Optimal H2 order-one reduction by solving eigenproblems for polynomial equations

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based search, and hence avoids the usual problems of local minima. We examine mostly the case when the model order is reduced by one, and when the original system has distinct poles. This case exhibits special structure which allows us to provide a complete solution. The problem is converted into linear algebra by exhibiting a finite-dimensional basis for a certain space, and can then be solved by eigenvalue calculations, following the methods developed by Stetter and Moeller. The use of Buchberger's algorithm is avoided by writing the first-order optimality conditions in a special form, from which a Groebner basis is immediately available. Compared with our previous work the method presented here has much smaller time and memory requirements, and can therefore be applied to systems of significantly higher McMillan degree. In addition, some hypotheses which were required in the previous work have been removed. Some examples are included.

Tractable nonparametric Bayesian inference in Poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.

Projective Limit Random Probabilities on Polish Spaces

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the construction of the Dirichlet process from finite-dimensional Dirichlet distributions. This approach is both intuitive and applicable to the construction of arbitrary distributions on M(V), but also hamstrung by a number of technical difficulties. We show how these difficulties can be resolved if the domain V is a Polish topological space, and give a representation theorem directly applicable to the construction of any probability distribution on M(V) whose first moment measure is well-defined. The proof draws on a projective limit theorem of Bochner, and on properties of set functions on Polish spaces to establish countable additivity of the resulting random probabilities.

APPROXIMATE GAUSS-MARKOV REALISATION OF MULTIVARIATE STOCHASTIC PROCESSES.

Given a spectral density matrix or, equivalently, a real autocovariance sequence, the author seeks to determine a finite-dimensional linear time-invariant system which, when driven by white noise, will produce an output whose spectral density is approximately PHI ( omega ), and an approximate spectral factor of PHI ( omega ). The author employs the Anderson-Faurre theory in his analysis.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Local stability results for the collective behaviors of infinite populations of pulse-coupled oscillators

In this paper, we investigate the behavior of pulse-coupled integrate-and-fire oscillators. Because the stability analysis of finite populations is intricate, we investigate stability results in the approximation of infinite populations. In addition to recovering known stability results of finite populations, we also obtain new stability results for infinite populations. In particular, under a weak coupling assumption, we solve for the continuum model a conjecture still prevailing in the finite dimensional case. © 2011 IEEE.

Cabaret finite-difference schemes for the one-dimensional Euler equations

In the present paper we consider second order compact upwind schemes with a space split time derivative (CABARET) applied to one-dimensional compressible gas flows. As opposed to the conventional approach associated with incorporating adjacent space cells we use information from adjacent time layer to improve the solution accuracy. Taking the first order Roe scheme as the basis we develop a few higher (i.e. second within regions of smooth solutions) order accurate difference schemes. One of them (CABARET3) is formulated in a two-time-layer form, which makes it most simple and robust. Supersonic and subsonic shock-tube tests are used to compare the new schemes with several well-known second-order TVD schemes. In particular, it is shown that CABARET3 is notably more accurate than the standard second-order Roe scheme with MUSCL flux splitting.

Two-dimensional Cartesian air-gap element (CAGE) for dynamic finite-element modeling of electrical machines with a flat air gap

This paper extends the air-gap element (AGE) to enable the modeling of flat air gaps. AGE is a macroelement originally proposed by Abdel-Razek et al.for modeling annular air gaps in electrical machines. The paper presents the theory of the new macroelement and explains its implementation within a time-stepped finite-element (FE) code. It validates the solution produced by the new macroelement by comparing it with that obtained by using an FE mesh with a discretized air gap. It then applies the model to determine the open-circuit electromotive force of an axial-flux permanent-magnet machine and compares the results with measurements.