Robust filtering and smoothing with gaussian processes

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability distributions. This modern way of system identification is more robust than finding point estimates of a parametric function representation. Our principled filtering/smoothing approach for GP dynamic systems is based on analytic moment matching in the context of the forward-backward algorithm. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail. © 2011 IEEE.

Phase synchronization between stratospheric and tropospheric quasi-biennial and semi-annual oscillations

A combination of singular systems analysis and analytic phase techniques are used to investigate the possible occurrence in observations of coherent synchronization between quasi-biennial and semi-annual oscillations (QBOs; SAOs) in the stratosphere and troposphere. Time series of zonal mean zonal winds near the Equator are analysed from the ERA-40 and ERA-interim reanalysis datasets over a ∼ 50-year period. In the stratosphere, the QBO is found to synchronize with the SAO almost all the time, but with a frequency ratio that changes erratically between 4:1, 5:1 and 6:1. A similar variable synchronization is also evident in the tropical troposphere between semi-annual and quasi-biennial cycles (known as TBOs). Mean zonal winds from ERA-40 and ERA-interim, and also time series of indices for the Indian and West Pacific monsoons, are commonly found to exhibit synchronization, with SAO/TBO ratios that vary between 4:1 and 7:1. Coherent synchronization between the QBO and tropical TBO does not appear to persist for long intervals, however. This suggests that both the QBO and tropical TBOs may be separately synchronized to SAOs that are themselves enslaved to the seasonal cycle, or to the annual cycle itself. However, the QBO and TBOs are evidently only weakly coupled between themselves and are frequently found to lose mutual coherence when each changes its frequency ratio to its respective SAO. This suggests a need to revise a commonly cited paradigm that advocates the use of stratospheric QBO indices as a predictor for tropospheric phenomena such as monsoons and hurricanes. © 2012 Royal Meteorological Society.

Efficient truncation scheme for modeling deepwater mooring lines

This paper is aimed at enabling the confident use of existing model test facilities for ultra deepwater application without having to compromise on the widely accepted range of scales currently used by the floating production industry. Passive line truncation has traditionally been the preferred method of creating an equivalent numerical model at reduced depth; however, these techniques tend to suffer in capturing accurately line dynamic response and so reproducing peak tensions. In an attempt to improve credibility of model test data the proposed truncation procedure sets up the truncated model, based on line dynamic response rather than quasi-static system stiffness. The upper sections of each line are modeled in detail, capturing the wave action zone and all coupling effects with the vessel. These terminate to an approximate analytical model that aims to simulate the remainder of the line. Stages 1 & 2 are used to derive a water depth truncation ratio. Here vibration decay of transverse elastic waves is assessed and it is found that below a certain length criterion, the transverse vibrational characteristics for each line are inertia driven, hence with respect to these motions the truncated model can assume a linear damper whose coefficient depends on the local line properties and vibration frequency. Stage 3 endeavors to match the individual line stiffness between the full depth and truncated models. In deepwater it is likely that taut polyester moorings will be used which are predominantly straight and have high axial stiffness that provides the principal restoring force to static and low frequency vessel motions. Consequently, it means that the natural frequencies of axial vibrations are above the typical wave frequency range allowing for a quasi-static solution. In cases of exceptionally large wave frequency vessel motions, localized curvature at the chain seabed segment and tangential skin drag on the polyester rope can increase dynamic peak tensions considerably. The focus of this paper is to develop an efficient scheme based on analytic formulation, for replicating these forces at the truncation. The paper will close with an example case study of a single mooring under extreme conditions that replicates exactly the static and dynamic characteristics of the full depth line. Copyright © 2012 by the International Society of Offshore and Polar Engineers (ISOPE).

Constructive Nonlinear Control

In this book several streams of nonlinear control theory are merged and di- rected towards a constructive solution of the feedback stabilization problem. Analytic, geometric and asymptotic concepts are assembled as design tools for a wide variety of nonlinear phenomena and structures. Di®erential-geometric concepts reveal important structural properties of nonlinear systems, but al- low no margin for modeling errors. To overcome this de¯ciency, we combine them with analytic concepts of passivity, optimality and Lyapunov stability. In this way geometry serves as a guide for construction of design procedures, while analysis provides robustness tools which geometry lacks.

Spontaneous emission from radiative chiral nematic liquid crystals at the photonic band-gap edge: An investigation into the role of the density of photon states near resonance

In this article, we investigate the spontaneous emission properties of radiating molecules embedded in a chiral nematic liquid crystal, under the assumption that the electronic transition frequency is close to the photonic edge mode of the structure, i.e., at resonance. We take into account the transition broadening and the decay of electromagnetic field modes supported by the so-called "mirrorless"cavity. We employ the Jaynes-Cummings Hamiltonian to describe the electron interaction with the electromagnetic field, focusing on the mode with the diffracting polarization in the chiral nematic layer. As known in these structures, the density of photon states, calculated via the Wigner method, has distinct peaks on either side of the photonic band gap, which manifests itself as a considerable modification of the emission spectrum. We demonstrate that, near resonance, there are notable differences between the behavior of the density of states and the spontaneous emission profile of these structures. In addition, we examine in some detail the case of the logarithmic peak exhibited in the density of states in two-dimensional photonic structures and obtain analytic relations for the Lamb shift and the broadening of the atomic transition in the emission spectrum. The dynamical behavior of the atom-field system is described by a system of two first-order differential equations, solved using the Green's-function method and the Fourier transform. The emission spectra are then calculated and compared with experimental data. © 2013 American Physical Society.

Spontaneous emission from radiative chiral nematic liquid crystals at the photonic band-gap edge: an investigation into the role of the density of photon states near resonance.

In this article, we investigate the spontaneous emission properties of radiating molecules embedded in a chiral nematic liquid crystal, under the assumption that the electronic transition frequency is close to the photonic edge mode of the structure, i.e., at resonance. We take into account the transition broadening and the decay of electromagnetic field modes supported by the so-called "mirrorless"cavity. We employ the Jaynes-Cummings Hamiltonian to describe the electron interaction with the electromagnetic field, focusing on the mode with the diffracting polarization in the chiral nematic layer. As known in these structures, the density of photon states, calculated via the Wigner method, has distinct peaks on either side of the photonic band gap, which manifests itself as a considerable modification of the emission spectrum. We demonstrate that, near resonance, there are notable differences between the behavior of the density of states and the spontaneous emission profile of these structures. In addition, we examine in some detail the case of the logarithmic peak exhibited in the density of states in two-dimensional photonic structures and obtain analytic relations for the Lamb shift and the broadening of the atomic transition in the emission spectrum. The dynamical behavior of the atom-field system is described by a system of two first-order differential equations, solved using the Green's-function method and the Fourier transform. The emission spectra are then calculated and compared with experimental data.

Models for acoustic propagation through turbofan exhaust flows

Turbomachinery noise radiating into the rearward arc is an important problem. This noise is scattered by the trailing edges of the nacelle and the jet exhaust, and interacts with the shear layers between the external flow, bypass stream and jet, en route to the far field. In the past a range of relevant model problems involving semi-infinite cylinders have been solved. However, one limitation of previous solutions is that they do not allow for the jet nozzle to protrude a finite distance beyond the end of the nacelle (or in certain configurations being buried a finite distance upstream). In this paper we use the matrix Wiener-Hopf technique, which will allow precisely the finite nacelle-jet nozzle separation to be included. The crucial step in our work is to factorise a certain matrix as a product of terms analytic and invertible in the upper/lower halves of the complex plane. The way we do this matrix factorisation is quite different in the buried and protruding nozzle cases. In the buried case our solution method is the so-called pole-removal technique. In the technically more demanding protruding case, however, we must first use Pade approximants to generate a uniformly-valid, meromorphic representation of a certain function, before the same pole-removal method can be applied. Sample results are presented, investigating in particular the effects of exit plane stagger. © 2007 by B Veitch and N Peake.

Student-t processes as alternatives to Gaussian processes

We investigate the Student-t process as an alternative to the Gaussian process as a non-parametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the co-variance kernel of a Gaussian process model. We show surprising equivalences between different hierarchical Gaussian process models leading to Student-t processes, and derive a new sampling scheme for the inverse Wishart process, which helps elucidate these equivalences. Overall, we show that a Student-t process can retain the attractive properties of a Gaussian process - a nonparamet-ric representation, analytic marginal and predictive distributions, and easy model selection through covariance kernels - but has enhanced flexibility, and predictive covariances that, unlike a Gaussian process, explicitly depend on the values of training observations. We verify empirically that a Student-t process is especially useful in situations where there are changes in covariance structure, or in applications such as Bayesian optimization, where accurate predictive covariances are critical for good performance. These advantages come at no additional computational cost over Gaussian processes.

Noise and stability in giant-chirp oscillators mode-locked with a nanotube-based saturable absorber

We compare experimental results showing stable dissipative-soliton solutions exist in mode-locked lasers with ultra-large normal dispersion (as large as 21.5 ps2), with both the analytic framework provided by Haus' master-equation and full numerical simulations. © 2010 Optical Society of America.