Bayesian signal processing

The application of Bayes' Theorem to signal processing provides a consistent framework for proceeding from prior knowledge to a posterior inference conditioned on both the prior knowledge and the observed signal data. The first part of the lecture will illustrate how the Bayesian methodology can be applied to a variety of signal processing problems. The second part of the lecture will introduce the concept of Markov Chain Monte-Carlo (MCMC) methods which is an effective approach to overcoming many of the analytical and computational problems inherent in statistical inference. Such techniques are at the centre of the rapidly developing area of Bayesian signal processing which, with the continual increase in available computational power, is likely to provide the underlying framework for most signal processing applications.

Energy scattering in weakly non-linear systems.

The Chinese Tam-Tam exhibits non-linear behavior in its vibro-acoustic response. The frequency content of the response during free, unforced vibration smoothly changes, with energy being progressively smeared out over a greater bandwidth with time. This is used as a motivating case for the general study of the phenomenon of energy cascading through weak nonlinearity. Numerical models based upon the Fermi-Pasta-Ulam system of non-linearly coupled oscillators, modified with the addition of damping, have been developed. These were used to study the response of ensembles of systems with randomized natural frequencies. Results from simulations will be presented here. For un-damped systems, individual ensemble members exhibit cyclical energy exchange between linear modes, but the ensemble average displays a steady state. For the ensemble response of damped systems, lightly damped modes can exhibit an effective damping which is higher than predicated by linear theory. The presence of a non-linearity provides a path for energy flow to other modes, increasing the apparent damping spectrum at some frequencies and reducing it at others. The target of this work is a model revealing the governing parameters of a generic system of this type and leading to predictions of the ensemble response.

Breathers and thermal relaxation as a temporal process: A possible way to detect breathers in experimental situations

Breather stability and longevity in thermally relaxing nonlinear arrays is investigated under the scrutiny of the analysis and tools employed for time series and state reconstruction of a dynamical system. We briefly review the methods used in the analysis and characterize a breather in terms of the results obtained with such methods. Our present work focuses on spontaneously appearing breathers in thermal Fermi-Pasta-Ulam arrays but we believe that the conclusions are general enough to describe many other related situations; the particular case described in detail is presented as another example of systems where three incommensurable frequencies dominate their chaotic dynamics (reminiscent of the Ruelle-Takens scenario for the appearance of chaotic behavior in nonlinear systems). This characterization may also be of great help for the discovery of breathers in experimental situations where the temporal evolution of a local variable (like the site energy) is the only available/measured data. © 2005 American Institute of Physics.

Eccentricity effects on acoustic radiation from a spherical source suspended within a thermoviscous fluid sphere.

Acoustic radiation from a spherical source undergoing angularly periodic axisymmetric harmonic surface vibrations while eccentrically suspended within a thermoviscous fluid sphere, which is immersed in a viscous thermally conducting unbounded fluid medium, is analyzed in an exact fashion. The formulation uses the appropriate wave-harmonic field expansions along with the translational addition theorem for spherical wave functions and the relevant boundary conditions to develop a closed-form solution in form of infinite series. The analytical results are illustrated with a numerical example in which the vibrating source is eccentrically positioned within a chemical fluid sphere submerged in water. The modal acoustic radiation impedance load on the source and the radiated far-field pressure are evaluated and discussed for representative values of the parameters characterizing the system. The proposed model can lead to a better understanding of dynamic response of an underwater acoustic lens. It is equally applicable in miniature transducer analysis and design with applications in medical ultrasonics.

On the diffraction of acoustic waves by a quarter-plane

This paper follows the work of A.V. Shanin on diffraction by an ideal quarter-plane. Shanin's theory, based on embedding formulae, the acoustic uniqueness theorem and spherical edge Green's functions, leads to three modified Smyshlyaev formulae, which partially solve the far-field problem of scattering of an incident plane wave by a quarter-plane in the Dirichlet case. In this paper, we present similar formulae in the Neumann case, and describe a numerical method allowing a fast computation of the diffraction coefficient using Shanin's third modified Smyshlyaev formula. The method requires knowledge of the eigenvalues of the Laplace-Beltrami operator on the unit sphere with a cut, and we also describe a way of computing these eigenvalues. Numerical results are given for different directions of incident plane wave in the Dirichlet and the Neumann cases, emphasising the superiority of the third modified Smyshlyaev formula over the other two. © 2011 Elsevier B.V.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Effects of multi-scattering on the performance of a single-beam acoustic manipulation device.

The effects of multiple scattering on acoustic manipulation of spherical particles using helicoidal Bessel-beams are discussed. A closed-form analytical solution is developed to calculate the acoustic radiation force resulting from a Bessel-beam on an acoustically reflective sphere, in the presence of an adjacent spherical particle, immersed in an unbounded fluid medium. The solution is based on the standard Fourier decomposition method and the effect of multi-scattering is taken into account using the addition theorem for spherical coordinates. Of particular interest here is the investigation of the effects of multiple scattering on the emergence of negative axial forces. To investigate the effects, the radiation force applied on the target particle resulting from a helicoidal Bessel-beam of different azimuthal indexes (m = 1 to 4), at different conical angles, is computed. Results are presented for soft and rigid spheres of various sizes, separated by a finite distance. Results have shown that the emergence of negative force regions is very sensitive to the level of cross-scattering between the particles. It has also been shown that in multiple scattering media, the negative axial force may occur at much smaller conical angles than previously reported for single particles, and that acoustic manipulation of soft spheres in such media may also become possible.

Lift and the leading edge vortex

Leading edge vortices are considered to be important in generating the high lift coefficients observed in insect flight and may therefore be relevant to micro-air vehicles. A potential flow model of an impulsively started flat plate, featuring a leading edge vortex (LEV) and a trailing edge vortex (TEV) is fitted to experimental data in order to provide insight into the mechanisms that influence the convection of the LEV and to study how the LEV contributes to lift. The potential flow model fits the experimental data best with no bound circulation, which is in accordance with Kelvin's circulation theorem. The lift-to-drag ratio is well approximated by the function 'cot α' for α > 15°, which supports the tentative conclusion that shortly after an impulsive start, at post-stall angles of attack, lift is caused non-circulatory forces and by the action of the LEV as opposed to bound circulation. Copyright © 2012 by C. W. Pitt Ford.

Closely correlating lower and upper bound plastic analysis of real slabs

An engineer assessing the load-carrying capacity of an existing reinforced concrete slab is likely to use elastic analysis to check the load at which the structure might be expected to fail in flexure or in shear. In practice, many reinforced concrete slabs are highly ductile in flexure, so an elastic analysis greatly underestimates the loads at which they fail in this mode. The use of conservative elastic analysis has led engineers to incorrectly condemn many slabs and therefore to specify unnecessary and wasteful flexural strengthening or replacement. The lower bound theorem is based on the same principles as the upper bound theorem used in yield line analysis, but any solution that rigorously satisfies the lower bound theorem is guaranteed to be a safe underestimate of the collapse load. Jackson presented a rigorous lower bound method that obtains very accurate results for complex real slabs.

Lift and the leading-edge vortex

Flapping wings often feature a leading-edge vortex (LEV) that is thought to enhance the lift generated by the wing. Here the lift on a wing featuring a leading-edge vortex is considered by performing experiments on a translating flat-plate aerofoil that is accelerated from rest in a water towing tank at a fixed angle of attack of 15°. The unsteady flow is investigated with dye flow visualization, particle image velocimetry (PIV) and force measurements. Leading-and trailing-edge vortex circulation and position are calculated directly from the velocity vectors obtained using PIV. In order to determine the most appropriate value of bound circulation, a two-dimensional potential flow model is employed and flow fields are calculated for a range of values of bound circulation. In this way, the value of bound circulation is selected to give the best fit between the experimental velocity field and the potential flow field. Early in the trajectory, the value of bound circulation calculated using this potential flow method is in accordance with Kelvin's circulation theorem, but differs from the values predicted by Wagner's growth of bound circulation and the Kutta condition. Later the Kutta condition is established but the bound circulation remains small; most of the circulation is contained instead in the LEVs. The growth of wake circulation can be approximated by Wagner's circulation curve. Superimposing the non-circulatory lift, approximated from the potential flow model, and Wagner's lift curve gives a first-order approximation of the measured lift. Lift is generated by inertial effects and the slow buildup of circulation, which is contained in shed vortices rather than bound circulation. © 2013 Cambridge University Press.

An experimental study on engine dynamics model based in-cylinder pressure estimation

The information provided by the in-cylinder pressure signal is of great importance for modern engine management systems. The obtained information is implemented to improve the control and diagnostics of the combustion process in order to meet the stringent emission regulations and to improve vehicle reliability and drivability. The work presented in this paper covers the experimental study and proposes a comprehensive and practical solution for the estimation of the in-cylinder pressure from the crankshaft speed fluctuation. Also, the paper emphasizes the feasibility and practicality aspects of the estimation techniques, for the real-time online application. In this study an engine dynamics model based estimation method is proposed. A discrete-time transformed form of a rigid-body crankshaft dynamics model is constructed based on the kinetic energy theorem, as the basis expression for total torque estimation. The major difficulties, including load torque estimation and separation of pressure profile from adjacent-firing cylinders, are addressed in this work and solutions to each problem are given respectively. The experimental results conducted on a multi-cylinder diesel engine have shown that the proposed method successfully estimate a more accurate cylinder pressure over a wider range of crankshaft angles. Copyright © 2012 SAE International.

Contraction and observer design on cones

We consider the problem of positive observer design for positive systems defined on solid cones in Banach spaces. The design is based on the Hilbert metric and convergence properties are analyzed in the light of the Birkhoff theorem. Two main applications are discussed: positive observers for systems defined in the positive orthant, and positive observers on the cone of positive semi-definite matrices with a view on quantum systems. © 2011 IEEE.

Consensus in non-commutative spaces

Convergence analysis of consensus algorithms is revisited in the light of the Hilbert distance. The Lyapunov function used in the early analysis by Tsitsiklis is shown to be the Hilbert distance to consensus in log coordinates. Birkhoff theorem, which proves contraction of the Hilbert metric for any positive homogeneous monotone map, provides an early yet general convergence result for consensus algorithms. Because Birkhoff theorem holds in arbitrary cones, we extend consensus algorithms to the cone of positive definite matrices. The proposed generalization finds applications in the convergence analysis of quantum stochastic maps, which are a generalization of stochastic maps to non-commutative probability spaces. ©2010 IEEE.

A differential lyapunov framework for contraction analysis

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is inferred from infinitesimal contraction of the Finsler metrics through integration along solutions curves. © 2013 IEEE.

Analysis of lateral current spreading in solar cell devices by spatially-resolved electroluminescence

Spatially-resolved electroluminescence (EL) images from solar cells contain information of local current distribution. By theoretical analysis of the EL intensity distribution, the current density distribution under a certain current bias and the sheet resistance can be obtained quantitatively. Two-dimensional numerical simulation of the current density distribution is employed to a GaInP cell, which agrees very well with the experimental results. A reciprocity theorem for current spreading is found and used to interpret the EL images from the viewpoint of current extraction. The optimization of front electrodes is discussed based on the results. (C) 2010 American Institute of Physics. [doi:10.1063/1.3431390]