An Optimal Fuzzy Logic Controller tuned with Artificial Immune System

In this paper, a method for the tuning the membership functions of a Mamdani type Fuzzy Logic Controller (FLC) using the Clonal Selection Algorithm(CSA) a model of the Artificial Immune System(AIS) paradigm is examined. FLC's are designed for two problems, firstly the linear cart centering problem and secondly the highly nonlinear inverted pendulum problem. The FLC tuned by AIS is compared with FLC tuned by GA. In order to check the robustness of the designed PLC's white noise was added to the system, further, the masses of the cart and the length and mass of the pendulum are changed. The PLC's were also tested in the presence of faulty rules. Finally, Kruskal Wallis test was performed to compare the performance of the GA and AIS. An insight into the algorithms are also given by studying the effect of the important parameters of GA and AIS.

Dynamic state estimation for identifying earthquake support motions in instrumented structures

The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

Estimation of time variant reliability of randomly parametered non-linear vibrating systems

The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

Direct dynamical test for deterministic chaos

We present a direct and dynamical method to distinguish low-dimensional deterministic chaos from noise. We define a series of time-dependent curves which are closely related to the largest Lyapunov exponent. For a chaotic time series, there exists an envelope to the time-dependent curves, while for a white noise or a noise with the same power spectrum as that of a chaotic time series, the envelope cannot be defined. When a noise is added to a chaotic time series, the envelope is eventually destroyed with the increasing of the amplitude of the noise.

Data Revisions in the Estimation of DSGE Models

Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-time data, and with high variability (around 80% of volatility observed in US real-time data). Their business cycle effects are examined in an estimated DSGE model extended with both real-time and final data. After implementing a Bayesian estimation approach, the role of both habit formation and price indexation fall significantly in the extended model. The results show how revision shocks of both output and inflation are expansionary because they occur when real-time published data are too low and the Fed reacts by cutting interest rates. Consumption revisions, by contrast, are countercyclical as consumption habits mirror the observed reduction in real-time consumption. In turn, revisions of the three variables explain 9.3% of changes of output in its long-run variance decomposition.

The stochastic exit problem for dynamical systems

The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:

i) the mean exit time

ii) the phase-space distribution of exit locations.

When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.

Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.

The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.

Nonlinear dynamic transfer functions for certain retinal neuronal systems

The applicability of the white-noise method to the identification of a nonlinear system is investigated. Subsequently, the method is applied to certain vertebrate retinal neuronal systems and nonlinear, dynamic transfer functions are derived which describe quantitatively the information transformations starting with the light-pattern stimulus and culminating in the ganglion response which constitutes the visually-derived input to the brain. The retina of the catfish, Ictalurus punctatus, is used for the experiments.

The Wiener formulation of the white-noise theory is shown to be impractical and difficult to apply to a physical system. A different formulation based on crosscorrelation techniques is shown to be applicable to a wide range of physical systems provided certain considerations are taken into account. These considerations include the time-invariancy of the system, an optimum choice of the white-noise input bandwidth, nonlinearities that allow a representation in terms of a small number of characterizing kernels, the memory of the system and the temporal length of the characterizing experiment. Error analysis of the kernel estimates is made taking into account various sources of error such as noise at the input and output, bandwidth of white-noise input and the truncation of the gaussian by the apparatus.

Nonlinear transfer functions are obtained, as sets of kernels, for several neuronal systems: Light → Receptors, Light → Horizontal, Horizontal → Ganglion, Light → Ganglion and Light → ERG. The derived models can predict, with reasonable accuracy, the system response to any input. Comparison of model and physical system performance showed close agreement for a great number of tests, the most stringent of which is comparison of their responses to a white-noise input. Other tests include step and sine responses and power spectra.

Many functional traits are revealed by these models. Some are: (a) the receptor and horizontal cell systems are nearly linear (small signal) with certain "small" nonlinearities, and become faster (latency-wise and frequency-response-wise) at higher intensity levels, (b) all ganglion systems are nonlinear (half-wave rectification), (c) the receptive field center to ganglion system is slower (latency-wise and frequency-response-wise) than the periphery to ganglion system, (d) the lateral (eccentric) ganglion systems are just as fast (latency and frequency response) as the concentric ones, (e) (bipolar response) = (input from receptors) - (input from horizontal cell), (f) receptive field center and periphery exert an antagonistic influence on the ganglion response, (g) implications about the origin of ERG, and many others.

An analytical solution is obtained for the spatial distribution of potential in the S-space, which fits very well experimental data. Different synaptic mechanisms of excitation for the external and internal horizontal cells are implied.

Nonstationary response of structures and its application to earthquake engineering

This thesis presents a simplified state-variable method to solve for the nonstationary response of linear MDOF systems subjected to a modulated stationary excitation in both time and frequency domains. The resulting covariance matrix and evolutionary spectral density matrix of the response may be expressed as a product of a constant system matrix and a time-dependent matrix, the latter can be explicitly evaluated for most envelopes currently prevailing in engineering. The stationary correlation matrix of the response may be found by taking the limit of the covariance response when a unit step envelope is used. The reliability analysis can then be performed based on the first two moments of the response obtained.

The method presented facilitates obtaining explicit solutions for general linear MDOF systems and is flexible enough to be applied to different stochastic models of excitation such as the stationary models, modulated stationary models, filtered stationary models, and filtered modulated stationary models and their stochastic equivalents including the random pulse train model, filtered shot noise, and some ARMA models in earthquake engineering. This approach may also be readily incorporated into finite element codes for random vibration analysis of linear structures.

A set of explicit solutions for the response of simple linear structures subjected to modulated white noise earthquake models with four different envelopes are presented as illustration. In addition, the method has been applied to three selected topics of interest in earthquake engineering, namely, nonstationary analysis of primary-secondary systems with classical or nonclassical dampings, soil layer response and related structural reliability analysis, and the effect of the vertical components on seismic performance of structures. For all the three cases, explicit solutions are obtained, dynamic characteristics of structures are investigated, and some suggestions are given for aseismic design of structures.

Stochastic optimal control

H. J. Kushner has obtained the differential equation satisfied by the optimal feedback control law for a stochastic control system in which the plant dynamics and observations are perturbed by independent additive Gaussian white noise processes. However, the differentiation includes the first and second functional derivatives and, except for a restricted set of systems, is too complex to solve with present techniques.

This investigation studies the optimal control law for the open loop system and incorporates it in a sub-optimal feedback control law. This suboptimal control law's performance is at least as good as that of the optimal control function and satisfies a differential equation involving only the first functional derivative. The solution of this equation is equivalent to solving two two-point boundary valued integro-partial differential equations. An approximate solution has advantages over the conventional approximate solution of Kushner's equation.

As a result of this study, well known results of deterministic optimal control are deduced from the analysis of optimal open loop control.

Studies of response to earthquake ground motion

A study is made of the accuracy of electronic digital computer calculations of ground displacement and response spectra from strong-motion earthquake accelerograms. This involves an investigation of methods of the preparatory reduction of accelerograms into a form useful for the digital computation and of the accuracy of subsequent digital calculations. Various checks are made for both the ground displacement and response spectra results, and it is concluded that the main errors are those involved in digitizing the original record. Differences resulting from various investigators digitizing the same experimental record may become as large as 100% of the maximum computed ground displacements. The spread of the results of ground displacement calculations is greater than that of the response spectra calculations. Standardized methods of adjustment and calculation are recommended, to minimize such errors.

Studies are made of the spread of response spectral values about their mean. The distribution is investigated experimentally by Monte Carlo techniques using an electric analog system with white noise excitation, and histograms are presented indicating the dependence of the distribution on the damping and period of the structure. Approximate distributions are obtained analytically by confirming and extending existing results with accurate digital computer calculations. A comparison of the experimental and analytical approaches indicates good agreement for low damping values where the approximations are valid. A family of distribution curves to be used in conjunction with existing average spectra is presented. The combination of analog and digital computations used with Monte Carlo techniques is a promising approach to the statistical problems of earthquake engineering.

Methods of analysis of very small earthquake ground motion records obtained simultaneously at different sites are discussed. The advantages of Fourier spectrum analysis for certain types of studies and methods of calculation of Fourier spectra are presented. The digitizing and analysis of several earthquake records is described and checks are made of the dependence of results on digitizing procedure, earthquake duration and integration step length. Possible dangers of a direct ratio comparison of Fourier spectra curves are pointed out and the necessity for some type of smoothing procedure before comparison is established. A standard method of analysis for the study of comparative ground motion at different sites is recommended.

Self-Organized Criticality, Plasticity and Sensorimotor Coupling. Explorations with a Neurorobotic Model in a Behavioural Preference Task

During the last two decades, analysis of 1/f noise in cognitive science has led to a considerable progress in the way we understand the organization of our mental life. However, there is still a lack of specific models providing explanations of how 1/f noise is generated in coupled brain-body-environment systems, since existing models and experiments typically target either externally observable behaviour or isolated neuronal systems but do not address the interplay between neuronal mechanisms and sensorimotor dynamics. We present a conceptual model of a minimal neurorobotic agent solving a behavioural task that makes it possible to relate mechanistic (neurodynamic) and behavioural levels of description. The model consists of a simulated robot controlled by a network of Kuramoto oscillators with homeostatic plasticity and the ability to develop behavioural preferences mediated by sensorimotor patterns. With only three oscillators, this simple model displays self-organized criticality in the form of robust 1/f noise and a wide multifractal spectrum. We show that the emergence of self-organized criticality and 1/f noise in our model is the result of three simultaneous conditions: a) non-linear interaction dynamics capable of generating stable collective patterns, b) internal plastic mechanisms modulating the sensorimotor flows, and c) strong sensorimotor coupling with the environment that induces transient metastable neurodynamic regimes. We carry out a number of experiments to show that both synaptic plasticity and strong sensorimotor coupling play a necessary role, as constituents of self-organized criticality, in the generation of 1/f noise. The experiments also shown to be useful to test the robustness of 1/f scaling comparing the results of different techniques. We finally discuss the role of conceptual models as mediators between nomothetic and mechanistic models and how they can inform future experimental research where self-organized critically includes sensorimotor coupling among the essential interaction-dominant process giving rise to 1/f noise.

Formulação supersimétrica de processos estocásticos com ruído multiplicativo

Os processos estocásticos com ruído branco multiplicativo são objeto de atenção constante em uma grande área da pesquisa científica. A variedade de prescrições possíveis para definir matematicamente estes processos oferece um obstáculo ao desenvolvimento de ferramentas gerais para seu tratamento. Na presente tese, estudamos propriedades de equilíbrio de processos markovianos com ruído branco multiplicativo. Para conseguirmos isto, definimos uma transformação de reversão temporal de tais processos levando em conta que a distribuição estacionária de probabilidade depende da prescrição. Deduzimos um formalismo funcional visando obter o funcional gerador das funções de correlação e resposta de um processo estocástico multiplicativo representado por uma equação de Langevin. Ao representar o processo estocástico neste formalismo (de Grassmann) funcional eludimos a necessidade de fixar uma prescrição particular. Neste contexto, analisamos as propriedades de equilíbrio e estudamos as simetrias ocultas do processo. Mostramos que, usando uma definição apropriada da distribuição de equilíbrio e considerando a transformação de reversão temporal adequada, as propriedades usuais de equilíbrio são satisfeitas para qualquer prescrição. Finalmente, apresentamos uma dedução detalhada da formulação supersimétrica covariante de um processo markoviano com ruído branco multiplicativo e estudamos algumas das relações impostas pelas funções de correlação através das identidades de Ward-Takahashi.

Pipe in Pipe PiP

PiP software is a powerful computational tool for calculating vibration from underground railways and for assessing the performance of vibration countermeasures. The software has a user-friendly interface and it uses the state-of-the-art techniques to perform quick calculations for the problem. The software employs a model of a slab track coupled to a circular tunnel embedded in the ground. The software calculates the Power Spectral Density (PSD) of the vertical displacement at any selected point in the soil. Excitation is assumed to be due to an infinitely-long train moving on a slab-track supported at the tunnel bed. The PSD is calculated for a roughness excitation of a unit value (i.e. "white noise"). The software also calculates the Insertion Gain (IG) which is the ratio between the PSD displacement after and before changing parameters of the track, tunnel or soil. Version 4 of the software accounts for important developments of the numerical model. The tunnel wall is modelled as a thick shell (using the elastic continuum theory) rather than a thin shell. More importantly, the numerical model accounts now for a tunnel embedded in a half space rather than a full space as done in the previous versions. The software can now be used to calculate vibration due to a number of typical PSD roughnesses for rails in good, average and bad conditions.

Power absorption invariance for brownian spring forcing

In [5] it was shown that, for a standard quarter-car vehicle model and a road disturbance whose velocity profile is white noise of intensity A, the mean power dissipated in the suspension is equal to kA/2 where k is the tyre vertical stiffness. It is remarkable that the power dissipation turns out to be independent of all masses and suspension parameters. The proof in [5] makes use of a spectral formulation of white noise and is specific to linear systems. This paper casts the result in a more general form and shows that it follows from a simple application of Ito calculus. © 2012 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.