Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

A large conductance Ca2+-activated K+ channel in alpha T3-1 pituitary gonadotrophs

The Ca2+-activated K+ channel in endocrine cells is responsible for membrane hyperpolarization and rhythmic firing of action potentials. The probability of opening of this channel is sensitive to intracellular-free Ca2+ concentration. In this study we have identified one such large conductance Ca2+-activated K+ channel in alpha T3-1 pituitary gonadotroph cell. This channel is ohmic with a unit conductance of 170 pS in symmetrical KCl (135 mM) and its current reverses near zero millivolts. When more than one channel is present in the patch membrane they open and close independent of each other, exhibiting no cooperativity between them as expected of a binomial distribution. The regulatory mechanism of this channel in modulating hormone secretion from alpha T3-1 gonadotroph cells is indicated.

Field evaluation of unsaturated hydraulic conductivity models and parameter estimation from retention data

Predictions of two popular closed-form models for unsaturated hydraulic conductivity (K) are compared with in situ measurements made in a sandy loam field soil. Whereas the Van Genuchten model estimates were very close to field measured values, the Brooks-Corey model predictions were higher by about one order of magnitude in the wetter range. Estimation of parameters of the Van Genuchten soil moisture characteristic (SMC) equation, however, involves the use of non-linear regression techniques. The Brooks-Corey SMC equation has the advantage of being amenable to application of linear regression techniques for estimation of its parameters from retention data. A conversion technique, whereby known Brooks-Corey model parameters may be converted into Van Genuchten model parameters, is formulated. The proposed conversion algorithm may be used to obtain the parameters of the preferred Van Genuchten model from in situ retention data, without the use of non-linear regression techniques.

Blind separation of multiple co-channel BPSK signals arriving at an antenna array

In this letter, we propose a method for blind separation of d co-channel BPSK signals arriving at an antenna array. Our method involves two steps. In the first step, the received data vectors at the output of the array is grouped into 2d clusters. In the second step, we assign the 2d d-tuples with ±1 elements to these clusters in a consistent fashion. From the knowledge of the cluster to which a data vector belongs, we estimate the bits transmitted at that instant. Computer simulations are used to study the performance of our method

Pipelined ring algorithm for matrix multiplication on transputer networks: performance analysis and estimation

A parallel matrix multiplication algorithm is presented, and studies of its performance and estimation are discussed. The algorithm is implemented on a network of transputers connected in a ring topology. An efficient scheme for partitioning the input matrices is introduced which enables overlapping computation with communication. This makes the algorithm achieve near-ideal speed-up for reasonably large matrices. Analytical expressions for the execution time of the algorithm have been derived by analysing its computation and communication characteristics. These expressions are validated by comparing the theoretical results of the performance with the experimental values obtained on a four-transputer network for both square and irregular matrices. The analytical model is also used to estimate the performance of the algorithm for a varying number of transputers and varying problem sizes. Although the algorithm is implemented on transputers, the methodology and the partitioning scheme presented in this paper are quite general and can be implemented on other processors which have the capability of overlapping computation with communication. The equations for performance prediction can also be extended to other multiprocessor systems.

ADC Static Nonlinearity Estimation Using Linearity Property of Sinewave

Prohibitive test time, nonuniformity of excitation, and signal nonlinearity are major concerns associated with employing dc, sine, and triangular/ramp signals, respectively, while determining static nonlinearity of analog-to-digital converters (ADCs) with high resolution (i.e., ten or more bits). Attempts to overcome these issues have been examined with some degree of success. This paper describes a novel method of estimating the ``true'' static nonlinearity of an ADC using a low-frequency sine signal (for example, less than 10 Hz) by employing the histogram-based approach. It is based on the well-known fact that the variation of a sine signal is ``reasonably linear'' when the angle is small, for example, in the range of +/- 5 degrees to +/- 7 degrees. In the proposed method, the ADC under test has to be ``fed'' with this ``linear'' portion of the sinewave. The presence of any harmonics and offset in input excitation makes this linear part of the sine signal marginally different compared with that of an ideal ramp signal of equal amplitude. However, since it is a sinusoid, this difference can be accurately determined and later compensated from the measured ADC output. Thus, the corrected ADC output will correspond to the true ADC static nonlinearity. The implementation of the proposed method is discussed along with experimental results for two 8-b ADCs and one 10-b ADC which are then compared with the static characteristics estimated by the conventional DC method.

WLS method for parameter estimation in water distribution networks

The weighted-least-squares method based on the Gauss-Newton minimization technique is used for parameter estimation in water distribution networks. The parameters considered are: element resistances (single and/or group resistances, Hazen-Williams coefficients, pump specifications) and consumptions (for single or multiple loading conditions). The measurements considered are: nodal pressure heads, pipe flows, head loss in pipes, and consumptions/inflows. An important feature of the study is a detailed consideration of the influence of different choice of weights on parameter estimation, for error-free data, noisy data, and noisy data which include bad data. The method is applied to three different networks including a real-life problem.

Estimation of low-velocity impact damage in laminated composite circular plates using nonlinear finite element analysis

Nonlinear finite element analysis is used for the estimation of damage due to low-velocity impact loading of laminated composite circular plates. The impact loading is treated as an equivalent static loading by assuming the impactor to be spherical and the contact to obey Hertzian law. The stresses in the laminate are calculated using a 48 d.o.f. laminated composite sector element. Subsequently, the Tsai-Wu criterion is used to detect the zones of failure and the maximum stress criterion is used to identify the mode of failure. Then the material properties of the laminate are degraded in the failed regions. The stress analysis is performed again using the degraded properties of the plies. The iterative process is repeated until no more failure is detected in the laminate. The problem of a typical T300/N5208 composite [45 degrees/0 degrees/-45 degrees/90 degrees](s) circular plate being impacted by a spherical impactor is solved and the results are compared with experimental and analytical results available in the literature. The method proposed and the computer code developed can handle symmetric, as well as unsymmetric, laminates. It can be easily extended to cover the impact of composite rectangular plates, shell panels and shells.

Estimation of surface temperature from MONTBLEX data

It is observed that the daily mean temperature of the soil is linear with depth and the variation of the temperature is sinusoidal with a period of a day. Based on these observations the one-dimensional heat conduction equation for the soil can be solved which gives the amplitude and phase variation of the temperature wave with depth. Given the temperature data at three levels below the surface, the amplitude and phase variation and hence the surface temperature variation over the day are estimated. The daily mean temperature of the surface is estimated from linear extrapolation of the daily means at the three levels below the surface. Estimated values of soil thermal diffusivity show a subtantial change after sudden and heavy rains.

Some Algorithms for Eigensubspace Estimation

An important tool in signal processing is the use of eigenvalue and singular value decompositions for extracting information from time-series/sensor array data. These tools are used in the so-called subspace methods that underlie solutions to the harmonic retrieval problem in time series and the directions-of-arrival (DOA) estimation problem in array processing. The subspace methods require the knowledge of eigenvectors of the underlying covariance matrix to estimate the parameters of interest. Eigenstructure estimation in signal processing has two important classes: (i) estimating the eigenstructure of the given covariance matrix and (ii) updating the eigenstructure estimates given the current estimate and new data. In this paper, we survey some algorithms for both these classes useful for harmonic retrieval and DOA estimation problems. We begin by surveying key results in the literature and then describe, in some detail, energy function minimization approaches that underlie a class of feedback neural networks. Our approaches estimate some or all of the eigenvectors corresponding to the repeated minimum eigenvalue and also multiple orthogonal eigenvectors corresponding to the ordered eigenvalues of the covariance matrix. Our presentation includes some supporting analysis and simulation results. We may point out here that eigensubspace estimation is a vast area and all aspects of this cannot be fully covered in a single paper. (C) 1995 Academic Press, Inc.

Source localization in a partially known shallow?water channel

The source localization in shallow water is beset with problems arising from the presence of a large number of correlated multipaths. Nevertheless, given a complete knowledge of the water channel it is definitely possible to localize a source. A complete knowledge of the channel, however, is rarely available under most practical conditions. A new approach is proposed wherein the bottom reflection coefficients are not required; hence the bottom conditions need not be known. Further, because of the use of signal subspace for localization, the proposed approach is robust against the background noise (-20 dB) and channel depth uncertainty (10 lambda). All these nice features of the proposed approach are possible only when the array size is large (>40 sensors). (C) 1995 Acoustical Society of America.

Direction of arrival estimation in the presence of distributed noise sources: Cumulant based approach

In the past few years there have been attempts to develop subspace methods for DoA (direction of arrival) estimation using a fourth?order cumulant which is known to de?emphasize Gaussian background noise. To gauge the relative performance of the cumulant MUSIC (MUltiple SIgnal Classification) (c?MUSIC) and the standard MUSIC, based on the covariance function, an extensive numerical study has been carried out, where a narrow?band signal source has been considered and Gaussian noise sources, which produce a spatially correlated background noise, have been distributed. These simulations indicate that, even though the cumulant approach is capable of de?emphasizing the Gaussian noise, both bias and variance of the DoA estimates are higher than those for MUSIC. To achieve comparable results the cumulant approach requires much larger data, three to ten times that for MUSIC, depending upon the number of sources and how close they are. This is attributed to the fact that in the estimation of the cumulant, an average of a product of four random variables is needed to make an evaluation. Therefore, compared to those in the evaluation of the covariance function, there are more cross terms which do not go to zero unless the data length is very large. It is felt that these cross terms contribute to the large bias and variance observed in c?MUSIC. However, the ability to de?emphasize Gaussian noise, white or colored, is of great significance since the standard MUSIC fails when there is colored background noise. Through simulation it is shown that c?MUSIC does yield good results, but only at the cost of more data.

A Rotor Flux Estimation During Zero and Active Vector Periods Using Current Error Space Vector From a Hysteresis Controller for a Sensorless Vector Control of IM Drive

This paper proposes a sensorless vector control scheme for general-purpose induction motor drives using the current error space phasor-based hysteresis controller. In this paper, a new technique for sensorless operation is developed to estimate rotor voltage and hence rotor flux position using the stator current error during zero-voltage space vectors. It gives a comparable performance with the vector control drive using sensors especially at a very low speed of operation (less than 1 Hz). Since no voltage sensing is made, the dead-time effect and loss of accuracy in voltage sensing at low speed are avoided here, with the inherent advantages of the current error space phasor-based hysteresis controller. However, appropriate device on-state drops are compensated to achieve a steady-state operation up to less than 1 Hz. Moreover, using a parabolic boundary for current error, the switching frequency of the inverter can be maintained constant for the entire operating speed range. Simple sigma L-s estimation is proposed, and the parameter sensitivity of the control scheme to changes in stator resistance, R-s is also investigated in this paper. Extensive experimental results are shown at speeds less than 1 Hz to verify the proposed concept. The same control scheme is further extended from less than 1 Hz to rated 50 Hz six-step operation of the inverter. Here, the magnetic saturation is ignored in the control scheme.

Signal compression through spatial frequency-based motion estimation

The interest in low bit rate video coding has increased considerably. Despite rapid progress in storage density and digital communication system performance, demand for data-transmission bandwidth and storage capacity continue to exceed the capabilities of available technologies. The growth of data-intensive digital audio, video applications and the increased use of bandwidth-limited media such as video conferencing and full motion video have not only sustained the need for efficient ways to encode analog signals, but made signal compression central to digital communication and data-storage technology. In this paper we explore techniques for compression of image sequences in a manner that optimizes the results for the human receiver. We propose a new motion estimator using two novel block match algorithms which are based on human perception. Simulations with image sequences have shown an improved bit rate while maintaining ''image quality'' when compared to conventional motion estimation techniques using the MAD block match criteria.

Non-interferometric methods of phase estimation for application in optical tomography

We describe here two non-interferometric methods for the estimation of the phase of transmitted wavefronts through refracting objects. The phase of the wavefronts obtained is used to reconstruct either the refractive index distribution of the objects or their contours. Refraction corrected reconstructions are obtained by the application of an iterative loop incorporating digital ray tracing for forward propagation and a modified filtered back projection (FBP) for reconstruction. The FBP is modified to take into account non-straight path propagation of light through the object. When the iteration stagnates, the difference between the projection data and an estimate of it obtained by ray tracing through the final reconstruction is reconstructed using a diffraction tomography algorithm. The reconstruction so obtained, viewed as a correction term, is added to the estimate of the object from the loop to obtain an improved final refractive index reconstruction.