A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification

A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the new filter is the gain-like additive update, designed to approximate the innovation integral in the KS equation and implemented through an annealing-type iterative procedure, which is aimed at rendering the innovation (observation prediction mismatch) for a given time-step to a zero-mean Brownian increment corresponding to the measurement noise. This may be contrasted with the weight-based multiplicative updates in most particle filters that are known to precipitate the numerical problem of weight collapse within a finite-ensemble setting. A study to estimate the a-priori error bounds in the proposed scheme is undertaken. The numerical evidence, presently gathered from the assessed performance of the proposed and a few other competing filters on a class of nonlinear dynamic system identification and target tracking problems, is suggestive of the remarkably improved convergence and accuracy of the new filter. (C) 2013 Elsevier B.V. All rights reserved.

Channel estimation relying on the minimum bit-error-ratio criterion for BPSK and QPSK signals

The authors consider the channel estimation problem in the context of a linear equaliser designed for a frequency selective channel, which relies on the minimum bit-error-ratio (MBER) optimisation framework. Previous literature has shown that the MBER-based signal detection may outperform its minimum-mean-square-error (MMSE) counterpart in the bit-error-ratio performance sense. In this study, they develop a framework for channel estimation by first discretising the parameter space and then posing it as a detection problem. Explicitly, the MBER cost function (CF) is derived and its performance studied, when transmitting binary phase shift keying (BPSK) and quadrature phase shift keying (QPSK) signals. It is demonstrated that the MBER based CF aided scheme is capable of outperforming existing MMSE, least square-based solutions.

Spatially Adaptive Kernel Regression Using Risk Estimation

An important question in kernel regression is one of estimating the order and bandwidth parameters from available noisy data. We propose to solve the problem within a risk estimation framework. Considering an independent and identically distributed (i.i.d.) Gaussian observations model, we use Stein's unbiased risk estimator (SURE) to estimate a weighted mean-square error (MSE) risk, and optimize it with respect to the order and bandwidth parameters. The two parameters are thus spatially adapted in such a manner that noise smoothing and fine structure preservation are simultaneously achieved. On the application side, we consider the problem of image restoration from uniform/non-uniform data, and show that the SURE approach to spatially adaptive kernel regression results in better quality estimation compared with its spatially non-adaptive counterparts. The denoising results obtained are comparable to those obtained using other state-of-the-art techniques, and in some scenarios, superior.

Bit Error Probability Analysis of SSK in DF Relaying with Threshold-Based Best Relay Selection and Selection Combining

In this letter, we analyze the end-to-end average bit error probability (ABEP) of space shift keying (SSK) in cooperative relaying with decode-and-forward (DF) protocol, considering multiple relays with a threshold based best relay selection, and selection combining of direct and relayed paths at the destination. We derive an exact analytical expression for the end-to-end ABEP in closed-form for binary SSK, where analytical results agree with simulation results. For non-binary SSK, approximate analytical and simulation results are presented.

Error analysis of discontinuous Galerkin methods for the Stokes problem under minimal regularity

In this article, we analyse several discontinuous Galerkin (DG) methods for the Stokes problem under minimal regularity on the solution. We assume that the velocity u belongs to H-0(1)(Omega)](d) and the pressure p is an element of L-0(2)(Omega). First, we analyse standard DG methods assuming that the right-hand side f belongs to H-1(Omega) boolean AND L-1(Omega)](d). A DG method that is well defined for f belonging to H-1(Omega)](d) is then investigated. The methods under study include stabilized DG methods using equal-order spaces and inf-sup stable ones where the pressure space is one polynomial degree less than the velocity space.

Hysteresis current controller for a general n-level inverter fed drive with online current error boundary computation and nearly constant switching frequency

A space vector-based hysteresis current controller for any general n-level three phase inverter fed induction motor drive is proposed in this study. It offers fast dynamics, inherent overload protection and low harmonic distortion for the phase voltages and currents. The controller performs online current error boundary calculations and a nearly constant switching frequency is obtained throughout the linear modulation range. The proposed scheme uses only the adjacent voltage vectors of the present sector, similar to space vector pulse-width modulation and exhibits fast dynamic behaviour under different transient conditions. The steps involved in the boundary calculation include the estimation of phase voltages from the current ripple, computation of switching time and voltage error vectors. Experimental results are given to show the performance of the drive at various speeds, effect of sudden change of the load, acceleration, speed reversal and validate the proposed advantages.

A Nearly Constant Switching Frequency Current Error Space Vector Based Hysteresis Controller for an IM Drive with 12-sided Polygonal Voltage Space Vectors

In this paper, a current error space vector (CESV) based hysteresis controller for a 12-sided polygonal voltage space vector inverter fed induction motor (IM) drive is proposed, for the first time. An open-end winding configuration is used for the induction motor. The proposed controller uses parabolic boundary with generalized vector selection logic for all sectors. The drive scheme is first studied with a space vector based PWM (SVPWM) control and from this the current error space phasor boundary is obtained. This current error space phasor boundary is approximated with four parabolas and then the system is run with space phasor based hysteresis PWM controller by limiting the CESV within the parabolic boundary. The proposed controller has increased modulation range, absence of 5th and 7th order harmonics for the entire modulation range, nearly constant switching frequency, fast dynamic response with smooth transition to the over modulation region and a simple controller implementation.

Channel Hardening-Exploiting Message Passing (CHEMP) Receiver in Large-Scale MIMO Systems

In this paper, we propose a multiple-input multiple-output (MIMO) receiver algorithm that exploits channel hardening that occurs in large MIMO channels. Channel hardening refers to the phenomenon where the off-diagonal terms of the matrix become increasingly weaker compared to the diagonal terms as the size of the channel gain matrix increases. Specifically, we propose a message passing detection (MPD) algorithm which works with the real-valued matched filtered received vector (whose signal term becomes, where is the transmitted vector), and uses a Gaussian approximation on the off-diagonal terms of the matrix. We also propose a simple estimation scheme which directly obtains an estimate of (instead of an estimate of), which is used as an effective channel estimate in the MPD algorithm. We refer to this receiver as the channel hardening-exploiting message passing (CHEMP) receiver. The proposed CHEMP receiver achieves very good performance in large-scaleMIMO systems (e.g., in systems with 16 to 128 uplink users and 128 base station antennas). For the considered large MIMO settings, the complexity of the proposed MPD algorithm is almost the same as or less than that of the minimum mean square error (MMSE) detection. This is because the MPD algorithm does not need a matrix inversion. It also achieves a significantly better performance compared to MMSE and other message passing detection algorithms using MMSE estimate of. Further, we design optimized irregular low density parity check (LDPC) codes specific to the considered large MIMO channel and the CHEMP receiver through EXIT chart matching. The LDPC codes thus obtained achieve improved coded bit error rate performance compared to off-the-shelf irregular LDPC codes.

Time-Domain Approach to Estimate Series Capacitance of an Isolated Phase Winding of a Transformer

Information available in frequency response data is equivalently available in the time domain as a response due to an impulse excitation. The idea to pursue this equivalence to estimate series capacitance is linked to the well-known fact that under impulse excitation, the line/neutral current in a transformer has three distinct components, of which, the initial capacitive component is the first to manifest, followed by the oscillatory and inductive components. Of these, the capacitive component is temporally well separated from the rest-a crucial feature permitting its direct access and analysis. Further, the winding initially behaves as a pure capacitive network, so the initial component must obviously originate from only the (series and shunt) capacitances. With this logic, it should therefore be possible to estimate series capacitance, just by measuring the initial capacitive component of line current and the total shunt capacitance. The principle of the method and details of its implementation on two actual isolated transformerwindings (uniformly wound) are presented. For implementation, a low-voltage recurrent surge generator, a current probe, and a digital oscilloscope are all that is needed. The method is simple and requires no programming and needs least user intervention, thus paving the way for its widespread use.

A novel method for studying the buckling of nanotubes considering geometrical imperfections

Buckling of nanotubes has been studied using many methods such as molecular dynamics (MD), molecular mechanics, and continuum-based shell theories. In MD, motion of the individual atoms is tracked under applied temperature and pressure, ensuring a reliable estimate of the material response. The response thus simulated varies for individual nanotubes and is only as accurate as the force field used to model the atomic interactions. On the other hand, there exists a rich literature on the understanding of continuum mechanics-based shell theories. Based on the observations on the behavior of nanotubes, there have been a number of shell theory-based approaches to study the buckling of nanotubes. Although some of these methods yield a reasonable estimate of the buckling stress, investigation and comparison of buckled mode shapes obtained from continuum analysis and MD are sparse. Previous studies show that the direct application of shell theories to study nanotube buckling often leads to erroneous results. The present study reveals that a major source of this error can be attributed to the departure of the shape of the nanotube from a perfect cylindrical shell. Analogous to the shell buckling in the macro-scale, in this work, the nanotube is modeled as a thin-shell with initial imperfection. Then, a nonlinear buckling analysis is carried out using the Riks method. It is observed that this proposed approach yields significantly improved estimate of the buckling stress and mode shapes. It is also shown that the present method can account for the variation of buckling stress as a function of the temperature considered. Hence, this can prove to be a robust method for a continuum analysis of nanosystems taking in the effect of variation of temperature as well.

Two timescale convergent Q-learning for sleep-scheduling in wireless sensor networks

In this paper, we consider an intrusion detection application for Wireless Sensor Networks. We study the problem of scheduling the sleep times of the individual sensors, where the objective is to maximize the network lifetime while keeping the tracking error to a minimum. We formulate this problem as a partially-observable Markov decision process (POMDP) with continuous stateaction spaces, in a manner similar to Fuemmeler and Veeravalli (IEEE Trans Signal Process 56(5), 2091-2101, 2008). However, unlike their formulation, we consider infinite horizon discounted and average cost objectives as performance criteria. For each criterion, we propose a convergent on-policy Q-learning algorithm that operates on two timescales, while employing function approximation. Feature-based representations and function approximation is necessary to handle the curse of dimensionality associated with the underlying POMDP. Our proposed algorithm incorporates a policy gradient update using a one-simulation simultaneous perturbation stochastic approximation estimate on the faster timescale, while the Q-value parameter (arising from a linear function approximation architecture for the Q-values) is updated in an on-policy temporal difference algorithm-like fashion on the slower timescale. The feature selection scheme employed in each of our algorithms manages the energy and tracking components in a manner that assists the search for the optimal sleep-scheduling policy. For the sake of comparison, in both discounted and average settings, we also develop a function approximation analogue of the Q-learning algorithm. This algorithm, unlike the two-timescale variant, does not possess theoretical convergence guarantees. Finally, we also adapt our algorithms to include a stochastic iterative estimation scheme for the intruder's mobility model and this is useful in settings where the latter is not known. Our simulation results on a synthetic 2-dimensional network setting suggest that our algorithms result in better tracking accuracy at the cost of only a few additional sensors, in comparison to a recent prior work.

TIME VARYING LINEAR PREDICTION USING SPARSITY CONSTRAINTS

Time-varying linear prediction has been studied in the context of speech signals, in which the auto-regressive (AR) coefficients of the system function are modeled as a linear combination of a set of known bases. Traditionally, least squares minimization is used for the estimation of model parameters of the system. Motivated by the sparse nature of the excitation signal for voiced sounds, we explore the time-varying linear prediction modeling of speech signals using sparsity constraints. Parameter estimation is posed as a 0-norm minimization problem. The re-weighted 1-norm minimization technique is used to estimate the model parameters. We show that for sparsely excited time-varying systems, the formulation models the underlying system function better than the least squares error minimization approach. Evaluation with synthetic and real speech examples show that the estimated model parameters track the formant trajectories closer than the least squares approach.

ELLIPSE FITTING USING FINITE RATE OF INNOVATION PRINCIPLES

We address the problem of parameter estimation of an ellipse from a limited number of samples. We develop a new approach for solving the ellipse fitting problem by showing that the x and y coordinate functions of an ellipse are finite-rate-of-innovation (FRI) signals. Uniform samples of x and y coordinate functions of the ellipse are modeled as a sum of weighted complex exponentials, for which we propose an efficient annihilating filter technique to estimate the ellipse parameters from the samples. The FRI framework allows for estimating the ellipse parameters reliably from partial or incomplete measurements even in the presence of noise. The efficiency and robustness of the proposed method is compared with state-of-art direct method. The experimental results show that the estimated parameters have lesser bias compared with the direct method and the estimation error is reduced by 5-10 dB relative to the direct method.

A Comparison of Machine Learning Techniques for Modeling River Flow Time Series: The Case of Upper Cauvery River Basin

Models of river flow time series are essential in efficient management of a river basin. It helps policy makers in developing efficient water utilization strategies to maximize the utility of scarce water resource. Time series analysis has been used extensively for modeling river flow data. The use of machine learning techniques such as support-vector regression and neural network models is gaining increasing popularity. In this paper we compare the performance of these techniques by applying it to a long-term time-series data of the inflows into the Krishnaraja Sagar reservoir (KRS) from three tributaries of the river Cauvery. In this study flow data over a period of 30 years from three different observation points established in upper Cauvery river sub-basin is analyzed to estimate their contribution to KRS. Specifically, ANN model uses a multi-layer feed forward network trained with a back-propagation algorithm and support vector regression with epsilon intensive-loss function is used. Auto-regressive moving average models are also applied to the same data. The performance of different techniques is compared using performance metrics such as root mean squared error (RMSE), correlation, normalized root mean squared error (NRMSE) and Nash-Sutcliffe Efficiency (NSE).

Assessment of land surface temperature and heat fluxes over Delhi using remote sensing data

Surface energy processes has an essential role in urban weather, climate and hydrosphere cycles, as well in urban heat redistribution. The research was undertaken to analyze the potential of Landsat and MODIS data in retrieving biophysical parameters in estimating land surface temperature & heat fluxes diurnally in summer and winter seasons of years 2000 and 2010 and understanding its effect on anthropogenic heat disturbance over Delhi and surrounding region. Results show that during years 2000-2010, settlement and industrial area increased from 5.66 to 11.74% and 4.92 to 11.87% respectively which in turn has direct effect on land surface temperature (LST) and heat fluxes including anthropogenic heat flux. Based on the energy balance model for land surface, a method to estimate the increase in anthropogenic heat flux (Has) has been proposed. The settlement and industrial areas has higher amounts of energy consumed and has high values of Has in all seasons. The comparison of satellite derived LST with that of field measured values show that Landsat estimated values are in close agreement within error of 2 degrees C than MODIS with an error of 3 degrees C. It was observed that, during 2000 and 2010, the average change in surface temperature using Landsat over settlement & industrial areas of both seasons is 1.4 degrees C & for MODIS data is 3.7 degrees C. The seasonal average change in anthropogenic heat flux (Has) estimated using Landsat & MODIS is up by around 38 W/m(2) and 62 W/m(2) respectively while higher change is observed over settlement and concrete structures. The study reveals that the dynamic range of Has values has increased in the 10 year period due to the strong anthropogenic influence over the area. The study showed that anthropogenic heat flux is an indicator of the strength of urban heat island effect, and can be used to quantify the magnitude of the urban heat island effect. (C) 2013 Elsevier Ltd. All rights reserved.