A backward-simulation based Rao-Blackwellized particle smoother for conditionally linear Gaussian models

In this article, we develop a new Rao-Blackwellized Monte Carlo smoothing algorithm for conditionally linear Gaussian models. The algorithm is based on the forward-filtering backward-simulation Monte Carlo smoother concept and performs the backward simulation directly in the marginal space of the non-Gaussian state component while treating the linear part analytically. Unlike the previously proposed backward-simulation based Rao-Blackwellized smoothing approaches, it does not require sampling of the Gaussian state component and is also able to overcome certain normalization problems of two-filter smoother based approaches. The performance of the algorithm is illustrated in a simulated application. © 2012 IFAC.

Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models

We consider the smoothing problem for a class of conditionally linear Gaussian state-space (CLGSS) models, referred to as mixed linear/nonlinear models. In contrast to the better studied hierarchical CLGSS models, these allow for an intricate cross dependence between the linear and the nonlinear parts of the state vector. We derive a Rao-Blackwellized particle smoother (RBPS) for this model class by exploiting its tractable substructure. The smoother is of the forward filtering/backward simulation type. A key feature of the proposed method is that, unlike existing RBPS for this model class, the linear part of the state vector is marginalized out in both the forward direction and in the backward direction. © 2013 IEEE.

Downscaled land surface temperatures obtained by a particle smoothing approach, with links to NetCDF files

This dataset contains continuous time series of land surface temperature (LST) at spatial resolution of 300m around the 12 experimental sites of the PAGE21 project (grant agreement number 282700, funded by the EC seventh Framework Program theme FP7-ENV-2011). This dataset was produced from hourly LST time series at 25km scale, retrieved from SSM/I data (André et al., 2015, doi:10.1016/j.rse.2015.01.028) and downscaled to 300m using a dynamic model and a particle smoothing approach. This methodology is based on two main assumptions. First, LST spatial variability is mostly explained by land cover and soil hydric state. Second, LST is unique for a land cover class within the low resolution pixel. Given these hypotheses, this variable can be estimated using a land cover map and a physically based land surface model constrained with observations using a data assimilation process. This methodology described in Mechri et al. (2014, doi:10.1002/2013JD020354) was applied to the ORCHIDEE land surface model (Krinner et al., 2005, doi:10.1029/2003GB002199) to estimate prior values of each land cover class provided by the ESA CCI-Land Cover product (Bontemps et al., 2013) at 300m resolution . The assimilation process (particle smoother) consists in simulating ensemble of LST time series for each land cover class and for a large number of parameter sets. For each parameter set, the resulting temperatures are aggregated considering the grid fraction of each land cover and compared to the coarse observations. Miniminizing the distance between the aggregated model solutions and the observations allow us to select the simulated LST and the corresponding parameter sets which fit the observations most closely. The retained parameter sets are then duplicated and randomly perturbed before simulating the next time window. At the end, the most likely LST of each land cover class are estimated and used to reconstruct LST maps at 300m resolution using ESA CCI-Land Cover. The resulting temperature maps on which ice pixels were masked, are provided at daily time step during the nine-year analysis period (2000-2009).

Asset life prediction and maintenance decision-making using a non-linear non-Gaussian state space model

Estimating and predicting degradation processes of engineering assets is crucial for reducing the cost and insuring the productivity of enterprises. Assisted by modern condition monitoring (CM) technologies, most asset degradation processes can be revealed by various degradation indicators extracted from CM data. Maintenance strategies developed using these degradation indicators (i.e. condition-based maintenance) are more cost-effective, because unnecessary maintenance activities are avoided when an asset is still in a decent health state. A practical difficulty in condition-based maintenance (CBM) is that degradation indicators extracted from CM data can only partially reveal asset health states in most situations. Underestimating this uncertainty in relationships between degradation indicators and health states can cause excessive false alarms or failures without pre-alarms. The state space model provides an efficient approach to describe a degradation process using these indicators that can only partially reveal health states. However, existing state space models that describe asset degradation processes largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires that failures and inspections only happen at fixed intervals. The discrete state assumption entails discretising continuous degradation indicators, which requires expert knowledge and often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This research proposes a Gamma-based state space model that does not have discrete time, discrete state, linear and Gaussian assumptions to model partially observable degradation processes. Monte Carlo-based algorithms are developed to estimate model parameters and asset remaining useful lives. In addition, this research also develops a continuous state partially observable semi-Markov decision process (POSMDP) to model a degradation process that follows the Gamma-based state space model and is under various maintenance strategies. Optimal maintenance strategies are obtained by solving the POSMDP. Simulation studies through the MATLAB are performed; case studies using the data from an accelerated life test of a gearbox and a liquefied natural gas industry are also conducted. The results show that the proposed Monte Carlo-based EM algorithm can estimate model parameters accurately. The results also show that the proposed Gamma-based state space model have better fitness result than linear and Gaussian state space models when used to process monotonically increasing degradation data in the accelerated life test of a gear box. Furthermore, both simulation studies and case studies show that the prediction algorithm based on the Gamma-based state space model can identify the mean value and confidence interval of asset remaining useful lives accurately. In addition, the simulation study shows that the proposed maintenance strategy optimisation method based on the POSMDP is more flexible than that assumes a predetermined strategy structure and uses the renewal theory. Moreover, the simulation study also shows that the proposed maintenance optimisation method can obtain more cost-effective strategies than a recently published maintenance strategy optimisation method by optimising the next maintenance activity and the waiting time till the next maintenance activity simultaneously.

Latent degradation indicators estimation and prediction : a Monte Carlo approach

Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

Influence of Particle Size, Applied Compression, and Substratum Material on Particle-Surface Adhesion Force Using the Centrifuge Technique

The centrifuge technique was used to investigate the influence of particle size, applied compression, and substrate material (stainless steel, glass, Teflon, and poly(vinyl chloride)) on particle-surface adhesion force. For this purpose, phosphatic rock (rho(p) = 3090 kg/m(3)) and manioc starch particles (rho(p) = 1480 kg/m(3)) were used as test particles. A microcentrifuge that reached a maximum rotation speed of 14 000 rpm and which contained specially designed centrifuge tubes was used in the adhesion force measurements. The curves showed that the adhesion force profile followed a normal log distribution. The adhesion force increased linearly with particle size and with the increase of each increment of compression force. The manioc starch particles presented greater adhesion forces than the phosphatic rock particles for all particle sizes studied. The glass substrate showed a higher adherence than the other materials, probably due to its smoother topographic surface roughness in relation to the other substrata.

A pilot study on the effect of indoor particle sources on indoor particle concentration in residential houses

Characterization of indoor particle sources from 14 residential houses in Brisbane, Australia, was performed. The approximation of PM2.5 and the submicrometre particle number concentrations were measured simultaneously for more than 48 h in the kitchen of all the houses by using a photometer (DustTrak) and a condensation particle counter (CPC), respectively. From the real time indoor particle concentration data and a diary of indoor activities, the indoor particle sources were identified. The study found that among the indoor activities recorded in this study, frying, grilling, stove use, toasting, cooking pizza, smoking, candle vaporizing eucalyptus oil and fan heater use, could elevate the indoor particle number concentration levels by more than five times. The indoor approximation of PM2.5 concentrations could be close to 90 times, 30 times and three times higher than the background levels during grilling, frying and smoking, respectively.

Particle number and mass emission factors from combustion of wood samples collected from Queensland forest

Knowledge of particle emission characteristics associated with forest fires and in general, biomass burning, is becoming increasingly important due to the impact of these emissions on human health. Of particular importance is developing a better understanding of the size distribution of particles generated from forest combustion under different environmental conditions, as well as provision of emission factors for different particle size ranges. This study was aimed at quantifying particle emission factors from four types of wood found in South East Queensland forests: Spotted Gum (Corymbia citriodora), Red Gum (Eucalypt tereticornis), Blood Gum (Eucalypt intermedia), and Iron bark (Eucalypt decorticans); under controlled laboratory conditions. The experimental set up included a modified commercial stove connected to a dilution system designed for the conditions of the study. Measurements of particle number size distribution and concentration resulting from the burning of woods with a relatively homogenous moisture content (in the range of 15 to 26 %) and for different rates of burning were performed using a TSI Scanning Mobility Particle Sizer (SMPS) in the size range from 10 to 600 nm and a TSI Dust Trak for PM2.5. The results of the study in terms of the relationship between particle number size distribution and different condition of burning for different species show that particle number emission factors and PM2.5 mass emission factors depend on the type of wood and the burning rate; fast burning or slow burning. The average particle number emission factors for fast burning conditions are in the range of 3.3 x 1015 to 5.7 x 1015 particles/kg, and for PM2.5 are in the range of 139 to 217 mg/kg.

Determination of particle concentration in the breathing zone for four different types of office ventilation systems

Many factors affect the airflow patterns, thermal comfort, contaminant removal efficiency and indoor air quality at individual workstations in office buildings. In this study, four ventilation systems were used in a test chamber designed to represent an area of a typical office building floor and reproduce the real characteristics of a modern office space. Measurements of particle concentration and thermal parameters (temperature and velocity) were carried out for each of the following types of ventilation systems: a) conventional air distribution system with ceiling supply and return; b) conventional air distribution system with ceiling supply and return near the floor; c) underfloor air distribution system; and d) split system. The measurements aimed to analyse the particle removal efficiency in the breathing zone and the impact of particle concentration on an individual at the workstation. The efficiency of the ventilation system was analysed by measuring particle size and concentration, ventilation effectiveness and the Indoor/Outdoor ratio. Each ventilation system showed different airflow patterns and the efficiency of each ventilation system in the removal of the particles in the breathing zone showed no correlation with particle size and the various methods of analyses used.

New particle formation and growth at a remote, sub-tropical coastal location

A month-long intensive measurement campaign was conducted in March/April 2007 at Agnes Water, a remote coastal site just south of the Great Barrier Reef on the east coast of Australia. Particle and ion size distributions were continuously measured during the campaign. Coastal nucleation events were observed in clean, marine air masses coming from the south-east on 65% of the days. The events usually began at ~10:00 local time and lasted for 1-4 hrs. They were characterised by the appearance of a nucleation mode with a peak diameter of ~10 nm. The freshly nucleated particles grew within 1-4 hrs up to sizes of 20-50 nm. The events occurred when solar intensity was high (~1000 W m-2) and RH was low (~60%). Interestingly, the events were not related to tide height. The volatile and hygroscopic properties of freshly nucleated particles (17-22.5 nm), simultaneously measured with a volatility-hygroscopicity-tandem differential mobility analyser (VH-TDMA), were used to infer chemical composition. The majority of the volume of these particles was attributed to internally mixed sulphate and organic components. After ruling out coagulation as a source of significant particle growth, we conclude that the condensation of sulphate and/or organic vapours was most likely responsible for driving particle growth during the nucleation events. We cannot make any direct conclusions regarding the chemical species that participated in the initial particle nucleation. However, we suggest that nucleation may have resulted from the photo-oxidation products of unknown sulphur or organic vapours emitted from the waters of Hervey Bay, or from the formation of DMS-derived sulphate clusters over the open ocean that were activated to observable particles by condensable vapours emitted from the nutrient rich waters around Fraser Island or Hervey Bay. Furthermore, a unique and particularly strong nucleation event was observed during northerly wind. The event began early one morning (08:00) and lasted almost the entire day resulting in the production of a large number of ~80 nm particles (average modal concentration during the event was 3200 cm-3). The Great Barrier Reef was the most likely source of precursor vapours responsible for this event.

Particle and gaseous emissions from commercial aircraft at each stage of the landing and takeoff cycle

A novel technique was used to measure emission factors for commonly used commercial aircraft including a range of Boeing and Airbus airframes under real world conditions. Engine exhaust emission factors for particles in terms of particle number and mass (PM2.5), along with those for CO2, and NOx were measured for over 280 individual aircraft during the various modes of landing/takeoff (LTO) cycle. Results from this study show that particle number, and NOx emission factors are dependant on aircraft engine thrust level. Minimum and maximum emissions factors for particle number, PM2.5, and NOx emissions were found to be in the range of 4.16×1015-5.42×1016 kg-1, 0.03-0.72 g.kg-1, and 3.25-37.94 g.kg-1 respectively for all measured airframes and LTO cycle modes. Number size distributions of emitted particles for the naturally diluted aircraft plumes in each mode of LTO cycle showed that particles were predominantly in the range of 4 to 100 nm in diameter in all cases. In general, size distributions exhibit similar modality during all phases of the LTO cycle. A very distinct nucleation mode was observed in all particle size distributions, except for taxiing and landing of A320 aircraft. Accumulation modes were also observed in all particle size distributions. Analysis of aircraft engine emissions during LTO cycle showed that aircraft thrust level is considerably higher during taxiing than idling suggesting that International Civil Aviation Organization (ICAO) standards need to be modified as the thrust levels for taxi and idle are considered to be the same (7% of total thrust) [1].