Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

Multiple support excitations of open-plane frames by a filtered white noise and soil-structure interaction

Seismic structural design is essentially the estimation of structural response to a forced motion, which may be deterministic or stochastic, imposed on the ground. The assumption that the same ground motion acts at every point of the base of the structure (or at every support) is not always justifiable; particularly in case of very large structures when considerable spatial variability in ground motion can exist over significant distances example long span bridges. This variability is partly due to the delay in arrival of the excitation at different supports (which is called the wave passage effect) and due to heterogeneity in the ground medium which results in incoherency and local effects. The current study examines the influence of the wave passage effect (in terms of delay in arrival of horizontal ground excitation at different supports and neglecting transmission through the structure) on the response of a few open-plane frame building structures with soil-structure interaction. The ground acceleration has been modeled by a suitably filtered white noise. As a special case, the ground excitation at different supports has also been treated as statistically independent to model the extreme case of incoherence due to local effects and due to modifications to the ground motion resulting from wave reflections and refractions in heterogeneous soil media. The results indicate that, even for relatively short spanned building frames, wave passage effect can be significant. In the absence of soil-structure interaction, it can significantly increase the root mean square (rms) value of the shear in extreme end columns for the stiffer frames but has negligible effect on the flexible frames when total displacements are considered. It is seen that pseudo-static displacements increasingly contribute to the rms value of column shear as the time delay increases both for the stiffer and for the more flexible frames. When soil-structure interaction is considered, wave passage effect (in terms of total displacements) is significant only for low soil shear modulus, G. values (where soil-structure interaction significantly lowers the fundamental frequency) and for stiff frames. The contribution of pseudo-static displacement to these rms values is found to decrease with increase in G. In general, wave passage effect for most interactive frames is insignificant compared to the attenuating effect a decrease in G, has on the response of the interactive structure to uniform support excitation. When the excitations at different supports are statistically independent, it is seen that for both the stiff and flexible frames, the rms value of the column shear in extreme end columns is several times larger (more for the stiffer frames) than the value corresponding to uniform base excitation with the pseudo-static displacements contributing over 99% of the rms value of column shear. Soil-structure interaction has an attenuating effect on the rms value of the column shear, the effect decreasing with increase in G,. Here too, the pseudo-static displacements contribute very largely to the column shear. The influence of the wave passage effect on the response of three 2-bay frames with and without soil-structure interaction to a recorded horizontal accelerogram is also examined. (C) 2010 Elsevier Ltd. All rights reserved.

Prediction of breakout noise from an elliptical duct of finite length

This paper describes a predictive model for breakout noise from an elliptical duct or shell of finite length. The transmission mechanism is essentially that of ``mode coupling'', whereby higher structural modes in the duct walls get excited because of non-circularity of the wall. Effect of geometry has been taken care of by evaluating Fourier coefficients of the radius of curvature. The noise radiated from the duct walls is represented by that from a finite vibrating length of a semi infinite cylinder in a free field. Emphasis is on understanding the physics of the problem as well as analytical modeling. The analytical model is validated with 3-D FEM. Effects of the ovality, curvature, and axial terminations of the duct have been demonstrated. (C) 2010 Institute of Noise Control Engineering.

Phase diagram of a hard-sphere system in a quenched random potential: A numerical study

We report numerical results for the phase diagram in the density-disorder plane of a hard-sphere system in the presence of quenched, random, pinning disorder. Local minima of a discretized version of the Ramakrishnan-Yussouff free energy functional are located numerically and their relative stability is studied as a function of the density and the strength of disorder. Regions in the phase diagram corresponding to liquid, glassy, and nearly crystalline states are mapped out, and the nature of the transitions is determined. The liquid to glass transition changes from first to second order as the strength of the disorder is increased. For weak disorder, the system undergoes a first-order crystallization transition as the density is increased. Beyond a critical value of the disorder strength, this transition is replaced by a continuous glass transition. Our numerical results are compared with those of analytical work on the same system. Implications of our results for the field-temperature phase diagram of type-II superconductors are discussed.

A soluble random-matrix model for relaxation in quantum systems

We study the relaxation of a degenerate two-level system interacting with a heat bath, assuming a random-matrix model for the system-bath interaction. For times larger than the duration of a collision and smaller than the Poincaré recurrence time, the survival probability of still finding the system at timet in the same state in which it was prepared att=0 is exactly calculated.

Reducing the babel in plant volatile communication: using the forest to see the trees

While plants of a single species emit a diversity of volatile organic compounds (VOCs) to attract or repel interacting organisms, these specific messages may be lost in the midst of the hundreds of VOCs produced by sympatric plants of different species, many of which may have no signal content. Receivers must be able to reduce the babel or noise in these VOCs in order to correctly identify the message. For chemical ecologists faced with vast amounts of data on volatile signatures of plants in different ecological contexts, it is imperative to employ accurate methods of classifying messages, so that suitable bioassays may then be designed to understand message content. We demonstrate the utility of `Random Forests' (RF), a machine-learning algorithm, for the task of classifying volatile signatures and choosing the minimum set of volatiles for accurate discrimination, using datam from sympatric Ficus species as a case study. We demonstrate the advantages of RF over conventional classification methods such as principal component analysis (PCA), as well as data-mining algorithms such as support vector machines (SVM), diagonal linear discriminant analysis (DLDA) and k-nearest neighbour (KNN) analysis. We show why a tree-building method such as RF, which is increasingly being used by the bioinformatics, food technology and medical community, is particularly advantageous for the study of plant communication using volatiles, dealing, as it must, with abundant noise.

Aerodynamic noise from wave-turbulence interaction

Abstract. In order to estimate the acoustic energy scattered when a unit volume of free turbulence, such as in free jets, interacts with a plane steady sound wave, theoretical expressions are derived for two simple models of turbulence: eddy model and isotropic model. The effect of convection by mean motion of the energy-bearing eddies on the incident sound wave and on the sound generated from wave-turbulence interaction is taken into account. Finally, by means of a representative calculation,the directionality pattern and Mach number dependence of the noise so generated is discussed.

Random matrices: Universality of ESDs and the circular law

Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x, Im lambda(i) <= y}vertical bar be the empirical spectral distribution (ESD) of its eigenvalues lambda(i) is an element of C, i = l, ... , n. We consider the limiting distribution (both in probability and in the almost sure convergence sense) of the normalized ESD mu(1/root n An) of a random matrix A(n) = (a(ij))(1 <= i, j <= n), where the random variables a(ij) - E(a(ij)) are i.i.d. copies of a fixed random variable x with unit variance. We prove a universality principle for such ensembles, namely, that the limit distribution in question is independent of the actual choice of x. In particular, in order to compute this distribution, one can assume that x is real or complex Gaussian. As a related result, we show how laws for this ESD follow from laws for the singular value distribution of 1/root n A(n) - zI for complex z. As a corollary, we establish the circular law conjecture (both almost surely and in probability), which asserts that mu(1/root n An) converges to the uniform measure on the unit disc when the a(ij) have zero mean.

Noise minimization in RC-active filters using generalized impedance converters

A procedure has been given for minimizing the total output noise of a Generalized Impedance Converter (GIC), subject to constraints dictated by signal handling capability of the Operational Amplifiers and ease of microcircuit fabrication. The noise reduction is achieved only by the adjustment of RC elements of the GIC, and the total output noise after optimization in the example cited is close to the theoretical lower limit. The output noise of a higher-order filter can be reduced by RC-optimizing the individual GIC's of the active realization. Experimental results on a 20–24 kHz channel bank band-pass filter demonstrate the effectiveness of the above procedure.

Algorithms for Colouring Random k-colourable Graphs

The k-colouring problem is to colour a given k-colourable graph with k colours. This problem is known to be NP-hard even for fixed k greater than or equal to 3. The best known polynomial time approximation algorithms require n(delta) (for a positive constant delta depending on k) colours to colour an arbitrary k-colourable n-vertex graph. The situation is entirely different if we look at the average performance of an algorithm rather than its worst-case performance. It is well known that a k-colourable graph drawn from certain classes of distributions can be ii-coloured almost surely in polynomial time. In this paper, we present further results in this direction. We consider k-colourable graphs drawn from the random model in which each allowed edge is chosen independently with probability p(n) after initially partitioning the vertex set into ii colour classes. We present polynomial time algorithms of two different types. The first type of algorithm always runs in polynomial time and succeeds almost surely. Algorithms of this type have been proposed before, but our algorithms have provably exponentially small failure probabilities. The second type of algorithm always succeeds and has polynomial running time on average. Such algorithms are more useful and more difficult to obtain than the first type of algorithms. Our algorithms work as long as p(n) greater than or equal to n(-1+is an element of) where is an element of is a constant greater than 1/4.

A study of the spectrum of an acoustic field in shallow water due to noise sources at the surface

An expression for the spectrum and cross spectrum of an acoustic field measured at two vertically separated sensors in shallow water has been obtained for any correlated noise sources distributed over the surface. Numerical results are presented for the case where the noise sources, white noise and wind-induced colored noise, are contained within a circular disk centered over the sensors. The acoustic field is generally inhomogeneous except when the channel is deep. The coherence function becomes real for a large disk, for a radius greater than 25 times the depth of the channel, decreases with further increase of the size of the disk, and finally tapers off after certain limiting size, approximately given by 1/alpha, where alpha is the attenuation coefficient.

Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Search on a hypercubic lattice using a quantum random walk. I. d > 2

Random walks describe diffusion processes, where movement at every time step is restricted to only the neighboring locations. We construct a quantum random walk algorithm, based on discretization of the Dirac evolution operator inspired by staggered lattice fermions. We use it to investigate the spatial search problem, that is, to find a marked vertex on a d-dimensional hypercubic lattice. The restriction on movement hardly matters for d > 2, and scaling behavior close to Grover's optimal algorithm (which has no restriction on movement) can be achieved. Using numerical simulations, we optimize the proportionality constants of the scaling behavior, and demonstrate the approach to that for Grover's algorithm (equivalent to the mean-field theory or the d -> infinity limit). In particular, the scaling behavior for d = 3 is only about 25% higher than the optimal d -> infinity value.

Search on a hypercubic lattice using a quantum random walk. II. d = 2

We investigate the spatial search problem on the two-dimensional square lattice, using the Dirac evolution operator discretized according to the staggered lattice fermion formalism. d = 2 is the critical dimension for the spatial search problem, where infrared divergence of the evolution operator leads to logarithmic factors in the scaling behavior. As a result, the construction used in our accompanying article A. Patel and M. A. Rahaman, Phys. Rev. A 82, 032330 (2010)] provides an O(root N ln N) algorithm, which is not optimal. The scaling behavior can be improved to O(root N ln N) by cleverly controlling the massless Dirac evolution operator by an ancilla qubit, as proposed by Tulsi Phys. Rev. A 78, 012310 (2008)]. We reinterpret the ancilla control as introduction of an effective mass at the marked vertex, and optimize the proportionality constants of the scaling behavior of the algorithm by numerically tuning the parameters.

Criticality of the exponential rate of decay for the largest nearest-neighbor link in random geometric graphs

Let n points be placed independently in d-dimensional space according to the density f(x) = A(d)e(-lambda parallel to x parallel to alpha), lambda, alpha > 0, x is an element of R-d, d >= 2. Let d(n) be the longest edge length of the nearest-neighbor graph on these points. We show that (lambda(-1) log n)(1-1/alpha) d(n) - b(n) converges weakly to the Gumbel distribution, where b(n) similar to ((d - 1)/lambda alpha) log log n. We also prove the following strong law for the normalized nearest-neighbor distance (d) over tilde (n) = (lambda(-1) log n)(1-1/alpha) d(n)/log log n: (d - 1)/alpha lambda <= lim inf(n ->infinity) (d) over tilde (n) <= lim sup(n ->infinity) (d) over tilde (n) <= d/alpha lambda almost surely. Thus, the exponential rate of decay alpha = 1 is critical, in the sense that, for alpha > 1, d(n) -> 0, whereas, for alpha <= 1, d(n) -> infinity almost surely as n -> infinity.