Power absorption invariance for brownian spring forcing

In [5] it was shown that, for a standard quarter-car vehicle model and a road disturbance whose velocity profile is white noise of intensity A, the mean power dissipated in the suspension is equal to kA/2 where k is the tyre vertical stiffness. It is remarkable that the power dissipation turns out to be independent of all masses and suspension parameters. The proof in [5] makes use of a spectral formulation of white noise and is specific to linear systems. This paper casts the result in a more general form and shows that it follows from a simple application of Ito calculus. © 2012 IEEE.

Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.

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.