Dinâmica não linear e controle de um sistema vibratório modelado com memória de forma e, excitado por fontes de energia do tipo ideal e não ideal

Pós-graduação em Engenharia Mecânica - FEB

Analyzing spatio-temporal patterns of genuine cross-correlations

In multivariate time series analysis, the equal-time cross-correlation is a classic and computationally efficient measure for quantifying linear interrelations between data channels. When the cross-correlation coefficient is estimated using a finite amount of data points, its non-random part may be strongly contaminated by a sizable random contribution, such that no reliable conclusion can be drawn about genuine mutual interdependencies. The random correlations are determined by the signals' frequency content and the amount of data points used. Here, we introduce adjusted correlation matrices that can be employed to disentangle random from non-random contributions to each matrix element independently of the signal frequencies. Extending our previous work these matrices allow analyzing spatial patterns of genuine cross-correlation in multivariate data regardless of confounding influences. The performance is illustrated by example of model systems with known interdependence patterns. Finally, we apply the methods to electroencephalographic (EEG) data with epileptic seizure activity.

Uniform approach to linear and nonlinear interrelation patterns in multivariate time series

Currently, a variety of linear and nonlinear measures is in use to investigate spatiotemporal interrelation patterns of multivariate time series. Whereas the former are by definition insensitive to nonlinear effects, the latter detect both nonlinear and linear interrelation. In the present contribution we employ a uniform surrogate-based approach, which is capable of disentangling interrelations that significantly exceed random effects and interrelations that significantly exceed linear correlation. The bivariate version of the proposed framework is explored using a simple model allowing for separate tuning of coupling and nonlinearity of interrelation. To demonstrate applicability of the approach to multivariate real-world time series we investigate resting state functional magnetic resonance imaging (rsfMRI) data of two healthy subjects as well as intracranial electroencephalograms (iEEG) of two epilepsy patients with focal onset seizures. The main findings are that for our rsfMRI data interrelations can be described by linear cross-correlation. Rejection of the null hypothesis of linear iEEG interrelation occurs predominantly for epileptogenic tissue as well as during epileptic seizures.

Genuine cross-correlations: Which surrogate based measure reproduces analytical results best?

The analysis of short segments of noise-contaminated, multivariate real world data constitutes a challenge. In this paper we compare several techniques of analysis, which are supposed to correctly extract the amount of genuine cross-correlations from a multivariate data set. In order to test for the quality of their performance we derive time series from a linear test model, which allows the analytical derivation of genuine correlations. We compare the numerical estimates of the four measures with the analytical results for different correlation pattern. In the bivariate case all but one measure performs similarly well. However, in the multivariate case measures based on the eigenvalues of the equal-time cross-correlation matrix do not extract exclusively information about the amount of genuine correlations, but they rather reflect the spatial organization of the correlation pattern. This may lead to failures when interpreting the numerical results as illustrated by an application to three electroencephalographic recordings of three patients suffering from pharmacoresistent epilepsy.

RELIBILITY ANALYSIS OF SIMPLE SLOPES AND SOIL-STRUCTURES WITH LINEAR LIMIT STATES

The first objective of this research was to develop closed-form and numerical probabilistic methods of analysis that can be applied to otherwise conventional methods of unreinforced and geosynthetic reinforced slopes and walls. These probabilistic methods explicitly include random variability of soil and reinforcement, spatial variability of the soil, and cross-correlation between soil input parameters on probability of failure. The quantitative impact of simultaneously considering the influence of random and/or spatial variability in soil properties in combination with cross-correlation in soil properties is investigated for the first time in the research literature. Depending on the magnitude of these statistical descriptors, margins of safety based on conventional notions of safety may be very different from margins of safety expressed in terms of probability of failure (or reliability index). The thesis work also shows that intuitive notions of margin of safety using conventional factor of safety and probability of failure can be brought into alignment when cross-correlation between soil properties is considered in a rigorous manner. The second objective of this thesis work was to develop a general closed-form solution to compute the true probability of failure (or reliability index) of a simple linear limit state function with one load term and one resistance term expressed first in general probabilistic terms and then migrated to a LRFD format for the purpose of LRFD calibration. The formulation considers contributions to probability of failure due to model type, uncertainty in bias values, bias dependencies, uncertainty in estimates of nominal values for correlated and uncorrelated load and resistance terms, and average margin of safety expressed as the operational factor of safety (OFS). Bias is defined as the ratio of measured to predicted value. Parametric analyses were carried out to show that ignoring possible correlations between random variables can lead to conservative (safe) values of resistance factor in some cases and in other cases to non-conservative (unsafe) values. Example LRFD calibrations were carried out using different load and resistance models for the pullout internal stability limit state of steel strip and geosynthetic reinforced soil walls together with matching bias data reported in the literature.

Algebraic attacks on clock-controlled stream ciphers

Stream ciphers are encryption algorithms used for ensuring the privacy of digital telecommunications. They have been widely used for encrypting military communications, satellite communications, pay TV encryption and for voice encryption of both fixed lined and wireless networks. The current multi year European project eSTREAM, which aims to select stream ciphers suitable for widespread adoptation, reflects the importance of this area of research. Stream ciphers consist of a keystream generator and an output function. Keystream generators produce a sequence that appears to be random, which is combined with the plaintext message using the output function. Most commonly, the output function is binary addition modulo two. Cryptanalysis of these ciphers focuses largely on analysis of the keystream generators and of relationships between the generator and the keystream it produces. Linear feedback shift registers are widely used components in building keystream generators, as the sequences they produce are well understood. Many types of attack have been proposed for breaking various LFSR based stream ciphers. A recent attack type is known as an algebraic attack. Algebraic attacks transform the problem of recovering the key into a problem of solving multivariate system of equations, which eventually recover the internal state bits or the key bits. This type of attack has been shown to be effective on a number of regularly clocked LFSR based stream ciphers. In this thesis, algebraic attacks are extended to a number of well known stream ciphers where at least one LFSR in the system is irregularly clocked. Applying algebriac attacks to these ciphers has only been discussed previously in the open literature for LILI-128. In this thesis, algebraic attacks are first applied to keystream generators using stop-and go clocking. Four ciphers belonging to this group are investigated: the Beth-Piper stop-and-go generator, the alternating step generator, the Gollmann cascade generator and the eSTREAM candidate: the Pomaranch cipher. It is shown that algebraic attacks are very effective on the first three of these ciphers. Although no effective algebraic attack was found for Pomaranch, the algebraic analysis lead to some interesting findings including weaknesses that may be exploited in future attacks. Algebraic attacks are then applied to keystream generators using (p; q) clocking. Two well known examples of such ciphers, the step1/step2 generator and the self decimated generator are investigated. Algebraic attacks are shown to be very powerful attack in recovering the internal state of these generators. A more complex clocking mechanism than either stop-and-go or the (p; q) clocking keystream generators is known as mutual clock control. In mutual clock control generators, the LFSRs control the clocking of each other. Four well known stream ciphers belonging to this group are investigated with respect to algebraic attacks: the Bilateral-stop-and-go generator, A5/1 stream cipher, Alpha 1 stream cipher, and the more recent eSTREAM proposal, the MICKEY stream ciphers. Some theoretical results with regards to the complexity of algebraic attacks on these ciphers are presented. The algebraic analysis of these ciphers showed that generally, it is hard to generate the system of equations required for an algebraic attack on these ciphers. As the algebraic attack could not be applied directly on these ciphers, a different approach was used, namely guessing some bits of the internal state, in order to reduce the degree of the equations. Finally, an algebraic attack on Alpha 1 that requires only 128 bits of keystream to recover the 128 internal state bits is presented. An essential process associated with stream cipher proposals is key initialization. Many recently proposed stream ciphers use an algorithm to initialize the large internal state with a smaller key and possibly publicly known initialization vectors. The effect of key initialization on the performance of algebraic attacks is also investigated in this thesis. The relationships between the two have not been investigated before in the open literature. The investigation is conducted on Trivium and Grain-128, two eSTREAM ciphers. It is shown that the key initialization process has an effect on the success of algebraic attacks, unlike other conventional attacks. In particular, the key initialization process allows an attacker to firstly generate a small number of equations of low degree and then perform an algebraic attack using multiple keystreams. The effect of the number of iterations performed during key initialization is investigated. It is shown that both the number of iterations and the maximum number of initialization vectors to be used with one key should be carefully chosen. Some experimental results on Trivium and Grain-128 are then presented. Finally, the security with respect to algebraic attacks of the well known LILI family of stream ciphers, including the unbroken LILI-II, is investigated. These are irregularly clock- controlled nonlinear filtered generators. While the structure is defined for the LILI family, a particular paramater choice defines a specific instance. Two well known such instances are LILI-128 and LILI-II. The security of these and other instances is investigated to identify which instances are vulnerable to algebraic attacks. The feasibility of recovering the key bits using algebraic attacks is then investigated for both LILI- 128 and LILI-II. Algebraic attacks which recover the internal state with less effort than exhaustive key search are possible for LILI-128 but not for LILI-II. Given the internal state at some point in time, the feasibility of recovering the key bits is also investigated, showing that the parameters used in the key initialization process, if poorly chosen, can lead to a key recovery using algebraic attacks.

Contactless and replaceable modularized battery energy storage system for electric vehicles

A novel replaceable, modularized energy storage system with wireless interface is proposed for a battery operated electric vehicle (EV). The operation of the proposed system is explained and analyzed with an equivalent circuit and an averaged state-space model. A non-linear feedback linearization based controller is developed and implemented to regulate the DC link voltage by modulating the phase shift ratio. The working and control of the proposed system is verified through simulation and some preliminary results are presented.

Practical attack on NLM-MAC scheme

The NLM stream cipher designed by Hoon Jae Lee, Sang Min Sung, Hyeong Rag Kim is a strengthened version of the LM summation generator that combines linear and non-linear feedback shift registers. In recent works, the NLM cipher has been used for message authentication in lightweight communication over wireless sensor networks and for RFID authentication protocols. The work analyses the security of the NLM stream cipher and the NLM-MAC scheme that is built on the top of the NLM cipher. We first show that the NLM cipher suffers from two major weaknesses that lead to key recovery and forgery attacks. We prove the internal state of the NLM cipher can be recovered with time complexity about nlog7×2, where the total length of internal state is 2⋅n+22⋅n+2 bits. The attack needs about n2n2 key-stream bits. We also show adversary is able to forge any MAC tag very efficiently by having only one pair (MAC tag, ciphertext). The proposed attacks are practical and break the scheme with a negligible error probability.

Initialisation flaws in the A5-GMR-1 satphone encryption algorithm

A5-GMR-1 is a synchronous stream cipher used to provide confidentiality for communications between satellite phones and satellites. The keystream generator may be considered as a finite state machine, with an internal state of 81 bits. The design is based on four linear feedback shift registers, three of which are irregularly clocked. The keystream generator takes a 64-bit secret key and 19-bit frame number as inputs, and produces an output keystream of length between $2^8$ and $2^{10}$ bits. Analysis of the initialisation process for the keystream generator reveals serious flaws which significantly reduce the number of distinct keystreams that the generator can produce. Multiple (key, frame number) pairs produce the same keystream, and the relationship between the various pairs is easy to determine. Additionally, many of the keystream sequences produced are phase shifted versions of each other, for very small phase shifts. These features increase the effectiveness of generic time-memory tradeoff attacks on the cipher, making such attacks feasible.

Vibrational phase relaxation of O–H stretch in bulk water: Role of large amplitude angular jumps and negative cross-correlations among the forces on the O–H bond

The ultrafast vibrational phase relaxation of O–H stretch in bulk water is investigated in molecular dynamics simulations. The dephasing time (T2) of the O–H stretch in bulk water calculated from the frequency fluctuation time correlation function (Cω(t)) is in the range of 70–80 femtosecond (fs), which is comparable to the characteristic timescale obtained from the vibrational echo peak shift measurements using infrared photon echo [W.P. de Boeij, M.S. Pshenichnikov, D.A. Wiersma, Ann. Rev. Phys. Chem. 49 (1998) 99]. The ultrafast decay of Cω(t) is found to be responsible for the ultrashort T2 in bulk water. Careful analysis reveals the following two interesting reasons for the ultrafast decay of Cω(t). (A) The large amplitude angular jumps of water molecules (within 30–40 fs time duration) provide a large scale contribution to the mean square vibrational frequency fluctuation and gives rise to the rapid spectral diffusion on 100 fs time scale. (B) The projected force, due to all the atoms of the solvent molecules on the oxygen (FO(t)) and hydrogen (FH(t)) atom of the O–H bond exhibit a large negative cross-correlation (NCC). We further find that this NCC is partly responsible for a weak, non-Arrhenius temperature dependence of the dephasing rate.

Equivalent constitutive model-based design of wave-absorbing material system and controller

A design methodology for wave-absorbing active material system is reported. The design enforces equivalence between an assumed material model having wave-absorbing behavior and a set of target feedback controllers for an array of microelectro-mechanical transducers which are integral part of the active material system. The proposed methodology is applicable to problems involving the control of acoustic waves in passive-active material system with complex constitutive behavior at different length-scales. A stress relaxation type one-dimensional constitutive model involving viscous damping mechanism is considered, which shows asymmetric wave dispersion characteristics about the half-line. The acoustic power flow and asymptotic stability of such material system are studied. A single sensor non-collocated linear feedback control system in a one-dimensional finite waveguide, which is a representative volume element in an active material system, is considered. Equivalence between the exact dynamic equilibrium of these two systems is imposed. It results in the solution space of the design variables, namely the equivalent damping coefficient, the wavelength(s) to be controlled and the location of the sensor. The characteristics of the controller transfer functions and their pole-placement problem are studied. (c) 2005 Elsevier Ltd. All rights reserved.

Short- and long-term changes in joint co-contraction associated with motor learning as revealed from surface EMG.

In the field of motor control, two hypotheses have been controversial: whether the brain acquires internal models that generate accurate motor commands, or whether the brain avoids this by using the viscoelasticity of musculoskeletal system. Recent observations on relatively low stiffness during trained movements support the existence of internal models. However, no study has revealed the decrease in viscoelasticity associated with learning that would imply improvement of internal models as well as synergy between the two hypothetical mechanisms. Previously observed decreases in electromyogram (EMG) might have other explanations, such as trajectory modifications that reduce joint torques. To circumvent such complications, we required strict trajectory control and examined only successful trials having identical trajectory and torque profiles. Subjects were asked to perform a hand movement in unison with a target moving along a specified and unusual trajectory, with shoulder and elbow in the horizontal plane at the shoulder level. To evaluate joint viscoelasticity during the learning of this movement, we proposed an index of muscle co-contraction around the joint (IMCJ). The IMCJ was defined as the summation of the absolute values of antagonistic muscle torques around the joint and computed from the linear relation between surface EMG and joint torque. The IMCJ during isometric contraction, as well as during movements, was confirmed to correlate well with joint stiffness estimated using the conventional method, i.e., applying mechanical perturbations. Accordingly, the IMCJ during the learning of the movement was computed for each joint of each trial using estimated EMG-torque relationship. At the same time, the performance error for each trial was specified as the root mean square of the distance between the target and hand at each time step over the entire trajectory. The time-series data of IMCJ and performance error were decomposed into long-term components that showed decreases in IMCJ in accordance with learning with little change in the trajectory and short-term interactions between the IMCJ and performance error. A cross-correlation analysis and impulse responses both suggested that higher IMCJs follow poor performances, and lower IMCJs follow good performances within a few successive trials. Our results support the hypothesis that viscoelasticity contributes more when internal models are inaccurate, while internal models contribute more after the completion of learning. It is demonstrated that the CNS regulates viscoelasticity on a short- and long-term basis depending on performance error and finally acquires smooth and accurate movements while maintaining stability during the entire learning process.

Stochastic resonance for modulated gain in a single-mode laser

Stochastic resonance (SR) induced by the signal modulation is investigated, by introducing the signal-modulated gain into a single-mode laser system. Using the linear approximation method, we detailedly calculate the signal-to-noise ratio (SNR) of a gain-noise model of the single-mode laser, taking the cross-correlation between the quantum noise and pump noise into account. We find that, SR appears in the dependence of the SNR on the intensities of the quantum and the pump noises when the correlation coefficient between both the noises is negative; moreover, when the cross-correlation between the two noises is strongly negative, SR exhibits a resonance and a suppression versus the gain coefficient, meanwhile, the single-peaked SR and multi-peaked SR occur in the behaviors of the SNR as functions of the loss coefficient and the deterministic steady-state intensity. (c) 2005 Elsevier B.V. All rights reserved.

Influences of quantum noises on direct-modulated properties of 1.3-mu m InGaAsP/InP laser diodes

Due to the zero dispersion point at 1.3-mu m in optical fibres, 1.3-mu m InGaAsP/InP laser diodes have become main light sources in fibre communication systems recently. In fluences of quantum noises on direct-modulated properties of single-mode 1.3-mu m InGaAsP/InP laser diodes are investigated in this article. Considering the carrier and photon noises and the cross-correlation between the two noises, the power spectrum of the photon density and the signal-to-noise ratio (SNR) of the direct-modulated single-mode laser system are calculated using the linear approximation method. We find that the stochastic resonance (SR) always appears in the dependence of the SNR on the bias current density, and is strongly affected by the cross-correlation coeffcient between the carrier and photon noises, the frequency of modulation signal, and the photon lifetime in the laser cavity. Hence, it is promising to use the SR mechanism to enhance the SNR of direct-modulated InGaAsP/InP laser diodes and improve the quality of optical fibre communication systems.

Stochastic resonance in single-mode semiconductor lasers

Owing to the considerable virtues of semiconductor lasers for applications, they have become the main optical source for fiber communication systems recently. The behavior of stochastic resonance (SR) in direct-modulated semiconductor laser systems is investigated in this article. Considering the carrier and photon noises and the cross-correlation between the two noises, the power spectrum of the photon density and the signal-to-noise ratio (SNR) of the modulated laser system were calculated using the linear approximation method. We found that the SR always appears in the dependence of the SNR upon the bias current density, and is strongly affected by the cross-correlation coefficient of the carrier and photon noises, the frequency of modulation signal and the photon lifetime in the laser cavity. Hence, it is promising to use the SR mechanism to enhance the SNR of direct-modulated semiconductor laser systems and improve the quality of optical communication. (c) 2006 Elsevier B.V. All rights reserved.