Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Switching among pulse-generation regimes in passively mode-locked fibre laser by adaptive filtering

We show both numerically and experimentally that dispersion management can be realized by manipulating the dispersion of a filter in a passively mode-locked fibre laser. A programmable filter the dispersion of which can be software configured is employed in the laser. Solitons, stretched-pulses, and dissipative solitons can be targeted reliably by controlling the filter transmission function only, while the length of fibres is fixed in the laser. This technique shows remarkable advantages in controlling operation regimes in ultrafast fibre lasers, in contrast to the traditional technique in which dispersion management is achieved by optimizing the relative length of fibres with opposite-sign dispersion. Our versatile ultrafast fibre laser will be attractive for applications requiring different pulse profiles such as in optical signal processing and optical communications.

Optimised phase disposition pulse-width modulation strategy for hybrid-clamped multilevel inverters using switching state sequences

This study describes an optimised modulation strategy based on switching state sequences for the hybrid-clamped multilevel converter. Two key control variables defined as 'phase shift angle' and 'switching state change' for a five-level hybrid-clamped inverter are proposed to improve all switches' operation, and by changing their values, different control methods can be obtained for modulation optimisation purposes. Two example methods can solve the voltage imbalance problem of the dc-link capacitors and furthermore avoid two switches' simultaneous switching transitions and improve the inverter's performance as compared with the traditional phase disposition pulse-width modulation strategy. A 6 kW prototype inverter is developed and a range of simulation and experiments are carried out for validation. It is found that simulation and experimental results are in a good agreement and the proposed modulation strategy is verified in terms of low-order harmonic reduction.