Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters I. Algorithm

The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters II. Numerical performance

A very general and numerically quite robust algorithm has been proposed by Sastry and Gauvrit (1980) for system identification. The present paper takes it up and examines its performance on a real test example. The example considered is the lateral dynamics of an aircraft. This is used as a vehicle for demonstrating the performance of various aspects of the algorithm in several possible modes.

Worst inputs and a bound on the highest peak statistics of a class of non-linear systems

A method is developed by which the input leading to the highest possible response in an interval of time can be determined for a class of non-linear systems. The input, if deterministic, is constrained to have a known finite energy (or norm) in the interval under consideration. In the case of random inputs, the energy is constrained to have a known probability distribution function. The approach has applications when a system has to be put to maximum advantage by getting the largest possible output or when a system has to be designed to the highest maximum response with only the input energy or the energy distribution known. The method is also useful in arriving at a bound on the highest peak distribution of the response, when the excitation is a known random process.As an illustration the Duffing oscillator has been analysed and some numerical results have also been presented.

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.

Implications of the recent high statistics determination of the pion electromagnetic form factor in the timelike region

The recently evaluated two-pion contribution to the muon g - 2 and the phase of the pion electromagnetic form factor in the elastic region, known from pi pi scattering by Fermi-Watson theorem, are exploited by analytic techniques for finding correlations between the coefficients of the Taylor expansion at t = 0 and the values of the form factor at several points in the spacelike region. We do not use specific parametrizations, and the results are fully independent of the unknown phase in the inelastic region. Using for instance, from recent determinations, < r(pi)(2)> = (0.435 +/- 0.005) fm(2) and F(-1.6 GeV2) = 0.243(-0.014)(+0.022), we obtain the allowed ranges 3.75 GeV-4 less than or similar to c less than or similar to 3.98 GeV-4 and 9.91 GeV-6 less than or similar to d less than or similar to 10.46 GeV-6 for the curvature and the next Taylor coefficient, with a strong correlation between them. We also predict a large region in the complex plane where the form factor cannot have zeros.

Thomas-Fermi Method For Particles Obeying Generalized Exclusion Statistics

We use the Thomas-Fermi method to examine the thermodynamics of particles obeying Haldane exclusion statistics. Specifically, we study Calogero-Sutherland particles placed in a given external potential in one dimension. For the case of a simple harmonic potential (constant density of states), we obtain the exact one-particle spatial density and a {\it closed} form for the equation of state at finite temperature, which are both new results. We then solve the problem of particles in a $x^{2/3} ~$ potential (linear density of states) and show that Bose-Einstein condensation does not occur for any statistics other than bosons.

Subspace-based DOA estimation using Fractional Lower Order statistics

Direction Of Arrival (DOA) estimation, using a sensor array, in the presence of non-Gaussian noise using Fractional Lower-Order Moments (FLOM)matrices is studied. In this paper, a new FLOM based technique using the Fractional Lower Order Infinity Norm based Covariance (FLIC) Matrix is proposed. The bounded property and the low-rank subspace structure of the FLIC matrix is derived. Performance of FLIC based DOA estimation using MUSIC, ESPRIT, is shown to be better than other FLOM based methods.

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Structural Integrity of the Greek Key Motif in beta gamma-Crystallins Is Vital for Central Eye Lens Transparency

Background: We highlight an unrecognized physiological role for the Greek key motif, an evolutionarily conserved super-secondary structural topology of the beta gamma-crystallins. These proteins constitute the bulk of the human eye lens, packed at very high concentrations in a compact, globular, short-range order, generating transparency. Congenital cataract (affecting 400,000 newborns yearly worldwide), associated with 54 mutations in beta gamma-crystallins, occurs in two major phenotypes nuclear cataract, which blocks the central visual axis, hampering the development of the growing eye and demanding earliest intervention, and the milder peripheral progressive cataract where surgery can wait. In order to understand this phenotypic dichotomy at the molecular level, we have studied the structural and aggregation features of representative mutations. Methods: Wild type and several representative mutant proteins were cloned, expressed and purified and their secondary and tertiary structural details, as well as structural stability, were compared in solution, using spectroscopy. Their tendencies to aggregate in vitro and in cellulo were also compared. In addition, we analyzed their structural differences by molecular modeling in silico. Results: Based on their properties, mutants are seen to fall into two classes. Mutants A36P, L45PL54P, R140X, and G165fs display lowered solubility and structural stability, expose several buried residues to the surface, aggregate in vitro and in cellulo, and disturb/distort the Greek key motif. And they are associated with nuclear cataract. In contrast, mutants P24T and R77S, associated with peripheral cataract, behave quite similar to the wild type molecule, and do not affect the Greek key topology. Conclusion: When a mutation distorts even one of the four Greek key motifs, the protein readily self-aggregates and precipitates, consistent with the phenotype of nuclear cataract, while mutations not affecting the motif display `native state aggregation', leading to peripheral cataract, thus offering a protein structural rationale for the cataract phenotypic dichotomy ``distort motif, lose central vision''.

Elliptical tracers in two-dimensional, homogeneous, isotropic fluid turbulence: The statistics of alignment, rotation, and nematic order

We study the statistical properties of orientation and rotation dynamics of elliptical tracer particles in two-dimensional, homogeneous, and isotropic turbulence by direct numerical simulations. We consider both the cases in which the turbulent flow is generated by forcing at large and intermediate length scales. We show that the two cases are qualitatively different. For large-scale forcing, the spatial distribution of particle orientations forms large-scale structures, which are absent for intermediate-scale forcing. The alignment with the local directions of the flow is much weaker in the latter case than in the former. For intermediate-scale forcing, the statistics of rotation rates depends weakly on the Reynolds number and on the aspect ratio of particles. In contrast with what is observed in three-dimensional turbulence, in two dimensions the mean-square rotation rate increases as the aspect ratio increases.

Flame surface statistics of constant-pressure turbulent expanding premixed flames

In this paper we investigate the local flame surface statistics of constant-pressure turbulent expanding flames. First the statistics of local length ratio is experimentally determined from high-speed planar Mie scattering images of spherically expanding flames, with the length ratio on the measurement plane, at predefined equiangular sectors, defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we then convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at the corresponding area-ratio pdfs. It is found that both the length ratio and area ratio pdfs are near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis. (C) 2014 AIP Publishing LLC.

Statistics of the inverse-cascade regime in two-dimensional magnetohydrodynamic turbulence

We present a detailed direct numerical simulation of statistically steady, homogeneous, isotropic, two-dimensional magnetohydrodynamic turbulence. Our study concentrates on the inverse cascade of the magnetic vector potential. We examine the dependence of the statistical properties of such turbulence on dissipation and friction coefficients. We extend earlier work significantly by calculating fluid and magnetic spectra, probability distribution functions (PDFs) of the velocity, magnetic, vorticity, current, stream-function, and magnetic-vector-potential fields, and their increments. We quantify the deviations of these PDFs from Gaussian ones by computing their flatnesses and hyperflatnesses. We also present PDFs of the Okubo-Weiss parameter, which distinguishes between vortical and extensional flow regions, and its magnetic analog. We show that the hyperflatnesses of PDFs of the increments of the stream function and the magnetic vector potential exhibit significant scale dependence and we examine the implication of this for the multiscaling of structure functions. We compare our results with those of earlier studies.

An extended Shine-Dalgarno sequence in mRNA functionally bypasses a vital defect in initiator tRNA

Initiator tRNAs are special in their direct binding to the ribosomal P-site due to the hallmark occurrence of the three consecutive G-C base pairs (3GC pairs) in their anticodon stems. How the 3GC pairs function in this role, has remained unsolved. We show that mutations in either the mRNA or 16S rRNA leading to extended interaction between the Shine-Dalgarno (SD) and anti-SD sequences compensate for the vital need of the 3GC pairs in tRNA(fMet) for its function in Escherichia coli. In vivo, the 3GC mutant tRNA(fMet) occurred less abundantly in 70S ribosomes but normally on 30S subunits. However, the extended SD:anti-SD interaction increased its occurrence in 70S ribosomes. We propose that the 3GC pairs play a critical role in tRNA(fMet) retention in ribosome during the conformational changes that mark the transition of 30S preinitiation complex into elongation competent 70S complex. Furthermore, treating cells with kasugamycin, decreasing ribosome recycling factor (RRF) activity or increasing initiation factor 2 (IF2) levels enhanced initiation with the 3GC mutant tRNA(fMet), suggesting that the 70S mode of initiation is less dependent on the 3GC pairs in tRNA(fMet).