A conditionally linearized Monte Carlo filter in non-linear structural dynamics

State and parameter estimations of non-linear dynamical systems, based on incomplete and noisy measurements, are considered using Monte Carlo simulations. Given the measurements. the proposed method obtains the marginalized posterior distribution of an appropriately chosen (ideally small) subset of the state vector using a particle filter. Samples (particles) of the marginalized states are then used to construct a family of conditionally linearized system of equations and thus obtain the posterior distribution of the states using a bank of Kalman filters. Discrete process equations for the marginalized states are derived through truncated Ito-Taylor expansions. Increased analyticity and reduced dispersion of weights computed over a smaller sample space of marginalized states are the key features of the filter that help achieve smaller sample variance of the estimates. Numerical illustrations are provided for state/parameter estimations of a Duffing oscillator and a 3-DOF non-linear oscillator. Performance of the filter in parameter estimation is also assessed using measurements obtained through experiments on simple models in the laboratory. Despite an added computational cost, the results verify that the proposed filter generally produces estimates with lower sample variance over the standard sequential importance sampling (SIS) filter.

A Kalman filter based strategy for linear structural system identification based on multiple static and dynamic test data

The problem of identification of stiffness, mass and damping properties of linear structural systems, based on multiple sets of measurement data originating from static and dynamic tests is considered. A strategy, within the framework of Kalman filter based dynamic state estimation, is proposed to tackle this problem. The static tests consists of measurement of response of the structure to slowly moving loads, and to static loads whose magnitude are varied incrementally; the dynamic tests involve measurement of a few elements of the frequency response function (FRF) matrix. These measurements are taken to be contaminated by additive Gaussian noise. An artificial independent variable τ, that simultaneously parameterizes the point of application of the moving load, the magnitude of the incrementally varied static load and the driving frequency in the FRFs, is introduced. The state vector is taken to consist of system parameters to be identified. The fact that these parameters are independent of the variable τ is taken to constitute the set of ‘process’ equations. The measurement equations are derived based on the mechanics of the problem and, quantities, such as displacements and/or strains, are taken to be measured. A recursive algorithm that employs a linearization strategy based on Neumann’s expansion of structural static and dynamic stiffness matrices, and, which provides posterior estimates of the mean and covariance of the unknown system parameters, is developed. The satisfactory performance of the proposed approach is illustrated by considering the problem of the identification of the dynamic properties of an inhomogeneous beam and the axial rigidities of members of a truss structure.

Learning the global maximum with parameterized learning automata

A feedforward network composed of units of teams of parameterized learning automata is considered as a model of a reinforcement teaming system. The internal state vector of each learning automaton is updated using an algorithm consisting of a gradient following term and a random perturbation term. It is shown that the algorithm weakly converges to a solution of the Langevin equation implying that the algorithm globally maximizes an appropriate function. The algorithm is decentralized, and the units do not have any information exchange during updating. Simulation results on common payoff games and pattern recognition problems show that reasonable rates of convergence can be obtained.

Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Exact entanglement studies of strongly correlated systems: role of long-range interactions and symmetries of the system

We study the bipartite entanglement of strongly correlated systems using exact diagonalization techniques. In particular, we examine how the entanglement changes in the presence of long-range interactions by studying the Pariser-Parr-Pople model with long-range interactions. We compare the results for this model with those obtained for the Hubbard and Heisenberg models with short-range interactions. This study helps us to understand why the density matrix renormalization group (DMRG) technique is so successful even in the presence of long-range interactions. To better understand the behavior of long-range interactions and why the DMRG works well with it, we study the entanglement spectrum of the ground state and a few excited states of finite chains. We also investigate if the symmetry properties of a state vector have any significance in relation to its entanglement. Finally, we make an interesting observation on the entanglement profiles of different states (across the energy spectrum) in comparison with the corresponding profile of the density of states. We use isotropic chains and a molecule with non-Abelian symmetry for these numerical investigations.

Iterated stochastic filters with additive updates for dynamic system identification: Annealing-type iterations and the filter bank

A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

Implicit and multigrid procedures for steady-state computations with upwind algorithms

A computational study for the convergence acceleration of Euler and Navier-Stokes computations with upwind schemes has been conducted in a unified framework. It involves the flux-vector splitting algorithms due to Steger-Warming and Van Leer, the flux-difference splitting algorithms due to Roe and Osher and the hybrid algorithms, AUSM (Advection Upstream Splitting Method) and HUS (Hybrid Upwind Splitting). Implicit time integration with line Gauss-Seidel relaxation and multigrid are among the procedures which have been systematically investigated on an individual as well as cumulative basis. The upwind schemes have been tested in various implicit-explicit operator combinations such that the optimal among them can be determined based on extensive computations for two-dimensional flows in subsonic, transonic, supersonic and hypersonic flow regimes. In this study, the performance of these implicit time-integration procedures has been systematically compared with those corresponding to a multigrid accelerated explicit Runge-Kutta method. It has been demonstrated that a multigrid method employed in conjunction with an implicit time-integration scheme yields distinctly superior convergence as compared to those associated with either of the acceleration procedures provided that effective smoothers, which have been identified in this investigation, are prescribed in the implicit operator.

Renormalization of the axial-vector current in QCD

Following the method of Ioffe and Smilga, the propagation of the baryon current in an external constant axial-vector field is considered. The close similarity of the operator-product expansion with and without an external field is shown to arise from the chiral invariance of gauge interactions in perturbation theory. Several sum rules corresponding to various invariants both for the nucleon and the hyperons are derived. The analysis of the sum rules is carried out by two independent methods, one called the ratio method and the other called the continuum method, paying special attention to the nondiagonal transitions induced by the external field between the ground state and excited states. Up to operators of dimension six, two new external-field-induced vacuum expectation values enter the calculations. Previous work determining these expectation values from PCAC (partial conservation of axial-vector current) are utilized. Our determination from the sum rules of the nucleon axial-vector renormalization constant GA, as well as the Cabibbo coupling constants in the SU3-symmetric limit (ms=0), is in reasonable accord with the experimental values. Uncertainties in the analysis are pointed out. The case of broken flavor SU3 symmetry is also considered. While in the ratio method, the results are stable for variation of the fiducial interval of the Borel mass parameter over which the left-hand side and the right-hand side of the sum rules are matched, in the continuum method the results are less stable. Another set of sum rules determines the value of the linear combination 7F-5D to be ≊0, or D/(F+D)≊(7/12). .AE

Microscopic expression for frequency and wave vector dependent dielectric constant of a dipolar liquid

A microscopic expression for the frequency and wave vector dependent dielectric constant of a dense dipolar liquid is derived starting from the linear response theory. The new expression properly takes into account the effects of the translational modes in the polarization relaxation. The longitudinal and the transverse components of the dielectric constant show vastly different behavior at the intermediate values of the wave vector k. We find that the microscopic structure of the dense liquid plays an important role at intermediate wave vectors. The continuum model description of the dielectric constant, although appropriate at very small values of wave vector, breaks down completely at the intermediate values of k. Numerical results for the longitudinal and the transverse dielectric constants are obtained by using the direct correlation function from the mean‐spherical approximation for dipolar hard spheres. We show that our results are consistent with all the limiting expressions known for the dielectric function of matter.

Support vector machine for evaluating seismic-liquefaction potential using shear wave velocity

The use of the shear wave velocity data as a field index for evaluating the liquefaction potential of sands is receiving increased attention because both shear wave velocity and liquefaction resistance are similarly influenced by many of the same factors such as void ratio, state of stress, stress history and geologic age. In this paper, the potential of support vector machine (SVM) based classification approach has been used to assess the liquefaction potential from actual shear wave velocity data. In this approach, an approximate implementation of a structural risk minimization (SRM) induction principle is done, which aims at minimizing a bound on the generalization error of a model rather than minimizing only the mean square error over the data set. Here SVM has been used as a classification tool to predict liquefaction potential of a soil based on shear wave velocity. The dataset consists the information of soil characteristics such as effective vertical stress (sigma'(v0)), soil type, shear wave velocity (V-s) and earthquake parameters such as peak horizontal acceleration (a(max)) and earthquake magnitude (M). Out of the available 186 datasets, 130 are considered for training and remaining 56 are used for testing the model. The study indicated that SVM can successfully model the complex relationship between seismic parameters, soil parameters and the liquefaction potential. In the model based on soil characteristics, the input parameters used are sigma'(v0), soil type. V-s, a(max) and M. In the other model based on shear wave velocity alone uses V-s, a(max) and M as input parameters. In this paper, it has been demonstrated that Vs alone can be used to predict the liquefaction potential of a soil using a support vector machine model. (C) 2010 Elsevier B.V. All rights reserved.

A Rotor Flux Estimation During Zero and Active Vector Periods Using Current Error Space Vector From a Hysteresis Controller for a Sensorless Vector Control of IM Drive

This paper proposes a sensorless vector control scheme for general-purpose induction motor drives using the current error space phasor-based hysteresis controller. In this paper, a new technique for sensorless operation is developed to estimate rotor voltage and hence rotor flux position using the stator current error during zero-voltage space vectors. It gives a comparable performance with the vector control drive using sensors especially at a very low speed of operation (less than 1 Hz). Since no voltage sensing is made, the dead-time effect and loss of accuracy in voltage sensing at low speed are avoided here, with the inherent advantages of the current error space phasor-based hysteresis controller. However, appropriate device on-state drops are compensated to achieve a steady-state operation up to less than 1 Hz. Moreover, using a parabolic boundary for current error, the switching frequency of the inverter can be maintained constant for the entire operating speed range. Simple sigma L-s estimation is proposed, and the parameter sensitivity of the control scheme to changes in stator resistance, R-s is also investigated in this paper. Extensive experimental results are shown at speeds less than 1 Hz to verify the proposed concept. The same control scheme is further extended from less than 1 Hz to rated 50 Hz six-step operation of the inverter. Here, the magnetic saturation is ignored in the control scheme.

A current error space vector based hysteresis controller with constant switching frequency and simple online boundary computation for VSI fed IM drive

This paper proposes a simple current error space vector based hysteresis controller for two-level inverter fed Induction Motor (IM) drives. This proposed hysteresis controller retains all advantages of conventional current error space vector based hysteresis controllers like fast dynamic response, simple to implement, adjacent voltage vector switching etc. The additional advantage of this proposed hysteresis controller is that it gives a phase voltage frequency spectrum exactly similar to that of a constant switching frequency space vector pulse width modulated (SVPWM) inverter. In this proposed hysteresis controller the boundary is computed online using estimated stator voltages along alpha and beta axes thus completely eliminating look up tables used for obtaining parabolic hysteresis boundary proposed in. The estimation of stator voltage is carried out using current errors along alpha and beta axes and steady state model of induction motor. The proposed scheme is simple and capable of taking inverter upto six step mode operation, if demanded by drive system. The proposed hysteresis controller based inverter fed drive scheme is simulated extensively using SIMULINK toolbox of MATLAB for steady state and transient performance. The experimental verification for steady state performance of the proposed scheme is carried out on a 3.7kW IM.

Online Computation of Hysteresis Boundary for Constant Switching Frequency Current-Error Space-Vector-Based Hysteresis Controller for VSI-Fed IM Drives

This paper proposes a current-error space-vector-based hysteresis controller with online computation of boundary for two-level inverter-fed induction motor (IM) drives. The proposed hysteresis controller has got all advantages of conventional current-error space-vector-based hysteresis controllers like quick transient response, simplicity, adjacent voltage vector switching, etc. Major advantage of the proposed controller-based voltage-source-inverters-fed drive is that phase voltage frequency spectrum produced is exactly similar to that of a constant switching frequency space-vector pulsewidth modulated (SVPWM) inverter. In this proposed hysteresis controller, stator voltages along alpha- and beta-axes are estimated during zero and active voltage vector periods using current errors along alpha- and beta-axes and steady-state model of IM. Online computation of hysteresis boundary is carried out using estimated stator voltages in the proposed hysteresis controller. The proposed scheme is simple and capable of taking inverter upto six-step-mode operation, if demanded by drive system. The proposed hysteresis-controller-based inverter-fed drive scheme is experimentally verified. The steady state and transient performance of the proposed scheme is extensively tested. The experimental results are giving constant frequency spectrum for phase voltage similar to that of constant frequency SVPWM inverter-fed drive.

Causality analysis of groundwater dynamics based on a Vector Autoregressive model in the semi-arid basin of Gundal (South India)

Causal relationships existing between observed levels of groundwater in a semi-arid sub-basin of the Kabini River basin (Karnataka state, India) are investigated in this study. A Vector Auto Regressive model is used for this purpose. Its structure is built on an upstream/downstream interaction network based on observed hydro-physical properties. Exogenous climatic forcing is used as an input based on cumulated rainfall departure. Optimal models are obtained thanks to a trial approach and are used as a proxy of the dynamics to derive causal networks. It appears to be an interesting tool for analysing the causal relationships existing inside the basin. The causal network reveals 3 main regions: the Northeastern part of the Gundal basin is closely coupled to the outlet dynamics. The Northwestern part is mainly controlled by the climatic forcing and only marginally linked to the outlet dynamic. Finally, the upper part of the basin plays as a forcing rather than a coupling with the lower part of the basin allowing for a separate analysis of this local behaviour. The analysis also reveals differential time scales at work inside the basin when comparing upstream oriented with downstream oriented causalities. In the upper part of the basin, time delays are close to 2 months in the upward direction and lower than 1 month in the downward direction. These time scales are likely to be good indicators of the hydraulic response time of the basin which is a parameter usually difficult to estimate practically. This suggests that, at the sub-basin scale, intra-annual time scales would be more relevant scales for analysing or modelling tropical basin dynamics in hard rock (granitic and gneissic) aquifers ubiquitous in south India. (c) 2012 Elsevier B.V. All rights reserved.

Multilevel Dodecagonal Voltage Space Vector Generation using Flying Capacitor topology for Induction motor drives

In this paper, a multilevel flying capacitor inverter topology suitable for generating multilevel dodecagonal space vectors for an induction motor drive, is proposed. Because of the dodecagonal space vectors, it has increased modulation range with the absence of all 6n +/- 1, (n=odd) harmonics in the phase voltage and currents. The topology, realized by flying capacitor three level inverters feeding an open-end winding induction motor, does not suffer the neutral point voltage imbalance issues seen in NPC inverters and the capacitors have inherent charge-balancing capability with PWM control using switching state redundancies. Furthermore, the proposed technique uses lesser number of power supplies compared to cascaded H-bridge or NPC based dodecagonal schemes and has better ride-through capability. Finally, the voltage control is obtained through a simple carrier-based space vector PWM scheme implemented on a DSP.