Some Algorithms for Eigensubspace Estimation

An important tool in signal processing is the use of eigenvalue and singular value decompositions for extracting information from time-series/sensor array data. These tools are used in the so-called subspace methods that underlie solutions to the harmonic retrieval problem in time series and the directions-of-arrival (DOA) estimation problem in array processing. The subspace methods require the knowledge of eigenvectors of the underlying covariance matrix to estimate the parameters of interest. Eigenstructure estimation in signal processing has two important classes: (i) estimating the eigenstructure of the given covariance matrix and (ii) updating the eigenstructure estimates given the current estimate and new data. In this paper, we survey some algorithms for both these classes useful for harmonic retrieval and DOA estimation problems. We begin by surveying key results in the literature and then describe, in some detail, energy function minimization approaches that underlie a class of feedback neural networks. Our approaches estimate some or all of the eigenvectors corresponding to the repeated minimum eigenvalue and also multiple orthogonal eigenvectors corresponding to the ordered eigenvalues of the covariance matrix. Our presentation includes some supporting analysis and simulation results. We may point out here that eigensubspace estimation is a vast area and all aspects of this cannot be fully covered in a single paper. (C) 1995 Academic Press, Inc.

Stability of the viscous flow of a fluid through a flexible tube

The stability of the Hagen-Poiseuille flow of a Newtonian fluid in a tube of radius R surrounded by an incompressible viscoelastic medium of radius R < r < HR is analysed in the high Reynolds number regime. The dimensionless numbers that affect the fluid flow are the Reynolds number Re = (rho VR/eta), the ratio of the viscosities of the wall and fluid eta(r) = (eta(s)/eta), the ratio of radii H and the dimensionless velocity Gamma = (rho V-2/G)(1/2). Here rho is the density of the fluid, G is the coefficient of elasticity of the wall and V is the maximum fluid velocity at the centre of the tube. In the high Reynolds number regime, an asymptotic expansion in the small parameter epsilon = (1/Re) is employed. In the leading approximation, the viscous effects are neglected and there is a balance between the inertial stresses in the fluid and the elastic stresses in the medium. There are multiple solutions for the leading-order growth rate s((0)), all of which are imaginary, indicating that the fluctuations are neutrally stable, since there is no viscous dissipation of energy or transfer of energy from the mean flow to the fluctuations due to the Reynolds stress. There is an O(epsilon(1/2)) correction to the growth rate, s((1)), due to the presence of a wall layer of thickness epsilon(1/2)R where the viscous stresses are O(epsilon(1/2)) smaller than the inertial stresses. An energy balance analysis indicates that the transfer of energy from the mean flow to the fluctuations due to the Reynolds stress in the wall layer is exactly cancelled by an opposite transfer of equal magnitude due to the deformation work done at the interface, and there is no net transfer from the mean flow to the fluctuations. Consequently, the fluctuations are stabilized by the viscous dissipation in the wall layer, and the real part of s(1) is negative. However, there are certain values of Gamma and wavenumber k where s((1)) = 0. At these points, the wall layer amplitude becomes zero because the tangential velocity boundary condition is identically satisfied by the inviscid flow solution. The real part of the O(epsilon) correction to the growth rate s((2)) turns out to be negative at these points, indicating a small stabilizing effect due to the dissipation in the bulk of the fluid and the wall material. It is found that the minimum value of s((2)) increases proportional to (H-1)(-2) for (H-1) much less than 1 (thickness of wall much less than the tube radius), and decreases proportional to H-4 for H much greater than 1. The damping rate for the inviscid modes is smaller than that for the viscous wall and centre modes in a rigid tube, which have been determined previously using a singular perturbation analysis. Therefore, these are the most unstable modes in the flow through a flexible tube

Direct Cartesian-Space Solutions of Generalized Bloch Equations in the Rotating Frame

Analytical solutions of the generalized Bloch equations for an arbitrary set of initial values of the x, y, and z magnetization components are given in the rotating frame. The solutions involve the decoupling of the three coupled differential equations such that a third-order differential equation in each magnetization variable is obtained. In contrast to the previously reported solutions given by Torrey, the present attempt paves the way for more direct physical insight into the behavior of each magnetization component. Special cases have been discussed that highlight the utility of the general solutions. Representative trajectories of magnetization components are given, illustrating their behavior with respect to the values of off-resonance and initial conditions. (C) 1995 Academic Press, Inc.

MIMO Precoding With X- and Y- Codes

We consider a slow fading multiple-input multiple-output (MIMO) system with channel state information at both the transmitter and receiver. A well-known precoding scheme is based upon the singular value decomposition (SVD) of the channel matrix, which transforms the MIMO channel into parallel subchannels. Despite having low maximum likelihood decoding (MLD) complexity, this SVD precoding scheme provides a diversity gain which is limited by the diversity gain of the weakest subchannel. We therefore propose X- and Y-Codes, which improve the diversity gain of the SVD precoding scheme but maintain the low MLD complexity, by jointly coding information across a pair of subchannels. In particular, subchannels with high diversity gain are paired with those having low diversity gain. A pair of subchannels is jointly encoded using a 2 2 real matrix, which is fixed a priori and does not change with each channel realization. For X-Codes, these rotation matrices are parameterized by a single angle, while for Y-Codes, these matrices are left triangular matrices. Moreover, we propose X-, Y-Precoders with the same structure as X-, Y-Codes, but with encoding matrices adapted to each channel realization. We observed that X-Codes/Precoders are good for well-conditioned channels, while Y-Codes/Precoders are good for ill-conditioned channels.

Singularity structure of third-order dynamical systems .2

The singularity structure of the solutions of a general third-order system, with polynomial right-hand sides of degree less than or equal to two, is studied about a movable singular point, An algorithm for transforming the given third-order system to a third-order Briot-Bouquet system is presented, The dominant behavior of a solution of the given system near a movable singularity is used to construct a transformation that changes the given system directly to a third-order Briot-Bouquet system. The results of Horn for the third-order Briot-Bouquet system are exploited to give the complete form of the series solutions of the given third-order system; convergence of these series in a deleted neighborhood of the singularity is ensured, This algorithm is used to study the singularity structure of the solutions of the Lorenz system, the Rikitake system, the three-wave interaction problem, the Rabinovich system, the Lotka-Volterra system, and the May-Leonard system for different sets of parameter values. The proposed approach goes far beyond the ARS algorithm.

Predictive uncertainty of chaotic daily streamflow using ensemble wavelet networks approach

Perfect or even mediocre weather predictions over a long period are almost impossible because of the ultimate growth of a small initial error into a significant one. Even though the sensitivity of initial conditions limits the predictability in chaotic systems, an ensemble of prediction from different possible initial conditions and also a prediction algorithm capable of resolving the fine structure of the chaotic attractor can reduce the prediction uncertainty to some extent. All of the traditional chaotic prediction methods in hydrology are based on single optimum initial condition local models which can model the sudden divergence of the trajectories with different local functions. Conceptually, global models are ineffective in modeling the highly unstable structure of the chaotic attractor. This paper focuses on an ensemble prediction approach by reconstructing the phase space using different combinations of chaotic parameters, i.e., embedding dimension and delay time to quantify the uncertainty in initial conditions. The ensemble approach is implemented through a local learning wavelet network model with a global feed-forward neural network structure for the phase space prediction of chaotic streamflow series. Quantification of uncertainties in future predictions are done by creating an ensemble of predictions with wavelet network using a range of plausible embedding dimensions and delay times. The ensemble approach is proved to be 50% more efficient than the single prediction for both local approximation and wavelet network approaches. The wavelet network approach has proved to be 30%-50% more superior to the local approximation approach. Compared to the traditional local approximation approach with single initial condition, the total predictive uncertainty in the streamflow is reduced when modeled with ensemble wavelet networks for different lead times. Localization property of wavelets, utilizing different dilation and translation parameters, helps in capturing most of the statistical properties of the observed data. The need for taking into account all plausible initial conditions and also bringing together the characteristics of both local and global approaches to model the unstable yet ordered chaotic attractor of a hydrologic series is clearly demonstrated.

Absolute Entropy and Energy of Carbon Dioxide Using the Two-Phase Thermodynamic Model

The two-phase thermodynamic (2PT) model is used to determine the absolute entropy and energy of carbon dioxide over a wide range of conditions from molecular dynamics trajectories. The 2PT method determines the thermodynamic properties by applying the proper statistical mechanical partition function to the normal modes of a fluid. The vibrational density of state (DoS), obtained from the Fourier transform of the velocity autocorrelation function, converges quickly, allowing the free energy, entropy, and other thermodynamic properties to be determined from short 20-ps MD trajectories. The anharmonic effects in the vibrations are accounted for by the broadening of the normal modes into bands from sampling the velocities over the trajectory. The low frequency diffusive modes, which lead to finite DoS at zero frequency, are accounted for by considering the DoS as a superposition of gas-phase and solid-phase components (two phases). The analytical decomposition of the DoS allows for an evaluation of properties contributed by different types of molecular motions. We show that this 2PT analysis leads to accurate predictions of entropy and energy of CO2 over a wide range of conditions (from the triple point to the critical point of both the vapor and the liquid phases along the saturation line). This allows the equation of state of CO2 to be determined, which is limited only by the accuracy of the force field. We also validated that the 2PT entropy agrees with that determined from thermodynamic integration, but 2PT requires only a fraction of the time. A complication for CO2 is that its equilibrium configuration is linear, which would have only two rotational modes, but during the dynamics it is never exactly linear, so that there is a third mode from rotational about the axis. In this work, we show how to treat such linear molecules in the 2PT framework.

Precoding with X-codes to increase capacity with discrete input alphabets

We consider Gaussian multiple-input multiple-output (MIMO) channels with discrete input alphabets. We propose a non-diagonal precoder based on X-Codes in to increase the mutual information. The MIMO channel is transformed into a set of parallel subchannels using Singular Value Decomposition (SVD) and X-codes are then used to pair the subchannels. X-Codes are fully characterized by the pairings and the 2 × 2 real rotation matrices for each pair (parameterized with a single angle). This precoding structure enables to express the total mutual information as a sum of the mutual information of all the pairs. The problem of finding the optimal precoder with the above structure, which maximizes the total mutual information, is equivalent to i) optimizing the rotation angle and the power allocation within each pair and ii) finding the optimal pairing and power allocation among the pairs. It is shown that the mutual information achieved with the proposed pairing scheme is very close to that achieved with the optimal precoder by Cruz et al., and significantly better than mercury/waterfilling strategy by Lozano et al.. Our approach greatly simplifies both the precoder optimization and the detection complexity, making it suitable for practical applications.

X-Codes: A Low Complexity Full-Rate High-Diversity Achieving Precoder for TDD MIMO Systems

We consider a time division duplex multiple-input multiple-output (nt × nr MIMO). Using channel state information (CSI) at the transmitter, singular value decomposition (SVD) of the channel matrix is performed. This transforms the MIMO channel into parallel subchannels, but has a low overall diversity order. Hence, we propose X-Codes which achieve a higher diversity order by pairing the subchannels, prior to SVD preceding. In particular, each pair of information symbols is encoded by a fixed 2 × 2 real rotation matrix. X-Codes can be decoded using nr very low complexity two-dimensional real sphere decoders. Error probability analysis for X-Codes enables us to choose the optimal pairing and the optimal rotation angle for each pair. Finally, we show that our new scheme outperforms other low complexity precoding schemes.

Precoding by Pairing Subchannels to Increase MIMO Capacity With Discrete Input Alphabets

We consider Gaussian multiple-input multiple-output (MIMO) channels with discrete input alphabets. We propose a non-diagonal precoder based on the X-Codes in 1] to increase the mutual information. The MIMO channel is transformed into a set of parallel subchannels using singular value decomposition (SVD) and X-Codes are then used to pair the subchannels. X-Codes are fully characterized by the pairings and a 2 x 2 real rotation matrix for each pair (parameterized with a single angle). This precoding structure enables us to express the total mutual information as a sum of the mutual information of all the pairs. The problem of finding the optimal precoder with the above structure, which maximizes the total mutual information, is solved by: i) optimizing the rotation angle and the power allocation within each pair and ii) finding the optimal pairing and power allocation among the pairs. It is shown that the mutual information achieved with the proposed pairing scheme is very close to that achieved with the optimal precoder by Cruz et al., and is significantly better than Mercury/waterfilling strategy by Lozano et al. Our approach greatly simplifies both the precoder optimization and the detection complexity, making it suitable for practical applications.

Evaluation and improvement of total transfer capability - A case study

With deregulation, the total transfer capability (TTC) calculation, which is the basis for evaluating available transfer capability (ATC), has become very significant. TTC is an important index in power markets with large volume of inter-area power exchanges and wheeling transactions taking place on an hourly basis. Its computation helps to achieve a viable technical and commercial transmission operation. The aim of the paper is to evaluate TTC in the interconnections and also to improve it using reactive optimization technique and UPFC devices. Computations are carried out for normal and contingency cases such as single line, tie line and generator outages. Base and optimized results are presented, and the results show how reactive optimization and unified power flow controller help to improve the system conditions. In this paper repeated power flow method is used to calculate TTC due to its ease of implementation. A case study is carried out on a 205 bus equivalent system, a part of Indian Southern grid. Parameters like voltage magnitude, L-index, minimum singular value and MW losses are computed to analyze the system performance.

Glassy behavior in neural network models of associative memory

Neural network models of associative memory exhibit a large number of spurious attractors of the network dynamics which are not correlated with any memory state. These spurious attractors, analogous to "glassy" local minima of the energy or free energy of a system of particles, degrade the performance of the network by trapping trajectories starting from states that are not close to one of the memory states. Different methods for reducing the adverse effects of spurious attractors are examined with emphasis on the role of synaptic asymmetry. (C) 2002 Elsevier Science B.V. All rights reserved.

Hydrogen-bond dynamics near a micellar surface: Origin of the universal slow relaxation at complex aqueous interfaces

The dynamics of hydrogen bonds among water molecules themselves and with the polar head groups (PHG) at a micellar surface have been investigated by long molecular dynamics simulations. The lifetime of the hydrogen bond between a PHG and a water molecule is found to be much longer than that between any two water molecules, and is likely to be a general feature of hydrophilic surfaces of organized assemblies. Analyses of individual water trajectories suggest that water molecules can remain bound to the micellar surface for more than 100 ps. The activation energy for such a transition from the bound to a free state for the water molecules is estimated to be about 3.5 kcal/mol.

Stability of the flow of a fluid through a flexible tube at high Reynolds number

The stability of the Hagen-Poiseuille flow of a Newtonian fluid in a tube of radius R surrounded by an incompressible viscoelastic medium of radius R < r < HR is analysed in the high Reynolds number regime. The dimensionless numbers that affect the fluid flow are the Reynolds number Re = (ρVR / η), the ratio of the viscosities of the wall and fluid ηr = (ηs/η), the ratio of radii H and the dimensionless velocity Γ = (ρV2/G)1/2. Here ρ is the density of the fluid, G is the coefficient of elasticity of the wall and Vis the maximum fluid velocity at the centre of the tube. In the high Reynolds number regime, an asymptotic expansion in the small parameter ε = (1/Re) is employed. In the leading approximation, the viscous effects are neglected and there is a balance between the inertial stresses in the fluid and the elastic stresses in the medium. There are multiple solutions for the leading-order growth rate do), all of which are imaginary, indicating that the fluctuations are neutrally stable, since there is no viscous dissipation of energy or transfer of energy from the mean flow to the fluctruations due to the Reynolds strees. There is an O(ε1/2) correction to the growth rate, s(1), due to the presence of a wall layer of thickness ε1/2R where the viscous stresses are O(ε1/2) smaller than the inertial stresses. An energy balance analysis indicates that the transfer of energy from the mean flow to the fluctuations due to the Reynolds stress in the wall layer is exactly cancelled by an opposite transfer of equal magnitude due to the deformation work done at the interface, and there is no net transfer from the mean flow to the fluctuations. Consequently, the fluctuations are stabilized by the viscous dissipation in the wall layer, and the real part of s(1) is negative. However, there are certain values of Γ and wavenumber k where s(l) = 0. At these points, the wail layer amplitude becomes zero because the tangential velocity boundary condition is identically satisfied by the inviscid flow solution. The real part of the O(ε) correction to the growth rate s(2) turns out to be negative at these points, indicating a small stabilizing effect due to the dissipation in the bulk of the fluid and the wall material. It is found that the minimum value of s(2) increases [is proportional to] (H − 1)−2 for (H − 1) [double less-than sign] 1 (thickness of wall much less than the tube radius), and decreases [is proportional to] (H−4 for H [dbl greater-than sign] 1. The damping rate for the inviscid modes is smaller than that for the viscous wall and centre modes in a rigid tube, which have been determined previously using a singular perturbation analysis. Therefore, these are the most unstable modes in the flow through a flexible tube.

On the solution of the problem of scattering of surface water waves by a sharp discontinuity in the surface boundary conditions

Closed-form analytical expressions are derived for the reflection and transmission coefficients for the problem of scattering of surface water waves by a sharp discontinuity in the surface-boundary-conditions, for the case of deep water. The method involves the use of the Havelock-type expansion of the velocity potential along with an analysis to solve a Carleman-type singular integral equation over a semi-infinite range. This method of solution is an alternative to the Wiener-Hopf technique used previously.