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 probability 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.

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.

Adjoint linearised Euler solver in the frequency domain for jet noise modelling

The paper is devoted to extending the new efficient frequency-domain method of adjoint Green's function calculation to curvilinear multi-block RANS domains for middle and farfield sound computations. Numerical details of the method such as grids, boundary conditions and convergence acceleration are discussed. Two acoustic source models are considered in conjunction with the method and acoustic modelling results are presented for a benchmark low-Reynolds-number jet case.

The use of object oriented modelling and simulation tools in constraint satisfaction for embodiment design

The software package Dymola, which implements the new, vendor-independent standard modelling language Modelica, exemplifies the emerging generation of object-oriented modelling and simulation tools. This paper shows how, in addition to its simulation capabilities, it may be used as an embodiment design tool, to size automatically a design assembled from a library of generic parametric components. The example used is a miniature model aircraft diesel engine. To this end, the component classes contain extra algebraic equations calculating the overload factor (or its reciprocal, the safety factor) for all the different modes of failure, such as buckling or tensile yield. Thus the simulation results contain the maximum overload or minimum safety factor for each failure mode along with the critical instant and the device state at which it occurs. The Dymola "Initial Conditions Calculation" function, controlled by a simple software script, may then be used to perform automatic component sizing. Each component is minimised in mass, subject to a chosen safety factor against failure, over a given operating cycle. Whilst the example is in the realm of mechanical design, it must be emphasised that the approach is equally applicable to the electrical or mechatronic domains, indeed to any design problem requiring numerical constraint satisfaction.

Statistics and modelling of turbulent kinetic energy transport in different regimes of premixed combustion

The statistical behaviour of turbulent kinetic energy transport in turbulent premixed flames is analysed using data from three-dimensional Direct Numerical Simulation (DNS) of freely propagating turbulent premixed flames under decaying turbulence. For flames within the corrugated flamelets regime, it is observed that turbulent kinetic energy is generated within the flame brush. By contrast, for flames within the thin reaction zones regime it has been found that the turbulent kinetic energy decays monotonically through the flame brush. Similar trends are observed also for the dissipation rate of turbulent kinetic energy. Within the corrugated flamelets regime, it is demonstrated that the effects of the mean pressure gradient and pressure dilatation within the flame are sufficient to overcome the effects of viscous dissipation and are responsible for the observed augmentation of turbulent kinetic energy in the flame brush. In the thin reaction zones regime, the effects of the mean pressure gradient and pressure dilatation terms are relatively much weaker than those of viscous dissipation, resulting in a monotonic decay of turbulent kinetic energy across the flame brush. The modelling of the various unclosed terms of the turbulent kinetic energy transport equation has been analysed in detail. The predictions of existing models are compared with corresponding quantities extracted from DNS data. Based on this a-priori DNS assessment, either appropriate models are identified or new models are proposed where necessary. It is shown that the turbulent flux of turbulent kinetic energy exhibits counter-gradient (gradient) transport wherever the turbulent scalar flux is counter-gradient (gradient) in nature. A new model has been proposed for the turbulent flux of turbulent kinetic energy, and is found to capture the qualitative and quantitative behaviour obtained from DNS data for both the corrugated flamelets and thin reaction zones regimes without the need to adjust any of the model constants. © 2010 Springer Science+Business Media B.V.

Modelling of liquefaction-induced instability in pile

Centrifuge testing has been undertaken to investigate instability failure of pile groups during seismic liquefaction, with specific reference to the 'top-down' propagation of liquefaction during the earthquake and to account for initial imperfections in pile geometry. The results of these tests were used to validate numerical models within the finite element program ABAQUS, based on the popular p-y analysis method. Pseudostatic classical and post-buckling analyses were conducted to examine the collapse behaviour of the pile groups and were found to give reasonable predictions of collapse load and conservative predictions of the associated deflection conditions. This numerical model was compared to currently published methods which were found to over-predict collapse loads. The resulting insights into the collapse of axially loaded pile groups revealed that the failure load is strongly dependent on both the depth of liquefaction propagation and initial imperfections, which reduce the collapse load.