Consistent HMM parameter estimation using Kerridge inaccuracy rates

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).

Magnetic convection heat transfer in an open-ended enclosure filled with paramagnetic fluids

Numerical simulations of thermomagnetic convection of paramagnetic fluids placed in a micro-gravity condition (g ≈ 0) and under a uniform vertical gradient magnetic field in an open ended square enclosure with ramp heating temperature condition applied on a vertical wall is investigated in this study. In presence of the strong magnetic gradient field thermal convection of the paramagnetic fluid might take place even in a zero-gravity environment as a direct consequence of temperature differences occurring within the fluid. The thermal boundary layer develops adjacent to the hot wall as soon as the ramp temperature condition is applied on it. There are two scenarios can be observed based on the ramp heating time. The steady state of the thermal boundary layer can be reached before the ramp time is finished or vice versa. If the ramp time is larger than the quasi-steady time then the thermal boundary layer is in a quasi-steady mode with convection balancing conduction after the quasi-steady time. Further increase of the heat input simply accelerates the flow to maintain the proper thermal balance. Finally, the boundary layer becomes completely steady state when the ramp time is finished. Effects of magnetic Rayleigh number, Prandtl number and paramagnetic fluid parameter on the flow pattern and heat transfer are presented.

Parameter estimation of thrust models of uninhabited airborne systems

This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.

Magnetic convection heat transfer in an open ended enclosure filled with paramagnetic fluids

Numerical simulations of thermomagnetic convection of paramagnetic fluids placed in a micro-gravity condition (g nearly 0) and under a uniform vertical gradient magnetic field in an open ended square enclosure with ramp heating temperature condition applied on a vertical wall is investigated in this study. In presence of the strong magnetic gradient field thermal convection of the paramagnetic fluid might take place even in a zero-gravity environment as a direct consequence of temperature differences occurring within the fluid. The thermal boundary layer develops adjacent to the hot wall as soon as the ramp temperature condition is applied on it. There are two scenario that can be observed based on the ramp heating time. The steady state of the thermal boundary layer can be reached before the ramp time is finished or vice versa. If the ramp time is larger than the quasi-steady time then the thermal boundary layer is in a quasi-steady mode with convection balancing conduction after the quasi-steady time. Further increase of the heat input simply accelerates the flow to maintain the proper thermal balance. Finally, the boundary layer becomes completely steady state when the ramp time is finished. Effects of magnetic Rayleigh number, Prandtl number and paramagnetic fluid parameter on the flow pattern and heat transfer are presented.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.

A comprehensive analysis of parameter settings for novelty-biased cumulative gain

In the TREC Web Diversity track, novelty-biased cumulative gain (α-NDCG) is one of the official measures to assess retrieval performance of IR systems. The measure is characterised by a parameter, α, the effect of which has not been thoroughly investigated. We find that common settings of α, i.e. α=0.5, may prevent the measure from behaving as desired when evaluating result diversification. This is because it excessively penalises systems that cover many intents while it rewards those that redundantly cover only few intents. This issue is crucial since it highly influences systems at top ranks. We revisit our previously proposed threshold, suggesting α be set on a query-basis. The intuitiveness of the measure is then studied by examining actual rankings from TREC 09-10 Web track submissions. By varying α according to our query-based threshold, the discriminative power of α-NDCG is not harmed and in fact, our approach improves α-NDCG's robustness. Experimental results show that the threshold for α can turn the measure to be more intuitive than using its common settings.

Crystalline Si nanoparticles below crystallization threshold : effects of collisional heating in non-thermal atmospheric-pressure microplasmas

Nucleation and growth of highly crystalline silicon nanoparticles in atmospheric-pressure low-temperature microplasmas at gas temperatures well below the Si crystallization threshold and within a short (100 μs) period of time are demonstrated and explained. The modeling reveals that collision-enhanced ion fluxes can effectively increase the heat flux on the nanoparticle surface and this heating is controlled by the ion density. It is shown that nanoparticles can be heated to temperatures above the crystallization threshold. These combined experimental and theoretical results confirm the effective heating and structure control of Si nanoparticles at atmospheric pressure and low gas temperatures.

Heating and plasma sheath effects in low-temperature, plasma-assisted growth of carbon nanofibers

Plasma sheath, nanostructure growth, and thermal models are used to describe carbon nanofiber (CNF) growth and heating in a low-temperature plasma. It is found that when the H2 partial pressure is increased, H atom recombination and H ion neutralization are the main mechanisms responsible for energy release on the catalyst surface. Numerical results also show that process parameters such as the substrate potential, electron temperature and number density mainly affect the CNF growth rate and plasma heating at low catalyst temperatures. In contrast, gas pressure, ion temperature, and the C2H2:H2 supply ratio affect the CNF growth at all temperatures. It is shown that plasma-related processes substantially increase the catalyst particle temperature, in comparison to the substrate and the substrate-holding platform temperatures.

Hydrogen in plasma-nanofabrication : selective control of nanostructure heating and passivation

The possibility of independent control of the surface fluxes of energy and hydrogen-containing radicals, thus enabling selective control of the nanostructure heating and passivation, is demonstrated. In situ energy flux measurements reveal that even a small addition of H2 to low-pressure Ar plasmas leads to a dramatic increase in the energy deposition through H recombination on the surface. The heat release is quenched by a sequential addition of a hydrocarbon precursor while the surface passivation remains effective. Such selective control offers an effective mechanism for deterministic control of the growth shape, crystallinity, and density of nanostructures in plasma-aided nanofabrication. © 2010 American Institute of Physics.

Diagnostics and two-dimensional simulation of low-frequency inductively coupled plasmas with neutral gas heating and electron heat fluxes

This article presents the results on the diagnostics and numerical modeling of low-frequency (∼460 KHz) inductively coupled plasmas generated in a cylindrical metal chamber by an external flat spiral coil. Experimental data on the electron number densities and temperatures, electron energy distribution functions, and optical emission intensities of the abundant plasma species in low/intermediate pressure argon discharges are included. The spatial profiles of the plasma density, electron temperature, and excited argon species are computed, for different rf powers and working gas pressures, using the two-dimensional fluid approach. The model allows one to achieve a reasonable agreement between the computed and experimental data. The effect of the neutral gas temperature on the plasma parameters is also investigated. It is shown that neutral gas heating (at rf powers≥0.55kW) is one of the key factors that control the electron number density and temperature. The dependence of the average rf power loss, per electron-ion pair created, on the working gas pressure shows that the electron heat flux to the walls appears to be a critical factor in the total power loss in the discharge.

Plasma heating effects in catalyzed growth of carbon nanofibres

A theoretical model describing the plasma-assisted growth of carbon nanofibres (CNFs) that accounts for the nanostructure heating by ion and etching gas fluxes from the plasma is developed. Using the model, it is shown that fluxes from the plasma environment can substantially increase the temperature of the catalyst nanoparticle located on the top of the CNF with respect to the substrate temperature. The difference between the catalyst and the substrate temperatures depends on the substrate width, the length of the CNF, the neutral gas density and temperature as well as the densities of the ions and atoms of the etching gas. In addition to the heating of the nanostructure, the ions and etching gas atoms from the ionized gas environment also strongly affect the CNF growth rates. Due to ion bombardment, the CNF growth rates in plasma enhanced chemical vapour deposition may be much higher than the rates in similar neutral gas-based thermal processes. The CNF growth model, which accounts for the nanostructure heating by the plasma-generated species, provides the growth rates that are in better agreement with the available experimental data on CNF growth than the models in which the heating effects are ignored.

Heating mechanism of self-interaction of surface polaritons at n-type semiconductor-metal interface

The influence of electron heating in the high-frequency surface polariton (SP) field on the dispersion properties of the SPs considered is investigated. High frequency SPs propagate at the interface between an n-type semiconductor with finite electron pressure, and a metal. The nonlinear dispersion relation for the SPs is derived and investigated.

Effect of heating nonlinearity on propagation of high-frequency surface waves at the semiconductor-metal interface

In approximation of weak heating influence of electron heating in the high-frequency surface wave field on propagation of surface wave (heating nonlinearity) is considered. It is shown that high-frequency surface wave propagates in direction perpendicular to the external magnetic field at the semiconductor-metal interface. A nonlinear dispersion equation is obtained and studied that allows to make conclusions about the contribution of heating nonlinearity to nonlinear process of considered interaction.

Heating self-interaction mechanism of surface magnetoplasma waves in plasma-like medium bounded by metal

The influence of electron heating in the high-frequency surface magnetoplasma wave(SM) field on dispersion properties of the considered SM is investigated. High frequency SM propagate at the interface between a plasma like medium with a finite electrons pressure and a metal. The nonlinear dispersion relation for the SM is derived and investigated.

Determining the material properties for heavily over-consolidated bagasse through parameter estimation

A better understanding of the behaviour of prepared cane and bagasse, and the ability to model the mechanical behaviour of bagasse as it is squeezed in a milling unit to extract juice, would help identify how to improve the current process. For example, there are opportunities to decrease bagasse moisture from a milling unit. Also, the behaviour of bagasse in chutes is poorly understood. Previous investigations have shown that juice flow through bagasse obeys Darcy’s permeability law, that the grip of the rough surface of the grooves on the bagasse can be represented by the Mohr-Coulomb failure criterion for soils, and that the internal mechanical behaviour of the bagasse is critical state behaviour similar to that for sand and clay. Progress has been made in the last ten years towards implementing a mechanical model for bagasse in finite element software. The objective has been to be able to simulate simple mechanical loading conditions measured in the laboratory, which, when combined together, have a high probability of reproducing the complicated stress conditions in a milling unit. This paper reports on the successful simulation of part of the fifth and final (and most challenging) loading condition, the shearing of heavily over-consolidated bagasse, and determining material property values through the use of powerful and free parameter estimation software.