Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Analytical solutions for protective filters based on soil-retention and permeability criteria with respect to the phenomenon of soil boiling

For the successful performance of a granular filter medium, existing design guidelines, which are based on the particle size distribution (PSD) characteristics of the base soil and filter medium, require two contradictory conditions to be satisfied, viz., soil retention and permeability. In spite of the wider applicability of these guidelines, it is well recognized that (i) they are applicable to a particular range of soils tested in the laboratory, (ii) the design procedures do not include performance-based selection criteria, and (iii) there are no means to establish the sensitivity of the important variables influencing performance. In the present work, analytical solutions are developed to obtain a factor of safety with respect to soil-retention and permeability criteria for a base soil - filter medium system subjected to a soil boiling condition. The proposed analytical solutions take into consideration relevant geotechnical properties such as void ratio, permeability, dry unit weight, effective friction angle, shape and size of soil particles, seepage discharge, and existing hydraulic gradient. The solution is validated through example applications and experimental results, and it is established that it can be used successfully in the selection as well as design of granular filters and can be applied to all types of base soils.

Integer Sequence window based Reconfigurable FIR filters

Conventional hardware implementation techniques for FIR filters require the computation of filter coefficients in software and have them stored in memory. This approach is static in the sense that any further fine tuning of the filter requires computation of new coefficients in software. In this paper, we propose an alternate technique for implementing FIR filters in hardware. We store a considerably large number of impulse response coefficients of the ideal filter (having box type frequency response) in memory. We then do the windowing process, on these coefficients, in hardware using integer sequences as window functions. The integer sequences are also generated in hardware. This approach offers the flexibility in fine tuning the filter, like varying the transition bandwidth around a particular cutoff frequency.

Scalable Context-Sensitive Points-To Analysis Using Multi-Dimensional Bloom Filters

Context-sensitive points-to analysis is critical for several program optimizations. However, as the number of contexts grows exponentially, storage requirements for the analysis increase tremendously for large programs, making the analysis non-scalable. We propose a scalable flow-insensitive context-sensitive inclusion-based points-to analysis that uses a specially designed multi-dimensional bloom filter to store the points-to information. Two key observations motivate our proposal: (i) points-to information (between pointer-object and between pointer-pointer) is sparse, and (ii) moving from an exact to an approximate representation of points-to information only leads to reduced precision without affecting correctness of the (may-points-to) analysis. By using an approximate representation a multi-dimensional bloom filter can significantly reduce the memory requirements with a probabilistic bound on loss in precision. Experimental evaluation on SPEC 2000 benchmarks and two large open source programs reveals that with an average storage requirement of 4MB, our approach achieves almost the same precision (98.6%) as the exact implementation. By increasing the average memory to 27MB, it achieves precision upto 99.7% for these benchmarks. Using Mod/Ref analysis as the client, we find that the client analysis is not affected that often even when there is some loss of precision in the points-to representation. We find that the NoModRef percentage is within 2% of the exact analysis while requiring 4MB (maximum 15MB) memory and less than 4 minutes on average for the points-to analysis. Another major advantage of our technique is that it allows to trade off precision for memory usage of the analysis.

SURE-FAST BILATERAL FILTERS

Edge-preserving smoothing is widely used in image processing and bilateral filtering is one way to achieve it. Bilateral filter is a nonlinear combination of domain and range filters. Implementing the classical bilateral filter is computationally intensive, owing to the nonlinearity of the range filter. In the standard form, the domain and range filters are Gaussian functions and the performance depends on the choice of the filter parameters. Recently, a constant time implementation of the bilateral filter has been proposed based on raisedcosine approximation to the Gaussian to facilitate fast implementation of the bilateral filter. We address the problem of determining the optimal parameters for raised-cosine-based constant time implementation of the bilateral filter. To determine the optimal parameters, we propose the use of Stein's unbiased risk estimator (SURE). The fast bilateral filter accelerates the search for optimal parameters by faster optimization of the SURE cost. Experimental results show that the SURE-optimal raised-cosine-based bilateral filter has nearly the same performance as the SURE-optimal standard Gaussian bilateral filter and the Oracle mean squared error (MSE)-based optimal bilateral filter.

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.

Low-pass filters and differential tympanal tuning in a paleotropical bushcricket with an unusually low frequency call

Low-frequency sounds are advantageous for long-range acoustic signal transmission, but for small animals they constitute a challenge for signal detection and localization. The efficient detection of sound in insects is enhanced by mechanical resonance either in the tracheal or tympanal system before subsequent neuronal amplification. Making small structures resonant at low sound frequencies poses challenges for insects and has not been adequately studied. Similarly, detecting the direction of long-wavelength sound using interaural signal amplitude and/or phase differences is difficult for small animals. Pseudophylline bushcrickets predominantly call at high, often ultrasonic frequencies, but a few paleotropical species use lower frequencies. We investigated the mechanical frequency tuning of the tympana of one such species, Onomarchus uninotatus, a large bushcricket that produces a narrow bandwidth call at an unusually low carrier frequency of 3.2. kHz. Onomarchus uninotatus, like most bushcrickets, has two large tympanal membranes on each fore-tibia. We found that both these membranes vibrate like hinged flaps anchored at the dorsal wall and do not show higher modes of vibration in the frequency range investigated (1.5-20. kHz). The anterior tympanal membrane acts as a low-pass filter, attenuating sounds at frequencies above 3.5. kHz, in contrast to the high-pass filter characteristic of other bushcricket tympana. Responses to higher frequencies are partitioned to the posterior tympanal membrane, which shows maximal sensitivity at several broad frequency ranges, peaking at 3.1, 7.4 and 14.4. kHz. This partitioning between the two tympanal membranes constitutes an unusual feature of peripheral auditory processing in insects. The complex tracheal shape of O. uninotatus also deviates from the known tube or horn shapes associated with simple band-pass or high-pass amplification of tracheal input to the tympana. Interestingly, while the anterior tympanal membrane shows directional sensitivity at conspecific call frequencies, the posterior tympanal membrane is not directional at conspecific frequencies and instead shows directionality at higher frequencies.

Variance-Reduced Particle Filters for Structural System Identification Problems

A few variance reduction schemes are proposed within the broad framework of a particle filter as applied to the problem of structural system identification. Whereas the first scheme uses a directional descent step, possibly of the Newton or quasi-Newton type, within the prediction stage of the filter, the second relies on replacing the more conventional Monte Carlo simulation involving pseudorandom sequence with one using quasi-random sequences along with a Brownian bridge discretization while representing the process noise terms. As evidenced through the derivations and subsequent numerical work on the identification of a shear frame, the combined effect of the proposed approaches in yielding variance-reduced estimates of the model parameters appears to be quite noticeable. DOI: 10.1061/(ASCE)EM.1943-7889.0000480. (C) 2013 American Society of Civil Engineers.

Optimal parameter selection for bilateral filters using Poisson unbiased risk estimate

Bilateral filters perform edge-preserving smoothing and are widely used for image denoising. The denoising performance is sensitive to the choice of the bilateral filter parameters. We propose an optimal parameter selection for bilateral filtering of images corrupted with Poisson noise. We employ the Poisson's Unbiased Risk Estimate (PURE), which is an unbiased estimate of the Mean Squared Error (MSE). It does not require a priori knowledge of the ground truth and is useful in practical scenarios where there is no access to the original image. Experimental results show that quality of denoising obtained with PURE-optimal bilateral filters is almost indistinguishable with that of the Oracle-MSE-optimal bilateral filters.

Low order anti-aliasing filters for sparse signals in embedded applications

Major emphasis, in compressed sensing (CS) research, has been on the acquisition of sub-Nyquist number of samples of a signal that has a sparse representation on some tight frame or an orthogonal basis, and subsequent reconstruction of the original signal using a plethora of recovery algorithms. In this paper, we present compressed sensing data acquisition from a different perspective, wherein a set of signals are reconstructed at a sampling rate which is a multiple of the sampling rate of the ADCs that are used to measure the signals. We illustrate how this can facilitate usage of anti-aliasing filters with relaxed frequency specifications and, consequently, of lower order.

Analysis and design of split-capacitor resistive-inductive passive damping for LCL filters in grid-connected inverters

Grid-connected inverters require a third-order LCL filter to meet standards such as the IEEE Std. 519-1992 while being compact and cost-effective. LCL filter introduces resonance, which needs to be damped through active or passive methods. Passive damping schemes have less control complexity and are more reliable. This study explores the split-capacitor resistive-inductive (SC-RL) passive damping scheme. The SC-RL damped LCL filter is modelled using state space approach. Using this model, the power loss and damping are analysed. Based on the analysis, the SC-RL scheme is shown to have lower losses than other simpler passive damping methods. This makes the SC-RL scheme suitable for high power applications. A method for component selection that minimises the power loss in the damping resistors while keeping the system well damped is proposed. The design selection takes into account the influence of switching frequency, resonance frequency and the choice of inductance and capacitance values of the filter on the damping component selection. The use of normalised parameters makes it suitable for a wide range of design applications. Analytical results show the losses and quality factor to be in the range of 0.05-0.1% and 2.0-2.5, respectively, which are validated experimentally.