Bayesian signal processing

The application of Bayes' Theorem to signal processing provides a consistent framework for proceeding from prior knowledge to a posterior inference conditioned on both the prior knowledge and the observed signal data. The first part of the lecture will illustrate how the Bayesian methodology can be applied to a variety of signal processing problems. The second part of the lecture will introduce the concept of Markov Chain Monte-Carlo (MCMC) methods which is an effective approach to overcoming many of the analytical and computational problems inherent in statistical inference. Such techniques are at the centre of the rapidly developing area of Bayesian signal processing which, with the continual increase in available computational power, is likely to provide the underlying framework for most signal processing applications.

Eccentricity effects on acoustic radiation from a spherical source suspended within a thermoviscous fluid sphere.

Acoustic radiation from a spherical source undergoing angularly periodic axisymmetric harmonic surface vibrations while eccentrically suspended within a thermoviscous fluid sphere, which is immersed in a viscous thermally conducting unbounded fluid medium, is analyzed in an exact fashion. The formulation uses the appropriate wave-harmonic field expansions along with the translational addition theorem for spherical wave functions and the relevant boundary conditions to develop a closed-form solution in form of infinite series. The analytical results are illustrated with a numerical example in which the vibrating source is eccentrically positioned within a chemical fluid sphere submerged in water. The modal acoustic radiation impedance load on the source and the radiated far-field pressure are evaluated and discussed for representative values of the parameters characterizing the system. The proposed model can lead to a better understanding of dynamic response of an underwater acoustic lens. It is equally applicable in miniature transducer analysis and design with applications in medical ultrasonics.

On the diffraction of acoustic waves by a quarter-plane

This paper follows the work of A.V. Shanin on diffraction by an ideal quarter-plane. Shanin's theory, based on embedding formulae, the acoustic uniqueness theorem and spherical edge Green's functions, leads to three modified Smyshlyaev formulae, which partially solve the far-field problem of scattering of an incident plane wave by a quarter-plane in the Dirichlet case. In this paper, we present similar formulae in the Neumann case, and describe a numerical method allowing a fast computation of the diffraction coefficient using Shanin's third modified Smyshlyaev formula. The method requires knowledge of the eigenvalues of the Laplace-Beltrami operator on the unit sphere with a cut, and we also describe a way of computing these eigenvalues. Numerical results are given for different directions of incident plane wave in the Dirichlet and the Neumann cases, emphasising the superiority of the third modified Smyshlyaev formula over the other two. © 2011 Elsevier B.V.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Effects of multi-scattering on the performance of a single-beam acoustic manipulation device.

The effects of multiple scattering on acoustic manipulation of spherical particles using helicoidal Bessel-beams are discussed. A closed-form analytical solution is developed to calculate the acoustic radiation force resulting from a Bessel-beam on an acoustically reflective sphere, in the presence of an adjacent spherical particle, immersed in an unbounded fluid medium. The solution is based on the standard Fourier decomposition method and the effect of multi-scattering is taken into account using the addition theorem for spherical coordinates. Of particular interest here is the investigation of the effects of multiple scattering on the emergence of negative axial forces. To investigate the effects, the radiation force applied on the target particle resulting from a helicoidal Bessel-beam of different azimuthal indexes (m = 1 to 4), at different conical angles, is computed. Results are presented for soft and rigid spheres of various sizes, separated by a finite distance. Results have shown that the emergence of negative force regions is very sensitive to the level of cross-scattering between the particles. It has also been shown that in multiple scattering media, the negative axial force may occur at much smaller conical angles than previously reported for single particles, and that acoustic manipulation of soft spheres in such media may also become possible.

Lift and the leading edge vortex

Leading edge vortices are considered to be important in generating the high lift coefficients observed in insect flight and may therefore be relevant to micro-air vehicles. A potential flow model of an impulsively started flat plate, featuring a leading edge vortex (LEV) and a trailing edge vortex (TEV) is fitted to experimental data in order to provide insight into the mechanisms that influence the convection of the LEV and to study how the LEV contributes to lift. The potential flow model fits the experimental data best with no bound circulation, which is in accordance with Kelvin's circulation theorem. The lift-to-drag ratio is well approximated by the function 'cot α' for α > 15°, which supports the tentative conclusion that shortly after an impulsive start, at post-stall angles of attack, lift is caused non-circulatory forces and by the action of the LEV as opposed to bound circulation. Copyright © 2012 by C. W. Pitt Ford.

Closely correlating lower and upper bound plastic analysis of real slabs

An engineer assessing the load-carrying capacity of an existing reinforced concrete slab is likely to use elastic analysis to check the load at which the structure might be expected to fail in flexure or in shear. In practice, many reinforced concrete slabs are highly ductile in flexure, so an elastic analysis greatly underestimates the loads at which they fail in this mode. The use of conservative elastic analysis has led engineers to incorrectly condemn many slabs and therefore to specify unnecessary and wasteful flexural strengthening or replacement. The lower bound theorem is based on the same principles as the upper bound theorem used in yield line analysis, but any solution that rigorously satisfies the lower bound theorem is guaranteed to be a safe underestimate of the collapse load. Jackson presented a rigorous lower bound method that obtains very accurate results for complex real slabs.

Lift and the leading-edge vortex

Flapping wings often feature a leading-edge vortex (LEV) that is thought to enhance the lift generated by the wing. Here the lift on a wing featuring a leading-edge vortex is considered by performing experiments on a translating flat-plate aerofoil that is accelerated from rest in a water towing tank at a fixed angle of attack of 15°. The unsteady flow is investigated with dye flow visualization, particle image velocimetry (PIV) and force measurements. Leading-and trailing-edge vortex circulation and position are calculated directly from the velocity vectors obtained using PIV. In order to determine the most appropriate value of bound circulation, a two-dimensional potential flow model is employed and flow fields are calculated for a range of values of bound circulation. In this way, the value of bound circulation is selected to give the best fit between the experimental velocity field and the potential flow field. Early in the trajectory, the value of bound circulation calculated using this potential flow method is in accordance with Kelvin's circulation theorem, but differs from the values predicted by Wagner's growth of bound circulation and the Kutta condition. Later the Kutta condition is established but the bound circulation remains small; most of the circulation is contained instead in the LEVs. The growth of wake circulation can be approximated by Wagner's circulation curve. Superimposing the non-circulatory lift, approximated from the potential flow model, and Wagner's lift curve gives a first-order approximation of the measured lift. Lift is generated by inertial effects and the slow buildup of circulation, which is contained in shed vortices rather than bound circulation. © 2013 Cambridge University Press.

An experimental study on engine dynamics model based in-cylinder pressure estimation

The information provided by the in-cylinder pressure signal is of great importance for modern engine management systems. The obtained information is implemented to improve the control and diagnostics of the combustion process in order to meet the stringent emission regulations and to improve vehicle reliability and drivability. The work presented in this paper covers the experimental study and proposes a comprehensive and practical solution for the estimation of the in-cylinder pressure from the crankshaft speed fluctuation. Also, the paper emphasizes the feasibility and practicality aspects of the estimation techniques, for the real-time online application. In this study an engine dynamics model based estimation method is proposed. A discrete-time transformed form of a rigid-body crankshaft dynamics model is constructed based on the kinetic energy theorem, as the basis expression for total torque estimation. The major difficulties, including load torque estimation and separation of pressure profile from adjacent-firing cylinders, are addressed in this work and solutions to each problem are given respectively. The experimental results conducted on a multi-cylinder diesel engine have shown that the proposed method successfully estimate a more accurate cylinder pressure over a wider range of crankshaft angles. Copyright © 2012 SAE International.

Contraction and observer design on cones

We consider the problem of positive observer design for positive systems defined on solid cones in Banach spaces. The design is based on the Hilbert metric and convergence properties are analyzed in the light of the Birkhoff theorem. Two main applications are discussed: positive observers for systems defined in the positive orthant, and positive observers on the cone of positive semi-definite matrices with a view on quantum systems. © 2011 IEEE.

Spatial models of bistability in biological collectives

We explore collective behavior in biological systems using a cooperative control framework. In particular, we study a hysteresis phenomenon in which a collective switches from circular to parallel motion under slow variation of the neighborhood size in which individuals tend to align with one another. In the case that the neighborhood radius is less than the circular motion radius, both circular and parallel motion can occur. We provide Lyapunov-based analysis of bistability of circular and parallel motion in a closed-loop system of self-propelled particles with coupled-oscillator dynamics. ©2007 IEEE.

Stabilization of planar collective motion: All-to-all communication

This paper proposes a design methodology to stabilize isolated relative equilibria in a model of all-to-all coupled identical particles moving in the plane at unit speed. Isolated relative equilibria correspond to either parallel motion of all particles with fixed relative spacing or to circular motion of all particles with fixed relative phases. The stabilizing feedbacks derive from Lyapunov functions that prove exponential stability and suggest almost global convergence properties. The results of the paper provide a low-order parametric family of stabilizable collectives that offer a set of primitives for the design of higher-level tasks at the group level. © 2007 IEEE.

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.

Stabilization and disturbance attenuation of nonlinear systems using dissipativity theory

In this paper, we survey some recent results on stabilization and disturbance attenuation for nonlinear systems using a dissipativity approach. After reviewing the basic dissipativity concept, we stress the connections between Lyapunov designs and the problem of achieving passivity by feedback. Focusing on physical models, we then illustrate how the design of stabilizing feedback can take advantage of the natural energy balance equation of the system. Here stabilization is viewed as the task of shaping the energy of the system to enforce a minimum at the desired equilibrium. Finally, we show the implications of dissipativity theory as an appropriate framework to study the nonlinear H∞ control problem. © 2002 EUCA.

CLF based designs with robustness to dynamic input uncertainties

The problem of robust stabilization of nonlinear systems in the presence of input uncertainties is of great importance in practical implementation. Stabilizing control laws may not be robust to this type of uncertainty, especially if cancellation of nonlinearities is used in the design. By exploiting a connection between robustness and optimality, "domination redesign" of the control Lyapunov function (CLF) based Sontag's formula has been shown to possess robustness to static and dynamic input uncertainties. In this paper we provide a sufficient condition for the domination redesign to apply. This condition relies on properties of local homogeneous approximations of the system and of the CLF. We show that an inverse optimal control law may not exist when these conditions are violated and illustrate how these conditions may guide the choice of a CLF which is suitable for domination redesign. © 1999 Elsevier Science B.V. All rights reserved.