Optimal control of a stochastic hybrid system with discounted cost

We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.

A stochastic dynamical system for image segmentation

Image segmentation is formulated as a stochastic process whose invariant distribution is concentrated at points of the desired region. By choosing multiple seed points, different regions can be segmented. The algorithm is based on the theory of time-homogeneous Markov chains and has been largely motivated by the technique of simulated annealing. The method proposed here has been found to perform well on real-world clean as well as noisy images while being computationally far less expensive than stochastic optimisation techniques

Dynamics after a sweep through a quantum critical point

The coherent quantum evolution of a one-dimensional many-particle system after slowly sweeping the Hamiltonian through a critical point is studied using a generalized quantum Ising model containing both integrable and nonintegrable regimes. It is known from previous work that universal power laws of the sweep rate appear in such quantities as the mean number of excitations created by the sweep. Several other phenomena are found that are not reflected by such averages: there are two different scaling behaviors of the entanglement entropy and a relaxation that is power law in time rather than exponential. The final state of evolution after the quench is not characterized by any effective temperature, and the Loschmidt echo converges algebraically for long times, with cusplike singularities in the integrable case that are dynamically broadened by nonintegrable perturbations.

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.

Nonequilibrium charge transport in an interacting open system: Two-particle resonance and current asymmetry

We use the Lippman-Schwinger scattering theory to study nonequilibrium electron transport through an interacting open quantum dot. The two-particle current is evaluated exactly while we use perturbation theory to calculate the current when the leads are Fermi liquids at different chemical potentials. We find an interesting two-particle resonance induced by the interaction and obtain criteria to observe it when a small bias is applied across the dot. Finally, for a system without spatial inversion symmetry, we find that the two-particle current is quite different depending on whether the electrons are incident from the left or the right lead.

Nonlinear structural dynamical system identification using adaptive particle filters

The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

A particle filtering approach for structural system identification in vehicle–structure interaction problems

The problem of identification of parameters of a beam-moving oscillator system based on measurement of time histories of beam strains and displacements is considered. The governing equations of motion here have time varying coefficients. The parameters to be identified are however time invariant and consist of mass, stiffness and damping characteristics of the beam and oscillator subsystems. A strategy based on dynamic state estimation method, that employs particle filtering algorithms, is proposed to tackle the identification problem. The method can take into account measurement noise, guideway unevenness, spatially incomplete measurements, finite element models for supporting structure and moving vehicle, and imperfections in the formulation of the mathematical models. Numerical illustrations based on synthetic data on beam-oscillator system are presented to demonstrate the satisfactory performance of the proposed procedure.

Stochastic Analysis of Yielding System

The probability distribution of the instantaneous incremental yield of an inelastic system is characterized in terms of a conditional probability and average rate of crossing. The detailed yield statistics of a single degree-of-freedom elasto-plastic system under a Gaussian white noise are obtained for both nonstationary and stationary response. The present analysis indicates that the yield damage is sensitive to viscous damping. The spectra of mean and mean square damage rate are presented.

Particle filters for structural system identification using multiple test and sensor data: A combined computational and experimental study

The problem of structural system identification when measurements originate from multiple tests and multiple sensors is considered. An offline solution to this problem using bootstrap particle filtering is proposed. The central idea of the proposed method is the introduction of a dummy independent variable that allows for simultaneous assimilation of multiple measurements in a sequential manner. The method can treat linear/nonlinear structural models and allows for measurements on strains and displacements under static/dynamic loads. Illustrative examples consider measurement data from numerical models and also from laboratory experiments. The results from the proposed method are compared with those from a Kalman filter-based approach and the superior performance of the proposed method is demonstrated. Copyright (C) 2009 John Wiley & Sons, Ltd.

Development of micro-shock wave assisted dry particle and fluid jet delivery system

Small quantity of energetic material coated on the inner wall of a polymer tube is proposed as a new method to generate micro-shock waves in the laboratory. These micro-shock waves have been harnessed to develop a novel method of delivering dry particle and liquid jet into the target. We have generated micro-shock waves with the help of reactive explosive compound high melting explosive (octahydro-1,3,5,7-tetranitro-1,3,5,7-tetrazocine) and traces of aluminium] coated polymer tube, utilising 9 J of energy. The detonation process is initiated electrically from one end of the tube, while the micro-shock wave followed by the products of detonation escape from the open end of the polymer tube. The energy available at the open end of the polymer tube is used to accelerate tungsten micro-particles coated on the other side of the diaphragm or force a liquid jet out of a small cavity filled with the liquid. The micro-particles deposited on a thin metal diaphragm (typically 100-mu m thick) were accelerated to high velocity using micro-shock waves to penetrate the target. Tungsten particles of 0.7 mu m diameter have been successfully delivered into agarose gel targets of various strengths (0.6-1.0 %). The device has been tested by delivering micro-particles into potato tuber and Arachis hypogaea Linnaeus (ground nut) stem tissue. Along similar lines, liquid jets of diameter 200-250 mu m (methylene blue, water and oils) have been successfully delivered into agarose gel targets of various strengths. Successful vaccination against murine salmonellosis was demonstrated as a biological application of this device. The penetration depths achieved in the experimental targets are very encouraging to develop a future device for biological and biomedical applications.

Monoclonal Antibodies against Hepatitis C Genotype 3a Virus Like Particle Inhibit Virus Entry in Cell Culture System

The envelope protein (E1-E2) of Hepatitis C virus (HCV) is a major component of the viral structure. The glycosylated envelope protein is considered to be important for initiation of infection by binding to cellular receptor(s) and also known as one of the major antigenic targets to host immune response. The present study was aimed at identifying mouse monoclonal antibodies which inhibit binding of virus like particles of HCV to target cells. The first step in this direction was to generate recombinant HCV-like particles (HCV-LPs) specific for genotypes 3a of HCV (prevalent in India) using the genes encoding core, E1 and E2 envelop proteins in a baculovirus expression system. The purified HCV-LPs were characterized by ELISA and electron microscopy and were used to generate monoclonal antibodies (mAbs) in mice. Two monoclonal antibodies (E8G9 and H1H10) specific for the E2 region of envelope protein of HCV genotype 3a, were found to reduce the virus binding to Huh7 cells. However, the mAbs generated against HCV genotype 1b (D2H3, G2C7, E1B11) were not so effective. More importantly, mAb E8G9 showed significant inhibition of the virus entry in HCV JFH1 cell culture system. Finally, the epitopic regions on E2 protein which bind to the mAbs have also been identified. Results suggest a new therapeutic strategy and provide the proof of concept that mAb against HCV-LP could be effective in preventing virus entry into liver cells to block HCV replication.

Variance-Reduced Particle Filters for Structural System Identification Problems

A few variance reduction schemes are proposed within the broad framework of a particle filter as applied to the problem of structural system identification. Whereas the first scheme uses a directional descent step, possibly of the Newton or quasi-Newton type, within the prediction stage of the filter, the second relies on replacing the more conventional Monte Carlo simulation involving pseudorandom sequence with one using quasi-random sequences along with a Brownian bridge discretization while representing the process noise terms. As evidenced through the derivations and subsequent numerical work on the identification of a shear frame, the combined effect of the proposed approaches in yielding variance-reduced estimates of the model parameters appears to be quite noticeable. DOI: 10.1061/(ASCE)EM.1943-7889.0000480. (C) 2013 American Society of Civil Engineers.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

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.