An Ensemble Kushner-Stratonovich-Poisson Filter for Recursive Estimation in Nonlinear Dynamical Systems

We propose a Monte Carlo filter for recursive estimation of diffusive processes that modulate the instantaneous rates of Poisson measurements. A key aspect is the additive update, through a gain-like correction term, empirically approximated from the innovation integral in the time-discretized Kushner-Stratonovich equation. The additive filter-update scheme eliminates the problem of particle collapse encountered in many conventional particle filters. Through a few numerical demonstrations, the versatility of the proposed filter is brought forth.

A mode-shape classification technique for robust speech rate estimation and syllable nuclei detection

Acoustic feature based speech (syllable) rate estimation and syllable nuclei detection are important problems in automatic speech recognition (ASR), computer assisted language learning (CALL) and fluency analysis. A typical solution for both the problems consists of two stages. The first stage involves computing a short-time feature contour such that most of the peaks of the contour correspond to the syllabic nuclei. In the second stage, the peaks corresponding to the syllable nuclei are detected. In this work, instead of the peak detection, we perform a mode-shape classification, which is formulated as a supervised binary classification problem - mode-shapes representing the syllabic nuclei as one class and remaining as the other. We use the temporal correlation and selected sub-band correlation (TCSSBC) feature contour and the mode-shapes in the TCSSBC feature contour are converted into a set of feature vectors using an interpolation technique. A support vector machine classifier is used for the classification. Experiments are performed separately using Switchboard, TIMIT and CTIMIT corpora in a five-fold cross validation setup. The average correlation coefficients for the syllable rate estimation turn out to be 0.6761, 0.6928 and 0.3604 for three corpora respectively, which outperform those obtained by the best of the existing peak detection techniques. Similarly, the average F-scores (syllable level) for the syllable nuclei detection are 0.8917, 0.8200 and 0.7637 for three corpora respectively. (C) 2016 Elsevier B.V. All rights reserved.

ON THE UTILITY OF CANONICAL CORRELATION ANALYSIS FOR DOMAIN ADAPTATION IN MULTI-VIEW HEADPOSE ESTIMATION

The utility of canonical correlation analysis (CCA) for domain adaptation (DA) in the context of multi-view head pose estimation is examined in this work. We consider the three problems studied in 1], where different DA approaches are explored to transfer head pose-related knowledge from an extensively labeled source dataset to a sparsely labeled target set, whose attributes are vastly different from the source. CCA is found to benefit DA for all the three problems, and the use of a covariance profile-based diagonality score (DS) also improves classification performance with respect to a nearest neighbor (NN) classifier.

Stress-strain fields and the effectiveness shear properties for three-phase composites with imperfect interface

Based on the 'average stress in the matrix' concept of Mori and Tanaka (:Mori, T., Tanaka, K., 1973. Average stress in matrix and average elastic energy of materials with misfitting inclusion. Acta Metall. 21, 571-580) a micromechanical model is presented for the prediction of the elastic fields in coated inclusion composites with imperfect interfaces. The solutions of the effective elastic moduli for this kind of composite are also obtained. In two kinds of composites with coated particulates and fibers, respectively, the interface imperfections are takes to the assumption that the interface displacement discontinues are linearly related to interface tractions like a spring layer of vanishing thickness. The resulting effective shear modulus for each material and the stress fields in the composite are presented under a transverse shear loading situation.

Evaluation of the Effectiveness of Representative Methods for Determining Young's Modulus and Hardness from Instrumented Indentation Data

The effectiveness of Oliver & Pharr's (O&P's) method, Cheng & Cheng's (C&C's) method, and a new method developed by our group for estimating Young's modulus and hardness based on instrumented indentation was evaluated for the case of yield stress to reduced Young's modulus ratio (sigma(y)/E-r) >= 4.55 x 10(-4) and hardening coefficient (n) <= 0.45. Dimensional theorem and finite element simulations were applied to produce reference results for this purpose. Both O&P's and C&C's methods overestimated the Young's modulus under some conditions, whereas the error can be controlled within +/- 16% if the formulation was modified with appropriate correction functions. Similar modification was not introduced to our method for determining Young's modulus, while the maximum error of results was around +/- 13%. The errors of hardness values obtained from all the three methods could be even larger and were irreducible with any correction scheme. It is therefore suggested that when hardness values of different materials are concerned, relative comparison of the data obtained from a single standard measurement technique would be more practically useful. It is noted that the ranges of error derived from the analysis could be different if different ranges of material parameters sigma(y)/E-r and n are considered.

Development of the 2003 CU-HTK conversational telephone speech transcription system

This paper describes the development of the 2003 CU-HTK large vocabulary speech recognition system for Conversational Telephone Speech (CTS). The system was designed based on a multi-pass, multi-branch structure where the output of all branches is combined using system combination. A number of advanced modelling techniques such as Speaker Adaptive Training, Heteroscedastic Linear Discriminant Analysis, Minimum Phone Error estimation and specially constructed Single Pronunciation dictionaries were employed. The effectiveness of each of these techniques and their potential contribution to the result of system combination was evaluated in the framework of a state-of-the-art LVCSR system with sophisticated adaptation. The final 2003 CU-HTK CTS system constructed from some of these models is described and its performance on the DARPA/NIST 2003 Rich Transcription (RT-03) evaluation test set is discussed.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.

Hydrogen content estimation of hydrogenated amorphous carbon by visible Raman spectroscopy

In the present study, we report the hydrogen content estimation of the hydrogenated amorphous carbon (a-C:H) films using visible Raman spectroscopy in a fast and nondestructive way. Hydrogenated diamondlike carbon films were deposited by the plasma enhanced chemical vapor deposition, plasma beam source, and integrated distributed electron cyclotron resonance techniques. Methane and acetylene were used as source gases resulting in different hydrogen content and sp2/sp3 fraction. Ultraviolet-visible (UV-Vis) spectroscopic ellipsometry (1.5-5 eV) as well as UV-Vis spectroscopy were provided with the optical band gap (Tauc gap). The sp2/sp3 fraction and the hydrogen content were independently estimated by electron energy loss spectroscopy and elastic recoil detection analysis-Rutherford back scattering, respectively. The Raman spectra that were acquired in the visible region using the 488 nm line shows the superposition of Raman features on a photoluminescence (PL) background. The direct relationship of the sp2 content and the optical band gap has been confirmed. The difference in the PL background for samples of the same optical band gap (sp2 content) and different hydrogen content was demonstrated and an empirical relationship between the visible Raman spectra PL background slope and the corresponding hydrogen content was extracted. © 2004 American Institute of Physics.

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.