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.

Features of the supercritical transition in the wake of a circular cylinder

The features of the wake behind a uniform circular cylinder at Re = 200, which is just beyond the critical Reynolds number of 3-D transition, are investigated in detail by direct numerical simulations by solving 3-D incompressible Navier-Stokes equations using mixed spectral-spectral-element method. The high-order splitting algorithm based on the mixed stiffly stable scheme is employed in the time discretization. Due to the nonlinear evolution of the secondary instability of the wake, the spanwise modes with different wavelengths emerge. The spanwise characteristic length determines the transition features and global properties of the wake. The existence of the spanwise phase difference of the primary vortices shedding is confirmed by Fourier analysis of the time series of the spanwise vorticity and attributed. to the dominant spanwise mode. The spatial energy distributions of various modes and the velocity profiles in the near wake are obtained. The numerical results indicate that the near wake is in 3-D quasi-periodic laminar state with transitional behaviors at this supercritical Reynolds number.

Numerical exploration of new features on three-dimensional transition of a cylinder wake

The three-dimensional transition of the wake flow behind a circular cylinder is studied in detail by direct numerical simulations using 3D incompressible N-S equations for Reynolds number ranging from 200 to 300. New features and vortex dynamics of the 3D transition of the wake are found and investigated. At Re = 200, the flow pattern is characterized by mode A instability. However, the spanwise characteristic length of the cylinder determines the transition features. Particularly for the specific spanwise characteristic length linear stable mode may dominate the wake in place of mode A and determine the spanwise phase difference of the primary vortices shedding. At Re = 250 and 300 it is found that the streamwise vortices evolve into a new type of mode - "dual vortex pair mode" downstream. The streamwise vortex structures switch among mode A, mode B and dual vortex pair mode from near wake to downstream wake. At Re = 250, an independent low frequency f(m) in addition to the vortex shedding frequency f(s) is identified. Frequency coupling between f(m) and f(s) occurs. These result in the irregularity of the temporal signals and become a key feature in the transition of the wake. Based on the formation analysis of the streamwise vorticity in the vicinity of cylinder, it is suggested that mode A is caused by the emergence of the spanwise velocity due to three dimensionality of the incoming flow past the cylinder. Energy distribution on various wave numbers and the frequency variation in the wake are also described.

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.

Spectral-line profile of turbulent gas

phases should be specified when the particle Reynolds number is higher than