A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

Low order anti-aliasing filters for sparse signals in embedded applications

Major emphasis, in compressed sensing (CS) research, has been on the acquisition of sub-Nyquist number of samples of a signal that has a sparse representation on some tight frame or an orthogonal basis, and subsequent reconstruction of the original signal using a plethora of recovery algorithms. In this paper, we present compressed sensing data acquisition from a different perspective, wherein a set of signals are reconstructed at a sampling rate which is a multiple of the sampling rate of the ADCs that are used to measure the signals. We illustrate how this can facilitate usage of anti-aliasing filters with relaxed frequency specifications and, consequently, of lower order.

Analysis and design of split-capacitor resistive-inductive passive damping for LCL filters in grid-connected inverters

Grid-connected inverters require a third-order LCL filter to meet standards such as the IEEE Std. 519-1992 while being compact and cost-effective. LCL filter introduces resonance, which needs to be damped through active or passive methods. Passive damping schemes have less control complexity and are more reliable. This study explores the split-capacitor resistive-inductive (SC-RL) passive damping scheme. The SC-RL damped LCL filter is modelled using state space approach. Using this model, the power loss and damping are analysed. Based on the analysis, the SC-RL scheme is shown to have lower losses than other simpler passive damping methods. This makes the SC-RL scheme suitable for high power applications. A method for component selection that minimises the power loss in the damping resistors while keeping the system well damped is proposed. The design selection takes into account the influence of switching frequency, resonance frequency and the choice of inductance and capacitance values of the filter on the damping component selection. The use of normalised parameters makes it suitable for a wide range of design applications. Analytical results show the losses and quality factor to be in the range of 0.05-0.1% and 2.0-2.5, respectively, which are validated experimentally.

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.

Experimental investigation of biofuel drop impact on stainless steel surface

Blends of conventional fuels such as Jet-A1 (aviation kerosene) and diesel with bio-derived components, referred to as biofttels, are gradually replacing the conventional fuels in aircraft and automobile engines. There is a lack of understanding on the interaction of spray drops of such biofuels with solid surfaces. The present study is an experimental investigation on the impact of biofuel drops onto a smooth stainless steel surface. The biofuel is a mixture of 90% commercially available camelina-derived biofuel and 10% aromatics. Biofuel drops were generated using a syringe-hypodermic needle arrangement. On demand, the needle delivers an almost spherical drop with drop diameter in the range 2.05-2.15 mm. Static wetting experiments show that the biofuel drop completely wets the stainless steel surface and exhibits an equilibrium contact angle of 5.6. High speed video camera was used to capture the impact dynamics of biofuel drops with Weber number ranging from 20 to 570. The spreading dynamics and maximum spreading diameter of impacting biofuel drops on the target surface were analyzed. For the impact of high Weber number biofuel drops, the spreading law suggests beta similar to tau(0.5) where beta is the spread factor and tau, the nondimensionalized time. The experimentally observed trend of maximum spread factor, beta(max) of camelina biofuel drop on the target surface with We compares well with the theoretically predicted trend from Ukiwe-Kwok model. After reaching beta(max), the impacting biofuel drop undergoes a prolonged sluggish spreading due to the high wetting nature of the camelina biofuel-stainless steel system. As a result, the final spread factor is found to be a little more than beta(max). (C) 2014 Elsevier Inc. All rights reserved.

Transition from Cassie to impaled state during drop impact on groove-textured solid surfaces

Liquid drops impacted on textured surfaces undergo a transition from the Cassie state characterized by the presence of air pockets inside the roughness valleys below the drop to an impaled state with at least one of the roughness valleys filled with drop liquid. This occurs when the drop impact velocity exceeds a particular value referred to as the critical impact velocity. The present study investigates such a transition process during water drop impact on surfaces textured with unidirectional parallel grooves referred to as groove-textured surfaces. The process of liquid impalement into a groove in the vicinity of drop impact through de-pinning of the three-phase contact line (TPCL) beneath the drop as well as the critical impact velocity were identified experimentally from high speed video recordings of water drop impact on six different groove-textured surfaces made from intrinsically hydrophilic (stainless steel) as well as intrinsically hydrophobic (PDMS and rough aluminum) materials. The surface energy of various 2-D configurations of liquid-vapor interface beneath the drop near the drop impact point was theoretically investigated to identify the locally stable configurations and establish a pathway for the liquid impalement process. A force balance analysis performed on the liquid-vapor interface configuration just prior to TPCL de-pinning provided an expression for the critical drop impact velocity, U-o,U-cr, beyond which the drop state transitions from the Cassie to an impaled state. The theoretical model predicts that Uo, cr increases with the increase in pillar side angle, a, and intrinsic hydrophobicity whereas it decreases with the increase in groove top width, w, of the groove-textured surface. The quantitative predictions of the theoretical model were found to show good agreement with the experimental measurements of U-o,U-cr plotted against the surface texture geometry factor in our model, {tan(alpha/2)/w}(0.5).

A Harmonic Suppression Scheme for Open-End Winding Split-Phase IM Drive Using Capacitive Filters for the Full Speed Range

Voltage source inverter (VSI)-fed six-phase induction motor (IM) drives have high 6n +/- 1, n = odd-order harmonic currents. This is because these currents, driven by the corresponding harmonic voltages in the inverter output, are limited only by the stator leakage impedance, as these harmonics are absent in the back electromotive force of the motor. To suppress the harmonic currents, either bulky inductive harmonic filters or complex pulsewidth modulation (PWM) techniques have to be used. This paper proposes a harmonic elimination scheme using switched capacitor filters for a VSI-fed split-phase IM drive. Two 3-phase inverters fed from capacitors are used on the open-end side of the motor to suppress 6n +/- 1, n = odd-order harmonics. A PWM scheme that can suppress the harmonics as well as balance the capacitor voltage is also proposed. The capacitor fed inverters are switched so that the fundamental voltage is not affected, and the fundamental power is always drawn from the main inverters. The proposed scheme is verified with a detailed experimental study. The effectiveness of the scheme is demonstrated by comparing the results with those obtained by disabling the capacitor fed inverters.

Electrothermally tunable MEMS filters

MEMS resonators have potential application in the area of frequency selective devices (e.g., gyroscopes, mass sensors, etc.). In this paper, design of electro thermally tunable resonators is presented. SOIMUMPs process is used to fabricate resonators with springs (beams) and a central mass. When voltage is applied, due to joule heating, temperature of the conducting beams goes up. This results in increase of electrical resistance due to mobility degradation. Due to increase in the temperature, springs start softening and therefore the fundamental frequency decreases. So for a given structure, one can modify the original fundamental frequency by changing the applied voltage. Coupled thermal effects result in non-uniform heating. It is observed from measurements and simulations that some parts of the beam become very hot and therefore soften more. Consequently, at higher voltages, the structure (equivalent to a single resonator) behaves like coupled resonators and exhibits peak splitting. In this mode, the given resonator can be used as a band rejection filter. This process is reversible and repeatable. For the designed structure, it is experimentally shown that by varying the voltage from 1 to 16V, the resonant frequency could be changed by 28%.

Graded IR Filters: Distinguishing Between Single and Multipoint NO2 center dot center dot center dot I Halogen Bonded Supramolecular Synthons (P, Q, and R Synthons)

The NO2 center dot center dot center dot I supramolecular synthon is a halogen bonded recognition pattern that is present in the crystal structures of many compounds that contain these functional groups. These synthons have been previously distinguished as P, Q, and R types using topological and geometrical criteria. A five step IR spectroscopic sequence is proposed here to distinguish between these synthon types in solid samples. Sets of known compounds that contain the P, Q, and R synthons are first taken to develop IR spectroscopic identifiers for them. The identifiers are then used to create graded IR filters that sieve the synthons. These filters contain signatures of the individual NO2 center dot center dot center dot I synthons and may be applied to distinguish between P, Q, and R synthon varieties. They are also useful to identify synthons that are of a borderline character, synthons in disordered structures wherein the crystal structure in itself is not sufficient to distinguish synthon types, and in the identification of the NO2 center dot center dot center dot I synthons in compounds with unknown crystal structures. This study establishes clear differences for the three different geometries P, Q, and Rand in the chemical differences in the intermolecular interactions contained in the synthons. Our IR method can be conveniently employed when single crystals are not readily available also in high throughput analysis. It is possible that such identification may also be adopted as an input for crystal structure prediction analysis of compounds with unknown crystal structures.

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.

Maze solving automatons for self-healing of open interconnects: Modular add-on for circuit boards

We present the circuit board integration of a self-healing mechanism to repair open faults. The electric field driven mechanism physically restores fractured interconnects in electronic circuits and has the ability to solve mazes. The repair is performed by conductive particles dispersed in an insulating fluid. We demonstrate the integration of the healing module onto printed circuit boards and the ability of maze solving. We model and perform experiments on the influence of the geometry of conductive particles as well as the terminal impedances of the route on the healing efficiency. The typical heal rate is 10 mu m/s with healed route having mean resistance of 8 k Omega across a 200 micron gap and depending on the materials and concentrations used. (C) 2015 AIP Publishing LLC.

Secondary breakup of a drop at moderate Weber numbers

We present volume of fluid based numerical simulations of secondary breakup of a drop with high density ratio (approx. 1000) and also perform experiments by injecting monodisperse water droplets in a continuous jet of air and capture the breakup regimes, namely, bag formation, bag-stamen, multibag and shear breakup, observed in the moderate Weber number range (20-120). We observe an interesting transition regime between bag and shear breakup for We = 80, in both simulations as well as experiments, where the formation of multiple lobes, is observed, instead of a single bag, which are connected to each other via thicker rim-like threads that hold them. We show that the transition from bag to shear breakup occurs owing to the rim dynamics which shows retraction under capillary forces at We = 80, whereas the rim is sheared away with flow at We = 120 thus resulting in a backward facing bag. The drop characteristics and timescales obtained in simulations are in good agreement with experiments. The drop size distribution after the breakup shows bimodal nature for the single-bag breakup mode and a unimodal nature following lognormal distribution for higher Weber numbers.

Robust Savitzky-Golay Filters

Local polynomial approximation of data is an approach towards signal denoising. Savitzky-Golay (SG) filters are finite-impulse-response kernels, which convolve with the data to result in polynomial approximation for a chosen set of filter parameters. In the case of noise following Gaussian statistics, minimization of mean-squared error (MSE) between noisy signal and its polynomial approximation is optimum in the maximum-likelihood (ML) sense but the MSE criterion is not optimal for non-Gaussian noise conditions. In this paper, we robustify the SG filter for applications involving noise following a heavy-tailed distribution. The optimal filtering criterion is achieved by l(1) norm minimization of error through iteratively reweighted least-squares (IRLS) technique. It is interesting to note that at any stage of the iteration, we solve a weighted SG filter by minimizing l(2) norm but the process converges to l(1) minimized output. The results show consistent improvement over the standard SG filter performance.

Patch-based and multiresolution optimum bilateral filters for denoising images corrupted by Gaussian noise

We propose optimal bilateral filtering techniques for Gaussian noise suppression in images. To achieve maximum denoising performance via optimal filter parameter selection, we adopt Stein's unbiased risk estimate (SURE)-an unbiased estimate of the mean-squared error (MSE). Unlike MSE, SURE is independent of the ground truth and can be used in practical scenarios where the ground truth is unavailable. In our recent work, we derived SURE expressions in the context of the bilateral filter and proposed SURE-optimal bilateral filter (SOBF). We selected the optimal parameters of SOBF using the SURE criterion. To further improve the denoising performance of SOBF, we propose variants of SOBF, namely, SURE-optimal multiresolution bilateral filter (SMBF), which involves optimal bilateral filtering in a wavelet framework, and SURE-optimal patch-based bilateral filter (SPBF), where the bilateral filter parameters are optimized on small image patches. Using SURE guarantees automated parameter selection. The multiresolution and localized denoising in SMBF and SPBF, respectively, yield superior denoising performance when compared with the globally optimal SOBF. Experimental validations and comparisons show that the proposed denoisers perform on par with some state-of-the-art denoising techniques. (C) 2015 SPIE and IS&T