Convergence of the auxiliary particle implementation of the PHD filter

Optimal Bayesian multi-target filtering is in general computationally impractical owing to the high dimensionality of the multi-target state. The Probability Hypothesis Density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed Sequential Monte Carlo (SMC) implementations of the PHD filter. However, these implementations are the equivalent of the Bootstrap Particle Filter, and the latter is well known to be inefficient. Drawing on ideas from the Auxiliary Particle Filter (APF), a SMC implementation of the PHD filter which employs auxiliary variables to enhance its efficiency was proposed by Whiteley et. al. Numerical examples were presented for two scenarios, including a challenging nonlinear observation model, to support the claim. This paper studies the theoretical properties of this auxiliary particle implementation. $\mathbb{L}_p$ error bounds are established from which almost sure convergence follows.

Auxiliary particle implementation of the probability hypothesis density filter

Optimal Bayesian multi-target filtering is, in general, computationally impractical owing to the high dimensionality of the multi-target state. The Probability Hypothesis Density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed Sequential Monte Carlo (SMC) implementations of the PHD filter. However, these implementations are the equivalent of the Bootstrap Particle Filter, and the latter is well known to be inefficient. Drawing on ideas from the Auxiliary Particle Filter (APF), we present a SMC implementation of the PHD filter which employs auxiliary variables to enhance its efficiency. Numerical examples are presented for two scenarios, including a challenging nonlinear observation model.

Time-frequency spectral estimation of speech

In recent years there has been a growing interest amongst the speech research community into the use of spectral estimators which circumvent the traditional quasi-stationary assumption and provide greater time-frequency (t-f) resolution than conventional spectral estimators, such as the short time Fourier power spectrum (STFPS). One distribution in particular, the Wigner distribution (WD), has attracted considerable interest. However, experimental studies have indicated that, despite its improved t-f resolution, employing the WD as the front end of speech recognition system actually reduces recognition performance; only by explicitly re-introducing t-f smoothing into the WD are recognition rates improved. In this paper we provide an explanation for these findings. By treating the spectral estimation problem as one of optimization of a bias variance trade off, we show why additional t-f smoothing improves recognition rates, despite reducing the t-f resolution of the spectral estimator. A practical adaptive smoothing algorithm is presented, whicy attempts to match the degree of smoothing introduced into the WD with the time varying quasi-stationary regions within the speech waveform. The recognition performance of the resulting adaptively smoothed estimator is found to be comparable to that of conventional filterbank estimators, yet the average temporal sampling rate of the resulting spectral vectors is reduced by around a factor of 10. © 1992.

Predicting shock response in uncertain structures using the Hybrid method

Using the Hybrid method (FE + SEA) it is possible to estimate the frequency response of an uncertain structure. The current work develops the Hybrid method to allow for time domain analysis of the shock response of a structure. Problems to be overcome when taking Hybrid method results into the time domain are a) the Hybrid method frequency response has no phase information, and b) the Hybrid method frequency response is smoothed in frequency and shows no modal peaks. In this paper the first problem has been overcome, using minimum phase reconstruction. Explanation of minimum phase reconstruction and its limitations are described, and application to shock problems described. © 2009 IOP Publishing Ltd.

Simulation of solitary wave impact on coastal structures using weakly compressible and incompressible SPH methods

In this paper, we engage a Lagrangian, particle-based CFD method, named Smoothed Particle Hydrodynamic (SPH) to study the solitary wave motion and its impact on coastal structures. Two-dimensional weakly compressible and incompressible SPH models were applied to simulate wave impacting on seawall and schematic coastal house. The results confirmed the accuracy of both models for predicting the wave surface profiles. The incompressible SPH model performed better in predicting the pressure field and impact loadings on coastal structures than the weakly compressible SPH model. The results are in qualitatively agreement with experimental results. Copyright © 2011 by the International Society of Offshore and Polar Engineers (ISOPE).

Internal representations of temporal statistics and feedback calibrate motor-sensory interval timing.

Humans have been shown to adapt to the temporal statistics of timing tasks so as to optimize the accuracy of their responses, in agreement with the predictions of Bayesian integration. This suggests that they build an internal representation of both the experimentally imposed distribution of time intervals (the prior) and of the error (the loss function). The responses of a Bayesian ideal observer depend crucially on these internal representations, which have only been previously studied for simple distributions. To study the nature of these representations we asked subjects to reproduce time intervals drawn from underlying temporal distributions of varying complexity, from uniform to highly skewed or bimodal while also varying the error mapping that determined the performance feedback. Interval reproduction times were affected by both the distribution and feedback, in good agreement with a performance-optimizing Bayesian observer and actor model. Bayesian model comparison highlighted that subjects were integrating the provided feedback and represented the experimental distribution with a smoothed approximation. A nonparametric reconstruction of the subjective priors from the data shows that they are generally in agreement with the true distributions up to third-order moments, but with systematically heavier tails. In particular, higher-order statistical features (kurtosis, multimodality) seem much harder to acquire. Our findings suggest that humans have only minor constraints on learning lower-order statistical properties of unimodal (including peaked and skewed) distributions of time intervals under the guidance of corrective feedback, and that their behavior is well explained by Bayesian decision theory.

Design and simulation of SMES system using YBCO tapes for direct drive wave energy converters

The ocean represents a huge energy reservoir since waves can be exploited to generate clean and renewable electricity; however, a hybrid energy storage system is needed to smooth the fluctuation. In this paper a hybrid energy storage system using a superconducting magnetic energy system (SMES) and Li-ion battery is proposed. The SMES is designed using Yttrium Barium Copper Oxide (YBCO) tapes, which store 60 kJ electrical energy. The magnet component of the SMES is designed using global optimization algorithm. Mechanical stress, coupled with electromagnetic field, is calculated using COMSOL and Matlab. A cooling system is presented and a suitable refrigerator is chosen to maintain a cold working temperature taking into account four heat sources. Then a microgrid system of direct drive linear wave energy converters is designed. The interface circuit connecting the generator and storage system is given. The result reveals that the fluctuated power from direct drive linear wave energy converters is smoothed by the hybrid energy storage system. The maximum power of the wave energy converter is 10 kW. © 2012 IEEE.

Shaping pulse transitions by active voltage control for reduced EMI generation

High-performance power switching devices (IGBT/MOSFET) realise high-performance power converters. Unfortunately, with a high switching speed of the IGBT or MOSFET freewheel diode chopper cell, the circuit has intrinsic sources of high-level EMI. Therefore, costly EMI filters or shielding are normally demanded on the load and supply side. Although an S-shaped voltage transient with a high order of derivation eliminates the discontinuity and could suppress HF spectrum of EMI emissions, a practical control scheme is still under development. In this paper, Active Voltage Control (AVC) is applied to successfully define IGBT switching dynamics with a smoothed Gaussian waveform so a reduced EMI can be achieved without extra EMI suppression devices. © 2013 IEEE.