Estimation of signals in colored non gaussian noise based on Gaussian Mixture models

Non-Gaussianity of signals/noise often results in significant performance degradation for systems, which are designed using the Gaussian assumption. So non-Gaussian signals/noise require a different modelling and processing approach. In this paper, we discuss a new Bayesian estimation technique for non-Gaussian signals corrupted by colored non Gaussian noise. The method is based on using zero mean finite Gaussian Mixture Models (GMMs) for signal and noise. The estimation is done using an adaptive non-causal nonlinear filtering technique. The method involves deriving an estimator in terms of the GMM parameters, which are in turn estimated using the EM algorithm. The proposed filter is of finite length and offers computational feasibility. The simulations show that the proposed method gives a significant improvement compared to the linear filter for a wide variety of noise conditions, including impulsive noise. We also claim that the estimation of signal using the correlation with past and future samples leads to reduced mean squared error as compared to signal estimation based on past samples only.

Stochastic models of IEEE 802.11e wireless net works with multimedia applications

We provide a survey of some of our recent results ([9], [13], [4], [6], [7]) on the analytical performance modeling of IEEE 802.11 wireless local area networks (WLANs). We first present extensions of the decoupling approach of Bianchi ([1]) to the saturation analysis of IEEE 802.11e networks with multiple traffic classes. We have found that even when analysing WLANs with unsaturated nodes the following state dependent service model works well: when a certain set of nodes is nonempty, their channel attempt behaviour is obtained from the corresponding fixed point analysis of the saturated system. We will present our experiences in using this approximation to model multimedia traffic over an IEEE 802.11e network using the enhanced DCF channel access (EDCA) mechanism. We have found that we can model TCP controlled file transfers, VoIP packet telephony, and streaming video in the IEEE802.11e setting by this simple approximation.

On the momentum balance in linear-combination models for the transition zone

The momentum balance of the linear-combination integral model for the transition zone is investigated for constant pressure flows. The imbalance is found to be small enough to be negligible for all practical purposes. [S0889-504X(00)00703-0].

Prediction of inplane damping from deterministic and stochastic models

This paper reviews computational reliability, computer algebra, stochastic stability and rotating frame turbulence (RFT) in the context of predicting the blade inplane mode stability, a mode which is at best weakly damped. Computational reliability can be built into routine Floquet analysis involving trim analysis and eigenanalysis, and a highly portable special purpose processor restricted to rotorcraft dynamics analysis is found to be more economical than a multipurpose processor. While the RFT effects are dominant in turbulence modeling, the finding that turbulence stabilizes the inplane mode is based on the assumption that turbulence is white noise.

Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

Comparison of ANN models for predicting water quality in distribution systems

Deterministic models have been widely used to predict water quality in distribution systems, but their calibration requires extensive and accurate data sets for numerous parameters. In this study, alternative data-driven modeling approaches based on artificial neural networks (ANNs) were used to predict temporal variations of two important characteristics of water quality chlorine residual and biomass concentrations. The authors considered three types of ANN algorithms. Of these, the Levenberg-Marquardt algorithm provided the best results in predicting residual chlorine and biomass with error-free and ``noisy'' data. The ANN models developed here can generate water quality scenarios of piped systems in real time to help utilities determine weak points of low chlorine residual and high biomass concentration and select optimum remedial strategies.

Modelling of void initiation and breaking phenomena in a packed bed

Void breaking and formation in a packed bed are important phenomena in stabilising and optimising the performance of reactors such as the blast furnace, spouted bed and catalytic regenerator. These phenomena have been studied using a mathematical model. The model is based on a previously published force balance approach to predict the cavity size. Limited numbers of experiments, at room temperature, have been carried out in order to compare the experimental results with theory. A good agreement has been found between the experimental and theoretical results. In addition, the predictions have been compared with published data, which give reasonable agreement. The role of various forces (friction, pressure and bed weight) on void initiation and breaking has been investigated. The effect of bed height, particle diameter and density, void fraction, as well as gas flow rate on void formation and breaking has also been studied.

Air Fleet and Facility Planning via Optimal Control Models

A study is presented which is aimed at developing techniques suitable for effective planning and efficient operation of fleets of aircraft typical of the air force of a developing country. An important aspect of fleet management, the problem of resource allocation for achieving prescribed operational effectiveness of the fleet, is considered. For analysis purposes, it is assumed that the planes operate in a single flying-base repair-depot environment. The perennial problem of resource allocation for fleet and facility buildup that faces planners is modeled and solved as an optimal control problem. These models contain two "policy" variables representing investments in aircraft and repair facilities. The feasibility of decentralized control is explored by assuming the two policy variables are under the control of two independent decisionmakers guided by different and not often well coordinated objectives.

Air Fleet and Facility Planning via Optimal Control Models

A study is presented which is aimed at developing techniques suitable for effective planning and efficient operation of fleets of aircraft typical of the air force of a developing country. An important aspect of fleet management, the problem of resource allocation for achieving prescribed operational effectiveness of the fleet, is considered. For analysis purposes, it is assumed that the planes operate in a single flying-base repair-depot environment. The perennial problem of resource allocation for fleet and facility buildup that faces planners is modeled and solved as an optimal control problem. These models contain two "policy" variables representing investments in aircraft and repair facilities. The feasibility of decentralized control is explored by assuming the two policy variables are under the control of two independent decisionmakers guided by different and not often well coordinated objectives.

Analysis of a thick plate with a circular hole resting on a smooth rigid bed and subjected to axisymmetric normal load

A solution for the stresses and displacements in an radially infinite thick plate having a circular hole, one face of which resting on a smooth rigid bed and the other face subjected to axisymmetric normal loading is given. The solution is obtained in terms of Fourier-Bessel series and integral for the Love's stress function. Numerical results are presented for one particular ratio of thickness of plate to the hole radius and loading. It is also shown that the Poisson's ratio has a predominant effect on certain stresses and displacements. The solution would be useful in the stress analysis of bolted joints.Eine Lösung für die Spannungen und Verschiebungen in einer radial, unendlich ausgedehnten, dicken Platte mit einem kreisförmigen Loch, wobei eine Seite auf einer ebenen, starren Unterlage aufliegt, die andere Seite durch eine achsensymmetrische Vertikallast belastet ist, wird angegeben. Die Lösung wird in Form von Fourier-Bessel-Reihen und Integralen der Loveschen Spannungsfunktion angegeben. Numerische Ergebnisse werden für ein bestimmtes Verhältnis der Plattendicke zum Lochradius sowie zur Belastung angegeben. Es wird auch gezeigt, daß das Poisssonsche Verhältnis einen besonderen Einfluß auf bestimmte Spannungen und Verschiebungen hat. Die Lösung ist anwendbar für die Spannungsermittlung von Bolzenverbindungen.

Direct stability evaluation of power systems with detailed generator models using structure-preserving energy functions

Energy-based direct methods for transient stability analysis are potentially useful both as offline tools for planning purposes as well as for online security assessment. In this paper, a novel structure-preserving energy function (SPEF) is developed using the philosophy of structure-preserving model for the system and detailed generator model including flux decay, transient saliency, automatic voltage regulator (AVR), exciter and damper winding. A simpler and yet general expression for the SPEF is also derived which can simplify the computation of the energy function. The system equations and the energy function are derived using the centre-of-inertia (COI) formulation and the system loads are modelled as arbitrary functions of the respective bus voltages. Application of the proposed SPEF to transient stability evaluation of power systems is illustrated with numerical examples.

Estimation of soil hydraulic properties and their uncertainty: comparison between laboratory and field experiment

Often the soil hydraulic parameters are obtained by the inversion of measured data (e.g. soil moisture, pressure head, and cumulative infiltration, etc.). However, the inverse problem in unsaturated zone is ill-posed due to various reasons, and hence the parameters become non-unique. The presence of multiple soil layers brings the additional complexities in the inverse modelling. The generalized likelihood uncertainty estimate (GLUE) is a useful approach to estimate the parameters and their uncertainty when dealing with soil moisture dynamics which is a highly non-linear problem. Because the estimated parameters depend on the modelling scale, inverse modelling carried out on laboratory data and field data may provide independent estimates. The objective of this paper is to compare the parameters and their uncertainty estimated through experiments in the laboratory and in the field and to assess which of the soil hydraulic parameters are independent of the experiment. The first two layers in the field site are characterized by Loamy sand and Loamy. The mean soil moisture and pressure head at three depths are measured with an interval of half hour for a period of 1 week using the evaporation method for the laboratory experiment, whereas soil moisture at three different depths (60, 110, and 200 cm) is measured with an interval of 1 h for 2 years for the field experiment. A one-dimensional soil moisture model on the basis of the finite difference method was used. The calibration and validation are approximately for 1 year each. The model performance was found to be good with root mean square error (RMSE) varying from 2 to 4 cm(3) cm(-3). It is found from the two experiments that mean and uncertainty in the saturated soil moisture (theta(s)) and shape parameter (n) of van Genuchten equations are similar for both the soil types. Copyright (C) 2010 John Wiley & Sons, Ltd.

A Deterministic Optimization Approach to Protein Sequence Design Using Continuous Models

Determining the sequence of amino acid residues in a heteropolymer chain of a protein with a given conformation is a discrete combinatorial problem that is not generally amenable for gradient-based continuous optimization algorithms. In this paper we present a new approach to this problem using continuous models. In this modeling, continuous "state functions" are proposed to designate the type of each residue in the chain. Such a continuous model helps define a continuous sequence space in which a chosen criterion is optimized to find the most appropriate sequence. Searching a continuous sequence space using a deterministic optimization algorithm makes it possible to find the optimal sequences with much less computation than many other approaches. The computational efficiency of this method is further improved by combining it with a graph spectral method, which explicitly takes into account the topology of the desired conformation and also helps make the combined method more robust. The continuous modeling used here appears to have additional advantages in mimicking the folding pathways and in creating the energy landscapes that help find sequences with high stability and kinetic accessibility. To illustrate the new approach, a widely used simplifying assumption is made by considering only two types of residues: hydrophobic (H) and polar (P). Self-avoiding compact lattice models are used to validate the method with known results in the literature and data that can be practically obtained by exhaustive enumeration on a desktop computer. We also present examples of sequence design for the HP models of some real proteins, which are solved in less than five minutes on a single-processor desktop computer Some open issues and future extensions are noted.