The Bayesian Approach to Signal Modelling

In this paper, an introduction to Bayesian methods in signal processing will be given. The paper starts by considering the important issues of model selection and parameter estimation and derives analytic expressions for the model probabilities of two simple models. The idea of marginal estimation of certain model parameter is then introduced and expressions are derived for the marginal probabilitiy densities for frequencies in white Gaussian noise and a Bayesian approach to general changepoint analysis is given. Numerical integration methods are introduced based on Markov chain Monte Carlo techniques and the Gibbs sampler in particular.

Statistical gear health analysis which is robust to fluctuating loads and operating speeds

Condition-based maintenance is concerned with the collection and interpretation of data to support maintenance decisions. The non-intrusive nature of vibration data enables the monitoring of enclosed systems such as gearboxes. It remains a significant challenge to analyze vibration data that are generated under fluctuating operating conditions. This is especially true for situations where relatively little prior knowledge regarding the specific gearbox is available. It is therefore investigated how an adaptive time series model, which is based on Bayesian model selection, may be used to remove the non-fault related components in the structural response of a gear assembly to obtain a residual signal which is robust to fluctuating operating conditions. A statistical framework is subsequently proposed which may be used to interpret the structure of the residual signal in order to facilitate an intuitive understanding of the condition of the gear system. The proposed methodology is investigated on both simulated and experimental data from a single stage gearbox. © 2011 Elsevier Ltd. All rights reserved.

Fast L0-based sparse signal recovery

This paper develops an algorithm for finding sparse signals from limited observations of a linear system. We assume an adaptive Gaussian model for sparse signals. This model results in a least square problem with an iteratively reweighted L2 penalty that approximates the L0-norm. We propose a fast algorithm to solve the problem within a continuation framework. In our examples, we show that the correct sparsity map and sparsity level are gradually learnt during the iterations even when the number of observations is reduced, or when observation noise is present. In addition, with the help of sophisticated interscale signal models, the algorithm is able to recover signals to a better accuracy and with reduced number of observations than typical L1-norm and reweighted L1 norm methods. ©2010 IEEE.

Initial modelling and controller design for active control of spacecraft microvibrations

Microvibrations, at frequencies between 1 and 1000 Hz, generated by on board equipment, propagate throughout a spacecraft structure affecting the performance of sensitive payloads. The purpose of this work is to investigate strategies to model and reduce these dynamic disturbances by active control. Initial studies were performed by considering a mass loaded panel where the disturbance excitation source consisted of point forces, the objective being to minimise the displacement at an arbitrary output location. Piezoelectric patches acting as sensors and actuators were used. The equations of motion are derived by using Lagrange's equation with modal shapes as Ritz functions. The number of sensors/actuators and their location is variable. The set of equations obtained is then transformed into state variables and some initial controller design studies have been undertaken. These are based on feedback control implemented using a full state feedback and an observer which reconstructs the state vector from the available sensor signal. Here, the basics behind the structural modelling and controller design will be described. This preliminary analysis will also be used to identify short to medium term further work.

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.

Mode-localized displacement sensing

We report the construction of a new class of micromachined displacement sensors that employ the phenomenon of vibration-mode localization for monitoring minute inertial displacements. It is demonstrated both theoretically and experimentally that the eigenstate-shifted output signal of such mode-localized displacement sensors may be as high as 1000 times greater than corresponding resonant-frequency variations that serve as the output in the more traditional vibratory resonant micromechanical displacement/motion sensors. The high parametric sensitivities attainable in such mode-localized displacement sensors, together with their inherent advantages of improved environmental robustness and electrical tunability, suggest an alternative approach in achieving improved sensitivity and stability in high-resolution displacement transduction. © 1992-2012 IEEE.

ℓasso MPC: Smart regulation of over-actuated systems

In this paper, a novel MPC strategy is proposed, and referred to as asso MPC. The new paradigm features an 1-regularised least squares loss function, in which the control error variance competes with the sum of input channels magnitude (or slew rate) over the whole horizon length. This cost choice is motivated by the successful development of LASSO theory in signal processing and machine learning. In the latter fields, sum-of-norms regularisation have shown a strong capability to provide robust and sparse solutions for system identification and feature selection. In this paper, a discrete-time dual-mode asso MPC is formulated, and its stability is proven by application of standard MPC arguments. The controller is then tested for the problem of ship course keeping and roll reduction with rudder and fins, in a directional stochastic sea. Simulations show the asso MPC to inherit positive features from its corresponding regressor: extreme reduction of decision variables' magnitude, namely, actuators' magnitude (or variations), with a finite energy error, being particularly promising for over-actuated systems. © 2012 AACC American Automatic Control Council).

Anisotropy preserving DTI processing

Statistical analysis of diffusion tensor imaging (DTI) data requires a computational framework that is both numerically tractable (to account for the high dimensional nature of the data) and geometric (to account for the nonlinear nature of diffusion tensors). Building upon earlier studies exploiting a Riemannian framework to address these challenges, the present paper proposes a novel metric and an accompanying computational framework for DTI data processing. The proposed approach grounds the signal processing operations in interpolating curves. Well-chosen interpolating curves are shown to provide a computational framework that is at the same time tractable and information relevant for DTI processing. In addition, and in contrast to earlier methods, it provides an interpolation method which preserves anisotropy, a central information carried by diffusion tensor data. © 2013 Springer Science+Business Media New York.