An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

External corporate venture capital investment: Towards a framework for capturing and measuring strategic value

This paper presents the initial results of on-going research in the field of external Corporate Venture Capital (CVC) investments, i.e. equity investments of large corporations in entrepreneurial ventures which originated outside the corporation. The research is motivated by the fact that external CVC plays an increasingly important role within the strategy of corporations. Driven by a general trend towards a more open approach to innovation, companies see particular value in external corporate venturing as a tool to gain, for example, access to complementary technologies and a general window on technology developments. The review of literature in the field of external corporate venturing clearly reveals that theoretical gaps exist in understanding mechanisms for capturing value and measurements of this value. To help close these gaps, the research addresses the underlying question "How do corporations and start-ups capture and measure strategic value through external CVC investments" by using embedded, multiple case studies. Following an initial set of case studies, steps towards the development of a framework for capturing and measuring strategic value from CVC investments are outlined within this paper and the resulting preliminary framework is presented. The paper closes with an outlook on ongoing and future research steps. © 2009 PICMET.

Enticing general engineering undergrads into signal processing with Photo-Editing and image search

The University of Cambridge is unusual in that its Department of Engineering is a single department which covers virtually all branches of engineering under one roof. In their first two years of study, our undergrads study the full breadth of engineering topics and then have to choose a specialization area for the final two years of study. Here we describe part of a course, given towards the end of their second year, which is designed to entice these students to specialize in signal processing and information engineering topics for years 3 and 4. The course is based around a photo editor and an image search application, and it requires no prior knowledge of the z-transform or of 2-dimensional signal processing. It does assume some knowledge of 1-D convolution and basic Fourier methods and some prior exposure to Matlab. The subject of this paper, the photo editor, is written in standard Matlab m-files which are fully visible to the students and help them to see how specific algorithms are implemented in detail. © 2011 IEEE.

High order schemes on three-dimensional general polyhedral meshes - Application to the level set method

In this article, we detail the methodology developed to construct arbitrarily high order schemes - linear and WENO - on 3D mixed-element unstructured meshes made up of general convex polyhedral elements. The approach is tailored specifically for the solution of scalar level set equations for application to incompressible two-phase flow problems. The construction of WENO schemes on 3D unstructured meshes is notoriously difficult, as it involves a much higher level of complexity than 2D approaches. This due to the multiplicity of geometrical considerations introduced by the extra dimension, especially on mixed-element meshes. Therefore, we have specifically developed a number of algorithms to handle mixed-element meshes composed of convex polyhedra with convex polygonal faces. The contribution of this work concerns several areas of interest: the formulation of an improved methodology in 3D, the minimisation of computational runtime in the implementation through the maximum use of pre-processing operations, the generation of novel methods to handle complex 3D mixed-element meshes and finally the application of the method to the transport of a scalar level set. © 2012 Global-Science Press.

Adaptive regulation of vector-controlled induction motors

This paper addresses the speed and flux regulation of induction motors under the assumption that the motor parameters are poorly known. An adaptive passivity-based control is proposed that guarantees robust regulation as well as accurate estimation of the electrical parameters that govern the motor performance. This paper provides a local stability analysis of the adaptive scheme, which is illustrated by simulations and supported by a successful experimental validation on an industrial product. © 2009 IEEE.

Consensus under general convexity

A method is proposed to characterize contraction of a set through orthogonal projections. For discrete-time multi-agent systems, quantitative estimates of convergence (to a consensus) rate are provided by means of contracting convex sets. Required convexity for the sets that should include the values that the transition maps of agents take is considered in a more general sense than that of Euclidean geometry. © 2007 IEEE.

A general mass law for broadband energy harvesting

It is well known that the power absorbed by a linear oscillator when excited by white noise base acceleration depends only on the mass of the oscillator and the spectral density of the base motion. This places an upper bound on the energy that can be harvested from a linear oscillator under broadband excitation, regardless of the stiffness of the system or the damping factor. It is shown here that the same result applies to any multi-degree-of-freedom nonlinear system that is subjected to white noise base acceleration: for a given spectral density of base motion the total power absorbed is proportional to the total mass of the system. The only restriction to this result is that the internal forces are assumed to be a function of the instantaneous value of the state vector. The result is derived analytically by several different approaches, and numerical results are presented for an example two-degree-of-freedom-system with various combinations of linear and nonlinear damping and stiffness. © 2013 The Author.