Nonlinear structural dynamical system identification using adaptive particle filters

The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

Dynamical cluster approximation: Nonlocal dynamics of correlated electron systems

We recently introduced the dynamical cluster approximation (DCA), a technique that includes short-ranged dynamical correlations in addition to the local dynamics of the dynamical mean-field approximation while preserving causality. The technique is based on an iterative self-consistency scheme on a finite-size periodic cluster. The dynamical mean-field approximation (exact result) is obtained by taking the cluster to a single site (the thermodynamic limit). Here, we provide details of our method, explicitly show that it is causal, systematic, Phi derivable, and that it becomes conserving as the cluster size increases. We demonstrate the DCA by applying it to a quantum Monte Carlo and exact enumeration study of the two-dimensional Falicov-Kimball model. The resulting spectral functions preserve causality, and the spectra and the charge-density-wave transition temperature converge quickly and systematically to the thermodynamic limit as the cluster size increases.

Class of linear time-varying discrete systems

A class of linear time-varying discrete systems is considered, and closed-form solutions are obtained in different cases. Some comments on stability are also included.

New Insights into Optimal Discrete Rate Adaptation for Average Power Constrained Single and Multi-Node Systems

The throughput-optimal discrete-rate adaptation policy, when nodes are subject to constraints on the average power and bit error rate, is governed by a power control parameter, for which a closed-form characterization has remained an open problem. The parameter is essential in determining the rate adaptation thresholds and the transmit rate and power at any time, and ensuring adherence to the power constraint. We derive novel insightful bounds and approximations that characterize the power control parameter and the throughput in closed-form. The results are comprehensive as they apply to the general class of Nakagami-m (m >= 1) fading channels, which includes Rayleigh fading, uncoded and coded modulation, and single and multi-node systems with selection. The results are appealing as they are provably tight in the asymptotic large average power regime, and are designed and verified to be accurate even for smaller average powers.

Interplay Between Optimal Selection Scheme, Selection Criterion, and Discrete Rate Adaptation in Opportunistic Wireless Systems

An opportunistic, rate-adaptive system exploits multi-user diversity by selecting the best node, which has the highest channel power gain, and adapting the data rate to selected node's channel gain. Since channel knowledge is local to a node, we propose using a distributed, low-feedback timer backoff scheme to select the best node. It uses a mapping that maps the channel gain, or, in general, a real-valued metric, to a timer value. The mapping is such that timers of nodes with higher metrics expire earlier. Our goal is to maximize the system throughput when rate adaptation is discrete, as is the case in practice. To improve throughput, we use a pragmatic selection policy, in which even a node other than the best node can be selected. We derive several novel, insightful results about the optimal mapping and develop an algorithm to compute it. These results bring out the inter-relationship between the discrete rate adaptation rule, optimal mapping, and selection policy. We also extensively benchmark the performance of the optimal mapping with several timer and opportunistic multiple access schemes considered in the literature, and demonstrate that the developed scheme is effective in many regimes of interest.

Discrete-Rate Adaptation and Selection in Energy Harvesting Wireless Systems

In a system with energy harvesting (EH) nodes, the design focus shifts from minimizing energy consumption by infrequently transmitting less information to making the best use of available energy to efficiently deliver data while adhering to the fundamental energy neutrality constraint. We address the problem of maximizing the throughput of a system consisting of rate-adaptive EH nodes that transmit to a destination. Unlike related literature, we focus on the practically important discrete-rate adaptation model. First, for a single EH node, we propose a discrete-rate adaptation rule and prove its optimality for a general class of stationary and ergodic EH and fading processes. We then study a general system with multiple EH nodes in which one is opportunistically selected to transmit. We first derive a novel and throughput-optimal joint selection and rate adaptation rule (TOJSRA) when the nodes are subject to a weaker average power constraint. We then propose a novel rule for a multi-EH node system that is based on TOJSRA, and we prove its optimality for stationary and ergodic EH and fading processes. We also model the various energy overheads of the EH nodes and characterize their effect on the adaptation policy and the system throughput.

Identification of dominant modes in random dynamical and aeroelastic systems

Identification of dominant modes is an important step in studying linearly vibrating systems, including flow-induced vibrations. In the presence of uncertainty, when some of the system parameters and the external excitation are modeled as random quantities, this step becomes more difficult. This work is aimed at giving a systematic treatment to this end. The ability to capture the time averaged kinetic energy is chosen as the primary criterion for selection of modes. Accordingly, a methodology is proposed based on the overlap of probability density functions (pdf) of the natural and excitation frequencies, proximity of the natural frequencies of the mean or baseline system, modal participation factor, and stochastic variation of mode shapes in terms of the modes of the baseline system - termed here as statistical modal overlapping. The probabilistic descriptors of the natural frequencies and mode shapes are found by solving a random eigenvalue problem. Three distinct vibration scenarios are considered: (i) undamped arid damped free vibrations of a bladed disk assembly, (ii) forced vibration of a building, and (iii) flutter of a bridge model. Through numerical studies, it is observed that the proposed methodology gives an accurate selection of modes. (C) 2015 Elsevier Ltd. All rights reserved.

Nonlinear oscillations in discrete and continuous systems

The first thesis topic is a perturbation method for resonantly coupled nonlinear oscillators. By successive near-identity transformations of the original equations, one obtains new equations with simple structure that describe the long time evolution of the motion. This technique is related to two-timing in that secular terms are suppressed in the transformation equations. The method has some important advantages. Appropriate time scalings are generated naturally by the method, and don't need to be guessed as in two-timing. Furthermore, by continuing the procedure to higher order, one extends (formally) the time scale of valid approximation. Examples illustrate these claims. Using this method, we investigate resonance in conservative, non-conservative and time dependent problems. Each example is chosen to highlight a certain aspect of the method.

The second thesis topic concerns the coupling of nonlinear chemical oscillators. The first problem is the propagation of chemical waves of an oscillating reaction in a diffusive medium. Using two-timing, we derive a nonlinear equation that determines how spatial variations in the phase of the oscillations evolves in time. This result is the key to understanding the propagation of chemical waves. In particular, we use it to account for certain experimental observations on the Belusov-Zhabotinskii reaction.

Next, we analyse the interaction between a pair of coupled chemical oscillators. This time, we derive an equation for the phase shift, which measures how much the oscillators are out of phase. This result is the key to understanding M. Marek's and I. Stuchl's results on coupled reactor systems. In particular, our model accounts for synchronization and its bifurcation into rhythm splitting.

Finally, we analyse large systems of coupled chemical oscillators. Using a continuum approximation, we demonstrate mechanisms that cause auto-synchronization in such systems.