Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Identification and analysis of extended strands and beta-sheets in globular proteins

A method to identify β-sheets in globular proteins from extended strands, using only α-carbon positions, has been developed. The strands that form β-sheets are picked up by means of simple distance criteria. The method has been tested by applying it to three proteins with accurately known secondary structures. It has also been applied to ten other proteins wherein only α-carbon coordinates are available, and the list of β-sheets obtained. The following points are worth noting: (i) The sheets identified by the algorithm are found to agree satisfactorily with the reported ones based on backbone hydrogen bonding, wherever this information is available. (ii) β-Strands that do not form parts of any sheet are a common feature of protein structures. (iii) Such isolated β-strands tend to be short. (iv) The conformation corresponding to the preferred right-handed twist of the sheet is overwhelmingly observed in both the sheet-forming and isolated β-strands.

Design and Performance Evaluation of EXMAN: An EXtended MANchester Data Flow Computer

Data flow computers are high-speed machines in which an instruction is executed as soon as all its operands are available. This paper describes the EXtended MANchester (EXMAN) data flow computer which incorporates three major extensions to the basic Manchester machine. As extensions we provide a multiple matching units scheme, an efficient, implementation of array data structure, and a facility to concurrently execute reentrant routines. A simulator for the EXMAN computer has been coded in the discrete event simulation language, SIMULA 67, on the DEC 1090 system. Performance analysis studies have been conducted on the simulated EXMAN computer to study the effectiveness of the proposed extensions. The performance experiments have been carried out using three sample problems: matrix multiplication, Bresenham's line drawing algorithm, and the polygon scan-conversion algorithm.

Variability of Indian summer monsoon rainfall in daily data from gauge and satellite

It has long been thought that tropical rainfall retrievals from satellites have large errors. Here we show, using a new daily 1 degree gridded rainfall data set based on about 1800 gauges from the India Meteorology Department (IMD), that modern satellite estimates are reasonably close to observed rainfall over the Indian monsoon region. Daily satellite rainfalls from the Global Precipitation Climatology Project (GPCP 1DD) and the Tropical Rainfall Measuring Mission (TRMM) Multisatellite Precipitation Analysis (TMPA) are available since 1998. The high summer monsoon (June-September) rain over the Western Ghats and Himalayan foothills is captured in TMPA data. Away from hilly regions, the seasonal mean and intraseasonal variability of rainfall (averaged over regions of a few hundred kilometers linear dimension) from both satellite products are about 15% of observations. Satellite data generally underestimate both the mean and variability of rain, but the phase of intraseasonal variations is accurate. On synoptic timescales, TMPA gives reasonable depiction of the pattern and intensity of torrential rain from individual monsoon low-pressure systems and depressions. A pronounced biennial oscillation of seasonal total central India rain is seen in all three data sets, with GPCP 1DD being closest to IMD observations. The new satellite data are a promising resource for the study of tropical rainfall variability.

A conditional random field-based downscaling method for assessment of climate change impact on multisite daily precipitation in the Mahanadi basin

Downscaling to station-scale hydrologic variables from large-scale atmospheric variables simulated by general circulation models (GCMs) is usually necessary to assess the hydrologic impact of climate change. This work presents CRF-downscaling, a new probabilistic downscaling method that represents the daily precipitation sequence as a conditional random field (CRF). The conditional distribution of the precipitation sequence at a site, given the daily atmospheric (large-scale) variable sequence, is modeled as a linear chain CRF. CRFs do not make assumptions on independence of observations, which gives them flexibility in using high-dimensional feature vectors. Maximum likelihood parameter estimation for the model is performed using limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) optimization. Maximum a posteriori estimation is used to determine the most likely precipitation sequence for a given set of atmospheric input variables using the Viterbi algorithm. Direct classification of dry/wet days as well as precipitation amount is achieved within a single modeling framework. The model is used to project the future cumulative distribution function of precipitation. Uncertainty in precipitation prediction is addressed through a modified Viterbi algorithm that predicts the n most likely sequences. The model is applied for downscaling monsoon (June-September) daily precipitation at eight sites in the Mahanadi basin in Orissa, India, using the MIROC3.2 medium-resolution GCM. The predicted distributions at all sites show an increase in the number of wet days, and also an increase in wet day precipitation amounts. A comparison of current and future predicted probability density functions for daily precipitation shows a change in shape of the density function with decreasing probability of lower precipitation and increasing probability of higher precipitation.

Late Quaternary vegetational and climatic changes from tropical peats in southern India - An extended record up to 40,000 years BP

Stable carbon isotope ratios of peats dated (by C-14) back to 40 kyr BP from the montane region (> 1800 m asl) of the Nilgiris, southern India, reflect changes in the relative proportions of C3 and C4 plant types, which are influenced by soil moisture (and hence monsoonal precipitation), From prior to 40 kyr BP until 28 kyr BP, a general decline in delta(13)C values from about - 14 per mil to - 19 per mil suggests increased dominance of C3 plants concurrent with increasingly moist conditions, During 28-18 kyr BP there seems relatively little change with delta(13) C of - 19 to - 18 per mil, At about 16 kyr BP a sharp reversal in delta(13)C to a peak of - 14.7 per mil indicates a clear predominance of C4 vegetation associated with arid conditions, possibly during or just after the Last Glacial Maximum, A moist phase at about 9 kyr BP (the Holocene Optimum) with dominance of C3 vegetation type is observed, while arid conditions are re-established during 5-2 kyr BP with an overall dominance of C4 vegetation, New data do not support the occurrence of a moist phase coinciding with the Mediaeval Warm Period (at 0.6 kyr BP) as suggested earlier, Overall, the climate and vegetation in the high altitude regions of the southern Indian tropics seem to have responded to past global climatic changes, and this is consistent with other evidences from India and other tropical regions.

Rapid quenching and glass formation in chalcogenide glasses: Preparation and properties of Ge-As-Te glasses over an extended composition ranges

In Ge-As-Te system, the glass forming region determined by normal melt quenching method has two regions (GFR I and GFR II) separated by few compositions gap. With a simple laboratory built twin roller apparatus, we have succeeded in preparing Ge7.5AsxTe92.5-x glasses over extended composition ranges. A distinct change in T-g is observed at x = 40, exactly at which the separation of the glass forming regions occur indicating the changes in the connectivity and the rigidity of the structural network. The maximum observed in glass transition (T-g) at x = 55 corresponding to the average coordination number (Z(av)) = 2.70 is an evidence for the shift of the rigidity percolation threshold (RPT) from Z(av) = 2.40 as predicted by the recent theories. The glass forming tendency (K-gl) and Delta T (=T-c-T-g) is low for the glasses in the GFR I and high for the glasses in the GFR II.

Supersolid and solitonic phases in the one-dimensional extended Bose-Hubbard model

We report our findings on the quantum phase transitions in cold bosonic atoms in a one-dimensional optical lattice using the finite-size density-matrix renormalization-group method in the framework of the extended Bose-Hubbard model. We consider wide ranges of values for the filling factors and the nearest-neighbor interactions. At commensurate fillings, we obtain two different types of charge-density wave phases and a Mott insulator phase. However, departure from commensurate fillings yields the exotic supersolid phase where both the crystalline and the superfluid orders coexist. In addition, we obtain the signatures for the solitary waves and the superfluid phase.

Quantum phase analysis of 1D superconducting quantum dot lattice using extended Bose-Hubbard model

We have obtained the quantum phase diagram of a one-dimensional superconducting quantum dot lattice using the extended Bose-Hubbard model for different commensurabilities. We describe the nature of different quantum phases at the charge degeneracy point. We find a direct phase transition from the Mott insulating phase to the superconducting phase for integer band fillings of Cooper pairs. We predict explicitly the presence of two kinds of repulsive Luttinger liquid phases, besides the charge density wave and superconducting phases for half-integer band fillings. We also predict that extended range interactions are necessary to obtain the correct phase boundary of a one-dimensional interacting Cooper system. We have used the density matrix renormalization group method and Abelian bosonization to study our system.

Single-resolution and multiresolution extended-Kalman-filter-based reconstruction approaches to optical refraction tomography

The problem of reconstruction of a refractive-index distribution (RID) in optical refraction tomography (ORT) with optical path-length difference (OPD) data is solved using two adaptive-estimation-based extended-Kalman-filter (EKF) approaches. First, a basic single-resolution EKF (SR-EKF) is applied to a state variable model describing the tomographic process, to estimate the RID of an optically transparent refracting object from noisy OPD data. The initialization of the biases and covariances corresponding to the state and measurement noise is discussed. The state and measurement noise biases and covariances are adaptively estimated. An EKF is then applied to the wavelet-transformed state variable model to yield a wavelet-based multiresolution EKF (MR-EKF) solution approach. To numerically validate the adaptive EKF approaches, we evaluate them with benchmark studies of standard stationary cases, where comparative results with commonly used efficient deterministic approaches can be obtained. Detailed reconstruction studies for the SR-EKF and two versions of the MR-EKF (with Haar and Daubechies-4 wavelets) compare well with those obtained from a typically used variant of the (deterministic) algebraic reconstruction technique, the average correction per projection method, thus establishing the capability of the EKF for ORT. To the best of our knowledge, the present work contains unique reconstruction studies encompassing the use of EKF for ORT in single-resolution and multiresolution formulations, and also in the use of adaptive estimation of the EKF's noise covariances. (C) 2010 Optical Society of America

Quench dynamics and defect production in the Kitaev and extended Kitaev models

We study quench dynamics and defect production in the Kitaev and the extended Kitaev models. For the Kitaev model in one dimension, we show that in the limit of slow quench rate, the defect density n∼1/√τ, where 1/τ is the quench rate. We also compute the defect correlation function by providing an exact calculation of all independent nonzero spin correlation functions of the model. In two dimensions, where the quench dynamics takes the system across a critical line, we elaborate on the results of earlier work [K. Sengupta, D. Sen, and S. Mondal, Phys. Rev. Lett. 100, 077204 (2008)] to discuss the unconventional scaling of the defect density with the quench rate. In this context, we outline a general proof that for a d-dimensional quantum model, where the quench takes the system through a d−m dimensional gapless (critical) surface characterized by correlation length exponent ν and dynamical critical exponent z, the defect density n∼1/τmν/(zν+1). We also discuss the variation of the shape and spatial extent of the defect correlation function with both the rate of quench and the model parameters and compute the entropy generated during such a quenching process. Finally, we study the defect scaling law, entropy generation and defect correlation function of the two-dimensional extended Kitaev model.

Nonlinear ensemble prediction of chaotic daily rainfall

The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

A combined extended and helical backbone for Boc-(Ala-Leu-Ac(7)c-)(2)-OMe

The structure of the peptide Boc-Ala-Leu-Ac(7)c-Ala-Leu-Ac(7)c-OMe (Ac(7)c,1-aminocycloheptane-1-carboxylic acid) is described in crystals. The presence of two Ac(7)c residues was expected to stabilize a 3(10)-helical fold. Contrary to expectation the structural analysis revealed an unfolded amino terminus, with Ala(1) adopting an extended beta-conformation (phi = -93degrees,psi = 112degrees). Residues 2-5 form a 3(10)-helix, stabilized by three successive intramolecular hydrogen bonds. Notably, two NH groups Ala(1) and Ac(7)c(3) do not form any hydrogen bonds in the crystal. Peptide assembly appears to be dominated by packing of the cycloheptane rings that stack against one another within the molecule and also throughout the crystal in columns.

STBC's from representation of extended Clifford Algebras

A set of sufficient conditions to construct lambda-real symbol Maximum Likelihood (ML) decodable STBCs have recently been provided by Karmakar et al. STBCs satisfying these sufficient conditions were named as Clifford Unitary Weight (CUW) codes. In this paper, the maximal rate (as measured in complex symbols per channel use) of CUW codes for lambda = 2(a), a is an element of N is obtained using tools from representation theory. Two algebraic constructions of codes achieving this maximal rate are also provided. One of the constructions is obtained using linear representation of finite groups whereas the other construction is based on the concept of right module algebra over non-commutative rings. To the knowledge of the authors, this is the first paper in which matrices over non-commutative rings is used to construct STBCs. An algebraic explanation is provided for the 'ABBA' construction first proposed by Tirkkonen et al and the tensor product construction proposed by Karmakar et al. Furthermore, it is established that the 4 transmit antenna STBC originally proposed by Tirkkonen et al based on the ABBA construction is actually a single complex symbol ML decodable code if the design variables are permuted and signal sets of appropriate dimensions are chosen.