Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters I. Algorithm

The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

Single network adaptive critic design for power system stabilisers

The recently developed single network adaptive critic (SNAC) design has been used in this study to design a power system stabiliser (PSS) for enhancing the small-signal stability of power systems over a wide range of operating conditions. PSS design is formulated as a discrete non-linear quadratic regulator problem. SNAC is then used to solve the resulting discrete-time optimal control problem. SNAC uses only a single critic neural network instead of the action-critic dual network architecture of typical adaptive critic designs. SNAC eliminates the iterative training loops between the action and critic networks and greatly simplifies the training procedure. The performance of the proposed PSS has been tested on a single machine infinite bus test system for various system and loading conditions. The proposed stabiliser, which is relatively easier to synthesise, consistently outperformed stabilisers based on conventional lead-lag and linear quadratic regulator designs.

Radiation induced depinning of a charge density wave system

The frequency-dependent response of a pinned charge density wave is considered in terms of forced vibration of an oscillator held in an anharmonic well. It is shown that the effective pinning-frequency can be reduced by applying a d.c. field. If a strong a.c. field, superposed on a d.c. field is applied on such a system “jumps” can be observed in the frequency dependent response of the system. The conditions at which these “jumps” occur are investigated with reference to NbSe3. The possibility of observing such phenomena in other systems like superionic conductors, non-linear dielectrics like ferroelectrics is pointed out. The characteristics are expressed in terms of some “scaled variables” — in terms of which the characteristics show a universal behaviour

On a generalized dynamic model of bi-state social interaction processes

A non-linear model, construed as a generalized version of the models put forth earlier for the study of bi-state social interaction processes, is proposed in this study. The feasibility of deriving the dynamics of such processes is demonstrated by establishing equivalence between the non-linear model and a higher order linear model.

An analytical approach to the study of a class of bi-state social interaction processes

Sufficient conditions for obtaining an equivalent linear model to classes of non-linear, bi-state, social interaction processes are derived. These parametric constraints, when satisfied, permit analytical determination of the dynamics of the non-linear process of social interaction.

Influence of adhesive non-linearities on the performance and optimal length of adhesive bonded joints

An analytical study for the static strength of adhesive lap joints is presented. The earlier solutions of Volkersen [i], DeBruyne[2] and others were limited to linear adhesives. The influence of adhesive non-linearity was first considered by Grimes' et al[3] and Dickson et al [4]. Recently Hart-Smith[5] successfully introduced elastic-plastic behaviour of the adhesive. In the present study the problem is formulated for general non-linear adhesive behaviour and an efficient numerical algorithm is written for the solution. Bilinear and trilinear models for the nonlinearity yield closed form analytical solutions.

CFD analysis of high frequency miniature pulse tube refrigerators for space applications with thermal non-equilibrium model

High frequency, miniature, pulse tube cryocoolers are extensively used in space applications because of their simplicity. Parametric studies of inertance type pulse tube cooler are performed with different length-to-diameter ratios of the pulse tube with the help of the FLUENT (R) package. The local thermal non-equilibrium of the gas and the matrix is taken into account for the modeling of porous zones, in addition to the wall thickness of the components. Dynamic characteristics and the actual mechanism of energy transfer in pulse are examined with the help of the pulse tube wall time constant. The heat interaction between pulse tube wall and the oscillating gas, leading to surface heat pumping, is quantified. The axial heat conduction is found to reduce the performance of the pulse tube refrigerator. The thermal non-equilibrium predicts a higher cold heat exchanger temperature compared to thermal equilibrium. The pressure drop through the porous medium has a strong non-linear effect due to the dominating influence of Forchheimer term over that of the linear Darcy term at high operating frequencies. The phase angle relationships among the pressure, temperature and the mass flow rate in the porous zones are also important in determining the performance of pulse tuberefrigerator.

Thermoelectric power in ultrathin films, quantum wires and carbon nanotubes under classically large magnetic field: Simplified theory and relative comparison

We study the thermoelectric power under classically large magnetic field (TPM) in ultrathin films (UFs), quantum wires (QWs) of non-linear optical materials on the basis of a newly formulated electron dispersion law considering the anisotropies of the effective electron masses, the spin-orbit splitting constants and the presence of the crystal field splitting within the framework of k.p formalism. The results of quantum confined III-V compounds form the special cases of our generalized analysis. The TPM has also been studied for quantum confined II-VI, stressed materials, bismuth and carbon nanotubes (CNs) on the basis of respective dispersion relations. It is found taking quantum confined CdGeAs2, InAs, InSb, CdS, stressed n-InSb and Bi that the TPM increases with increasing film thickness and decreasing electron statistics exhibiting quantized nature for all types of quantum confinement. The TPM in CNs exhibits oscillatory dependence with increasing carrier concentration and the signature of the entirely different types of quantum systems are evident from the plots. Besides, under certain special conditions, all the results for all the materials gets simplified to the well-known expression of the TPM for non-degenerate materials having parabolic energy bands, leading to the compatibility test. (C) 2009 Elsevier B.V. All rights reserved.

Bond graph model of doubly fed three phase induction motor using the Axis Rotator element for frame transformation

Induction motor is a typical member of a multi-domain, non-linear, high order dynamic system. For speed control a three phase induction motor is modelled as a d–q model where linearity is assumed and non-idealities are ignored. Approximation of the physical characteristic gives a simulated behaviour away from the natural behaviour. This paper proposes a bond graph model of an induction motor that can incorporate the non-linearities and non-idealities thereby resembling the physical system more closely. The model is validated by applying the linearity and idealities constraints which shows that the conventional ‘abc’ model is a special case of the proposed generalised model.

Modeling of magnetostrictive materials and structures

The constitutive model for a magnetostrictive material and its effect on the structural response is presented in this article. The example of magnetostrictive material considered is the TERFENOL-D. As like the piezoelectric material, this material has two constitutive laws, one of which is the sensing law and the other is the actuation law, both of which are highly coupled and non-linear. For the purpose of analysis, the constitutive laws can be characterized as coupled or uncoupled and linear or non linear. Coupled model is studied without assuming any explicit direct relationship with magnetic field. In the linear coupled model, which is assumed to preserve the magnetic flux line continuity, the elastic modulus, the permeability and magneto-elastic constant are assumed as constant. In the nonlinear-coupled model, the nonlinearity is decoupled and solved separately for the magnetic domain and the mechanical domain using two nonlinear curves, namely the stress vs. strain curve and the magnetic flux density vs. magnetic field curve. This is performed by two different methods. In the first, the magnetic flux density is computed iteratively, while in the second, the artificial neural network is used, where in the trained network will give the necessary strain and magnetic flux density for a given magnetic field and stress level. The effect of nonlinearity is demonstrated on a simple magnetostrictive rod.

The Photoemission from Quantum Wells, Wires and Carbon Nanotubes:Simplified Theory and Relative Comparison

We investigate the photoemission from quantum wells (QWs) in ultrathin films (UFs) and quantum well wires (QWWs) of non-linear optical materials on the basis of a newly formulated electron dispersion law considering the anisotropies of the effective electron masses, the spin-orbit splitting constants and the presence of the crystal field splitting within the framework of k.p formalism. The results of quantum confined Ill-V compounds form the special cases of our generalized analysis. The photoemission has also been studied for quantum confined II-VI, n-GaP, n-Ge, PtSb2, stressed materials and Bismuth on the basis of respective dispersion relations. It has been found taking quantum confined CdGeAS(2), InAs, InSb, CdS, GaP, Ge, PtSb2, stressed n-InSb and B1 that the photoemission exhibits quantized variations with the incident photon energy, changing electron concentration and film thickness, respectively, for all types of quantum confinement. The photoemission from CNs exhibits oscillatory dependence with increasing normalized electron degeneracy and the signature of the entirely different types of quantum systems are evident from the plots. Besides, under certain special conditions, all the results for all the materials gets simplified to the well-known expression of photoemission from non-degenerate semiconductors and parabolic energy bands, leading to the compatibility test.

Formal Verification of Full-Wave Rectifier: A Case Study

We present a case study of formal verification of full-wave rectifier for analog and mixed signal designs. We have used the Checkmate tool from CMU [1], which is a public domain formal verification tool for hybrid systems. Due to the restriction imposed by Checkmate it necessitates to make the changes in the Checkmate implementation to implement the complex and non-linear system. Full-wave rectifier has been implemented by using the Checkmate custom blocks and the Simulink blocks from MATLAB from Math works. After establishing the required changes in the Checkmate implementation we are able to efficiently verify, the safety properties of the full-wave rectifier.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time,recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through a pseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets of measurements involving various load cases, we expedite the speed of thePD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time, recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through apseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets ofmeasurements involving various load cases, we expedite the speed of the PD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small. Copyright (C) 2009 John Wiley & Sons, Ltd.

Solvation dynamics in dipolar liquids

The time dependent response of a polar solvent to a changing charge distribution is studied in solvation dynamics. The change in the energy of the solute is measured by a time domain Stokes shift in the fluorescence spectrum of the solute. Alternatively, one can use sophisticated non-linear optical spectroscopic techniques to measure the energy fluctuation of the solute at equilibrium. In both methods, the measured dynamic response is expressed by the normalized solvation time correlation function, S(t). The latter is found to exhibit uniquefeatures reflecting both the static and dynamic characteristics of each solvent. For water, S(t) consists of a dominant sub-50 fs ultrafast component, followed by a multi-exponential decay. Acetonitrile exhibitsa sub-100 fs ultrafast component, followed by an exponential decay. Alcohols and amides show features unique to each solvent and solvent series. However, understanding and interpretation of these results have proven to be difficult, and often controversial. Theoretical studiesand computer simulations have greatly facilitated the understanding ofS(t) in simple systems. Recently solvation dynamics has been used extensively to explore dynamics of complex systems, like micelles and reverse micelles, protein and DNA hydration layers, sol-gel mixtures and polymers. In each case one observes rich dynamical features, characterized again by multi-exponential decays but the initial and final time constants are now widely separated. In this tutorial review, we discuss the difficulties in interpreting the origin of the observed behaviour in complex systems.