A Variance-Minimizing Filter for Large-Scale Applications

A truly variance-minimizing filter is introduced and its per for mance is demonstrated with the Korteweg– DeV ries (KdV) equation and with a multilayer quasigeostrophic model of the ocean area around South Africa. It is recalled that Kalman-like filters are not variance minimizing for nonlinear model dynamics and that four - dimensional variational data assimilation (4DV AR)-like methods relying on per fect model dynamics have dif- ficulty with providing error estimates. The new method does not have these drawbacks. In fact, it combines advantages from both methods in that it does provide error estimates while automatically having balanced states after analysis, without extra computations. It is based on ensemble or Monte Carlo integrations to simulate the probability density of the model evolution. When obser vations are available, the so-called importance resampling algorithm is applied. From Bayes’ s theorem it follows that each ensemble member receives a new weight dependent on its ‘ ‘distance’ ’ t o the obser vations. Because the weights are strongly var ying, a resampling of the ensemble is necessar y. This resampling is done such that members with high weights are duplicated according to their weights, while low-weight members are largely ignored. In passing, it is noted that data assimilation is not an inverse problem by nature, although it can be for mulated that way . Also, it is shown that the posterior variance can be larger than the prior if the usual Gaussian framework is set aside. However , i n the examples presented here, the entropy of the probability densities is decreasing. The application to the ocean area around South Africa, gover ned by strongly nonlinear dynamics, shows that the method is working satisfactorily . The strong and weak points of the method are discussed and possible improvements are proposed.

Aspects of particle filtering in high-dimensional spaces

Nonlinear data assimilation is high on the agenda in all fields of the geosciences as with ever increasing model resolution and inclusion of more physical (biological etc.) processes, and more complex observation operators the data-assimilation problem becomes more and more nonlinear. The suitability of particle filters to solve the nonlinear data assimilation problem in high-dimensional geophysical problems will be discussed. Several existing and new schemes will be presented and it is shown that at least one of them, the Equivalent-Weights Particle Filter, does indeed beat the curse of dimensionality and provides a way forward to solve the problem of nonlinear data assimilation in high-dimensional systems.

Implicit equal-weights particle filter

Filter degeneracy is the main obstacle for the implementation of particle filter in non-linear high-dimensional models. A new scheme, the implicit equal-weights particle filter (IEWPF), is introduced. In this scheme samples are drawn implicitly from proposal densities with a different covariance for each particle, such that all particle weights are equal by construction. We test and explore the properties of the new scheme using a 1,000-dimensional simple linear model, and the 1,000-dimensional non-linear Lorenz96 model, and compare the performance of the scheme to a Local Ensemble Kalman Filter. The experiments show that the new scheme can easily be implemented in high-dimensional systems and is never degenerate, with good convergence properties in both systems.

A Floating-point Extended Kalman Filter Implementation for Autonomous Mobile Robots

Localization and Mapping are two of the most important capabilities for autonomous mobile robots and have been receiving considerable attention from the scientific computing community over the last 10 years. One of the most efficient methods to address these problems is based on the use of the Extended Kalman Filter (EKF). The EKF simultaneously estimates a model of the environment (map) and the position of the robot based on odometric and exteroceptive sensor information. As this algorithm demands a considerable amount of computation, it is usually executed on high end PCs coupled to the robot. In this work we present an FPGA-based architecture for the EKF algorithm that is capable of processing two-dimensional maps containing up to 1.8 k features at real time (14 Hz), a three-fold improvement over a Pentium M 1.6 GHz, and a 13-fold improvement over an ARM920T 200 MHz. The proposed architecture also consumes only 1.3% of the Pentium and 12.3% of the ARM energy per feature.

Aerosol inorganic composition at a tropical site: Discrepancies between filter-based sampling and a semi-continuous method

The concentrations of the water-soluble inorganic aerosol species, ammonium (NH4+), nitrate (NO3-), chloride (Cl-), and sulfate (SO42-), were measured from September to November 2002 at a pasture site in the Amazon Basin (Rondnia, Brazil) (LBA-SMOCC). Measurements were conducted using a semi-continuous technique (Wet-annular denuder/Steam-Jet Aerosol Collector: WAD/SJAC) and three integrating filter-based methods, namely (1) a denuder-filter pack (DFP: Teflon and impregnated Whatman filters), (2) a stacked-filter unit (SFU: polycarbonate filters), and (3) a High Volume dichotomous sampler (HiVol: quartz fiber filters). Measurements covered the late dry season (biomass burning), a transition period, and the onset of the wet season (clean conditions). Analyses of the particles collected on filters were performed using ion chromatography (IC) and Particle-Induced X-ray Emission spectrometry (PIXE). Season-dependent discrepancies were observed between the WAD/SJAC system and the filter-based samplers. During the dry season, when PM2.5 (D-p <= 2.5 mu m) concentrations were similar to 100 mu g m(-3), aerosol NH4+ and SO42- measured by the filter-based samplers were on average two times higher than those determined by the WAD/SJAC. Concentrations of aerosol NO3- and Cl- measured with the HiVol during daytime, and with the DFP during day- and nighttime also exceeded those of the WAD/SJAC by a factor of two. In contrast, aerosol NO3- and Cl- measured with the SFU during the dry season were nearly two times lower than those measured by the WAD/SJAC. These differences declined markedly during the transition period and towards the cleaner conditions during the onset of the wet season (PM2.5 similar to 5 mu g m(-3)); when filter-based samplers measured on average 40-90% less than the WAD/SJAC. The differences were not due to consistent systematic biases of the analytical techniques, but were apparently a result of prevailing environmental conditions and different sampling procedures. For the transition period and wet season, the significance of our results is reduced by a low number of data points. We argue that the observed differences are mainly attributable to (a) positive and negative filter sampling artifacts, (b) presence of organic compounds and organosulfates on filter substrates, and (c) a SJAC sampling efficiency of less than 100%.

Análise e síntese de antenas e superfícies seletivas de frequência utilizando computação evolucionária e inteligência de enxames

The frequency selective surfaces, or FSS (Frequency Selective Surfaces), are structures consisting of periodic arrays of conductive elements, called patches, which are usually very thin and they are printed on dielectric layers, or by openings perforated on very thin metallic surfaces, for applications in bands of microwave and millimeter waves. These structures are often used in aircraft, missiles, satellites, radomes, antennae reflector, high gain antennas and microwave ovens, for example. The use of these structures has as main objective filter frequency bands that can be broadcast or rejection, depending on the specificity of the required application. In turn, the modern communication systems such as GSM (Global System for Mobile Communications), RFID (Radio Frequency Identification), Bluetooth, Wi-Fi and WiMAX, whose services are highly demanded by society, have required the development of antennas having, as its main features, and low cost profile, and reduced dimensions and weight. In this context, the microstrip antenna is presented as an excellent choice for communications systems today, because (in addition to meeting the requirements mentioned intrinsically) planar structures are easy to manufacture and integration with other components in microwave circuits. Consequently, the analysis and synthesis of these devices mainly, due to the high possibility of shapes, size and frequency of its elements has been carried out by full-wave models, such as the finite element method, the method of moments and finite difference time domain. However, these methods require an accurate despite great computational effort. In this context, computational intelligence (CI) has been used successfully in the design and optimization of microwave planar structures, as an auxiliary tool and very appropriate, given the complexity of the geometry of the antennas and the FSS considered. The computational intelligence is inspired by natural phenomena such as learning, perception and decision, using techniques such as artificial neural networks, fuzzy logic, fractal geometry and evolutionary computation. This work makes a study of application of computational intelligence using meta-heuristics such as genetic algorithms and swarm intelligence optimization of antennas and frequency selective surfaces. Genetic algorithms are computational search methods based on the theory of natural selection proposed by Darwin and genetics used to solve complex problems, eg, problems where the search space grows with the size of the problem. The particle swarm optimization characteristics including the use of intelligence collectively being applied to optimization problems in many areas of research. The main objective of this work is the use of computational intelligence, the analysis and synthesis of antennas and FSS. We considered the structures of a microstrip planar monopole, ring type, and a cross-dipole FSS. We developed algorithms and optimization results obtained for optimized geometries of antennas and FSS considered. To validate results were designed, constructed and measured several prototypes. The measured results showed excellent agreement with the simulated. Moreover, the results obtained in this study were compared to those simulated using a commercial software has been also observed an excellent agreement. Specifically, the efficiency of techniques used were CI evidenced by simulated and measured, aiming at optimizing the bandwidth of an antenna for wideband operation or UWB (Ultra Wideband), using a genetic algorithm and optimizing the bandwidth, by specifying the length of the air gap between two frequency selective surfaces, using an optimization algorithm particle swarm

High sensitivity fiber optic angular displacement sensor and its application for detection of ultrasound

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Robust broadband vibration control of a flexible structure using an electrical dynamic absorber

This paper presents a simple but practical feedback control method to suppress the vibration of a flexible structure in the frequency range between 10 Hz and 1 kHz. A dynamic vibration absorber is designed for this, which has a natural frequency of 100 Hz and a normalized bandwidth (twice the damping ratio) of 9.9. The absorber is realized electrically by feeding back the structural acceleration at one position on the host structure to a collocated piezoceramic patch actuator via an analog controller consisting of a second-order lowpass filter. This absorber is equivalent to a single degree-of-freedom mechanical oscillator consisting of a serially connected mass-spring-damper system. A first-order lowpass filter is additionally used to improve stability at very high frequencies. Experiments were conducted on a free-free beam embedded with a piezoceramic patch actuator and an accelerometer at its center. It is demonstrated that the single absorber can simultaneously suppress multiple vibration modes within the control bandwidth. It is further shown that the control system is robust to slight changes in the plant. The method described can be applied to many other practical structures, after retuning the absorber parameters for the structure under control.

On designing linear tunable high-Q OTA-C filters with low sensitivity

This paper discusses a design approach for a high-Q low-sensitivity OTA-C biquad bandpass section. An optimal relationship is established between transconductances defining the differencebeta - gamma in the Q-factor denominator, setting the Q-sensitivity to tuning voltages around unity. A 30-MHz filter was designed based on a 0.35 mum CMOS process and V-DD=3.3 V. A range of circuit simulation supports the theoretical analysis. Q-factor spans from 20.5 to 60, while ensuring filter stability along the tuning range. Although a triode-operating OTA is used, the procedure can be extended to other types of transconductor.

On designing linearly tunable high-Q OTA-C filters with low sensitivity

This paper discusses a design approach for a high-Q low-sensitivity OTA-C biquad bandpass section. An optimal relationship is established between transconductances defining the differenceβ - γ in the Q-factor denominator, setting the Q-sensitivity to tuning voltages around unity. A 30-MHz filter was designed based on a 0.35μn CMOS process and VDD=3.3V. A range of circuit simulation supports the theoretical analysis. Q-factor spans from 20.5 to 60, while ensuring filter stability along the tuning range. Although a Mode-operating OTA is used, the procedure can be extended to other types of transconductor.

High sensitivity low cost capacitive strain gage

This paper describes a high senstivity low cost capacitive strain gage sensor. The theory, design, and sensor construction details are presented. It consists of eight capacitive sensors connected in two full bridges. The capacitive strain gage sensor structure was designed in order to produce high sensitivity and low dependence with temperature. By using a simple signal conditioning circuit constituted by a differential amplifier, a band-pass filter, and a precision rectifier the device can measure forces with resolution of 0.009 N and precision of 98.7%. It is rugged, presents linear response, and good repeatability. It presents sensitivity of 8.7 V/N and fall time of 12 ms.

Dimmable electronic ballast with high power-factor SEPIC preregulator, for multiple tubular fluorescent lamps

An electronic ballast for multiple tubular fluorescent lamps is presented in this paper. The proposed structure features high power-factor, dimming capability, and soft-switching to the semiconductor devices operated in high frequencies. A Zero-Current-Switching - Pulse-Width-Modulated (ZCS-PWM) SEPIC converter composes the rectifying stage, controlled by the instantaneous average input current technique, performing soft-commutations and high input power factor. Regarding the inverting stage, it is composed by a classical resonant Half-Bridge converter, associated to Series Parallel-Loaded Resonant (SPLR) filters. The dimming control technique employed in this Half-Bridge inverter is based on the phase-shift in the current processed through the sets of filter + lamp. In addition, experimental results are shown in order to validate the developed analysis.

The use of slot filter in piezocone tests for site characterization of tropical soils

The use of piezocone tests with a slot filter filled with automotive grease for site characterization of tropical soils is assessed. Laboratory tests using the slot filter filled with automotive grease as well as the conventional porous piezo-element saturated with glycerin were carried out to evaluate the pore pressure (u 2) transducer response. CPTu tests using piezo-elements saturated with glycerin and the slot filter filled with grease were pushed side by side in different research sites in Brazil. Estimates of mechanical and hydraulic soil parameters were made based on pore pressure dissipation curves from using both techniques. Laboratory test results indicate that the pore pressure response using the slot filter with grease was delayed when compared to the piezo-element saturated with glycerin, since grease has a higher viscosity. For tropical soils, the records of u2 in piezocone tests using slot filter with grease presented larger peaks than with porous element saturated with glycerin. Records of u2 using the slot filter above the groundwater table suggest the increase of the degree of saturation in unsaturated zone, where porous filter can be desaturated by suction. The slot filter can be used to help the interpretation of the soil profile with deep groundwater level as well as to help detecting its position for some studied soils. The results shown high repeatability for all study sites. This technique is much easier to handle, especially for tropical soils, where the groundwater table is usually deep and pre-drilling is expensive and time consuming. © 2009 IOS Press.

Geosynthetic-Reinforced Soil Structure Built to Restore Original Geometry of a 12 m High Slope After Failure Using Local Soil

This paper presents a study case in which a geosynthetic-reinforced soil (GRS) structure was used to rebuild a 12 m high slope after its failure. The failed slope is located between the parking lot of a private company and a public school. Due to surrounding structures restrictions, this project required a solution with rapidity in execution. In addition, as a requirement established by its owner, this structure should recover the original geometry of the slope. Besides the importance regarding surrounding constructions, an interesting aspect of this study case relies on the versatility of geosynthetic materials. A woven geotextile was used as reinforcement. Five other geosynthetic materials were used in this study case. Facing comprised a geocell filled with local soil cover and grass mats, resulting in a green facing. A geonet was used to hold the grass mats in place before grass roots development. Regarding the drainage system, geocomposite drains and geopipes were installed to drain subsurface water. A nonwoven geotextile was used as filter in drainage trenches, which were placed near the structure toe. Additionally to the GRS structure, the lower portion of the slope was reinforced with soil nailing technique. The face of the nailed soil portion was covered with sandbags and shotcrete. It emphasizes the flexibility of GRS structures regarding their application with other technical options in Geotechnical Engineering. The economic aspect of this study case also deserves attention. It did not require soil transportation and other design and construction steps, e.g. concrete structures design and construction.

Imaging spin-filter efficiency of W(001) and Ir(001) single crystals

Während der letzten Jahre wurde für Spinfilter-Detektoren ein wesentlicher Schritt in Richtung stark erhöhter Effizienz vollzogen. Das ist eine wichtige Voraussetzung für spinaufgelöste Messungen mit Hilfe von modernen Elektronensp ektrometern und Impulsmikroskopen. In dieser Doktorarbeit wurden bisherige Arbeiten der parallel abbildenden Technik weiterentwickelt, die darauf beruht, dass ein elektronenoptisches Bild unter Ausnutzung der k-parallel Erhaltung in der Niedrigenergie-Elektronenbeugung auch nach einer Reflektion an einer kristallinen Oberfläche erhalten bleibt. Frühere Messungen basierend auf der spekularen Reflexion an einerrnW(001) Oberfläche [Kolbe et al., 2011; Tusche et al., 2011] wurden auf einenrnviel größeren Parameterbereich erweitert und mit Ir(001) wurde ein neues System untersucht, welches eine sehr viel längere Lebensdauer der gereinigten Kristalloberfläche im UHV aufweist. Die Streuenergie- und Einfallswinkel-“Landschaft” der Spinempfindlichkeit S und der Reflektivität I/I0 von gestreuten Elektronen wurde im Bereich von 13.7 - 36.7 eV Streuenergie und 30◦ - 60◦ Streuwinkel gemessen. Die dazu neu aufgebaute Messanordnung umfasst eine spinpolarisierte GaAs Elektronenquellernund einen drehbaren Elektronendetektor (Delayline Detektor) zur ortsauflösenden Detektion der gestreuten Elektronen. Die Ergebnisse zeigen mehrere Regionen mit hoher Asymmetrie und großem Gütefaktor (figure of merit FoM), definiert als S2 · I/I0. Diese Regionen eröffnen einen Weg für eine deutliche Verbesserung der Vielkanal-Spinfiltertechnik für die Elektronenspektroskopie und Impulsmikroskopie. Im praktischen Einsatz erwies sich die Ir(001)-Einkristalloberfläche in Bezug auf längere Lebensdauer im UHV (ca. 1 Messtag), verbunden mit hoher FOM als sehr vielversprechend. Der Ir(001)-Detektor wurde in Verbindung mit einem Halbkugelanalysator bei einem zeitaufgelösten Experiment im Femtosekunden-Bereich am Freie-Elektronen-Laser FLASH bei DESY eingesetzt. Als gute Arbeitspunkte erwiesen sich 45◦ Streuwinkel und 39 eV Streuenergie, mit einer nutzbaren Energiebreite von 5 eV, sowie 10 eV Streuenergie mit einem schmaleren Profil von < 1 eV aber etwa 10× größerer Gütefunktion. Die Spinasymmetrie erreicht Werte bis 70 %, was den Einfluss von apparativen Asymmetrien deutlich reduziert. Die resultierende Messungen und Energie-Winkel-Landschaft zeigt recht gute Übereinstimmung mit der Theorie (relativistic layer-KKR SPLEED code [Braun et al., 2013; Feder et al.,rn2012])