A backward particle interpretation of Feynman-Kac formulae

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals "on-the-fly" as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We provide uniform convergence results with respect to the time horizon parameter as well as functional central limit theorems and exponential concentration estimates. Our results have important consequences for online parameter estimation for non-linear non-Gaussian state-space models. We show how the forward filtering backward smoothing estimates of additive functionals can be computed using a forward only recursion.

Towards productivity indicators for performance-based façade design in commercial buildings

Decision-making in the façade design process has a significant influence on several aspects of indoor environment, thereby making it a complex and multi-objective optimisation process. There are two principal barriers in the process of indentifying an optimal façade solution. Firstly, most existing indoor environmental evaluation methods do not account for all the indoor environmental quality (IEQ) aspects relevant to façade design. Secondly, the relationship between the physical properties of a particular façade design option and the resulting economic benefits accrued during its service-life is unknown. In this paper, we introduce the bases for establishing relationships between occupant productivity and the combinatorial effects of four key façade-related IEQ aspects, namely, thermal comfort, aural comfort, visual comfort and air quality, on occupant productivity. The proposed framework's potential is tested against seven existing experimental investigations and its applicability is illustrated by a simple façade design example. The proposed approach ultimately aims to provide a quantitative economic measure of alternative façade design options that would be applicable to early design stage. Aspects of the work that require further experimental validation are identified. © 2012 Elsevier Ltd.

A backward-simulation based Rao-Blackwellized particle smoother for conditionally linear Gaussian models

In this article, we develop a new Rao-Blackwellized Monte Carlo smoothing algorithm for conditionally linear Gaussian models. The algorithm is based on the forward-filtering backward-simulation Monte Carlo smoother concept and performs the backward simulation directly in the marginal space of the non-Gaussian state component while treating the linear part analytically. Unlike the previously proposed backward-simulation based Rao-Blackwellized smoothing approaches, it does not require sampling of the Gaussian state component and is also able to overcome certain normalization problems of two-filter smoother based approaches. The performance of the algorithm is illustrated in a simulated application. © 2012 IFAC.

Durability indicators of SCC towards performance-based specifications for the durability of SCC

The fundamental principle behind the development of SCC has been the nanoscale tailoring of cementitious matrices. Although self-compacting concrete (SCC) is currently used in many countries, there is a fundamental lack of the intrinsic durability of the material itself. The scope of the current paper is to present the outcomes of a research study on some principal indicators (porosity and capillary absorption) that define the durability of SCC, and how these are compared with the corresponding parameters of conventional concrete. Furthermore, this paper investigates the addition of industrial by-products, such as fly-ash or lime powder, to SCC mixtures and their effect on the durability indicators.