Cramer-Rao bounds for source localization in shallow ocean with generalized Gaussian noise

Localization of underwater acoustic sources is a problem of great interest in the area of ocean acoustics. There exist several algorithms for source localization based on array signal processing.It is of interest to know the theoretical performance limits of these estimators. In this paper we develop expressions for the Cramer-Rao-Bound (CRB) on the variance of direction-of-arrival(DOA) and range-depth estimators of underwater acoustic sources in a shallow range-independent ocean for the case of generalized Gaussian noise. We then study the performance of some of the popular source localization techniques,through simulations, for DOA/range-depth estimation of underwater acoustic sources in shallow ocean by comparing the variance of the estimators with the corresponding CRBs.

Time-frequency analysis of human motion during rhythmic exercises

Biomechanical signals due to human movements during exercise are represented in time-frequency domain using Wigner Distribution Function (WDF). Analysis based on WDF reveals instantaneous spectral and power changes during a rhythmic exercise. Investigations were carried out on 11 healthy subjects who performed 5 cycles of sun salutation, with a body-mounted Inertial Measurement Unit (IMU) as a motion sensor. Variance of Instantaneous Frequency (I.F) and Instantaneous Power (I.P) for performance analysis of the subject is estimated using one-way ANOVA model. Results reveal that joint Time-Frequency analysis of biomechanical signals during motion facilitates a better understanding of grace and consistency during rhythmic exercise.

Dynamics between patent latent variables and patent price

This paper focuses on studying the relationship between patent latent variables and patent price. From the existing literature, seven patent latent variables, namely age, generality, originality, foreign filings, technology field, forward citations, and backward citations were identified as having an influence on patent value. We used Ocean Tomo's patent auction price data in this study. We transformed the price and the predictor variables (excluding the dummy variables) to its logarithmic value. The OLS estimates revealed that forward citations and foreign filings were positively correlated to price. Both the variables jointly explained 14.79% of the variance in patent pricing. We did not find sufficient evidence to come up with any definite conclusions on the relationship between price and the variables such as age, technology field, generality, backward citations and originality. The Heckman two-stage sample selection model was used to test for selection bias. (C) 2011 Elsevier Ltd. All rights reserved.

Comparison of 10 Multi-Sensor Image Fusion Paradigms for IKONOS Images

Fusion of multi-sensor imaging data enables a synergetic interpretation of complementary information obtained by sensors of different spectral ranges. Multi-sensor data of diverse spectral, spatial and temporal resolutions require advanced numerical techniques for analysis and interpretation. This paper reviews ten advanced pixel based image fusion techniques – Component substitution (COS), Local mean and variance matching, Modified IHS (Intensity Hue Saturation), Fast Fourier Transformed-enhanced IHS, Laplacian Pyramid, Local regression, Smoothing filter (SF), Sparkle, SVHC and Synthetic Variable Ratio. The above techniques were tested on IKONOS data (Panchromatic band at 1 m spatial resolution and Multispectral 4 bands at 4 m spatial resolution). Evaluation of the fused results through various accuracy measures, revealed that SF and COS methods produce images closest to corresponding multi-sensor would observe at the highest resolution level (1 m).

First passage distributions for long memory processes

We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced.For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift case, we obtain an expression for the Laplace transform of the first passage time density function, from which the mean first passage time and variance are derived.

Monitoring of seasonal snow cover in Bhutan using remote sensing technique

All major rivers in Bhutan depend on snowmelt for discharge. Therefore, changes in snow cover due to climate change can influence distribution and availability of water. However, information about distribution of seasonal snow cover in Bhutan is not available. The MODIS snow product was used to study snow cover status and trends in Bhutan. Average snow cover area (SCA) of Bhutan estimated for the period 2002 to 2010 was 9030 sq. km, about 25.5% of the total land area. SCA trend of Bhutan for the period 2002-2010 was found to decrease (-3.27 +/- 1.28%). The average SCA for winter was 14,485 sq. km (37.7%), for spring 7411 sq. km (19.3%), for summer 4326 sq. km (11.2%), and for autumn 7788 sq. km (20.2%), mostly distributed in the elevation range 2500-6000 m amsl. Interannual and seasonal SCA trend both showed a decline, although it was not statistically significant for all sub-basins. Pho Chu sub-basin with 19.5% of the total average SCA had the highest average SCA. The rate of increase of SCA for every 100 m elevation was the highest (2.5%) in the Pa Chu sub-basin. The coefficient of variance of 1.27 indicates high variability of SCA in winter.

Dependence of diffusivity on density and solute diameter in liquid phase: A molecular dynamics study of Lennard-Jones system

Investigations into the variation of self-diffusivity with solute radius, density, and degree of disorder of the host medium is explored. The system consists of a binary mixture of a relatively smaller sized solute, whose size is varied and a larger sized solvent interacting via Lennard-Jones potential. Calculations have been performed at three different reduced densities of 0.7, 0.8, and 0.933. These simulations show that diffusivity exhibits a maximum for some intermediate size of the solute when the solute diameter is varied. The maximum is found at the same size of the solute at all densities which is at variance with the prediction of the levitation effect. In order to understand this anomaly, additional simulations were carried out in which the degree of disorder has been varied while keeping the density constant. The results show that the diffusivity maximum gradually disappears with increase in disorder. Disorder has been characterized by means of the minimal spanning tree. Simulations have also been carried out in which the degree of disorder is constant and only the density is altered. The results from these simulations show that the maximum in diffusivity now shifts to larger distances with decrease in density. This is in agreement with the changes in void and neck distribution with density of the host medium. These results are in excellent agreement with the predictions of the levitation effect. They suggest that the effect of disorder is to shift the maximum in diffusivity towards smaller solute radius while that of the decrease in density is to shift it towards larger solute radius. Thus, in real systems where the degree of disorder is lower at higher density and vice versa, the effect due to density and disorder have opposing influences. These are confirmed by the changes seen in the velocity autocorrelation function, self part of the intermediate scattering function and activation energy. (C) 2012 American Institute of Physics. http://dx.doi.org/10.1063/1.3701619]

Northeast monsoon over India: variability and prediction

South peninsular India experiences a large portion of the annual rainfall during the northeast monsoon season (October to December). In this study, the facets of diurnal, intra-seasonal and inter-annual variability of the northeast monsoon rainfall (the NEMR) over India have been examined. The analysis of satellite derived hourly rainfall reveals that there are distinct features of diurnal variation over the land and oceans during the season. Over the land, rainfall peaks during the late afternoon/evening, while over the oceans an early morning peak is observed. The harmonic analysis of hourly data reveals that the amplitude and variance are the largest over south peninsular India. The NEMR also exhibits significant intra-seasonal variability on a 20-40 day time scale. Analysis also shows significant northward propagation of the maximum cloud zone from south of equator to the south peninsula during the season. The NEMR exhibits large inter-annual variability with the co-efficient of variation (CV) of 25%. The positive phases of ENSO and the Indian Ocean Dipole (IOD) are conducive for normal to above normal rainfall activity during the northeast monsoon. There are multi-decadal variations in the statistical relationship between ENSO and the NEMR. During the period 2001-2010 the statistical relationship between ENSO and the NEMR has significantly weakened. The analysis of seasonal rainfall hindcasts for the period 1960-2005 produced by the state-of-the-art coupled climate models, ENSEMBLES, reveals that the coupled models have very poor skill in predicting the inter-annual variability of the NEMR. This is mainly due to the inability of the ENSEMBLES models to simulate the positive relationship between ENSO and the NEMR correctly. Copyright (C) 2012 Royal Meteorological Society

Surrogate based design optimisation of composite aerofoil cross-section for helicopter vibration reduction

Design optimisation of a helicopter rotor blade is performed. The objective is to reduce helicopter vibration and constraints are put on frequencies and aeroelastic stability. The ply angles of the D-spar and skin of the composite rotor blade with NACA 0015 aerofoil section are considered as design variables. Polynomial response surfaces and space filling experimental designs are used to generate surrogate models of the objective function with respect to cross-section properties. The stacking sequence corresponding to the optimal cross-section is found using a real-coded genetic algorithm. Ply angle discretisation of 1 degrees, 15 degrees, 30 degrees and 45 degrees are used. The mean value of the objective function is used to find the optimal blade designs and the resulting designs are tested for variance. The optimal designs show a vibration reduction of 26% to 33% from the baseline design. A substantial reduction in vibration and an aeroelastically stable blade is obtained even after accounting for composite material uncertainty.

On the microstructure-tensile property correlations in bulk metallic glass matrix composites with crystalline dendrites

Bulk metallic glass (BMG) matrix composites with crystalline dendrites as reinforcements exhibit a wide variance in their microstructures (and thus mechanical properties), which in turn can be attributed to the processing route employed, which affects the size and distribution of the dendrites. A critical investigation on the microstructure and tensile properties of Zr/Ti-based BMG composites of the same composition, but produced by different routes, was conducted so as to identify ``structure-property'' connections in these materials. This was accomplished by employing four different processing methods-arc melting, suction casting, semi-solid forging and induction melting on a water-cooled copper boat-on composites with two different dendrite volume fractions, V-d. The change in processing parameters only affects microstructural length scales such as the interdendritic spacing, lambda, and dendrite size, delta, whereas compositions of the matrix and dendrite are unaffected. Broadly, the composite's properties are insensitive to the microstructural length scales when V-d is high (similar to 75%), whereas they become process dependent for relatively lower V-d (similar to 55%). Larger delta in arc-melted and forged specimens result in higher ductility (7-9%) and lower hardening rates, whereas smaller dendrites increase the hardening rate. A bimodal distribution of dendrites offers excellent ductility at a marginal cost of yield strength. Finer lambda result in marked improvements in both ductility and yield strength, due to the confinement of shear band nucleation sites in smaller volumes of the glassy phase. Forging in the semi-solid state imparts such a microstructure. (c) 2012 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Nonlinear dynamic state estimation in instrumented structures with conditionally linear Gaussian substructures

Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.

Texture and microstructure evolution during cold rolling of Cu-Fe laminates prepared by accumulative roll bonding

Multi-layered materials have been made from Cu-Fe with approximately equal volume fractions using the Accumulated Roll Bonding (ARB) technique with less than 1 μm thickness of the individual layers. The so-obtained multi-layers have been subjected to deformation by cold rolling to 25, 50, 75, 87 and 93% reduction in thickness. A detailed characterization has been carried out using X-ray diffraction (line profile analysis and texture measurement) and electron (scanning and transmission) microscopy. It has been found that Fe layers are disintegrated whereas Cu retains its continuity within a layer. Microstructural Characterization from X-Ray Line profile Analysis (XRDLPA) through Variance Method reveals that large amount of strain is initially carried by Cu layers during deformation. In the Cu-Fe layer, the texture is comparatively weaker in Cu layer and strong in Fe layers. Brass Component increases up to 75% reduction and then decreases, while the ratio of Cu/S and Bs/S remains almost constant through out the deformation. After 50% reduction, dynamic recovery is predominant as indicated by the increase in the amount of low angle grain boundaries and decrease in dislocation density. The presence of R component indicates continuous dynamic recovery and recrystallization (CDRR) at the advanced stage of deformation.

Nodal length fluctuations for arithmetic random waves

Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus (''arithmetic random waves''). We study the distribution of the nodal length of random eigenfunctions for large eigenvalues, and our primary result is that the asymptotics for the variance is nonuniversal. Our result is intimately related to the arithmetic of lattice points lying on a circle with radius corresponding to the energy.

Cramer-Rao-Type Bounds for Sparse Bayesian Learning

In this paper, we derive Hybrid, Bayesian and Marginalized Cramer-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their prior distribution parameters. We assume the unknown vector to be drawn from a compressible Student-prior distribution. We derive CRBs that encompass the deterministic or random nature of the unknown parameters of the prior distribution and the regression noise variance. We extend the MCRB to the case where the compressible vector is distributed according to a general compressible prior distribution, of which the generalized Pareto distribution is a special case. We use the derived bounds to uncover the relationship between the compressibility and Mean Square Error (MSE) in the estimates. Further, we illustrate the tightness and utility of the bounds through simulations, by comparing them with the MSE performance of two popular SBL-based estimators. We find that the MCRB is generally the tightest among the bounds derived and that the MSE performance of the Expectation-Maximization (EM) algorithm coincides with the MCRB for the compressible vector. We also illustrate the dependence of the MSE performance of SBL based estimators on the compressibility of the vector for several values of the number of observations and at different signal powers.

On the Selection of Optimum Savitzky-Golay Filters

Savitzky-Golay (S-G) filters are finite impulse response lowpass filters obtained while smoothing data using a local least-squares (LS) polynomial approximation. Savitzky and Golay proved in their hallmark paper that local LS fitting of polynomials and their evaluation at the mid-point of the approximation interval is equivalent to filtering with a fixed impulse response. The problem that we address here is, ``how to choose a pointwise minimum mean squared error (MMSE) S-G filter length or order for smoothing, while preserving the temporal structure of a time-varying signal.'' We solve the bias-variance tradeoff involved in the MMSE optimization using Stein's unbiased risk estimator (SURE). We observe that the 3-dB cutoff frequency of the SURE-optimal S-G filter is higher where the signal varies fast locally, and vice versa, essentially enabling us to suitably trade off the bias and variance, thereby resulting in near-MMSE performance. At low signal-to-noise ratios (SNRs), it is seen that the adaptive filter length algorithm performance improves by incorporating a regularization term in the SURE objective function. We consider the algorithm performance on real-world electrocardiogram (ECG) signals. The results exhibit considerable SNR improvement. Noise performance analysis shows that the proposed algorithms are comparable, and in some cases, better than some standard denoising techniques available in the literature.