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.

Which diagrams and when? Health workers' choice and usage of different diagram types for service improvement

Diagrammatic representations, such as process mapping and care pathways, have been often used for service evaluation and improvement in healthcare. While a broad range of diagrammatic representations exist, their application in healthcare has been very limited. There is a lack of understanding about how and which diagrams could be usable and useful to health workers. In this study, ten mental health workers were asked to discuss positive and negative issues around their service delivery using one or two diagrams of their choice out of seven different diagrams representing their service: care pathway diagram; organisation diagram; communication diagram; service blueprint; patient state transition diagram; free form diagram; geographic map. Their interactions with diagrams were video-taped for analysis. The patient state transition diagram was the most popular choice in spite of relatively low previous familiarity. The overall findings provided insight into a better use of diagrams in healthcare. © 2012 Springer-Verlag.

Sequential decision making in general state space models

Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.

Very high modulation efficiency two-sections tapered laser diode at 1060nm for free space optical communications

High-power (more than 500 mW) and high-speed (more than 1 Gbps) tapered lasers at 1060 nm are required in free-space optical communications and (at lower frequencies of around 100 MHz) display applications for frequency doubling to the green. On a 3 mm long tapered laser, we have obtained an open eye diagram at 1 Gbps, together with a high extinction ratio of 11 dB, an optical modulation amplitude of 530 mW, and a high modulation efficiency of 13 W/A. On a 4 mm-long tapered laser, we have obtained an open eye diagram at 700 Mbps, together with a high extinction ratio of 19 dB, a high optical modulation amplitude of 1.6 W, and a very high modulation efficiency of 19 W/A. On a 6 mm-long tapered laser, we have obtained a very high power of 5W CW and a very high static modulation efficiency of 59.8 W/A. © 2011 SPIE.

Efficient sampling of atomic configurational spaces.

We describe a method to explore the configurational phase space of chemical systems. It is based on the nested sampling algorithm recently proposed by Skilling (AIP Conf. Proc. 2004, 395; J. Bayesian Anal. 2006, 1, 833) and allows us to explore the entire potential energy surface (PES) efficiently in an unbiased way. The algorithm has two parameters which directly control the trade-off between the resolution with which the space is explored and the computational cost. We demonstrate the use of nested sampling on Lennard-Jones (LJ) clusters. Nested sampling provides a straightforward approximation for the partition function; thus, evaluating expectation values of arbitrary smooth operators at arbitrary temperatures becomes a simple postprocessing step. Access to absolute free energies allows us to determine the temperature-density phase diagram for LJ cluster stability. Even for relatively small clusters, the efficiency gain over parallel tempering in calculating the heat capacity is an order of magnitude or more. Furthermore, by analyzing the topology of the resulting samples, we are able to visualize the PES in a new and illuminating way. We identify a discretely valued order parameter with basins and suprabasins of the PES, allowing a straightforward and unambiguous definition of macroscopic states of an atomistic system and the evaluation of the associated free energies.

Negligible penalty all-optical routing using a 12 × 12 passive InP wavelength-selective router

This work demonstrates transmission at 2.5 Gbit/s across two wavelength-division multiplexing (WDM) network nodes, constructed using counter-propagating semiconductor optical amplifier (SOA) wavelength converters and an integrated wavelength-selective router separated by 45 km of fiber, with an overall penalty of 0.6 dB. Minimal degradation of the eye diagram is evident across the whole system. Full utilization of the capacity of the router would allow an aggregate 360-Gbit/s node capacity for a WDM channel of 2.5 Gb/s.

Baroclinic waves in an air-filled thermally driven rotating annulus.

In this study an experimental investigation of baroclinic waves in air in a differentially heated rotating annulus is presented. Air has a Prandtl number of 0.707, which falls within a previously unexplored region of parameter space for baroclinic instability. The flow regimes encountered include steady waves, periodic amplitude vacillations, modulated amplitude vacillations, and either monochromatic or mixed wave number weak waves, the latter being characterized by having amplitudes less than 5% of the applied temperature contrast. The distribution of these flow regimes in parameter space are presented in a regime diagram. It was found that the progression of transitions between different regimes is, as predicted by recent numerical modeling results, in the opposite sense to that usually found in experiments with high Prandtl number liquids. No hysteresis in the flow type, with respect to variations in the rotation rate, was found in this investigation.

Properties of tetrahedral amorphous carbon prepared by vacuum arc deposition

The structural, optical, electrical and physical properties of amorphous carbon deposited from the filtered plasma stream of a vacuum arc were investigated. The structure was determined by electron diffraction, neutron diffraction and energy loss spectroscopy and the tetrahedral coordination of the material was confirmed. The measurements gave a nearest neighbour distance of 1.53 Å, a bond angle of 110 and a coordination number of four. A model is proposed in which the compressive stress generated in the film by energetic ion impact produces pressure and temperature conditions lying well inside the region of the carbon phase diagram within which diamond is stable. The model is confirmed by measurements of stress and plasmon energy as a function of ion energy. The model also predicts the formation of sp2-rich materials on the surface owing to stress relaxation and this is confirmed by a study of the surface plasmon energy. Some nuclear magnetic resonance, infrared and optical properties are reported and the behaviour of diodes using tetrahedral amorphous carbon is discussed. © 1991.

A novel vector control approach for Single Phase Brushless Doubly Fed Machine

This paper proposed a novel control scheme for operating the Single Phase Brushless Doubly-Fed Machine (SPB) based on Stator-Flux-Oriented control algorithm. The SPB is a new type of Brushless Doubly-Fed Machine (BDFM) which shows a potential in applications which require adjustable speed such as Wind Power generation and speed adjustable Drive. The SPB can be applied to single-phase power system and the lower cost of the SPB makes the SPB suitable for low-rated power conversion applications. This paper develops the control scheme of the SPB with explicit mathematical analysis and block diagram of the controller. Experimental verification is also given. © 2011 IEEE.

On the functions of products

Understanding the performance and manner of functioning of existing products is at the base of new product development activities. In engineering design the term function is generally used to refer to the technical actions performed by a product. However, products accomplish a wider range of goals. This research explores the opportunity to describe and model, through the concept of function, product actions across four dimensions including technical, aesthetic, social and economic. The research demonstrates that non-technical functions can be represented through active verbs and nouns and modelled using a method known as the Function Analysis Diagram (FAD). The research argues that when technical, aesthetic, social and economic perspectives on product development are considered as different types of function, stakeholders have a common language to communicate which can benefit design collaboration.