949 resultados para Linear quadratic Gaussian


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First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.

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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.

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This thesis consists of four research papers and an introduction providing some background. The structure in the universe is generally considered to originate from quantum fluctuations in the very early universe. The standard lore of cosmology states that the primordial perturbations are almost scale-invariant, adiabatic, and Gaussian. A snapshot of the structure from the time when the universe became transparent can be seen in the cosmic microwave background (CMB). For a long time mainly the power spectrum of the CMB temperature fluctuations has been used to obtain observational constraints, especially on deviations from scale-invariance and pure adiabacity. Non-Gaussian perturbations provide a novel and very promising way to test theoretical predictions. They probe beyond the power spectrum, or two point correlator, since non-Gaussianity involves higher order statistics. The thesis concentrates on the non-Gaussian perturbations arising in several situations involving two scalar fields, namely, hybrid inflation and various forms of preheating. First we go through some basic concepts -- such as the cosmological inflation, reheating and preheating, and the role of scalar fields during inflation -- which are necessary for the understanding of the research papers. We also review the standard linear cosmological perturbation theory. The second order perturbation theory formalism for two scalar fields is developed. We explain what is meant by non-Gaussian perturbations, and discuss some difficulties in parametrisation and observation. In particular, we concentrate on the nonlinearity parameter. The prospects of observing non-Gaussianity are briefly discussed. We apply the formalism and calculate the evolution of the second order curvature perturbation during hybrid inflation. We estimate the amount of non-Gaussianity in the model and find that there is a possibility for an observational effect. The non-Gaussianity arising in preheating is also studied. We find that the level produced by the simplest model of instant preheating is insignificant, whereas standard preheating with parametric resonance as well as tachyonic preheating are prone to easily saturate and even exceed the observational limits. We also mention other approaches to the study of primordial non-Gaussianities, which differ from the perturbation theory method chosen in the thesis work.

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This paper deals with the approximate analysis of the step response of non-linear nonconservative systems by the application of ultraspherical polynomials. From the differential equations for amplitude and phase, set up by the method of variation of parameters, the approximate solutions are obtained by a generalized averaging technique based on ultraspherical polynomial expansions. The Krylov-Bogoliubov results are given by a particular set of these polynomials. The method has been applied to study the step response of a cubic spring mass system in presence of viscous, material, quadratic, and mixed types of damping. The approximate results are compared with the digital and analogue computer solutions and a close agreement has been found between the analytical and the exact results.

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Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

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This paper discusses a method for scaling SVM with Gaussian kernel function to handle large data sets by using a selective sampling strategy for the training set. It employs a scalable hierarchical clustering algorithm to construct cluster indexing structures of the training data in the kernel induced feature space. These are then used for selective sampling of the training data for SVM to impart scalability to the training process. Empirical studies made on real world data sets show that the proposed strategy performs well on large data sets.

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In this paper, we present a wavelet - based approach to solve the non-linear perturbation equation encountered in optical tomography. A particularly suitable data gathering geometry is used to gather a data set consisting of differential changes in intensity owing to the presence of the inhomogeneous regions. With this scheme, the unknown image, the data, as well as the weight matrix are all represented by wavelet expansions, thus yielding the representation of the original non - linear perturbation equation in the wavelet domain. The advantage in use of the non-linear perturbation equation is that there is no need to recompute the derivatives during the entire reconstruction process. Once the derivatives are computed, they are transformed into the wavelet domain. The purpose of going to the wavelet domain, is that, it has an inherent localization and de-noising property. The use of approximation coefficients, without the detail coefficients, is ideally suited for diffuse optical tomographic reconstructions, as the diffusion equation removes most of the high frequency information and the reconstruction appears low-pass filtered. We demonstrate through numerical simulations, that through solving merely the approximation coefficients one can reconstruct an image which has the same information content as the reconstruction from a non-waveletized procedure. In addition we demonstrate a better noise tolerance and much reduced computation time for reconstructions from this approach.

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First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.

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The EEG time series has been subjected to various formalisms of analysis to extract meaningful information regarding the underlying neural events. In this paper the linear prediction (LP) method has been used for analysis and presentation of spectral array data for the better visualisation of background EEG activity. It has also been used for signal generation, efficient data storage and transmission of EEG. The LP method is compared with the standard Fourier method of compressed spectral array (CSA) of the multichannel EEG data. The autocorrelation autoregressive (AR) technique is used for obtaining the LP coefficients with a model order of 15. While the Fourier method reduces the data only by half, the LP method just requires the storage of signal variance and LP coefficients. The signal generated using white Gaussian noise as the input to the LP filter has a high correlation coefficient of 0.97 with that of original signal, thus making LP as a useful tool for storage and transmission of EEG. The biological significance of Fourier method and the LP method in respect to the microstructure of neuronal events in the generation of EEG is discussed.

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By using the strain smoothing technique proposed by Chen et al. (Comput. Mech. 2000; 25: 137-156) for meshless methods in the context of the finite element method (FEM), Liu et al. (Comput. Mech. 2007; 39(6): 859-877) developed the Smoothed FEM (SFEM). Although the SFEM is not yet well understood mathematically, numerical experiments point to potentially useful features of this particularly simple modification of the FEM. To date, the SFEM has only been investigated for bilinear and Wachspress approximations and is limited to linear reproducing conditions. The goal of this paper is to extend the strain smoothing to higher order elements and to investigate numerically in which condition strain smoothing is beneficial to accuracy and convergence of enriched finite element approximations. We focus on three widely used enrichment schemes, namely: (a) weak discontinuities; (b) strong discontinuities; (c) near-tip linear elastic fracture mechanics functions. The main conclusion is that strain smoothing in enriched approximation is only beneficial when the enrichment functions are polynomial (cases (a) and (b)), but that non-polynomial enrichment of type (c) lead to inferior methods compared to the standard enriched FEM (e.g. XFEM). Copyright (C) 2011 John Wiley & Sons, Ltd.

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In this paper, the linear dynamics and active control of a string travelling with uniform velocity is presented. Discrete elastic supports are introduced along the length of the string. Finite element formulation is adopted to obtain the governing equations of motion. The velocity of translation introduces gyroscopic terms in the system equations. The effect of translation and the discrete elastic supports on the free vibration solution is studied. The solution is utilized in actively controlling the string vibrations due to an initial disturbance. The control, affected in modal space, is optimal with respect to a quadratic performance index. Numerical results are presented to demonstrate the effectiveness of the control strategy in regulating the travelling string vibrations.

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We present a complete solution to the problem of coherent-mode decomposition of the most general anisotropic Gaussian Schell-model (AGSM) beams, which constitute a ten-parameter family. Our approach is based on symmetry considerations. Concepts and techniques familiar from the context of quantum mechanics in the two-dimensional plane are used to exploit the Sp(4, R) dynamical symmetry underlying the AGSM problem. We take advantage of the fact that the symplectic group of first-order optical system acts unitarily through the metaplectic operators on the Hilbert space of wave amplitudes over the transverse plane, and, using the Iwasawa decomposition for the metaplectic operator and the classic theorem of Williamson on the normal forms of positive definite symmetric matrices under linear canonical transformations, we demonstrate the unitary equivalence of the AGSM problem to a separable problem earlier studied by Li and Wolf [Opt. Lett. 7, 256 (1982)] and Gori and Guattari [Opt. Commun. 48, 7 (1983)]. This conn ction enables one to write down, almost by inspection, the coherent-mode decomposition of the general AGSM beam. A universal feature of the eigenvalue spectrum of the AGSM family is noted.

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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.

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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.

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Linear stability and the nonmodal transient energy growth in compressible plane Couette flow are investigated for two prototype mean flows: (a) the uniform shear flow with constant viscosity, and (b) the nonuniform shear flow with stratified viscosity. Both mean flows are linearly unstable for a range of supersonic Mach numbers (M). For a given M, the critical Reynolds number (Re) is significantly smaller for the uniform shear flow than its nonuniform shear counterpart; for a given Re, the dominant instability (over all streamwise wave numbers, α) of each mean flow belongs to different modes for a range of supersonic M. An analysis of perturbation energy reveals that the instability is primarily caused by an excess transfer of energy from mean flow to perturbations. It is shown that the energy transfer from mean flow occurs close to the moving top wall for “mode I” instability, whereas it occurs in the bulk of the flow domain for “mode II.” For the nonmodal transient growth analysis, it is shown that the maximum temporal amplification of perturbation energy, Gmax, and the corresponding time scale are significantly larger for the uniform shear case compared to those for its nonuniform counterpart. For α=0, the linear stability operator can be partitioned into L∼L̅ +Re2 Lp, and the Re-dependent operator Lp is shown to have a negligibly small contribution to perturbation energy which is responsible for the validity of the well-known quadratic-scaling law in uniform shear flow: G(t∕Re)∼Re2. In contrast, the dominance of Lp is responsible for the invalidity of this scaling law in nonuniform shear flow. An inviscid reduced model, based on Ellingsen-Palm-type solution, has been shown to capture all salient features of transient energy growth of full viscous problem. For both modal and nonmodal instability, it is shown that the viscosity stratification of the underlying mean flow would lead to a delayed transition in compressible Couette flow.