A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Contribution from unresolved discrete sources to the extragalactic gamma-ray background (EGRB)

The origin of the extragalactic gamma-ray background (EGRB) is still an open question, even nearly forty years after its discovery. The emission could originate either from truly diffuse processes or from unresolved point sources. Although the majority of the 271 point sources detected by EGRET (Energetic Gamma Ray Experiment Telescope) are unidentified, of the identified sources, blazars are the dominant candidates. Therefore, unresolved blazars may be considered the main contributor to the EGRB, and many studies have been carried out to understand their distribution, evolution and contribution to the EGRB. Considering that gamma-ray emission comes mostly from jets of blazars and that the jet emission decreases rapidly with increasing jet to line-of-sight angle, it is not surprising that EGRET was not able to detect many large inclination angle active galactic nuclei (AGNs). Though Fermi could only detect a few large inclination angle AGNs during the first three months of its survey, it is expected to detect many such sources in the near future. Since non-blazar AGNs are expected to have higher density as compared to blazars, these could also contribute significantly to the EGRB. In this paper, we discuss contributions from unresolved discrete sources including normal galaxies, starburst galaxies, blazars and off-axis AGNs to the EGRB.

Correlated Gaussian Sources over Orthogonal Gaussian Channels

We consider the transmission of correlated Gaussian sources over orthogonal Gaussian channels. It is shown that the Amplify and Forward (AF) scheme which simplifies the design of encoders and the decoder, performs close to the optimal scheme even at high SNR. Also, it outperforms a recently proposed scalar quantizer scheme both in performance and complexity. We also study AF when there is side information at the encoders and decoder.

A discrete wavelet transform approach to multiresolution complex SAR image generation

We present a signal processing approach using discrete wavelet transform (DWT) for the generation of complex synthetic aperture radar (SAR) images at an arbitrary number of dyadic scales of resolution. The method is computationally efficient and is free from significant system-imposed limitations present in traditional subaperture-based multiresolution image formation. Problems due to aliasing associated with biorthogonal decomposition of the complex signals are addressed. The lifting scheme of DWT is adapted to handle complex signal approximations and employed to further enhance the computational efficiency. Multiresolution SAR images formed by the proposed method are presented.

Block Convolution Using Discrete Trigonometric Transforms and Discrete Fourier Transform

We derive expressions for convolution multiplication properties of discrete cosine transform II (DCT II) starting from equivalent discrete Fourier transform (DFT) representations. Using these expressions, a method for implementing linear filtering through block convolution in the DCT II domain is presented. For the case of nonsymmetric impulse response, additional discrete sine transform II (DST II) is required for implementing the filter in DCT II domain, where as for a symmetric impulse response, the additional transform is not required. Comparison with recently proposed circular convolution technique in DCT II domain shows that the proposed new method is computationally more efficient.

Distributed joint source channel coding on a multiple access channel with side information

We consider the problem of transmission of several discrete sources over a multiple access channel (MAC) with side information at the sources and the decoder. Source-channel separation does not hold for this channel. Sufficient conditions are provided for transmission of sources with a given distortion. The channel could have continuous alphabets (Gaussian MAC is a special case). Various previous results are obtained as special cases.

Gaussian mixture model based switched split vector quantization of LSF parameters

We address the issue of rate-distortion (R/D) performance optimality of the recently proposed switched split vector quantization (SSVQ) method. The distribution of the source is modeled using Gaussian mixture density and thus, the non-parametric SSVQ is analyzed in a parametric model based framework for achieving optimum R/D performance. Using high rate quantization theory, we derive the optimum bit allocation formulae for the intra-cluster split vector quantizer (SVQ) and the inter-cluster switching. For the wide-band speech line spectrum frequency (LSF) parameter quantization, it is shown that the Gaussian mixture model (GMM) based parametric SSVQ method provides 1 bit/vector advantage over the non-parametric SSVQ method.

Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

Nonlinear structural dynamical system identification using adaptive particle filters

The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

Mesh Processing for Computerized Facial Anthropometry

Understanding of the shape and size of different features of the human body from scanned data is necessary for automated design and evaluation of product ergonomics. In this paper, a computational framework is presented for automatic detection and recognition of important facial feature regions, from scanned head and shoulder polyhedral models. A noise tolerant methodology is proposed using discrete curvature computations, band-pass filtering, and morphological operations for isolation of the primary feature regions of the face, namely, the eyes, nose, and mouth. Spatial disposition of the critical points of these isolated feature regions is analyzed for the recognition of these critical points as the standard landmarks associated with the primary facial features. A number of clinically identified landmarks lie on the facial midline. An efficient algorithm for detection and processing of the midline, using a point sampling technique, is also presented. The results obtained using data of more than 20 subjects are verified through visualization and physical measurements. A color based and triangle skewness based schemes for isolation of geometrically nonprominent features and ear region are also presented. [DOI: 10.1115/1.3330420]

Psychoacoustic sampling as a reliable, non-invasive method to monitor orthopteran species diversity in tropical forests

We evaluated trained listener-based acoustic sampling as a reliable and non-invasive method for rapid assessment of ensiferan species diversity in tropical evergreen forests. This was done by evaluating the reliability of identification of species and numbers of calling individuals using psychoacoustic experiments in the laboratory and by comparing psychoacoustic sampling in the field with ambient noise recordings made at the same time. The reliability of correct species identification by the trained listener was 100% for 16 out of 20 species tested in the laboratory. The reliability of identifying the numbers of individuals correctly was 100% for 13 out of 20 species. The human listener performed slightly better than the instrument in detecting low frequency and broadband calls in the field, whereas the recorder detected high frequency calls with greater probability. To address the problem of pseudoreplication during spot sampling in the field, we monitored the movement of calling individuals using focal animal sampling. The average distance moved by calling individuals for 17 out of 20 species was less than 1.5 m in half an hour. We suggest that trained listener-based sampling is preferable for crickets and low frequency katydids, whereas broadband recorders are preferable for katydid species with high frequency calls for accurate estimation of ensiferan species richness and relative abundance in an area.

Rendering stiffer walls: a hybrid haptic system using continuous and discrete time feedback

Instability in conventional haptic rendering destroys the perception of rigid objects in virtual environments. Inherent limitations in the conventional haptic loop restrict the maximum stiffness that can be rendered. In this paper we present a method to render virtual walls that are much stiffer than those achieved by conventional techniques. By removing the conventional digital haptic loop and replacing it with a part-continuous and part-discrete time hybrid haptic loop, we were able to render stiffer walls. The control loop is implemented as a combinational logic circuit on an field-programmable gate array. We compared the performance of the conventional haptic loop and our hybrid haptic loop on the same haptic device, and present mathematical analysis to show the limit of stability of our device. Our hybrid method removes the computer-intensive haptic loop from the CPU-this can free a significant amount of resources that can be used for other purposes such as graphical rendering and physics modeling. It is our hope that, in the future, similar designs will lead to a haptics processing unit (HPU).

A novel fractional sampling offset estimation in an OFDM system

The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.

Optimal threshold policies for admission control in communication networks via discrete parameter stochastic approximation

The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

A novel fractional sampling offset estimation in an OFDM system

The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.