Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Use of narrow-pore filters in He II transfer devices - new results

With the aim of finding simple methods for the fabrication of He II refilling devices, He II flow has been studied through filters made from various fine powders (oxides and metals, grain sizes in the range 0.05–2 μm) by compacting them under pressure. The results obtained for the different states of He II flow, especially in the “breakthrough” and “easy flow” range, are explained by the fountain effect, He II hydrodynamics and the choking effect. According to the results, pressedpowder filters can be classified into three groups with different flow characteristics, of which the “good transfer filters” with a behaviour neatly described by simple theory are suitable for use in He II refilling devices.

Novel window functions for digital filters

Window technique is one of the simplest methods to design Finite Impulse Response (FIR) filters. It uses special functions to truncate an infinite sequence to a finite one. In this paper, we propose window techniques based on integer sequences. The striking feature of the proposed work is that it overcomes all the problems posed by floating point numbers and inaccuracy, as the sequences are made of only integers. Some of these integer window sequences, yield sharp transition, while some of them result in zero ripple in passband and stopband.

Data rectification and detection of trend shifts in jet engine path measurements using median filters and fuzzy logic

Filtering methods are explored for removing noise from data while preserving sharp edges that many indicate a trend shift in gas turbine measurements. Linear filters are found to be have problems with removing noise while preserving features in the signal. The nonlinear hybrid median filter is found to accurately reproduce the root signal from noisy data. Simulated faulty data and fault-free gas path measurement data are passed through median filters and health residuals for the data set are created. The health residual is a scalar norm of the gas path measurement deltas and is used to partition the faulty engine from the healthy engine using fuzzy sets. The fuzzy detection system is developed and tested with noisy data and with filtered data. It is found from tests with simulated fault-free and faulty data that fuzzy trend shift detection based on filtered data is very accurate with no false alarms and negligible missed alarms.

Analysis and design of split-capacitor resistive-inductive passive damping for LCL filters in grid-connected inverters

Grid-connected inverters require a third-order LCL filter to meet standards such as the IEEE Std. 519-1992 while being compact and cost-effective. LCL filter introduces resonance, which needs to be damped through active or passive methods. Passive damping schemes have less control complexity and are more reliable. This study explores the split-capacitor resistive-inductive (SC-RL) passive damping scheme. The SC-RL damped LCL filter is modelled using state space approach. Using this model, the power loss and damping are analysed. Based on the analysis, the SC-RL scheme is shown to have lower losses than other simpler passive damping methods. This makes the SC-RL scheme suitable for high power applications. A method for component selection that minimises the power loss in the damping resistors while keeping the system well damped is proposed. The design selection takes into account the influence of switching frequency, resonance frequency and the choice of inductance and capacitance values of the filter on the damping component selection. The use of normalised parameters makes it suitable for a wide range of design applications. Analytical results show the losses and quality factor to be in the range of 0.05-0.1% and 2.0-2.5, respectively, which are validated experimentally.

Iterated gain-based stochastic filters for dynamic system identification

We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Analytical approximation solutions for 3-D optical waveguides: Review

The rectangular dielectric waveguide is the most commonly used structure in integrated optics, especially in semi-conductor diode lasers. Demands for new applications such as high-speed data backplanes in integrated electronics, waveguide filters, optical multiplexers and optical switches are driving technology toward better materials and processing techniques for planar waveguide structures. The infinite slab and circular waveguides that we know are not practical for use on a substrate because the slab waveguide has no lateral confinement and the circular fiber is not compatible with the planar processing technology being used to make planar structures. The rectangular waveguide is the natural structure. In this review, we have discussed several analytical methods for analyzing the mode structure of rectangular structures, beginning with a wave analysis based on the pioneering work of Marcatili. We study three basic techniques with examples to compare their performance levels. These are the analytical approach developed by Marcatili, the perturbation techniques, which improve on the analytical solutions and the effective index method with examples.

Linear filtering in DCT IV/DST IV and MDCT/MDST domain

In this paper, expressions for convolution multiplication properties of DCT IV and DST IV are derived starting from equivalent DFT representations. Using these expressions methods for implementing linear filtering through block convolution in the DCT IV and DST IV domain are proposed. Techniques developed for DCT IV and DST IV are further extended to MDCT and MDST where the filter implementation is near exact for symmetric filters and approximate for non-symmetric filters. No additional overlapping is required for implementing the symmetric filtering in the MDCT domain and hence the proposed algorithm is computationally competitive with DFT based systems. Moreover, inherent 50% overlap between the adjacent frames used for MDCT/MDST domain reduces the blocking artifacts due to block processing or quantization. The techniques are computationally efficient for symmetric filters and provides a new alternative to DFT based convolution.

A comparative Raman study of the interaction of electron donor and acceptor molecules with graphene prepared by different methods

Interaction of tetrathiafulvalene (TTF) and tetracyanoethylene (TCNE) with few-layer graphene samples prepared by the exfoliation of graphite oxide (EG), conversion of nanodiamond (DG) and arc-evaporation of graphite in hydrogen (HG) has been investigated by Raman spectroscopy to understand the role of the graphene surface. The position and full-width at half maximum of the Raman G-band are affected on interaction with TTF and TCNE and the effect is highest with EG and least with HG. The effect of TTF and TCNE on the 2D-band is also maximum with EG. The magnitude of interaction between the donor/acceptor molecules varies in the same order as the surface areas of the graphenes. (C) 2009 Published by Elsevier B. V.

A comparison of the molecular orbital (ab initio, CNDO and EHT) methods applied to the conformational study of thiocarbonohydrazide in its basic and diprotonated forms

Conformational preferences of thiocarbonohydrazide (H2NNHCSNHNH2) in its basic and N,N′-diprotonated forms are examined by calculating the barrier to internal rotation around the C---N bonds, using the theoretical LCAO—MO (ab initio and semiempirical CNDO and EHT) methods. The calculated and experimental results are compared with each other and also with values for N,N′-dimethylthiourea which is isoelectronic with thiocarbonohydrazide. The suitability of these methods for studying rotational isomerism seems suspect when lone pair interactions are present.

Some Methods for Summarizing Survivorship Data in Nonstandard Situations

One difficulty in summarising biological survivorship data is that the hazard rates are often neither constant nor increasing with time or decreasing with time in the entire life span. The promising Weibull model does not work here. The paper demonstrates how bath tub shaped quadratic models may be used in such a case. Further, sometimes due to a paucity of data actual lifetimes are not as certainable. It is shown how a concept from queuing theory namely first in first out (FIFO) can be profitably used here. Another nonstandard situation considered is one in which lifespan of the individual entity is too long compared to duration of the experiment. This situation is dealt with, by using ancilliary information. In each case the methodology is illustrated with numerical examples.

Two Methods of Ambiguity Resolution in Pulse Doppler Weather Radars

A comparison is made of the performance of a weather Doppler radar with a staggered pulse repetition time and a radar with a random (but known) phase. As a standard for this comparison, the specifications of the forthcoming next generation weather radar (NEXRAD) are used. A statistical analysis of the spectral momentestimates for the staggered scheme is developed, and a theoretical expression for the signal-to-noise ratio due to recohering-filteringrecohering for the random phase radar is obtained. Algorithms for assignment of correct ranges to pertinent spectral moments for both techniques are presented.

Comparison Of If Estimation Methods For Noise Robustness

Non-stationary signal modeling is a well addressed problem in the literature. Many methods have been proposed to model non-stationary signals such as time varying linear prediction and AM-FM modeling, the later being more popular. Estimation techniques to determine the AM-FM components of narrow-band signal, such as Hilbert transform, DESA1, DESA2, auditory processing approach, ZC approach, etc., are prevalent but their robustness to noise is not clearly addressed in the literature. This is critical for most practical applications, such as in communications. We explore the robustness of different AM-FM estimators in the presence of white Gaussian noise. Also, we have proposed three new methods for IF estimation based on non-uniform samples of the signal and multi-resolution analysis. Experimental results show that ZC based methods give better results than the popular methods such as DESA in clean condition as well as noisy condition.

A comparative study of speaker adaptation methods

For the problem of speaker adaptation in speech recognition, the performance depends on the availability of adaptation data. In this paper, we have compared several existing speaker adaptation methods, viz. maximum likelihood linear regression (MLLR), eigenvoice (EV), eigenspace-based MLLR (EMLLR), segmental eigenvoice (SEV) and hierarchical eigenvoice (HEV) based methods. We also develop a new method by modifying the existing HEV method for achieving further performance improvement in a limited available data scenario. In the sense of availability of adaptation data, the new modified HEV (MHEV) method is shown to perform better than all the existing methods throughout the range of operation except the case of MLLR at the availability of more adaptation data.