A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

A Kalman filter based strategy for linear structural system identification based on multiple static and dynamic test data

The problem of identification of stiffness, mass and damping properties of linear structural systems, based on multiple sets of measurement data originating from static and dynamic tests is considered. A strategy, within the framework of Kalman filter based dynamic state estimation, is proposed to tackle this problem. The static tests consists of measurement of response of the structure to slowly moving loads, and to static loads whose magnitude are varied incrementally; the dynamic tests involve measurement of a few elements of the frequency response function (FRF) matrix. These measurements are taken to be contaminated by additive Gaussian noise. An artificial independent variable τ, that simultaneously parameterizes the point of application of the moving load, the magnitude of the incrementally varied static load and the driving frequency in the FRFs, is introduced. The state vector is taken to consist of system parameters to be identified. The fact that these parameters are independent of the variable τ is taken to constitute the set of ‘process’ equations. The measurement equations are derived based on the mechanics of the problem and, quantities, such as displacements and/or strains, are taken to be measured. A recursive algorithm that employs a linearization strategy based on Neumann’s expansion of structural static and dynamic stiffness matrices, and, which provides posterior estimates of the mean and covariance of the unknown system parameters, is developed. The satisfactory performance of the proposed approach is illustrated by considering the problem of the identification of the dynamic properties of an inhomogeneous beam and the axial rigidities of members of a truss structure.

Learning Feature Trajectories Using Gabor Filter Bank for Human Activity Segmentation and Recognition

We describe a novel method for human activity segmentation and interpretation in surveillance applications based on Gabor filter-bank features. A complex human activity is modeled as a sequence of elementary human actions like walking, running, jogging, boxing, hand-waving etc. Since human silhouette can be modeled by a set of rectangles, the elementary human actions can be modeled as a sequence of a set of rectangles with different orientations and scales. The activity segmentation is based on Gabor filter-bank features and normalized spectral clustering. The feature trajectories of an action category are learnt from training example videos using dynamic time warping. The combined segmentation and the recognition processes are very efficient as both the algorithms share the same framework and Gabor features computed for the former can be used for the later. We have also proposed a simple shadow detection technique to extract good silhouette which is necessary for good accuracy of an action recognition technique.

Detection of a periodic structure hidden in random background: the role of signal amplitude in the matched filter detection method

The matched filter method for detecting a periodic structure on a surface hidden behind randomness is known to detect up to (r(0)/Lambda) gt;= 0.11, where r(0) is the coherence length of light on scattering from the rough part and 3 is the wavelength of the periodic part of the surface-the above limit being much lower than what is allowed by conventional detection methods. The primary goal of this technique is the detection and characterization of the periodic structure hidden behind randomness without the use of any complicated experimental or computational procedures. This paper examines this detection procedure for various values of the amplitude a of the periodic part beginning from a = 0 to small finite values of a. We thus address the importance of the following quantities: `(a)lambda) `, which scales the amplitude of the periodic part with the wavelength of light, and (r(0))Lambda),in determining the detectability of the intensity peaks.

Search for standard model Higgs boson production in association with a W boson using a neural network discriminant at CDF

We present a search for standard model Higgs boson production in association with a W boson in proton-antiproton collisions at a center of mass energy of 1.96 TeV. The search employs data collected with the CDF II detector that correspond to an integrated luminosity of approximately 1.9 inverse fb. We select events consistent with a signature of a single charged lepton, missing transverse energy, and two jets. Jets corresponding to bottom quarks are identified with a secondary vertex tagging method, a jet probability tagging method, and a neural network filter. We use kinematic information in an artificial neural network to improve discrimination between signal and background compared to previous analyses. The observed number of events and the neural network output distributions are consistent with the standard model background expectations, and we set 95% confidence level upper limits on the production cross section times branching fraction ranging from 1.2 to 1.1 pb or 7.5 to 102 times the standard model expectation for Higgs boson masses from 110 to $150 GeV/c^2, respectively.

Design of a FIR filter for image restoration using principal component neural networks

The neural network finds its application in many image denoising applications because of its inherent characteristics such as nonlinear mapping and self-adaptiveness. The design of filters largely depends on the a-priori knowledge about the type of noise. Due to this, standard filters are application and image specific. Widely used filtering algorithms reduce noisy artifacts by smoothing. However, this operation normally results in smoothing of the edges as well. On the other hand, sharpening filters enhance the high frequency details making the image non-smooth. An integrated general approach to design a finite impulse response filter based on principal component neural network (PCNN) is proposed in this study for image filtering, optimized in the sense of visual inspection and error metric. This algorithm exploits the inter-pixel correlation by iteratively updating the filter coefficients using PCNN. This algorithm performs optimal smoothing of the noisy image by preserving high and low frequency features. Evaluation results show that the proposed filter is robust under various noise distributions. Further, the number of unknown parameters is very few and most of these parameters are adaptively obtained from the processed image.

A new FIR filter for image restoration

Image filtering techniques have potential applications in biomedical image processing such as image restoration and image enhancement. The potential of traditional filters largely depends on the apriori knowledge about the type of noise corrupting the image. This makes the standard filters to be application specific. For example, the well-known median filter and its variants can remove the salt-and-pepper (or impulse) noise at low noise levels. Each of these methods has its own advantages and disadvantages. In this paper, we have introduced a new finite impulse response (FIR) filter for image restoration where, the filter undergoes a learning procedure. The filter coefficients are adaptively updated based on correlated Hebbian learning. This algorithm exploits the inter pixel correlation in the form of Hebbian learning and hence performs optimal smoothening of the noisy images. The application of the proposed filter on images corrupted with Gaussian noise, results in restorations which are better in quality compared to those restored by average and Wiener filters. The restored image is found to be visually appealing and artifact-free

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications.

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications. (C) 2005 Elsevier B. V. All rights reserved.

Filter Optimization for Grid Interactive Voltage Source Inverters

Higher order LCL filters are essential in meeting the interconnection standard requirement for grid-connected voltage source converters. LCL filters offer better harmonic attenuation and better efficiency at a smaller size when compared to the traditional L filters. The focus of this paper is to analyze the LCL filter design procedure from the point of view of power loss and efficiency. The IEEE 1547-2008 specifications for high-frequency current ripple are used as a major constraint early in the design to ensure that all subsequent optimizations are still compliant with the standards. Power loss in each individual filter component is calculated on a per-phase basis. The total inductance per unit of the LCL filter is varied, and LCL parameter values which give the highest efficiency while simultaneously meeting the stringent standard requirements are identified. The power loss and harmonic output spectrum of the grid-connected LCL filter is experimentally verified, and measurements confirm the predicted trends.

Chemical Characterization of Urban Background Aerosol Using Online And Filter Methods

In order to evaluate the influence of ambient aerosol particles on cloud formation, climate and human health, detailed information about the concentration and composition of ambient aerosol particles is needed. The dura-tion of aerosol formation, growth and removal processes in the atmosphere range from minutes to hours, which highlights the need for high-time-resolution data in order to understand the underlying processes. This thesis focuses on characterization of ambient levels, size distributions and sources of water-soluble organic carbon (WSOC) in ambient aerosols. The results show that in the location of this study typically 50-60 % of organic carbon in fine particles is water-soluble. The amount of WSOC was observed to increase as aerosols age, likely due to further oxidation of organic compounds. In the boreal region the main sources of WSOC were biomass burning during the winter and secondary aerosol formation during the summer. WSOC was mainly attributed to a fine particle mode between 0.1 - 1 μm, although different size distributions were measured for different sources. The WSOC concentrations and size distributions had a clear seasonal variation. Another main focus of this thesis was to test and further develop the high-time-resolution methods for chemical characterization of ambient aerosol particles. The concentrations of the main chemical components (ions, OC, EC) of ambient aerosol particles were measured online during a year-long intensive measurement campaign conducted on the SMEAR III station in Southern Finland. The results were compared to the results of traditional filter collections in order to study sampling artifacts and limitations related to each method. To achieve better a time resolution for the WSOC and ion measurements, a particle-into-liquid sampler (PILS) was coupled with a total organic carbon analyzer (TOC) and two ion chromatographs (IC). The PILS-TOC-IC provided important data about diurnal variations and short-time plumes, which cannot be resolved from the filter samples. In summary, the measurements made for this thesis provide new information on the concentrations, size distribu-tions and sources of WSOC in ambient aerosol particles in the boreal region. The analytical and collection me-thods needed for the online characterization of aerosol chemical composition were further developed in order to provide more reliable high-time-resolution measurements.

Model Based Target Tracking in a Wireless Network of Passive Infrared Sensor Nodes

We consider the problem of tracking an intruder in a plane region by using a wireless sensor network comprising motes equipped with passive infrared (PIR) sensors deployed over the region. An input-output model for the PIR sensor and a method to estimate the angular speed of the target from the sensor output are proposed. With the measurement model so obtained, we study the centralized and decentralized tracking performance using the extended Kalman filter.

Fly ash as a pre-filter material for the retention of lead ions

Clay liners have been widely used to contain toxic and hazardous waste materials. Clays absorb contaminant cations due to their exchange capacity. To improve the performance of the clay liner, fly ash, a waste material arising from the combustion of coal has been studied as a pre-filter material. In particular, the retention of lead by two different fly ashes was studied. The influence of pH on retention as well as leaching characteristics are also examined. The results obtained from the retention experiments by the permeameter method indicate that fly ash retains the lead ions through precipitation in the pores as well as onto the surface when the ambient pH value is more than 5.5, and through adsorption when the pH value is less than 5.5. It has been observed that fly ash did not release the retained lead ions when the pH value is between 3.5 and 10.0. Hence, the retention of lead ions by fly ash is likely to be permanent since the pH of most of the municipal landfill leachates are within 3.7 to 8.8. However, for highly acidic or alkaline leachates, the retained ions can get released.

Simulation of ENSO-Related Surface Winds in the Tropical Pacific by an Atmospheric General Circulation Model Forced by Observed Sea Surface Temperatures

The authors present the simulation of the tropical Pacific surface wind variability by a low-resolution (R15 horizontal resolution and 18 vertical levels) version of the Center for Ocean-Land-Atmosphere Interactions, Maryland, general circulation model (GCM) when forced by observed global sea surface temperature. The authors have examined the monthly mean surface winds acid precipitation simulated by the model that was integrated from January 1979 to March 1992. Analyses of the climatological annual cycle and interannual variability over the Pacific are presented. The annual means of the simulated zonal and meridional winds agree well with observations. The only appreciable difference is in the region of strong trade winds where the simulated zonal winds are about 15%-20% weaker than observed, The amplitude of the annual harmonics are weaker than observed over the intertropical convergence zone and the South Pacific convergence zone regions. The amplitudes of the interannual variation of the simulated zonal and meridional winds are close to those of the observed variation. The first few dominant empirical orthogonal functions (EOF) of the simulated, as well as the observed, monthly mean winds are found to contain a targe amount of high-frequency intraseasonal variations, While the statistical properties of the high-frequency modes, such as their amplitude and geographical locations, agree with observations, their detailed time evolution does not. When the data are subjected to a 5-month running-mean filter, the first two dominant EOFs of the simulated winds representing the low-frequency EI Nino-Southern Oscillation fluctuations compare quite well with observations. However, the location of the center of the westerly anomalies associated with the warm episodes is simulated about 15 degrees west of the observed locations. The model simulates well the progress of the westerly anomalies toward the eastern Pacific during the evolution of a warm event. The simulated equatorial wind anomalies are comparable in magnitude to the observed anomalies. An intercomparison of the simulation of the interannual variability by a few other GCMs with comparable resolution is also presented. The success in simulation of the large-scale low-frequency part of the tropical surface winds by the atmospheric GCM seems to be related to the model's ability to simulate the large-scale low-frequency part of the precipitation. Good correspondence between the simulated precipitation and the highly reflective cloud anomalies is seen in the first two EOFs of the 5-month running means. Moreover, the strong correlation found between the simulated precipitation and the simulated winds in the first two principal components indicates the primary role of model precipitation in driving the surface winds. The surface winds simulated by a linear model forced by the GCM-simulated precipitation show good resemblance to the GCM-simulated winds in the equatorial region. This result supports the recent findings that the large-scale part of the tropical surface winds is primarily linear.

Use of finite wordlength FIR digital filter structures with improved magnitude and phase characteristics for reduction of muscle noise in EEG signals

One of the main disturbances in EEG signals is EMG artefacts generated by muscle movements. In the paper, the use of a linear phase FIR digital low-pass filter with finite wordlength precision coefficients is proposed, designed using the compensation procedure, to minimise EMG artefacts in contaminated EEG signals. To make the filtering more effective, different structures are used, i.e. cascading, twicing and sharpening (apart from simple low-pass filtering) of the designed FIR filter Modifications are proposed to twicing and sharpening structures to regain the linear phase characteristics that are lost in conventional twicing and sharpening operations. The efficacy of all these transformed filters in minimising EMG artefacts is studied, using SNR improvements as a performance measure for simulated signals. Time plots of the signals are also compared. Studies show that the modified sharpening structure is superior in performance to all other proposed methods. These algorithms have also been applied to real or recorded EMG-contaminated EEG signal. Comparison of time plots, and also the output SNR, show that the proposed modified sharpened structure works better in minimising EMG artefacts compared with other methods considered.