103 resultados para Sparse time-varying VAR models


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Grating Compression Transform (GCT) is a two-dimensional analysis of speech signal which has been shown to be effective in multi-pitch tracking in speech mixtures. Multi-pitch tracking methods using GCT apply Kalman filter framework to obtain pitch tracks which requires training of the filter parameters using true pitch tracks. We propose an unsupervised method for obtaining multiple pitch tracks. In the proposed method, multiple pitch tracks are modeled using time-varying means of a Gaussian mixture model (GMM), referred to as TVGMM. The TVGMM parameters are estimated using multiple pitch values at each frame in a given utterance obtained from different patches of the spectrogram using GCT. We evaluate the performance of the proposed method on all voiced speech mixtures as well as random speech mixtures having well separated and close pitch tracks. TVGMM achieves multi-pitch tracking with 51% and 53% multi-pitch estimates having error <= 20% for random mixtures and all-voiced mixtures respectively. TVGMM also results in lower root mean squared error in pitch track estimation compared to that by Kalman filtering.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The inner ear has been shown to characterize an acoustic stimuli by transducing fluid motion in the inner ear to mechanical bending of stereocilia on the inner hair cells (IHCs). The excitation motion/energy transferred to an IHC is dependent on the frequency spectrum of the acoustic stimuli, and the spatial location of the IHC along the length of the basilar membrane (BM). Subsequently, the afferent auditory nerve fiber (ANF) bundle samples the encoded waveform in the IHCs by synapsing with them. In this work we focus on sampling of information by afferent ANFs from the IHCs, and show computationally that sampling at specific time instants is sufficient for decoding of time-varying acoustic spectrum embedded in the acoustic stimuli. The approach is based on sampling the signal at its zero-crossings and higher-order derivative zero-crossings. We show results of the approach on time-varying acoustic spectrum estimation from cricket call signal recording. The framework gives a time-domain and non-spatial processing perspective to auditory signal processing. The approach works on the full band signal, and is devoid of modeling any bandpass filtering mimicking the BM action. Instead, we motivate the approach from the perspective of event-triggered sampling by afferent ANFs on the stimuli encoded in the IHCs. Though the approach gives acoustic spectrum estimation but it is shallow on its complete understanding for plausible bio-mechanical replication with current mammalian auditory mechanics insights.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Epoxy resin bonded mica splitting is the insulation of choice for machine stators. However, this system is seen to be relatively weak under time varying mechanical stress, in particular the vibration causing delamination of mica and deboning of mica from the resin matrix. The situation is accentuated under the combined action of electrical, thermal and mechanical stress. Physical and probabilistic models for failure of such systems have been proposed by one of the authors of this paper earlier. This paper presents a pragmatic accelerated failure data acquisition and analytical paradigm under multi factor coupled stress, Electrical, Thermal. The parameters of the phenomenological model so developed are estimated based on sound statistical treatment of failure data.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The healing times for the growth of thin films on patterned substrates are studied using simulations of two discrete models of surface growth: the Family model and the Das Sarma-Tamborenea (DT) model. The healing time, defined as the time at which the characteristics of the growing interface are ``healed'' to those obtained in growth on a flat substrate, is determined via the study of the nearest-neighbor height difference correlation function. Two different initial patterns are considered in this work: a relatively smooth tent-shaped triangular substrate and an atomically rough substrate with singlesite pillars or grooves. We find that the healing time of the Family and DT models on aL x L triangular substrate is proportional to L-z, where z is the dynamical exponent of the models. For the Family model, we also analyze theoretically, using a continuum description based on the linear Edwards-Wilkinson equation, the time evolution of the nearest-neighbor height difference correlation function in this system. The correlation functions obtained from continuum theory and simulation are found to be consistent with each other for the relatively smooth triangular substrate. For substrates with periodic and random distributions of pillars or grooves of varying size, the healing time is found to increase linearly with the height (depth) of pillars (grooves). We show explicitly that the simulation data for the Family model grown on a substrate with pillars or grooves do not agree with results of a calculation based on the continuum Edwards-Wilkinson equation. This result implies that a continuum description does not work when the initial pattern is atomically rough. The observed dependence of the healing time on the substrate size and the initial height (depth) of pillars (grooves) can be understood from the details of the diffusion rule of the atomistic model. The healing time of both models for pillars is larger than that for grooves with depth equal to the height of the pillars. The calculated healing time for both Family and DT models is found to depend on how the pillars and grooves are distributed over the substrate. (C) 2014 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The impulse response of wireless channels between the N-t transmit and N-r receive antennas of a MIMO-OFDM system are group approximately sparse (ga-sparse), i.e., NtNt the channels have a small number of significant paths relative to the channel delay spread and the time-lags of the significant paths between transmit and receive antenna pairs coincide. Often, wireless channels are also group approximately cluster-sparse (gac-sparse), i.e., every ga-sparse channel consists of clusters, where a few clusters have all strong components while most clusters have all weak components. In this paper, we cast the problem of estimating the ga-sparse and gac-sparse block-fading and time-varying channels in the sparse Bayesian learning (SBL) framework and propose a bouquet of novel algorithms for pilot-based channel estimation, and joint channel estimation and data detection, in MIMO-OFDM systems. The proposed algorithms are capable of estimating the sparse wireless channels even when the measurement matrix is only partially known. Further, we employ a first-order autoregressive modeling of the temporal variation of the ga-sparse and gac-sparse channels and propose a recursive Kalman filtering and smoothing (KFS) technique for joint channel estimation, tracking, and data detection. We also propose novel, parallel-implementation based, low-complexity techniques for estimating gac-sparse channels. Monte Carlo simulations illustrate the benefit of exploiting the gac-sparse structure in the wireless channel in terms of the mean square error (MSE) and coded bit error rate (BER) performance.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Criteria for the L2-stability of linear and nonlinear time-varying feedback systems are given. These are conditions in the time domain involving the solution of certain associated matrix Riccati equations and permitting the use of a very general class of L2-operators as multipliers.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper, a relative velocity approach is used to analyze the capturability of a geometric guidance law. Point mass models are assumed for both the missile and the target. The speeds of the missile and target are assumed to remain constant throughout the engagement. Lateral acceleration, obtained from the guidance law, is applied to change the path of the missile. The kinematic equations for engagements in the horizontal plane are derived in the relative velocity space. Some analytical results for the capture region are obtained for non-maneuvering and maneuvering targets. For non-maneuvering targets it is enough for the navigation gain to be a constant to intercept the target, while for maneuvering targets a time varying navigation gain is needed for interception. These results are then verified through numerical simulations.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Criteria for the L2-stability of linear and nonlinear time-varying feedback systems are given. These are conditions in the time domain involving the solution of certain associated matrix Riccati equations and permitting the use of a very general class of L2-operators as multipliers.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The problem of identification of parameters of a beam-moving oscillator system based on measurement of time histories of beam strains and displacements is considered. The governing equations of motion here have time varying coefficients. The parameters to be identified are however time invariant and consist of mass, stiffness and damping characteristics of the beam and oscillator subsystems. A strategy based on dynamic state estimation method, that employs particle filtering algorithms, is proposed to tackle the identification problem. The method can take into account measurement noise, guideway unevenness, spatially incomplete measurements, finite element models for supporting structure and moving vehicle, and imperfections in the formulation of the mathematical models. Numerical illustrations based on synthetic data on beam-oscillator system are presented to demonstrate the satisfactory performance of the proposed procedure.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Driven nonequilibrium structural phase transformation has been probed using time-varying resistance fluctuations or noise. We demonstrate that the non-Gaussian component (NGC) of noise obtained by evaluating the higher-order statistics of fluctuations, serves as a simple kinetic detector of these phase transitions. Using the Martensite transformation in free-standing wires of nickel-titanium binary alloys as a prototype, we observe clear deviations from the Gaussian background in the transformation zone, indicative of the long-range correlations in the system as the phase transforms. The viability of non-Gaussian statistics as a robust probe to structural phase transition was also confirmed by comparing the results from differential scanning calorimetry measurements. We further studied the response of the NGC to the modifications in the microstructure on repeated thermal cycling, as well as the variations in the temperature-drive rate, and explained the results using established simplistic models based on the different competing time scales. Our experiments (i) suggest an alternative method to estimate the transformation temperature scales with high accuracy and (ii) establish a connection between the material-specific evolution of microstructure to the statistics of its linear response. Since the method depends on an in-built long-range correlation during transformation, it could be portable to other structural transitions, as well as to materials of different physical origin and size.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Gaussian Processes (GPs) are promising Bayesian methods for classification and regression problems. They have also been used for semi-supervised learning tasks. In this paper, we propose a new algorithm for solving semi-supervised binary classification problem using sparse GP regression (GPR) models. It is closely related to semi-supervised learning based on support vector regression (SVR) and maximum margin clustering. The proposed algorithm is simple and easy to implement. It gives a sparse solution directly unlike the SVR based algorithm. Also, the hyperparameters are estimated easily without resorting to expensive cross-validation technique. Use of sparse GPR model helps in making the proposed algorithm scalable. Preliminary results on synthetic and real-world data sets demonstrate the efficacy of the new algorithm.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper considers the problem of determining the time-optimal path of a fixed-wing Miniature Air Vehicle (MAV), in the presence of wind. The MAV, which is subject to a bounded turn rate, is required to eventually converge to a straight line starting from a known initial position and orientation. Earlier work in the literature uses Pontryagin's Minimum Principle (PMP) to solve this problem only for the no-wind case. In contrast, the present work uses a geometric approach to solve the problem completely in the presence of wind. In addition, it also shows how PMP can be used to partially solve the problem. Using a 6-DOF model of a MAV the generated optimal path is tracked by an autopilot consisting of proportional-integral-derivative (PID) controllers. The simulation results show the path generation and tracking for cases with steady and time-varying wind. Some issues on real-time path planning are also addressed.