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.

Comparison between empirical formulae of intake vortices

The hydrodynamic properties of free surface vortices at hydraulic intakes were investigated. Based on the axisymmetric Navier-Stokes equations and empirical assumptions, two sets of formulations for the velocity distributions and the free surface profiles are proposed and validated against measurements available in the literature. Compared with previous formulae, the modifications based on Mih's formula are found to greatly improve the agreement with the experimental data. Physical model tests were also conducted to study the intake vortex of the Xiluodu hydroelectric project in China. The proposed velocity distribution formula was applied to the solid boundary as considered by the method of images. A good agreement was again observed between the prediction and the measurements. © 2011 International Association for Hydro-Environment Engineering and Research.

The ensemble statistics of the energy of a random system subjected to harmonic excitation

This paper is concerned with the ensemble statistics of the response to harmonic excitation of a single dynamic system such as a plate or an acoustic volume. Random point process theory is employed, and various statistical assumptions regarding the system natural frequencies are compared, namely: (i) Poisson natural frequency spacings, (ii) statistically independent Rayleigh natural frequency spacings, and (iii) natural frequency spacings conforming to the Gaussian orthogonal ensemble (GOE). The GOE is found to be the most realistic assumption, and simple formulae are derived for the variance of the energy of the system under either point loading or rain-on-the-roof excitation. The theoretical results are compared favourably with numerical simulations and experimental data for the case of a mass loaded plate. © 2003 Elsevier Ltd. All rights reserved.

H∞ sampled-data synthesis and related numerical issues

In this paper we present a new, compact derivation of state-space formulae for the so-called discretisation-based solution of the H∞ sampled-data control problem. Our approach is based on the established technique of continuous time-lifting, which is used to isometrically map the continuous-time, linear, periodically time-varying, sampled-data problem to a discretetime, linear, time-invariant problem. State-space formulae are derived for the equivalent, discrete-time problem by solving a set of two-point, boundary-value problems. The formulae accommodate a direct feed-through term from the disturbance inputs to the controlled outputs of the original plant and are simple, requiring the computation of only a single matrix exponential. It is also shown that the resultant formulae can be easily re-structured to give a numerically robust algorithm for computing the state-space matrices. © 1997 Elsevier Science Ltd. All rights reserved.

Structured discriminative models for noise robust continuous speech recognition

Recently there has been interest in structured discriminative models for speech recognition. In these models sentence posteriors are directly modelled, given a set of features extracted from the observation sequence, and hypothesised word sequence. In previous work these discriminative models have been combined with features derived from generative models for noise-robust speech recognition for continuous digits. This paper extends this work to medium to large vocabulary tasks. The form of the score-space extracted using the generative models, and parameter tying of the discriminative model, are both discussed. Update formulae for both conditional maximum likelihood and minimum Bayes' risk training are described. Experimental results are presented on small and medium to large vocabulary noise-corrupted speech recognition tasks: AURORA 2 and 4. © 2011 IEEE.

On the diffraction of acoustic waves by a quarter-plane

This paper follows the work of A.V. Shanin on diffraction by an ideal quarter-plane. Shanin's theory, based on embedding formulae, the acoustic uniqueness theorem and spherical edge Green's functions, leads to three modified Smyshlyaev formulae, which partially solve the far-field problem of scattering of an incident plane wave by a quarter-plane in the Dirichlet case. In this paper, we present similar formulae in the Neumann case, and describe a numerical method allowing a fast computation of the diffraction coefficient using Shanin's third modified Smyshlyaev formula. The method requires knowledge of the eigenvalues of the Laplace-Beltrami operator on the unit sphere with a cut, and we also describe a way of computing these eigenvalues. Numerical results are given for different directions of incident plane wave in the Dirichlet and the Neumann cases, emphasising the superiority of the third modified Smyshlyaev formula over the other two. © 2011 Elsevier B.V.

A simple prediction model for asphalt surface texture incorporating mix gradation and air voids

This paper presents the results of a preliminary study that seeks to show how asphalt grading and air voids are related to the texture depth of asphalt. The fiftieth percentile particle size (D50) is shown to be a good predictor of texture depth measurements from a collected database of field and laboratory studies. The D50 is used to normalise collected texture data and this 'relative texture' is shown to correlate with air voids. Regression analyses confirm that air voids should be included along with a measure of gradation in the interpretation of asphalt surface texture.The derived formulae are used to develop correlation charts.

State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

Modelling the vibration of tyre sidewalls

The dynamical behaviour of the sidewall has an important influence on tyre vibration characteristics. Nonetheless, it remains crudely represented in many existing models. The current work considers a geometrically accurate, two-dimensional, sidewall description, with a view to identifying potential shortcomings in the approximate formulations and identifying the physical characteristics that must be accounted for. First, the mean stress state under pressurisation and centrifugal loading is investigated. Finite-Element calculations show that, while the loaded sidewall shape remains close to a toroid, its in-plane tensions differ appreciably from the associated analytical solution. This is largely due to the inability of the anisotropic sidewall material to sustain significant azimuthal stress. An approximate analysis, based on the meridional tension alone, is therefore developed, and shown to yield accurate predictions. In conjunction with a set of formulae for the 'engineering constants' of the sidewall material, the approximate solutions provide a straightforward and efficient means of determining the base state for the vibration analysis. The latter is implemented via a 'waveguide' discretisation of a variational formulation. Its results show that, while the full geometrical description is necessary for a complete and reliable characterisation of the sidewall's vibrational properties, a one-dimensional approximation will often be satisfactory in practice. Meridional thickness variations only become important at higher frequencies (above 500 Hz for the example considered here), and rotational inertia effects appear to be minor at practical vehicle speeds. © 2013 Elsevier Ltd. All rights reserved.

Analytical formulation of modal frequency split in the elliptical mode of SCS micromechanical disk resonators

This paper presents an analytical formulation of frequency splitting observed in the elliptical modes of single crystal silicon (SCS) micromechanical disk resonators. Taking the anisotropic elasticity of SCS into account, new formulae for computing modal mass and modal stiffness are first derived for accurate prediction of the modal frequency. The derived results are in good agreement with finite element simulation, showing a factor of 10 improvement in the prediction accuracy as compared to using the formula for the isotropic case. In addition, the analysis successfully explains the effect of anisotropy on the modal frequency splitting of primary elliptical modes, for which the maximum modal displacement is aligned with the directions of maximum (1 1 0) and minimum (1 0 0) elasticity respectively on a (1 0 0) SCS wafer. The measured frequency splitting of other degenerate modes is due to the manufacturing imperfections. © 2014 IOP Publishing Ltd.