Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Network Rhythms Influence the Relationship between Spike-Triggered Local Field Potential and Functional Connectivity

Characterizing the functional connectivity between neurons is key for understanding brain function. We recorded spikes and local field potentials (LFPs) from multielectrode arrays implanted in monkey visual cortex to test the hypotheses that spikes generated outward-traveling LFP waves and the strength of functional connectivity depended on stimulus contrast, as described recently. These hypotheses were proposed based on the observation that the latency of the peak negativity of the spike-triggered LFP average (STA) increased with distance between the spike and LFP electrodes, and the magnitude of the STA negativity and the distance over which it was observed decreased with increasing stimulus contrast. Detailed analysis of the shape of the STA, however, revealed contributions from two distinct sources-a transient negativity in the LFP locked to the spike (similar to 0 ms) that attenuated rapidly with distance, and a low-frequency rhythm with peak negativity similar to 25 ms after the spike that attenuated slowly with distance. The overall negative peak of the LFP, which combined both these components, shifted from similar to 0 to similar to 25 ms going from electrodes near the spike to electrodes far from the spike, giving an impression of a traveling wave, although the shift was fully explained by changing contributions from the two fixed components. The low-frequency rhythm was attenuated during stimulus presentations, decreasing the overall magnitude of the STA. These results highlight the importance of accounting for the network activity while using STAs to determine functional connectivity.

Optimal local polynomial regression of noisy time varying signals

We address the problem of local-polynomial modeling of smooth time-varying signals with unknown functional form, in the presence of additive noise. The problem formulation is in the time domain and the polynomial coefficients are estimated in the pointwise minimum mean square error (PMMSE) sense. The choice of the window length for local modeling introduces a bias-variance tradeoff, which we solve optimally by using the intersection-of-confidence-intervals (ICI) technique. The combination of the local polynomial model and the ICI technique gives rise to an adaptive signal model equipped with a time-varying PMMSE-optimal window length whose performance is superior to that obtained by using a fixed window length. We also evaluate the sensitivity of the ICI technique with respect to the confidence interval width. Simulation results on electrocardiogram (ECG) signals show that at 0dB signal-to-noise ratio (SNR), one can achieve about 12dB improvement in SNR. Monte-Carlo performance analysis shows that the performance is comparable to the basic wavelet techniques. For 0 dB SNR, the adaptive window technique yields about 2-3dB higher SNR than wavelet regression techniques and for SNRs greater than 12dB, the wavelet techniques yield about 2dB higher SNR.

Spin Probe Signature of Freezing in Water Slow Cooling Experiment: Our Observation is Global or Local?

First systematic spin probe ESR study of water freezing has been conducted using TEMPOL and TEMPO as the probes. The spin probe signature of the water freezing has been described in terms of the collapse of narrow triplet spectrum into a single broad line. This spin probe signature of freezing has been observed at an anomalously low temperature when a milimoler solution of TEMPOL is slowly cooled from room temperature. A systematic observation has revealed a spin probe concentration dependence of these freezing and respective melting points. These results can be explained in terms of localization of spin probe and liquid water,most probably in the interstices of ice grains, in an ice matrix. The lowering of spin probe freezing point, along with the secondary evidences, like spin probe concentration dependence of peak-to-peak width in frozen limit signal, indicates a possible size dependence of these localizations/entrapments with spin probe concentration. A weak concentration dependence of spin probe assisted freezing and melting points, which has been observed for TEMPO in comparison to TEMPOL, indicates different natures of interactions with water of these two probes. This view is also supported by the relaxation behavior of the two probes.

Energy-Efficient Decentralized Routing with Localized Cooperation Suitable for Fast Fading

Wireless networks transmit information from a source to a destination via multiple hops in order to save energy and, thus, increase the lifetime of battery-operated nodes. The energy savings can be especially significant in cooperative transmission schemes, where several nodes cooperate during one hop to forward the information to the next node along a route to the destination. Finding the best multi-hop transmission policy in such a network which determines nodes that are involved in each hop, is a very important problem, but also a very difficult one especially when the physical wireless channel behavior is to be accounted for and exploited. We model the above optimization problem for randomly fading channels as a decentralized control problem – the channel observations available at each node define the information structure, while the control policy is defined by the power and phase of the signal transmitted by each node.In particular, we consider the problem of computing an energy-optimal cooperative transmission scheme in a wireless network for two different channel fading models: (i) slow fading channels, where the channel gains of the links remain the same for a large number of transmissions, and (ii) fast fading channels,where the channel gains of the links change quickly from one transmission to another. For slow fading, we consider a factored class of policies (corresponding to local cooperation between nodes), and show that the computation of an optimal policy in this class is equivalent to a shortest path computation on an induced graph, whose edge costs can be computed in a decentralized manner using only locally available channel state information(CSI). For fast fading, both CSI acquisition and data transmission consume energy. Hence, we need to jointly optimize over both these; we cast this optimization problem as a large stochastic optimization problem. We then jointly optimize over a set of CSI functions of the local channel states, and a corresponding factored class of control policies corresponding to local cooperation between nodes with a local outage constraint. The resulting optimal scheme in this class can again be computed efficiently in a decentralized manner. We demonstrate significant energy savings for both slow and fast fading channels through numerical simulations of randomly distributed networks.

Optimal Parameterized Policies for Resource Allocation in Communication Networks

The problem of finding optimal parameterized feedback policies for dynamic bandwidth allocation in communication networks is studied. We consider a queueing model with two queues to which traffic from different competing flows arrive. The queue length at the buffers is observed every T instants of time, on the basis of which a decision on the amount of bandwidth to be allocated to each buffer for the next T instants is made. We consider two different classes of multilevel closed-loop feedback policies for the system and use a two-timescale simultaneous perturbation stochastic approximation (SPSA) algorithm to find optimal policies within each prescribed class. We study the performance of the proposed algorithm on a numerical setting and show performance comparisons of the two optimal multilevel closedloop policies with optimal open loop policies. We observe that closed loop policies of Class B that tune parameters for both the queues and do not have the constraint that the entire bandwidth be used at each instant exhibit the best results overall as they offer greater flexibility in parameter tuning. Index Terms — Resource allocation, dynamic bandwidth allocation in communication networks, two-timescale SPSA algorithm, optimal parameterized policies. I.

Cold model study of local liquid holdup in the dropping zone using x-ray

It is important to know and to quantify the liquid holdups both dynamic and static at local levels as it will lead to understand various blast furnace phenomena properly such as slag/metal.gas.solid reactions, gas flow behaviour and interfacial area between the gas/solid/liquid. In the present study, considering the importance of local liquid holdup and non-availability of holdup data in these systems, an attempt has been made to quantify the local holdups in the dropping and around raceway zones in a cold model study using a non-wetting packing for liquid. In order to quantify the liquid holdups at microscopic level, a previously developed technique, X-ray radiography, has been used. It is observed that the liquid flows in preferred paths or channels which carry droplets/rivulets. It has been found that local holdup in some regions of the packed bed is much higher than average at a particular flow rate and this can have important consequences for the correct modelling of such systems.

Anomalous X-ray scattering study of local structures in the superionic conducting glass (AgBr)0.4 (Ag2O)0.3 (GeO2)0.3

The local structural information in the near-neighbor region of superionic conducting glass (AgBr)0.4(Ag2O)0.3(GeO2)0.3 has been estimated from the anomalous X-ray scattering (AXS) measurements using Ge and Br K absorption edges. The possible atomic arrangements in the near-neighbor region of this glass were obtained by coupling the results with the least-squares variational method so as to reproduce two differential intensity profiles for Ge and Br as well as the ordinary scattering profile. The coordination number of oxygen around Ge is found to be 3.6 at a distance of 0.176 nm, suggesting the GeO4 tetrahedral unit as the probable structural entity in this glass. Moreover, the coordination number of Ag around Br is estimated as 6.3 at a distance of 0.284 nm, suggesting an arrangement similar to that in crystalline AgBr.

Relation between Local Structure and Glass Forming Ability of Liquid Alloys

An attempt has been made to describe the glass forming ability (GFA) of liquid alloys, using the concepts of the short range order (SRO) and middle range order (MRO) characterizing the liquid structure.A new approach to obtain good GFA of liquid alloys is based on the following four main factors: (1) formation of new SRO and competitive correlation with two or more kinds of SROs for crystallization, (2) stabilization of dense random packing by interaction between different types of SRO, (3) formation of stable cluster (SC) or middle range order (MRO) by harmonious coupling of SROs, and (4) difference between SRO characterizing the liquid structure and the near-neighbor environment in the corresponding equilibrium crystalline phases. The atomic volume mismatch estimated from the cube of the atomic radius was found to be a close relation with the minimum solute concentration for glass formation. This empirical guideline enables us to provide the optimum solute concentration for good GFA in some ternary alloys. Model structures, denoted by Bernal type and the Chemical Order type, were again tested in the novel description for the glass structure as a function of solute concentration. We illustrated the related energetics of the completion between crystal embryo and different types of SRO. Recent systematic measurements also provide that thermal diffusivity of alloys in the liquid state may be a good indicator of their GFA.

Reactive interdiffusion: deviation from local equilibrium in the Fe-NiTiO3 couple

Deviation from local equilibrium between Fe–Ni alloy and (Fe,Ni)TiO3 solid solution in the reaction–diffusion zone of the Fe–NiTiO3 couple at 1273 K is evaluated by comparing the measured compositions in the zone with experimentally determined equilibrium tie-lines. The deviation is quantified by computing the Gibbs energy change for the reaction, Fe + NiTiO3 → FeTiO3 + Ni, from measured compositions in the zone and activity data available in the literature. Except near the extremities of the zone, the computed Gibbs energy change is constant, 8.2 kJ mol−1 higher than the standard Gibbs energy change for the reaction.

Network governance at local — A comparative approach

Factors influencing the effectiveness of democratic institutions and to that effect processes involved at the local governance level have been the interest in the literature, given the presence of various advocacies and networks that are context-specific. This paper is motivated to understand the adaptability issues related to governance given these complexities through a comparative analysis of diversified regions. We adopted a two-stage clustering along with regression methodology for this purpose. The results show that the formation of advocacies and networks depends on the context and institutional framework. The paper concludes by exploring different strategies and dynamics involved in network governance and insists on the importance of governing the networks for structural reformation through regional policy making.

Optimal maintenance policies for machines subject to deterioration and intermittent breakdowns

Optimal preventive maintenance policies, for a machine subject to deterioration with age and intermittent breakdowns and repairs, are derived using optimal control theory. The optimal policies are shown to be of bang-bang nature. The extension to the case when there are a large number of identical machines and several repairmen in the system is considered next. This model takes into account the waiting line formed at the repair facility and establishes a link between this problem and the classical ``repairmen problem.''

Optimal energy management policies for energy harvesting sensor nodes

We study a sensor node with an energy harvesting source. The generated energy can be stored in a buffer. The sensor node periodically senses a random field and generates a packet. These packets are stored in a queue and transmitted using the energy available at that time. We obtain energy management policies that are throughput optimal, i.e., the data queue stays stable for the largest possible data rate. Next we obtain energy management policies which minimize the mean delay in the queue. We also compare performance of several easily implementable sub-optimal energy management policies. A greedy policy is identified which, in low SNR regime, is throughput optimal and also minimizes mean delay.