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.

Greedy Scheduling in Multihop Wireless Networks

We study the performance of greedy scheduling in multihop wireless networks where the objective is aggregate utility maximization. Following standard approaches, we consider the dual of the original optimization problem. Optimal scheduling requires selecting independent sets of maximum aggregate price, but this problem is known to be NP-hard. We propose and evaluate a simple greedy heuristic. Analytical bounds on performance are provided and simulations indicate that the greedy heuristic performs well in practice.

New Approaches to the Cannizzaro and Tishchenko Reactions

It is demonstrated that the titled reactions are best carried out at high concentrations, as indicated by mechanistic considerations: the observed high reaction orders and the possibility that the Cannizzaro reaction is driven by the hydrophobic effect, which effects proximity between the two molecules of the aldehyde reactant. The present studies have led to improved conditions, simplified workup, and excellent yields of products. The Tishchenko reaction converted benzaldehyde to benzyl benzoate with catalytic NaOMe/tetrahydrafuran in good yield, which is apparently unprecedented for this product of high commercial value.

An analytical model for performance evaluation of multimedia applications over EDCA in an IEEE 802.11e WLAN

We extend the modeling heuristic of (Harsha et al. 2006. In IEEE IWQoS 06, pp 178 - 187) to evaluate the performance of an IEEE 802.11e infrastructure network carrying packet telephone calls, streaming video sessions and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We identify the time boundaries of activities on the channel (called channel slot boundaries) and derive a Markov Renewal Process of the contending nodes on these epochs. This is achieved by the use of attempt probabilities of the contending nodes as those obtained from the saturation fixed point analysis of (Ramaiyan et al. 2005. In Proceedings ACM Sigmetrics, `05. Journal version accepted for publication in IEEE TON). Regenerative analysis on this MRP yields the desired steady state performance measures. We then use the MRP model to develop an effective bandwidth approach for obtaining a bound on the size of the buffer required at the video queue of the AP, such that the streaming video packet loss probability is kept to less than 1%. The results obtained match well with simulations using the network simulator, ns-2. We find that, with the default IEEE 802.11e EDCA parameters for access categories AC 1, AC 2 and AC 3, the voice call capacity decreases if even one streaming video session and one TCP file download are initiated by some wireless station. Subsequently, reducing the voice calls increases the video downlink stream throughput by 0.38 Mbps and file download capacity by 0.14 Mbps, for every voice call (for the 11 Mbps PHY). We find that a buffer size of 75KB is sufficient to ensure that the video packet loss probability at the QAP is within 1%.

Analytical models for capacity estimation of IEEE 802.11 WLANs using DCF for internet applications

We provide analytical models for capacity evaluation of an infrastructure IEEE 802.11 based network carrying TCP controlled file downloads or full-duplex packet telephone calls. In each case the analytical models utilize the attempt probabilities from a well known fixed-point based saturation analysis. For TCP controlled file downloads, following Bruno et al. (In Networking '04, LNCS 2042, pp. 626-637), we model the number of wireless stations (STAs) with ACKs as a Markov renewal process embedded at packet success instants. In our work, analysis of the evolution between the embedded instants is done by using saturation analysis to provide state dependent attempt probabilities. We show that in spite of its simplicity, our model works well, by comparing various simulated quantities, such as collision probability, with values predicted from our model. Next we consider N constant bit rate VoIP calls terminating at N STAs. We model the number of STAs that have an up-link voice packet as a Markov renewal process embedded at so called channel slot boundaries. Analysis of the evolution over a channel slot is done using saturation analysis as before. We find that again the AP is the bottleneck, and the system can support (in the sense of a bound on the probability of delay exceeding a given value) a number of calls less than that at which the arrival rate into the AP exceeds the average service rate applied to the AP. Finally, we extend the analytical model for VoIP calls to determine the call capacity of an 802.11b WLAN in a situation where VoIP calls originate from two different types of coders. We consider N-1 calls originating from Type 1 codecs and N-2 calls originating from Type 2 codecs. For G711 and G729 voice coders, we show that the analytical model again provides accurate results in comparison with simulations.

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

Approaches to sesquiterpenes containing three contiguous quaternary carbon atoms. Synthesis of 3-methoxythapsene

Synthetic approach to 3-alkoxythapsane, comprising of the carbon framework of a small group of sesquiterpenes containing three contiguous quaternary carbon atoms has been described. A combination of alkylation, orthoester Claisen rearrangement and intramolecular diazoketone cyclopropanation has been employed for the creation of the three requisite contiguous quaternary carbon atoms.

An analytical approach to the study of cooperation in wireless ad hoc networks

In wireless ad hoc networks, nodes communicate with far off destinations using intermediate nodes as relays. Since wireless nodes are energy constrained, it may not be in the best interest of a node to always accept relay requests. On the other hand, if all nodes decide not to expend energy in relaying, then network throughput will drop dramatically. Both these extreme scenarios (complete cooperation and complete noncooperation) are inimical to the interests of a user. In this paper, we address the issue of user cooperation in ad hoc networks. We assume that nodes are rational, i.e., their actions are strictly determined by self interest, and that each node is associated with a minimum lifetime constraint. Given these lifetime constraints and the assumption of rational behavior, we are able to determine the optimal share of service that each node should receive. We define this to be the rational Pareto optimal operating point. We then propose a distributed and scalable acceptance algorithm called Generous TIT-FOR-TAT (GTFT). The acceptance algorithm is used by the nodes to decide whether to accept or reject a relay request. We show that GTFT results in a Nash equilibrium and prove that the system converges to the rational and optimal operating point.

Data mining approaches to software fault diagnosis

Automatic identification of software faults has enormous practical significance. This requires characterizing program execution behavior and the use of appropriate data mining techniques on the chosen representation. In this paper, we use the sequence of system calls to characterize program execution. The data mining tasks addressed are learning to map system call streams to fault labels and automatic identification of fault causes. Spectrum kernels and SVM are used for the former while latent semantic analysis is used for the latter The techniques are demonstrated for the intrusion dataset containing system call traces. The results show that kernel techniques are as accurate as the best available results but are faster by orders of magnitude. We also show that latent semantic indexing is capable of revealing fault-specific features.

Distribution of products around a burning droplet: an analytical approach

A knowledge of the concentration distribution around a burning droplet is essential if accurate estimates are to be made of the transport coefficients in that region which influence the burning rate. There are two aspects of this paper; (1) determination of the concentration profiles, using the simple assumption of constant binary diffusion coefficients for all species, and comparison with experiments; and (2) postulation of a new relation for the therinal conductivity, which takes into account the variations of both temperature and concentrations of various species. First, the theoretical concentration profiles are evaluated and compared with experimental results reported elsewhere [5]. It is found that the agreement between the theory and experiment is fairly satisfactory. Then, by the use of these profiles and the relations proposed in the literature for the thermal conductivity of a mixture of nonpolar gases, a new relation for thermal conductivity: K = (A1 + B1 T) + (A2 + B2 T) xr (21). is suggested for analytical solutions of droplet combustion problems. Equations are presented to evaluate A1, A2, B1, and B2, and values of these terms for a few hydrocarbons are tabulated.

An analytical model for capacity evaluation of VoIP on HCCA and TCP file transfers over EDCA in an IEEE 802.11e WLAN

In the context of the IEEE 802.11e standard for WLANs, we provide an analytical model for obtaining the maximum number of VoIP calls that can be supported on HCCA, such that the delay QoS constraint of the accepted calls is met, when TCP downloads are coexistent on EDCA. In this scenario, we derive the TCP download throughput by using an analytical model for the case where only TCP sessions are present in the WLAN. We show that the analytical model for combined voice and TCP transfers provides accurate results in comparison with simulations (using ns-2).

Second order cone programming approaches for handling missing and uncertain data

We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived for designing regression functions which are robust to uncertainties in the regression setting. The proposed formulations are independent of the underlying distribution, requiring only the existence of second order moments. These formulations are then specialized to the case of missing values in observations for both classification and regression problems. Experiments show that the proposed formulations outperform imputation.

An analytical model for the capacity estimation of combined VoIP and TCP file transfers over EDCA in an IEEE 802.11e WLAN

In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We build upon the fixed point analysis and performance insights in [1]. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures.The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY).

New computational approaches for wrinkled and slack membranes

The static response of thin, wrinkled membranes is studied using both a tension field approximation based on plane stress conditions and a 3D nonlinear elasticityformulation, discretized through 8-noded Cosserat point elements. While the tension field approach only obtains the wrinkled/slack regions and at best a measure of the extent of wrinkliness, the 3D elasticity solution provides, in principle, the deformed shape of a wrinkled/slack membrane. However, since membranes barely resist compression, the discretized and linearized system equations via both the approaches are ill-conditioned and solutions could thus be sensitive to discretizations errors as well as other sources of noises/imperfections. We propose a regularized, pseudo-dynamical recursion scheme that provides a sequence of updates, which are almost insensitive to theregularizing term as well as the time step size used for integrating the pseudo-dynamical form. This is borne out through several numerical examples wherein the relative performance of the proposed recursion scheme vis-a-vis a regularized Newton strategy is compared. The pseudo-time marching strategy, when implemented using 3D Cosserat point elements, also provides a computationally cheaper, numerically accurate and simpler alternative to that using geometrically exact shell theories for computing large deformations of membranes in the presence of wrinkles. (C) 2010 Elsevier Ltd. All rights reserved.