from the stability border (using the prediction methods), modal parameters, in particular frequency and damping are paramount. So flight test consists in exciting the structure at various flight conditions, measuring the response and identifying in real-time these two parameters. A great deal of effort is being devoted to real-time flight data analysis as an effective way to reduce the risk. Numerous Modal Analysis algorithms are available, but very few are suitable to analyze signals coming from flutter testing due to their special features. A new method, based on Singular Value Decomposition (SVD) and QR factorization, has been developed and applied to the analysis of F-18 flutter flight-test data. The method is capable of identifying the frequency and damping of the critical aircraft modes. The algorithm relies on the capability of SVD for the analysis, modelling and prediction of data series with periodic features and also on its power to identify matrix rank as well as QR competence for selecting the best basis among a set of vectors in order to represent a given vector space of such a set. The analysis of simulated and real flutter flight test data demonstrates, under specific conditions, the effectiveness, robustness, noise-immunity and the capability for automation of the method proposed.