Practical aspects of frequency-domain identification of dynamic models of marine structures from hydrodynamic data

The motion response of marine structures in waves can be studied using finite-dimensional linear-time-invariant approximating models. These models, obtained using system identification with data computed by hydrodynamic codes, find application in offshore training simulators, hardware-in-the-loop simulators for positioning control testing, and also in initial designs of wave-energy conversion devices. Different proposals have appeared in the literature to address the identification problem in both time and frequency domains, and recent work has highlighted the superiority of the frequency-domain methods. This paper summarises practical frequency-domain estimation algorithms that use constraints on model structure and parameters to refine the search of approximating parametric models. Practical issues associated with the identification are discussed, including the influence of radiation model accuracy in force-to-motion models, which are usually the ultimate modelling objective. The illustration examples in the paper are obtained using a freely available MATLAB toolbox developed by the authors, which implements the estimation algorithms described.

Hybrid frequency–time domain models for dynamic response analysis of marine structures

Time-domain models of marine structures based on frequency domain data are usually built upon the Cummins equation. This type of model is a vector integro-differential equation which involves convolution terms. These convolution terms are not convenient for analysis and design of motion control systems. In addition, these models are not efficient with respect to simulation time, and ease of implementation in standard simulation packages. For these reasons, different methods have been proposed in the literature as approximate alternative representations of the convolutions. Because the convolution is a linear operation, different approaches can be followed to obtain an approximately equivalent linear system in the form of either transfer function or state-space models. This process involves the use of system identification, and several options are available depending on how the identification problem is posed. This raises the question whether one method is better than the others. This paper therefore has three objectives. The first objective is to revisit some of the methods for replacing the convolutions, which have been reported in different areas of analysis of marine systems: hydrodynamics, wave energy conversion, and motion control systems. The second objective is to compare the different methods in terms of complexity and performance. For this purpose, a model for the response in the vertical plane of a modern containership is considered. The third objective is to describe the implementation of the resulting model in the standard simulation environment Matlab/Simulink.

Comparing multilevel and Bayesian spatial random effects survival models to assess geographical inequalities in colorectal cancer survival: a case study

Background Multilevel and spatial models are being increasingly used to obtain substantive information on area-level inequalities in cancer survival. Multilevel models assume independent geographical areas, whereas spatial models explicitly incorporate geographical correlation, often via a conditional autoregressive prior. However the relative merits of these methods for large population-based studies have not been explored. Using a case-study approach, we report on the implications of using multilevel and spatial survival models to study geographical inequalities in all-cause survival. Methods Multilevel discrete-time and Bayesian spatial survival models were used to study geographical inequalities in all-cause survival for a population-based colorectal cancer cohort of 22,727 cases aged 20–84 years diagnosed during 1997–2007 from Queensland, Australia. Results Both approaches were viable on this large dataset, and produced similar estimates of the fixed effects. After adding area-level covariates, the between-area variability in survival using multilevel discrete-time models was no longer significant. Spatial inequalities in survival were also markedly reduced after adjusting for aggregated area-level covariates. Only the multilevel approach however, provided an estimation of the contribution of geographical variation to the total variation in survival between individual patients. Conclusions With little difference observed between the two approaches in the estimation of fixed effects, multilevel models should be favored if there is a clear hierarchical data structure and measuring the independent impact of individual- and area-level effects on survival differences is of primary interest. Bayesian spatial analyses may be preferred if spatial correlation between areas is important and if the priority is to assess small-area variations in survival and map spatial patterns. Both approaches can be readily fitted to geographically enabled survival data from international settings

Scattering theory and the discrete linear optimal control problem

This paper deals with the interpretation of the discrete-time optimal control problem as a scattering process in a discrete medium. We treat the discrete optimal linear regulator, constrained end-point and servo and tracking problems, providing a unified approach to these problems. This approach results in an easy derivation of the desired results as well as several new ones.

Bauer Method of MVDR Spectral Factorization for Pitch Modification in the Source Domain

In our earlier work [1], we employed MVDR (minimum variance distortionless response) based spectral estimation instead of modified-linear prediction method [2] in pitch modification. Here, we use the Bauer method of MVDR spectral factorization, leading to a causal inverse filter rather than a noncausal filter setup with MVDR spectral estimation [1]. Further, this is employed to obtain source (or residual) signal from pitch synchronous speech frames. The residual signal is resampled using DCT/IDCT depending on the target pitch scale factor. Finally, forward filters realized from the above factorization are used to get pitch modified speech. The modified speech is evaluated subjectively by 10 listeners and mean opinion scores (MOS) are tabulated. Further, modified bark spectral distortion measure is also computed for objective evaluation of performance. We find that the proposed algorithm performs better compared to time domain pitch synchronous overlap [3] and modified-LP method [2]. A good MOS score is achieved with the proposed algorithm compared to [1] with a causal inverse and forward filter setup.

Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

GMM based Bayesian approach to speech enhancement in signal transform domain

Considering a general linear model of signal degradation, by modeling the probability density function (PDF) of the clean signal using a Gaussian mixture model (GMM) and additive noise by a Gaussian PDF, we derive the minimum mean square error (MMSE) estimator. The derived MMSE estimator is non-linear and the linear MMSE estimator is shown to be a special case. For speech signal corrupted by independent additive noise, by modeling the joint PDF of time-domain speech samples of a speech frame using a GMM, we propose a speech enhancement method based on the derived MMSE estimator. We also show that the same estimator can be used for transform-domain speech enhancement.

Nonlinear structural dynamical system identification using adaptive particle filters

The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

The Line Spectral Frequency Model of a Finite-Length Sequence

The line spectral frequency (LSF) of a causal finite length sequence is a frequency at which the spectrum of the sequence annihilates or the magnitude spectrum has a spectral null. A causal finite-length sequencewith (L + 1) samples having exactly L-LSFs, is referred as an Annihilating (AH) sequence. Using some spectral properties of finite-length sequences, and some model parameters, we develop spectral decomposition structures, which are used to translate any finite-length sequence to an equivalent set of AH-sequences defined by LSFs and some complex constants. This alternate representation format of any finite-length sequence is referred as its LSF-Model. For a finite-length sequence, one can obtain multiple LSF-Models by varying the model parameters. The LSF-Model, in time domain can be used to synthesize any arbitrary causal finite-length sequence in terms of its characteristic AH-sequences. In the frequency domain, the LSF-Model can be used to obtain the spectral samples of the sequence as a linear combination of spectra of its characteristic AH-sequences. We also summarize the utility of the LSF-Model in practical discrete signal processing systems.

Evolution in the time series of vortex velocity fluctuations across different regimes of vortex flow

Investigations of vortex velocity fluctuation in time domain have revealed a presence of low frequency velocity fluctuations which evolve with the different driven phases of the vortex state in a single crystal of 2H-NbSe2. The observation of velocity fluctuations with a characteristic low frequency is associated with the onset of nonlinear nature of vortex flow deep in the driven elastic vortex state. (C) 2009 Elsevier B.V. All rights reserved.

Computing Fractal Dimension of Signals using Multiresolution Box-counting Method

In this paper, we have developed a method to compute fractal dimension (FD) of discrete time signals, in the time domain, by modifying the box-counting method. The size of the box is dependent on the sampling frequency of the signal. The number of boxes required to completely cover the signal are obtained at multiple time resolutions. The time resolutions are made coarse by decimating the signal. The loglog plot of total number of boxes required to cover the curve versus size of the box used appears to be a straight line, whose slope is taken as an estimate of FD of the signal. The results are provided to demonstrate the performance of the proposed method using parametric fractal signals. The estimation accuracy of the method is compared with that of Katz, Sevcik, and Higuchi methods. In ddition, some properties of the FD are discussed.

Time-Resolved Photoluminescence and Microwave Conductivity at Semiconductor Electrodes: Depletion Layer Effects

Analytical expressions which include depletion layer effects on low-injection carrier relaxation are being presented for the first time here. Starting from the continuity equation for the minority carriers, we derive expressions for the output signal pertinent to time-resolved microwave and luminescence experiments. These are valid for the time domain that usually overlaps with the time scales of surface processes, such as charge transfer and trapping. Apart from the usual pulse form of illumination, theoretical expressions pertaining to other forms of illumination such as switch-on and switch-off transient modes, a periodic mode, and a steady state and their various inter-relationships are derived here. The expressions obtained are seen to be generalizations of existing flat-band low-injection results in the Limit of early or initial band bendings. The importance of the depletion layer as an experimental parameter is clearly seen in the limit of larger band bendings wherein it is shown, unlike the flat-band case, to exhibit pure exponential forms of carrier relaxation. Our results are consistent with the main conclusions of the numerical and experimental work published recently. Furthermore, this work provides the actual functional relationships between the applied potential and observed carrier decay. This should enable one to extract the surface kinetic parameters, after deciding on the dominant mode of carrier relaxation at the interface, whether charge transfer or trapping, by studying the potential dependence of the fate of relaxation.

Optimal local polynomial regression of noisy time varying signals

We address the problem of local-polynomial modeling of smooth time-varying signals with unknown functional form, in the presence of additive noise. The problem formulation is in the time domain and the polynomial coefficients are estimated in the pointwise minimum mean square error (PMMSE) sense. The choice of the window length for local modeling introduces a bias-variance tradeoff, which we solve optimally by using the intersection-of-confidence-intervals (ICI) technique. The combination of the local polynomial model and the ICI technique gives rise to an adaptive signal model equipped with a time-varying PMMSE-optimal window length whose performance is superior to that obtained by using a fixed window length. We also evaluate the sensitivity of the ICI technique with respect to the confidence interval width. Simulation results on electrocardiogram (ECG) signals show that at 0dB signal-to-noise ratio (SNR), one can achieve about 12dB improvement in SNR. Monte-Carlo performance analysis shows that the performance is comparable to the basic wavelet techniques. For 0 dB SNR, the adaptive window technique yields about 2-3dB higher SNR than wavelet regression techniques and for SNRs greater than 12dB, the wavelet techniques yield about 2dB higher SNR.

GMM basedbayesian approach to speech enhancement in signal/transform domain

Considering a general linear model of signal degradation, by modeling the probability density function (PDF) of the clean signal using a Gaussian mixture model (GMM) and additive noise by a Gaussian PDF, we derive the minimum mean square error (MMSE) estimator.The derived MMSE estimator is non-linear and the linear MMSE estimator is shown to be a special case. For speech signal corrupted by independent additive noise, by modeling the joint PDF of time-domain speech samples of a speech frame using a GMM, we propose a speech enhancement method based on the derived MMSE estimator. We also show that the same estimator can be used for transform-domain speech enhancement.

Time-Resolved Resonance Raman Spectroscopy: Exploring Reactive Intermediates

The study of reaction mechanisms involves systematic investigations of the correlation between structure, reactivity, and time. The challenge is to be able to observe the chemical changes undergone by reactants as they change into products via one or several intermediates such as electronic excited states (singlet and triplet), radicals, radical ions, carbocations, carbanions, carbenes, nitrenes, nitrinium ions, etc. The vast array of intermediates and timescales means there is no single ``do-it-all'' technique. The simultaneous advances in contemporary time-resolved Raman spectroscopic techniques and computational methods have done much towards visualizing molecular fingerprint snapshots of the reactive intermediates in the microsecond to femtosecond time domain. Raman spectroscopy and its sensitive counterpart resonance Raman spectroscopy have been well proven as means for determining molecular structure, chemical bonding, reactivity, and dynamics of short-lived intermediates in solution phase and are advantageous in comparison to commonly used time-resolved absorption and emission spectroscopy. Today time-resolved Raman spectroscopy is a mature technique; its development owes much to the advent of pulsed tunable lasers, highly efficient spectrometers, and high speed, highly sensitive multichannel detectors able to collect a complete spectrum. This review article will provide a brief chronological development of the experimental setup and demonstrate how experimentalists have conquered numerous challenges to obtain background-free (removing fluorescence), intense, and highly spectrally resolved Raman spectra in the nanosecond to microsecond (ns-mu s) and picosecond (ps) time domains and, perhaps surprisingly, laid the foundations for new techniques such as spatially offset Raman spectroscopy.