Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.

Towards a perceptually optimal spectral amplitude estimator for audio signal enhancement

We present a statistical model-based approach to signal enhancement in the case of additive broadband noise. Because broadband noise is localised in neither time nor frequency, its removal is one of the most pervasive and difficult signal enhancement tasks. In order to improve perceived signal quality, we take advantage of human perception and define a best estimate of the original signal in terms of a cost function incorporating perceptual optimality criteria. We derive the resultant signal estimator and implement it in a short-time spectral attenuation framework. Audio examples, references, and further information may be found at http://www-sigproc.eng.cam.ac.uk/~pjw47.

High-power laser beam shaping by inseparable two-dimensional binary-phase gratings for surface modification of stamping dies

For surface modification of stamping dies, an inseparable two-dimensional binary-phase gratings is introduced to implement the wavefront transformation of high-power laser beams. The design and fabrication of the gratings are described in detail. Two-dimensional even sampling encoding scheme is adopted to overcome the limitations of conventional Dammann grating in the design of two-dimensional output patterns. High diffractive efficiency (>70%) can be achieved through the transformation of the Gaussian laser beam into several kinds of two-dimensional arrays in focal plan. The application of the binary-phase gratings in the laser surface modification of ductile iron is investigated, and the results show that the hardness and the wear resistance of the sample surface were improved significantly by using the binary-phase gratings. (C) 2008 Elsevier Ltd. All rights reserved.

Compact finite difference - Fourier spectral method for three-dimensional incompressible Navier-Stokes equations

A new compact finite difference-Fourier spectral hybrid method for solving the three dimensional incompressible Navier-Stokes equations is developed in the present paper. The fifth-order upwind compact finite difference schemes for the nonlinear convection terms in the physical space, and the sixth-order center compact schemes for the derivatives in spectral space are described, respectively. The fourth-order compact schemes in a single nine-point cell for solving the Helmholtz equations satisfied by the velocities and pressure in spectral space is derived and its preconditioned conjugate gradient iteration method is studied. The treatment of pressure boundary conditions and the three dimensional non-reflecting outflow boundary conditions are presented. Application to the vortex dislocation evolution in a three dimensional wake is also reported.