State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

Gaussian Processes for Machine Learning

The code provided here originally demonstrated the main algorithms from Rasmussen and Williams: Gaussian Processes for Machine Learning. It has since grown to allow more likelihood functions, further inference methods and a flexible framework for specifying GPs.

Visualising a stochastic model of California Water Resources Using Sankey Diagrams

This paper describes a novel approach to the analysis of supply and demand of water in California. A stochastic model is developed to assess the future supply of and demand for water resources in California. The results are presented in the form of a Sankey diagram where present and stochastically-varying future fluxes of water in California and its sub-regions are traced from source to services by mapping the various transformations of water from when it is first made available for use, through its treatment, recycling and reuse, to its eventual loss in a variety of sinks. This helps to highlight the connections of water with energy and land resources, including the amount of energy used to pump and treat water, the amount of water used for energy production, and the land resources that create a water demand to produce crops for food. By mapping water in this way, policy-makers can more easily understand the competing uses of water, through the identification of the services it delivers (e.g. sanitation, food production, landscaping), the potential opportunities for improving themanagement of the resource and the connections with other resources which are often overlooked in a traditional sector-based management strategy. This paper focuses on a Sankey diagram for water, but the ultimate aim is the visualisation of linked resource futures through inter-connected Sankey diagrams for energy, land and water, tracking changes from the basic resources for all three, their transformations, and the final services they provide.

Detailed thermal modelling of a tubular linear machine for marine renewable generation

A detailed lumped-parameter thermal model is presented for a tubular linear machine that has been designed for use in a marine environment. The model has been developed for a static machine, the worst-case thermal scenario, and is used to establish a rating for the machine. The model has been validated against a large range of experimental tests and shows good correlation to both steady-state and transient experimental results. The model was constructed from a mostly theoretical basis with very little calibration, suggesting that the techniques used are applicable in a more general sense. © 2013 IEEE.

Autoignition of alcohols and ethers in a rapid compression machine

The autoignition characteristics of methanol, ethanol and MTBE (methyl tert-butyl ether) have been investigated in a rapid compression machine at pressures in the range 20-40 atm and temperatures within 750-1000 K. All three oxygenated fuels tested show higher autoignition temperatures than paraffins, a trend consistent with the high octane number of these fuels. The autoignition delay time for methanol was slightly lower than predicted values using reported reaction mechanisms. However, the experimental and measured values for the activation energy are in very good agreement around 44 kcal/mol. The measured activation energy for ethanol autoignition is in good agreement with previous shock tube results (31 kcal/mol), although ignition times predicted by the shock tube correlation are a factor of three lower than the measured values. The measured activation energy for MTBE, 41.4 kcal/mol, was significantly higher than the value previously observed in shock tubes (28.1 kcal/mol). The onset of preignition, characterized by a slow energy release prior to early ignition was observed in some instances. Possible reasons for these ocurrences are discussed. © Copyright 1993 Society of Automotive engineers, Inc.

N-gram posterior probability confidence measures for statistical machine translation: An empirical study

We report an empirical study of n-gram posterior probability confidence measures for statistical machine translation (SMT). We first describe an efficient and practical algorithm for rapidly computing n-gram posterior probabilities from large translation word lattices. These probabilities are shown to be a good predictor of whether or not the n-gram is found in human reference translations, motivating their use as a confidence measure for SMT. Comprehensive n-gram precision and word coverage measurements are presented for a variety of different language pairs, domains and conditions. We analyze the effect on reference precision of using single or multiple references, and compare the precision of posteriors computed from k-best lists to those computed over the full evidence space of the lattice. We also demonstrate improved confidence by combining multiple lattices in a multi-source translation framework. © 2012 The Author(s).

The stochastic implicit Euler method - A stable coupling scheme for Monte Carlo burnup calculations

Existing Monte Carlo burnup codes use various schemes to solve the coupled criticality and burnup equations. Previous studies have shown that the coupling schemes of the existing Monte Carlo burnup codes can be numerically unstable. Here we develop the Stochastic Implicit Euler method - a stable and efficient new coupling scheme. The implicit solution is obtained by the stochastic approximation at each time step. Our test calculations demonstrate that the Stochastic Implicit Euler method can provide an accurate solution to problems where the methods in the existing Monte Carlo burnup codes fail. © 2013 Elsevier Ltd. All rights reserved.

Sensorless commutation of a two-phase linear machine for marine renewable power generation

A sensorless scheme is presented for a two-phase permanent-magnet linear machine targeted for use in marine wave-power generation. This is a field where system reliability is a key concern. The scheme is able to extract the effective inductance and back-emf of the machine's phases simultaneously from measurements of the current ripple present on the power electronic converter. These measurements can then be used to estimate position. An enhancement to the scheme in the presence of spatially-varying mutual inductance between phases allows more accurate and reliable tracking from indutance-based measurements than would otherwise be expected. This scheme is able to operate at any speed including, critically, when stationary. Experimental results show promise for the scheme, although some work to reduce the level of noise would be desirable. © 2013 IEEE.

Dynamic modelling of the brushless doubly fed machine

A coupled-circuit model for the brushless doubly fed machine (BDFM) has been developed. The transformation of the model into the d-q axis form, ultimately in a synchronous reference frame in which machine currents and voltages have constant values in the steady state, has been carried out. A model-reduction technique is presented, which gives a concise representation of the 'nested-loop' rotor design using a single d-q pair. These models have been experimentally verified and give a convenient and accurate way of calculating the dynamic behaviour of a BDFM. The ability to represent the BDFM with a single d-q pair considerably simplifies the design of suitable controllers. © The Institution of Engineering and Technology 2013.

Design and market considerations for axial flux superconducting electric machine design

In this paper, the authors investigate a number of design and market considerations for an axial flux superconducting electric machine design that uses high temperature superconductors. The axial flux machine design is assumed to utilise high temperature superconductors in both wire (stator winding) and bulk (rotor field) forms, to operate over a temperature range of 65-77 K, and to have a power output in the range from 10s of kW up to 1 MW (typical for axial flux machines), with approximately 2-3 T as the peak trapped field in the bulk superconductors. The authors firstly investigate the applicability of this type of machine as a generator in small- and medium-sized wind turbines, including the current and forecasted market and pricing for conventional turbines. Next, a study is also carried out on the machine's applicability as an in-wheel hub motor for electric vehicles. Some recommendations for future applications are made based on the outcome of these two studies. Finally, the cost of YBCO-based superconducting (2G HTS) wire is analysed with respect to competing wire technologies and compared with current conventional material costs and current wire costs for both 1G and 2G HTS are still too great to be economically feasible for such superconducting devices.

High-performance bowing machine tests of bowed-string transients

The development is described of a computer-controlled bowing machine that can bow a string with a range of gestures that match or exceed the capabilities of a human violinist. Example measurements of string vibration under controlled bowing conditions are shown, including a Schelleng diagram and a set of Guettler diagrams, for the open D string of a cello. For some results a rosin-coated rod was used in place of a conventional bow, to provide quantitative data for comparison with theoretical predictions. The results show qualitative consistency with the predictions of Schelleng and Guettler, but details are revealed that go beyond the limitations of existing models. © S. Hirzel Verlag · EAA.