A time-domain test for some types of nonlinearity

The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms that are asymptotically independent at distinct bifrequencies under the null hypothesis of linearity. An advantage of the third-order moment is that its values in any subset of joint lags can be used in the test, whereas when using the bispectrum the entire (or truncated) third-order moment is required to construct the Fourier transform. In this paper, we propose a test for nonlinearity based upon the estimated third-order moment. We use the phase scrambling bootstrap method to give a nonparametric estimate of the variance of our test statistic under the null hypothesis. Using a simulation study, we demonstrate that the test obtains its target significance level, with large power, when compared to an existing standard parametric test that uses the bispectrum. Further we show how the proposed test can be used to identify the source of nonlinearity due to interactions at specific frequencies. We also investigate implications for heuristic diagnosis of nonstationarity.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

An object-oriented designed finite-difference time-domain simulator for electromagnetic analysis and design in MRI - application to high field analyses

This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

Convergence analysis of a discrete-time single-unit gradient ICA algorithm

We revisit the one-unit gradient ICA algorithm derived from the kurtosis function. By carefully studying properties of the stationary points of the discrete-time one-unit gradient ICA algorithm, with suitable condition on the learning rate, convergence can be proved. The condition on the learning rate helps alleviate the guesswork that accompanies the problem of choosing suitable learning rate in practical computation. These results may be useful to extract independent source signals on-line.

Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

Quantifying simulator discrepancy in discrete-time dynamical simulators

When making predictions with complex simulators it can be important to quantify the various sources of uncertainty. Errors in the structural specification of the simulator, for example due to missing processes or incorrect mathematical specification, can be a major source of uncertainty, but are often ignored. We introduce a methodology for inferring the discrepancy between the simulator and the system in discrete-time dynamical simulators. We assume a structural form for the discrepancy function, and show how to infer the maximum-likelihood parameter estimates using a particle filter embedded within a Monte Carlo expectation maximization (MCEM) algorithm. We illustrate the method on a conceptual rainfall-runoff simulator (logSPM) used to model the Abercrombie catchment in Australia. We assess the simulator and discrepancy model on the basis of their predictive performance using proper scoring rules. This article has supplementary material online. © 2011 International Biometric Society.

Fibre laser torsion sensor system using an excessively tilted fibre grating and low-cost time domain demodulation

In this paper, we report a simple fibre laser torsion sensor system using an intracavity tilted fibre grating as a torsion encoded loss filter. When the grating is subjected to twist, it induces loss to the cavity, thus affecting the laser oscillation build-up time. By measuring the build-up time, both twist direction and angle on the grating can be monitored. Using a low-cost photodiode and a two-channel digital oscilloscope, we have characterised the torsion sensing capability of this fibre laser system and obtained a torsion sensitivity of ~412µs/(rad/m) in the dynamic range from -150° to +150°.

Time domain all-optical nonlinear signal processing to enhance the performance of a RZ receiver

We have proposed a new technique of all-optical nonlinear pulse processing for use at a RZ optical receiver, which is based on an AM or any device with a similar function of temporal gating/slicing enhanced by the effect of Kerr nonlinearity in a NDF. The efficiency of the technique has been demonstrated by application to timing jitter and noise-limited RZ transmission at 40 Gbit/s. Substantial suppression of the signal timing jitter and overall improvement of the receiver performance has been demonstrated using the proposed method.

Time domain all-optical signal processing at a RZ optical receiver

We propose a new all-optical signal processing technique to enhance the performance of a return-to-zero optical receiver, which is based on nonlinear temporal pulse broadening and flattening in a normal dispersion fiber and subsequent slicing of the pulse temporal waveform. The potential of the method is demonstrated by application to timing jitter-and noise-limited transmission at 40 Gbit/s. © 2005 Optical Society of America.

Models of Alternating Renewal Process at Discrete Time

We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.

Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.