A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

Crystal growth and nonlinear optical properties of sodium D-isoascorbate monohydrate

Optical quality single crystals of sodium D-isoascorbate monohydrate were grown by a slow cooling technique. The crystal possesses a bulky prismatic morphology. Thermal analyses indicate that the crystals are stable up to 125 degrees C. The optical transmission window ranges from 307 nm to 1450 nm. The principal refractive indices have been measured employing Brewster's angle method. The crystallographic and the principal dielectric axes coincide with each other such that a lies along Z, b along X and c along Y. The optic axis is oriented 58 degrees (at 532 nm) to the crystallographic a axis in the XZ plane and the crystal is negative biaxial. Type 1 and type 2 phase matching curves are generated and experimentally verified. No polarization dependence of the light absorption was observed confirming the validity of Kleinman's symmetry conjecture, leading to a single nonvanishing nonlinear tensor component. According to Hobden's classification the crystal belongs to class 3. The crystal also exhibits second order noncollinear conic sections. The single shot and multiple shot surface laser damage thresholds are determined to be 32.7 GW cm(-2) and 6.5 GW cm(-2) respectively for 1064 nm radiation.

Linear and nonlinear optical properties of expanded porphyrins: a DMRG study

We study absorption spectra and two photon absorption coefficient of expanded porphyrins (EPs) by the density matrix renormalization group (DMRG) technique. We employ the Pariser-Parr-Pople (PPP) Hamiltonian which includes long-range electron-electron interactions. We find that, in the 4n+2 EPs, there are two prominent low-lying one-photon excitations, while in 4n EPs, there is only one such excitation. We also find that 4n+2 EPs have large two-photon absorption cross sections compared to 4n EPs. The charge density rearrangement in the one-photon excited state is mostly at the pyrrole nitrogen site and at the meso carbon sites. In the two-photon states, the charge density rearrangement occurs mostly at the aza-ring sites. In the one-photon state, the C-C bond length in aza rings shows a tendency to become uniform. In the two-photon state, the bond distortions are on C-N bonds of the pyrrole ring and the adjoining C-C bonds which connect the pyrrole ring to the aza or meso carbon sites.

Nonlinear thermoacoustics of ducted premixed flames: The influence of perturbation convection speed

When a premixed flame is placed within a duct, acoustic waves induce velocity perturbations at the flame's base. These travel down the flame, distorting its surface and modulating its heat release. This can induce self-sustained thermoacoustic oscillations. Although the phase speed of these perturbations is often assumed to equal the mean flow speed, experiments conducted in other studies and Direct Numerical Simulation (DNS) conducted in this study show that it varies with the acoustic frequency. In this paper, we examine how these variations affect the nonlinear thermoacoustic behaviour. We model the heat release with a nonlinear kinematic G-equation, in which the velocity perturbation is modelled on DNS results. The acoustics are governed by linearised momentum and energy equations. We calculate the flame describing function (FDF) using harmonic forcing at several frequencies and amplitudes. Then we calculate thermoacoustic limit cycles and explain their existence and stability by examining the amplitude-dependence of the gain and phase of the FDF. We find that, when the phase speed equals the mean flow speed, the system has only one stable state. When the phase speed does not equal the mean flow speed, however, the system supports multiple limit cycles because the phase of the FDF changes significantly with oscillation amplitude. This shows that the phase speed of velocity perturbations has a strong influence on the nonlinear thermoacoustic behaviour of ducted premixed flames. (C) 2013 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

A matroidal framework for network-error correcting codes

Matroidal networks were introduced by Dougherty et al. and have been well studied in the recent past. It was shown that a network has a scalar linear network coding solution if and only if it is matroidal associated with a representable matroid. The current work attempts to establish a connection between matroid theory and network-error correcting codes. In a similar vein to the theory connecting matroids and network coding, we abstract the essential aspects of network-error correcting codes to arrive at the definition of a matroidal error correcting network. An acyclic network (with arbitrary sink demands) is then shown to possess a scalar linear error correcting network code if and only if it is a matroidal error correcting network associated with a representable matroid. Therefore, constructing such network-error correcting codes implies the construction of certain representable matroids that satisfy some special conditions, and vice versa.

NESP: Nonlinear enhancement and selection of plane for optimal segmentation and recognition of scene word images

In this paper, we report a breakthrough result on the difficult task of segmentation and recognition of coloured text from the word image dataset of ICDAR robust reading competition challenge 2: reading text in scene images. We split the word image into individual colour, gray and lightness planes and enhance the contrast of each of these planes independently by a power-law transform. The discrimination factor of each plane is computed as the maximum between-class variance used in Otsu thresholding. The plane that has maximum discrimination factor is selected for segmentation. The trial version of Omnipage OCR is then used on the binarized words for recognition. Our recognition results on ICDAR 2011 and ICDAR 2003 word datasets are compared with those reported in the literature. As baseline, the images binarized by simple global and local thresholding techniques were also recognized. The word recognition rate obtained by our non-linear enhancement and selection of plance method is 72.8% and 66.2% for ICDAR 2011 and 2003 word datasets, respectively. We have created ground-truth for each image at the pixel level to benchmark these datasets using a toolkit developed by us. The recognition rate of benchmarked images is 86.7% and 83.9% for ICDAR 2011 and 2003 datasets, respectively.

Burst error correction using partial fourier matrices and block sparse representation

There is a strong relation between sparse signal recovery and error control coding. It is known that burst errors are block sparse in nature. So, here we attempt to solve burst error correction problem using block sparse signal recovery methods. We construct partial Fourier based encoding and decoding matrices using results on difference sets. These constructions offer guaranteed and efficient error correction when used in conjunction with reconstruction algorithms which exploit block sparsity.

Joint estimation of synchronization impairments in MIMO-OFDM system

A joint Maximum Likelihood (ML) estimation algorithm for the synchronization impairments such as Carrier Frequency Offset (CFO), Sampling Frequency Offset (SFO) and Symbol Timing Error (STE) in single user MIMO-OFDM system is investigated in this work. A received signal model that takes into account the nonlinear effects of CFO, SFO, STE and Channel Impulse Response (CIR) is formulated. Based on the signal model, a joint ML estimation algorithm is proposed. Cramer-Rao Lower Bound (CRLB) for the continuous parameters CFO and SFO is derived for the cases of with and without channel response effects and is used to compare the effect of coupling between different estimated parameters. The performance of the estimation method is studied through numerical simulations.

Capturability of augmented proportional navigation (APN) guidance with nonlinear engagement dynamics

Proportional Navigation (PN) and its variants are widely used guidance philosophies. However, in the presence of target maneuver, PN guidance law is effective only for a restrictive set of initial geometries. To account for target maneuvers, the concept of Augmented Proportional Navigation (APN) guidance law was introduced and analyzed in a linearized interceptor-target engagement framework presented in literature. However, there is no work in the literature, that addresses the capturability performance of the APN guidance law in a nonlinear engagement framework. This paper presents such an analysis and obtains the conditions for capturability. It also shows that a shorter time of interception is obtained when APN is formulated in the nonlinear framework as proposed in this paper. Simulation results are given to support the theoretical findings.

Simultaneous attitude control and trajectory tracking of a micro quadrotor: a SNAC aided nonlinear dynamic inversion approach

This paper presents an advanced single network adaptive critic (SNAC) aided nonlinear dynamic inversion (NDI) approach for simultaneous attitude control and trajectory tracking of a micro-quadrotor. Control of micro-quadrotors is a challenging problem due to its small size, strong coupling in pitch-yaw-roll and aerodynamic effects that often need to be ignored in the control design process to avoid mathematical complexities. In the proposed SNAC aided NDI approach, the gains of the dynamic inversion design are selected in such a way that the resulting controller behaves closely to a pre-synthesized SNAC controller for the output regulation problem. However, since SNAC is based on optimal control theory, it makes the dynamic inversion controller to operate near optimal and enhances its robustness property as well. More important, it retains two major benefits of dynamic inversion: (i) closed form expression of the controller and (ii) easy scalability to command tracking application even without any apriori knowledge of the reference command. Effectiveness of the proposed controller is demonstrated from six degree-of-freedom simulation studies of a micro-quadrotor. It has also been observed that the proposed SNAC aided NDI approach is more robust to modeling inaccuracies, as compared to the NDI controller designed independently from time domain specifications.

Linear and nonlinear optical studies on 3,6-bis (2 pyridyl) pyridazine

3,6-Bis (2 pyridyl) pyridazine has been synthesized and characterized by NMR, XRD and elemental analyses. The vibrational studies were carried out by using FTIR and Raman spectroscopy and the modes of vibrations were analysed and compared with the theoretically calculated values. The nonlinear optical property of the title compound was examined by Kurtz-Perry method and Hyper Raleigh scattering with the fundamental wavelength of 1064nm. This compound possesses less SHG efficiency but large first hyperpolarizability. (C) 2013 Elsevier GmbH. All rights reserved.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

Electric field activated nonlinear anisotropic charge transport in doped polypyrrole

Electric field activated nonlinear transport is investigated in polypyrrole thin film in both in-plane and out-of-plane geometries down to 5 K and strong anisotropy is observed. A morphological model is suggested to explain the anisotropy through inter-chain and intra-chain transport. The deviation from the variable range hopping at low temperature is accounted by fluctuation assisted transport. From Zabrodaskii plots, it is found that electric field can tune the transport from insulating to metallic regime. Glazman-Matveev model is used to describe the nonlinear conduction. Field scaling analysis shows that conductance data at different temperature falls on to a single curve. Nonlinearity exponent, m(T) and characteristic length, L-E are estimated to characterize the transport in both the geometries. (C) 2013 AIP Publishing LLC.

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.