Bayesian parameter identification for vibro-acoustic models with nonparametric uncertainty

Vibration and acoustic analysis at higher frequencies faces two challenges: computing the response without using an excessive number of degrees of freedom, and quantifying its uncertainty due to small spatial variations in geometry, material properties and boundary conditions. Efficient models make use of the observation that when the response of a decoupled vibro-acoustic subsystem is sufficiently sensitive to uncertainty in such spatial variations, the local statistics of its natural frequencies and mode shapes saturate to universal probability distributions. This holds irrespective of the causes that underly these spatial variations and thus leads to a nonparametric description of uncertainty. This work deals with the identification of uncertain parameters in such models by using experimental data. One of the difficulties is that both experimental errors and modeling errors, due to the nonparametric uncertainty that is inherent to the model type, are present. This is tackled by employing a Bayesian inference strategy. The prior probability distribution of the uncertain parameters is constructed using the maximum entropy principle. The likelihood function that is subsequently computed takes the experimental information, the experimental errors and the modeling errors into account. The posterior probability distribution, which is computed with the Markov Chain Monte Carlo method, provides a full uncertainty quantification of the identified parameters, and indicates how well their uncertainty is reduced, with respect to the prior information, by the experimental data. © 2013 Taylor & Francis Group, London.

Comparison of relative flexoelectric coefficients measured by different techniques

While it is well known that it is possible to determine the effective flexoelectric coefficient of nematic liquid crystals using hybrid cells [1], this technique can be difficult due to the necessity of using a D.C. field. We have used a second method[2], requiring an A.C. field, to determine this parameter and here we compare the two techniques. The A.C. method employs the linear flexoelectrically induced linear electro-optic switching mechanism observed in chiral nematics. In order to use this second technique a chiral nematic phase is induced in an achiral nematic by the addition of a small amount of chiral additive (∼3% concentration w/w) to give helix pitch lengths of typically 0.5-1.0 μm. We note that the two methods can be used interchangeably, since they produce similar results, and we conclude with a discussion of their relative merits.

Fine scale structures from deformation of aluminium containing small alumina particles

Microstructures and mechanical properties have been studied in aluminium containing a fine dispersion of alumina particles, deformed by cold-rolling to strains between 1.4 and 3.5. The microstructure was characterised by TEM. The deformation structures evolved very rapidly, forming a nanostructured material, with fine subgrains about 0.2 μm in diameter and a fraction of high-angle boundaries which was already high at a strain of 1.4, but continued to increase with rolling strain. The yield stress and ductility of the rolled materials were measured in tension, and properties were similar for all materials. Yield stress measurements were correlated with estimates made using microstructural models. The role of small particles in forming and stabilising the deformation structure is discussed. This nanostructured cold-deformed alloy has mechanical properties which are usefully enhanced at comparatively low cost. This gives it, and similar particle-strengthened alloys, good potential for commercial exploitation. © 2002 Acta Materialia Inc. Published by Elsevier Science Ltd. All rights reserved.

Material parameter extraction in THz-TDS using a converging beam transfer function

We demonstrate a parameter extraction algorithm based on a theoretical transfer function, which takes into account a converging THz beam. Using this, we successfully extract material parameters from data obtained for a quartz sample with a THz time domain spectrometer. © 2010 IEEE.

Direct parameter extraction in capacitively transduced micromechanical resonators using the anti-resonance

This paper presents a method for the fast and direct extraction of model parameters for capacitive MEMS resonators from their measured transmission response such as quality factor, resonant frequency, and motional resistance. We show that these parameters may be extracted without having to first de-embed the resonator motional current from the feedthrough. The series and parallel resonances from the measured electrical transmission are used to determine the MEMS resonator circuit parameters. The theoretical basis for the method is elucidated by using both the Nyquist and susceptance frequency response plots, and applicable in the limit where CF > CmQ; commonly the case when characterizing MEMS resonators at RF. The method is then applied to the measured electrical transmission for capacitively transduced MEMS resonators, and compared against parameters obtained using a Lorentzian fit to the measured response. Close agreement between the two methods is reported herein. © 2010 IEEE.

Direct parameter extraction in feedthrough-embedded capacitive MEMS resonators

This paper presents a method for fast and accurate determination of parameters relevant to the characterization of capacitive MEMS resonators like quality factor (Q), resonant frequency (fn), and equivalent circuit parameters such as the motional capacitance (Cm). In the presence of a parasitic feedthrough capacitor (CF) appearing across the input and output ports, the transmission characteristic is marked by two resonances: series (S) and parallel (P). Close approximations of these circuit parameters are obtained without having to first de-embed the resonator motional current typically buried in feedthrough by using the series and parallel resonances. While previous methods with the same objective are well known, we show that these are limited to the condition where CF ≪ CmQ. In contrast, this work focuses on moderate capacitive feedthrough levels where CF > CmQ, which are more common in MEMS resonators. The method is applied to data obtained from the measured electrical transmission of fabricated SOI MEMS resonators. Parameter values deduced via direct extraction are then compared against those obtained by a full extraction procedure where de-embedding is first performed and followed by a Lorentzian fit to the data based on the classical transfer function associated with a generic LRC series resonant circuit. © 2011 Elsevier B.V. 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.

Sequential decision making in general state space models

Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.

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.