A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Quadrature generation techniques for frequency multiplication based oscillators

Frequency multiplication (FM) can be used to design low power frequency synthesizers. This is achieved by running the VCO at a much reduced frequency, while employing a power efficient frequency multiplier, and also thereby eliminating the first few dividers. Quadrature signals can be generated by frequency- multiplying low frequency I/Q signals, however this also multiplies the quadrature error of these signals. Another way is generating additional edges from the low-frequency oscillator (LFO) and develop a quadrature FM. This makes the I-Q precision heavily dependent on process mismatches in the ring oscillator. In this paper we examine the use of fewer edges from LFO and a single stage polyphase filter to generate approximate quadrature signals, which is then followed by an injection-locked quadrature VCO to generate high- precision I/Q signals. Simulation comparisons with the existing approach shows that the proposed method offers very good phase accuracy of 0.5deg with only a modest increase in power dissipation for 2.4 GHz IEEE 802.15.4 standard using UMC 0.13 mum RFCMOS technology.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

Globally coupled stochastic two-state oscillators: Fluctuations due to finite numbers

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

Complex patterns arise through spontaneous symmetry breaking in dense homogeneous networks of neural oscillators

There has been much interest in understanding collective dynamics in networks of brain regions due to their role in behavior and cognitive function. Here we show that a simple, homogeneous system of densely connected oscillators, representing the aggregate activity of local brain regions, can exhibit a rich variety of dynamical patterns emerging via spontaneous breaking of permutation or translational symmetries. Upon removing just a few connections, we observe a striking departure from the mean-field limit in terms of the collective dynamics, which implies that the sparsity of these networks may have very important consequences. Our results suggest that the origins of some of the complicated activity patterns seen in the brain may be understood even with simple connection topologies.

Higher-Order Nonlinearity In Accretion Disks: Quasi-Periodic Oscillations Of Black Hole And Neutron Star Sources And Their Spin

We propose a unified model to explain Quasi-Periodic Oscillation (QPO), particularly of high frequency, observed from black hole and neutron star systems globally. We consider accreting systems to be damped harmonic oscillators exhibiting epicyclic oscillations with higher-order nonlinear resonance to explain QPO. The resonance is expected to be driven by the disturbance from the compact object at its spin frequency. The model explains various properties parallelly for both types of the compact object. It describes QPOs successfully for ten different compact sources. Based on this, we predict the spin frequency of the neutron star Sco X-1 and specific angular momentum of black holes GRO J1655–40, XTE J1550–564, H1743–322, and GRS 1915+105.

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.

Dissipative dynamics of a harmonic oscillator: A nonperturbative approach

Starting from a microscopic theory, we derive a master equation for a harmonic oscillator coupled to a bath of noninteracting oscillators. We follow a nonperturbative approach, proposed earlier by us for the free Brownian particle. The diffusion constants are calculated analytically and the positivity of the master equation is shown to hold above a critical temperature. We compare the long time behavior of the average kinetic and potential energies with known thermodynamic results. In the limit of vanishing oscillator frequency of the system, we recover the results of the free Brownian particle.

A multistep transversal linearization (MTL) method in non-linear dynamics through a Magnus characterization

A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.

Predicting spin of compact objects from their QPOs: A global QPO model

We establish a unified model to explain Quasi-Periodic-Oscillation (QPO) observed from black hole and neutron star systems globally. This is based on the accreting systems thought to be damped harmonic oscillators with higher order nonlinearity. The model explains multiple properties parallelly independent of the nature of the compact object. It describes QPOs successfully for several compact sources. Based on it, we predict the spin frequency of the neutron star Sco X-1 and the specific angular momentum of black holes GRO J1655-40, GRS 1915+105.

Stability of multi-cluster synchronization

A system of many coupled oscillators on a network can show multicluster synchronization. We obtain existence conditions and stability bounds for such a multicluster synchronization. When the oscillators are identical, we obtain the interesting result that network structure alone can cause multicluster synchronization to emerge even when all the other parameters are the same. We also study occurrence of multicluster synchronization when two different types of oscillators are coupled.

Wave algorithms:Optimal database search and catalysis

Grover's database search algorithm, although discovered in the context of quantum computation, can be implemented using any physical system that allows superposition of states. A physical realization of this algorithm is described using coupled simple harmonic oscillators, which can be exactly solved in both classical and quantum domains. Classical wave algorithms are far more stable against decoherence compared to their quantum counterparts. In addition to providing convenient demonstration models, they may have a role in practical situations, such as catalysis.

A simple low-cost electrical switching analyzer for I-V characterization of switching samples and devices

The phenomena of nonlinear I-V behavior and electrical switching find extensive applications in power control, information storage, oscillators, etc. The study of I-V characteristics and switching parameters is necessary for the proper application of switching materials and devices. In the present work, a simple low-cost electrical switching analyzer has been developed for the measurement of the electrical characteristics of switching materials and devices. The system developed consists of a microcontroller-based excitation source and a high-speed data acquisition system. The design details of the excitation source, its interface with the high-speed data acquisition system and personal computer, and the details of the application software developed for automated measurements are described. Typical I-V characteristics and switching curves obtained with the system developed are also presented to illustrate the capability of the instrument developed.

Glasslike elastic properties in the omega-beta alloys

We have measured the internal friction and speed of sound in several polycrystalline alloys, using compound torsional oscillators at frequencies between 60 kHz and 100 kHz and temperatures between 50 mK and 100 K. By combining these data with existing elastic and thermal data on similar alloys, we find that those alloys which can undergo diffusionsless phase transitions, such as Ti:Nb, Ti:V, or Zr:Nb in certain ranges of composition have glasslike excitations, since they have elastic properties which agree in magnitude and temperature dependence with those of amorphous solids. By contrast, crystalline continuous solution alloys, such as Nb:Ta, or alloys with diffusive phase transitions, such as high-pressure quenched Al94Si6, have the same elastic properties as are known for crystals.