Statistical Monitoring of Dynamic Multivariate Processes: Part I: Modeling Auto- and Cross-Correlation

The work in this paper is of particular significance since it considers the problem of modelling cross- and auto-correlation in statistical process monitoring. The presence of both types of correlation can lead to fault insensitivity or false alarms, although in published literature to date, only autocorrelation has been broadly considered. The proposed method, which uses a Kalman innovation model, effectively removes both correlations. The paper (and Part 2 [2]) has emerged from work supported by EPSRC grant GR/S84354/01 and is of direct relevance to problems in several application areas including chemical, electrical, and mechanical process monitoring.

Dynamic Multivariate Statistical Process Control using Subspace Identification

This paper points out a serious flaw in dynamic multivariate statistical process control (MSPC). The principal component analysis of a linear time series model that is employed to capture auto- and cross-correlation in recorded data may produce a considerable number of variables to be analysed. To give a dynamic representation of the data (based on variable correlation) and circumvent the production of a large time-series structure, a linear state space model is used here instead. The paper demonstrates that incorporating a state space model, the number of variables to be analysed dynamically can be considerably reduced, compared to conventional dynamic MSPC techniques.

Statistical Monitoring of Dynamic Multivariate Processes: Part II: Identifying Fault Magnitude and Signature

This paper builds on work presented in the first paper, Part 1 [1] and is of equal significance. The paper proposes a novel compensation method to preserve the integrity of step-fault signatures prevalent in various processes that can be masked during the removal of both auto- and cross correlation. Using industrial data, the paper demonstrates the benefit of the proposed method, which is applicable to chemical, electrical, and mechanical process monitoring. This paper, (and Part 1 [1]), has led to further work supported by EPSRC grant GR/S84354/01 involving kernel PCA methods.

Observational Evidence for Mode Coupling in the Chromospheric Network

Oscillations in network bright points (NBPs) are studied at a variety of chromospheric heights. In particular, the three-dimensional variation of NBP oscillations is studied using image segmentation and cross-correlation analysis between images taken in light of Ca II K3, Ha core, Mg I b2, and Mg I b1-0.4 Å. Wavelet analysis is used to isolate wave packets in time and to search for height-dependent time delays that result from upward- or downward-directed traveling waves. In each NBP studied, we find evidence for kink-mode waves (1.3, 1.9 mHz), traveling up through the chromosphere and coupling with sausage-mode waves (2.6, 3.8 mHz). This provides a means for depositing energy in the upper chromosphere. We also find evidence for other upward- and downward-propagating waves in the 1.3-4.6 mHz range. Some oscillations do not correspond to traveling waves, and we attribute these to waves generated in neighboring regions.

Propagating waves and magnetohydrodynamic mode coupling in the quiet-sun network

High-cadence multiwavelength optical observations were taken with the Dunn Solar Telescope at the National Solar Observatory, Sacramento Peak, accompanied by Advanced Stokes Polarimeter vector magnetograms. A total of 11 network bright points (NBPs) have been studied at different atmospheric heights using images taken in wave bands centered on Mg I b(1) - 0.4 Angstrom, Halpha, and Ca II K-3. Wavelet analysis was used to study wave packets and identify traveling magnetohydrodynamic waves. Wave speeds were estimated through the temporal cross-correlation of signals, in selected frequency bands of wavelet power, in each wavelength. Four mode-coupling cases were identified, one in each of four of the NBPs, and the variation of the associated Fourier power with height was studied. Three of the detected mode-coupling, transverse-mode frequencies were observed in the 1.2-1.6 mHz range (mean NBP apparent flux density magnitudes over 99-111 Mx cm(-2)), with the final case showing 2.0-2.2 mHz (with 142 Mx cm(-2)). Following this, longitudinal-mode frequencies were detected in the range 2.6-3.2 mHz for three of our cases, with 3.9-4.1 mHz for the remaining case. After mode coupling, two cases displayed a decrease in longitudinal-mode Fourier power in the higher chromosphere.

The role of Mittag-Leffler functions in anomalous relaxation

The inertia-corrected Debye model of rotational Brownian motion of polar molecules was generalized by Coffey et al. [Phys. Rev. E, 65, 32 102 (2002)] to describe fractional dynamics and anomalous rotational diffusion. The linear- response theory of the normalized complex susceptibility was given in terms of a Laplace transform and as a function of frequency. The angular-velocity correlation function was parametrized via fractal Mittag-Leffler functions. Here we apply the latter method and complex-contour integral- representation methods to determine the original time-dependent amplitude as an inverse Laplace transform using both analytical and numerical approaches, as appropriate. (C) 2004 Elsevier B.V. All rights reserved.

Restricted rotation dynamics and far-infrared spectra of liquid water governed by elastic interactions

A semi-phenomenological model describing wideband dielectric and far-infrared spectra of liquid water was proposed recently by the same authors [J. Mol. Struct. 606 (2002) 9], where a small dipole-moment component changing harmonically with time determines a weak absorption band (termed here the R-band) centred at the wavenumber v similar to 200 cm(-1). In the present work, a rough molecular theory of the R-band based on the concept of elastic interactions is given. Stretching and bending of hydrogen bonds cause restricted rotation (RR) of a polar water molecule in terms of a dimer comprising the H- bonded molecules. Analytical expression for the RR frequency nu(str) is derived as a function of the RR amplitude, geometrical parameters and force constants. The density g(nu(str)) of frequency distribution is shown to be centred in the R-band. The spectrum of the dipolar auto-correlation function calculated for this structural-dynamical model is found. A composite model comprising two intermolecular potentials is proposed, which yields for water a good description of the experimental wideband (from 0 to 1000 cm(- 1)) spectra of complex permittivity and of absorption coefficient. The presented interpretation of these spectra is based on a concept that water presents a two-component solution, with components differing by the types of molecular rotation. (C) 2003 Elsevier B.V. All rights reserved.

Specific and unspecific interactions in polar fluids in view of wideband dielectric far-infrared spectra

A simple molecular analytical theory of dielectric relaxation in strongly polar fluids is considered in terms of a semi- phenomenological approach. Theoretical spectra epsilon(v), a(v) of complex permittivity and absorption coefficient are fully determined by a form of intermolecular potential well, in which a dipole reorients. In a recent publication by VI. Gaiduk, O.F. Nielsen, and T.S. Perova [J. Molliq 95 (1002) 1-25] the wideband spectra of liquid H2O and D2O were described in terms of a composite model comprising the rectangular and the cosine squared potential wells. Much better results are achieved in this work, where the rectangular well is replaced by a well with a rounded bottom termed the hat-curved well. The spectrum of the auto-correlation function (ACF) is calculated for such a potential. The proposed theory of a composite model, comprising hat-curved and parabolic wells, is applied for liquid water. This model is capable for describing the Debye relaxation region, the second relaxation region in the submillimeter wavelength range, and the far infra-red (FIR) e(v), a(v) spectra, where an intense librational band and an additional weak band are placed, respectively, near 700 cm(-1) and 200 cm(-1). The latter band reflects the features of so-called specific (viz. directly related to H-bonds) interactions and the former band reflects the features of unspecific interactions. The physical mechanisms connected with these types of interactions are discussed in terms of two relevant types of water structure (types of molecular rotation). The proposed theory is also applied to a non-associated liquid in terms of one hat-curved potential well. (C) 2004 Elsevier B.V. All rights reserved.

On the structure and dynamics of ionic liquids

The structure and dynamics of the ionic liquid 1-ethyl-3-methylimidazolium nitrate is studied by molecular dynamics simulations. We find long-range spatial correlations between the ions and a three-dimensional local structure that reflects the asymmetry of the cations. The main contribution to the configurational energy comes from the electrostatic interactions which leads to charge-ordering effects. Radial screening and threedimensional distribution of charge are also analyzed. The motion of a single ion is studied via velocity and reorientational correlation functions. It is found that ions "rattle" in a long-lived cage, while the orientational structure relaxes on a time scale longer than 200 ps. As in a supercooled liquid, the mean square displacements reveal a subdiffusive dynamics. In addition, the presence of dynamic heterogeneities can be detected by analyzing the non-Gaussian behavior of the van Hove correlation function and the spatial arrangement of the most mobile ions. The short-time collective dynamics is also studied through the electric current time correlation function.

Prediction of adipose tissue composition using Raman spectroscopy: average properties and individual fatty acids.

Abstract: Raman spectroscopy has been used for the first time to predict the FA composition of unextracted adipose tissue of pork, beef, lamb, and chicken. It was found that the bulk unsaturation parameters could be predicted successfully [R-2 = 0.97, root mean square error of prediction (RMSEP) = 4.6% of 4 sigma], with cis unsaturation, which accounted for the majority of the unsaturation, giving similar correlations. The combined abundance of all measured PUFA (>= 2 double bonds per chain) was also well predicted with R-2 = 0.97 and RMSEP = 4.0% of 4 sigma. Trans unsaturation was not as well modeled (R-2 = 0.52, RMSEP = 18% of 4 sigma); this reduced prediction ability can be attributed to the low levels of trans FA found in adipose tissue (0.035 times the cis unsaturation level). For the individual FA, the average partial least squares (PLS) regression coefficient of the 18 most abundant FA (relative abundances ranging from 0.1 to 38.6% of the total FA content) was R-2 = 0.73; the average RMSEP = 11.9% of 4 sigma. Regression coefficients and prediction errors for the five most abundant FA were all better than the average value (in some cases as low as RMSEP = 4.7% of 4 sigma). Cross-correlation between the abundances of the minor FA and more abundant acids could be determined by principal component analysis methods, and the resulting groups of correlated compounds were also well-predicted using PLS. The accuracy of the prediction of individual FA was at least as good as other spectroscopic methods, and the extremely straightforward sampling method meant that very rapid analysis of samples at ambient temperature was easily achieved. This work shows that Raman profiling of hundreds of samples per day is easily achievable with an automated sampling system.

Single-shot characterisation of independent femtosecond extreme ultraviolet free electron andf infrared laser pulses

Two-color above threshold ionization of helium and xenon has been used to analyze the synchronization between individual pulses of the femtosecond extreme ultraviolet (XUV) free electron laser in Hamburg and an independent intense 120 fs mode-locked Ti:sapphire laser. Characteristic sidebands appear in the photoelectron spectra when the two pulses overlap spatially and temporally. The cross-correlation curve points to a 250 fs rms jitter between the two sources at the experiment. A more precise determination of the temporal fluctuation between the XUV and infrared pulses is obtained through the analysis of the single-shot sideband intensities. ©2007 American Institute of Physics

Target Detection and Tracking With Heterogeneous Sensors

We present a multimodal detection and tracking algorithm for sensors composed of a camera mounted between two microphones. Target localization is performed on color-based change detection in the video modality and on time difference of arrival (TDOA) estimation between the two microphones in the audio modality. The TDOA is computed by multiband generalized cross correlation (GCC) analysis. The estimated directions of arrival are then postprocessed using a Riccati Kalman filter. The visual and audio estimates are finally integrated, at the likelihood level, into a particle filter (PF) that uses a zero-order motion model, and a weighted probabilistic data association (WPDA) scheme. We demonstrate that the Kalman filtering (KF) improves the accuracy of the audio source localization and that the WPDA helps to enhance the tracking performance of sensor fusion in reverberant scenarios. The combination of multiband GCC, KF, and WPDA within the particle filtering framework improves the performance of the algorithm in noisy scenarios. We also show how the proposed audiovisual tracker summarizes the observed scene by generating metadata that can be transmitted to other network nodes instead of transmitting the raw images and can be used for very low bit rate communication. Moreover, the generated metadata can also be used to detect and monitor events of interest.

Measurements, modeling and simulation of the off-body radio channel for the implementation of bodyworn antenna diversity at 868 MHz

This paper presents a systematic measurement campaign of diversity reception techniques for use in multiple-antenna wearable systems operating at 868 MHz. The experiments were performed using six time-synchronized bodyworn receivers and considered mobile off-body communications in an anechoic chamber, open office area and a hallway. The cross-correlation coefficient between the signal fading measured by bodyworn receivers was dependent upon the local environment and typically below 0.7. All received signal envelopes were combined in post-processing to study the potential benefits of implementing receiver diversity based upon selection combination, equal-gain and maximal-ratio combining. It is shown that, in an open office area, the 5.7 dB diversity gain obtained using a dual-branch bodyworn maximal-ratio diversity system may be further improved to 11.1 dB if a six-branch system was used. First-and second-order theoretical equations for diversity reception techniques operating in Nakagami fading conditions were used to model the postdetection combined envelopes. Maximum likelihood estimates of the Nakagami-parameter suggest that the fading conditions encountered in this study were generally less severe than Rayleigh. The paper also describes an algorithm that may be used to simulate the measured output of an M-branch diversity combiner operating in independent and identically-distributed Nakagami fading environments.

A time-domain approach to the analysis and modeling of on-body propagation characteristics using synchronized measurements at 2.45 GHz

Modeling of on-body propagation channels is of paramount importance to those wishing to evaluate radio channel performance for wearable devices in body area networks (BANs). Difficulties in modeling arise due to the highly variable channel conditions related to changes in the user's state and local environment. This study characterizes these influences by using time-series analysis to examine and model signal characteristics for on-body radio channels in user stationary and mobile scenarios in four different locations: anechoic chamber, open office area, hallway, and outdoor environment. Autocorrelation and cross-correlation functions are reported and shown to be dependent on body state and surroundings. Autoregressive (AR) transfer functions are used to perform time-series analysis and develop models for fading in various on-body links. Due to the non-Gaussian nature of the logarithmically transformed observed signal envelope in the majority of mobile user states, a simple method for reproducing the failing based on lognormal and Nakagami statistics is proposed. The validity of the AR models is evaluated using hypothesis testing, which is based on the Ljung-Box statistic, and the estimated distributional parameters of the simulator output compared with those from experimental results.

Channel characterization for single- and multiple-antenna wearable systems used for indoor body-to-body communications

In this paper, an analysis of radio channel characteristics for single- and multiple-antenna bodyworn systems for use in body-to-body communications is presented. The work was based on an extensive measurement campaign conducted at 2.45 GHz representative of an indoor sweep and search scenario for fire and rescue personnel. Using maximum-likelihood estimation in conjunction with the Akaike information criterion (AIC), five candidate probability distributions were investigated and from these the kappa - mu distribution was found to best describe small-scale fading observed in the body-to-body channels. Additional channel parameters such as autocorrelation and the cross-correlation coefficient between fading signal envelopes were also analyzed. Low cross correlation and small differences in mean signal levels between potential dual-branch diversity receivers suggested that the prospect of successfully implementing diversity in this type application is extremely good. Moreover, using selection combination, maximal ratio, and equal gain combining, up to 8.69-dB diversity gain can be made available when four spatially separated antennas are used at the receiver. Additional improvements in the combined envelopes through lower level crossing rates and fade durations at low signal levels were also observed.