The Gaussian Toeplitz matrix

An analytical expression for the LL(T) decomposition for the Gaussian Toeplitz matrix with elements T(ij) = [1/(2-pi)1/2-sigma] exp[-(i - j)2/2-sigma-2] is derived. An exact expression for the determinant and bounds on the eigenvalues follows. An analytical expression for the inverse T-1 is also derived.

Three- and Seven-Point Optimally Weighted Recursive Median Filters for Gas Turbine Diagnostics

Measured health signals incorporate significant details about any malfunction in a gas turbine. The attenuation of noise and removal of outliers from these health signals while preserving important features is an important problem in gas turbine diagnostics. The measured health signals are a time series of sensor measurements such as the low rotor speed, high rotor speed, fuel flow, and exhaust gas temperature in a gas turbine. In this article, a comparative study is done by varying the window length of acausal and unsymmetrical weighted recursive median filters and numerical results for error minimization are obtained. It is found that optimal filters exist, which can be used for engines where data are available slowly (three-point filter) and rapidly (seven-point filter). These smoothing filters are proposed as preprocessors of measurement delta signals before subjecting them to fault detection and isolation algorithms.

Residence time distribution for a class of Gaussian Markov processes

We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].

Data rectification and detection of trend shifts in jet engine path measurements using median filters and fuzzy logic

Filtering methods are explored for removing noise from data while preserving sharp edges that many indicate a trend shift in gas turbine measurements. Linear filters are found to be have problems with removing noise while preserving features in the signal. The nonlinear hybrid median filter is found to accurately reproduce the root signal from noisy data. Simulated faulty data and fault-free gas path measurement data are passed through median filters and health residuals for the data set are created. The health residual is a scalar norm of the gas path measurement deltas and is used to partition the faulty engine from the healthy engine using fuzzy sets. The fuzzy detection system is developed and tested with noisy data and with filtered data. It is found from tests with simulated fault-free and faulty data that fuzzy trend shift detection based on filtered data is very accurate with no false alarms and negligible missed alarms.

Noise and outlier removal from jet engine health signals using weighted FIR median hybrid filters

The removal of noise and outliers from measurement signals is a major problem in jet engine health monitoring. Topical measurement signals found in most jet engines include low rotor speed, high rotor speed. fuel flow and exhaust gas temperature. Deviations in these measurements from a baseline 'good' engine are often called measurement deltas and the health signals used for fault detection, isolation, trending and data mining. Linear filters such as the FIR moving average filter and IIR exponential average filter are used in the industry to remove noise and outliers from the jet engine measurement deltas. However, the use of linear filters can lead to loss of critical features in the signal that can contain information about maintenance and repair events that could be used by fault isolation algorithms to determine engine condition or by data mining algorithms to learn valuable patterns in the data, Non-linear filters such as the median and weighted median hybrid filters offer the opportunity to remove noise and gross outliers from signals while preserving features. In this study. a comparison of traditional linear filters popular in the jet engine industry is made with the median filter and the subfilter weighted FIR median hybrid (SWFMH) filter. Results using simulated data with implanted faults shows that the SWFMH filter results in a noise reduction of over 60 per cent compared to only 20 per cent for FIR filters and 30 per cent for IIR filters. Preprocessing jet engine health signals using the SWFMH filter would greatly improve the accuracy of diagnostic systems. (C) 2002 Published by Elsevier Science Ltd.

Analytical solutions for protective filters based on soil-retention and permeability criteria with respect to the phenomenon of soil boiling

For the successful performance of a granular filter medium, existing design guidelines, which are based on the particle size distribution (PSD) characteristics of the base soil and filter medium, require two contradictory conditions to be satisfied, viz., soil retention and permeability. In spite of the wider applicability of these guidelines, it is well recognized that (i) they are applicable to a particular range of soils tested in the laboratory, (ii) the design procedures do not include performance-based selection criteria, and (iii) there are no means to establish the sensitivity of the important variables influencing performance. In the present work, analytical solutions are developed to obtain a factor of safety with respect to soil-retention and permeability criteria for a base soil - filter medium system subjected to a soil boiling condition. The proposed analytical solutions take into consideration relevant geotechnical properties such as void ratio, permeability, dry unit weight, effective friction angle, shape and size of soil particles, seepage discharge, and existing hydraulic gradient. The solution is validated through example applications and experimental results, and it is established that it can be used successfully in the selection as well as design of granular filters and can be applied to all types of base soils.

Subspace Based Speech Enhancement Using Gaussian Mixture Model

Traditional subspace based speech enhancement (SSE)methods use linear minimum mean square error (LMMSE) estimation that is optimal if the Karhunen Loeve transform (KLT) coefficients of speech and noise are Gaussian distributed. In this paper, we investigate the use of Gaussian mixture (GM) density for modeling the non-Gaussian statistics of the clean speech KLT coefficients. Using Gaussian mixture model (GMM), the optimum minimum mean square error (MMSE) estimator is found to be nonlinear and the traditional LMMSE estimator is shown to be a special case. Experimental results show that the proposed method provides better enhancement performance than the traditional subspace based methods.Index Terms: Subspace based speech enhancement, Gaussian mixture density, MMSE estimation.

Low Complexity Wideband LSFQuantization Using GMM of Uncorrelated Gaussian Mixtures

We develop a Gaussian mixture model (GMM) based vector quantization (VQ) method for coding wideband speech line spectrum frequency (LSF) parameters at low complexity. The PDF of LSF source vector is modeled using the Gaussian mixture (GM) density with higher number of uncorrelated Gaussian mixtures and an optimum scalar quantizer (SQ) is designed for each Gaussian mixture. The reduction of quantization complexity is achieved using the relevant subset of available optimum SQs. For an input vector, the subset of quantizers is chosen using nearest neighbor criteria. The developed method is compared with the recent VQ methods and shown to provide high quality rate-distortion (R/D) performance at lower complexity. In addition, the developed method also provides the advantages of bitrate scalability and rate-independent complexity.

Finite Signal-set Capacity of Two-user Gaussian Multiple Access Channel

The capacity region of a two-user Gaussian Multiple Access Channel (GMAC) with complex finite input alphabets and continuous output alphabet is studied. When both the users are equipped with the same code alphabet, it is shown that, rotation of one of the user’s alphabets by an appropriate angle can make the new pair of alphabets not only uniquely decodable, but will result in enlargement of the capacity region. For this set-up, we identify the primary problem to be finding appropriate angle(s) of rotation between the alphabets such that the capacity region is maximally enlarged. It is shown that the angle of rotation which provides maximum enlargement of the capacity region also minimizes the union bound on the probability of error of the sumalphabet and vice-verse. The optimum angle(s) of rotation varies with the SNR. Through simulations, optimal angle(s) of rotation that gives maximum enlargement of the capacity region of GMAC with some well known alphabets such as M-QAM and M-PSK for some M are presented for several values of SNR. It is shown that for large number of points in the alphabets, capacity gains due to rotations progressively reduce. As the number of points N tends to infinity, our results match the results in the literature wherein the capacity region of the Gaussian code alphabet doesn’t change with rotation for any SNR.

Integer Sequence window based Reconfigurable FIR filters

Conventional hardware implementation techniques for FIR filters require the computation of filter coefficients in software and have them stored in memory. This approach is static in the sense that any further fine tuning of the filter requires computation of new coefficients in software. In this paper, we propose an alternate technique for implementing FIR filters in hardware. We store a considerably large number of impulse response coefficients of the ideal filter (having box type frequency response) in memory. We then do the windowing process, on these coefficients, in hardware using integer sequences as window functions. The integer sequences are also generated in hardware. This approach offers the flexibility in fine tuning the filter, like varying the transition bandwidth around a particular cutoff frequency.

Scalable Context-Sensitive Points-To Analysis Using Multi-Dimensional Bloom Filters

Context-sensitive points-to analysis is critical for several program optimizations. However, as the number of contexts grows exponentially, storage requirements for the analysis increase tremendously for large programs, making the analysis non-scalable. We propose a scalable flow-insensitive context-sensitive inclusion-based points-to analysis that uses a specially designed multi-dimensional bloom filter to store the points-to information. Two key observations motivate our proposal: (i) points-to information (between pointer-object and between pointer-pointer) is sparse, and (ii) moving from an exact to an approximate representation of points-to information only leads to reduced precision without affecting correctness of the (may-points-to) analysis. By using an approximate representation a multi-dimensional bloom filter can significantly reduce the memory requirements with a probabilistic bound on loss in precision. Experimental evaluation on SPEC 2000 benchmarks and two large open source programs reveals that with an average storage requirement of 4MB, our approach achieves almost the same precision (98.6%) as the exact implementation. By increasing the average memory to 27MB, it achieves precision upto 99.7% for these benchmarks. Using Mod/Ref analysis as the client, we find that the client analysis is not affected that often even when there is some loss of precision in the points-to representation. We find that the NoModRef percentage is within 2% of the exact analysis while requiring 4MB (maximum 15MB) memory and less than 4 minutes on average for the points-to analysis. Another major advantage of our technique is that it allows to trade off precision for memory usage of the analysis.