On the Selection of Optimum Savitzky-Golay Filters

Savitzky-Golay (S-G) filters are finite impulse response lowpass filters obtained while smoothing data using a local least-squares (LS) polynomial approximation. Savitzky and Golay proved in their hallmark paper that local LS fitting of polynomials and their evaluation at the mid-point of the approximation interval is equivalent to filtering with a fixed impulse response. The problem that we address here is, ``how to choose a pointwise minimum mean squared error (MMSE) S-G filter length or order for smoothing, while preserving the temporal structure of a time-varying signal.'' We solve the bias-variance tradeoff involved in the MMSE optimization using Stein's unbiased risk estimator (SURE). We observe that the 3-dB cutoff frequency of the SURE-optimal S-G filter is higher where the signal varies fast locally, and vice versa, essentially enabling us to suitably trade off the bias and variance, thereby resulting in near-MMSE performance. At low signal-to-noise ratios (SNRs), it is seen that the adaptive filter length algorithm performance improves by incorporating a regularization term in the SURE objective function. We consider the algorithm performance on real-world electrocardiogram (ECG) signals. The results exhibit considerable SNR improvement. Noise performance analysis shows that the proposed algorithms are comparable, and in some cases, better than some standard denoising techniques available in the literature.

On the dynamic contact angle in simulation of impinging droplets with sharp interface methods

Effects of dynamic contact angle models on the flow dynamics of an impinging droplet in sharp interface simulations are presented in this article. In the considered finite element scheme, the free surface is tracked using the arbitrary Lagrangian-Eulerian approach. The contact angle is incorporated into the model by replacing the curvature with the Laplace-Beltrami operator and integration by parts. Further, the Navier-slip with friction boundary condition is used to avoid stress singularities at the contact line. Our study demonstrates that the contact angle models have almost no influence on the flow dynamics of the non-wetting droplets. In computations of the wetting and partially wetting droplets, different contact angle models induce different flow dynamics, especially during recoiling. It is shown that a large value for the slip number has to be used in computations of the wetting and partially wetting droplets in order to reduce the effects of the contact angle models. Among all models, the equilibrium model is simple and easy to implement. Further, the equilibrium model also incorporates the contact angle hysteresis. Thus, the equilibrium contact angle model is preferred in sharp interface numerical schemes.

Linear programming approach for state estimation incorporating phasor measurements

This paper presents methodologies for incorporating phasor measurements into conventional state estimator. The angle measurements obtained from Phasor Measurement Units are handled as angle difference measurements rather than incorporating the angle measurements directly. Handling in such a manner overcomes the problems arising due to the choice of reference bus. Current measurements obtained from Phasor Measurement Units are treated as equivalent pseudo-voltage measurements at the neighboring buses. Two solution approaches namely normal equations approach and linear programming approach are presented to show how the Phasor Measurement Unit measurements can be handled. Comparative evaluation of both the approaches is also presented. Test results on IEEE 14 bus system are presented to validate both the approaches.

A h-Adaptive Algorithm Using Residual Error Estimates for Fluid Flows

Algorithms for adaptive mesh refinement using a residual error estimator are proposed for fluid flow problems in a finite volume framework. The residual error estimator, referred to as the R-parameter is used to derive refinement and coarsening criteria for the adaptive algorithms. An adaptive strategy based on the R-parameter is proposed for continuous flows, while a hybrid adaptive algorithm employing a combination of error indicators and the R-parameter is developed for discontinuous flows. Numerical experiments for inviscid and viscous flows on different grid topologies demonstrate the effectiveness of the proposed algorithms on arbitrary polygonal grids.

A risk-estimation-based formulation for speech enhancement and its relation to Wiener filtering

The goal of speech enhancement algorithms is to provide an estimate of clean speech starting from noisy observations. The often-employed cost function is the mean square error (MSE). However, the MSE can never be computed in practice. Therefore, it becomes necessary to find practical alternatives to the MSE. In image denoising problems, the cost function (also referred to as risk) is often replaced by an unbiased estimator. Motivated by this approach, we reformulate the problem of speech enhancement from the perspective of risk minimization. Some recent contributions in risk estimation have employed Stein's unbiased risk estimator (SURE) together with a parametric denoising function, which is a linear expansion of threshold/bases (LET). We show that the first-order case of SURE-LET results in a Wiener-filter type solution if the denoising function is made frequency-dependent. We also provide enhancement results obtained with both techniques and characterize the improvement by means of local as well as global SNR calculations.

A generalized Stein's estimation approach to speech enhancement based on perceptual criteria

We address the problem of speech enhancement using a risk- estimation approach. In particular, we propose the use the Stein’s unbiased risk estimator (SURE) for solving the problem. The need for a suitable finite-sample risk estimator arises because the actual risks invariably depend on the unknown ground truth. We consider the popular mean-squared error (MSE) criterion first, and then compare it against the perceptually-motivated Itakura-Saito (IS) distortion, by deriving unbiased estimators of the corresponding risks. We use a generalized SURE (GSURE) development, recently proposed by Eldar for MSE. We consider dependent observation models from the exponential family with an additive noise model,and derive an unbiased estimator for the risk corresponding to the IS distortion, which is non-quadratic. This serves to address the speech enhancement problem in a more general setting. Experimental results illustrate that the IS metric is efficient in suppressing musical noise, which affects the MSE-enhanced speech. However, in terms of global signal-to-noise ratio (SNR), the minimum MSE solution gives better results.

Nonparametric distributed sequential detection via universal source coding

We consider nonparametric or universal sequential hypothesis testing when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are primarily motivated from spectrum sensing in Cognitive Radios and intruder detection in wireless sensor networks. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. The algorithms are first proposed for discrete alphabet. Their performance and asymptotic properties are studied theoretically. Later these are extended to continuous alphabets. Their performance with two well known universal source codes, Lempel-Ziv code and KT-estimator with Arithmetic Encoder are compared. These algorithms are also compared with the tests using various other nonparametric estimators. Finally a decentralized version utilizing spatial diversity is also proposed and analysed.

State estimation in power systems using linear model infinity norm-based trust region approach

State estimation is one of the most important functions in an energy control centre. An computationally efficient state estimator which is free from numerical instability/ill-conditioning is essential for security assessment of electric power grid. Whereas approaches to successfully overcome the numerical ill-conditioning issues have been proposed, an efficient algorithm for addressing the convergence issues in the presence of topological errors is yet to be evolved. Trust region (TR) methods have been successfully employed to overcome the divergence problem to certain extent. In this study, case studies are presented where the conventional algorithms including the existing TR methods would fail to converge. A linearised model-based TR method for successfully overcoming the convergence issues is proposed. On the computational front, unlike the existing TR methods for state estimation which employ quadratic models, the proposed linear model-based estimator is computationally efficient because the model minimiser can be computed in a single step. The model minimiser at each step is computed by minimising the linearised model in the presence of TR and measurement mismatch constraints. The infinity norm is used to define the geometry of the TR. Measurement mismatch constraints are employed to improve the accuracy. The proposed algorithm is compared with the quadratic model-based TR algorithm with case studies on the IEEE 30-bus system, 205-bus and 514-bus equivalent systems of part of Indian grid.

Modeling the vulnerability of an urban groundwater system due to the combined impacts of climate change and management scenarios

Climate change impact on a groundwater-dependent small urban town has been investigated in the semiarid hard rock aquifer in southern India. A distributed groundwater model was used to simulate the groundwater levels in the study region for the projected future rainfall (2012-32) obtained from a general circulation model (GCM) to estimate the impacts of climate change and management practices on groundwater system. Management practices were based on the human-induced changes on the urban infrastructure such as reduced recharge from the lakes, reduced recharge from water and wastewater utility due to an operational and functioning underground drainage system, and additional water extracted by the water utility for domestic purposes. An assessment of impacts on the groundwater levels was carried out by calibrating a groundwater model using comprehensive data gathered during the period 2008-11 and then simulating the future groundwater level changes using rainfall from six GCMs Institute of Numerical Mathematics Coupled Model, version 3.0 (INM-CM. 3.0); L'Institut Pierre-Simon Laplace Coupled Model, version 4 (IPSL-CM4); Model for Interdisciplinary Research on Climate, version 3.2 (MIROC3.2); ECHAM and the global Hamburg Ocean Primitive Equation (ECHO-G); Hadley Centre Coupled Model, version 3 (HadCM3); and Hadley Centre Global Environment Model, version 1 (HadGEM1)] that were found to show good correlation to the historical rainfall in the study area. The model results for the present condition indicate that the annual average discharge (sum of pumping and natural groundwater outflow) was marginally or moderately higher at various locations than the recharge and further the recharge is aided from the recharge from the lakes. Model simulations showed that groundwater levels were vulnerable to the GCM rainfall and a scenario of moderate reduction in recharge from lakes. Hence, it is important to sustain the induced recharge from lakes by ensuring that sufficient runoff water flows to these lakes.

Spectrum sensing via universal source coding

We consider nonparametric sequential hypothesis testing when the distribution under null hypothesis is fully known and the alternate hypothesis corresponds to some other unknown distribution. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. These algorithms are motivated from spectrum sensing application in Cognitive Radios. Universal sequential hypothesis testing using Lempel Ziv codes and Krichevsky-Trofimov estimator with Arithmetic Encoder are considered and compared for different distributions. Cooperative spectrum sensing with multiple Cognitive Radios using universal codes is also considered.

A POSTERIORI ERROR CONTROL OF DISCONTINUOUS GALERKIN METHODS FOR ELLIPTIC OBSTACLE PROBLEMS

In this article, we derive an a posteriori error estimator for various discontinuous Galerkin (DG) methods that are proposed in (Wang, Han and Cheng, SIAM J. Numer. Anal., 48: 708-733, 2010) for an elliptic obstacle problem. Using a key property of DG methods, we perform the analysis in a general framework. The error estimator we have obtained for DG methods is comparable with the estimator for the conforming Galerkin (CG) finite element method. In the analysis, we construct a non-linear smoothing function mapping DG finite element space to CG finite element space and use it as a key tool. The error estimator consists of a discrete Lagrange multiplier associated with the obstacle constraint. It is shown for non-over-penalized DG methods that the discrete Lagrange multiplier is uniformly stable on non-uniform meshes. Finally, numerical results demonstrating the performance of the error estimator are presented.

Analytical solutions for movement of cold water thermal front in a heterogeneous geothermal reservoir

In the present study an analytical model has been presented to describe the transient temperature distribution and advancement of the thermal front generated due to the reinjection of heat depleted water in a heterogeneous geothermal reservoir. One dimensional heat transport equation in porous media with advection and longitudinal heat conduction has been solved analytically using Laplace transform technique in a semi infinite medium. The heterogeneity of the porous medium is expressed by the spatial variation of the flow velocity and the longitudinal effective thermal conductivity of the medium. A simpler solution is also derived afterwards neglecting the longitudinal conduction depending on the situation where the contribution to the transient heat transport phenomenon in the porous media is negligible. Solution for a homogeneous aquifer with constant values of the rock and fluid parameters is also derived with an aim to compare the results with that of the heterogeneous one. The effect of some of the parameters involved, on the transient heat transport phenomenon is assessed by observing the variation of the results with different magnitudes of those parameters. Results prove the heterogeneity of the medium, the flow velocity and the longitudinal conductivity to have great influence and porosity to have negligible effect on the transient temperature distribution. (C) 2013 Elsevier Inc. All rights reserved.

Low complexity joint estimation of synchronization impairments in sparse channel for MIMO-OFDM system

Low complexity joint estimation of synchronization impairments and channel in a single-user MIMO-OFDM system is presented in this paper. Based on a system model that takes into account the effects of synchronization impairments such as carrier frequency offset, sampling frequency offset, and symbol timing error, and channel, a Maximum Likelihood (ML) algorithm for the joint estimation is proposed. To reduce the complexity of ML grid search, the number of received signal samples used for estimation need to be reduced. The conventional channel estimation techniques using Least-Squares (LS) or Maximum a posteriori (MAP) methods fail for the reduced sample under-determined system, which results in poor performance of the joint estimator. The proposed ML algorithm uses Compressed Sensing (CS) based channel estimation method in a sparse fading scenario, where the received samples used for estimation are less than that required for an LS or MAP based estimation. The performance of the estimation method is studied through numerical simulations, and it is observed that CS based joint estimator performs better than LS and MAP based joint estimator. (C) 2013 Elsevier GmbH. All rights reserved.

Spatially Adaptive Kernel Regression Using Risk Estimation

An important question in kernel regression is one of estimating the order and bandwidth parameters from available noisy data. We propose to solve the problem within a risk estimation framework. Considering an independent and identically distributed (i.i.d.) Gaussian observations model, we use Stein's unbiased risk estimator (SURE) to estimate a weighted mean-square error (MSE) risk, and optimize it with respect to the order and bandwidth parameters. The two parameters are thus spatially adapted in such a manner that noise smoothing and fine structure preservation are simultaneously achieved. On the application side, we consider the problem of image restoration from uniform/non-uniform data, and show that the SURE approach to spatially adaptive kernel regression results in better quality estimation compared with its spatially non-adaptive counterparts. The denoising results obtained are comparable to those obtained using other state-of-the-art techniques, and in some scenarios, superior.

Representative seismic hazard map of Coimbatore, India

The seismic hazard value of any region depends upon three important components such as probable earthquake location, maximum earthquake magnitude and the attenuation equation. This paper presents a representative way of estimating these three important components considering region specific seismotectonic features. Rupture Based Seismic Hazard Analysis (RBSHA) given by Anbazhagan et al. (2011) is used to determine the probable future earthquake locations. This approach is verified on the earthquake data of Bhuj region. The probable earthquake location for this region is identified considering earthquake data till the year 2000. These identified locations match well with the reported locations after 2000. The further Coimbatore City is selected as the study area to develop a representative seismic hazard map using RBSHA approach and to compare with deterministic seismic hazard analysis. Probable future earthquake zones for Coimbatore are located considering the rupture phenomenon as per energy release theory discussed by Anbazhagan et at (2011). Rupture character of the region has been established by estimating the subsurface rupture length of each source and normalized with respect to the length of the source. Average rupture length of the source with respect to its total length is found to be similar for most of the sources in the region, which is called as the rupture character of the region. Maximum magnitudes of probable zones are estimated considering seismic sources close by and regional rupture character established. Representative GMPEs for the study area have been selected by carrying out efficacy test through an average log likelihood value (LLH) as ranking estimator and considering the Isoseismal map. New seismic hazard map of Coimbatore has been developed using the above regional representative parameters of probable earthquake locations, maximum earthquake magnitude and best suitable GMPEs. The new hazard map gives acceleration values at bedrock for maximum possible earthquakes. These results are compared with deterministic seismic hazard map and recently published probabilistic seismic hazard values. (C) 2014 Elsevier B.V. All rights reserved.