FPGA implementation of a multi-population PBIL algorithm

Evolutionary-based algorithms play an important role in finding solutions to many problems that are not solved by classical methods, and particularly so for those cases where solutions lie within extreme non-convex multidimensional spaces. The intrinsic parallel structure of evolutionary algorithms are amenable to the simultaneous testing of multiple solutions; this has proved essential to the circumvention of local optima, and such robustness comes with high computational overhead, though custom digital processor use may reduce this cost. This paper presents a new implementation of an old, and almost forgotten, evolutionary algorithm: the population-based incremental learning method. We show that the structure of this algorithm is well suited to implementation within programmable logic, as compared with contemporary genetic algorithms. Further, the inherent concurrency of our FPGA implementation facilitates the integration and testing of micro-populations.

The development of calibration and adaptive filtering procedures for neuromagnetic studies of human visual function

This thesis first considers the calibration and signal processing requirements of a neuromagnetometer for the measurement of human visual function. Gradiometer calibration using straight wire grids is examined and optimal grid configurations determined, given realistic constructional tolerances. Simulations show that for gradiometer balance of 1:104 and wire spacing error of 0.25mm the achievable calibration accuracy of gain is 0.3%, of position is 0.3mm and of orientation is 0.6°. Practical results with a 19-channel 2nd-order gradiometer based system exceed this performance. The real-time application of adaptive reference noise cancellation filtering to running-average evoked response data is examined. In the steady state, the filter can be assumed to be driven by a non-stationary step input arising at epoch boundaries. Based on empirical measures of this driving step an optimal progression for the filter time constant is proposed which improves upon fixed time constant filter performance. The incorporation of the time-derivatives of the reference channels was found to improve the performance of the adaptive filtering algorithm by 15-20% for unaveraged data, falling to 5% with averaging. The thesis concludes with a neuromagnetic investigation of evoked cortical responses to chromatic and luminance grating stimuli. The global magnetic field power of evoked responses to the onset of sinusoidal gratings was shown to have distinct chromatic and luminance sensitive components. Analysis of the results, using a single equivalent current dipole model, shows that these components arise from activity within two distinct cortical locations. Co-registration of the resulting current source localisations with MRI shows a chromatically responsive area lying along the midline within the calcarine fissure, possibly extending onto the lingual and cuneal gyri. It is postulated that this area is the human homologue of the primate cortical area V4.

An Ontology- Content-based Filtering Method

Traditional content-based filtering methods usually utilize text extraction and classification techniques for building user profiles as well as for representations of contents, i.e. item profiles. These methods have some disadvantages e.g. mismatch between user profile terms and item profile terms, leading to low performance. Some of the disadvantages can be overcome by incorporating a common ontology which enables representing both the users' and the items' profiles with concepts taken from the same vocabulary. We propose a new content-based method for filtering and ranking the relevancy of items for users, which utilizes a hierarchical ontology. The method measures the similarity of the user's profile to the items' profiles, considering the existing of mutual concepts in the two profiles, as well as the existence of "related" concepts, according to their position in the ontology. The proposed filtering algorithm computes the similarity between the users' profiles and the items' profiles, and rank-orders the relevant items according to their relevancy to each user. The method is being implemented in ePaper, a personalized electronic newspaper project, utilizing a hierarchical ontology designed specifically for classification of News items. It can, however, be utilized in other domains and extended to other ontologies.

A stochastic model for natural feature representation

This paper presents a robust stochastic model for the incorporation of natural features within data fusion algorithms. The representation combines Isomap, a non-linear manifold learning algorithm, with Expectation Maximization, a statistical learning scheme. The representation is computed offline and results in a non-linear, non-Gaussian likelihood model relating visual observations such as color and texture to the underlying visual states. The likelihood model can be used online to instantiate likelihoods corresponding to observed visual features in real-time. The likelihoods are expressed as a Gaussian Mixture Model so as to permit convenient integration within existing nonlinear filtering algorithms. The resulting compactness of the representation is especially suitable to decentralized sensor networks. Real visual data consisting of natural imagery acquired from an Unmanned Aerial Vehicle is used to demonstrate the versatility of the feature representation.

Self excitation in equity indices

A "self-exciting" market is one in which the probability of observing a crash increases in response to the occurrence of a crash. It essentially describes cases where the initial crash serves to weaken the system to some extent, making subsequent crashes more likely. This thesis investigates if equity markets possess this property. A self-exciting extension of the well-known jump-based Bates (1996) model is used as the workhorse model for this thesis, and a particle-filtering algorithm is used to facilitate estimation by means of maximum likelihood. The estimation method is developed so that option prices are easily included in the dataset, leading to higher quality estimates. Equilibrium arguments are used to price the risks associated with the time-varying crash probability, and in turn to motivate a risk-neutral system for use in option pricing. The option pricing function for the model is obtained via the application of widely-used Fourier techniques. An application to S&P500 index returns and a panel of S&P500 index option prices reveals evidence of self excitation.

Voltage unbalance improvement in low voltage residential feeders with rooftop PVs using custom power devices

Voltage unbalance is a major power quality problem in low voltage residential feeders due to the random location and rating of single-phase rooftop photovoltaic cells (PV). In this paper, two different improvement methods based on the application of series (DVR) and parallel (DSTATCOM) custom power devices are investigated to improve the voltage unbalance problem in these feeders. First, based on the load flow analysis carried out in MATLAB, the effectiveness of these two custom power devices is studied vis-à-vis the voltage unbalance reduction in urban and semi-urban/rural feeders containing rooftop PVs. Their effectiveness is studied from the installation location and rating points of view. Later, a Monte Carlo based stochastic analysis is carried out to investigate their efficacy for different uncertainties of load and PV rating and location in the network. After the numerical analyses, a converter topology and control algorithm is proposed for the DSTATCOM and DVR for balancing the network voltage at their point of common coupling. A state feedback control, based on pole-shift technique, is developed to regulate the voltage in the output of the DSTATCOM and DVR converters such that the voltage balancing is achieved in the network. The dynamic feasibility of voltage unbalance and profile improvement in LV feeders, by the proposed structure and control algorithm for the DSTATCOM and DVR, is verified through detailed PSCAD/EMTDC simulations.

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

A model based factorization approach for dense 3D recovery from monocular video

Feature track matrix factorization based methods have been attractive solutions to the Structure-front-motion (Sfnl) problem. Group motion of the feature points is analyzed to get the 3D information. It is well known that the factorization formulations give rise to rank deficient system of equations. Even when enough constraints exist, the extracted models are sparse due the unavailability of pixel level tracks. Pixel level tracking of 3D surfaces is a difficult problem, particularly when the surface has very little texture as in a human face. Only sparsely located feature points can be tracked and tracking error arc inevitable along rotating lose texture surfaces. However, the 3D models of an object class lie in a subspace of the set of all possible 3D models. We propose a novel solution to the Structure-from-motion problem which utilizes the high-resolution 3D obtained from range scanner to compute a basis for this desired subspace. Adding subspace constraints during factorization also facilitates removal of tracking noise which causes distortions outside the subspace. We demonstrate the effectiveness of our formulation by extracting dense 3D structure of a human face and comparing it with a well known Structure-front-motion algorithm due to Brand.

Models and algorithms for tracking of maneuvering objects using variable rate particle filters

Standard algorithms in tracking and other state-space models assume identical and synchronous sampling rates for the state and measurement processes. However, real trajectories of objects are typically characterized by prolonged smooth sections, with sharp, but infrequent, changes. Thus, a more parsimonious representation of a target trajectory may be obtained by direct modeling of maneuver times in the state process, independently from the observation times. This is achieved by assuming the state arrival times to follow a random process, typically specified as Markovian, so that state points may be allocated along the trajectory according to the degree of variation observed. The resulting variable dimension state inference problem is solved by developing an efficient variable rate particle filtering algorithm to recursively update the posterior distribution of the state sequence as new data becomes available. The methodology is quite general and can be applied across many models where dynamic model uncertainty occurs on-line. Specific models are proposed for the dynamics of a moving object under internal forcing, expressed in terms of the intrinsic dynamics of the object. The performance of the algorithms with these dynamical models is demonstrated on several challenging maneuvering target tracking problems in clutter. © 2006 IEEE.

Dynamic full-range Fourier-domain optical coherence tomography using sinusoidal phase-modulating interferometry

We propose a technique for dynamic full-range Fourier-domain optical coherence tomography by using sinusoidal phase-modulating interferometry, where both the full-range structural information and depth-resolved dynamic information are obtained. A novel frequency-domain filtering algorithm is proposed to reconstruct a time-dependent complex spectral interferogram from the sinusoidally phase-modulated interferogram detected with a high-rate CCD camera. By taking the amplitude and phase of the inverse Fourier transform of the complex spectral interferogram, a time-dependent full-range cross-sectional image and depth-resolved displacement are obtained. Displacement of a sinusoidally vibrating glass cover slip behind a fixed glass cover slip is measured with subwavelength sensitivity to demonstrate the depth-resolved dynamic imaging capability of our system. (c) 2007 Society of Photo-Optical Instrumentation Engineers.

Dynamic full-range Fourier-domain optical coherence tomography using sinusoidal phase-modulating interferometry

We propose a technique for dynamic full-range Fourier-domain optical coherence tomography by using sinusoidal phase-modulating interferometry, where both the full-range structural information and depth-resolved dynamic information are obtained. A novel frequency-domain filtering algorithm is proposed to reconstruct a time-dependent complex spectral interferogram from the sinusoidally phase-modulated interferogram detected with a high-rate CCD camera. By taking the amplitude and phase of the inverse Fourier transform of the complex spectral interferogram, a time-dependent full-range cross-sectional image and depth-resolved displacement are obtained. Displacement of a sinusoidally vibrating glass cover slip behind a fixed glass cover slip is measured with subwavelength sensitivity to demonstrate the depth-resolved dynamic imaging capability of our system. (c) 2007 Society of Photo-Optical Instrumentation Engineers.

立体视觉中误匹配滤波方法的研究

从二维空间和三维空间2种角度研究误匹配滤波算法,提出在匹配前用于降低误匹配的灰度预处理算法和一种基于真实控制点的视差滤波算法。前者只针对2幅图像的重叠区域进行灰度均衡,可以减少计算量,后者在传统视差均值滤波的基础上可进一步提高误匹配的滤波效率。基于真实图像的实验结果表明,新算法可以有效滤除误匹配,提高三维重建精度,保证重建效果。

神经网络用于多模式分类

本文叙述一种改进型HAMMING网在印刷汉字文本识别实用系统中作为粗分类的应用.给出了以3755印刷汉字为多模式分类对象的神经网络分类器的结构及其相应的算法.该方法在微型机上用软件仿真得以实现.取得令人满意的结果.

基于小波与小波包的变速器故障特征提取

本文结合自适应小波变换滤波去噪方法与小波阈值去噪方法,提出了一种可用于变速器故障振动信号去噪的双层滤波去噪算法。该算法的滤波过程分为两层,第一层滤波采用自适应小波变换滤波算法;第二层滤波采用经典的小波阈值去噪算法对信号进行二次去噪。最后,将去噪后的故障信号采用小波包进行了分解,并提取了小波包频带能量作为故障特征向量。