Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

Direct estimation of an element of order matrix from H-1 NMR spectra of strongly dipolar coupled spins

NMR spectra of molecules oriented in thermotropic liquid crystalline media provide information on the molecular structure and order. The spins are generally strongly dipolar coupled and the spectral analyse require the tedious and time consuming numerical iterative calculations. The present study demonstrates the application of multiple quantum spin state selective detection of single quantum transitions for mimicking the homonuclear decoupling and the direct estimation of an element of ordering matrix. This information is utilized to estimate the nearly accurate starting dipolar couplings for iterative calculations. The studies on the spectra of strongly dipolar coupled five and six interacting spin systems are reported.

Estimation of Execution Times of Process Control Algorithms on Microcomputers

An important question which has to be answered in evaluting the suitability of a microcomputer for a control application is the time it would take to execute the specified control algorithm. In this paper, we present a method of obtaining closed-form formulas to estimate this time. These formulas are applicable to control algorithms in which arithmetic operations and matrix manipulations dominate. The method does not require writing detailed programs for implementing the control algorithm. Using this method, the execution times of a variety of control algorithms on a range of 16-bit mini- and recently announced microcomputers are calculated. The formulas have been verified independently by an analysis program, which computes the execution time bounds of control algorithms coded in Pascal when they are run on a specified micro- or minicomputer.

Seismic damage estimation through measurable dynamic characteristics

Ductility based design of reinforced concrete structures implicitly assumes certain damage under the action of a design basis earthquake. The damage undergone by a structure needs to be quantified, so as to assess the post-seismic reparability and functionality of the structure. The paper presents an analytical method of quantification and location of seismic damage, through system identification methods. It may be noted that soft ground storied buildings are the major casualties in any earthquake and hence the example structure is a soft or weak first storied one, whose seismic response and temporal variation of damage are computed using a non-linear dynamic analysis program (IDARC) and compared with a normal structure. Time period based damage identification model is used and suitably calibrated with classic damage models. Regenerated stiffness of the three degrees of freedom model (for the three storied frame) is used to locate the damage, both on-line as well as after the seismic event. Multi resolution analysis using wavelets is also used for localized damage identification for soft storey columns.

Estimation of remaining life of power transformers

Inadvertent failure of power transformers has serious consequences on the power system reliability, economics and the revenue accrual. Insulation is the weakest link in the power transformer prompting periodic inspection of the status of insulation at different points in time. A close Monitoring of the electrical, chemical and such other properties on insulation as are sensitive to the amount of time-dependent degradation becomes mandatory to judge the status of the equipment. Data-driven Diagnostic Testing and Condition Monitoring (DTCM) specific to power transformer is the aspect in focus. Authors develop a Monte Carlo approach for augmenting the rather scanty experimental data normally acquired using Proto-types of power transformers. Also described is a validation procedure for estimating the accuracy of the Model so developed.

Estimation of thermal breakdown voltage of HVDC cables - A theoretical framework

The insulation in a dc cable is subjected to both thermal and electric stress at the same time. While the electric stress is generic to the cable, the temperature rise in the insulation is, by and large, due to the Ohmic losses in the conductor. The consequence of this synergic effect is to reduce the maximum operating voltage and causes a premature failure of the cable. The authors examine this subject in some detail and propose a comprehensive theoretical formulation relating the maximum thermal voltage (MTV) to the physical and geometrical parameters of the insulation. The heat flow patterns and boundary conditions considered by the authors here and those found in earlier literature are provided. The MTV of a dc cable is shown to be a function of the load current apart from the resistance of the insulation. The results obtained using the expressions, developed by the authors, are compared with relevant results published in the literature and found to be in close conformity.

Optimizing a piezometric network in the estimation of the groundwater budget: a case study from a crystalline-rock watershed in southern India

An estimate of the groundwater budget at the catchment scale is extremely important for the sustainable management of available water resources. Water resources are generally subjected to over-exploitation for agricultural and domestic purposes in agrarian economies like India. The double water-table fluctuation method is a reliable method for calculating the water budget in semi-arid crystalline rock areas. Extensive measurements of water levels from a dense network before and after the monsoon rainfall were made in a 53 km(2)atershed in southern India and various components of the water balance were then calculated. Later, water level data underwent geostatistical analyses to determine the priority and/or redundancy of each measurement point using a cross-validation method. An optimal network evolved from these analyses. The network was then used in re-calculation of the water-balance components. It was established that such an optimized network provides far fewer measurement points without considerably changing the conclusions regarding groundwater budget. This exercise is helpful in reducing the time and expenditure involved in exhaustive piezometric surveys and also in determining the water budget for large watersheds (watersheds greater than 50 km(2)).

Prediction of estrus cyclicity in Asian elephants (Elephas maximus) through estimation of fecal progesterone metabolite: development of an enzyme-linked immuno-sorbent assay

Asian elephants (Dephas maximus), prominent ``flagship species'', arelisted under the category of endangered species (EN - A2c, ver. 3.1, IUCN Red List 2009) and there is a need for their conservation This requires understanding demographic and reproductive dynamics of the species. Monitoring reproductive status of any species is traditionally being carried out through invasive blood sampling and this is restrictive for large animals such as wild or semi-captive elephants due to legal. ethical, and practical reasons Hence. there is a need for a non-invasive technique to assess reproductive cyclicity profiles of elephants. which will help in the species' conservation strategies In this study. we developed an indirect competitive enzyme linked immuno-sorbent assay (ELISA) to estimate the concentration of one of the progesterone-metabolites i.e, allopregnanolone (5 alpha-P-3OH) in fecal samples of As elephants We validated the assay which had a sensitivity of 0.25 mu M at 90% binding with an EC50 value of 1 37 mu M Using female elephants. kept under semi-captive conditions in the forest camps of Mudumalar Wildlife Sanctuary, Tamil Nadu and Bandipur National Park, Karnataka, India. we measured fecal progesterone-metabolite (5 alpha-P-3OH) concentrations in six an and showed their clear correlation with those of scrum progesterone measured by a standard radio-immuno assay. Statistical analyses using a Linear Mixed Effect model showed a positive correlation (P < 0 1) between the profiles of fecal 5 alpha-P-3OH (range 0 5-10 mu g/g) and serum progesterone (range: 0 1-1 8 ng/mL) Therefore, our studies show, for the first time, that the fecal progesterone-metabolite assay could be exploited to predict estrus cyclicity and to potentially assess the reproductive status of captive and free-ranging female Asian elephants, thereby helping to plan their breeding strategy (C) 2010 Elsevier Inc.All rights reserved.

Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

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.

A Training-Based Iterative Detection/Channel Estimation Scheme for Large Non-Orthogonal STBC MIMO Systems

In this paper, we propose a training-based channel estimation scheme for large non-orthogonal space-time block coded (STBC) MIMO systems.The proposed scheme employs a block transmission strategy where an N-t x N-t pilot matrix is sent (for training purposes) followed by several N-t x N-t square data STBC matrices, where Nt is the number of transmit antennas. At the receiver, we iterate between channel estimation (using an MMSE estimator) and detection (using a low-complexity likelihood ascent search (LAS) detector) till convergence or for a fixed number of iterations. Our simulation results show that excellent bit error rate and nearness-to-capacity performance are achieved by the proposed scheme at low complexities. The fact that we could show such good results for large STBCs (e.g., 16 x 16 STBC from cyclic division algebras) operating at spectral efficiencies in excess of 20 bps/Hz (even after accounting for the overheads meant for pilot-based channel estimation and turbo coding) establishes the effectiveness of the proposed scheme.

Experimental estimation of friction force in lubricated cutting of steel

Friction force generated in lubricated cutting of steel is experimentally estimated by recording the tangential force experienced by the spherical face of a pin rubbing against a freshly cut surface. The pin and the cutting tool are both submerged in the lubricant and the pin is situated on the cut-track to record the force. The recording shows an instantaneous achievement of a peak in the force curve followed by a decline in time to a steady state value. The peak and not the steady state friction was found to be sensitive to the structure of the hydrocarbon and addition of additive to the oil. The configuration was designed and tested to demonstrate the influence of a reaction film which develops during cutting, on cutting tool friction. Given the strong correlation between the peak friction and the existence of a tribofilm in the cutting zone, the configuration is used to determine the lower limit of a cutting speed regime, which marks the initiation of lubricant starvation, in cutting of steel using an emulsion as a cutting fluid. (C) 2010 Elsevier B.V. All rights reserved.

Estimation of variables at ungaged locations by empirical orthogonal functions

A technique based on empirical orthogonal functions is used to estimate hydrologic time-series variables at ungaged locations. The technique is applied to estimate daily and monthly rainfall, temperature and runoff values. The accuracy of the method is tested by application to locations where data are available. The second-order characteristics of the estimated data are compared with those of the observed data. The results indicate that the method is quick and accurate.

Numerical estimation of hotspot temperatures in electrodes subjected to pulsed electron beam heating in vacuum

A numerical solution for the transient temperature distribution in a cylindrical disc heated on its top surface by a circular source is presented. A finite difference form of the governing equations is solved by the Alternating Direction Implicit (ADI) time marching scheme. This solution has direct applications in analyzing transient electron beam heating of target materials as encountered in the prebreakdown current enhancement and consequent breakdown in high voltage vacuum gaps stressed by alternating and pulsed voltages. The solution provides an estimate of the temperature for pulsed electron beam heating and the size of thermally activated microparticles originating from anode hot spots. The calculated results for a typical 45kV (a.c.) electron beam of radius 2.5 micron indicate that the temperature of such spots can reach melting point and could give rise to microparticles which could initiate breakdown.

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.