134 resultados para Covariance matrix
em Cambridge University Engineering Department Publications Database
Resumo:
A group of mobile robots can localize cooperatively, using relative position and absolute orientation measurements, fused through an extended Kalman filter (ekf). The topology of the graph of relative measurements is known to affect the steady-state value of the position error covariance matrix. Classes of sensor graphs are identified, for which tight bounds for the trace of the covariance matrix can be obtained based on the algebraic properties of the underlying relative measurement graph. The string and the star graph topologies are considered, and the explicit form of the eigenvalues of error covariance matrix is given. More general sensor graph topologies are considered as combinations of the string and star topologies, when additional edges are added. It is demonstrated how the addition of edges increases the trace of the steady-state value of the position error covariance matrix, and the theoretical predictions are verified through simulation analysis.
Resumo:
Vector Taylor Series (VTS) model based compensation is a powerful approach for noise robust speech recognition. An important extension to this approach is VTS adaptive training (VAT), which allows canonical models to be estimated on diverse noise-degraded training data. These canonical model can be estimated using EM-based approaches, allowing simple extensions to discriminative VAT (DVAT). However to ensure a diagonal corrupted speech covariance matrix the Jacobian (loading matrix) relating the noise and clean speech is diagonalised. In this work an approach for yielding optimal diagonal loading matrices based on minimising the expected KL-divergence between the diagonal loading matrix and "correct" distributions is proposed. The performance of DVAT using the standard and optimal diagonalisation was evaluated on both in-car collected data and the Aurora4 task. © 2012 IEEE.
Resumo:
Some amount of differential settlement occurs even in the most uniform soil deposit, but it is extremely difficult to estimate because of the natural heterogeneity of the soil. The compression response of the soil and its variability must be characterised in order to estimate the probability of the differential settlement exceeding a certain threshold value. The work presented in this paper introduces a probabilistic framework to address this issue in a rigorous manner, while preserving the format of a typical geotechnical settlement analysis. In order to avoid dealing with different approaches for each category of soil, a simplified unified compression model is used to characterise the nonlinear compression behavior of soils of varying gradation through a single constitutive law. The Bayesian updating rule is used to incorporate information from three different laboratory datasets in the computation of the statistics (estimates of the means and covariance matrix) of the compression model parameters, as well as of the uncertainty inherent in the model.
Resumo:
Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.
Resumo:
Aluminium-based composites, reinforced with low volume fractions of whiskers and small particles, have been formed by a powder route. The materials have been tested in tension, and the microstructures examined using transmission electron microscopy. The whisker composites showed an improvement in flow stress over the particulate composites, and this was linked to an initially enhanced work-hardening rate in the whisker composites. The overall dislocation densities were estimated to be somewhat higher in the whisker composites than the particulate composites, but in the early stages of deformation the distribution was rather different, with deformation in the whisker material being far more localized and inhomogeneous. This factor, together with differences in the internal stress distribution in the materials, is used to explain the difference in mechanical properties.
Resumo:
An experimental study of local orientations around whiskers in deformed metal matrix composites has been used to determine the strain gradients existing in the material following tensile deformation. These strain fields have been represented as arrays of geometrically necessary dislocations, and the material flow stress predicted using a standard dislocation hardening model. Whilst the correlation between this and the measured flow stress is reasonable, the experimentally determined strain gradients are lower by a factor of 5-10 than values obtained in previous estimates made using continuum plasticity finite element models. The local orientations around the whiskers contain a large amount of detailed information about the strain patterns in the material, and a novel approach is made to representing some of this information and to correlating it with microstructural observations. © 1998 Acta Metallurgica Inc. Published by Elsevier Science Ltd. All rights reserved.
Resumo:
Sensor networks can be naturally represented as graphical models, where the edge set encodes the presence of sparsity in the correlation structure between sensors. Such graphical representations can be valuable for information mining purposes as well as for optimizing bandwidth and battery usage with minimal loss of estimation accuracy. We use a computationally efficient technique for estimating sparse graphical models which fits a sparse linear regression locally at each node of the graph via the Lasso estimator. Using a recently suggested online, temporally adaptive implementation of the Lasso, we propose an algorithm for streaming graphical model selection over sensor networks. With battery consumption minimization applications in mind, we use this algorithm as the basis of an adaptive querying scheme. We discuss implementation issues in the context of environmental monitoring using sensor networks, where the objective is short-term forecasting of local wind direction. The algorithm is tested against real UK weather data and conclusions are drawn about certain tradeoffs inherent in decentralized sensor networks data analysis. © 2010 The Author. Published by Oxford University Press on behalf of The British Computer Society. All rights reserved.
Resumo:
Bonded networks of metal fibres are highly porous, permeable materials, which often exhibit relatively high strength. Material of this type has been produced, using melt-extracted ferritic stainless steel fibres, and characterised in terms of fibre volume fraction, fibre segment (joint-to-joint) length and fibre orientation distribution. Young's moduli and yield stresses have been measured. The behaviour when subjected to a magnetic field has also been investigated. This causes macroscopic straining, as the individual fibres become magnetised and tend to align with the applied field. The modeling approach of Markaki and Clyne, recently developed for prediction of the mechanical and magneto-mechanical properties of such materials, is briefly summarised and comparisons are made with experimental data. The effects of filling the inter-fibre void with compliant (polymeric) matrices have also been explored. In general the modeling approach gives reliable predictions, particularly when the network architecture has been characterised using X-ray tomography. © 2005 Published by Elsevier Ltd.
Resumo:
We report on rheological properties of a dispersion of multiwalled carbon nanotubes in a viscous polymer matrix. Particular attention is paid to the process of nanotubes mixing and dispersion, which we monitor by the rheological signature of the composite. The response of the composite as a function of the dispersion mixing time and conditions indicates that a critical mixing time t* needs to be exceeded to achieve satisfactory dispersion of aggregates, this time being a function of nanotube concentration and the mixing shear stress. At shorter times of shear mixing t< t*, we find a number of nonequilibrium features characteristic of colloidal glass and jamming of clusters. A thoroughly dispersed nanocomposite, at t> t*, has several universal rheological features; at nanotube concentration above a characteristic value nc ∼2-3 wt. % the effective elastic gel network is formed, while the low-concentration composite remains a viscous liquid. We use this rheological approach to determine the effects of aging and reaggregation. © 2006 The American Physical Society.
Resumo:
Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.