Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

Charged-soliton excitations in statistical mechanics

A method is developed for demonstrating how solitons with some internal periodic motion may emerge as elementary excitations in the statistical mechanics of field systems. The procedure is demonstrated in the context of complex scalar fields which can, for appropriate choices of the Lagrangian, yield charge-carrying solitons with such internal motion. The derivation uses the techniques of the steepest-descent method for functional integrals. It is shown that, despite the constraint of some fixed total charge, a gaslike excitation of such charged solitons does emerge.

Free turbulent shear layer in a point vortex gas as a problem in nonequilibrium statistical mechanics

This paper attempts to unravel any relations that may exist between turbulent shear flows and statistical mechanics through a detailed numerical investigation in the simplest case where both can be well defined. The flow considered for the purpose is the two-dimensional (2D) temporal free shear layer with a velocity difference Delta U across it, statistically homogeneous in the streamwise direction (x) and evolving from a plane vortex sheet in the direction normal to it (y) in a periodic-in-x domain L x +/-infinity. Extensive computer simulations of the flow are carried out through appropriate initial-value problems for a ``vortex gas'' comprising N point vortices of the same strength (gamma = L Delta U/N) and sign. Such a vortex gas is known to provide weak solutions of the Euler equation. More than ten different initial-condition classes are investigated using simulations involving up to 32 000 vortices, with ensemble averages evaluated over up to 10(3) realizations and integration over 10(4)L/Delta U. The temporal evolution of such a system is found to exhibit three distinct regimes. In Regime I the evolution is strongly influenced by the initial condition, sometimes lasting a significant fraction of L/Delta U. Regime III is a long-time domain-dependent evolution towards a statistically stationary state, via ``violent'' and ``slow'' relaxations P.-H. Chavanis, Physica A 391, 3657 (2012)], over flow time scales of order 10(2) and 10(4)L/Delta U, respectively (for N = 400). The final state involves a single structure that stochastically samples the domain, possibly constituting a ``relative equilibrium.'' The vortex distribution within the structure follows a nonisotropic truncated form of the Lundgren-Pointin (L-P) equilibrium distribution (with negatively high temperatures; L-P parameter lambda close to -1). The central finding is that, in the intermediate Regime II, the spreading rate of the layer is universal over the wide range of cases considered here. The value (in terms of momentum thickness) is 0.0166 +/- 0.0002 times Delta U. Regime II, extensively studied in the turbulent shear flow literature as a self-similar ``equilibrium'' state, is, however, a part of the rapid nonequilibrium evolution of the vortex-gas system, which we term ``explosive'' as it lasts less than one L/Delta U. Regime II also exhibits significant values of N-independent two-vortex correlations, indicating that current kinetic theories that neglect correlations or consider them as O(1/N) cannot describe this regime. The evolution of the layer thickness in present simulations in Regimes I and II agree with the experimental observations of spatially evolving (3D Navier-Stokes) shear layers. Further, the vorticity-stream-function relations in Regime III are close to those computed in 2D Navier-Stokes temporal shear layers J. Sommeria, C. Staquet, and R. Robert, J. Fluid Mech. 233, 661 (1991)]. These findings suggest the dominance of what may be called the Kelvin-Biot-Savart mechanism in determining the growth of the free shear layer through large-scale momentum and vorticity dispersal.

Three-dimensional localization of multiple acoustic sources in shallow ocean with non-Gaussian noise

In this paper, a low-complexity algorithm SAGE-USL is presented for 3-dimensional (3-D) localization of multiple acoustic sources in a shallow ocean with non-Gaussian ambient noise, using a vertical and a horizontal linear array of sensors. In the proposed method, noise is modeled as a Gaussian mixture. Initial estimates of the unknown parameters (source coordinates, signal waveforms and noise parameters) are obtained by known/conventional methods, and a generalized expectation maximization algorithm is used to update the initial estimates iteratively. Simulation results indicate that convergence is reached in a small number of (<= 10) iterations. Initialization requires one 2-D search and one 1-D search, and the iterative updates require a sequence of 1-D searches. Therefore the computational complexity of the SAGE-USL algorithm is lower than that of conventional techniques such as 3-D MUSIC by several orders of magnitude. We also derive the Cramer-Rao Bound (CRB) for 3-D localization of multiple sources in a range-independent ocean. Simulation results are presented to show that the root-mean-square localization errors of SAGE-USL are close to the corresponding CRBs and significantly lower than those of 3-D MUSIC. (C) 2014 Elsevier Inc. All rights reserved.

Study of the random vibration of nonlinear systems by the Gaussian closure technique

A technique is developed to study random vibration of nonlinear systems. The method is based on the assumption that the joint probability density function of the response variables and input variables is Gaussian. It is shown that this method is more general than the statistical linearization technique in that it can handle non-Gaussian excitations and amplitude-limited responses. As an example a bilinear hysteretic system under white noise excitation is analyzed. The prediction of various response statistics by this technique is in good agreement with other available results.

Statistical properties of entropy-consuming fluctuations in jammed states of laponite suspensions: Fluctuation relations and generalized Gumbel distribution

We report a universal large deviation behavior of spatially averaged global injected power just before the rejuvenation of the jammed state formed by an aging suspension of laponite clay under an applied stress. The probability distribution function (PDF) of these entropy consuming strongly non-Gaussian fluctuations follow an universal large deviation functional form described by the generalized Gumbel (GG) distribution like many other equilibrium and nonequilibrium systems with high degree of correlations but do not obey the Gallavotti-Cohen steady-state fluctuation relation (SSFR). However, far from the unjamming transition (for smaller applied stresses) SSFR is satisfied for both Gaussian as well as non-Gaussian PDF. The observed slow variation of the mean shear rate with system size supports a recent theoretical prediction for observing GG distribution.

Anomalous lifetime statistics of ligand-receptor binding in a tethered polymer system

In this paper, motivated by observations of non-exponential decay times in the stochastic binding and release of ligand-receptor systems, exemplified by the work of Rogers et al on optically trapped DNA-coated colloids (Rogers et al 2013 Soft Matter 9 6412), we explore the general problem of polymer-mediated surface adhesion using a simplified model of the phenomenon in which a single polymer molecule, fixed at one end, binds through a ligand at its opposite end to a flat surface a fixed distance L away and uniformly covered with receptor sites. Working within the Wilemski-Fixman approximation to diffusion-controlled reactions, we show that for a flexible Gaussian chain, the predicted distribution of times f(t) for which the ligand and receptor are bound is given, for times much shorter than the longest relaxation time of the polymer, by a power law of the form t(-1/4). We also show when the effects of chain stiffness are incorporated into this model (approximately), the structure of f(t) is altered to t(-1/2). These results broadly mirror the experimental trends in the work cited above.

Analysis of randomly time varying systems by gaussian closure technique

The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.

Polymer drift in a solvent by force acting on one polymer end

We investigate the effect of hydrodynamic interactions on the non-equilibrium drift dynamics of an ideal flexible polymer pulled by a constant force applied at one polymer end using the perturbation theory and the renormalization group method. For moderate force, if the polymer elongation is small, the hydrodynamic interactions are not screened and the velocity and the longitudinal elongation of the polymer are computed using the renormalization group method. Both the velocity and elongation are nonlinear functions of the driving force in this regime. For large elongation we found two regimes. For large force but finite chain length L the hydrodynamic interactions are screened. For large chain lengths and a finite force the hydrodynamic interactions are only partially screened, which in three dimensions results in unusual logarithmic corrections to the velocity and the longitudinal elongation.

Performance analysis of a suprathreshold, stochastic resonance based nonlinear detector

In this paper we introduce a nonlinear detector based on the phenomenon of suprathreshold stochastic resonance (SSR). We first present a model (an array of 1-bit quantizers) that demonstrates the SSR phenomenon. We then use this as a pre-processor to the conventional matched filter. We employ the Neyman-Pearson(NP) detection strategy and compare the performances of the matched filter, the SSR-based detector and the optimal detector. Although the proposed detector is non-optimal, for non-Gaussian noises with heavy tails (leptokurtic) it shows better performance than the matched filter. In situations where the noise is known to be leptokurtic without the availability of the exact knowledge of its distribution, the proposed detector turns out to be a better choice than the matched filter.

The Mechanics and Statistics of Active Matter

Active particles contain internal degrees of freedom with the ability to take in and dissipate energy and, in the process, execute systematic movement. Examples include all living organisms and their motile constituents such as molecular motors. This article reviews recent progress in applying the principles of nonequilibrium statistical mechanics and hydrodynamics to form a systematic theory of the behavior of collections of active particles-active matter-with only minimal regard to microscopic details. A unified view of the many kinds of active matter is presented, encompassing not only living systems but inanimate analogs. Theory and experiment are discussed side by side.

Narrowband random excitation of a limit cycle system

The response of the Van der Pol oscillator to stationary narrowband Gaussian excitation is considered. The central frequency of excitation is taken to be in the neighborhood of the system limit cycle frequency. The solution is obtained using a non-Gaussian closure approximation on the probability density function of the response. The validity of the solution is examined with the help of a stochastic stability analysis. Solution based on Stratonovich''s quasistatic averaging technique is also obtained. The comparison of the theoretical solutions with the digital simulations shows that the theoretical estimates are reasonably good.

Work fluctuations in an elastic dumbbell model of polymers in planar elongational flow

We use a path-integral approach to calculate the distribution P(w, t) of the fluctuations in the work W at time t of a polymer molecule (modeled as an elastic dumbbell in a viscous solvent) that is acted on by an elongational flow field having a flow rate (gamma) over dot. We find that P(w, t) is non-Gaussian and that, at long times, the ratio P(w, t)/ P (-w, t) is equal to expw/(k(B)T)], independent of (gamma) over dot. On the basis of this finding, we suggest that polymers in elongational flows satisfy a fluctuation theorem.

Particle dynamics in a turbulent particle–gas suspension at high Stokes number. Part 1. Velocity and acceleration distributions

The effect of fluid velocity fluctuations on the dynamics of the particles in a turbulent gas–solid suspension is analysed in the low-Reynolds-number and high Stokes number limits, where the particle relaxation time is long compared with the correlation time for the fluid velocity fluctuations, and the drag force on the particles due to the fluid can be expressed by the modified Stokes law. The direct numerical simulation procedure is used for solving the Navier–Stokes equations for the fluid, the particles are modelled as hard spheres which undergo elastic collisions and a one-way coupling algorithm is used where the force exerted by the fluid on the particles is incorporated, but not the reverse force exerted by the particles on the fluid. The particle mean and root-mean-square (RMS) fluctuating velocities, as well as the probability distribution function for the particle velocity fluctuations and the distribution of acceleration of the particles in the central region of the Couette (where the velocity profile is linear and the RMS velocities are nearly constant), are examined. It is found that the distribution of particle velocities is very different from a Gaussian, especially in the spanwise and wall-normal directions. However, the distribution of the acceleration fluctuation on the particles is found to be close to a Gaussian, though the distribution is highly anisotropic and there is a correlation between the fluctuations in the flow and gradient directions. The non-Gaussian nature of the particle velocity fluctuations is found to be due to inter-particle collisions induced by the large particle velocity fluctuations in the flow direction. It is also found that the acceleration distribution on the particles is in very good agreement with the distribution that is calculated from the velocity fluctuations in the fluid, using the Stokes drag law, indicating that there is very little correlation between the fluid velocity fluctuations and the particle velocity fluctuations in the presence of one-way coupling. All of these results indicate that the effect of the turbulent fluid velocity fluctuations can be accurately represented by an anisotropic Gaussian white noise.