On Solving Non-Standard H-/H2/H-Infinity Fault Detection Problems

We discuss solvability issues of H_-/H_2/infinity optimal fault detection problems in the most general setting. A solution approach is presented which successively reduces the initial problem to simpler ones. The last computational step generally may involve the solution of a non-standard H_-/H_2/infinity optimization problem for which we discuss possible solution approaches. Using an appropriate definition of the H- index, we provide a complete solution of this problem in the case of H2-norm. Furthermore, we discuss the solvability issues in the case of H-infinity-norm.

On solving non-standard ℍ -/ℍ 2/∞ fault detection problems

We discuss solvability issues of ℍ -/ℍ 2/∞ optimal fault detection problems in the most general setting. A solution approach is presented which successively reduces the initial problem to simpler ones. The last computational step generally may involve the solution of a non-standard ℍ -/ ℍ 2/∞ optimization problem for which we discuss possible solution approaches. Using an appropriate definition of the ℍ -- index, we provide a complete solution of this problem in the case of ℍ 2-norm. Furthermore, we discuss the solvability issues in the case of ℍ ∞-norm. © 2011 IEEE.

Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

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.

A novel non-intrusive sampling technique for CO2 laser on-line beam monitoring utilising a silicon mirror

The measurement of high speed laser beam parameters during processing is a topic that has seen growing attention over the last few years as quality assurance places greater demand on the monitoring of the manufacturing process. The targets for any monitoring system is to be non-intrusive, low cost, simple to operate, high speed and capable of operation in process. A new ISO compliant system is presented based on the integration of an imaging plate and camera located behind a proprietary mirror sampling device. The general layout of the device is presented along with the thermal and optical performance of the sampling optic. Diagnostic performance of the system is compared with industry standard devices, demonstrating the high quality high speed data which has been generated using this system.

Non-reflective boundary conditions for non-uniform mean velocity inlet and outlet flows

The numerical solution of problems in unbounded physical space requires a truncation of the computational domain to a reasonable size. As a result, the conditions on the artificial boundaries are generally unknown. Assumptions like constant pressure or velocities are only valid in the far field and lead to spurious reflections if applied on the boundaries of the truncated domain. A number of attempts have been made over the past decades to design conditions that prevent such reflections. One approach is based on characteristics. The standard analysis assumes a spatially uniform mean flow field but this is often impractical. In the present paper we show how to extend the formulation to the more general case of a non-uniform mean velocity field. A number of test cases are provided and our results compare favourably with other boundary conditions. In principle the present approach can be extended to include non-uniformities in all variables.