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.

Analytical approximations for the modal acoustic impedances of simply supported, rectangular plates.

Coupling of the in vacuo modes of a fluid-loaded, vibrating structure by the resulting acoustic field, while known to be negligible for sufficiently light fluids, is still only partially understood. A particularly useful structural geometry for the study of this problem is the simply supported, rectangular flat plate, since it exhibits all the relevant physical features while still admitting an analytical description of the modes. Here the influence of the fluid can be expressed in terms of a set of doubly infinite integrals over wave number: the modal acoustic impedances. Closed-form solutions for these impedances do not exist and, while their numerical evaluation is possible, it greatly increases the computational cost of solving the coupled system of modal equations. There is thus a need for accurate analytical approximations. In this work, such approximations are sought in the limit where the modal wavelength is small in comparison with the acoustic wavelength and the plate dimensions. It is shown that contour integration techniques can be used to derive analytical formulas for this regime and that these formulas agree closely with the results of numerical evaluations. Previous approximations [Davies, J. Sound Vib. 15(1), 107-126 (1971)] are assessed in the light of the new results and are shown to give a satisfactory description of real impedance components, but (in general) erroneous expressions for imaginary parts.

Numerical stability of the predictor-corrector method in Monte Carlo burnup calculations of critical reactors

Monte Carlo burnup codes use various schemes to solve the coupled criticality and burnup equations. Previous studies have shown that the simplest methods, such as the beginning-of-step and middle-of-step constant flux approximations, are numerically unstable in fuel cycle calculations of critical reactors. Here we show that even the predictor-corrector methods that are implemented in established Monte Carlo burnup codes can be numerically unstable in cycle calculations of large systems. © 2013 Elsevier Ltd. All rights reserved.

Curvature and wrinkling of premixed flame Kernels comparison between planar laser induced fluorescence (PLIF) and 3D direct numerical simulations (DNS)

A direct comparison between time resolved PLIF measurements of OH and two dimensional slices from a full three dimensional DNS data set of turbulent premixed flame kernels in lean methane/air mixture was presented. The local flame structure and the degree of flame wrinkling were examined in response to differing turbulence intensities and turbulent Reynolds numbers. Simulations were performed using the SEGA DNS code, which is based on the solution of the compressible Navier Stokes, species, and energy equations for a lean hydrocarbon mixture. For the OH PLIF measurements, a cluster of four Nd:YAG laser was fired sequentially at high repetition rates and used to pump a dye laser. The frequency doubled laser beam was formed into a sheet of 40 mm height using a cylindrical telescope. The combination of PLIF and DNS has been demonstrated as a powerful tool for flame analysis. This research will form the basis for the development of sub-grid-scale (SGS) models for LES of lean-premixed combustion systems such as gas turbines. This is an abstract of a paper presented at the 30th International Symposium on Combustion (Chicago, IL 7/25-30/2004).