On the Selection of Optimum Savitzky-Golay Filters

Savitzky-Golay (S-G) filters are finite impulse response lowpass filters obtained while smoothing data using a local least-squares (LS) polynomial approximation. Savitzky and Golay proved in their hallmark paper that local LS fitting of polynomials and their evaluation at the mid-point of the approximation interval is equivalent to filtering with a fixed impulse response. The problem that we address here is, ``how to choose a pointwise minimum mean squared error (MMSE) S-G filter length or order for smoothing, while preserving the temporal structure of a time-varying signal.'' We solve the bias-variance tradeoff involved in the MMSE optimization using Stein's unbiased risk estimator (SURE). We observe that the 3-dB cutoff frequency of the SURE-optimal S-G filter is higher where the signal varies fast locally, and vice versa, essentially enabling us to suitably trade off the bias and variance, thereby resulting in near-MMSE performance. At low signal-to-noise ratios (SNRs), it is seen that the adaptive filter length algorithm performance improves by incorporating a regularization term in the SURE objective function. We consider the algorithm performance on real-world electrocardiogram (ECG) signals. The results exhibit considerable SNR improvement. Noise performance analysis shows that the proposed algorithms are comparable, and in some cases, better than some standard denoising techniques available in the literature.

Stiff string approximations in Rayleigh-Ritz method for rotating beams

The governing differential equation of the rotating beam reduces to that of a stiff string when the centrifugal force is assumed as constant. The solution of the static homogeneous part of this equation is enhanced with a polynomial term and used in the Rayleighs method. Numerical experiments show better agreement with converged finite element solutions compared to polynomials. Using this as an estimate for the first mode shape, higher mode shape approximations are obtained using Gram-Schmidt orthogonalization. Estimates for the first five natural frequencies of uniform and tapered beams are obtained accurately using a very low order Rayleigh-Ritz approximation.

AEROSAT - a space-borne sensor for continental aerosols: evaluation of the conceptual model

Even though satellite observations are the most effective means to gather global information in a short span of time, the challenges in this field still remain over continental landmass, despite most of the aerosol sources being land-based. This is a hurdle in global and regional aerosol climate forcing assessment. Retrieval of aerosol properties over land is complicated due to irregular terrain characteristics and the high and largely uncertain surface reflection which acts as `noise' to the much smaller amount of radiation scattered by aerosols, which is the `signal'. In this paper, we describe a satellite sensor the - `Aerosol Satellite (AEROSAT)', which is capable of retrieving aerosols over land with much more accuracy and reduced dependence on models. The sensor, utilizing a set of multi-spectral and multi-angle measurements of polarized components of radiation reflected from the Earth's surface, along with measurements of thermal infrared broadband radiance, results in a large reduction of the `noise' component (compared to the `signal). A conceptual engineering model of AEROSAT has been designed, developed and used to measure the land-surface features in the visible spectral band. Analysing the received signals using a polarization radiative transfer approach, we demonstrate the superiority of this method. It is expected that satellites carrying sensors following the AEROSAT concept would be `self-sufficient', to obtain all the relevant information required for aerosol retrieval from its own measurements.

Assessing severe Drought and wet events over India in a future climate using a nested bias-correction approach

General circulation models (GCMs) are routinely used to simulate future climatic conditions. However, rainfall outputs from GCMs are highly uncertain in preserving temporal correlations, frequencies, and intensity distributions, which limits their direct application for downscaling and hydrological modeling studies. To address these limitations, raw outputs of GCMs or regional climate models are often bias corrected using past observations. In this paper, a methodology is presented for using a nested bias-correction approach to predict the frequencies and occurrences of severe droughts and wet conditions across India for a 48-year period (2050-2099) centered at 2075. Specifically, monthly time series of rainfall from 17 GCMs are used to draw conclusions for extreme events. An increasing trend in the frequencies of droughts and wet events is observed. The northern part of India and coastal regions show maximum increase in the frequency of wet events. Drought events are expected to increase in the west central, peninsular, and central northeast regions of India. (C) 2013 American Society of Civil Engineers.

On Uniform Approximate Solutions in Bending of Symmetric Laminated Plates

A layer-wise theory with the analysis of face ply independent of lamination is used in the bending of symmetric laminates with anisotropic plies. More realistic and practical edge conditions as in Kirchhoff's theory are considered. An iterative procedure based on point-wise equilibrium equations is adapted. The necessity of a solution of an auxiliary problem in the interior plies is explained and used in the generation of proper sequence of two dimensional problems. Displacements are expanded in terms of polynomials in thickness coordinate such that continuity of transverse stresses across interfaces is assured. Solution of a fourth order system of a supplementary problem in the face ply is necessary to ensure the continuity of in-plane displacements across interfaces and to rectify inadequacies of these polynomial expansions in the interior distribution of approximate solutions. Vertical deflection does not play any role in obtaining all six stress components and two in-plane displacements. In overcoming lacuna in Kirchhoff's theory, widely used first order shear deformation theory and other sixth and higher order theories based on energy principles at laminate level in smeared laminate theories and at ply level in layer-wise theories are not useful in the generation of a proper sequence of 2-D problems converging to 3-D problems. Relevance of present analysis is demonstrated through solutions in a simple text book problem of simply supported square plate under doubly sinusoidal load.

On existence of periodic solutions for stable interval plants with odd, sector type nonlinearities

In several systems, the physical parameters of the system vary over time or operating points. A popular way of representing such plants with structured or parametric uncertainties is by means of interval polynomials. However, ensuring the stability of such systems is a robust control problem. Fortunately, Kharitonov's theorem enables the analysis of such interval plants and also provides tools for design of robust controllers in such cases. The present paper considers one such case, where the interval plant is connected with a timeinvariant, static, odd, sector type nonlinearity in its feedback path. This paper provides necessary conditions for the existence of self sustaining periodic oscillations in such interval plants, and indicates a possible design algorithm to avoid such periodic solutions or limit cycles. The describing function technique is used to approximate the nonlinearity and subsequently arrive at the results. Furthermore, the value set approach, along with Mikhailov conditions, are resorted to in providing graphical techniques for the derivation of the conditions and subsequent design algorithm of the controller.

Analytical test functions for free vibration analysis of rotating non-homogeneous Timoshenko beams

In this paper, the governing equations for free vibration of a non-homogeneous rotating Timoshenko beam, having uniform cross-section, is studied using an inverse problem approach, for both cantilever and pinned-free boundary conditions. The bending displacement and the rotation due to bending are assumed to be simple polynomials which satisfy all four boundary conditions. It is found that for certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, the assumed polynomials serve as simple closed form solutions to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of analytical polynomial functions possible for material mass density, shear modulus and elastic modulus distributions, which share the same frequency and mode shape for a particular mode. The derived results are intended to serve as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of rotating non-homogeneous Timoshenko beams.

Frequency Domain Based Solution for Certain Class of Wave Equations: An exhaustive study of Numerical Solutions

The paper discusses the frequency domain based solution for a certain class of wave equations such as: a second order partial differential equation in one variable with constant and varying coefficients (Cantilever beam) and a coupled second order partial differential equation in two variables with constant and varying coefficients (Timoshenko beam). The exact solution of the Cantilever beam with uniform and varying cross-section and the Timoshenko beam with uniform cross-section is available. However, the exact solution for Timoshenko beam with varying cross-section is not available. Laplace spectral methods are used to solve these problems exactly in frequency domain. The numerical solution in frequency domain is done by discretisation in space by approximating the unknown function using spectral functions like Chebyshev polynomials, Legendre polynomials and also Normal polynomials. Different numerical methods such as Galerkin Method, Petrov- Galerkin method, Method of moments and Collocation method or the Pseudo-spectral method in frequency domain are studied and compared with the available exact solution. An approximate solution is also obtained for the Timoshenko beam with varying cross-section using Laplace Spectral Element Method (LSEM). The group speeds are computed exactly for the Cantilever beam and Timoshenko beam with uniform cross-section and is compared with the group speeds obtained numerically. The shear mode and the bending modes of the Timoshenko beam with uniform cross-section are separated numerically by applying a modulated pulse as the shear force and the corresponding group speeds for varying taper parameter in are obtained numerically by varying the frequency of the input pulse. An approximate expression for calculating group speeds corresponding to the shear mode and the bending mode, and also the cut-off frequency is obtained. Finally, we show that the cut-off frequency disappears for large in, for epsilon > 0 and increases for large in, for epsilon < 0.

Maximal Contractive Tuples

Maximality of a contractive tuple of operators is considered. A characterization for a contractive tuple to be maximal is obtained. The notion of maximality for a submodule of the Drury-Arveson module on the -dimensional unit ball is defined. For , it is shown that every submodule of the Hardy module over the unit disc is maximal. But for we prove that any homogeneous submodule or submodule generated by polynomials is not maximal. A characterization of maximal submodules is obtained.

A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

Polynomial Decompositions in Polynomial Time

Fix a prime p. Given a positive integer k, a vector of positive integers Delta = (Delta(1), Delta(2), ... , Delta(k)) and a function Gamma : F-p(k) -> F-p, we say that a function P : F-p(n) -> F-p is (k, Delta, Gamma)-structured if there exist polynomials P-1, P-2, ..., P-k : F-p(n) -> F-p with each deg(P-i) <= Delta(i) such that for all x is an element of F-p(n), P(x) = Gamma(P-1(x), P-2(x), ..., P-k(x)). For instance, an n-variate polynomial over the field Fp of total degree d factors nontrivially exactly when it is (2, (d - 1, d - 1), prod)- structured where prod(a, b) = a . b. We show that if p > d, then for any fixed k, Delta, Gamma, we can decide whether a given polynomial P(x(1), x(2), ..., x(n)) of degree d is (k, Delta, Gamma)-structured and if so, find a witnessing decomposition. The algorithm takes poly(n) time. Our approach is based on higher-order Fourier analysis.

Small signal Nonquasi-Static Model for Common Double-Gate MOSFETs Adapted to Gate Oxide Thickness Asymmetry

We present a physics-based closed form small signal Nonquasi-static (NQS) model for a long channel Common Double Gate MOSFET (CDG) by taking into account the asymmetry that may prevail between the gate oxide thickness. We use the unique quasi-linear relationship between the surface potentials along the channel to solve the governing continuity equation (CE) in order to develop the analytical expressions for the Y parameters. The Bessel function based solution of the CE is simplified in form of polynomials so that it could be easily implemented in any circuit simulator. The model shows good agreement with the TCAD simulation at-least till 4 times of the cut-off frequency for different device geometries and bias conditions.

B-Spline potential function for maximum a-posteriori image reconstruction in fluorescence microscopy

An iterative image reconstruction technique employing B-Spline potential function in a Bayesian framework is proposed for fluorescence microscopy images. B-splines are piecewise polynomials with smooth transition, compact support and are the shortest polynomial splines. Incorporation of the B-spline potential function in the maximum-a-posteriori reconstruction technique resulted in improved contrast, enhanced resolution and substantial background reduction. The proposed technique is validated on simulated data as well as on the images acquired from fluorescence microscopes (widefield, confocal laser scanning fluorescence and super-resolution 4Pi microscopy). A comparative study of the proposed technique with the state-of-art maximum likelihood (ML) and maximum-a-posteriori (MAP) with quadratic potential function shows its superiority over the others. B-Spline MAP technique can find applications in several imaging modalities of fluorescence microscopy like selective plane illumination microscopy, localization microscopy and STED. (C) 2015 Author(s).

Similarity of Matrices Over Local Rings of Length Two

Let R be a (commutative) local principal ideal ring of length two, for example, the ring R = Z/p(2)Z with p prime. In this paper, we develop a theory of normal forms for similarity classes in the matrix rings M-n (R) by interpreting them in terms of extensions of R t]-modules. Using this theory, we describe the similarity classes in M-n (R) for n <= 4, along with their centralizers. Among these, we characterize those classes which are similar to their transposes. Non-self-transpose classes are shown to exist for all n > 3. When R has finite residue field of order q, we enumerate the similarity classes and the cardinalities of their centralizers as polynomials in q. Surprisingly, the polynomials representing the number of similarity classes in M-n (R) turn out to have non-negative integer coefficients.

Lower Bounds for Sums of Powers of Low Degree Univariates

We consider the problem of representing a univariate polynomial f(x) as a sum of powers of low degree polynomials. We prove a lower bound of Omega(root d/t) for writing an explicit univariate degree-d polynomial f(x) as a sum of powers of degree-t polynomials.