Carnatic music analysis: Shadja, swara identification and rAga verification in AlApana using stochastic models

We analyze the AlApana of a Carnatic music piece without the prior knowledge of the singer or the rAga. AlApana is ameans to communicate to the audience, the flavor or the bhAva of the rAga through the permitted notes and its phrases. The input to our analysis is a recording of the vocal AlApana along with the accompanying instrument. The AdhAra shadja(base note) of the singer for that AlApana is estimated through a stochastic model of note frequencies. Based on the shadja, we identify the notes (swaras) used in the AlApana using a semi-continuous GMM. Using the probabilities of each note interval, we recognize swaras of the AlApana. For sampurNa rAgas, we can identify the possible rAga, based on the swaras. We have been able to achieve correct shadja identification, which is crucial to all further steps, in 88.8% of 55 AlApanas. Among them (48 AlApanas of 7 rAgas), we get 91.5% correct swara identification and 62.13% correct R (rAga) accuracy.

Modeling stochastic hybrid systems

Stochastic hybrid systems arise in numerous applications of systems with multiple models; e.g., air traffc management, flexible manufacturing systems, fault tolerant control systems etc. In a typical hybrid system, the state space is hybrid in the sense that some components take values in a Euclidean space, while some other components are discrete. In this paper we propose two stochastic hybrid models, both of which permit diffusion and hybrid jump. Such models are essential for studying air traffic management in a stochastic framework.

A stochastic dynamical system for image segmentation

Image segmentation is formulated as a stochastic process whose invariant distribution is concentrated at points of the desired region. By choosing multiple seed points, different regions can be segmented. The algorithm is based on the theory of time-homogeneous Markov chains and has been largely motivated by the technique of simulated annealing. The method proposed here has been found to perform well on real-world clean as well as noisy images while being computationally far less expensive than stochastic optimisation techniques

Design and performance analysis of a signal detector based on suprathreshold stochastic resonance

This paper presents the design and performance analysis of a detector based on suprathreshold stochastic resonance (SSR) for the detection of deterministic signals in heavy-tailed non-Gaussian noise. The detector consists of a matched filter preceded by an SSR system which acts as a preprocessor. The SSR system is composed of an array of 2-level quantizers with independent and identically distributed (i.i.d) noise added to the input of each quantizer. The standard deviation sigma of quantizer noise is chosen to maximize the detection probability for a given false alarm probability. In the case of a weak signal, the optimum sigma also minimizes the mean-square difference between the output of the quantizer array and the output of the nonlinear transformation of the locally optimum detector. The optimum sigma depends only on the probability density functions (pdfs) of input noise and quantizer noise for weak signals, and also on the signal amplitude and the false alarm probability for non-weak signals. Improvement in detector performance stems primarily from quantization and to a lesser extent from the optimization of quantizer noise. For most input noise pdfs, the performance of the SSR detector is very close to that of the optimum detector. (C) 2012 Elsevier B.V. All rights reserved.

Stabilization of stochastic approximation by step size adaptation

A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.