Estimation of nonlinearities from pseudodynamic and dynamic responses of bridge structures using the Delay Vector Variance method

Analysis of the variability in the responses of large structural systems and quantification of their linearity or nonlinearity as a potential non-invasive means of structural system assessment from output-only condition remains a challenging problem. In this study, the Delay Vector Variance (DVV) method is used for full scale testing of both pseudo-dynamic and dynamic responses of two bridges, in order to study the degree of nonlinearity of their measured response signals. The DVV detects the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. The pseudo-dynamic data is obtained from a concrete bridge during repair while the dynamic data is obtained from a steel railway bridge traversed by a train. We show that DVV is promising as a marker in establishing the degree to which a change in the signal nonlinearity reflects the change in the real behaviour of a structure. It is also useful in establishing the sensitivity of instruments or sensors deployed to monitor such changes. (C) 2015 Elsevier B.V. All rights reserved.

Reliable estimation via simulation

Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.

Modified linear prediction method for directions of arrival estimation of narrow-band plane waves

A modified linear prediction (MLP) method is proposed in which the reference sensor is optimally located on the extended line of the array. The criterion of optimality is the minimization of the prediction error power, where the prediction error is defined as the difference between the reference sensor and the weighted array outputs. It is shown that the L2-norm of the least-squares array weights attains a minimum value for the optimum spacing of the reference sensor, subject to some soft constraint on signal-to-noise ratio (SNR). How this minimum norm property can be used for finding the optimum spacing of the reference sensor is described. The performance of the MLP method is studied and compared with that of the linear prediction (LP) method using resolution, detection bias, and variance as the performance measures. The study reveals that the MLP method performs much better than the LP technique.

Robust Semi-Blind Estimation for Beamforming Based MIMO Wireless Communication

In this paper, we present robust semi-blind (SB) algorithms for the estimation of beamforming vectors for multiple-input multiple-output wireless communication. The transmitted symbol block is assumed to comprise of a known sequence of training (pilot) symbols followed by information bearing blind (unknown) data symbols. Analytical expressions are derived for the robust SB estimators of the MIMO receive and transmit beamforming vectors. These robust SB estimators employ a preliminary estimate obtained from the pilot symbol sequence and leverage the second-order statistical information from the blind data symbols. We employ the theory of Lagrangian duality to derive the robust estimate of the receive beamforming vector by maximizing an inner product, while constraining the channel estimate to lie in a confidence sphere centered at the initial pilot estimate. Two different schemes are then proposed for computing the robust estimate of the MIMO transmit beamforming vector. Simulation results presented in the end illustrate the superior performance of the robust SB estimators.

Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Direction of arrival estimation in the presence of distributed noise sources: Cumulant based approach

In the past few years there have been attempts to develop subspace methods for DoA (direction of arrival) estimation using a fourth?order cumulant which is known to de?emphasize Gaussian background noise. To gauge the relative performance of the cumulant MUSIC (MUltiple SIgnal Classification) (c?MUSIC) and the standard MUSIC, based on the covariance function, an extensive numerical study has been carried out, where a narrow?band signal source has been considered and Gaussian noise sources, which produce a spatially correlated background noise, have been distributed. These simulations indicate that, even though the cumulant approach is capable of de?emphasizing the Gaussian noise, both bias and variance of the DoA estimates are higher than those for MUSIC. To achieve comparable results the cumulant approach requires much larger data, three to ten times that for MUSIC, depending upon the number of sources and how close they are. This is attributed to the fact that in the estimation of the cumulant, an average of a product of four random variables is needed to make an evaluation. Therefore, compared to those in the evaluation of the covariance function, there are more cross terms which do not go to zero unless the data length is very large. It is felt that these cross terms contribute to the large bias and variance observed in c?MUSIC. However, the ability to de?emphasize Gaussian noise, white or colored, is of great significance since the standard MUSIC fails when there is colored background noise. Through simulation it is shown that c?MUSIC does yield good results, but only at the cost of more data.

Nonlinear dynamic state estimation in instrumented structures with conditionally linear Gaussian substructures

Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.

Estimation of Probabilistic Bounds on Phase CPI and Relevance in WCET Analysis

Estimating program worst case execution time(WCET) accurately and efficiently is a challenging task. Several programs exhibit phase behavior wherein cycles per instruction (CPI) varies in phases during execution. Recent work has suggested the use of phases in such programs to estimate WCET with minimal instrumentation. However the suggested model uses a function of mean CPI that has no probabilistic guarantees. We propose to use Chebyshev's inequality that can be applied to any arbitrary distribution of CPI samples, to probabilistically bound CPI of a phase. Applying Chebyshev's inequality to phases that exhibit high CPI variation leads to pessimistic upper bounds. We propose a mechanism that refines such phases into sub-phases based on program counter(PC) signatures collected using profiling and also allows the user to control variance of CPI within a sub-phase. We describe a WCET analyzer built on these lines and evaluate it with standard WCET and embedded benchmark suites on two different architectures for three chosen probabilities, p={0.9, 0.95 and 0.99}. For p= 0.99, refinement based on PC signatures alone, reduces average pessimism of WCET estimate by 36%(77%) on Arch1 (Arch2). Compared to Chronos, an open source static WCET analyzer, the average improvement in estimates obtained by refinement is 5%(125%) on Arch1 (Arch2). On limiting variance of CPI within a sub-phase to {50%, 10%, 5% and 1%} of its original value, average accuracy of WCET estimate improves further to {9%, 11%, 12% and 13%} respectively, on Arch1. On Arch2, average accuracy of WCET improves to 159% when CPI variance is limited to 50% of its original value and improvement is marginal beyond that point.

Dynamic state estimation for identifying earthquake support motions in instrumented structures

The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

Estimation of time variant reliability of randomly parametered non-linear vibrating systems

The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

Estimation of Aboveground Phytomass of Plantations Using Digital Photogrammetry and High Resolution Remote Sensing Data

The study follows an approach to estimate phytomass using recent techniques of remote sensing and digital photogrammetry. It involved tree inventory of forest plantations in Bhakra forest range of Nainital district. Panchromatic stereo dataset of Cartosat-1 was evaluated for mean stand height retrieval. Texture analysis and tree-tops detection analyses were done on Quick-Bird PAN data. The composite texture image of mean, variance and contrast with a 5x5 pixel window was found best to separate tree crowns for assessment of crown areas. Tree tops count obtained by local maxima filtering was found to be 83.4 % efficient with an RMSE+/-13 for 35 sample plots. The predicted phytomass ranged from 27.01 to 35.08 t/ha in the case of Eucalyptus sp. while in the case of Tectona grandis from 26.52 to 156 t/ha. The correlation between observed and predicted phytomass in Eucalyptus sp. was 0.468 with an RMSE of 5.12. However, the phytomass predicted in Tectona grandis was fairly strong with R-2=0.65 and RMSE of 9.89 as there was no undergrowth and the crowns were clearly visible. Results of the study show the potential of Cartosat-1 derived DSM and Quick-Bird texture image for the estimation of stand height, stem diameter, tree count and phytomass of important timber species.

Minimum-Error-Probability CFO Estimation for Multiuser MIMO-OFDM Systems

We consider carrier frequency offset (CFO) estimation in the context of multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) systems over noisy frequency-selective wireless channels with both single- and multiuser scenarios. We conceived a new approach for parameter estimation by discretizing the continuous-valued CFO parameter into a discrete set of bins and then invoked detection theory, analogous to the minimum-bit-error-ratio optimization framework for detecting the finite-alphabet received signal. Using this radical approach, we propose a novel CFO estimation method and study its performance using both analytical results and Monte Carlo simulations. We obtain expressions for the variance of the CFO estimation error and the resultant BER degradation with the single- user scenario. Our simulations demonstrate that the overall BER performance of a MIMO-OFDM system using the proposed method is substantially improved for all the modulation schemes considered, albeit this is achieved at increased complexity.