On the theorem of Reichert

This paper reworks and amplifies Reichert's proof of his theorem (1969) which asserts that any impedance function of a one-port electrical network which can be realised with two reactive elements and an arbitrary number of resistors can be realised with two reactive elements and three resistors. © 2012 Elsevier B.V. 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.

Vortices, sound and flames - a damaging combination

The interaction between vortices, sound and combustion can lead to self-excited oscillations of such large amplitudes that structural damage is done. These occur because any small unsteadiness in the rate of combustion is a source of sound, generating pressure and velocity fluctuations. However, the velocity fluctuations perturb the flame, thereby altering the instantaneous rate of heat release. Instability is then possible because while acoustic waves perturb the combustion, the unsteady combustion generates yet more sound! Combustion oscillations can occur in afterburners and at idle in conventional aeroengine combustors. Lean premixed, prevapourized technology has tremendous potential to reduce NOx emissions, but is proving highly susceptible to self-excited oscillations. An overview of the physics of the interaction between vortices, sound and flames is presented, and illustrated by examples of instability in generic premixed ducted flames and in aeroengine combustors. The potential for both passive and active control is discussed.

Projective Limit Random Probabilities on Polish Spaces

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the construction of the Dirichlet process from finite-dimensional Dirichlet distributions. This approach is both intuitive and applicable to the construction of arbitrary distributions on M(V), but also hamstrung by a number of technical difficulties. We show how these difficulties can be resolved if the domain V is a Polish topological space, and give a representation theorem directly applicable to the construction of any probability distribution on M(V) whose first moment measure is well-defined. The proof draws on a projective limit theorem of Bochner, and on properties of set functions on Polish spaces to establish countable additivity of the resulting random probabilities.

Mechanobiology of bone remodelling

Bone as most of living tissues is able, during its entire lifetime, to adapt its internal microstructure and subsequently its associated mechanical properties to the specific mechanical and physiological environment in a process commonly known as bone remodelling. Bone is therefore continuously renewed and microdamage removed minimizing the risk of fracture. Bone remodelling is controlled by mechanical and metabolical stimuli. In this paper, we introduce a new model of bone remodelling that takes into account both types of influences. The predicted results show a good correspondence with experimental and clinical data. For example, in disuse, bone porosity increases until an equilibrium situation, while, in overloading, decreases unless the damage rate is so high that causes resorption and "stress fracture". This model has been employed to predict bone adaptation in the proximal femur after total hip replacement proving its consistence and good correspondence with well-known clinical experiences.

Challenges in the Silent Aircraft engine design

The Silent Aircraft Initiative goal is to design an aircraft that is imperceptible above background noise outside the airport boundary. The aircraft that fulfils this objective must also be economically competitive with conventional aircraft of the future and therefore fuel consumption and mechanical reliability are key considerations for the design. To meet these ambitious targets, a multi-fan embedded turbofan engine with boundary layer ingestion has been proposed. This configuration includes several new technologies including a variable area nozzle, a complex high-power transmission system, a Low Pressure turbine designed for low-noise, an axial-radial HP compressor, advanced acoustic liners and a low-speed fan optimized for both cruise and off-design operation. These technologies, in combination, enable a low-noise and fuel efficient propulsion system but they also introduce significant challenges into the design. These challenges include difficulties in predicting the noise and performance of the new components but there are also challenges in reducing the design risks and proving that the new concepts are realizable. This paper presents the details of the engine configuration that has been developed for the Silent Aircraft application. It describes the design approach used for the critical components and discusses the benefits of the new technologies. The new technologies are expected to offer significant benefits in noise reduction without compromising fuel burn. However, more detailed design and further research are required to fully control the additional risks generated by the system complexity.

Bayesian signal processing

The application of Bayes' Theorem to signal processing provides a consistent framework for proceeding from prior knowledge to a posterior inference conditioned on both the prior knowledge and the observed signal data. The first part of the lecture will illustrate how the Bayesian methodology can be applied to a variety of signal processing problems. The second part of the lecture will introduce the concept of Markov Chain Monte-Carlo (MCMC) methods which is an effective approach to overcoming many of the analytical and computational problems inherent in statistical inference. Such techniques are at the centre of the rapidly developing area of Bayesian signal processing which, with the continual increase in available computational power, is likely to provide the underlying framework for most signal processing applications.

Exploring the financial consequences of the servitization of manufacturing

Commentators suggest that to survive in developed economies manufacturing firms have to move up the value chain, innovating and creating ever more sophisticated products and services, so they do not have to compete on the basis of cost. While this strategy is proving increasingly popular with policy makers and academics there is limited empirical evidence to explore the extent to which it is being adopted in practice. And if so, what the impact of this servitization of manufacturing might be. This paper seeks to fill a gap in the literature by presenting empirical evidence on the range and extent of servitization. Data are drawn from the OSIRIS database on 10,028 firms incorporated in 25 different countries. The paper presents an analysis of these data which suggests that: [i] manufacturing firms in developed economies are adopting a range of servitization strategies-12 separate approaches to servitization are identified; [ii] these 12 categories can be used to extend the traditional three options for servitization-product oriented Product-Service Systems, use oriented Product-Service Systems and result oriented Product-Service Systems, by adding two new categories "integration oriented Product-Service Systems" and "service oriented Product-Service Systems"; [iii] while the manufacturing firms that have servitized are larger than traditional manufacturing firms in terms of sales revenues, at the aggregate level they also generate lower profits as a % of sales; [iv] these findings are moderated by firm size (measured in terms of numbers of employees). In smaller firms servitization appears to pay off while in larger firms it proves more problematic; and [v] there are some hidden risks associated with servitization-the sample contains a greater proportion of bankrupt servitized firms than would be expected. © Springer Science + Business Media, LLC 2009.