A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Quadrature generation techniques for frequency multiplication based oscillators

Frequency multiplication (FM) can be used to design low power frequency synthesizers. This is achieved by running the VCO at a much reduced frequency, while employing a power efficient frequency multiplier, and also thereby eliminating the first few dividers. Quadrature signals can be generated by frequency- multiplying low frequency I/Q signals, however this also multiplies the quadrature error of these signals. Another way is generating additional edges from the low-frequency oscillator (LFO) and develop a quadrature FM. This makes the I-Q precision heavily dependent on process mismatches in the ring oscillator. In this paper we examine the use of fewer edges from LFO and a single stage polyphase filter to generate approximate quadrature signals, which is then followed by an injection-locked quadrature VCO to generate high- precision I/Q signals. Simulation comparisons with the existing approach shows that the proposed method offers very good phase accuracy of 0.5deg with only a modest increase in power dissipation for 2.4 GHz IEEE 802.15.4 standard using UMC 0.13 mum RFCMOS technology.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

Globally coupled stochastic two-state oscillators: Fluctuations due to finite numbers

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

Complex patterns arise through spontaneous symmetry breaking in dense homogeneous networks of neural oscillators

There has been much interest in understanding collective dynamics in networks of brain regions due to their role in behavior and cognitive function. Here we show that a simple, homogeneous system of densely connected oscillators, representing the aggregate activity of local brain regions, can exhibit a rich variety of dynamical patterns emerging via spontaneous breaking of permutation or translational symmetries. Upon removing just a few connections, we observe a striking departure from the mean-field limit in terms of the collective dynamics, which implies that the sparsity of these networks may have very important consequences. Our results suggest that the origins of some of the complicated activity patterns seen in the brain may be understood even with simple connection topologies.

Noise and stability in giant-chirp oscillators mode-locked with a nanotube-based saturable absorber

We compare experimental results showing stable dissipative-soliton solutions exist in mode-locked lasers with ultra-large normal dispersion (as large as 21.5 ps2), with both the analytic framework provided by Haus' master-equation and full numerical simulations. © 2010 Optical Society of America.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

Nonlinear Fluid Damping In Structure-Wake Oscillators In Modeling Vortex-Induced Vibrations

A Nonlinear Fluid Damping (NFD) in the form of the square-velocity is applied in the response analysis of Vortex-induced Vibrations (VIV). Its nonlinear hydrodynamic effects oil the coupled wake and structure oscillators are investigated. A comparison between the coupled systems with the linear and nonlinear fluid dampings and experiments shows that the NFD model can well describe response characteristics, such as the amplification of body displacement at lock-in and frequency lock-ill, both at high and low mass ratios. Particularly, the predicted peak amplitude of the body in the Griffin plot is ill good agreement with experimental data and empirical equation, indicating the significant effect of the NFD on the structure motion.

Flow-induced vibrations of long circular cylinders modeled by coupled nonlinear oscillators

The dynamics of long slender cylinders undergoing vortex-induced vibrations (VIV) is studied in this work. Long slender cylinders such as risers or tension legs are widely used in the field of ocean engineering. When the sea current flows past a cylinder, it will be excited due to vortex shedding. A three-dimensional time domain model is formulated to describe the response of the cylinder, in which the in-line (IL) and cross-flow (CF) deflections are coupled. The wake dynamics, including in-line and cross-flow vibrations, is represented using a pair of non-linear oscillators distributed along the cylinder. The wake oscillators are coupled to the dynamics of the long cylinder with the acceleration coupling term. A non-linear fluid force model is accounted for to reflect the relative motion of cylinder to current. The model is validated against the published data from a tank experiment with the free span riser. The comparisons show that some aspects due to VIV of long flexible cylinders can be reproduced by the proposed model, such as vibrating frequency, dominant mode number, occurrence and transition of the standing or traveling waves. In the case study, the simulations show that the IL curvature is not smaller than CF curvature, which indicates that both IL and CF vibrations are important for the structural fatigue damage.