Efficient Bayesian inference for learning in the Ising linear perceptron and signal detection in CDMA

Efficient new Bayesian inference technique is employed for studying critical properties of the Ising linear perceptron and for signal detection in code division multiple access (CDMA). The approach is based on a recently introduced message passing technique for densely connected systems. Here we study both critical and non-critical regimes. Results obtained in the non-critical regime give rise to a highly efficient signal detection algorithm in the context of CDMA; while in the critical regime one observes a first-order transition line that ends in a continuous phase transition point. Finite size effects are also studied. © 2006 Elsevier B.V. All rights reserved.

Conditional distribution modeling for estimating and exploiting uncertainty in control systems

This paper presents a general methodology for estimating and incorporating uncertainty in the controller and forward models for noisy nonlinear control problems. Conditional distribution modeling in a neural network context is used to estimate uncertainty around the prediction of neural network outputs. The developed methodology circumvents the dynamic programming problem by using the predicted neural network uncertainty to localize the possible control solutions to consider. A nonlinear multivariable system with different delays between the input-output pairs is used to demonstrate the successful application of the developed control algorithm. The proposed method is suitable for redundant control systems and allows us to model strongly non Gaussian distributions of control signal as well as processes with hysteresis.

Technical efficiency:efficiency, change, technical progress and productivity growth in the national health systems of continental African countries

In May 2006, the Ministers of Health of all the countries on the African continent, at a special session of the African Union, undertook to institutionalise efficiency monitoring within their respective national health information management systems. The specific objectives of this study were: (i) to assess the technical efficiency of National Health Systems (NHSs) of African countries for measuring male and female life expectancies, and (ii) to assess changes in health productivity over time with a view to analysing changes in efficiency and changes in technology. The analysis was based on a five-year panel data (1999-2003) from all the 53 countries of continental Africa. Data Envelopment Analysis (DEA) - a non-parametric linear programming approach - was employed to assess the technical efficiency. Malmquist Total Factor Productivity (MTFP) was used to analyse efficiency and productivity change over time among the 53 countries' national health systems. The data consisted of two outputs (male and female life expectancies) and two inputs (per capital total health expenditure and adult literacy). The DEA revealed that 49 (92.5%) countries' NHSs were run inefficiently in 1999 and 2000; 50 (94.3%), 48 (90.6%) and 47 (88.7%) operated inefficiently in 2001, 2002, and 2003 respectively. All the 53 countries' national health systems registered improvements in total factor productivity attributable mainly to technical progress. Fifty-two countries did not experience any change in scale efficiency, while thirty (56.6%) countries' national health systems had a Pure Efficiency Change (PEFFCH) index of less than one, signifying that those countries' NHSs pure efficiency contributed negatively to productivity change. All the 53 countries' national health systems registered improvements in total factor productivity, attributable mainly to technical progress. Over half of the countries' national health systems had a pure efficiency index of less than one, signifying that those countries' NHSs pure efficiency contributed negatively to productivity change. African countries may need to critically evaluate the utility of institutionalising Malmquist TFP type of analyses to monitor changes in health systems economic efficiency and productivity over time. African national health systems, per capita total health expenditure, technical efficiency, scale efficiency, Malmquist indices of productivity change, DEA

Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Interactions within heterogeneous systems of uncontrolled rectifiers for aircraft electrical power systems

There is an increase in the use of multi-pulse, rectifier-fed motor-drive equipment on board more-electric aircraft. Motor drives with feedback control appear as constant power loads to the rectifiers, which can cause instability of the DC filter capacitor voltage at the output of the rectifier. This problem can be exacerbated by interactions between rectifiers that share a common source impedance. In order that such a system can be analysed, there is a need for average, dynamic models of systems of rectifiers. In this study, an efficient, compact method for deriving the approximate, linear, large-signal, average models of two heterogeneous systems of rectifiers, which are fed from a common source impedance, is presented. The models give insight into significant interaction effects that occur between the converters, and that arise through the shared source impedance. First, a 6-pulse and doubly wound, transformer-fed, 12-pulse rectifier system is considered, followed by a 6-pulse and autotransformer-fed, 12-pulse rectifier system. The system models are validated against detailed simulations and laboratory prototypes, and key characteristics of the two system types are compared.

Mathematical modelling and optimal multivariable control of chemical processes

This work reports the developnent of a mathenatical model and distributed, multi variable computer-control for a pilot plant double-effect climbing-film evaporator. A distributed-parameter model of the plant has been developed and the time-domain model transformed into the Laplace domain. The model has been further transformed into an integral domain conforming to an algebraic ring of polynomials, to eliminate the transcendental terms which arise in the Laplace domain due to the distributed nature of the plant model. This has made possible the application of linear control theories to a set of linear-partial differential equations. The models obtained have well tracked the experimental results of the plant. A distributed-computer network has been interfaced with the plant to implement digital controllers in a hierarchical structure. A modern rnultivariable Wiener-Hopf controller has been applled to the plant model. The application has revealed a limitation condition that the plant matrix should be positive-definite along the infinite frequency axis. A new multi variable control theory has emerged fram this study, which avoids the above limitation. The controller has the structure of the modern Wiener-Hopf controller, but with a unique feature enabling a designer to specify the closed-loop poles in advance and to shape the sensitivity matrix as required. In this way, the method treats directly the interaction problems found in the chemical processes with good tracking and regulation performances. Though the ability of the analytical design methods to determine once and for all whether a given set of specifications can be met is one of its chief advantages over the conventional trial-and-error design procedures. However, one disadvantage that offsets to some degree the enormous advantages is the relatively complicated algebra that must be employed in working out all but the simplest problem. Mathematical algorithms and computer software have been developed to treat some of the mathematical operations defined over the integral domain, such as matrix fraction description, spectral factorization, the Bezout identity, and the general manipulation of polynomial matrices. Hence, the design problems of Wiener-Hopf type of controllers and other similar algebraic design methods can be easily solved.

Cost-exergy optimisation of linear Fresnel reflectors

This paper presents a new method for the optimisation of the mirror element spacing arrangement and operating temperature of linear Fresnel reflectors (LFR). The specific objective is to maximise available power output (i.e. exergy) and operational hours whilst minimising cost. The method is described in detail and compared to an existing design method prominent in the literature. Results are given in terms of the exergy per total mirror area (W/m2) and cost per exergy (US $/W). The new method is applied principally to the optimisation of an LFR in Gujarat, India, for which cost data have been gathered. It is recommended to use a spacing arrangement such that the onset of shadowing among mirror elements occurs at a transversal angle of 45°. This results in a cost per exergy of 2.3 $/W. Compared to the existing design approach, the exergy averaged over the year is increased by 9% to 50 W/m2 and an additional 122 h of operation per year are predicted. The ideal operating temperature at the surface of the absorber tubes is found to be 300 °C. It is concluded that the new method is an improvement over existing techniques and a significant tool for any future design work on LFR systems

Canonical solution groups of a homomorphism : manipulator kinematics, nonparametric regression and distributed object systems

The kinematic mapping of a rigid open-link manipulator is a homomorphism between Lie groups. The homomorphisrn has solution groups that act on an inverse kinematic solution element. A canonical representation of solution group operators that act on a solution element of three and seven degree-of-freedom (do!) dextrous manipulators is determined by geometric analysis. Seven canonical solution groups are determined for the seven do! Robotics Research K-1207 and Hollerbach arms. The solution element of a dextrous manipulator is a collection of trivial fibre bundles with solution fibres homotopic to the Torus. If fibre solutions are parameterised by a scalar, a direct inverse funct.ion that maps the scalar and Cartesian base space coordinates to solution element fibre coordinates may be defined. A direct inverse pararneterisation of a solution element may be approximated by a local linear map generated by an inverse augmented Jacobian correction of a linear interpolation. The action of canonical solution group operators on a local linear approximation of the solution element of inverse kinematics of dextrous manipulators generates cyclical solutions. The solution representation is proposed as a model of inverse kinematic transformations in primate nervous systems. Simultaneous calibration of a composition of stereo-camera and manipulator kinematic models is under-determined by equi-output parameter groups in the composition of stereo-camera and Denavit Hartenberg (DH) rnodels. An error measure for simultaneous calibration of a composition of models is derived and parameter subsets with no equi-output groups are determined by numerical experiments to simultaneously calibrate the composition of homogeneous or pan-tilt stereo-camera with DH models. For acceleration of exact Newton second-order re-calibration of DH parameters after a sequential calibration of stereo-camera and DH parameters, an optimal numerical evaluation of DH matrix first order and second order error derivatives with respect to a re-calibration error function is derived, implemented and tested. A distributed object environment for point and click image-based tele-command of manipulators and stereo-cameras is specified and implemented that supports rapid prototyping of numerical experiments in distributed system control. The environment is validated by a hierarchical k-fold cross validated calibration to Cartesian space of a radial basis function regression correction of an affine stereo model. Basic design and performance requirements are defined for scalable virtual micro-kernels that broker inter-Java-virtual-machine remote method invocations between components of secure manageable fault-tolerant open distributed agile Total Quality Managed ISO 9000+ conformant Just in Time manufacturing systems.

Interactions at the head-tape interface of a linear tape system

Many of the recent improvements in the capacity of data cartridge systems have been achieved through the use of narrower tracks, higher linear densities and continuous servo tracking with multi-channel heads. These changes have produced new tribological problems at the head/tape interface. It is crucial that the tribology of such systems is understood and this will continue since increasing storage capacities and faster transfer rates are constantly being sought. Chemical changes in the surface of single and dual layer MP tape have been correlated to signal performance. An accelerated tape tester, consisting of a custom made cycler ("loop tester"), was used to ascertain if results could be produced that were representative of a real tape drive system. A second set of experiments used a modified tape drive (Georgens cycler), which allowed the effects of the tape transport system on the tape surface to be studied. To isolate any effects on the tape surface due to the head/tape interface, read/write heads were not fitted to the cycler. Two further sets of experiments were conducted which included a head in the tape path. This allowed the effects of the head/tape interface on the physical and chemical properties of the head and tape surfaces to be investigated. It was during the final set of experiments that the effect on the head/tape interface, of an energised MR element, was investigated. The effect of operating each cycler at extreme relative humidity and temperature was investigated through the use of an environmental chamber. Extensive use was made of surface specific analytical techniques such as XPS, AFM, AES, and SEM to study the physical and chemical changes that occur at the head/tape interface. Results showed that cycling improved the signal performance of all the tapes tested. The data cartridge drive belt had an effect on the chemical properties of the tape surface on which it was in contact. Also binder degradation occurred for each tape and appeared to be greater at higher humidity. Lubricant was generally seen to migrate to the tape surface with cycling. Any surface changes likely to affect signal output occurred at the head surface rather than the tape.

Fibre-based devices for next generation photonics communication systems

The future broadband information network will undoubtedly integrate the mobility and flexibility of wireless access systems with the huge bandwidth capacity of photonics solutions to enable a communication system capable of handling the anticipated demand for interactive services. Towards wide coverage and low cost implementations of such broadband wireless photonics communication networks, various aspects of the enabling technologies are continuingly generating intense research interest. Among the core technologies, the optical generation and distribution of radio frequency signals over fibres, and the fibre optic signal processing of optical and radio frequency signals, have been the subjects for study in this thesis. Based on the intrinsic properties of single-mode optical fibres, and in conjunction with the concepts of optical fibre delay line filters and fibre Bragg gratings, a number of novel fibre-based devices, potentially suitable for applications in the future wireless photonics communication systems, have been realised. Special single-mode fibres, namely, the high birefringence (Hi-Bi) fibre and the Er/Yb doped fibre have been employed so as to exploit their merits to achieve practical and cost-effective all-fibre architectures. A number of fibre-based complex signal processors for optical and radio frequencies using novel Hi-Bi fibre delay line filter architectures have been illustrated. In particular, operations such as multichannel flattop bandpass filtering, simultaneous complementary outputs and bidirectional nonreciprocal wavelength interleaving, have been demonstrated. The proposed configurations featured greatly reduced environmental sensitivity typical of coherent fibre delay line filter schemes, reconfigurable transfer functions, negligible chromatic dispersions, and ease of implementation, not easily achievable based on other techniques. A number of unique fibre grating devices for signal filtering and fibre laser applications have been realised. The concept of the superimposed fibre Bragg gratings has been extended to non-uniform grating structures and into Hi-Bi fibres to achieve highly useful grating devices such as overwritten phase-shifted fibre grating structure and widely/narrowly spaced polarization-discriminating filters that are not limited by the intrinsic fibre properties. In terms of the-fibre-based optical millimetre wave transmitters, unique approaches based on fibre laser configurations have been proposed and demonstrated. The ability of the dual-mode distributed feedback (DFB) fibre lasers to generate high spectral purity, narrow linewidth heterodyne signals without complex feedback mechanisms has been illustrated. A novel co-located dual DFB fibre laser configuration, based on the proposed superimposed phase-shifted fibre grating structure, has been further realised with highly desired operation characteristics without the need for costly high frequency synthesizers and complex feedback controls. Lastly, a novel cavity mode condition monitoring and optimisation scheme for short length, linear-cavity fibre lasers has been proposed and achieved. Based on the concept and simplicity of the superimposed fibre laser cavities structure, in conjunction with feedback controls, enhanced output performances from the fibre lasers have been achieved. The importance of such cavity mode assessment and feedback control for optimised fibre laser output performance has been illustrated.

Ultra-long haul optical fibre transmission systems

This thesis examines experimentally options for optical fibre transmission over oceanic distances. Its format follows the chronological evolution of ultra-long haul optical systems, commencing with opto-electronic regenerators as repeaters, progressing to optically amplified NRZ systems and finally solitonic propagation. In each case recirculating loop techniques are deployed to simplify the transmission experiments. Advances in high speed electronics have allowed regenerators operating at 10 Gbit/s to become a practical reality. By augmenting such devices with optical amplifiers it is possible to greatly enhance the repeater spacing. Work detailed in this thesis has culminated in the propagation of 10 Gbit/s data over 400,000 km with a repeater spacing of 160 km. System reliability and robustness are enhanced by the use of a directly modulated DFB laser transmitter and total insensitivity of the system to the signal state of polarisation. Optically amplified ultra-long haul NRZ systems have taken on particular importance with the impending deployment of TAT 12/13 and TPC 5. The performance of these systems is demonstrated to be primarily limited by analogue impairments such as the accumulation of amplifier noise, polarisation effects and optical non-linearities. These degradations may be reduced by the use of appropriate dispersion maps and by scrambling the transmitted state of signal polarisation. A novel high speed optically passive polarisation scrambler is detailed for the first time. At bit rates in excess of 10 Gbit/s it is shown that these systems are severely limited and do not offer the advantages that might be expected over regenerated links. Propagation using solitons as the data bits appears particularly attractive since the dispersive and non-linear effects of the fibre allow distortion free transmission. However, the generation of pure solitons is difficult but must be achieved if the uncontrolled transmission distance is to be maximised. This thesis presents a new technique for the stabilisation of an erbium fibre ring laser that has aUowed propagation of 2.5 Gbit/s solitons to the theoretical limit of ~ 18,000 km. At higher bit rates temporal jitter becomes a significant impairment and to aUow an increase in the aggregate line rate multiplexing in both time and polarisation domains has been proposed. These techniques are shown to be of only limited benefit in practical systems and ultimately some form of soliton transmission control is required. The thesis demonstrates synchronous retiming by amplitude modulation that has allowed 20 Gbit/s data to propagate 125,000 km error free with an amplifier spacing approaching the soliton period. Ultimately the speed of operation of such systems is limited by the electronics used and, thus, a new form of soliton control is demonstrated using all optical techniques to achieve synchronous phase modulation.

Analysis and optimisation of the performance of nonlinear optical communication systems

We investigate the feasibility of simultaneous suppressing of the amplification noise and nonlinearity, representing the most fundamental limiting factors in modern optical communication. To accomplish this task we developed a general design optimisation technique, based on concepts of noise and nonlinearity management. We demonstrate the immense efficiency of the novel approach by applying it to a design optimisation of transmission lines with periodic dispersion compensation using Raman and hybrid Raman-EDFA amplification. Moreover, we showed, using nonlinearity management considerations, that the optimal performance in high bit-rate dispersion managed fibre systems with hybrid amplification is achieved for a certain amplifier spacing – which is different from commonly known optimal noise performance corresponding to fully distributed amplification. Required for an accurate estimation of the bit error rate, the complete knowledge of signal statistics is crucial for modern transmission links with strong inherent nonlinearity. Therefore, we implemented the advanced multicanonical Monte Carlo (MMC) method, acknowledged for its efficiency in estimating distribution tails. We have accurately computed acknowledged for its efficiency in estimating distribution tails. We have accurately computed marginal probability density functions for soliton parameters, by numerical modelling of Fokker-Plank equation applying the MMC simulation technique. Moreover, applying a powerful MMC method we have studied the BER penalty caused by deviations from the optimal decision level in systems employing in-line 2R optical regeneration. We have demonstrated that in such systems the analytical linear approximation that makes a better fit in the central part of the regenerator nonlinear transfer function produces more accurate approximation of the BER and BER penalty. We present a statistical analysis of RZ-DPSK optical signal at direct detection receiver with Mach-Zehnder interferometer demodulation

Assessing interactions of linear and nonlinear neuronal sources using MEG beamformers:a proof of concept

Objective: This study aimed to explore methods of assessing interactions between neuronal sources using MEG beamformers. However, beamformer methodology is based on the assumption of no linear long-term source interdependencies [VanVeen BD, vanDrongelen W, Yuchtman M, Suzuki A. Localization of brain electrical activity via linearly constrained minimum variance spatial filtering. IEEE Trans Biomed Eng 1997;44:867-80; Robinson SE, Vrba J. Functional neuroimaging by synthetic aperture magnetometry (SAM). In: Recent advances in Biomagnetism. Sendai: Tohoku University Press; 1999. p. 302-5]. Although such long-term correlations are not efficient and should not be anticipated in a healthy brain [Friston KJ. The labile brain. I. Neuronal transients and nonlinear coupling. Philos Trans R Soc Lond B Biol Sci 2000;355:215-36], transient correlations seem to underlie functional cortical coordination [Singer W. Neuronal synchrony: a versatile code for the definition of relations? Neuron 1999;49-65; Rodriguez E, George N, Lachaux J, Martinerie J, Renault B, Varela F. Perception's shadow: long-distance synchronization of human brain activity. Nature 1999;397:430-3; Bressler SL, Kelso J. Cortical coordination dynamics and cognition. Trends Cogn Sci 2001;5:26-36]. Methods: Two periodic sources were simulated and the effects of transient source correlation on the spatial and temporal performance of the MEG beamformer were examined. Subsequently, the interdependencies of the reconstructed sources were investigated using coherence and phase synchronization analysis based on Mutual Information. Finally, two interacting nonlinear systems served as neuronal sources and their phase interdependencies were studied under realistic measurement conditions. Results: Both the spatial and the temporal beamformer source reconstructions were accurate as long as the transient source correlation did not exceed 30-40 percent of the duration of beamformer analysis. In addition, the interdependencies of periodic sources were preserved by the beamformer and phase synchronization of interacting nonlinear sources could be detected. Conclusions: MEG beamformer methods in conjunction with analysis of source interdependencies could provide accurate spatial and temporal descriptions of interactions between linear and nonlinear neuronal sources. Significance: The proposed methods can be used for the study of interactions between neuronal sources. © 2005 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Inference by replication in densely connected systems

An efficient Bayesian inference method for problems that can be mapped onto dense graphs is presented. The approach is based on message passing where messages are averaged over a large number of replicated variable systems exposed to the same evidential nodes. An assumption about the symmetry of the solutions is required for carrying out the averages; here we extend the previous derivation based on a replica-symmetric- (RS)-like structure to include a more complex one-step replica-symmetry-breaking-like (1RSB-like) ansatz. To demonstrate the potential of the approach it is employed for studying critical properties of the Ising linear perceptron and for multiuser detection in code division multiple access (CDMA) under different noise models. Results obtained under the RS assumption in the noncritical regime give rise to a highly efficient signal detection algorithm in the context of CDMA; while in the critical regime one observes a first-order transition line that ends in a continuous phase transition point. Finite size effects are also observed. While the 1RSB ansatz is not required for the original problems, it was applied to the CDMA signal detection problem with a more complex noise model that exhibits RSB behavior, resulting in an improvement in performance. © 2007 The American Physical Society.

Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.