A novel approach to modelling and exploiting uncertainty in stochastic control systems

We consider an inversion-based neurocontroller for solving control problems of uncertain nonlinear systems. Classical approaches do not use uncertainty information in the neural network models. In this paper we show how we can exploit knowledge of this uncertainty to our advantage by developing a novel robust inverse control method. Simulations on a nonlinear uncertain second order system illustrate the approach.

Identification of metastable states in peptide's dynamics

A recently developed spectral method for identifying metastable states in Markov chains is used to analyse the conformational dynamics of a four residue peptide Valine-Proline-Alanine-Leucine. We compare our results to empirically defined conformational states and show that the found metastable states correctly reproduce the conformational dynamics of the system.

Information system planning in drug service:a case study

The development of an information system in Caribbean public sector organisations is usually seen as a matter of installing hardware and software according to a directive from senior management, without much planning. This causes huge investment in procuring hardware and software without improving overall system performance. Increasingly, Caribbean organisations are looking for assurances on information system performance before making investment decisions not only to satisfy the funding agencies, but also to be competitive in this dynamic and global business world. This study demonstrates an information system planning approach using a process-reengineering framework. Firstly, the stakeholders for the business functions are identified along with their relationships and requirements. Secondly, process reengineering is carried out to develop the system requirements. Accordingly, information technology is selected through detailed system requirement analysis. Thirdly, cost-benefit analysis, identification of critical success factors and risk analysis are carried out to strengthen the selection. The entire methodology has been demonstrated through an information system project in the Barbados drug service, a public sector organisation in the Caribbean.

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.

Gaussian process approximations of stochastic differential equations

Stochastic differential equations arise naturally in a range of contexts, from financial to environmental modeling. Current solution methods are limited in their representation of the posterior process in the presence of data. In this work, we present a novel Gaussian process approximation to the posterior measure over paths for a general class of stochastic differential equations in the presence of observations. The method is applied to two simple problems: the Ornstein-Uhlenbeck process, of which the exact solution is known and can be compared to, and the double-well system, for which standard approaches such as the ensemble Kalman smoother fail to provide a satisfactory result. Experiments show that our variational approximation is viable and that the results are very promising as the variational approximate solution outperforms standard Gaussian process regression for non-Gaussian Markov processes.

Identification, mutagenesis, and transcriptional analysis of the methanesulfonate transport operon of methylosulfonomonas methylovora

Recently identified genes located downstream (3') of the msmEF (transport encoding) gene cluster, msmGH, and located 5' of the structural genes for methanesulfonate monooxygenase (MSAMO) are described from Methylosulfonomonas methylovora. Sequence analysis of the derived polypeptide sequences encoded by these genes revealed a high degree of identity to ABC-type transporters. MsmE showed similarity to a putative periplasmic substrate binding protein, MsmF resembled an integral membraneassociated protein, and MsmG was a putative ATP-binding enzyme. MsmH was thought to be the cognate permease component of the sulfonate transport system. The close association of these putative transport genes to the MSAMO structural genes msmABCD suggested a role for these genes in transport of methanesulfonic acid (MSA) into M. methylovora. msmEFGH and msmABCD constituted two operons for the coordinated expression of MSAMO and the MSA transporter systems. Reverse-transcription-PCR analysis of msmABCD and msmEFGH revealed differential expression of these genes during growth on MSA and methanol. The msmEFGH operon was constitutively expressed, whereas MSA induced expression of msmABCD. A mutant defective in msmE had considerably slower growth rates than the wild type, thus supporting the proposed role of MsmE in the transport of MSA into M. methylovora.

The detection and identification of extraneous metals in material conveyance systems

The aim of this work was to design and build an equipment which can detect ferrous and non-ferrous objects in conveyed commodities, discriminate between them and locate the object along the belt and on the width of the belt. The magnetic induction mechanism was used as a means of achieving the objectives of this research. In order to choose the appropriate geometry and size of the induction field source, the field distributions of different source geometries and sizes were studied in detail. From these investigations it was found the square loop geometry is the most appropriate as a field generating source for the purpose of this project. The phenomena of field distribution in the conductors was also investigated. An equipment was designed and built at the preliminary stages of thework based on a flux-gate magnetometer with the ability to detect only ferrous objects.The instrument was designed such that it could be used to detect ferrous objects in the coal conveyors of power stations. The advantages of employing this detector in the power industry over the present ferrous metal electromagnetic separators were also considered. The objectives of this project culminated in the design and construction of a ferrous and non-ferrous detector with the ability to discriminate between ferrous and non-ferrous metals and to locate the objects on the conveying system. An experimental study was carried out to test the performance of the equipment in the detection of ferrous and non-ferrous objects of a given size carried on the conveyor belt. The ability of the equipment to discriminate between the types of metals and to locate the object on the belt was also evaluated experimentally. The benefits which can be gained from the industrial implementations of the equipment were considered. Further topics which may be investigated as an extension of this work are given.

The design of a real-time nowcasting system for localised weather

National meteorological offices are largely concerned with synoptic-scale forecasting where weather predictions are produced for a whole country for 24 hours ahead. In practice, many local organisations (such as emergency services, construction industries, forestry, farming, and sports) require only local short-term, bespoke, weather predictions and warnings. This thesis shows that the less-demanding requirements do not require exceptional computing power and can be met by a modern, desk-top system which monitors site-specific ground conditions (such as temperature, pressure, wind speed and direction, etc) augmented with above ground information from satellite images to produce `nowcasts'. The emphasis in this thesis has been towards the design of such a real-time system for nowcasting. Local site-specific conditions are monitored using a custom-built, stand alone, Motorola 6809 based sub-system. Above ground information is received from the METEOSAT 4 geo-stationary satellite using a sub-system based on a commercially available equipment. The information is ephemeral and must be captured in real-time. The real-time nowcasting system for localised weather handles the data as a transparent task using the limited capabilities of the PC system. Ground data produces a time series of measurements at a specific location which represents the past-to-present atmospheric conditions of the particular site from which much information can be extracted. The novel approach adopted in this thesis is one of constructing stochastic models based on the AutoRegressive Integrated Moving Average (ARIMA) technique. The satellite images contain features (such as cloud formations) which evolve dynamically and may be subject to movement, growth, distortion, bifurcation, superposition, or elimination between images. The process of extracting a weather feature, following its motion and predicting its future evolution involves algorithms for normalisation, partitioning, filtering, image enhancement, and correlation of multi-dimensional signals in different domains. To limit the processing requirements, the analysis in this thesis concentrates on an `area of interest'. By this rationale, only a small fraction of the total image needs to be processed, leading to a major saving in time. The thesis also proposes an extention to an existing manual cloud classification technique for its implementation in automatically classifying a cloud feature over the `area of interest' for nowcasting using the multi-dimensional signals.

Identification of nonlinear systems by correlation using pseudorandom signals

This thesis is concerned with the measurement of the characteristics of nonlinear systems by crosscorrelation, using pseudorandom input signals based on m sequences. The systems are characterised by Volterra series, and analytical expressions relating the rth order Volterra kernel to r-dimensional crosscorrelation measurements are derived. It is shown that the two-dimensional crosscorrelation measurements are related to the corresponding second order kernel values by a set of equations which may be structured into a number of independent subsets. The m sequence properties determine how the maximum order of the subsets for off-diagonal values is related to the upper bound of the arguments for nonzero kernel values. The upper bound of the arguments is used as a performance index, and the performance of antisymmetric pseudorandom binary, ternary and quinary signals is investigated. The performance indices obtained above are small in relation to the periods of the corresponding signals. To achieve higher performance with ternary signals, a method is proposed for combining the estimates of the second order kernel values so that the effects of some of the undesirable nonzero values in the fourth order autocorrelation function of the input signal are removed. The identification of the dynamics of two-input, single-output systems with multiplicative nonlinearity is investigated. It is shown that the characteristics of such a system may be determined by crosscorrelation experiments using phase-shifted versions of a common signal as inputs. The effects of nonlinearities on the estimates of system weighting functions obtained by crosscorrelation are also investigated. Results obtained by correlation testing of an industrial process are presented, and the differences between theoretical and experimental results discussed for this case;

Spatial aspects of MRSA epidemiology:A case study using stochastic simulation, kernel estimation and SaTScan

The identification of disease clusters in space or space-time is of vital importance for public health policy and action. In the case of methicillin-resistant Staphylococcus aureus (MRSA), it is particularly important to distinguish between community and health care-associated infections, and to identify reservoirs of infection. 832 cases of MRSA in the West Midlands (UK) were tested for clustering and evidence of community transmission, after being geo-located to the centroids of UK unit postcodes (postal areas roughly equivalent to Zip+4 zip code areas). An age-stratified analysis was also carried out at the coarser spatial resolution of UK Census Output Areas. Stochastic simulation and kernel density estimation were combined to identify significant local clusters of MRSA (p<0.025), which were supported by SaTScan spatial and spatio-temporal scan. In order to investigate local sampling effort, a spatial 'random labelling' approach was used, with MRSA as cases and MSSA (methicillin-sensitive S. aureus) as controls. Heavy sampling in general was a response to MRSA outbreaks, which in turn appeared to be associated with medical care environments. The significance of clusters identified by kernel estimation was independently supported by information on the locations and client groups of nursing homes, and by preliminary molecular typing of isolates. In the absence of occupational/ lifestyle data on patients, the assumption was made that an individual's location and consequent risk is adequately represented by their residential postcode. The problems of this assumption are discussed, with recommendations for future data collection.

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.

A novel plasma etching and emission monitoring system (PEEMS) to assess protein and lipid spoilation for hydrogel contact lenses

The work presents a new method that combines plasma etching with extrinsic techniques to simultaneously measure matrix and surface protein and lipid deposits. The acronym for this technique is PEEMS - Plasma Etching and Emission Monitoring System. Previous work has identified the presence of proteinaceous and lipoidal deposition on the surface of contact lenses and highlighted the probability that penetration of these spoilants will occur. This technique developed here allows unambiguous identification of the depth of penetration of spoilants to be made for various material types. It is for this reason that the technique has been employed in this thesis. The technique is applied as a 'molecular' scalpel, removing known amounts of material from the target. In this case from both the anterior .and posterior surfaces of a 'soft' contact lens. The residual material is then characterised by other analytical techniques such as UV/visible .and fluorescence spectroscopy. Several studies have be.en carried out for both in vivo and in vitro spoilt materials. The analysis and identification of absorbed protein and lipid of the substrate revealed the importance of many factors in the absorption and adsorption process. The effect of the material structure, protein nature (in terms of size, shape and charge) and environment conditions were examined in order to determine the relative uptake of tear proteins. The studies were extended to real cases in order to study the. patient dependent factors and lipoidal penetration.