Optimal H2 order-one reduction by solving eigenproblems for polynomial equations

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based search, and hence avoids the usual problems of local minima. We examine mostly the case when the model order is reduced by one, and when the original system has distinct poles. This case exhibits special structure which allows us to provide a complete solution. The problem is converted into linear algebra by exhibiting a finite-dimensional basis for a certain space, and can then be solved by eigenvalue calculations, following the methods developed by Stetter and Moeller. The use of Buchberger's algorithm is avoided by writing the first-order optimality conditions in a special form, from which a Groebner basis is immediately available. Compared with our previous work the method presented here has much smaller time and memory requirements, and can therefore be applied to systems of significantly higher McMillan degree. In addition, some hypotheses which were required in the previous work have been removed. Some examples are included.

Synchronization in climate dynamics and other extended systems

Synchronization is now well established as representing coherent behaviour between two or more otherwise autonomous nonlinear systems subject to some degree of coupling. Such behaviour has mainly been studied to date, however, in relatively low-dimensional discrete systems or networks. But the possibility of similar kinds of behaviour in continuous or extended spatiotemporal systems has many potential practical implications, especially in various areas of geophysics. We review here a range of cyclically varying phenomena within the Earth's climate system for which there may be some evidence or indication of the possibility of synchronized behaviour, albeit perhaps imperfect or highly intermittent. The exploitation of this approach is still at a relatively early stage within climate science and dynamics, in which the climate system is regarded as a hierarchy of many coupled sub-systems with complex nonlinear feedbacks and forcings. The possibility of synchronization between climate oscillations (global or local) and a predictable external forcing raises important questions of how models of such phenomena can be validated and verified, since the resulting response may be relatively insensitive to the details of the model being synchronized. The use of laboratory analogues may therefore have an important role to play in the study of natural systems that can only be observed and for which controlled experiments are impossible. We go on to demonstrate that synchronization can be observed in the laboratory, even in weakly coupled fluid dynamical systems that may serve as direct analogues of the behaviour of major components of the Earth's climate system. The potential implications and observability of these effects in the long-term climate variability of the Earth is further discussed. © 2010 Springer-Verlag Berlin Heidelberg.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Tractable nonparametric Bayesian inference in Poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.

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.

APPROXIMATE GAUSS-MARKOV REALISATION OF MULTIVARIATE STOCHASTIC PROCESSES.

Given a spectral density matrix or, equivalently, a real autocovariance sequence, the author seeks to determine a finite-dimensional linear time-invariant system which, when driven by white noise, will produce an output whose spectral density is approximately PHI ( omega ), and an approximate spectral factor of PHI ( omega ). The author employs the Anderson-Faurre theory in his analysis.

Contraction and observer design on cones

We consider the problem of positive observer design for positive systems defined on solid cones in Banach spaces. The design is based on the Hilbert metric and convergence properties are analyzed in the light of the Birkhoff theorem. Two main applications are discussed: positive observers for systems defined in the positive orthant, and positive observers on the cone of positive semi-definite matrices with a view on quantum systems. © 2011 IEEE.

Local stability results for the collective behaviors of infinite populations of pulse-coupled oscillators

In this paper, we investigate the behavior of pulse-coupled integrate-and-fire oscillators. Because the stability analysis of finite populations is intricate, we investigate stability results in the approximation of infinite populations. In addition to recovering known stability results of finite populations, we also obtain new stability results for infinite populations. In particular, under a weak coupling assumption, we solve for the continuum model a conjecture still prevailing in the finite dimensional case. © 2011 IEEE.

Electrical detection of trapped charge displacements using an ultra-thin SOI percolation transistor

Electrical detection of solid-state charge qubits requires ultrasensitive charge measurement, typically using a quantum point contact or single-electron-transistor, which imposes strict limits on operating temperature, voltage and current. A conventional FET offers relaxed operating conditions, but the back-action of the channel charge is a problem for such small quantum systems. Here, we discuss the use of a percolation transistor as a measurement device, with regard to charge sensing and backaction. The transistor is based on a 10nm thick SOI channel layer and is designed to measure the displacement of trapped charges in a nearby dielectric. At cryogenic temperatures, the trapped charges result in strong disorder in the channel layer, so that current is constrained to a percolation pathway in sub-threshold conditions. A microwave driven spatial Rabi oscillation of the trapped charge causes a change in the percolation pathway, which results in a measurable change in channel current. © The Electrochemical Society.

Two-dimensional Cartesian air-gap element (CAGE) for dynamic finite-element modeling of electrical machines with a flat air gap

This paper extends the air-gap element (AGE) to enable the modeling of flat air gaps. AGE is a macroelement originally proposed by Abdel-Razek et al.for modeling annular air gaps in electrical machines. The paper presents the theory of the new macroelement and explains its implementation within a time-stepped finite-element (FE) code. It validates the solution produced by the new macroelement by comparing it with that obtained by using an FE mesh with a discretized air gap. It then applies the model to determine the open-circuit electromotive force of an axial-flux permanent-magnet machine and compares the results with measurements.