NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

A robustness verification system for mobile phone authentication based on gestures using Linear Discriminant Analysis

This article evaluates an authentication technique for mobiles based on gestures. Users create a remindful identifying gesture to be considered as their in-air signature. This work analyzes a database of 120 gestures of different vulnerability, obtaining an Equal Error Rate (EER) of 9.19% when robustness of gestures is not verified. Most of the errors in this EER come from very simple and easily forgeable gestures that should be discarded at enrollment phase. Therefore, an in-air signature robustness verification system using Linear Discriminant Analysis is proposed to infer automatically whether the gesture is secure or not. Different configurations have been tested obtaining a lowest EER of 4.01% when 45.02% of gestures were discarded, and an optimal compromise of EER of 4.82% when 19.19% of gestures were automatically rejected.

Simplified computational method for non-linear seismic analysis of bridges

After the experience gained during the past years it seems clear that nonlinear analysis of bridges are very important to compute ductility demands and to localize potential hinges. This is specially true for irregular bridges in which it is not clear weather or not it is possible to use a linear computation followed by a correction using a behaviour factor. To simplify the numerical effort several approximate methods have been proposed. Among them, the so-called Dynamic Plastic Hinge Method in which an evolutionary shape function is used to reduce the structure to a single degree of freedom system seems to mantein a good balance between accuracy and simplicity. This paper presents results obtained in a parametric study conducted under the auspicies of PREC-8 european research program.

Solving SAT in linear time with a neural-like membrane system

We present in this paper a neural-like membrane system solving the SAT problem in linear time. These neural Psystems are nets of cells working with multisets. Each cell has a finite state memory, processes multisets of symbol-impulses, and can send impulses (?excitations?) to the neighboring cells. The maximal mode of rules application and the replicative mode of communication between cells are at the core of the eficiency of these systems.

Automatic generation of real-time deformable parametric model of the aorta for a VR-based catheterism guidance system

The purpose of this work is twofold: first, to develop a process to automatically create parametric models of the aorta that can adapt to any possible intraoperative deformation of the vessel. Second, it intends to provide the tools needed to perform this deformation in real time, by means of a non-rigid registration method. This dynamically deformable model will later be used in a VR-based surgery guidance system for aortic catheterism procedures, showing the vessel changes in real time.

Path-following analysis of the dynamical response of a piecewise-linear capsule system

Acknowledgements The first author has been supported by a Georg Forster Research Fellowship granted by the Alexander von Humboldt Foundation, Germany

Quantitative stability of linear infinite inequality systems under block perturbations with applications to convex systems

The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is l ∞(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel–Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn on constant-by-blocks perturbations in the linearized system. Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map of block-perturbed linear systems, which involves only the system’s data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. In this way we extend to the convex setting the results of Cánovas et al. (SIAM J. Optim. 20, 1504–1526, 2009) developed for arbitrary perturbations with no block structure in the linear framework under the boundedness assumption on the system’s coefficients. The latter boundedness assumption is removed in this paper when the decision space is reflexive. The last section provides the aimed application to the convex case.

Parametric description of a scan-display system,

"COO-1018-1168."

Regular singular points of a system of homogeneous linear differential equations of the first order.

"From Proceedings of the American Academy of Arts and Sciences, v.38, no. 9, Oct. 1902."

Parametric Optimization of Inductively Driven Liner Compression Driver System

Thesis (Master's)--University of Washington, 2016-06

Interactions at the head-tape interface of a linear tape system

Many of the recent improvements in the capacity of data cartridge systems have been achieved through the use of narrower tracks, higher linear densities and continuous servo tracking with multi-channel heads. These changes have produced new tribological problems at the head/tape interface. It is crucial that the tribology of such systems is understood and this will continue since increasing storage capacities and faster transfer rates are constantly being sought. Chemical changes in the surface of single and dual layer MP tape have been correlated to signal performance. An accelerated tape tester, consisting of a custom made cycler ("loop tester"), was used to ascertain if results could be produced that were representative of a real tape drive system. A second set of experiments used a modified tape drive (Georgens cycler), which allowed the effects of the tape transport system on the tape surface to be studied. To isolate any effects on the tape surface due to the head/tape interface, read/write heads were not fitted to the cycler. Two further sets of experiments were conducted which included a head in the tape path. This allowed the effects of the head/tape interface on the physical and chemical properties of the head and tape surfaces to be investigated. It was during the final set of experiments that the effect on the head/tape interface, of an energised MR element, was investigated. The effect of operating each cycler at extreme relative humidity and temperature was investigated through the use of an environmental chamber. Extensive use was made of surface specific analytical techniques such as XPS, AFM, AES, and SEM to study the physical and chemical changes that occur at the head/tape interface. Results showed that cycling improved the signal performance of all the tapes tested. The data cartridge drive belt had an effect on the chemical properties of the tape surface on which it was in contact. Also binder degradation occurred for each tape and appeared to be greater at higher humidity. Lubricant was generally seen to migrate to the tape surface with cycling. Any surface changes likely to affect signal output occurred at the head surface rather than the tape.

Wave chaotic behaviour generated by linear systems

It is shown that regimes with dynamical chaos are inherent not only to nonlinear system but they can be generated by initially linear systems and the requirements for chaotic dynamics and characteristics need further elaboration. Three simplest physical models are considered as examples. In the first, dynamic chaos in the interaction of three linear oscillators is investigated. Analogous process is shown in the second model of electromagnetic wave scattering in a double periodical inhomogeneous medium occupying half-space. The third model is a linear parametric problem for the electromagnetic field in homogeneous dielectric medium which permittivity is modulated in time. © 2008 Springer Science+Business Media, LLC.

System identification of linear vibrating structures

Methods of dynamic modelling and analysis of structures, for example the finite element method, are well developed. However, it is generally agreed that accurate modelling of complex structures is difficult and for critical applications it is necessary to validate or update the theoretical models using data measured from actual structures. The techniques of identifying the parameters of linear dynamic models using Vibration test data have attracted considerable interest recently. However, no method has received a general acceptance due to a number of difficulties. These difficulties are mainly due to (i) Incomplete number of Vibration modes that can be excited and measured, (ii) Incomplete number of coordinates that can be measured, (iii) Inaccuracy in the experimental data (iv) Inaccuracy in the model structure. This thesis reports on a new approach to update the parameters of a finite element model as well as a lumped parameter model with a diagonal mass matrix. The structure and its theoretical model are equally perturbed by adding mass or stiffness and the incomplete number of eigen-data is measured. The parameters are then identified by an iterative updating of the initial estimates, by sensitivity analysis, using eigenvalues or both eigenvalues and eigenvectors of the structure before and after perturbation. It is shown that with a suitable choice of the perturbing coordinates exact parameters can be identified if the data and the model structure are exact. The theoretical basis of the technique is presented. To cope with measurement errors and possible inaccuracies in the model structure, a well known Bayesian approach is used to minimize the least squares difference between the updated and the initial parameters. The eigen-data of the structure with added mass or stiffness is also determined using the frequency response data of the unmodified structure by a structural modification technique. Thus, mass or stiffness do not have to be added physically. The mass-stiffness addition technique is demonstrated by simulation examples and Laboratory experiments on beams and an H-frame.

Fiber optical parametric amplifier performance in a 1-Tb/s DWDM communication system

We have reduced signal-signal four-wave mixing crosstalk in a fiber optical parametric amplifier (OPA) by using a short nonlinear fiber for the gain medium and a high-power pump. This allowed us to obtain less than 1 dB penalty for amplification of 26 dense wavelength-division multiplexed (WDM) channels modulated at 43.7Gb/s return to zero-differential phase-shift keying, with the OPA placed between transmitter and receiver. We then used the same OPA in several different roles for a long-haul transmission system. We did not insert the OPA within the loop, but investigated this role indirectly by using equivalent results for small numbers of loop recirculations. We found that standard erbium-doped fiber amplifiers currently hold an advantage over this OPA, which becomes negligible for long distances. This paper shows that at this time OPAs can handle amplification of WDM traffic in excess of 1 Tb/s with little degradation. It also indicates that with further improvements, fiber OPAs could be a contender for wideband amplification in future optical communication networks.