A two-stage algorithm for identification of nonlinear dynamic systems

This paper investigates the two-stage stepwise identification for a class of nonlinear dynamic systems that can be described by linear-in-the-parameters models, and the model has to be built from a very large pool of basis functions or model terms. The main objective is to improve the compactness of the model that is obtained by the forward stepwise methods, while retaining the computational efficiency. The proposed algorithm first generates an initial model using a forward stepwise procedure. The significance of each selected term is then reviewed at the second stage and all insignificant ones are replaced, resulting in an optimised compact model with significantly improved performance. The main contribution of this paper is that these two stages are performed within a well-defined regression context, leading to significantly reduced computational complexity. The efficiency of the algorithm is confirmed by the computational complexity analysis, and its effectiveness is demonstrated by the simulation results.

Ion-acoustic waves in a plasma consisting of adiabatic warm ions, non-isothermal electrons and a weakly relativistic electron beam: linear and higher-order nonlinear effects

The nonlinear propagation of finite amplitude ion acoustic solitary waves in a plasma consisting of adiabatic warm ions, nonisothermal electrons, and a weakly relativistic electron beam is studied via a two-fluid model. A multiple scales technique is employed to investigate the nonlinear regime. The existence of the electron beam gives rise to four linear ion acoustic modes, which propagate at different phase speeds. The numerical analysis shows that the propagation speed of two of these modes may become complex-valued (i.e., waves cannot occur) under conditions which depend on values of the beam-to-background-electron density ratio , the ion-to-free-electron temperature ratio , and the electron beam velocity v0; the remaining two modes remain real in all cases. The basic set of fluid equations are reduced to a Schamel-type equation and a linear inhomogeneous equation for the first and second-order potential perturbations, respectively. Stationary solutions of the coupled equations are derived using a renormalization method. Higher-order nonlinearity is thus shown to modify the solitary wave amplitude and may also deform its shape, even possibly transforming a simple pulse into a W-type curve for one of the modes. The dependence of the excitation amplitude and of the higher-order nonlinearity potential correction on the parameters , , and v0 is numerically investigated.

Improved Process Monitoring Using Nonlinear Principal Component Models

This paper presents two new approaches for use in complete process monitoring. The firstconcerns the identification of nonlinear principal component models. This involves the application of linear
principal component analysis (PCA), prior to the identification of a modified autoassociative neural network (AAN) as the required nonlinear PCA (NLPCA) model. The benefits are that (i) the number of the reduced set of linear principal components (PCs) is smaller than the number of recorded process variables, and (ii) the set of PCs is better conditioned as redundant information is removed. The result is a new set of input data for a modified neural representation, referred to as a T2T network. The T2T NLPCA model is then used for complete process monitoring, involving fault detection, identification and isolation. The second approach introduces a new variable reconstruction algorithm, developed from the T2T NLPCA model. Variable reconstruction can enhance the findings of the contribution charts still widely used in industry by reconstructing the outputs from faulty sensors to produce more accurate fault isolation. These ideas are illustrated using recorded industrial data relating to developing cracks in an industrial glass melter process. A comparison of linear and nonlinear models, together with the combined use of contribution charts and variable reconstruction, is presented.

Positive dilations of piecewise monotonic Markov maps

We provide an explicit formula which gives natural extensions of piecewise monotonic Markov maps defined on an interval of the real line. These maps are exact endomorphisms and define chaotic discrete dynamical systems.

Analyticity of smooth eigenfunctions and spectral analysis of the Gauss map

We provide a sufficient condition of analyticity of infinitely differentiable eigenfunctions of operators of the form Uf(x) = integral a(x, y) f(b( x, y)) mu(dy) acting on functions f: [u, v] --> C ( evolution operators of one-dimensional dynamical systems and Markov processes have this form). We estimate from below the region of analyticity of the eigenfunctions and apply these results for studying the spectral properties of the Frobenius-Perron operator of the continuous fraction Gauss map. We prove that any infinitely differentiable eigenfunction f of this Frobenius-Perron operator, corresponding to a non-zero eigenvalue admits a (unique) analytic extension to the set C\(-infinity, 1]. Analyzing the spectrum of the Frobenius Perron operator in spaces of smooth functions, we extend significantly the domain of validity of the Mayer and Ropstorff asymptotic formula for the decay of correlations of the Gauss map.

On velocity-based local model networks for nonlinear identification

This paper exposes the strengths and weaknesses of the recently proposed velocity-based local model (LM) network. The global dynamics of the velocity-based blended representation are directly related to the dynamics of the underlying local models, an important property in the design of local controller networks. Furthermore, the sub-models are continuous-time and linear providing continuity with established linear theory and methods. This is not true for the conventional LM framework, where the global dynamics are only weakly related to the affine sub-models. In this paper, a velocity-based multiple model network is identified for a highly nonlinear dynamical system. The results show excellent dynamical modelling performances, highlighting the value of the velocity-based approach for the design and analysis of LM based control. Three important practical issues are also addressed. These relate to the blending of the velocity-based local models, the use of normalised Gaussian basis functions and the requirement of an input derivative.

Population pharmacokinetic and pharmacogenetic analysis of 6-mercaptopurine in paediatric patients with acute lymphoblastic leukaemia

WHAT IS ALREADY KNOWN ABOUT THIS SUBJECT center dot The cytotoxic effects of 6-mercaptopurine (6-MP) were found to be due to drug-derived intracellular metabolites (mainly 6-thioguanine nucleotides and to some extent 6-methylmercaptopurine nucleotides) rather than the drug itself. center dot Current empirical dosing methods for oral 6-MP result in highly variable drug and metabolite concentrations and hence variability in treatment outcome. WHAT THIS STUDY ADDS center dot The first population pharmacokinetic model has been developed for 6-MP active metabolites in paediatric patients with acute lymphoblastic leukaemia and the potential demographic and genetically controlled factors that could lead to interpatient pharmacokinetic variability among this population have been assessed. center dot The model shows a large reduction in interindividual variability of pharmacokinetic parameters when body surface area and thiopurine methyltransferase polymorphism are incorporated into the model as covariates. center dot The developed model offers a more rational dosing approach for 6-MP than the traditional empirical method (based on body surface area) through combining it with pharmacogenetically guided dosing based on thiopurine methyltransferase genotype. To investigate the population pharmacokinetics of 6-mercaptopurine (6-MP) active metabolites in paediatric patients with acute lymphoblastic leukaemia (ALL) and examine the effects of various genetic polymorphisms on the disposition of these metabolites. Data were collected prospectively from 19 paediatric patients with ALL (n = 75 samples, 150 concentrations) who received 6-MP maintenance chemotherapy (titrated to a target dose of 75 mg m(-2) day(-1)). All patients were genotyped for polymorphisms in three enzymes involved in 6-MP metabolism. Population pharmacokinetic analysis was performed with the nonlinear mixed effects modelling program (nonmem) to determine the population mean parameter estimate of clearance for the active metabolites. The developed model revealed considerable interindividual variability (IIV) in the clearance of 6-MP active metabolites [6-thioguanine nucleotides (6-TGNs) and 6-methylmercaptopurine nucleotides (6-mMPNs)]. Body surface area explained a significant part of 6-TGNs clearance IIV when incorporated in the model (IIV reduced from 69.9 to 29.3%). The most influential covariate examined, however, was thiopurine methyltransferase (TPMT) genotype, which resulted in the greatest reduction in the model's objective function (P

Convergence acceleration of the doubly periodic Green's function for the analysis of thin wire arrays

A method is proposed to accelerate the evaluation of the Green's function of an infinite double periodic array of thin wire antennas. The method is based on the expansion of the Green's function into series corresponding to the propagating and evanescent waves and the use of Poisson and Kummer transformations enhanced with the analytic summation of the slowly convergent asymptotic terms. Unlike existing techniques the procedure reported here provides uniform convergence regardless of the geometrical parameters of the problem or plane wave excitation wavelength. In addition, it is numerically stable and does not require numerical integration or internal tuning parameters, since all necessary series are directly calculated in terms of analytical functions. This means that for nonlinear problem scenarios that the algorithm can be deployed without run time intervention or recursive adjustment within a harmonic balance engine. Numerical examples are provided to illustrate the efficiency and accuracy of the developed approach as compared with the Ewald method for which these classes of problems requires run time splitting parameter adaptation.

Exploratory analysis of spatiotemporal patterns of cellular automata by clustering compressibility

In this paper we study the classification of spatiotemporal pattern of one-dimensional cellular automata (CA) whereas the classification comprises CA rules including their initial conditions. We propose an exploratory analysis method based on the normalized compression distance (NCD) of spatiotemporal patterns which is used as dissimilarity measure for a hierarchical clustering. Our approach is different with respect to the following points. First, the classification of spatiotemporal pattern is comparative because the NCD evaluates explicitly the difference of compressibility among two objects, e.g., strings corresponding to spatiotemporal patterns. This is in contrast to all other measures applied so far in a similar context because they are essentially univariate. Second, Kolmogorov complexity, which underlies the NCD, was used in the classification of CA with respect to their spatiotemporal pattern. Third, our method is semiautomatic allowing us to investigate hundreds or thousands of CA rules or initial conditions simultaneously to gain insights into their organizational structure. Our numerical results are not only plausible confirming previous classification attempts but also shed light on the intricate influence of random initial conditions on the classification results.

A meta-analysis of latitudinal variations in life-history traits of roach, Rutilus rutilus, over its geographical range: linear or non-linear relationships?

1. We collated information from the literature on life history traits of the roach (a generalist freshwater fish), and analysed variation in absolute fecundity, von Bertalanffy parameters, and reproductive lifespan in relation to latitude, using both linear and non-linear regression models. We hypothesized that because most life history traits are dependent on growth rate, and growth rate is non-linearly related with temperature, it was likely that when analysed over the whole distribution range of roach, variation in key life history traits would show non-linear patterns with latitude.

Two-stage mixed discrete-continuous identification of radial basis function (RBF) neural models for nonlinear systems

The identification of nonlinear dynamic systems using radial basis function (RBF) neural models is studied in this paper. Given a model selection criterion, the main objective is to effectively and efficiently build a parsimonious compact neural model that generalizes well over unseen data. This is achieved by simultaneous model structure selection and optimization of the parameters over the continuous parameter space. It is a mixed-integer hard problem, and a unified analytic framework is proposed to enable an effective and efficient two-stage mixed discrete-continuous; identification procedure. This novel framework combines the advantages of an iterative discrete two-stage subset selection technique for model structure determination and the calculus-based continuous optimization of the model parameters. Computational complexity analysis and simulation studies confirm the efficacy of the proposed algorithm.

Moving window kernel PCA for adaptive monitoring of nonlinear processes

This paper discusses the monitoring of complex nonlinear and time-varying processes. Kernel principal component analysis (KPCA) has gained significant attention as a monitoring tool for nonlinear systems in recent years but relies on a fixed model that cannot be employed for time-varying systems. The contribution of this article is the development of a numerically efficient and memory saving moving window KPCA (MWKPCA) monitoring approach. The proposed technique incorporates an up- and downdating procedure to adapt (i) the data mean and covariance matrix in the feature space and (ii) approximates the eigenvalues and eigenvectors of the Gram matrix. The article shows that the proposed MWKPCA algorithm has a computation complexity of O(N2), whilst batch techniques, e.g. the Lanczos method, are of O(N3). Including the adaptation of the number of retained components and an l-step ahead application of the MWKPCA monitoring model, the paper finally demonstrates the utility of the proposed technique using a simulated nonlinear time-varying system and recorded data from an industrial distillation column.

Statistical theory of finite Fermi systems with chaotic excited eigenstates

A theory of strongly interacting Fermi systems of a few particles is developed. At high excit at ion energies (a few times the single-parti cle level spacing) these systems are characterized by an extreme degree of complexity due to strong mixing of the shell-model-based many-part icle basis st at es by the residual two- body interaction. This regime can be described as many-body quantum chaos. Practically, it occurs when the excitation energy of the system is greater than a few single-particle level spacings near the Fermi energy. Physical examples of such systems are compound nuclei, heavy open shell atoms (e.g. rare earths) and multicharged ions, molecules, clusters and quantum dots in solids. The main quantity of the theory is the strength function which describes spreading of the eigenstates over many-part icle basis states (determinants) constructed using the shell-model orbital basis. A nonlinear equation for the strength function is derived, which enables one to describe the eigenstates without diagonalization of the Hamiltonian matrix. We show how to use this approach to calculate mean orbital occupation numbers and matrix elements between chaotic eigenstates and introduce typically statistical variable s such as t emperature in an isolated microscopic Fermi system of a few particles.

Quantitative analysis of proton imaging measurements of laser-induced plasmas

A method for obtaining quantitative information about electric field and charge distributions from proton imaging measurements of laser-induced plasmas is presented. A parameterised charge distribution is used as target plasma. The deflection of a proton beam by the electric field of such a plasma is simulated numerically as well as the resulting proton density, which will be obtained on a screen behind the plasma according to the proton imaging technique. The parameters of the specific charge distributions are delivered by a combination of linear regression and nonlinear fitting of the calculated proton density distribution to the measured optical density of a radiochromic film screen changed by proton exposure. It is shown that superpositions of spherical Gaussian charge distributions as target plasma are sufficient to simulate various structures in proton imaging measurements, which makes this method very flexible.

Linear and nonlinear properties of Rao-dust-Alfven waves in magnetized plasmas

The linear and nonlinear properties of the Rao-dust-magnetohydrodynamic (R-D-MHD) waves in a dusty magnetoplasma are studied. By employing the inertialess electron equation of motion, inertial ion equation of motion, Ampere's law, Faraday's law, and the continuity equation in a plasma with immobile charged dust grains, the linear and nonlinear propagation of two-dimensional R-D-MHD waves are investigated. In the linear regime, the existence of immobile dust grains produces the Rao cutoff frequency, which is proportional to the dust charge density and the ion gyrofrequency. On the other hand, the dynamics of amplitude modulated R-D-MHD waves is governed by the cubic nonlinear Schrodinger equation. The latter has been derived by using the reductive perturbation technique and the two-timescale analysis which accounts for the harmonic generation nonlinearity in plasmas. The stability of the modulated wave envelope against non-resonant perturbations is studied. Finally, the possibility of localized envelope excitations is discussed. (C) 2004 American Institute of Physics.