An online expectation-maximisation algorithm for nonnegative matrix factorisation models

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.

Multilinear function factorisation for time series feature extraction

This work applies a variety of multilinear function factorisation techniques to extract appropriate features or attributes from high dimensional multivariate time series for classification. Recently, a great deal of work has centred around designing time series classifiers using more and more complex feature extraction and machine learning schemes. This paper argues that complex learners and domain specific feature extraction schemes of this type are not necessarily needed for time series classification, as excellent classification results can be obtained by simply applying a number of existing matrix factorisation or linear projection techniques, which are simple and computationally inexpensive. We highlight this using a geometric separability measure and classification accuracies obtained though experiments on four different high dimensional multivariate time series datasets. © 2013 IEEE.

Models for acoustic propagation through turbofan exhaust flows

Turbomachinery noise radiating into the rearward arc is an important problem. This noise is scattered by the trailing edges of the nacelle and the jet exhaust, and interacts with the shear layers between the external flow, bypass stream and jet, en route to the far field. In the past a range of relevant model problems involving semi-infinite cylinders have been solved. However, one limitation of previous solutions is that they do not allow for the jet nozzle to protrude a finite distance beyond the end of the nacelle (or in certain configurations being buried a finite distance upstream). In this paper we use the matrix Wiener-Hopf technique, which will allow precisely the finite nacelle-jet nozzle separation to be included. The crucial step in our work is to factorise a certain matrix as a product of terms analytic and invertible in the upper/lower halves of the complex plane. The way we do this matrix factorisation is quite different in the buried and protruding nozzle cases. In the buried case our solution method is the so-called pole-removal technique. In the technically more demanding protruding case, however, we must first use Pade approximants to generate a uniformly-valid, meromorphic representation of a certain function, before the same pole-removal method can be applied. Sample results are presented, investigating in particular the effects of exit plane stagger. © 2007 by B Veitch and N Peake.

A microstructural investigation of deformation in fine SiC particulate- and whisker-reinforced aluminium-matrix composites

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.

Microstructure, strain fields and flow stress in deformed metal matrix composites

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.

Models for acoustic propagation through turbofan exhaust flows-lined ducts

Turbomachinery noise radiating into the rearward arc is an important problem. This noise is scattered by the trailing edges of the nacelle and the jet exhaust, and interacts with the shear layers between the external flow, bypass stream and jet, en route to the far field. In the past a range of relevant model problems involving semi-infinite cylinders have been solved. However, one limitation of these previous solutions is that they do not allow for the jet nozzle protruding a finite distance beyond the end of the nacelle (or in certain configurations being buried a finite distance upstream). With this in mind, we have used the matrix Wiener-Hopf technique to allow precisely this finite nacelle-jet nozzle separation to be included. We have previously reported results for the case of hard-walled ducts, which requires factorisation of a 2 × 2 matrix. In this paper we extend this work by allowing one of the duct walls, in this case the outer wall of the jet pipe, to be acoustically lined. This results in the need to factorise a 3 × 3 matrix, which is completed by use of a combination of pole-removal and Pad́e approximant techniques. Sample results are presented, investigating in particular the effects of exit plane stagger and liner impedance. Here we take the mean flow to be zero, but extension to nonzero Mach numbers in the core and bypass flow has also been completed. Copyright © 2009 by Nigel Peake & Ben Veitch.

Mechanical and magnetic properties of metal fibre networks, with and without a polymeric matrix

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.

Dispersion rheology of carbon nanotubes in a polymer matrix

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.

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.