A backward-simulation based Rao-Blackwellized particle smoother for conditionally linear Gaussian models

In this article, we develop a new Rao-Blackwellized Monte Carlo smoothing algorithm for conditionally linear Gaussian models. The algorithm is based on the forward-filtering backward-simulation Monte Carlo smoother concept and performs the backward simulation directly in the marginal space of the non-Gaussian state component while treating the linear part analytically. Unlike the previously proposed backward-simulation based Rao-Blackwellized smoothing approaches, it does not require sampling of the Gaussian state component and is also able to overcome certain normalization problems of two-filter smoother based approaches. The performance of the algorithm is illustrated in a simulated application. © 2012 IFAC.

A preliminary study of a new multi-objective optimization algorithm

This paper presents a preliminary study which describes and evaluates a multi-objective (MO) version of a recently created single objective (SO) optimization algorithm called the "Alliance Algorithm" (AA). The algorithm is based on the metaphorical idea that several tribes, with certain skills and resource needs, try to conquer an environment for their survival and to ally together to improve the likelihood of conquest. The AA has given promising results in several fields to which has been applied, thus the development of a MO variant (MOAA) is a natural extension. Here the MOAA's performance is compared with two well-known MO algorithms: NSGA-II and SPEA-2. The performance measures chosen for this study are the convergence and diversity metrics. The benchmark functions chosen for the comparison are from the ZDT and OKA families and the main classical MO problems. The results show that the three algorithms have similar overall performance. Thus, it is not possible to identify a best algorithm for all the problems; the three algorithms show a certain complementarity because they offer superior performance for different classes of problems. © 2012 IEEE.

An online expectation-maximisation algorithm for nonnegative matrix factorisation models

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.

A Monte Carlo expectation maximisation algorithm for multiple target tracking

In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

Performance evaluation of multiplexed model predictive control for a large airliner in nominal and contingency scenarios

Model predictive control allows systematic handling of physical and operational constraints through the use of constrained optimisation. It has also been shown to successfully exploit plant redundancy to maintain a level of control in scenarios when faults are present. Unfortunately, the computational complexity of each individual iteration of the algorithm to solve the optimisation problem scales cubically with the number of plant inputs, so the computational demands are high for large MIMO plants. Multiplexed MPC only calculates changes in a subset of the plant inputs at each sampling instant, thus reducing the complexity of the optimisation. This paper demonstrates the application of multiplexed model predictive control to a large transport airliner in a nominal and a contingency scenario. The performance is compared to that obtained with a conventional synchronous model predictive controller, designed using an equivalent cost function. © 2012 AACC American Automatic Control Council).

Accelerating Bayesian hierarchical clustering of time series data with a randomised algorithm.

We live in an era of abundant data. This has necessitated the development of new and innovative statistical algorithms to get the most from experimental data. For example, faster algorithms make practical the analysis of larger genomic data sets, allowing us to extend the utility of cutting-edge statistical methods. We present a randomised algorithm that accelerates the clustering of time series data using the Bayesian Hierarchical Clustering (BHC) statistical method. BHC is a general method for clustering any discretely sampled time series data. In this paper we focus on a particular application to microarray gene expression data. We define and analyse the randomised algorithm, before presenting results on both synthetic and real biological data sets. We show that the randomised algorithm leads to substantial gains in speed with minimal loss in clustering quality. The randomised time series BHC algorithm is available as part of the R package BHC, which is available for download from Bioconductor (version 2.10 and above) via http://bioconductor.org/packages/2.10/bioc/html/BHC.html. We have also made available a set of R scripts which can be used to reproduce the analyses carried out in this paper. These are available from the following URL. https://sites.google.com/site/randomisedbhc/.

On the time delay in continuous in-cylinder sampling from IC engines

When gas sample is continuously drawn from the cylinder of an internal combustion engine, the sample that appears at the end of the sampling system corresponds to the in-cylinder content sometime ago because of the finite transit time which is a function of the cylinder pressure history. This variable delay causes a dispersion of the sample signal and makes the interpretation of the signal difficult An unsteady flow analysis of a typical sampling system was carried out for selected engine loads and speeds. For typical engine operation, a window in which the delay is approximately constant may be found. This window gets smaller with increase in engine speed, with decrease in load, and with the increase in exit pressure of the sampling system.

Development of a time and space resolved sampling probe diagnostic for engine exhaust hydrocarbons

In order to understand how unburned hydrocarbons emerge from SI engines and, in particular, how non-fuel hydrocarbons are formed and oxidized, a new gas sampling technique has been developed. A sampling unit, based on a combination of techniques used in the Fast Flame Ionization Detector (FFID) and wall-mounted sampling valves, was designed and built to capture a sample of exhaust gas during a specific period of the exhaust process and from a specific location within the exhaust port. The sampling unit consists of a transfer tube with one end in the exhaust port and the other connected to a three-way valve that leads, on one side, to a FFID and, on the other, to a vacuum chamber with a high-speed solenoid valve. Exhaust gas, drawn by the pressure drop into the vacuum chamber, impinges on the face of the solenoid valve and flows radially outward. Once per cycle during a specified crank angle interval, the solenoid valve opens and traps exhaust gas in a storage unit, from which gas chromatography (GC) measurements are made. The port end of the transfer tube can be moved to different locations longitudinally or radially, thus allowing spatial resolution and capturing any concentration differences between port walls and the center of the flow stream. Further, the solenoid valve's opening and closing times can be adjusted to allow sampling over a window as small as 0.6 ms during any portion of the cycle, allowing resolution of a crank angle interval as small as 15°CA. Cycle averaged total HC concentration measured by the FFID and that measured by the sampling unit are in good agreement, while the sampling unit goes one step further than the FFID by providing species concentrations. Comparison with previous measurements using wall-mounted sampling valves suggests that this sampling unit is fully capable of providing species concentration information as a function of air/fuel ratio, load, and engine speed at specific crank angles. © Copyright 1996 Society of Automotive Engineers, Inc.

Collective motion, sensor networks, and ocean sampling

This paper addresses the design of mobile sensor networks for optimal data collection. The development is strongly motivated by the application to adaptive ocean sampling for an autonomous ocean observing and prediction system. A performance metric, used to derive optimal paths for the network of mobile sensors, defines the optimal data set as one which minimizes error in a model estimate of the sampled field. Feedback control laws are presented that stably coordinate sensors on structured tracks that have been optimized over a minimal set of parameters. Optimal, closed-loop solutions are computed in a number of low-dimensional cases to illustrate the methodology. Robustness of the performance to the influence of a steady flow field on relatively slow-moving mobile sensors is also explored © 2006 IEEE.

A Newton algorithm for invariant subspace computation with large basins of attraction

We study the global behaviour of a Newton algorithm on the Grassmann manifold for invariant subspace computation. It is shown that the basins of attraction of the invariant subspaces may collapse in case of small eigenvalue gaps. A Levenberg-Marquardt-like modification of the algorithm with low numerical cost is proposed. A simple strategy for choosing the parameter is shown to dramatically enlarge the basins of attraction of the invariant subspaces while preserving the fast local convergence.