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.

Genetic search: Analysis using fitness moments

Genetic Algorithms are efficient and robust search methods that are being employed in a plethora of applications with extremely large search spaces. The directed search mechanism employed in Genetic Algorithms performs a simultaneous and balanced, exploration of new regions in the search space and exploitation of already discovered regions.This paper introduces the notion of fitness moments for analyzing the working of Genetic Algorithms (GAs). We show that the fitness moments in any generation may be predicted from those of the initial population. Since a knowledge of the fitness moments allows us to estimate the fitness distribution of strings, this approach provides for a method of characterizing the dynamics of GAs. In particular the average fitness and fitness variance of the population in any generation may be predicted. We introduce the technique of fitness-based disruption of solutions for improving the performance of GAs. Using fitness moments, we demonstrate the advantages of using fitness-based disruption. We also present experimental results comparing the performance of a standard GA and GAs (CDGA and AGA) that incorporate the principle of fitness-based disruption. The experimental evidence clearly demonstrates the power of fitness based disruption.

Fast computation of Legendre and Zernike moments

This paper presents recursive algorithms for fast computation of Legendre and Zernike moments of a grey-level image intensity distribution. For a binary image, a contour integration method is developed for the evaluation of Legendre moments using only the boundary information. A method for recursive calculation of Zernike polynomial coefficients is also given. A square-to-circular image transformation scheme is introduced to minimize the computation involved in Zernike moment functions. The recursive formulae can also be used in inverse moment transforms to reconstruct the original image from moments. The mathematical framework of the algorithms is given in detail, and illustrated with binary and grey-level images.

Residence time distribution for a class of Gaussian Markov processes

We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].

Statistical thermodynamics of lattice models in zeolites: Implications of local versus global mean field interactions

The statistical thermodynamics of adsorption in caged zeolites is developed by treating the zeolite as an ensemble of M identical cages or subsystems. Within each cage adsorption is assumed to occur onto a lattice of n identical sites. Expressions for the average occupancy per cage are obtained by minimizing the Helmholtz free energy in the canonical ensemble subject to the constraints of constant M and constant number of adsorbates N. Adsorbate-adsorbate interactions in the Brag-Williams or mean field approximation are treated in two ways. The local mean field approximation (LMFA) is based on the local cage occupancy and the global mean field approximation (GMFA) is based on the average coverage of the ensemble. The GMFA is shown to be equivalent in formulation to treating the zeolite as a collection of interacting single site subsystems. In contrast, the treatment in the LMFA retains the description of the zeolite as an ensemble of identical cages, whose thermodynamic properties are conveniently derived in the grand canonical ensemble. For a z coordinated lattice within the zeolite cage, with epsilon(aa) as the adsorbate-adsorbate interaction parameter, the comparisons for different values of epsilon(aa)(*)=epsilon(aa)z/2kT, and number of sites per cage, n, illustrate that for -1 0. We compare the isotherms predicted with the LMFA with previous GMFA predictions [K. G. Ayappa, C. R. Kamala, and T. A. Abinandanan, J. Chem. Phys. 110, 8714 (1999)] (which incorporates both the site volume reduction and a coverage-dependent epsilon(aa)) for xenon and methane in zeolite NaA. In all cases the predicted isotherms are very similar, with the exception of a small steplike feature present in the LMFA for xenon at higher coverages. (C) 1999 American Institute of Physics. [S0021-9606(99)70333-8].

Velocity distribution for a dilute vibrated granular material

The velocity distribution for a vibrated granular material is determined in the dilute limit where the frequency of particle collisions with the vibrating surface is large compared to the frequency of binary collisions. The particle motion is driven by the source of energy due to particle collisions with the vibrating surface, and two dissipation mechanisms-inelastic collisions and air drag-are considered. In the latter case, a general form for the drag force is assumed. First, the distribution function for the vertical velocity for a single particle colliding with a vibrating surface is determined in the limit where the dissipation during a collision due to inelasticity or between successive collisions due to drag is small compared to the energy of a particle. In addition, two types of amplitude functions for the velocity of the surface, symmetric and asymmetric about zero velocity, are considered. In all cases, differential equations for the distribution of velocities at the vibrating surface are obtained using a flux balance condition in velocity space, and these are solved to determine the distribution function. It is found that the distribution function is a Gaussian distribution when the dissipation is due to inelastic collisions and the amplitude function is symmetric, and the mean square velocity scales as [[U-2](s)/(1 - e(2))], where [U-2](s) is the mean square velocity of the vibrating surface and e is the coefficient of restitution. The distribution function is very different from a Gaussian when the dissipation is due to air drag and the amplitude function is symmetric, and the mean square velocity scales as ([U-2](s)g/mu(m))(1/(m+2)) when the acceleration due to the fluid drag is -mu(m)u(y)\u(y)\(m-1), where g is the acceleration due to gravity. For an asymmetric amplitude function, the distribution function at the vibrating surface is found to be sharply peaked around [+/-2[U](s)/(1-e)] when the dissipation is due to inelastic collisions, and around +/-[(m +2)[U](s)g/mu(m)](1/(m+1)) when the dissipation is due to fluid drag, where [U](s) is the mean velocity of the surface. The distribution functions are compared with numerical simulations of a particle colliding with a vibrating surface, and excellent agreement is found with no adjustable parameters. The distribution function for a two-dimensional vibrated granular material that includes the first effect of binary collisions is determined for the system with dissipation due to inelastic collisions and the amplitude function for the velocity of the vibrating surface is symmetric in the limit delta(I)=(2nr)/(1 - e)much less than 1. Here, n is the number of particles per unit width and r is the particle radius. In this Limit, an asymptotic analysis is used about the Limit where there are no binary collisions. It is found that the distribution function has a power-law divergence proportional to \u(x)\((c delta l-1)) in the limit u(x)-->0, where u(x) is the horizontal velocity. The constant c and the moments of the distribution function are evaluated from the conservation equation in velocity space. It is found that the mean square velocity in the horizontal direction scales as O(delta(I)T), and the nontrivial third moments of the velocity distribution scale as O(delta(I)epsilon(I)T(3/2)) where epsilon(I) = (1 - e)(1/2). Here, T = [2[U2](s)/(1 - e)] is the mean square velocity of the particles.

On using peak amplitude and rise time for AE source characterization

Acoustic Emission (AE) signals, which are electrical version of acoustic emissions, are usually analysed using a set of signal parameters. The major objective of signal analysis is to study the characteristics of the sources of emissions. Peak amplitude (P-a) and rise time (R-t) are two such parameters used for source characterization. In this paper, we theoretically investigate the efficiency of P-a and R-t to classify and characterize AE sources by modelling the input stress pulse and transducer. Analytical expressions obtained for P-a and R-t clearly indicate their use and efficiency for source characterization. It is believed that these results may be of use to investigators in areas like control systems and signal processing also.

An investigation into the feasibility of fetal lung maturity prediction using statistical textural features

Fetal lung and liver tissues were examined by ultrasound in 240 subjects during 24 to 38 weeks of gestational age in order to investigate the feasibility of predicting the maturity of the lung from the textural features of sonograms. A region of interest of 64 X 64 pixels is used for extracting textural features. Since the histological properties of the liver are claimed to remain constant with respect to gestational age, features obtained from the lung region are compared with those from liver. Though the mean values of some of the features show a specific trend with respect to gestation age, the variance is too high to guarantee definite prediction of the gestational age. Thus, we restricted our purview to an investigation into the feasibility of fetal lung maturity prediction using statistical textural features. Out of 64 features extracted, those features that are correlated with gestation age and less computationally intensive are selected. The results of our study show that the sonographic features hold some promise in determining whether the fetal lung is mature or immature.

A method of tracking the peak power points for a variable speed wind energy conversion system

In this paper, a method of tracking the peak power in a wind energy conversion system (WECS) is proposed, which is independent of the turbine parameters and air density. The algorithm searches for the peak power by varying the speed in the desired direction. The generator is operated in the speed control mode with the speed reference being dynamically modified in accordance with the magnitude and direction of change of active power. The peak power points in the P-omega curve correspond to dP/domega = 0. This fact is made use of in the optimum point search algorithm. The generator considered is a wound rotor induction machine whose stator is connected directly to the grid and the rotor is fed through back-to-back pulse-width-modulation (PWM) converters. Stator flux-oriented vector control is applied to control the active and reactive current loops independently. The turbine characteristics are generated by a dc motor fed from a commercial dc drive. All of the control loops are executed by a single-chip digital signal processor (DSP) controller TMS320F240. Experimental results show that the performance of the control algorithm compares well with the conventional torque control method.

Efficient statistical modeling for the compression of tree structured intermediate code

We propose a scheme for the compression of tree structured intermediate code consisting of a sequence of trees specified by a regular tree grammar. The scheme is based on arithmetic coding, and the model that works in conjunction with the coder is automatically generated from the syntactical specification of the tree language. Experiments on data sets consisting of intermediate code trees yield compression ratios ranging from 2.5 to 8, for file sizes ranging from 167 bytes to 1 megabyte.

Voltage and Temperature Scalable Standard Cell Leakage Models Based on Stacks for Statistical Leakage Characterization

With extensive use of dynamic voltage scaling (DVS) there is increasing need for voltage scalable models. Similarly, leakage being very sensitive to temperature motivates the need for a temperature scalable model as well. We characterize standard cell libraries for statistical leakage analysis based on models for transistor stacks. Modeling stacks has the advantage of using a single model across many gates there by reducing the number of models that need to be characterized. Our experiments on 15 different gates show that we needed only 23 models to predict the leakage across 126 input vector combinations. We investigate the use of neural networks for the combined PVT model, for the stacks, which can capture the effect of inter die, intra gate variations, supply voltage(0.6-1.2 V) and temperature (0 - 100degC) on leakage. Results show that neural network based stack models can predict the PDF of leakage current across supply voltage and temperature accurately with the average error in mean being less than 2% and that in standard deviation being less than 5% across a range of voltage, temperature.