Robust fault detection using consistency techniques for uncertainty handling

Often practical performance of analytical redundancy for fault detection and diagnosis is decreased by uncertainties prevailing not only in the system model, but also in the measurements. In this paper, the problem of fault detection is stated as a constraint satisfaction problem over continuous domains with a big number of variables and constraints. This problem can be solved using modal interval analysis and consistency techniques. Consistency techniques are then shown to be particularly efficient to check the consistency of the analytical redundancy relations (ARRs), dealing with uncertain measurements and parameters. Through the work presented in this paper, it can be observed that consistency techniques can be used to increase the performance of a robust fault detection tool, which is based on interval arithmetic. The proposed method is illustrated using a nonlinear dynamic model of a hydraulic system

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Integration of knowledge-based, qualitative and numeric tools for real time dynamic systems supervision

The proposal presented in this thesis is to provide designers of knowledge based supervisory systems of dynamic systems with a framework to facilitate their tasks avoiding interface problems among tools, data flow and management. The approach is thought to be useful to both control and process engineers in assisting their tasks. The use of AI technologies to diagnose and perform control loops and, of course, assist process supervisory tasks such as fault detection and diagnose, are in the scope of this work. Special effort has been put in integration of tools for assisting expert supervisory systems design. With this aim the experience of Computer Aided Control Systems Design (CACSD) frameworks have been analysed and used to design a Computer Aided Supervisory Systems (CASSD) framework. In this sense, some basic facilities are required to be available in this proposed framework: ·

A novel spectral representation of electromyographic signals

Time/frequency and temporal analyses have been widely used in biomedical signal processing. These methods represent important characteristics of a signal in both time and frequency domain. In this way, essential features of the signal can be viewed and analysed in order to understand or model the physiological system. Historically, Fourier spectral analyses have provided a general method for examining the global energy/frequency distributions. However, an assumption inherent to these methods is the stationarity of the signal. As a result, Fourier methods are not generally an appropriate approach in the investigation of signals with transient components. This work presents the application of a new signal processing technique, empirical mode decomposition and the Hilbert spectrum, in the analysis of electromyographic signals. The results show that this method may provide not only an increase in the spectral resolution but also an insight into the underlying process of the muscle contraction.

Semi-automatic knowledge extraction, representation and context-sensitive intelligent retrieval of video content using collateral context modelling with scalable ontological networks

Automatic indexing and retrieval of digital data poses major challenges. The main problem arises from the ever increasing mass of digital media and the lack of efficient methods for indexing and retrieval of such data based on the semantic content rather than keywords. To enable intelligent web interactions, or even web filtering, we need to be capable of interpreting the information base in an intelligent manner. For a number of years research has been ongoing in the field of ontological engineering with the aim of using ontologies to add such (meta) knowledge to information. In this paper, we describe the architecture of a system (Dynamic REtrieval Analysis and semantic metadata Management (DREAM)) designed to automatically and intelligently index huge repositories of special effects video clips, based on their semantic content, using a network of scalable ontologies to enable intelligent retrieval. The DREAM Demonstrator has been evaluated as deployed in the film post-production phase to support the process of storage, indexing and retrieval of large data sets of special effects video clips as an exemplar application domain. This paper provides its performance and usability results and highlights the scope for future enhancements of the DREAM architecture which has proven successful in its first and possibly most challenging proving ground, namely film production, where it is already in routine use within our test bed Partners' creative processes. (C) 2009 Published by Elsevier B.V.

Empirical mode decomposition: a novel technique for the study of tremor time series

Tremor is a clinical feature characterized by oscillations of a part of the body. The detection and study of tremor is an important step in investigations seeking to explain underlying control strategies of the central nervous system under natural (or physiological) and pathological conditions. It is well established that tremorous activity is composed of deterministic and stochastic components. For this reason, the use of digital signal processing techniques (DSP) which take into account the nonlinearity and nonstationarity of such signals may bring new information into the signal analysis which is often obscured by traditional linear techniques (e.g. Fourier analysis). In this context, this paper introduces the application of the empirical mode decomposition (EMD) and Hilbert spectrum (HS), which are relatively new DSP techniques for the analysis of nonlinear and nonstationary time-series, for the study of tremor. Our results, obtained from the analysis of experimental signals collected from 31 patients with different neurological conditions, showed that the EMD could automatically decompose acquired signals into basic components, called intrinsic mode functions (IMFs), representing tremorous and voluntary activity. The identification of a physical meaning for IMFs in the context of tremor analysis suggests an alternative and new way of detecting tremorous activity. These results may be relevant for those applications requiring automatic detection of tremor. Furthermore, the energy of IMFs was visualized as a function of time and frequency by means of the HS. This analysis showed that the variation of energy of tremorous and voluntary activity could be distinguished and characterized on the HS. Such results may be relevant for those applications aiming to identify neurological disorders. In general, both the HS and EMD demonstrated to be very useful to perform objective analysis of any kind of tremor and can therefore be potentially used to perform functional assessment.

Invasive neural prosthesis for neural signal detection and nerve stimulation

This paper specifically examines the implantation of a microelectrode array into the median nerve of the left arm of a healthy male volunteer. The objective was to establish a bi-directional link between the human nervous system and a computer, via a unique interface module. This is the first time that such a device has been used with a healthy human. The aim of the study was to assess the efficacy, compatibility, and long term operability of the neural implant in allowing the subject to perceive feedback stimulation and for neural activity to be detected and processed such that the subject could interact with remote technologies. A case study demonstrating real-time control of an instrumented prosthetic hand by means of the bi-directional link is given. The implantation did not result in infection, and scanning electron microscope images of the implant post extraction have not indicated significant rejection of the implant by the body. No perceivable loss of hand sensation or motion control was experienced by the subject while the implant was in place, and further testing of the subject following the removal of the implant has not indicated any measurable long term defects. The implant was extracted after 96 days. Copyright © 2004 John Wiley & Sons, Ltd.

Robust real-time tracking for visual surveillance

This paper describes a real-time multi-camera surveillance system that can be applied to a range of application domains. This integrated system is designed to observe crowded scenes and has mechanisms to improve tracking of objects that are in close proximity. The four component modules described in this paper are (i) motion detection using a layered background model, (ii) object tracking based on local appearance, (iii) hierarchical object recognition, and (iv) fused multisensor object tracking using multiple features and geometric constraints. This integrated approach to complex scene tracking is validated against a number of representative real-world scenarios to show that robust, real-time analysis can be performed. Copyright (C) 2007 Hindawi Publishing Corporation. All rights reserved.

Blind equalization of nonminimum phase channels: higher order cumulant based algorithm

Higher order cumulant analysis is applied to the blind equalization of linear time-invariant (LTI) nonminimum-phase channels. The channel model is moving-average based. To identify the moving average parameters of channels, a higher-order cumulant fitting approach is adopted in which a novel relay algorithm is proposed to obtain the global solution. In addition, the technique incorporates model order determination. The transmitted data are considered as independently identically distributed random variables over some discrete finite set (e.g., set {±1, ±3}). A transformation scheme is suggested so that third-order cumulant analysis can be applied to this type of data. Simulation examples verify the feasibility and potential of the algorithm. Performance is compared with that of the noncumulant-based Sato scheme in terms of the steady state MSE and convergence rate.

Subspace-based blind adaptive multiuser detection for multirate DS/CDMA signals

The existing dual-rate blind linear detectors, which operate at either the low-rate (LR) or the high-rate (HR) mode, are not strictly blind at the HR mode and lack theoretical analysis. This paper proposes the subspace-based LR and HR blind linear detectors, i.e., bad decorrelating detectors (BDD) and blind MMSE detectors (BMMSED), for synchronous DS/CDMA systems. To detect an LR data bit at the HR mode, an effective weighting strategy is proposed. The theoretical analyses on the performance of the proposed detectors are carried out. It has been proved that the bit-error-rate of the LR-BDD is superior to that of the HR-BDD and the near-far resistance of the LR blind linear detectors outperforms that of its HR counterparts. The extension to asynchronous systems is also described. Simulation results show that the adaptive dual-rate BMMSED outperform the corresponding non-blind dual-rate decorrelators proposed by Saquib, Yates and Mandayam (see Wireless Personal Communications, vol. 9, p.197-216, 1998).

An LMS style variable tap-length algorithm for structure adaptation

Searching for the optimum tap-length that best balances the complexity and steady-state performance of an adaptive filter has attracted attention recently. Among existing algorithms that can be found in the literature, two of which, namely the segmented filter (SF) and gradient descent (GD) algorithms, are of particular interest as they can search for the optimum tap-length quickly. In this paper, at first, we carefully compare the SF and GD algorithms and show that the two algorithms are equivalent in performance under some constraints, but each has advantages/disadvantages relative to the other. Then, we propose an improved variable tap-length algorithm using the concept of the pseudo fractional tap-length (FT). Updating the tap-length with instantaneous errors in a style similar to that used in the stochastic gradient [or least mean squares (LMS)] algorithm, the proposed FT algorithm not only retains the advantages from both the SF and the GD algorithms but also has significantly less complexity than existing algorithms. Both performance analysis and numerical simulations are given to verify the new proposed algorithm.

Structure adaptation of linear MMSE adaptive filters

The tap-length, or the number of the taps, is an important structural parameter of the linear MMSE adaptive filter. Although the optimum tap-length that balances performance and complexity varies with scenarios, most current adaptive filters fix the tap-length at some compromise value, making them inefficient to implement especially in time-varying scenarios. A novel gradient search based variable tap-length algorithm is proposed, using the concept of the pseudo-fractional tap-length, and it is shown that the new algorithm can converge to the optimum tap-length in the mean. Results of computer simulations are also provided to verify the analysis.

EMD: A novel technique for the study of tremor time series

This paper introduces the Hilbert Analysis (HA), which is a novel digital signal processing technique, for the investigation of tremor. The HA is formed by two complementary tools, i.e. the Empirical Mode Decomposition (EMD) and the Hilbert Spectrum (HS). In this work we show that the EMD can automatically detect and isolate tremulous and voluntary movements from experimental signals collected from 31 patients with different conditions. Our results also suggest that the tremor may be described by a new class of mathematical functions defined in the HA framework. In a further study, the HS was employed for visualization of the energy activities of signals. This tool introduces the concept of instantaneous frequency in the field of tremor. In addition, it could provide, in a time-frequency-energy plot, a clear visualization of local activities of tremor energy over the time. The HA demonstrated to be very useful to perform objective measurements of any kind of tremor and can therefore be used to perform functional assessment.

Application of EMD as a novel technique for the study of tremor time series

This paper introduces the Hilbert Analysis (HA), which is a novel digital signal processing technique, for the investigation of tremor. The HA is formed by two complementary tools, i.e. the Empirical Mode Decomposition (EMD) and the Hilbert Spectrum (HS). In this work we show that the EMD can automatically detect and isolate tremulous and voluntary movements from experimental signals collected from 31 patients with different conditions. Our results also suggest that the tremor may be described by a new class of mathematical functions defined in the HA framework. In a further study, the HS was employed for visualization of the energy activities of signals. This tool introduces the concept of instantaneous frequency in the field of tremor. In addition, it could provide, in a time-frequency energy plot, a clear visualization of local activities of tremor energy over the time. The HA demonstrated to be very useful to perform objective measurements of any kind of tremor and can therefore be used to perform functional assessment.