An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

Gas-phase production of multifunctional composite nanoparticles by photoinduced chemical vapor deposition

As these results indicate, photo-CVD coating is a robust process that allows for the creation of core-shell nanoparticles. In the present work we demonstrated that photo-CVD can effectively coat Fe2O3 particles with silica for purposes of biological applications. TDMA results combined with TEM images indicate that all particles are effectively coated and that particle coating thicknesses can be tuned to desired thickness depending on the application. In addition, the ability to vary coating properties and to coat high concentrations of particles makes this technique of interest for industrial production where uniform properties are needed for large quantities of particles [2]. Copyright © 2010 by ASME.

Effect of particle concentration on erosion rate of mild steel bends in a pneumatic conveyor

Particle concentration is known as a main factor that affects erosion rate of pipe bends in pneumatic conveyors. With consideration of different bend radii, the effect of particle concentration on weight loss of mild steel bends has been investigated in an industrial scale test rig. Experimental results show that there was a significant reduction of the specific erosion rate for high particle concentrations. This reduction was considered to be as a result of the shielding effect during the particle impacts. An empirical model is given. Also a theoretical study of scaling on the shielding effect, and comparisons with some existing models, are presented. It is found that the reduction in specific erosion rate (relative to particle concentration) has a stronger relationship in conveying pipelines than has been found in the erosion tester. © 2004 Elsevier B.V. All rights reserved.

Optimal design of Functionally Graded Materials using a procedural model and Particle Swarm Optimization

A new method for the optimal design of Functionally Graded Materials (FGM) is proposed in this paper. Instead of using the widely used explicit functional models, a feature tree based procedural model is proposed to represent generic material heterogeneities. A procedural model of this sort allows more than one explicit function to be incorporated to describe versatile material gradations and the material composition at a given location is no longer computed by simple evaluation of an analytic function, but obtained by execution of customizable procedures. This enables generic and diverse types of material variations to be represented, and most importantly, by a reasonably small number of design variables. The descriptive flexibility in the material heterogeneity formulation as well as the low dimensionality of the design vectors help facilitate the optimal design of functionally graded materials. Using the nature-inspired Particle Swarm Optimization (PSO) method, functionally graded materials with generic distributions can be efficiently optimized. We demonstrate, for the first time, that a PSO based optimizer outperforms classical mathematical programming based methods, such as active set and trust region algorithms, in the optimal design of functionally graded materials. The underlying reason for this performance boost is also elucidated with the help of benchmarked examples. © 2011 Elsevier Ltd. All rights reserved.

Compressive failure of finite size unidirectional composite laminates with a region of fibre waviness

The compressive behaviour of finite unidirectional composites with a region of misaligned reinforcement is investigated via finite element analyses. Models with and without fibre bending stiffness are compared, confirming that compressive strength is accurately predicted without modelling fibre bending stiffness for real composite components which typically have waviness defects of several millimetres wavelength. Various defect parameters are investigated. Results confirm the well-known sensitivity of compressive strength to misalignment angle, and also show that compressive strength falls rapidly with the proportion of laminate width covered by the wavy region. A simple empirical equation is proposed to model the effect of a single patch of waviness in finite specimens. Other parameters such as length and position of the wavy region are found to have a smaller effect on compressive strength. The modelling approach is finally adapted to model distributed waviness and thus determine the compressive strength of composites with realistic waviness defects. © 2011 Elsevier Ltd. All rights reserved.

Particle Image Velocimetry analysis in dynamic centrifuge tests

The Particle Image Velocimetry (PIV) technique is an image processing tool to obtain instantaneous velocity measurements during an experiment. The basic principle of PIV analysis is to divide the image into small patches and calculate the locations of the individual patches in consecutive images with the help of cross correlation functions. This paper focuses on the application of the PIV analysis in dynamic centrifuge tests on small scale tunnels in loose, dry sand. Digital images were captured during the application of the earthquake loading on tunnel models using a fast digital camera capable of taking digital images at 1000 frames per second at 1 Megapixel resolution. This paper discusses the effectiveness of the existing methods used to conduct PIV analyses on dynamic centrifuge tests. Results indicate that PIV analysis in dynamic testing requires special measures in order to obtain reasonable deformation data. Nevertheless, it was possible to obtain interesting mechanisms regarding the behaviour of the tunnels from PIV analyses. © 2010 Taylor & Francis Group, London.

Mechanical response of carbon fiber composite sandwich panels with pyramidal truss cores

The combination of light carbon fiber reinforced polymer (CFRP) composite materials with structurally efficient sandwich panel designs offers novel opportunities for ultralight structures. Here, pyramidal truss sandwich cores with relative densities ρ̄ in the range 1-10% have been manufactured from carbon fiber reinforced polymer laminates by employing a snap-fitting method. The measured quasi-static shear strength varied between 0.8 and 7.5 MPa. Two failure modes were observed: (i) Euler buckling of the struts and (ii) delamination failure of the laminates. Micro-buckling failure of the struts was not observed in the experiments reported here while Euler buckling and delamination failures occurred for the low (ρ̄≤1%) and high (ρ̄>1%) relative density cores, respectively. Analytical models for the collapse of the composite cores by these failure modes are presented. Good agreement between the measurements and predictions based on the Euler buckling and delamination failure of the struts is observed while the micro-buckling analysis over-predicts the measurements. The CFRP pyramidal cores investigated here have a similar mechanical performance to CFRP honeycombs. Thus, for a range of multi-functional applications that require an "open-celled" architecture (e.g. so that cooling fluid can pass through a sandwich core), the CFRP pyramidal cores offer an attractive alternative to honeycombs. © 2012 Elsevier Ltd. All rights reserved.

Time-resolved particle image velocimetry within the nozzle of a drop-on-demand printhead

Time-resolved particle image velocimetry (PIV) has been performed inside the nozzle of a commercially available inkjet print-head to obtain the time-dependent velocity waveform. A printhead with a single transparent nozzle 80 μm in orifice diameter was used to eject single droplets at a speed of 5 m/s. An optical microscope was used with an ultra-high-speed camera to capture the motion of particles suspended in a transparent liquid at the center of the nozzle and above the fluid meniscus at a rate of half a million frames per second. Time-resolved velocity fields were obtained from a fluid layer approximately 200 μm thick within the nozzle for a complete jetting cycle. A Lagrangian finite-element numerical model with experimental measurements as inputs was used to predict the meniscus movement. The model predictions showed good agreement with the experimental results. This work provides the first experimental verification of physical models and numerical simulations of flows within a drop-on-demand nozzle. © 2012 Society for Imaging Science and Technology.

Modelling failure of composite specimens with defects under compression loading

Composite structures exhibit many different failure mechanisms, but attempts to model composite failure frequently make a priori assumptions about the mechanism by which failure will occur. Wang et al. [1] conducted compressive tests on four configurations of composite specimen manufactured with out-of-plane waviness created by ply-drop defects. There were significantly different failures for each case. Detailed finite element models of these experiments were developed which include competing failure mechanisms. The model predictions correlate well with experimental results-both qualitatively (location of failure and shape of failed specimen) and quantitatively (failure load). The models are used to identify the progression of failure during the compressive tests, determine the critical failure mechanism for each configuration, and investigate the effect of cohesive parameters upon specimen strength. This modelling approach which includes multiple competing failure mechanisms can be applied to predict failure in situations where the failure mechanism is not known in advance. © 2013 Elsevier Ltd. All rights reserved.

Dynamic Covariance Models for Multivariate Financial Time Series

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To address these problems we introduce a novel dynamic model for time-changing covariances. Over-fitting and local optima are avoided by following a Bayesian approach instead of computing point estimates. Changes in market conditions are captured by assuming a diffusion process in parameter values, and finally computationally efficient and scalable inference is performed using particle filters. Experiments with financial data show excellent performance of the proposed method with respect to current standard models.

Oscillator models and collective motion: Splay state stabilization of self-propelled particles

This paper presents a Lyapunov design for the stabilization of collective motion in a planar kinematic model of N particles moving at constant speed. We derive a control law that achieves asymptotic stability of the splay state formation, characterized by uniform rotation of N evenly spaced particles on a circle. In designing the control law, the particle headings are treated as a system of coupled phase oscillators. The coupling function which exponentially stabilizes the splay state of particle phases is combined with a decentralized beacon control law that stabilizes circular motion of the particles. © 2005 IEEE.

Collapse of a composite beam made from ultra high molecular-weight polyethylene fibres

Hot-pressed laminates with a [0/90]48 lay-up, consisting of 83% by volume of ultra high molecular-weight polyethylene (UHMWPE) fibres, and 17% by volume of polyurethane (PU) matrix, were cut into cantilever beams and subjected to transverse end-loading. The collapse mechanisms were observed both visually and by X-ray scans. Short beams deform elastically and collapse plastically in longitudinal shear, with a shear strength comparable to that observed in double notch, interlaminar shear tests. In contrast, long cantilever beams deform in bending and collapse via a plastic hinge at the built-in end of the beam. The plastic hinge is formed by two wedge-shaped microbuckle zones that grow in size and in intensity with increasing hinge rotation. This new mode of microbuckling under macroscopic bending involves both elastic bending and shearing of the plies, and plastic shear of the interface between each ply. The double-wedge pattern contrasts with the more usual parallel-sided plastic microbuckle that occurs in uniaxial compression. Finite element simulations and analytical models give additional insight into the dominant material and geometric parameters that dictate the collapse response of the UHMWPE composite beam in bending. Detailed comparisons between the observed and predicted collapse responses are used in order to construct a constitutive model for laminated UHMWPE composites. © 2013 Elsevier Ltd.