Autonomous extraction of optimal flame fronts in OH planar laser-induced fluorescence images.

The location of a flame front is often taken as the point of maximum OH gradient. Planar laser-induced fluorescence of OH can be used to obtain the flame front by extracting the points of maximum gradient. This operation is typically performed using an edge detection algorithm. The choice of operating parameters a priori poses significant problems of robustness when handling images with a range of signal-to-noise ratios. A statistical method of parameter selection originating in the image processing literature is detailed, and its merit for this application is demonstrated. A reduced search space method is proposed to decrease computational cost and render the technique viable for large data sets. This gives nearly identical output to the full method. These methods demonstrate substantial decreases in data rejection compared to the use of a priori parameters. These methods are viable for any application where maximum gradient contours must be accurately extracted from images of species or temperature, even at very low signal-to-noise ratios.

Gain bandwidth characterization of surface-emitting quantum well laser gain structures for femtosecond operation

We present a method to experimentally characterize the gain filter and calculate a corresponding parabolic gain bandwidth of lasers that are described by "class A" dynamics by solving the master equation of spectral condensation for Gaussian spectra. We experimentally determine the gain filter, with an equivalent parabolic gain bandwidth of up to 51 nm, for broad-band InGaAs/GaAs quantum well gain surface-emitting semiconductor laser structures capable of producing pulses down to 60 fs width when mode-locked with an optical Stark saturable absorber mirror. © 2010 Optical Society of America.

Towards a perceptually optimal spectral amplitude estimator for audio signal enhancement

We present a statistical model-based approach to signal enhancement in the case of additive broadband noise. Because broadband noise is localised in neither time nor frequency, its removal is one of the most pervasive and difficult signal enhancement tasks. In order to improve perceived signal quality, we take advantage of human perception and define a best estimate of the original signal in terms of a cost function incorporating perceptual optimality criteria. We derive the resultant signal estimator and implement it in a short-time spectral attenuation framework. Audio examples, references, and further information may be found at http://www-sigproc.eng.cam.ac.uk/~pjw47.

Simulation-based optimal sensor scheduling with application to observer trajectory planning

The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions. © 2007 Elsevier Ltd. All rights reserved.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Monte Carlo approaches to nonlinear optimal control

This paper explores the use of Monte Carlo techniques in deterministic nonlinear optimal control. Inter-dimensional population Markov Chain Monte Carlo (MCMC) techniques are proposed to solve the nonlinear optimal control problem. The linear quadratic and Acrobot problems are studied to demonstrate the successful application of the relevant techniques.