Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models

We consider the smoothing problem for a class of conditionally linear Gaussian state-space (CLGSS) models, referred to as mixed linear/nonlinear models. In contrast to the better studied hierarchical CLGSS models, these allow for an intricate cross dependence between the linear and the nonlinear parts of the state vector. We derive a Rao-Blackwellized particle smoother (RBPS) for this model class by exploiting its tractable substructure. The smoother is of the forward filtering/backward simulation type. A key feature of the proposed method is that, unlike existing RBPS for this model class, the linear part of the state vector is marginalized out in both the forward direction and in the backward direction. © 2013 IEEE.

Reconstruction of arbitrary biochemical reaction networks: A compressive sensing approach

Reconstruction of biochemical reaction networks (BRN) and genetic regulatory networks (GRN) in particular is a central topic in systems biology which raises crucial theoretical challenges in system identification. Nonlinear Ordinary Differential Equations (ODEs) that involve polynomial and rational functions are typically used to model biochemical reaction networks. Such nonlinear models make the problem of determining the connectivity of biochemical networks from time-series experimental data quite difficult. In this paper, we present a network reconstruction algorithm that can deal with ODE model descriptions containing polynomial and rational functions. Rather than identifying the parameters of linear or nonlinear ODEs characterised by pre-defined equation structures, our methodology allows us to determine the nonlinear ODEs structure together with their associated parameters. To solve the network reconstruction problem, we cast it as a compressive sensing (CS) problem and use sparse Bayesian learning (SBL) algorithms as a computationally efficient and robust way to obtain its solution. © 2012 IEEE.

An overview of sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, are numerical techniques based on Importance Sampling for solving the optimal state estimation problem. The task of calibrating the state-space model is an important problem frequently faced by practitioners and the observed data may be used to estimate the parameters of the model. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed for this task accompanied with a discussion of their advantages and limitations.

Learning the Structure of Deep Sparse Graphical Models

Deep belief networks are a powerful way to model complex probability distributions. However, learning the structure of a belief network, particularly one with hidden units, is difficult. The Indian buffet process has been used as a nonparametric Bayesian prior on the directed structure of a belief network with a single infinitely wide hidden layer. In this paper, we introduce the cascading Indian buffet process (CIBP), which provides a nonparametric prior on the structure of a layered, directed belief network that is unbounded in both depth and width, yet allows tractable inference. We use the CIBP prior with the nonlinear Gaussian belief network so each unit can additionally vary its behavior between discrete and continuous representations. We provide Markov chain Monte Carlo algorithms for inference in these belief networks and explore the structures learned on several image data sets.

An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

How are internal models of unstable tasks formed?

The results of recent studies suggest that humans can form internal models that they use in a feedforward manner to compensate for both stable and unstable dynamics. To examine how internal models are formed, we performed adaptation experiments in novel dynamics, and measured the endpoint force, trajectory and EMG during learning. Analysis of reflex feedback and change of feedforward commands between consecutive trials suggested a unified model of motor learning, which can coherently unify the learning processes observed in stable and unstable dynamics and reproduce available data on motor learning. To our knowledge, this algorithm, based on the concurrent minimization of (reflex) feedback and muscle activation, is also the first nonlinear adaptive controller able to stabilize unstable dynamics.

Characterization of dynamic nonlinear absorption of carbon nanotube saturable absorber

Dynamic nonlinear absorption of composite-type single-wall carbon nanotube saturable absorbers is characterized using both femtosecond and picosecond pump pulses. Results are compared with numerical simulations based on two commonly used saturable absorber models. © 2010 Optical Society of America.

Linear and nonlinear model large-eddy simulations of a plane jet

The nonlinear Kosovic, and mixed Leray and α subgrid scale models are contrasted with linear Smagorinsky and Yoshizawa Large Eddy Simulations for a Re = 4000 plane jet simulation. Comparisons are made with Direct Numerical Simulation data and measurements. Global properties of the jet such as the spreading and centreline velocity decay rates are investigated. The mean-flow and turbulence parameters in the self-similar region are also studied. All models generally give encouraging agreement with the Direct Numerical Simulation data and reliable measurements. Solution differences for the models are relatively minor, none giving clear improvements for all data comparisons.

Mixed nonlinear LES for DES suitable flows

It is shown that a new mixed nonlinear/eddy viscosity LES model reproduces profiles better than a number of competing nonlinear and mixed models for plane channel flow. The objective is an LES method that produces a fully resolved turbulent boundary layer and could be applied to a variety of aerospace problems that are currently studied with RANS, RANS-LES, or DES methods that lack a true turbulent boundary layer. There are two components to the new model. One an eddy viscosity based upon the advected subgrid scale energy and a relatively small coefficient. Second, filtered nonlinear terms based upon the Leray regularization. Coefficients for the eddy viscosity and nonlinear terms come from LES tests in decaying, isotropic turbulence. Using these coefficients, the velocity profile matches measurements data at Reτ ≈ 1000 exactly. Profiles of the components of kinetic energy have the same shape as in the experiment, but the magnitudes differ by about 25%. None of the competing LES gets the shape correct. This method does not require extra operations at the transition between the boundary layer and the interior flow.

Global analysis of dynamical decision-making models through local computation around the hidden saddle

Bistable dynamical switches are frequently encountered in mathematical modeling of biological systems because binary decisions are at the core of many cellular processes. Bistable switches present two stable steady-states, each of them corresponding to a distinct decision. In response to a transient signal, the system can flip back and forth between these two stable steady-states, switching between both decisions. Understanding which parameters and states affect this switch between stable states may shed light on the mechanisms underlying the decision-making process. Yet, answering such a question involves analyzing the global dynamical (i.e., transient) behavior of a nonlinear, possibly high dimensional model. In this paper, we show how a local analysis at a particular equilibrium point of bistable systems is highly relevant to understand the global properties of the switching system. The local analysis is performed at the saddle point, an often disregarded equilibrium point of bistable models but which is shown to be a key ruler of the decision-making process. Results are illustrated on three previously published models of biological switches: two models of apoptosis, the programmed cell death and one model of long-term potentiation, a phenomenon underlying synaptic plasticity. © 2012 Trotta et al.

Nonlinear drillstring dynamics analysis

This paper studies the dynamical response of a rotary drilling system with a drag bit, using a lumped parameter model that takes into consideration the axial and torsional vibration modes of the bit. These vibrations are coupled through a bit-rock interaction law. At the bit-rock interface, the cutting process introduces a state-dependent delay, while the frictional process is responsible for discontinuous right-hand sides in the equations governing the motion of the bit. This complex system is characterized by a fast axial dynamics compared to the slow torsional dynamics. A dimensionless formulation exhibits a large parameter in the axial equation, enabling a two-time-scales analysis that uses a combination of averaging methods and a singular perturbation approach. An approximate model of the decoupled axial dynamics permits us to derive a pseudoanalytical expression of the solution of the axial equation. Its averaged behavior influences the slow torsional dynamics by generating an apparent velocity weakening friction law that has been proposed empirically in earlier work. The analytical expression of the solution of the axial dynamics is used to derive an approximate analytical expression of the velocity weakening friction law related to the physical parameters of the system. This expression can be used to provide recommendations on the operating parameters and the drillstring or the bit design in order to reduce the amplitude of the torsional vibrations. Moreover, it is an appropriate candidate model to replace empirical friction laws encountered in torsional models used for control. © 2009 Society for Industrial and Applied Mathematics.