Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Measurement and simulation of surface roughness noise using phased microphone arrays

A turbulent boundary-layer flow over a rough wall generates a dipole sound field as the near-field hydrodynamic disturbances in the turbulent boundary-layer scatter into radiated sound at small surface irregularities. In this paper, phased microphone arrays are applied to the measurement and simulation of surface roughness noise. The radiated sound from two rough plates and one smooth plate in an open jet is measured at three streamwise locations, and the beamforming source maps demonstrate the dipole directivity. Higher source strengths can be observed on the rough plates which also enhance the trailing-edge noise. A prediction scheme in previous theoretical work is used to describe the strength of a distribution of incoherent dipoles and to simulate the sound detected by the microphone array. Source maps of measurement and simulation exhibit satisfactory similarities in both source pattern and source strength, which confirms the dipole nature and the predicted magnitude of roughness noise. However, the simulations underestimate the streamwise gradient of the source strengths and overestimate the source strengths at the highest frequency. © 2008 Elsevier Ltd. All rights reserved.

Theoretical simulation studies of pulsed field magnetisation of (RE)BCO bulk superconductors

The magnetisation of bulk high temperature superconductors (HTS), such as RE-Ba-Cu-O [(RE)BCO, where RE is a rare earth element or Y], by a practical technique is essential for their application in high field, permanent magnet-like devices. Research to-date into the pulsed field magnetisation (PFM) of these materials, however, has been limited generally to experimental techniques, with relatively little progress in the development of theoretical models. This is because not only is a multi-physics approach needed to take account of the heating of the samples but also the high electric fields generated are well above the regime in which there are reliable experimental results. This paper describes a framework of theoretical simulation using the finite element method (FEM) that is applicable to both single- and multi-pulse magnetisation processes of (RE)BCO bulk superconductors. The model incorporates the heat equation and provides a convenient way of determining the distribution of trapped field, current density and temperature change within a bulk superconductor at each stage of the magnetisation process. An example of the single-pulse magnetisation of a (RE)BCO bulk is described. Potentially, the model may serve as a cost-effective tool for the optimisation of the bulk geometry and the magnetisation profile in multi-pulse magnetisation processes. © 2010 IOP Publishing Ltd.

A detailed chemistry multi-cycle simulation of a gasoline fueled HCCI engine operated with NVO

A previously developed Stochastic Reactor Model (SRM) is used to simulate combustion in a four cylinder in-line four-stroke naturally aspirated direct injection Spark Ignition (SI) engine modified to run in Homogeneous Charge Compression Ignition (HCCI) mode with a Negative Valve Overlap (NVO). A portion of the fuel is injected during NVO to increase the cylinder temperature and enable HCCI combustion at a compression ratio of 12:1. The model is coupled with GT-Power, a one-dimensional engine simulation tool used for the open valve portion of the engine cycle. The SRM is used to model in-cylinder mixing, heat transfer and chemistry during the NVO and main combustion. Direct injection is simulated during NVO in order to predict heat release and internal Exhaust Gas Recycle (EGR) composition and mass. The NOx emissions and simulated pressure profiles match experimental data well, including the cyclic fluctuations. The model predicts combustion characteristics at different fuel split ratios and injection timings. The effect of fuel reforming on ignition timing is investigated along with the causes of cycle to cycle variations and unstable operation. A detailed flux analysis during NVO unearths interesting results regarding the effect of NOx on ignition timing compared with its effect during the main combustion. © 2009 SAE International.

Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

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.

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.