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Sample records for nonlinear threshold filter

Nonlinear filtering for LIDAR signal processing

Directory of Open Access Journals (Sweden)

D. G. Lainiotis

1996-01-01

Full Text Available LIDAR (Laser Integrated Radar is an engineering problem of great practical importance in environmental monitoring sciences. Signal processing for LIDAR applications involves highly nonlinear models and consequently nonlinear filtering. Optimal nonlinear filters, however, are practically unrealizable. In this paper, the Lainiotis's multi-model partitioning methodology and the related approximate but effective nonlinear filtering algorithms are reviewed and applied to LIDAR signal processing. Extensive simulation and performance evaluation of the multi-model partitioning approach and its application to LIDAR signal processing shows that the nonlinear partitioning methods are very effective and significantly superior to the nonlinear extended Kalman filter (EKF, which has been the standard nonlinear filter in past engineering applications.
A robust nonlinear filter for image restoration.

Science.gov (United States)

Koivunen, V

1995-01-01

A class of nonlinear regression filters based on robust estimation theory is introduced. The goal of the filtering is to recover a high-quality image from degraded observations. Models for desired image structures and contaminating processes are employed, but deviations from strict assumptions are allowed since the assumptions on signal and noise are typically only approximately true. The robustness of filters is usually addressed only in a distributional sense, i.e., the actual error distribution deviates from the nominal one. In this paper, the robustness is considered in a broad sense since the outliers may also be due to inappropriate signal model, or there may be more than one statistical population present in the processing window, causing biased estimates. Two filtering algorithms minimizing a least trimmed squares criterion are provided. The design of the filters is simple since no scale parameters or context-dependent threshold values are required. Experimental results using both real and simulated data are presented. The filters effectively attenuate both impulsive and nonimpulsive noise while recovering the signal structure and preserving interesting details.
SART-Type Half-Threshold Filtering Approach for CT Reconstruction.

Science.gov (United States)

Yu, Hengyong; Wang, Ge

2014-01-01

The [Formula: see text] regularization problem has been widely used to solve the sparsity constrained problems. To enhance the sparsity constraint for better imaging performance, a promising direction is to use the [Formula: see text] norm (0 < p < 1) and solve the [Formula: see text] minimization problem. Very recently, Xu et al. developed an analytic solution for the [Formula: see text] regularization via an iterative thresholding operation, which is also referred to as half-threshold filtering. In this paper, we design a simultaneous algebraic reconstruction technique (SART)-type half-threshold filtering framework to solve the computed tomography (CT) reconstruction problem. In the medical imaging filed, the discrete gradient transform (DGT) is widely used to define the sparsity. However, the DGT is noninvertible and it cannot be applied to half-threshold filtering for CT reconstruction. To demonstrate the utility of the proposed SART-type half-threshold filtering framework, an emphasis of this paper is to construct a pseudoinverse transforms for DGT. The proposed algorithms are evaluated with numerical and physical phantom data sets. Our results show that the SART-type half-threshold filtering algorithms have great potential to improve the reconstructed image quality from few and noisy projections. They are complementary to the counterparts of the state-of-the-art soft-threshold filtering and hard-threshold filtering.
Nonlinear Kalman filtering in affine term structure models

DEFF Research Database (Denmark)

Christoffersen, Peter; Dorion, Christian; Jacobs, Kris

2014-01-01

The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed-income applications. We investigate whether the unscented Kalman filter should be used to capture nonlinearities and compare the performance of the Kalman filter...... with that of the particle filter. We analyze the cross section of swap rates, which are mildly nonlinear in the states, and cap prices, which are highly nonlinear. When caps are used to filter the states, the unscented Kalman filter significantly outperforms its extended counterpart. The unscented Kalman filter also...... performs well when compared with the much more computationally intensive particle filter. These findings suggest that the unscented Kalman filter may be a good approach for a variety of problems in fixed-income pricing....
Nonlinear threshold Boolean automata networks and phase transitions

OpenAIRE

Demongeot, Jacques; Sené, Sylvain

2010-01-01

In this report, we present a formal approach that addresses the problem of emergence of phase transitions in stochastic and attractive nonlinear threshold Boolean automata networks. Nonlinear networks considered are informally defined on the basis of classical stochastic threshold Boolean automata networks in which specific interaction potentials of neighbourhood coalition are taken into account. More precisely, specific nonlinear terms compose local transition functions that define locally t...
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters*

KAUST Repository

Hoteit, Ibrahim

2012-02-01

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter, but is different from it in that the standard weight-type correction in the particle filter is complemented by the Kalman-type correction with the associated covariance matrices in the Gaussian mixture. The authors show that this filter is an algorithm in between the Kalman filter and the particle filter, and therefore is referred to as the particle Kalman filter (PKF). In the PKF, the solution of a nonlinear filtering problem is expressed as the weighted average of an “ensemble of Kalman filters” operating in parallel. Running an ensemble of Kalman filters is, however, computationally prohibitive for realistic atmospheric and oceanic data assimilation problems. For this reason, the authors consider the construction of the PKF through an “ensemble” of ensemble Kalman filters (EnKFs) instead, and call the implementation the particle EnKF (PEnKF). It is shown that different types of the EnKFs can be considered as special cases of the PEnKF. Similar to the situation in the particle filter, the authors also introduce a resampling step to the PEnKF in order to reduce the risk of weights collapse and improve the performance of the filter. Numerical experiments with the strongly nonlinear Lorenz-96 model are presented and discussed.
A Differential Geometric Approach to Nonlinear Filtering: The Projection Filter

NARCIS (Netherlands)

Brigo, D.; Hanzon, B.; LeGland, F.

1998-01-01

This paper presents a new and systematic method of approximating exact nonlinear filters with finite dimensional filters, using the differential geometric approach to statistics. The projection filter is defined rigorously in the case of exponential families. A convenient exponential family is
Sparse electromagnetic imaging using nonlinear iterative shrinkage thresholding

KAUST Repository

Desmal, Abdulla; Bagci, Hakan

2015-01-01

A sparse nonlinear electromagnetic imaging scheme is proposed for reconstructing dielectric contrast of investigation domains from measured fields. The proposed approach constructs the optimization problem by introducing the sparsity constraint to the data misfit between the scattered fields expressed as a nonlinear function of the contrast and the measured fields and solves it using the nonlinear iterative shrinkage thresholding algorithm. The thresholding is applied to the result of every nonlinear Landweber iteration to enforce the sparsity constraint. Numerical results demonstrate the accuracy and efficiency of the proposed method in reconstructing sparse dielectric profiles.
Sparse electromagnetic imaging using nonlinear iterative shrinkage thresholding

KAUST Repository

Desmal, Abdulla

2015-04-13

A sparse nonlinear electromagnetic imaging scheme is proposed for reconstructing dielectric contrast of investigation domains from measured fields. The proposed approach constructs the optimization problem by introducing the sparsity constraint to the data misfit between the scattered fields expressed as a nonlinear function of the contrast and the measured fields and solves it using the nonlinear iterative shrinkage thresholding algorithm. The thresholding is applied to the result of every nonlinear Landweber iteration to enforce the sparsity constraint. Numerical results demonstrate the accuracy and efficiency of the proposed method in reconstructing sparse dielectric profiles.
Enhanced Sensitivity to Rapid Input Fluctuations by Nonlinear Threshold Dynamics in Neocortical Pyramidal Neurons.

Science.gov (United States)

Mensi, Skander; Hagens, Olivier; Gerstner, Wulfram; Pozzorini, Christian

2016-02-01

The way in which single neurons transform input into output spike trains has fundamental consequences for network coding. Theories and modeling studies based on standard Integrate-and-Fire models implicitly assume that, in response to increasingly strong inputs, neurons modify their coding strategy by progressively reducing their selective sensitivity to rapid input fluctuations. Combining mathematical modeling with in vitro experiments, we demonstrate that, in L5 pyramidal neurons, the firing threshold dynamics adaptively adjust the effective timescale of somatic integration in order to preserve sensitivity to rapid signals over a broad range of input statistics. For that, a new Generalized Integrate-and-Fire model featuring nonlinear firing threshold dynamics and conductance-based adaptation is introduced that outperforms state-of-the-art neuron models in predicting the spiking activity of neurons responding to a variety of in vivo-like fluctuating currents. Our model allows for efficient parameter extraction and can be analytically mapped to a Generalized Linear Model in which both the input filter--describing somatic integration--and the spike-history filter--accounting for spike-frequency adaptation--dynamically adapt to the input statistics, as experimentally observed. Overall, our results provide new insights on the computational role of different biophysical processes known to underlie adaptive coding in single neurons and support previous theoretical findings indicating that the nonlinear dynamics of the firing threshold due to Na+-channel inactivation regulate the sensitivity to rapid input fluctuations.
Nonlinear Filtering Effects of Reservoirs on Flood Frequency Curves at the Regional Scale: RESERVOIRS FILTER FLOOD FREQUENCY CURVES

Energy Technology Data Exchange (ETDEWEB)

Wang, Wei; Li, Hong-Yi; Leung, Lai-Yung; Yigzaw, Wondmagegn Y.; Zhao, Jianshi; Lu, Hui; Deng, Zhiqun; Demissie, Yonas; Bloschl, Gunter

2017-10-01

Anthropogenic activities, e.g., reservoir operation, may alter the characteristics of Flood Frequency Curve (FFC) and challenge the basic assumption of stationarity used in flood frequency analysis. This paper presents a combined data-modeling analysis of the nonlinear filtering effects of reservoirs on the FFCs over the contiguous United States. A dimensionless Reservoir Impact Index (RII), defined as the total upstream reservoir storage capacity normalized by the annual streamflow volume, is used to quantify reservoir regulation effects. Analyses are performed for 388 river stations with an average record length of 50 years. The first two moments of the FFC, mean annual maximum flood (MAF) and coefficient of variations (CV), are calculated for the pre- and post-dam periods and compared to elucidate the reservoir regulation effects as a function of RII. It is found that MAF generally decreases with increasing RII but stabilizes when RII exceeds a threshold value, and CV increases with RII until a threshold value beyond which CV decreases with RII. The processes underlying the nonlinear threshold behavior of MAF and CV are investigated using three reservoir models with different levels of complexity. All models capture the non-linear relationships of MAF and CV with RII, suggesting that the basic flood control function of reservoirs is key to the non-linear relationships. The relative roles of reservoir storage capacity, operation objectives, available storage prior to a flood event, and reservoir inflow pattern are systematically investigated. Our findings may help improve flood-risk assessment and mitigation in regulated river systems at the regional scale.
A new extended H∞ filter for discrete nonlinear systems

Institute of Scientific and Technical Information of China (English)

张永安; 周荻; 段广仁

2004-01-01

Nonlinear estimation problem is investigated in this paper. By extension of a linear H∞ estimation with corrector-predictor form to nonlinear cases, a new extended H∞ filter is proposed for time-varying discretetime nonlinear systems. The new filter has a simple observer structure based on a local linearization model, and can be viewed as a general case of the extended Kalman filter (EKF). An example demonstrates that the new filter with a suitable-chosen prescribed H∞ bound performs better than the EKF.
Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters

KAUST Repository

Hoteit, Ibrahim

2010-09-19

Optimal nonlinear filtering consists of sequentially determining the conditional probability distribution functions (pdf) of the system state, given the information of the dynamical and measurement processes and the previous measurements. Once the pdfs are obtained, one can determine different estimates, for instance, the minimum variance estimate, or the maximum a posteriori estimate, of the system state. It can be shown that, many filters, including the Kalman filter (KF) and the particle filter (PF), can be derived based on this sequential Bayesian estimation framework. In this contribution, we present a Gaussian mixture‐based framework, called the particle Kalman filter (PKF), and discuss how the different EnKF methods can be derived as simplified variants of the PKF. We also discuss approaches to reducing the computational burden of the PKF in order to make it suitable for complex geosciences applications. We use the strongly nonlinear Lorenz‐96 model to illustrate the performance of the PKF.
Nonlinear Kalman Filtering in Affine Term Structure Models

DEFF Research Database (Denmark)

Christoffersen, Peter; Dorion, Christian; Jacobs, Kris

When the relationship between security prices and state variables in dynamic term structure models is nonlinear, existing studies usually linearize this relationship because nonlinear fi…ltering is computationally demanding. We conduct an extensive investigation of this linearization and analyze...... the potential of the unscented Kalman …filter to properly capture nonlinearities. To illustrate the advantages of the unscented Kalman …filter, we analyze the cross section of swap rates, which are relatively simple non-linear instruments, and cap prices, which are highly nonlinear in the states. An extensive...
Threshold effect under nonlinear limitation of the intensity of high-power light

International Nuclear Information System (INIS)

Tereshchenko, S A; Podgaetskii, V M; Gerasimenko, A Yu; Savel'ev, M S

2015-01-01

A model is proposed to describe the properties of limiters of high-power laser radiation, which takes into account the threshold character of nonlinear interaction of radiation with the working medium of the limiter. The generally accepted non-threshold model is a particular case of the threshold model if the threshold radiation intensity is zero. Experimental z-scan data are used to determine the nonlinear optical characteristics of media with carbon nanotubes, polymethine and pyran dyes, zinc selenide, porphyrin-graphene and fullerene-graphene. A threshold effect of nonlinear interaction between laser radiation and some of investigated working media of limiters is revealed. It is shown that the threshold model more adequately describes experimental z-scan data. (nonlinear optical phenomena)
Nonlinear Statistical Signal Processing: A Particle Filtering Approach

International Nuclear Information System (INIS)

Candy, J.

2007-01-01

A introduction to particle filtering is discussed starting with an overview of Bayesian inference from batch to sequential processors. Once the evolving Bayesian paradigm is established, simulation-based methods using sampling theory and Monte Carlo realizations are discussed. Here the usual limitations of nonlinear approximations and non-gaussian processes prevalent in classical nonlinear processing algorithms (e.g. Kalman filters) are no longer a restriction to perform Bayesian inference. It is shown how the underlying hidden or state variables are easily assimilated into this Bayesian construct. Importance sampling methods are then discussed and shown how they can be extended to sequential solutions implemented using Markovian state-space models as a natural evolution. With this in mind, the idea of a particle filter, which is a discrete representation of a probability distribution, is developed and shown how it can be implemented using sequential importance sampling/resampling methods. Finally, an application is briefly discussed comparing the performance of the particle filter designs with classical nonlinear filter implementations
The second order extended Kalman filter and Markov nonlinear filter for data processing in interferometric systems

International Nuclear Information System (INIS)

Ermolaev, P; Volynsky, M

2014-01-01

Recurrent stochastic data processing algorithms using representation of interferometric signal as output of a dynamic system, which state is described by vector of parameters, in some cases are more effective, compared with conventional algorithms. Interferometric signals depend on phase nonlinearly. Consequently it is expedient to apply algorithms of nonlinear stochastic filtering, such as Kalman type filters. An application of the second order extended Kalman filter and Markov nonlinear filter that allows to minimize estimation error is described. Experimental results of signals processing are illustrated. Comparison of the algorithms is presented and discussed.
Perspectives on Nonlinear Filtering

KAUST Repository

Law, Kody

2015-01-01

The solution to the problem of nonlinear filtering may be given either as an estimate of the signal (and ideally some measure of concentration), or as a full posterior distribution. Similarly, one may evaluate the fidelity of the filter either by its ability to track the signal or its proximity to the posterior filtering distribution. Hence, the field enjoys a lively symbiosis between probability and control theory, and there are plenty of applications which benefit from algorithmic advances, from signal processing, to econometrics, to large-scale ocean, atmosphere, and climate modeling. This talk will survey some recent theoretical results involving accurate signal tracking with noise-free (degenerate) dynamics in high-dimensions (infinite, in principle, but say d between 103 and 108 , depending on the size of your application and your computer), and high-fidelity approximations of the filtering distribution in low dimensions (say d between 1 and several 10s).
Perspectives on Nonlinear Filtering

KAUST Repository

Law, Kody

2015-01-07

The solution to the problem of nonlinear filtering may be given either as an estimate of the signal (and ideally some measure of concentration), or as a full posterior distribution. Similarly, one may evaluate the fidelity of the filter either by its ability to track the signal or its proximity to the posterior filtering distribution. Hence, the field enjoys a lively symbiosis between probability and control theory, and there are plenty of applications which benefit from algorithmic advances, from signal processing, to econometrics, to large-scale ocean, atmosphere, and climate modeling. This talk will survey some recent theoretical results involving accurate signal tracking with noise-free (degenerate) dynamics in high-dimensions (infinite, in principle, but say d between 103 and 108 , depending on the size of your application and your computer), and high-fidelity approximations of the filtering distribution in low dimensions (say d between 1 and several 10s).
Implementation of a nonlinear filter for online nuclear counting

International Nuclear Information System (INIS)

Coulon, R.; Dumazert, J.; Kondrasovs, V.; Normand, S.

2016-01-01

Nuclear counting is a challenging task for nuclear instrumentation because of the stochastic nature of radioactivity. Event counting has to be processed and filtered to determine a stable count rate value and perform variation monitoring of the measured event. An innovative approach for nuclear counting is presented in this study, improving response time and maintaining count rate stability. Some nonlinear filters providing a local maximum likelihood estimation of the signal have been recently developed, which have been tested and compared with conventional linear filters. A nonlinear filter thus developed shows significant performance in terms of response time and measurement precision. The filter also presents the specificity of easy embedment into digital signal processor (DSP) electronics based on field-programmable gate arrays (FPGA) or microcontrollers, compatible with real-time requirements. © 2001 Elsevier Science. All rights reserved. - Highlights: • An efficient approach based on nonlinear filtering has been implemented. • The hypothesis test provides a local maximum likelihood estimation of the count rate. • The filter ensures an optimal compromise between precision and response time.

Nonlinear dynamical system identification using unscented Kalman filter

Science.gov (United States)

Rehman, M. Javvad ur; Dass, Sarat Chandra; Asirvadam, Vijanth Sagayan

2016-11-01

Kalman Filter is the most suitable choice for linear state space and Gaussian error distribution from decades. In general practical systems are not linear and Gaussian so these assumptions give inconsistent results. System Identification for nonlinear dynamical systems is a difficult task to perform. Usually, Extended Kalman Filter (EKF) is used to deal with non-linearity in which Jacobian method is used for linearizing the system dynamics, But it has been observed that in highly non-linear environment performance of EKF is poor. Unscented Kalman Filter (UKF) is proposed here as a better option because instead of analytical linearization of state space, UKF performs statistical linearization by using sigma point calculated from deterministic samples. Formation of the posterior distribution is based on the propagation of mean and covariance through sigma points.
Estimation of dynamic reactivity using an H∞ optimal filter with a nonlinear term

International Nuclear Information System (INIS)

Suzuki, Katsuo; Watanabe, Koiti

1996-01-01

A method of nonlinear filtering is applied to the problem of estimating the dynamic reactivity of a nonlinear reactor system. The nonlinear filtering algorithm developed is a simple modification of a linear H ∞ optimal filter with a nonlinear feedback loop added. The linear filter is designed on the basis of a linearized dynamical system model that consists of linearized point reactor kinetic equations and a reactivity state equation driven by a fictitious signal. The latter is artificially introduced to deal with the reactivity as a state variable. The results of the computer simulation show that the nonlinear filtering algorithm can be applied to estimate the dynamic reactivity of the nonlinear reactor system, even under relatively large reactivity disturbances
Bound-Electron Nonlinearity Beyond the Ionization Threshold

Science.gov (United States)

Wahlstrand, J. K.; Zahedpour, S.; Bahl, A.; Kolesik, M.; Milchberg, H. M.

2018-05-01

We present absolute space- and time-resolved measurements of the ultrafast laser-driven nonlinear polarizability in argon, krypton, xenon, nitrogen, and oxygen up to ionization fractions of a few percent. These measurements enable determination of the strongly nonperturbative bound-electron nonlinear polarizability well beyond the ionization threshold, where it is found to remain approximately quadratic in the laser field, a result normally expected at much lower intensities where perturbation theory applies.
Nonlinear control and filtering using differential flatness approaches applications to electromechanical systems

CERN Document Server

Rigatos, Gerasimos G

2015-01-01

This monograph presents recent advances in differential flatness theory and analyzes its use for nonlinear control and estimation. It shows how differential flatness theory can provide solutions to complicated control problems, such as those appearing in highly nonlinear multivariable systems and distributed-parameter systems. Furthermore, it shows that differential flatness theory makes it possible to perform filtering and state estimation for a wide class of nonlinear dynamical systems and provides several descriptive test cases. The book focuses on the design of nonlinear adaptive controllers and nonlinear filters, using exact linearization based on differential flatness theory. The adaptive controllers obtained can be applied to a wide class of nonlinear systems with unknown dynamics, and assure reliable functioning of the control loop under uncertainty and varying operating conditions. The filters obtained outperform other nonlinear filters in terms of accuracy of estimation and computation speed. The bo...
Modeling of memristor-based chaotic systems using nonlinear Wiener adaptive filters based on backslash operator

International Nuclear Information System (INIS)

Zhao, Yibo; Jiang, Yi; Feng, Jiuchao; Wu, Lifu

2016-01-01

Highlights: • A novel nonlinear Wiener adaptive filters based on the backslash operator are proposed. • The identification approach to the memristor-based chaotic systems using the proposed adaptive filters. • The weight update algorithm and convergence characteristics for the proposed adaptive filters are derived. - Abstract: Memristor-based chaotic systems have complex dynamical behaviors, which are characterized as nonlinear and hysteresis characteristics. Modeling and identification of their nonlinear model is an important premise for analyzing the dynamical behavior of the memristor-based chaotic systems. This paper presents a novel nonlinear Wiener adaptive filtering identification approach to the memristor-based chaotic systems. The linear part of Wiener model consists of the linear transversal adaptive filters, the nonlinear part consists of nonlinear adaptive filters based on the backslash operator for the hysteresis characteristics of the memristor. The weight update algorithms for the linear and nonlinear adaptive filters are derived. Final computer simulation results show the effectiveness as well as fast convergence characteristics. Comparing with the adaptive nonlinear polynomial filters, the proposed nonlinear adaptive filters have less identification error.
Comparison of three nonlinear filters for fault detection in continuous glucose monitors.

Science.gov (United States)

Mahmoudi, Zeinab; Wendt, Sabrina Lyngbye; Boiroux, Dimitri; Hagdrup, Morten; Norgaard, Kirsten; Poulsen, Niels Kjolstad; Madsen, Henrik; Jorgensen, John Bagterp

2016-08-01

The purpose of this study is to compare the performance of three nonlinear filters in online drift detection of continuous glucose monitors. The nonlinear filters are the extended Kalman filter (EKF), the unscented Kalman filter (UKF), and the particle filter (PF). They are all based on a nonlinear model of the glucose-insulin dynamics in people with type 1 diabetes. Drift is modelled by a Gaussian random walk and is detected based on the statistical tests of the 90-min prediction residuals of the filters. The unscented Kalman filter had the highest average F score of 85.9%, and the smallest average detection delay of 84.1%, with the average detection sensitivity of 82.6%, and average specificity of 91.0%.
Hierarchical Threshold Adaptive for Point Cloud Filter Algorithm of Moving Surface Fitting

Directory of Open Access Journals (Sweden)

ZHU Xiaoxiao

2018-02-01

Full Text Available In order to improve the accuracy,efficiency and adaptability of point cloud filtering algorithm,a hierarchical threshold adaptive for point cloud filter algorithm of moving surface fitting was proposed.Firstly,the noisy points are removed by using a statistic histogram method.Secondly,the grid index is established by grid segmentation,and the surface equation is set up through the lowest point among the neighborhood grids.The real height and fit are calculated.The difference between the elevation and the threshold can be determined.Finally,in order to improve the filtering accuracy,hierarchical filtering is used to change the grid size and automatically set the neighborhood size and threshold until the filtering result reaches the accuracy requirement.The test data provided by the International Photogrammetry and Remote Sensing Society (ISPRS is used to verify the algorithm.The first and second error and the total error are 7.33%,10.64% and 6.34% respectively.The algorithm is compared with the eight classical filtering algorithms published by ISPRS.The experiment results show that the method has well-adapted and it has high accurate filtering result.
Femtosecond laser damage threshold and nonlinear characterization in bulk transparent SiC materials

International Nuclear Information System (INIS)

DesAutels, G. Logan; Finet, Marc; Ristich, Scott; Whitaker, Matt; Brewer, Chris; Juhl, Shane; Walker, Mark; Powers, Peter

2008-01-01

Semi-insulating and conducting SiC crystalline transparent substrates were studied after being processed by femtosecond (fs) laser radiation (780 nm at 160 fs). Z-scan and damage threshold experiments were performed on both SiC bulk materials to determine each sample's nonlinear and threshold parameters. 'Damage' in this text refers to an index of refraction modification as observed visually under an optical microscope. In addition, a study was performed to understand the damage threshold as a function of numerical aperture. Presented here for the first time, to the best of our knowledge, are the damage threshold, nonlinear index of refraction, and nonlinear absorption measured values
Threshold condition for nonlinear tearing modes in tokamaks

Energy Technology Data Exchange (ETDEWEB)

Zabiego, M.F. [Association Euratom-CEA, Centre d`Etudes de Cadarache, 13 - Saint-Paul-lez-Durance (France). Dept. de Recherches sur la Fusion Controlee; Callen, J.D. [Wisconsin Univ., Madison, WI (United States). Dept. of Nuclear Engineering and Engineering Physics

1996-04-01

Low-mode-number tearing mode nonlinear evolution is analyzed emphasizing the need for a threshold condition, to account for observations in tokamaks. The discussion is illustrated by two models recently introduced in the literature. Introducing a threshold condition in the tearing mode stability analysis is found to reveal some bifurcation points and thus domains of intrinsic stability in the island dynamics operational space. (author). 19 refs.
Threshold condition for nonlinear tearing modes in tokamaks

International Nuclear Information System (INIS)

Zabiego, M.F.; Callen, J.D.

1996-04-01

Low-mode-number tearing mode nonlinear evolution is analyzed emphasizing the need for a threshold condition, to account for observations in tokamaks. The discussion is illustrated by two models recently introduced in the literature. Introducing a threshold condition in the tearing mode stability analysis is found to reveal some bifurcation points and thus domains of intrinsic stability in the island dynamics operational space. (author)
Nonlinear Bayesian filtering and learning: a neuronal dynamics for perception.

Science.gov (United States)

Kutschireiter, Anna; Surace, Simone Carlo; Sprekeler, Henning; Pfister, Jean-Pascal

2017-08-18

The robust estimation of dynamical hidden features, such as the position of prey, based on sensory inputs is one of the hallmarks of perception. This dynamical estimation can be rigorously formulated by nonlinear Bayesian filtering theory. Recent experimental and behavioral studies have shown that animals' performance in many tasks is consistent with such a Bayesian statistical interpretation. However, it is presently unclear how a nonlinear Bayesian filter can be efficiently implemented in a network of neurons that satisfies some minimum constraints of biological plausibility. Here, we propose the Neural Particle Filter (NPF), a sampling-based nonlinear Bayesian filter, which does not rely on importance weights. We show that this filter can be interpreted as the neuronal dynamics of a recurrently connected rate-based neural network receiving feed-forward input from sensory neurons. Further, it captures properties of temporal and multi-sensory integration that are crucial for perception, and it allows for online parameter learning with a maximum likelihood approach. The NPF holds the promise to avoid the 'curse of dimensionality', and we demonstrate numerically its capability to outperform weighted particle filters in higher dimensions and when the number of particles is limited.
A novel extended Kalman filter for a class of nonlinear systems

Institute of Scientific and Technical Information of China (English)

DONG Zhe; YOU Zheng

2006-01-01

Estimation of the state variables of nonlinear systems is one of the fundamental and significant problems in control and signal processing. A new extended Kalman filtering approach for a class of nonlinear discrete-time systems in engineering is presented in this paper. In contrast to the celebrated extended Kalman filter (EKF), there is no linearization operation in the design procedure of the filter, and the parameters of the filter are obtained through minimizing a proper upper bound of the mean-square estimation error. Simulation results show that this filter can provide higher estimation precision than that provided by the EKF.
Non-linear and signal energy optimal asymptotic filter design

Directory of Open Access Journals (Sweden)

Josef Hrusak

2003-10-01

Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.
Particle Kalman Filtering: A Nonlinear Bayesian Framework for Ensemble Kalman Filters*

KAUST Repository

Hoteit, Ibrahim; Luo, Xiaodong; Pham, Dinh-Tuan

2012-01-01

introduce a resampling step to the PEnKF in order to reduce the risk of weights collapse and improve the performance of the filter. Numerical experiments with the strongly nonlinear Lorenz-96 model are presented and discussed.
An improved fuzzy Kalman filter for state estimation of nonlinear systems

International Nuclear Information System (INIS)

Zhou, Z-J; Hu, C-H; Chen, L; Zhang, B-C

2008-01-01

The extended fuzzy Kalman filter (EFKF) is developed recently and used for state estimation of the nonlinear systems with uncertainty. Based on extension of the orthogonality principle and the extended fuzzy Kalman filter, an improved fuzzy Kalman filters (IFKF) is proposed in this paper, which is more applicable and can deal with the state estimation of the nonlinear systems better than the EFKF. A simulation study is provided to verify the efficiency of the proposed method
A nonlinear filtering algorithm for denoising HR(S)TEM micrographs

International Nuclear Information System (INIS)

Du, Hongchu

2015-01-01

Noise reduction of micrographs is often an essential task in high resolution (scanning) transmission electron microscopy (HR(S)TEM) either for a higher visual quality or for a more accurate quantification. Since HR(S)TEM studies are often aimed at resolving periodic atomistic columns and their non-periodic deviation at defects, it is important to develop a noise reduction algorithm that can simultaneously handle both periodic and non-periodic features properly. In this work, a nonlinear filtering algorithm is developed based on widely used techniques of low-pass filter and Wiener filter, which can efficiently reduce noise without noticeable artifacts even in HR(S)TEM micrographs with contrast of variation of background and defects. The developed nonlinear filtering algorithm is particularly suitable for quantitative electron microscopy, and is also of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM. - Highlights: • A nonlinear filtering algorithm for denoising HR(S)TEM images is developed. • It can simultaneously handle both periodic and non-periodic features properly. • It is particularly suitable for quantitative electron microscopy. • It is of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM
Nonlinear Filtering with IMM Algorithm for Ultra-Tight GPS/INS Integration

Directory of Open Access Journals (Sweden)

Dah-Jing Jwo

2013-05-01

Full Text Available Abstract This paper conducts a performance evaluation for the ultra-tight integration of a Global positioning system (GPS and an inertial navigation system (INS, using nonlinear filtering approaches with an interacting multiple model (IMM algorithm. An ultra-tight GPS/INS architecture involves the integration of in-phase and quadrature components from the correlator of a GPS receiver with INS data. An unscented Kalman filter (UKF, which employs a set of sigma points by deterministic sampling, avoids the error caused by linearization as in an extended Kalman filter (EKF. Based on the filter structural adaptation for describing various dynamic behaviours, the IMM nonlinear filtering provides an alternative for designing the adaptive filter in the ultra-tight GPS/INS integration. The use of IMM enables tuning of an appropriate value for the process of noise covariance so as to maintain good estimation accuracy and tracking capability. Two examples are provided to illustrate the effectiveness of the design and demonstrate the effective improvement in navigation estimation accuracy. A performance comparison among various filtering methods for ultra-tight integration of GPS and INS is also presented. The IMM based nonlinear filtering approach demonstrates the effectiveness of the algorithm for improved positioning performance.
NONLINEAR FILTER METHOD OF GPS DYNAMIC POSITIONING BASED ON BANCROFT ALGORITHM

Institute of Scientific and Technical Information of China (English)

ZHANGQin; TAOBen-zao; ZHAOChao-ying; WANGLi

2005-01-01

Because of the ignored items after linearization, the extended Kalman filter (EKF) becomes a form of suboptimal gradient descent algorithm. The emanative tendency exists in GPS solution when the filter equations are ill-posed. The deviation in the estimation cannot be avoided. Furthermore, the true solution may be lost in pseudorange positioning because the linearized pseudorange equations are partial solutions. To solve the above problems in GPS dynamic positioning by using EKF, a closed-form Kalman filter method called the two-stage algorithm is presented for the nonlinear algebraic solution of GPS dynamic positioning based on the global nonlinear least squares closed algorithm--Bancroft numerical algorithm of American. The method separates the spatial parts from temporal parts during processing the GPS filter problems, and solves the nonlinear GPS dynamic positioning, thus getting stable and reliable dynamic positioning solutions.
Ensemble-based Kalman Filters in Strongly Nonlinear Dynamics

Institute of Scientific and Technical Information of China (English)

Zhaoxia PU; Joshua HACKER

2009-01-01

This study examines the effectiveness of ensemble Kalman filters in data assimilation with the strongly nonlinear dynamics of the Lorenz-63 model, and in particular their use in predicting the regime transition that occurs when the model jumps from one basin of attraction to the other. Four configurations of the ensemble-based Kalman filtering data assimilation techniques, including the ensemble Kalman filter, ensemble adjustment Kalman filter, ensemble square root filter and ensemble transform Kalman filter, are evaluated with their ability in predicting the regime transition (also called phase transition) and also are compared in terms of their sensitivity to both observational and sampling errors. The sensitivity of each ensemble-based filter to the size of the ensemble is also examined.
Nonlinear image filtering within IDP++

Energy Technology Data Exchange (ETDEWEB)

Lehman, S.K.; Wieting, M.G.; Brase, J.M.

1995-02-09

IDP++, image and data processing in C++, is a set of a signal processing libraries written in C++. It is a multi-dimension (up to four dimensions), multi-data type (implemented through templates) signal processing extension to C++. IDP++ takes advantage of the object-oriented compiler technology to provide ``information hiding.`` Users need only know C, not C++. Signals or data sets are treated like any other variable with a defined set of operators and functions. We here some examples of the nonlinear filter library within IDP++. Specifically, the results of MIN, MAX median, {alpha}-trimmed mean, and edge-trimmed mean filters as applied to a real aperture radar (RR) and synthetic aperture radar (SAR) data set.

A Nonlinear Adaptive Filter for Gyro Thermal Bias Error Cancellation

Science.gov (United States)

Galante, Joseph M.; Sanner, Robert M.

2012-01-01

Deterministic errors in angular rate gyros, such as thermal biases, can have a significant impact on spacecraft attitude knowledge. In particular, thermal biases are often the dominant error source in MEMS gyros after calibration. Filters, such as J\\,fEKFs, are commonly used to mitigate the impact of gyro errors and gyro noise on spacecraft closed loop pointing accuracy, but often have difficulty in rapidly changing thermal environments and can be computationally expensive. In this report an existing nonlinear adaptive filter is used as the basis for a new nonlinear adaptive filter designed to estimate and cancel thermal bias effects. A description of the filter is presented along with an implementation suitable for discrete-time applications. A simulation analysis demonstrates the performance of the filter in the presence of noisy measurements and provides a comparison with existing techniques.
Linear theory for filtering nonlinear multiscale systems with model error.

Science.gov (United States)

Berry, Tyrus; Harlim, John

2014-07-08

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering
3D early embryogenesis image filtering by nonlinear partial differential equations.

Science.gov (United States)

Krivá, Z; Mikula, K; Peyriéras, N; Rizzi, B; Sarti, A; Stasová, O

2010-08-01

We present nonlinear diffusion equations, numerical schemes to solve them and their application for filtering 3D images obtained from laser scanning microscopy (LSM) of living zebrafish embryos, with a goal to identify the optimal filtering method and its parameters. In the large scale applications dealing with analysis of 3D+time embryogenesis images, an important objective is a correct detection of the number and position of cell nuclei yielding the spatio-temporal cell lineage tree of embryogenesis. The filtering is the first and necessary step of the image analysis chain and must lead to correct results, removing the noise, sharpening the nuclei edges and correcting the acquisition errors related to spuriously connected subregions. In this paper we study such properties for the regularized Perona-Malik model and for the generalized mean curvature flow equations in the level-set formulation. A comparison with other nonlinear diffusion filters, like tensor anisotropic diffusion and Beltrami flow, is also included. All numerical schemes are based on the same discretization principles, i.e. finite volume method in space and semi-implicit scheme in time, for solving nonlinear partial differential equations. These numerical schemes are unconditionally stable, fast and naturally parallelizable. The filtering results are evaluated and compared first using the Mean Hausdorff distance between a gold standard and different isosurfaces of original and filtered data. Then, the number of isosurface connected components in a region of interest (ROI) detected in original and after the filtering is compared with the corresponding correct number of nuclei in the gold standard. Such analysis proves the robustness and reliability of the edge preserving nonlinear diffusion filtering for this type of data and lead to finding the optimal filtering parameters for the studied models and numerical schemes. Further comparisons consist in ability of splitting the very close objects which
Implementation of non-linear filters for iterative penalized maximum likelihood image reconstruction

International Nuclear Information System (INIS)

Liang, Z.; Gilland, D.; Jaszczak, R.; Coleman, R.

1990-01-01

In this paper, the authors report on the implementation of six edge-preserving, noise-smoothing, non-linear filters applied in image space for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The non-linear smoothing filters implemented were the median filter, the E 6 filter, the sigma filter, the edge-line filter, the gradient-inverse filter, and the 3-point edge filter with gradient-inverse filter, and the 3-point edge filter with gradient-inverse weight. A 3 x 3 window was used for all these filters. The best image obtained, by viewing the profiles through the image in terms of noise-smoothing, edge-sharpening, and contrast, was the one smoothed with the 3-point edge filter. The computation time for the smoothing was less than 1% of one iteration, and the memory space for the smoothing was negligible. These images were compared with the results obtained using Bayesian analysis
Sampling strong tracking nonlinear unscented Kalman filter and its application in eye tracking

International Nuclear Information System (INIS)

Zu-Tao, Zhang; Jia-Shu, Zhang

2010-01-01

The unscented Kalman filter is a developed well-known method for nonlinear motion estimation and tracking. However, the standard unscented Kalman filter has the inherent drawbacks, such as numerical instability and much more time spent on calculation in practical applications. In this paper, we present a novel sampling strong tracking nonlinear unscented Kalman filter, aiming to overcome the difficulty in nonlinear eye tracking. In the above proposed filter, the simplified unscented transform sampling strategy with n + 2 sigma points leads to the computational efficiency, and suboptimal fading factor of strong tracking filtering is introduced to improve robustness and accuracy of eye tracking. Compared with the related unscented Kalman filter for eye tracking, the proposed filter has potential advantages in robustness, convergence speed, and tracking accuracy. The final experimental results show the validity of our method for eye tracking under realistic conditions. (classical areas of phenomenology)
Nonlinear stochastic systems with incomplete information filtering and control

CERN Document Server

Shen, Bo; Shu, Huisheng

2013-01-01

Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missing measurements; sensor delays and saturation; quantization effects; and signal sampling. Divided into three parts, the text begins with a focus on H∞ filtering and control problems associated with general classes of nonlinear stochastic discrete-time systems. Filtering problems are considered in the second part, and in the third the theory and techniques previously developed are applied to the solution of issues arising in complex networks with the design of sampled-data-based controllers and filters. Among its highlights, the text provides: · a unified framework for handling filtering and control problems in complex communication networks with limited bandwidth; · new concepts such as random sensor and signal saturations for more realistic modeling; and · demonstration of the use of techniques such...
Exploiting nonlinearities of micro-machined resonators for filtering applications

KAUST Repository

Ilyas, Saad

2017-06-21

We demonstrate the exploitation of the nonlinear behavior of two electrically coupled microbeam resonators to realize a band-pass filter. More specifically, we combine their nonlinear hardening and softening responses to realize a near flat pass band filter with sharp roll-off characteristics. The device is composed of two near identical doubly clamped and electrostatically actuated microbeams made of silicon. One of the resonators is buckled via thermal loading to produce a softening frequency response. It is then further tuned to create the desired overlap with the second resonator response of hardening behavior. This overlapping improves the pass band flatness. Also, the sudden jumps due to the softening and hardening behaviors create sharp roll-off characteristics. This approach can be promising for the future generation of filters with superior characteristics.
Exploiting nonlinearities of micro-machined resonators for filtering applications

KAUST Repository

Ilyas, Saad; Chappanda, K. N.; Younis, Mohammad I.

2017-01-01

We demonstrate the exploitation of the nonlinear behavior of two electrically coupled microbeam resonators to realize a band-pass filter. More specifically, we combine their nonlinear hardening and softening responses to realize a near flat pass band filter with sharp roll-off characteristics. The device is composed of two near identical doubly clamped and electrostatically actuated microbeams made of silicon. One of the resonators is buckled via thermal loading to produce a softening frequency response. It is then further tuned to create the desired overlap with the second resonator response of hardening behavior. This overlapping improves the pass band flatness. Also, the sudden jumps due to the softening and hardening behaviors create sharp roll-off characteristics. This approach can be promising for the future generation of filters with superior characteristics.
Nonlinear performance characterization in an eight-pole quasi-elliptic bandpass filter

International Nuclear Information System (INIS)

Mateu, J; Collado, C; Menendez, O; O'Callaghan, J M

2004-01-01

In this work we predict the nonlinear behaviour of an eight-pole quasi-elliptic bandpass high temperature superconducting (HTS) filter with an equivalent circuit extracted from intermodulation measurements performed at the centre of the filter passband. We present measurements that show that the equivalent circuit is able to predict the intermodulation products produced by the filter when driven by two in-band or out-of-band sinusoidal signals. Numerical techniques based on harmonic balance are used to extract the elements of the equivalent circuit and to simulate its nonlinear performance
Effects of closed immersion filtered water flow velocity on the ablation threshold of bisphenol A polycarbonate during excimer laser machining

International Nuclear Information System (INIS)

Dowding, Colin; Lawrence, Jonathan

2010-01-01

A closed flowing thick film filtered water immersion technique ensures a controlled geometry for both the optical interfaces of the flowing liquid film and allows repeatable control of flow-rate during machining. This has the action of preventing splashing, ensures repeatable machining conditions and allows control of liquid flow velocity. To investigate the impact of this technique on ablation threshold, bisphenol A polycarbonate samples have been machined using KrF excimer laser radiation passing through a medium of filtered water flowing at a number of flow velocities, that are controllable by modifying the liquid flow-rates. An average decrease in ablation threshold of 7.5% when using turbulent flow velocity regime closed thick film filtered water immersed ablation, compared to ablation using a similar beam in ambient air; however, the use of laminar flow velocities resulted in negligible differences between closed flowing thick film filtered water immersion and ambient air. Plotting the recorded threshold fluence achieved with varying flow velocity showed that an optimum flow velocity of 3.00 m/s existed which yielded a minimum ablation threshold of 112 mJ/cm 2 . This is attributed to the distortion of the ablation plume effected by the flowing immersion fluid changing the ablation mechanism: at laminar flow velocities Bremsstrahlung attenuation decreases etch rate, at excessive flow velocities the plume is completely destroyed, removing the effect of plume etching. Laminar flow velocity regime ablation is limited by slow removal of debris causing a non-linear etch rate over 'n' pulses which is a result of debris produced by one pulse remaining suspended over the feature for the next pulse. The impact of closed thick film filtered water immersed ablation is dependant upon beam fluence: high fluence beams achieved greater etch efficiency at high flow velocities as the effect of Bremsstrahlung attenuation is removed by the action of the fluid on the plume; low
Filtering Non-Linear Transfer Functions on Surfaces.

Science.gov (United States)

Heitz, Eric; Nowrouzezahrai, Derek; Poulin, Pierre; Neyret, Fabrice

2014-07-01

Applying non-linear transfer functions and look-up tables to procedural functions (such as noise), surface attributes, or even surface geometry are common strategies used to enhance visual detail. Their simplicity and ability to mimic a wide range of realistic appearances have led to their adoption in many rendering problems. As with any textured or geometric detail, proper filtering is needed to reduce aliasing when viewed across a range of distances, but accurate and efficient transfer function filtering remains an open problem for several reasons: transfer functions are complex and non-linear, especially when mapped through procedural noise and/or geometry-dependent functions, and the effects of perspective and masking further complicate the filtering over a pixel's footprint. We accurately solve this problem by computing and sampling from specialized filtering distributions on the fly, yielding very fast performance. We investigate the case where the transfer function to filter is a color map applied to (macroscale) surface textures (like noise), as well as color maps applied according to (microscale) geometric details. We introduce a novel representation of a (potentially modulated) color map's distribution over pixel footprints using Gaussian statistics and, in the more complex case of high-resolution color mapped microsurface details, our filtering is view- and light-dependent, and capable of correctly handling masking and occlusion effects. Our approach can be generalized to filter other physical-based rendering quantities. We propose an application to shading with irradiance environment maps over large terrains. Our framework is also compatible with the case of transfer functions used to warp surface geometry, as long as the transformations can be represented with Gaussian statistics, leading to proper view- and light-dependent filtering results. Our results match ground truth and our solution is well suited to real-time applications, requires only a few
Nonlinear Vibration Signal Tracking of Large Offshore Bridge Stayed Cable Based on Particle Filter

Directory of Open Access Journals (Sweden)

Ye Qingwei

2015-12-01

Full Text Available The stayed cables are key stress components of large offshore bridge. The fault detection of stayed cable is very important for safe of large offshore bridge. A particle filter model and algorithm of nonlinear vibration signal are used in this paper. Firstly, the particle filter model of stayed cable of large offshore bridge is created. Nonlinear dynamic model of the stayed-cable and beam coupling system is dispersed in temporal dimension by using the finite difference method. The discrete nonlinear vibration equations of any cable element are worked out. Secondly, a state equation of particle filter is fitted by least square algorithm from the discrete nonlinear vibration equations. So the particle filter algorithm can use the accurate state equations. Finally, the particle filter algorithm is used to filter the vibration signal of bridge stayed cable. According to the particle filter, the de-noised vibration signal can be tracked and be predicted for a short time accurately. Many experiments are done at some actual bridges. The simulation experiments and the actual experiments on the bridge stayed cables are all indicating that the particle filter algorithm in this paper has good performance and works stably.
Method and system for training dynamic nonlinear adaptive filters which have embedded memory

Science.gov (United States)

Rabinowitz, Matthew (Inventor)

2002-01-01

Described herein is a method and system for training nonlinear adaptive filters (or neural networks) which have embedded memory. Such memory can arise in a multi-layer finite impulse response (FIR) architecture, or an infinite impulse response (IIR) architecture. We focus on filter architectures with separate linear dynamic components and static nonlinear components. Such filters can be structured so as to restrict their degrees of computational freedom based on a priori knowledge about the dynamic operation to be emulated. The method is detailed for an FIR architecture which consists of linear FIR filters together with nonlinear generalized single layer subnets. For the IIR case, we extend the methodology to a general nonlinear architecture which uses feedback. For these dynamic architectures, we describe how one can apply optimization techniques which make updates closer to the Newton direction than those of a steepest descent method, such as backpropagation. We detail a novel adaptive modified Gauss-Newton optimization technique, which uses an adaptive learning rate to determine both the magnitude and direction of update steps. For a wide range of adaptive filtering applications, the new training algorithm converges faster and to a smaller value of cost than both steepest-descent methods such as backpropagation-through-time, and standard quasi-Newton methods. We apply the algorithm to modeling the inverse of a nonlinear dynamic tracking system 5, as well as a nonlinear amplifier 6.
Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

Science.gov (United States)

Zhu, Yanqui; Cohn, Stephen E.; Todling, Ricardo

1999-01-01

The Kalman filter is the optimal filter in the presence of known gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions. Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz model as well as more realistic models of the means and atmosphere. A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter situations to allow for correct update of the ensemble members. The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to be quite puzzling in that results state estimates are worse than for their filter analogue. In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use the Lorenz model to test and compare the behavior of a variety of implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.
Nonlinear Principal Component Analysis Using Strong Tracking Filter

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

The paper analyzes the problem of blind source separation (BSS) based on the nonlinear principal component analysis (NPCA) criterion. An adaptive strong tracking filter (STF) based algorithm was developed, which is immune to system model mismatches. Simulations demonstrate that the algorithm converges quickly and has satisfactory steady-state accuracy. The Kalman filtering algorithm and the recursive leastsquares type algorithm are shown to be special cases of the STF algorithm. Since the forgetting factor is adaptively updated by adjustment of the Kalman gain, the STF scheme provides more powerful tracking capability than the Kalman filtering algorithm and recursive least-squares algorithm.
Novel threshold pressure sensors based on nonlinear dynamics of MEMS resonators

Science.gov (United States)

Hasan, Mohammad H.; Alsaleem, Fadi M.; Ouakad, Hassen M.

2018-06-01

Triggering an alarm in a car for low air-pressure in the tire or tripping an HVAC compressor if the refrigerant pressure is lower than a threshold value are examples for applications where measuring the amount of pressure is not as important as determining if the pressure has exceeded a threshold value for an action to occur. Unfortunately, current technology still relies on analog pressure sensors to perform this functionality by adding a complex interface (extra circuitry, controllers, and/or decision units). In this paper, we demonstrate two new smart tunable-threshold pressure switch concepts that can reduce the complexity of a threshold pressure sensor. The first concept is based on the nonlinear subharmonic resonance of a straight double cantilever microbeam with a proof mass and the other concept is based on the snap-through bi-stability of a clamped-clamped MEMS shallow arch. In both designs, the sensor operation concept is simple. Any actuation performed at a certain pressure lower than a threshold value will activate a nonlinear dynamic behavior (subharmonic resonance or snap-through bi-stability) yielding a large output that would be interpreted as a logic value of ONE, or ON. Once the pressure exceeds the threshold value, the nonlinear response ceases to exist, yielding a small output that would be interpreted as a logic value of ZERO, or OFF. A lumped, single degree of freedom model for the double cantilever beam, that is validated using experimental data, and a continuous beam model for the arch beam, are used to simulate the operation range of the proposed sensors by identifying the relationship between the excitation signal and the critical cut-off pressure.
A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise

Directory of Open Access Journals (Sweden)

Vidyadhar Mandrekar

2011-01-01

Full Text Available A Bayes-type formula is derived for the nonlinear filter where the observation contains both general Gaussian noise as well as Cox noise whose jump intensity depends on the signal. This formula extends the well-known Kallianpur-Striebel formula in the classical non-linear filter setting. We also discuss Zakai-type equations for both the unnormalized conditional distribution as well as unnormalized conditional density in case the signal is a Markovian jump diffusion.
A novel strong tracking finite-difference extended Kalman filter for nonlinear eye tracking

Institute of Scientific and Technical Information of China (English)

ZHANG ZuTao; ZHANG JiaShu

2009-01-01

Non-Intrusive methods for eye tracking are Important for many applications of vision-based human computer interaction. However, due to the high nonlinearity of eye motion, how to ensure the robust-ness of external interference and accuracy of eye tracking poses the primary obstacle to the integration of eye movements into today's interfaces. In this paper, we present a strong tracking finite-difference extended Kalman filter algorithm, aiming to overcome the difficulty In modeling nonlinear eye tracking. In filtering calculation, strong tracking factor is introduced to modify a priori covariance matrix and im-prove the accuracy of the filter. The filter uses finite-difference method to calculate partial derivatives of nonlinear functions for eye tracking. The latest experimental results show the validity of our method for eye tracking under realistic conditions.
Particle Kalman Filtering: A Nonlinear Framework for Ensemble Kalman Filters

KAUST Repository

Hoteit, Ibrahim; Luo, Xiaodong; Pham, Dinh-Tuan; Moroz, Irene M.

2010-01-01

In this contribution, we present a Gaussian mixture‐based framework, called the particle Kalman filter (PKF), and discuss how the different EnKF methods can be derived as simplified variants of the PKF. We also discuss approaches to reducing the computational burden of the PKF in order to make it suitable for complex geosciences applications. We use the strongly nonlinear Lorenz‐96 model to illustrate the performance of the PKF.
Nonlinear consider covariance analysis using a sigma-point filter formulation

Science.gov (United States)

Lisano, Michael E.

2006-01-01

The research reported here extends the mathematical formulation of nonlinear, sigma-point estimators to enable consider covariance analysis for dynamical systems. This paper presents a novel sigma-point consider filter algorithm, for consider-parameterized nonlinear estimation, following the unscented Kalman filter (UKF) variation on the sigma-point filter formulation, which requires no partial derivatives of dynamics models or measurement models with respect to the parameter list. It is shown that, consistent with the attributes of sigma-point estimators, a consider-parameterized sigma-point estimator can be developed entirely without requiring the derivation of any partial-derivative matrices related to the dynamical system, the measurements, or the considered parameters, which appears to be an advantage over the formulation of a linear-theory sequential consider estimator. It is also demonstrated that a consider covariance analysis performed with this 'partial-derivative-free' formulation yields equivalent results to the linear-theory consider filter, for purely linear problems.

Hybrid three-dimensional variation and particle filtering for nonlinear systems

International Nuclear Information System (INIS)

Leng Hong-Ze; Song Jun-Qiang

2013-01-01

This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations. We present a hybrid three-dimensional variation (3DVar) and particle piltering (PF) method, which combines the advantages of 3DVar and particle-based filters. By minimizing the cost function, this approach will produce a better proposal distribution of the state. Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme. The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering (EnKF) and the standard PF, especially in highly nonlinear systems
Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter

DEFF Research Database (Denmark)

Andreasen, Martin Møller

This paper shows how non-linear DSGE models with potential non-normal shocks can be estimated by Quasi-Maximum Likelihood based on the Central Difference Kalman Filter (CDKF). The advantage of this estimator is that evaluating the quasi log-likelihood function only takes a fraction of a second....... The second contribution of this paper is to derive a new particle filter which we term the Mean Shifted Particle Filter (MSPFb). We show that the MSPFb outperforms the standard Particle Filter by delivering more precise state estimates, and in general the MSPFb has lower Monte Carlo variation in the reported...
Nonlinear stochastic systems with network-induced phenomena recursive filtering and sliding-mode design

CERN Document Server

Hu, Jun; Gao, Huijun

2014-01-01

This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties.The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects
Threshold condition for nonlinear tearing modes in tokamaks

International Nuclear Information System (INIS)

Zabiego, M.F.; Callen, J.D.

1996-03-01

Low-mode-number tearing, mode nonlinear evolution is analyzed emphasizing the need for a threshold condition, to account for observations in tokamaks. The discussion is illustrated by two models recently introduced in the literature. The models can be compared with the available data and/or serve as a basis for planning some experiments in order to either test theory (by means of beta-limit scaling laws, as proposed in this paper) or attempt to control undesirable tearing modes. Introducing a threshold condition in the tearing mode stability analysis is found to reveal some bifurcation points and thus domains of intrinsic stability in the island dynamics operational space
Distributed Event-Based Set-Membership Filtering for a Class of Nonlinear Systems With Sensor Saturations Over Sensor Networks.

Science.gov (United States)

Ma, Lifeng; Wang, Zidong; Lam, Hak-Keung; Kyriakoulis, Nikos

2017-11-01

In this paper, the distributed set-membership filtering problem is investigated for a class of discrete time-varying system with an event-based communication mechanism over sensor networks. The system under consideration is subject to sector-bounded nonlinearity, unknown but bounded noises and sensor saturations. Each intelligent sensing node transmits the data to its neighbors only when certain triggering condition is violated. By means of a set of recursive matrix inequalities, sufficient conditions are derived for the existence of the desired distributed event-based filter which is capable of confining the system state in certain ellipsoidal regions centered at the estimates. Within the established theoretical framework, two additional optimization problems are formulated: one is to seek the minimal ellipsoids (in the sense of matrix trace) for the best filtering performance, and the other is to maximize the triggering threshold so as to reduce the triggering frequency with satisfactory filtering performance. A numerically attractive chaos algorithm is employed to solve the optimization problems. Finally, an illustrative example is presented to demonstrate the effectiveness and applicability of the proposed algorithm.
Nonlinear Filtering Techniques Comparison for Battery State Estimation

Directory of Open Access Journals (Sweden)

Aspasia Papazoglou

2014-09-01

Full Text Available The performance of estimation algorithms is vital for the correct functioning of batteries in electric vehicles, as poor estimates will inevitably jeopardize the operations that rely on un-measurable quantities, such as State of Charge and State of Health. This paper compares the performance of three nonlinear estimation algorithms: the Extended Kalman Filter, the Unscented Kalman Filter and the Particle Filter, where a lithium-ion cell model is considered. The effectiveness of these algorithms is measured by their ability to produce accurate estimates against their computational complexity in terms of number of operations and execution time required. The trade-offs between estimators' performance and their computational complexity are analyzed.
Non-linear feedback control of the p53 protein-mdm2 inhibitor system using the derivative-free non-linear Kalman filter.

Science.gov (United States)

Rigatos, Gerasimos G

2016-06-01

It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.
The Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

Science.gov (United States)

Zhu, Yanqiu; Cohn, Stephen E.; Todling, Ricardo

1999-01-01

The Kalman filter is the optimal filter in the presence of known Gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions (e.g., Miller 1994). Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz (1963) model as well as more realistic models of the oceans (Evensen and van Leeuwen 1996) and atmosphere (Houtekamer and Mitchell 1998). A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter equations to allow for correct update of the ensemble members (Burgers 1998). The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to quite puzzling in that results of state estimate are worse than for their filter analogue (Evensen 1997). In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use Lorenz (1963) model to test and compare the behavior of a variety implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.
Interaction of Lyapunov vectors in the formulation of the nonlinear extension of the Kalman filter.

Science.gov (United States)

Palatella, Luigi; Trevisan, Anna

2015-04-01

When applied to strongly nonlinear chaotic dynamics the extended Kalman filter (EKF) is prone to divergence due to the difficulty of correctly forecasting the forecast error probability density function. In operational forecasting applications ensemble Kalman filters circumvent this problem with empirical procedures such as covariance inflation. This paper presents an extension of the EKF that includes nonlinear terms in the evolution of the forecast error estimate. This is achieved starting from a particular square-root implementation of the EKF with assimilation confined in the unstable subspace (EKF-AUS), that is, the span of the Lyapunov vectors with non-negative exponents. When the error evolution is nonlinear, the space where it is confined is no more restricted to the unstable and neutral subspace causing filter divergence. The algorithm presented here, denominated EKF-AUS-NL, includes the nonlinear terms in the error dynamics: These result from the nonlinear interaction among the leading Lyapunov vectors and account for all directions where the error growth may take place. Numerical results show that with the nonlinear terms included, filter divergence can be avoided. We test the algorithm on the Lorenz96 model, showing very promising results.
The Use of Nonlinear Constitutive Equations to Evaluate Draw Resistance and Filter Ventilation

Directory of Open Access Journals (Sweden)

Eitzinger B

2014-12-01

Full Text Available This study investigates by nonlinear constitutive equations the influence of tipping paper, cigarette paper, filter, and tobacco rod on the degree of filter ventilation and draw resistance. Starting from the laws of conservation, the path to the theory of fluid dynamics in porous media and Darcy's law is reviewed and, as an extension to Darcy's law, two different nonlinear pressure drop-flow relations are proposed. It is proven that these relations are valid constitutive equations and the partial differential equations for the stationary flow in an unlit cigarette covering anisotropic, inhomogeneous and nonlinear behaviour are derived. From these equations a system of ordinary differential equations for the one-dimensional flow in the cigarette is derived by averaging pressure and velocity over the cross section of the cigarette. By further integration, the concept of an electrical analog is reached and discussed in the light of nonlinear pressure drop-flow relations. By numerical calculations based on the system of ordinary differential equations, it is shown that the influence of nonlinearities cannot be neglected because variations in the degree of filter ventilation can reach up to 20% of its nominal value.
Identification of chaotic memristor systems based on piecewise adaptive Legendre filters

International Nuclear Information System (INIS)

Zhao, Yibo; Zhang, Xiuzai; Xu, Jin; Guo, Yecai

2015-01-01

Memristor is a nonlinear device, which plays an important role in the design and implementation of chaotic systems. In order to be able to understand in-depth the complex nonlinear dynamic behaviors in chaotic memristor systems, modeling or identification of its nonlinear model is very important premise. This paper presents a chaotic memristor system identification method based on piecewise adaptive Legendre filters. The threshold decomposition is carried out for the input vector, and also the input signal subintervals via decomposition satisfy the convergence condition of the adaptive Legendre filters. Then the adaptive Legendre filter structure and adaptive weight update algorithm are derived. Final computer simulation results show the effectiveness as well as fast convergence characteristics.
Effects of noise, nonlinear processing, and linear filtering on perceived music quality.

Science.gov (United States)

Arehart, Kathryn H; Kates, James M; Anderson, Melinda C

2011-03-01

The purpose of this study was to determine the relative impact of different forms of hearing aid signal processing on quality ratings of music. Music quality was assessed using a rating scale for three types of music: orchestral classical music, jazz instrumental, and a female vocalist. The music stimuli were subjected to a wide range of simulated hearing aid processing conditions including, (1) noise and nonlinear processing, (2) linear filtering, and (3) combinations of noise, nonlinear, and linear filtering. Quality ratings were measured in a group of 19 listeners with normal hearing and a group of 15 listeners with sensorineural hearing impairment. Quality ratings in both groups were generally comparable, were reliable across test sessions, were impacted more by noise and nonlinear signal processing than by linear filtering, and were significantly affected by the genre of music. The average quality ratings for music were reasonably well predicted by the hearing aid speech quality index (HASQI), but additional work is needed to optimize the index to the wide range of music genres and processing conditions included in this study.
Hollywood log-homotopy: movies of particle flow for nonlinear filters

Science.gov (United States)

Daum, Fred; Huang, Jim

2011-06-01

In this paper we show five movies of particle flow to provide insight and intuition about this new algorithm. The particles flow solves the well known and important problem of particle degeneracy. Bayes' rule is implemented by particle flow rather than as a pointwise multiplication. This theory is roughly seven orders of magnitude faster than standard particle filters, and it often beats the extended Kalman filter by two orders of magnitude in accuracy for difficult nonlinear problems.
Two-stage nonlinear filter for processing of scintigrams

International Nuclear Information System (INIS)

Pistor, P.; Hoener, J.; Walch, G.

1973-01-01

Linear filters which have been successfully used to process scintigrams can be modified in a meaningful manner by a preceding non-linear point operator, the Anscombe-transform. The advantages are: The scintigraphic noise becomes quasi-stationary and thus independent of the image. By these means the noise can be readily allowed for in the design of the convolutional operators. Transformed images with a stationary signal-to-noise ratio and a non-constant background t correspond to untransformed images with a signal-to-noise ratio that varies in certain limits. The filter chain automatically adapts to these changes. Our filter has the advantage over the majority of space-varying filters of being realizable by Fast Fourier Transform techniques. These advantages have to be paid for by reduced signal amplitude to background ratios. If the background is known, this shortcoming can be easily by-passed by processing trendfree scintigrams. If not, the filter chain should be completed by a third operator which reverses the Anscombe-transform. The Anscombe-transform influences the signal-to-noise ratio of cold spots and of hot spots in a different way. It remains an open question if this fact can be utilized to directly influence the detectability of the different kinds of spots
Gas Path Health Monitoring for a Turbofan Engine Based on a Nonlinear Filtering Approach

Directory of Open Access Journals (Sweden)

Yiqiu Lv

2013-01-01

Full Text Available Different approaches for gas path performance estimation of dynamic systems are commonly used, the most common being the variants of the Kalman filter. The extended Kalman filter (EKF method is a popular approach for nonlinear systems which combines the traditional Kalman filtering and linearization techniques to effectively deal with weakly nonlinear and non-Gaussian problems. Its mathematical formulation is based on the assumption that the probability density function (PDF of the state vector can be approximated to be Gaussian. Recent investigations have focused on the particle filter (PF based on Monte Carlo sampling algorithms for tackling strong nonlinear and non-Gaussian models. Considering the aircraft engine is a complicated machine, operating under a harsh environment, and polluted by complex noises, the PF might be an available way to monitor gas path health for aircraft engines. Up to this point in time a number of Kalman filtering approaches have been used for aircraft turbofan engine gas path health estimation, but the particle filters have not been used for this purpose and a systematic comparison has not been published. This paper presents gas path health monitoring based on the PF and the constrained extend Kalman particle filter (cEKPF, and then compares the estimation accuracy and computational effort of these filters to the EKF for aircraft engine performance estimation under rapid faults and general deterioration. Finally, the effects of the constraint mechanism and particle number on the cEKPF are discussed. We show in this paper that the cEKPF outperforms the EKF, PF and EKPF, and conclude that the cEKPF is the best choice for turbofan engine health monitoring.
Chameleon's behavior of modulable nonlinear electrical transmission line

Science.gov (United States)

Togueu Motcheyo, A. B.; Tchinang Tchameu, J. D.; Fewo, S. I.; Tchawoua, C.; Kofane, T. C.

2017-12-01

We show that modulable discrete nonlinear transmission line can adopt Chameleon's behavior due to the fact that, without changing its appearance structure, it can become alternatively purely right or left handed line which is different to the composite one. Using a quasidiscrete approximation, we derive a nonlinear Schrödinger equation, that predicts accurately the carrier frequency threshold from the linear analysis. It appears that the increasing of the linear capacitor in parallel in the series branch induced the selectivity of the filter in the right-handed region while it increases band pass filter in the left-handed region. Numerical simulations of the nonlinear model confirm the forward wave in the right handed line and the backward wave in the left handed one.
Change detection in the dynamics of an intracellular protein synthesis model using nonlinear Kalman filtering.

Science.gov (United States)

Rigatos, Gerasimos G; Rigatou, Efthymia G; Djida, Jean Daniel

2015-10-01

A method for early diagnosis of parametric changes in intracellular protein synthesis models (e.g. the p53 protein - mdm2 inhibitor model) is developed with the use of a nonlinear Kalman Filtering approach (Derivative-free nonlinear Kalman Filter) and of statistical change detection methods. The intracellular protein synthesis dynamic model is described by a set of coupled nonlinear differential equations. It is shown that such a dynamical system satisfies differential flatness properties and this allows to transform it, through a change of variables (diffeomorphism), to the so-called linear canonical form. For the linearized equivalent of the dynamical system, state estimation can be performed using the Kalman Filter recursion. Moreover, by applying an inverse transformation based on the previous diffeomorphism it becomes also possible to obtain estimates of the state variables of the initial nonlinear model. By comparing the output of the Kalman Filter (which is assumed to correspond to the undistorted dynamical model) with measurements obtained from the monitored protein synthesis system, a sequence of differences (residuals) is obtained. The statistical processing of the residuals with the use of x2 change detection tests, can provide indication within specific confidence intervals about parametric changes in the considered biological system and consequently indications about the appearance of specific diseases (e.g. malignancies).
Non-linear DSGE Models and The Central Difference Kalman Filter

DEFF Research Database (Denmark)

Andreasen, Martin Møller

This paper introduces a Quasi Maximum Likelihood (QML) approach based on the Cen- tral Difference Kalman Filter (CDKF) to estimate non-linear DSGE models with potentially non-Gaussian shocks. We argue that this estimator can be expected to be consistent and asymptotically normal for DSGE models...
PARTICLE FILTERING WITH SEQUENTIAL PARAMETER LEARNING FOR NONLINEAR BOLD fMRI SIGNALS.

Science.gov (United States)

Xia, Jing; Wang, Michelle Yongmei

Analyzing the blood oxygenation level dependent (BOLD) effect in the functional magnetic resonance imaging (fMRI) is typically based on recent ground-breaking time series analysis techniques. This work represents a significant improvement over existing approaches to system identification using nonlinear hemodynamic models. It is important for three reasons. First, instead of using linearized approximations of the dynamics, we present a nonlinear filtering based on the sequential Monte Carlo method to capture the inherent nonlinearities in the physiological system. Second, we simultaneously estimate the hidden physiological states and the system parameters through particle filtering with sequential parameter learning to fully take advantage of the dynamic information of the BOLD signals. Third, during the unknown static parameter learning, we employ the low-dimensional sufficient statistics for efficiency and avoiding potential degeneration of the parameters. The performance of the proposed method is validated using both the simulated data and real BOLD fMRI data.
a Threshold-Free Filtering Algorithm for Airborne LIDAR Point Clouds Based on Expectation-Maximization

Science.gov (United States)

Hui, Z.; Cheng, P.; Ziggah, Y. Y.; Nie, Y.

2018-04-01

Filtering is a key step for most applications of airborne LiDAR point clouds. Although lots of filtering algorithms have been put forward in recent years, most of them suffer from parameters setting or thresholds adjusting, which will be time-consuming and reduce the degree of automation of the algorithm. To overcome this problem, this paper proposed a threshold-free filtering algorithm based on expectation-maximization. The proposed algorithm is developed based on an assumption that point clouds are seen as a mixture of Gaussian models. The separation of ground points and non-ground points from point clouds can be replaced as a separation of a mixed Gaussian model. Expectation-maximization (EM) is applied for realizing the separation. EM is used to calculate maximum likelihood estimates of the mixture parameters. Using the estimated parameters, the likelihoods of each point belonging to ground or object can be computed. After several iterations, point clouds can be labelled as the component with a larger likelihood. Furthermore, intensity information was also utilized to optimize the filtering results acquired using the EM method. The proposed algorithm was tested using two different datasets used in practice. Experimental results showed that the proposed method can filter non-ground points effectively. To quantitatively evaluate the proposed method, this paper adopted the dataset provided by the ISPRS for the test. The proposed algorithm can obtain a 4.48 % total error which is much lower than most of the eight classical filtering algorithms reported by the ISPRS.

A nested sampling particle filter for nonlinear data assimilation

KAUST Repository

Elsheikh, Ahmed H.

2014-04-15

We present an efficient nonlinear data assimilation filter that combines particle filtering with the nested sampling algorithm. Particle filters (PF) utilize a set of weighted particles as a discrete representation of probability distribution functions (PDF). These particles are propagated through the system dynamics and their weights are sequentially updated based on the likelihood of the observed data. Nested sampling (NS) is an efficient sampling algorithm that iteratively builds a discrete representation of the posterior distributions by focusing a set of particles to high-likelihood regions. This would allow the representation of the posterior PDF with a smaller number of particles and reduce the effects of the curse of dimensionality. The proposed nested sampling particle filter (NSPF) iteratively builds the posterior distribution by applying a constrained sampling from the prior distribution to obtain particles in high-likelihood regions of the search space, resulting in a reduction of the number of particles required for an efficient behaviour of particle filters. Numerical experiments with the 3-dimensional Lorenz63 and the 40-dimensional Lorenz96 models show that NSPF outperforms PF in accuracy with a relatively smaller number of particles. © 2013 Royal Meteorological Society.
Improved Minimum Entropy Filtering for Continuous Nonlinear Non-Gaussian Systems Using a Generalized Density Evolution Equation

Directory of Open Access Journals (Sweden)

Jinliang Xu

2013-06-01

Full Text Available This paper investigates the filtering problem for multivariate continuous nonlinear non-Gaussian systems based on an improved minimum error entropy (MEE criterion. The system is described by a set of nonlinear continuous equations with non-Gaussian system noises and measurement noises. The recently developed generalized density evolution equation is utilized to formulate the joint probability density function (PDF of the estimation errors. Combining the entropy of the estimation error with the mean squared error, a novel performance index is constructed to ensure the estimation error not only has small uncertainty but also approaches to zero. According to the conjugate gradient method, the optimal filter gain matrix is then obtained by minimizing the improved minimum error entropy criterion. In addition, the condition is proposed to guarantee that the estimation error dynamics is exponentially bounded in the mean square sense. Finally, the comparative simulation results are presented to show that the proposed MEE filter is superior to nonlinear unscented Kalman filter (UKF.
Differential Neural Networks for Identification and Filtering in Nonlinear Dynamic Games

Directory of Open Access Journals (Sweden)

Emmanuel García

2014-01-01

Full Text Available This paper deals with the problem of identifying and filtering a class of continuous-time nonlinear dynamic games (nonlinear differential games subject to additive and undesired deterministic perturbations. Moreover, the mathematical model of this class is completely unknown with the exception of the control actions of each player, and even though the deterministic noises are known, their power (or their effect is not. Therefore, two differential neural networks are designed in order to obtain a feedback (perfect state information pattern for the mentioned class of games. In this way, the stability conditions for two state identification errors and for a filtering error are established, the upper bounds of these errors are obtained, and two new learning laws for each neural network are suggested. Finally, an illustrating example shows the applicability of this approach.
Image processing with a cellular nonlinear network

International Nuclear Information System (INIS)

Morfu, S.

2005-01-01

A cellular nonlinear network (CNN) based on uncoupled nonlinear oscillators is proposed for image processing purposes. It is shown theoretically and numerically that the contrast of an image loaded at the nodes of the CNN is strongly enhanced, even if this one is initially weak. An image inversion can be also obtained without reconfiguration of the network whereas a gray levels extraction can be performed with an additional threshold filtering. Lastly, an electronic implementation of this CNN is presented
Comparison of edge detection techniques for M7 subtype Leukemic cell in terms of noise filters and threshold value

Directory of Open Access Journals (Sweden)

Abdul Salam Afifah Salmi

2017-01-01

Full Text Available This paper will focus on the study and identifying various threshold values for two commonly used edge detection techniques, which are Sobel and Canny Edge detection. The idea is to determine which values are apt in giving accurate results in identifying a particular leukemic cell. In addition, evaluating suitability of edge detectors are also essential as feature extraction of the cell depends greatly on image segmentation (edge detection. Firstly, an image of M7 subtype of Acute Myelocytic Leukemia (AML is chosen due to its diagnosing which were found lacking. Next, for an enhancement in image quality, noise filters are applied. Hence, by comparing images with no filter, median and average filter, useful information can be acquired. Each threshold value is fixed with value 0, 0.25 and 0.5. From the investigation found, without any filter, Canny with a threshold value of 0.5 yields the best result.
Gradient-driven flux-tube simulations of ion temperature gradient turbulence close to the non-linear threshold

Energy Technology Data Exchange (ETDEWEB)

Peeters, A. G.; Rath, F.; Buchholz, R.; Grosshauser, S. R.; Strintzi, D.; Weikl, A. [Physics Department, University of Bayreuth, Universitätsstrasse 30, Bayreuth (Germany); Camenen, Y. [Aix Marseille Univ, CNRS, PIIM, UMR 7345, Marseille (France); Candy, J. [General Atomics, PO Box 85608, San Diego, California 92186-5608 (United States); Casson, F. J. [CCFE, Culham Science Centre, Abingdon OX14 3DB, Oxon (United Kingdom); Hornsby, W. A. [Max Planck Institut für Plasmaphysik, Boltzmannstrasse 2 85748 Garching (Germany)

2016-08-15

It is shown that Ion Temperature Gradient turbulence close to the threshold exhibits a long time behaviour, with smaller heat fluxes at later times. This reduction is connected with the slow growth of long wave length zonal flows, and consequently, the numerical dissipation on these flows must be sufficiently small. Close to the nonlinear threshold for turbulence generation, a relatively small dissipation can maintain a turbulent state with a sizeable heat flux, through the damping of the zonal flow. Lowering the dissipation causes the turbulence, for temperature gradients close to the threshold, to be subdued. The heat flux then does not go smoothly to zero when the threshold is approached from above. Rather, a finite minimum heat flux is obtained below which no fully developed turbulent state exists. The threshold value of the temperature gradient length at which this finite heat flux is obtained is up to 30% larger compared with the threshold value obtained by extrapolating the heat flux to zero, and the cyclone base case is found to be nonlinearly stable. Transport is subdued when a fully developed staircase structure in the E × B shearing rate forms. Just above the threshold, an incomplete staircase develops, and transport is mediated by avalanche structures which propagate through the marginally stable regions.
Characterization of the bistable wideband optical filter on the basis of nonlinear 2D photonic crystal

Energy Technology Data Exchange (ETDEWEB)

Guryev, I. V., E-mail: guryev@ieee.org; Sukhoivanov, I. A., E-mail: guryev@ieee.org; Andrade Lucio, J. A., E-mail: guryev@ieee.org; Manzano, O. Ibarra, E-mail: guryev@ieee.org; Rodriguez, E. Vargaz, E-mail: guryev@ieee.org; Gonzales, D. Claudio, E-mail: guryev@ieee.org; Chavez, R. I. Mata, E-mail: guryev@ieee.org; Gurieva, N. S., E-mail: guryev@ieee.org [University of Guanajuato, Engineering division (Mexico)

2014-05-15

In our work, we investigated the wideband optical filter on the basis of nonlinear photonic crystal. The all-optical flip-flop using ultra-short pulses with duration lower than 200 fs is obtained in such filters. Here we pay special attention to the stability problem of the nonlinear element. To investigate this problem, the temporal response demonstrating the flip-flop have been computed within the certain range of the wavelengths as well as at different input power.
A novel nonlinear adaptive filter using a pipelined second-order Volterra recurrent neural network.

Science.gov (United States)

Zhao, Haiquan; Zhang, Jiashu

2009-12-01

To enhance the performance and overcome the heavy computational complexity of recurrent neural networks (RNN), a novel nonlinear adaptive filter based on a pipelined second-order Volterra recurrent neural network (PSOVRNN) is proposed in this paper. A modified real-time recurrent learning (RTRL) algorithm of the proposed filter is derived in much more detail. The PSOVRNN comprises of a number of simple small-scale second-order Volterra recurrent neural network (SOVRNN) modules. In contrast to the standard RNN, these modules of a PSOVRNN can be performed simultaneously in a pipelined parallelism fashion, which can lead to a significant improvement in its total computational efficiency. Moreover, since each module of the PSOVRNN is a SOVRNN in which nonlinearity is introduced by the recursive second-order Volterra (RSOV) expansion, its performance can be further improved. Computer simulations have demonstrated that the PSOVRNN performs better than the pipelined recurrent neural network (PRNN) and RNN for nonlinear colored signals prediction and nonlinear channel equalization. However, the superiority of the PSOVRNN over the PRNN is at the cost of increasing computational complexity due to the introduced nonlinear expansion of each module.
Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

Science.gov (United States)

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.
An adaptive three-stage extended Kalman filter for nonlinear discrete-time system in presence of unknown inputs.

Science.gov (United States)

Xiao, Mengli; Zhang, Yongbo; Wang, Zhihua; Fu, Huimin

2018-04-01

Considering the performances of conventional Kalman filter may seriously degrade when it suffers stochastic faults and unknown input, which is very common in engineering problems, a new type of adaptive three-stage extended Kalman filter (AThSEKF) is proposed to solve state and fault estimation in nonlinear discrete-time system under these conditions. The three-stage UV transformation and adaptive forgetting factor are introduced for derivation, and by comparing with the adaptive augmented state extended Kalman filter, it is proven to be uniformly asymptotically stable. Furthermore, the adaptive three-stage extended Kalman filter is applied to a two-dimensional radar tracking scenario to illustrate the effect, and the performance is compared with that of conventional three stage extended Kalman filter (ThSEKF) and the adaptive two-stage extended Kalman filter (ATEKF). The results show that the adaptive three-stage extended Kalman filter is more effective than these two filters when facing the nonlinear discrete-time systems with information of unknown inputs not perfectly known. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Selection of unstable patterns and control of optical turbulence by Fourier plane filtering

DEFF Research Database (Denmark)

Mamaev, A.V.; Saffman, M.

1998-01-01

We report on selection and stabilization of transverse optical patterns in a feedback mirror experiment. Amplitude filtering in the Fourier plane is used to select otherwise unstable spatial patterns. Optical turbulence observed for nonlinearities far above the pattern formation threshold...
Groundwater decline and tree change in floodplain landscapes: Identifying non-linear threshold responses in canopy condition

Directory of Open Access Journals (Sweden)

J. Kath

2014-12-01

Full Text Available Groundwater decline is widespread, yet its implications for natural systems are poorly understood. Previous research has revealed links between groundwater depth and tree condition; however, critical thresholds which might indicate ecological ‘tipping points’ associated with rapid and potentially irreversible change have been difficult to quantify. This study collated data for two dominant floodplain species, Eucalyptus camaldulensis (river red gum and E. populnea (poplar box from 118 sites in eastern Australia where significant groundwater decline has occurred. Boosted regression trees, quantile regression and Threshold Indicator Taxa Analysis were used to investigate the relationship between tree condition and groundwater depth. Distinct non-linear responses were found, with groundwater depth thresholds identified in the range from 12.1 m to 22.6 m for E. camaldulensis and 12.6 m to 26.6 m for E. populnea beyond which canopy condition declined abruptly. Non-linear threshold responses in canopy condition in these species may be linked to rooting depth, with chronic groundwater decline decoupling trees from deep soil moisture resources. The quantification of groundwater depth thresholds is likely to be critical for management aimed at conserving groundwater dependent biodiversity. Identifying thresholds will be important in regions where water extraction and drying climates may contribute to further groundwater decline. Keywords: Canopy condition, Dieback, Drought, Tipping point, Ecological threshold, Groundwater dependent ecosystems
Ensemble Kalman Filtering with Residual Nudging: An Extension to State Estimation Problems with Nonlinear Observation Operators

KAUST Repository

Luo, Xiaodong

2014-10-01

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an observation-space-based strategy, called residual nudging, to improve the stability of the EnKF when dealing with linear observation operators. The main idea behind residual nudging is to monitor and, if necessary, adjust the distances (misfits) between the real observations and the simulated ones of the state estimates, in the hope that by doing so one may be able to obtain better estimation accuracy. In the present study, residual nudging is extended and modified in order to handle nonlinear observation operators. Such extension and modification result in an iterative filtering framework that, under suitable conditions, is able to achieve the objective of residual nudging for data assimilation problems with nonlinear observation operators. The 40-dimensional Lorenz-96 model is used to illustrate the performance of the iterative filter. Numerical results show that, while a normal EnKF may diverge with nonlinear observation operators, the proposed iterative filter remains stable and leads to reasonable estimation accuracy under various experimental settings.
On a nonlinear Kalman filter with simplified divided difference approximation

KAUST Repository

Luo, Xiaodong; Hoteit, Ibrahim; Moroz, Irene M.

2012-01-01

We present a new ensemble-based approach that handles nonlinearity based on a simplified divided difference approximation through Stirling's interpolation formula, which is hence called the simplified divided difference filter (sDDF). The sDDF uses Stirling's interpolation formula to evaluate the statistics of the background ensemble during the prediction step, while at the filtering step the sDDF employs the formulae in an ensemble square root filter (EnSRF) to update the background to the analysis. In this sense, the sDDF is a hybrid of Stirling's interpolation formula and the EnSRF method, while the computational cost of the sDDF is less than that of the EnSRF. Numerical comparison between the sDDF and the EnSRF, with the ensemble transform Kalman filter (ETKF) as the representative, is conducted. The experiment results suggest that the sDDF outperforms the ETKF with a relatively large ensemble size, and thus is a good candidate for data assimilation in systems with moderate dimensions. © 2011 Elsevier B.V. All rights reserved.
On a nonlinear Kalman filter with simplified divided difference approximation

KAUST Repository

Luo, Xiaodong

2012-03-01

We present a new ensemble-based approach that handles nonlinearity based on a simplified divided difference approximation through Stirling\\'s interpolation formula, which is hence called the simplified divided difference filter (sDDF). The sDDF uses Stirling\\'s interpolation formula to evaluate the statistics of the background ensemble during the prediction step, while at the filtering step the sDDF employs the formulae in an ensemble square root filter (EnSRF) to update the background to the analysis. In this sense, the sDDF is a hybrid of Stirling\\'s interpolation formula and the EnSRF method, while the computational cost of the sDDF is less than that of the EnSRF. Numerical comparison between the sDDF and the EnSRF, with the ensemble transform Kalman filter (ETKF) as the representative, is conducted. The experiment results suggest that the sDDF outperforms the ETKF with a relatively large ensemble size, and thus is a good candidate for data assimilation in systems with moderate dimensions. © 2011 Elsevier B.V. All rights reserved.
Out-of-band and adjacent-channel interference reduction by analog nonlinear filters

Science.gov (United States)

Nikitin, Alexei V.; Davidchack, Ruslan L.; Smith, Jeffrey E.

2015-12-01

In a perfect world, we would have `brick wall' filters, no-distortion amplifiers and mixers, and well-coordinated spectrum operations. The real world, however, is prone to various types of unintentional and intentional interference of technogenic (man-made) origin that can disrupt critical communication systems. In this paper, we introduce a methodology for mitigating technogenic interference in communication channels by analog nonlinear filters, with an emphasis on the mitigation of out-of-band and adjacent-channel interference. Interference induced in a communications receiver by external transmitters can be viewed as wide-band non-Gaussian noise affecting a narrower-band signal of interest. This noise may contain a strong component within the receiver passband, which may dominate over the thermal noise. While the total wide-band interference seen by the receiver may or may not be impulsive, we demonstrate that the interfering component due to power emitted by the transmitter into the receiver channel is likely to appear impulsive under a wide range of conditions. We give an example of mechanisms of impulsive interference in digital communication systems resulting from the nonsmooth nature of any physically realizable modulation scheme for transmission of a digital (discontinuous) message. We show that impulsive interference can be effectively mitigated by nonlinear differential limiters (NDLs). An NDL can be configured to behave linearly when the input signal does not contain outliers. When outliers are encountered, the nonlinear response of the NDL limits the magnitude of the respective outliers in the output signal. The signal quality is improved in excess of that achievable by the respective linear filter, increasing the capacity of a communications channel. The behavior of an NDL, and its degree of nonlinearity, is controlled by a single parameter in a manner that enables significantly better overall suppression of the noise-containing impulsive components
Combination of highly nonlinear fiber, an optical bandpass filter, and a Fabry-Perot filter to improve the signal-to-noise ratio of a supercontinuum continuous-wave optical source.

Science.gov (United States)

Nan, Yinbo; Huo, Li; Lou, Caiyun

2005-05-20

We present a theoretical study of a supercontinuum (SC) continuous-wave (cw) optical source generation in highly nonlinear fiber and its noise properties through numerical simulations based on the nonlinear Schrödinger equation. Fluctuations of pump pulses generate substructures between the longitudinal modes that result in the generation of white noise and then in degradation of coherence and in a decrease of the modulation depths and the signal-to-noise ratio (SNR). A scheme for improvement of the SNR of a multiwavelength cw optical source based on a SC by use of the combination of a highly nonlinear fiber (HNLF), an optical bandpass filter, and a Fabry-Perot (FP) filter is presented. Numerical simulations show that the improvement in modulation depth is relative to the HNLF's length, the 3-dB bandwidth of the optical bandpass filter, and the reflection ratio of the FP filter and that the average improvement in modulation depth is 13.7 dB under specified conditions.
Nonlinear system identification based on Takagi-Sugeno fuzzy modeling and unscented Kalman filter.

Science.gov (United States)

Vafamand, Navid; Arefi, Mohammad Mehdi; Khayatian, Alireza

2018-03-01

This paper proposes two novel Kalman-based learning algorithms for an online Takagi-Sugeno (TS) fuzzy model identification. The proposed approaches are designed based on the unscented Kalman filter (UKF) and the concept of dual estimation. Contrary to the extended Kalman filter (EKF) which utilizes derivatives of nonlinear functions, the UKF employs the unscented transformation. Consequently, non-differentiable membership functions can be considered in the structure of the TS models. This makes the proposed algorithms to be applicable for the online parameter calculation of wider classes of TS models compared to the recently published papers concerning the same issue. Furthermore, because of the great capability of the UKF in handling severe nonlinear dynamics, the proposed approaches can effectively approximate the nonlinear systems. Finally, numerical and practical examples are provided to show the advantages of the proposed approaches. Simulation results reveal the effectiveness of the proposed methods and performance improvement based on the root mean square (RMS) of the estimation error compared to the existing results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Fault prediction for nonlinear stochastic system with incipient faults based on particle filter and nonlinear regression.

Science.gov (United States)

Ding, Bo; Fang, Huajing

2017-05-01

This paper is concerned with the fault prediction for the nonlinear stochastic system with incipient faults. Based on the particle filter and the reasonable assumption about the incipient faults, the modified fault estimation algorithm is proposed, and the system state is estimated simultaneously. According to the modified fault estimation, an intuitive fault detection strategy is introduced. Once each of the incipient fault is detected, the parameters of which are identified by a nonlinear regression method. Then, based on the estimated parameters, the future fault signal can be predicted. Finally, the effectiveness of the proposed method is verified by the simulations of the Three-tank system. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Linear versus Nonlinear Filtering with Scale-Selective Corrections for Balanced Dynamics in a Simple Atmospheric Model

KAUST Repository

Subramanian, Aneesh C.

2012-11-01

This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.

Linear versus Nonlinear Filtering with Scale-Selective Corrections for Balanced Dynamics in a Simple Atmospheric Model

KAUST Repository

Subramanian, Aneesh C.; Hoteit, Ibrahim; Cornuelle, Bruce; Miller, Arthur J.; Song, Hajoon

2012-01-01

This paper investigates the role of the linear analysis step of the ensemble Kalman filters (EnKF) in disrupting the balanced dynamics in a simple atmospheric model and compares it to a fully nonlinear particle-based filter (PF). The filters have a very similar forecast step but the analysis step of the PF solves the full Bayesian filtering problem while the EnKF analysis only applies to Gaussian distributions. The EnKF is compared to two flavors of the particle filter with different sampling strategies, the sequential importance resampling filter (SIRF) and the sequential kernel resampling filter (SKRF). The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode. It can also be configured either to evolve on a so-called slow manifold, where the fast motion is suppressed, or such that the fast-varying variables are diagnosed from the slow-varying variables as slaved modes. Identical twin experiments show that EnKF and PF capture the variables on the slow manifold well as the dynamics is very stable. PFs, especially the SKRF, capture slaved modes better than the EnKF, implying that a full Bayesian analysis estimates the nonlinear model variables better. The PFs perform significantly better in the fully coupled nonlinear model where fast and slow variables modulate each other. This suggests that the analysis step in the PFs maintains the balance in both variables much better than the EnKF. It is also shown that increasing the ensemble size generally improves the performance of the PFs but has less impact on the EnKF after a sufficient number of members have been used.
Nonlinear modulation near the Lighthill instability threshold in 2+1 Whitham theory

Science.gov (United States)

Bridges, Thomas J.; Ratliff, Daniel J.

2018-04-01

The dispersionless Whitham modulation equations in 2+1 (two space dimensions and time) are reviewed and the instabilities identified. The modulation theory is then reformulated, near the Lighthill instability threshold, with a slow phase, moving frame and different scalings. The resulting nonlinear phase modulation equation near the Lighthill surfaces is a geometric form of the 2+1 two-way Boussinesq equation. This equation is universal in the same sense as Whitham theory. Moreover, it is dispersive, and it has a wide range of interesting multi-periodic, quasi-periodic and multi-pulse localized solutions. For illustration the theory is applied to a complex nonlinear 2+1 Klein-Gordon equation which has two Lighthill surfaces in the manifold of periodic travelling waves. This article is part of the theme issue `Stability of nonlinear waves and patterns and related topics'.
CHANGE DETECTION VIA SELECTIVE GUIDED CONTRASTING FILTERS

Directory of Open Access Journals (Sweden)

Y. V. Vizilter

2017-05-01

Full Text Available Change detection scheme based on guided contrasting was previously proposed. Guided contrasting filter takes two images (test and sample as input and forms the output as filtered version of test image. Such filter preserves the similar details and smooths the non-similar details of test image with respect to sample image. Due to this the difference between test image and its filtered version (difference map could be a basis for robust change detection. Guided contrasting is performed in two steps: at the first step some smoothing operator (SO is applied for elimination of test image details; at the second step all matched details are restored with local contrast proportional to the value of some local similarity coefficient (LSC. The guided contrasting filter was proposed based on local average smoothing as SO and local linear correlation as LSC. In this paper we propose and implement new set of selective guided contrasting filters based on different combinations of various SO and thresholded LSC. Linear average and Gaussian smoothing, nonlinear median filtering, morphological opening and closing are considered as SO. Local linear correlation coefficient, morphological correlation coefficient (MCC, mutual information, mean square MCC and geometrical correlation coefficients are applied as LSC. Thresholding of LSC allows operating with non-normalized LSC and enhancing the selective properties of guided contrasting filters: details are either totally recovered or not recovered at all after the smoothing. These different guided contrasting filters are tested as a part of previously proposed change detection pipeline, which contains following stages: guided contrasting filtering on image pyramid, calculation of difference map, binarization, extraction of change proposals and testing change proposals using local MCC. Experiments on real and simulated image bases demonstrate the applicability of all proposed selective guided contrasting filters. All
Decentralized identification of nonlinear structure under strong ground motion using the extended Kalman filter and unscented Kalman filter

Science.gov (United States)

Tao, Dongwang; Li, Hui; Ma, Qiang

2016-04-01

Complete structure identification of complicate nonlinear system using extend Kalman filter (EKF) or unscented Kalman filter (UKF) may have the problems of divergence, huge computation and low estimation precision due to the large dimension of the extended state space for the system. In this article, a decentralized identification method of hysteretic system based on the joint EKF and UKF is proposed. The complete structure is divided into linear substructures and nonlinear substructures. The substructures are identified from the top to the bottom. For the linear substructure, EKF is used to identify the extended space including the displacements, velocities, stiffness and damping coefficients of the substructures, using the limited absolute accelerations and the identified interface force above the substructure. Similarly, for the nonlinear substructure, UKF is used to identify the extended space including the displacements, velocities, stiffness, damping coefficients and control parameters for the hysteretic Bouc-Wen model and the force at the interface of substructures. Finally a 10-story shear-type structure with multiple inter-story hysteresis is used for numerical simulation and is identified using the decentralized approach, and the identified results are compared with those using only EKF or UKF for the complete structure identification. The results show that the decentralized approach has the advantage of more stability, relative less computation and higher estimation precision.
Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

International Nuclear Information System (INIS)

Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

2008-01-01

This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method
Comparisons of adaptive TIN modelling filtering method and threshold segmentation filtering method of LiDAR point cloud

International Nuclear Information System (INIS)

Chen, Lin; Fan, Xiangtao; Du, Xiaoping

2014-01-01

Point cloud filtering is the basic and key step in LiDAR data processing. Adaptive Triangle Irregular Network Modelling (ATINM) algorithm and Threshold Segmentation on Elevation Statistics (TSES) algorithm are among the mature algorithms. However, few researches concentrate on the parameter selections of ATINM and the iteration condition of TSES, which can greatly affect the filtering results. First the paper presents these two key problems under two different terrain environments. For a flat area, small height parameter and angle parameter perform well and for areas with complex feature changes, large height parameter and angle parameter perform well. One-time segmentation is enough for flat areas, and repeated segmentations are essential for complex areas. Then the paper makes comparisons and analyses of the results by these two methods. ATINM has a larger I error in both two data sets as it sometimes removes excessive points. TSES has a larger II error in both two data sets as it ignores topological relations between points. ATINM performs well even with a large region and a dramatic topology while TSES is more suitable for small region with flat topology. Different parameters and iterations can cause relative large filtering differences
Applications of Kalman filters based on non-linear functions to numerical weather predictions

Directory of Open Access Journals (Sweden)

G. Galanis

2006-10-01

Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.
A MIT-Based Nonlinear Adaptive Set-Membership Filter for the Ellipsoidal Estimation of Mobile Robots' States

Directory of Open Access Journals (Sweden)

Dalei Song

2012-10-01

Full Text Available The adaptive extended set-membership filter (AESMF for nonlinear ellipsoidal estimation suffers a mismatch between real process noise and its set boundaries, which may result in unstable estimation. In this paper, a MIT method-based adaptive set-membership filter, for the optimization of the set boundaries of process noise, is developed and applied to the nonlinear joint estimation of both time-varying states and parameters. As a result of using the proposed MIT-AESMF, the estimation effectiveness and boundary accuracy of traditional AESMF are substantially improved. Simulation results have shown the efficiency and robustness of the proposed method.
On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

KAUST Repository

Luo, Xiaodong

2010-09-19

The ensemble square root filter (EnSRF) [1, 2, 3, 4] is a popular method for data assimilation in high dimensional systems (e.g., geophysics models). Essentially the EnSRF is a Monte Carlo implementation of the conventional Kalman filter (KF) [5, 6]. It is mainly different from the KF at the prediction steps, where it is some ensembles, rather then the means and covariance matrices, of the system state that are propagated forward. In doing this, the EnSRF is computationally more efficient than the KF, since propagating a covariance matrix forward in high dimensional systems is prohibitively expensive. In addition, the EnSRF is also very convenient in implementation. By propagating the ensembles of the system state, the EnSRF can be directly applied to nonlinear systems without any change in comparison to the assimilation procedures in linear systems. However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].
Evaluation of non-linear adaptive smoothing filter by digital phantom

International Nuclear Information System (INIS)

Sato, Kazuhiro; Ishiya, Hiroki; Oshita, Ryosuke; Yanagawa, Isao; Goto, Mitsunori; Mori, Issei

2008-01-01

As a result of the development of multi-slice CT, diagnoses based on three-dimensional reconstruction images and multi-planar reconstruction have spread. For these applications, which require high z-resolution, thin slice imaging is essential. However, because z-resolution is always based on a trade-off with image noise, thin slice imaging is necessarily accompanied by an increase in noise level. To improve the quality of thin slice images, a non-linear adaptive smoothing filter has been developed, and is being widely applied to clinical use. We developed a digital bar pattern phantom for the purpose of evaluating the effect of this filter and attempted evaluation from an addition image of the bar pattern phantom and the image of the water phantom. The effect of this filter was changed in a complex manner by the contrast and spatial frequency of the original image. We have confirmed the reduced effect of image noise in the low frequency component of the image, but decreased contrast or increased quantity of noise in the image of the high frequency component. This result represents the effect of change in the adaptation of this filter. The digital phantom was useful for this evaluation, but to understand the total effect of filtering, much improvement of the shape of the digital phantom is required. (author)
Dynamical processes and epidemic threshold on nonlinear coupled multiplex networks

Science.gov (United States)

Gao, Chao; Tang, Shaoting; Li, Weihua; Yang, Yaqian; Zheng, Zhiming

2018-04-01

Recently, the interplay between epidemic spreading and awareness diffusion has aroused the interest of many researchers, who have studied models mainly based on linear coupling relations between information and epidemic layers. However, in real-world networks the relation between two layers may be closely correlated with the property of individual nodes and exhibits nonlinear dynamical features. Here we propose a nonlinear coupled information-epidemic model (I-E model) and present a comprehensive analysis in a more generalized scenario where the upload rate differs from node to node, deletion rate varies between susceptible and infected states, and infection rate changes between unaware and aware states. In particular, we develop a theoretical framework of the intra- and inter-layer dynamical processes with a microscopic Markov chain approach (MMCA), and derive an analytic epidemic threshold. Our results suggest that the change of upload and deletion rate has little effect on the diffusion dynamics in the epidemic layer.
A Nonmonotone Line Search Filter Algorithm for the System of Nonlinear Equations

Directory of Open Access Journals (Sweden)

Zhong Jin

2012-01-01

Full Text Available We present a new iterative method based on the line search filter method with the nonmonotone strategy to solve the system of nonlinear equations. The equations are divided into two groups; some equations are treated as constraints and the others act as the objective function, and the two groups are just updated at the iterations where it is needed indeed. We employ the nonmonotone idea to the sufficient reduction conditions and filter technique which leads to a flexibility and acceptance behavior comparable to monotone methods. The new algorithm is shown to be globally convergent and numerical experiments demonstrate its effectiveness.
Nonlinear optical behaviour of absorbing CdSxSe1-x interference filters

International Nuclear Information System (INIS)

Ferencz, K.; Szipoecs, R.

1988-01-01

First experimental results of nonlinear, thin film interference filter wedges with mixed CdS x Se 1-x as spacer material at the 633 nm wavelength of He-Ne laser are reported. Optical bistability is observed with less than 7.5 mW of optical power in single-cavity structures. The change in refractive index is found to be positive which is in accordance with the thermal mechanism of nonlinearity. Producing a double-cavity structure a device is obtained which works as an optical astable multivibrator having periodical change of transmission as the function of time. (author)
Does more energy consumption bolster economic growth? An application of the nonlinear threshold regression model

International Nuclear Information System (INIS)

Huang, B.-N.; Hwang, M.J.; Yang, C.W.

2008-01-01

This paper separates data extending from 1971 to 2002 into the energy crisis period (1971-1980) and the post-energy crisis period (1981-2000) for 82 countries. The cross-sectional data (yearly averages) in these two periods are used to investigate the nonlinear relationships between energy consumption growth and economic growth when threshold variables are used. If threshold variables are higher than certain optimal threshold levels, there is either no significant relationship or else a significant negative relationship between energy consumption and economic growth. However, when these threshold variables are lower than certain optimal levels, there is a significant positive relationship between the two. In 48 out of the 82 countries studied, none of the four threshold variables is found to be higher than the optimal levels. It is inferred that these 48 countries should adopt a more aggressive energy policy. As for the other 34 countries, at least one threshold variable is higher than the optimal threshold level and thus these countries should adopt energy policies with varying degrees of conservation based on the number of threshold variables that are higher than the optimal threshold levels
Nonlinear data assimilation using synchronization in a particle filter

Science.gov (United States)

Rodrigues-Pinheiro, Flavia; Van Leeuwen, Peter Jan

2017-04-01

Current data assimilation methods still face problems in strongly nonlinear cases. A promising solution is a particle filter, which provides a representation of the model probability density function by a discrete set of particles. However, the basic particle filter does not work in high-dimensional cases. The performance can be improved by considering the proposal density freedom. A potential choice of proposal density might come from the synchronisation theory, in which one tries to synchronise the model with the true evolution of a system using one-way coupling via the observations. In practice, an extra term is added to the model equations that damps growth of instabilities on the synchronisation manifold. When only part of the system is observed synchronization can be achieved via a time embedding, similar to smoothers in data assimilation. In this work, two new ideas are tested. First, ensemble-based time embedding, similar to an ensemble smoother or 4DEnsVar is used on each particle, avoiding the need for tangent-linear models and adjoint calculations. Tests were performed using Lorenz96 model for 20, 100 and 1000-dimension systems. Results show state-averaged synchronisation errors smaller than observation errors even in partly observed systems, suggesting that the scheme is a promising tool to steer model states to the truth. Next, we combine these efficient particles using an extension of the Implicit Equal-Weights Particle Filter, a particle filter that ensures equal weights for all particles, avoiding filter degeneracy by construction. Promising results will be shown on low- and high-dimensional Lorenz96 models, and the pros and cons of these new ideas will be discussed.
An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

International Nuclear Information System (INIS)

Harlim, John; Mahdi, Adam; Majda, Andrew J.

2014-01-01

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model
White noise theory of robust nonlinear filtering with correlated state and observation noises

NARCIS (Netherlands)

Bagchi, Arunabha; Karandikar, Rajeeva

1992-01-01

In the direct white noise theory of nonlinear filtering, the state process is still modeled as a Markov process satisfying an Ito stochastic differential equation, while a finitely additive white noise is used to model the observation noise. In the present work, this asymmetry is removed by modeling
White noise theory of robust nonlinear filtering with correlated state and observation noises

NARCIS (Netherlands)

Bagchi, Arunabha; Karandikar, Rajeeva

1994-01-01

In the existing `direct¿ white noise theory of nonlinear filtering, the state process is still modelled as a Markov process satisfying an Itô stochastic differential equation, while a `finitely additive¿ white noise is used to model the observation noise. We remove this asymmetry by modelling the
Brain dynamics underlying the nonlinear threshold for access to consciousness.

Science.gov (United States)

Del Cul, Antoine; Baillet, Sylvain; Dehaene, Stanislas

2007-10-01

When a flashed stimulus is followed by a backward mask, subjects fail to perceive it unless the target-mask interval exceeds a threshold duration of about 50 ms. Models of conscious access postulate that this threshold is associated with the time needed to establish sustained activity in recurrent cortical loops, but the brain areas involved and their timing remain debated. We used high-density recordings of event-related potentials (ERPs) and cortical source reconstruction to assess the time course of human brain activity evoked by masked stimuli and to determine neural events during which brain activity correlates with conscious reports. Target-mask stimulus onset asynchrony (SOA) was varied in small steps, allowing us to ask which ERP events show the characteristic nonlinear dependence with SOA seen in subjective and objective reports. The results separate distinct stages in mask-target interactions, indicating that a considerable amount of subliminal processing can occur early on in the occipito-temporal pathway (270 ms) and highly distributed fronto-parieto-temporal activation as a correlate of conscious reportability.
Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.

Science.gov (United States)

Song, Xuegang; Zhang, Yuexin; Liang, Dakai

2017-10-10

This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter

Directory of Open Access Journals (Sweden)

Xuegang Song

2017-10-01

Full Text Available This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.
Median filters as a tool to determine dark noise thresholds in high resolution smartphone image sensors for scientific imaging

Science.gov (United States)

Igoe, Damien P.; Parisi, Alfio V.; Amar, Abdurazaq; Rummenie, Katherine J.

2018-01-01

An evaluation of the use of median filters in the reduction of dark noise in smartphone high resolution image sensors is presented. The Sony Xperia Z1 employed has a maximum image sensor resolution of 20.7 Mpixels, with each pixel having a side length of just over 1 μm. Due to the large number of photosites, this provides an image sensor with very high sensitivity but also makes them prone to noise effects such as hot-pixels. Similar to earlier research with older models of smartphone, no appreciable temperature effects were observed in the overall average pixel values for images taken in ambient temperatures between 5 °C and 25 °C. In this research, hot-pixels are defined as pixels with intensities above a specific threshold. The threshold is determined using the distribution of pixel values of a set of images with uniform statistical properties associated with the application of median-filters of increasing size. An image with uniform statistics was employed as a training set from 124 dark images, and the threshold was determined to be 9 digital numbers (DN). The threshold remained constant for multiple resolutions and did not appreciably change even after a year of extensive field use and exposure to solar ultraviolet radiation. Although the temperature effects' uniformity masked an increase in hot-pixel occurrences, the total number of occurrences represented less than 0.1% of the total image. Hot-pixels were removed by applying a median filter, with an optimum filter size of 7 × 7; similar trends were observed for four additional smartphone image sensors used for validation. Hot-pixels were also reduced by decreasing image resolution. The method outlined in this research provides a methodology to characterise the dark noise behavior of high resolution image sensors for use in scientific investigations, especially as pixel sizes decrease.
Maximized gust loads for a nonlinear airplane using matched filter theory and constrained optimization

Science.gov (United States)

Scott, Robert C.; Perry, Boyd, III; Pototzky, Anthony S.

1991-01-01

This paper describes and illustrates two matched-filter-theory based schemes for obtaining maximized and time-correlated gust-loads for a nonlinear airplane. The first scheme is computationally fast because it uses a simple one-dimensional search procedure to obtain its answers. The second scheme is computationally slow because it uses a more complex multidimensional search procedure to obtain its answers, but it consistently provides slightly higher maximum loads than the first scheme. Both schemes are illustrated with numerical examples involving a nonlinear control system.
Nonlinear filtering for character recognition in low quality document images

Science.gov (United States)

Diaz-Escobar, Julia; Kober, Vitaly

2014-09-01

Optical character recognition in scanned printed documents is a well-studied task, where the captured conditions like sheet position, illumination, contrast and resolution are controlled. Nowadays, it is more practical to use mobile devices for document capture than a scanner. So as a consequence, the quality of document images is often poor owing to presence of geometric distortions, nonhomogeneous illumination, low resolution, etc. In this work we propose to use multiple adaptive nonlinear composite filters for detection and classification of characters. Computer simulation results obtained with the proposed system are presented and discussed.
Density-based Monte Carlo filter and its applications in nonlinear stochastic differential equation models.

Science.gov (United States)

Huang, Guanghui; Wan, Jianping; Chen, Hui

2013-02-01

Nonlinear stochastic differential equation models with unobservable state variables are now widely used in analysis of PK/PD data. Unobservable state variables are usually estimated with extended Kalman filter (EKF), and the unknown pharmacokinetic parameters are usually estimated by maximum likelihood estimator. However, EKF is inadequate for nonlinear PK/PD models, and MLE is known to be biased downwards. A density-based Monte Carlo filter (DMF) is proposed to estimate the unobservable state variables, and a simulation-based M estimator is proposed to estimate the unknown parameters in this paper, where a genetic algorithm is designed to search the optimal values of pharmacokinetic parameters. The performances of EKF and DMF are compared through simulations for discrete time and continuous time systems respectively, and it is found that the results based on DMF are more accurate than those given by EKF with respect to mean absolute error. Copyright © 2012 Elsevier Ltd. All rights reserved.
The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach

Energy Technology Data Exchange (ETDEWEB)

Bessec, Marie [CGEMP, Universite Paris-Dauphine, Place du Marechal de Lattre de Tassigny Paris (France); Fouquau, Julien [LEO, Universite d' Orleans, Faculte de Droit, d' Economie et de Gestion, Rue de Blois, BP 6739, 45067 Orleans Cedex 2 (France)

2008-09-15

This paper investigates the relationship between electricity demand and temperature in the European Union. We address this issue by means of a panel threshold regression model on 15 European countries over the last two decades. Our results confirm the non-linearity of the link between electricity consumption and temperature found in more limited geographical areas in previous studies. By distinguishing between North and South countries, we also find that this non-linear pattern is more pronounced in the warm countries. Finally, rolling regressions show that the sensitivity of electricity consumption to temperature in summer has increased in the recent period. (author)
Improvement of nonlinear diffusion equation using relaxed geometric mean filter for low PSNR images

DEFF Research Database (Denmark)

Nadernejad, Ehsan

2013-01-01

A new method to improve the performance of low PSNR image denoising is presented. The proposed scheme estimates edge gradient from an image that is regularised with a relaxed geometric mean filter. The proposed method consists of two stages; the first stage consists of a second order nonlinear an...
Empirical intrinsic geometry for nonlinear modeling and time series filtering.

Science.gov (United States)

Talmon, Ronen; Coifman, Ronald R

2013-07-30

In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.
Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering

Science.gov (United States)

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-01-01

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level. PMID:27223293
Strong Tracking Filter for Nonlinear Systems with Randomly Delayed Measurements and Correlated Noises

Directory of Open Access Journals (Sweden)

Hongtao Yang

2018-01-01

Full Text Available This paper proposes a novel strong tracking filter (STF, which is suitable for dealing with the filtering problem of nonlinear systems when the following cases occur: that is, the constructed model does not match the actual system, the measurements have the one-step random delay, and the process and measurement noises are correlated at the same epoch. Firstly, a framework of decoupling filter (DF based on equivalent model transformation is derived. Further, according to the framework of DF, a new extended Kalman filtering (EKF algorithm via using first-order linearization approximation is developed. Secondly, the computational process of the suboptimal fading factor is derived on the basis of the extended orthogonality principle (EOP. Thirdly, the ultimate form of the proposed STF is obtained by introducing the suboptimal fading factor into the above EKF algorithm. The proposed STF can automatically tune the suboptimal fading factor on the basis of the residuals between available and predicted measurements and further the gain matrices of the proposed STF tune online to improve the filtering performance. Finally, the effectiveness of the proposed STF has been proved through numerical simulation experiments.
Regularized iterative integration combined with non-linear diffusion filtering for phase-contrast x-ray computed tomography.

Science.gov (United States)

Burger, Karin; Koehler, Thomas; Chabior, Michael; Allner, Sebastian; Marschner, Mathias; Fehringer, Andreas; Willner, Marian; Pfeiffer, Franz; Noël, Peter

2014-12-29

Phase-contrast x-ray computed tomography has a high potential to become clinically implemented because of its complementarity to conventional absorption-contrast.In this study, we investigate noise-reducing but resolution-preserving analytical reconstruction methods to improve differential phase-contrast imaging. We apply the non-linear Perona-Malik filter on phase-contrast data prior or post filtered backprojected reconstruction. Secondly, the Hilbert kernel is replaced by regularized iterative integration followed by ramp filtered backprojection as used for absorption-contrast imaging. Combining the Perona-Malik filter with this integration algorithm allows to successfully reveal relevant sample features, quantitatively confirmed by significantly increased structural similarity indices and contrast-to-noise ratios. With this concept, phase-contrast imaging can be performed at considerably lower dose.
A Study on Application of Fuzzy Adaptive Unscented Kalman Filter to Nonlinear Turbojet Engine Control

Science.gov (United States)

Han, Dongju

2018-05-01

Safe and efficient flight powered by an aircraft turbojet engine relies on the performance of the engine controller preventing compressor surge with robustness from noises or disturbances. This paper proposes the effective nonlinear controller associated with the nonlinear filter for the real turbojet engine with highly nonlinear dynamics. For the feasible controller study the nonlinearity of the engine dynamics was investigated by comparing the step responses from the linearized model with the original nonlinear dynamics. The fuzzy-based PID control logic is introduced to control the engine efficiently and FAUKF is applied for robustness from noises. The simulation results prove the effectiveness of FAUKF applied to the proposed controller such that the control performances are superior over the conventional controller and the filer performance using FAUKF indicates the satisfactory results such as clearing the defects by reducing the distortions without compressor surge, whereas the conventional UKF is not fully effective as occurring some distortions with compressor surge due to a process noise.
A Nonlinear Transmission Line Model of the Cochlea With Temporal Integration Accounts for Duration Effects in Threshold Fine Structure

DEFF Research Database (Denmark)

Verhey, Jesko L.; Mauermann, Manfred; Epp, Bastian

2017-01-01

For normal-hearing listeners, auditory pure-tone thresholds in quiet often show quasi periodic fluctuations when measured with a high frequency resolution, referred to as threshold fine structure. Threshold fine structure is dependent on the stimulus duration, with smaller fluctuations for short...... than for long signals. The present study demonstrates how this effect can be captured by a nonlinear and active model of the cochlear in combination with a temporal integration stage. Since this cochlear model also accounts for fine structure and connected level dependent effects, it is superior...
Time-Domain Voltage Sag State Estimation Based on the Unscented Kalman Filter for Power Systems with Nonlinear Components

Directory of Open Access Journals (Sweden)

Rafael Cisneros-Magaña

2018-06-01

Full Text Available This paper proposes a time-domain methodology based on the unscented Kalman filter to estimate voltage sags and their characteristics, such as magnitude and duration in power systems represented by nonlinear models. Partial and noisy measurements from the electrical network with nonlinear loads, used as data, are assumed. The characteristics of voltage sags can be calculated in a discrete form with the unscented Kalman filter to estimate all the busbar voltages; being possible to determine the rms voltage magnitude and the voltage sag starting and ending time, respectively. Voltage sag state estimation results can be used to obtain the power quality indices for monitored and unmonitored busbars in the power grid and to design adequate mitigating techniques. The proposed methodology is successfully validated against the results obtained with the time-domain system simulation for the power system with nonlinear components, being the normalized root mean square error less than 3%.
Exponential L2-L∞ Filtering for a Class of Stochastic System with Mixed Delays and Nonlinear Perturbations

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Zhaohui Chen

2013-01-01

Full Text Available The delay-dependent exponential L2-L∞ performance analysis and filter design are investigated for stochastic systems with mixed delays and nonlinear perturbations. Based on the delay partitioning and integral partitioning technique, an improved delay-dependent sufficient condition for the existence of the L2-L∞ filter is established, by choosing an appropriate Lyapunov-Krasovskii functional and constructing a new integral inequality. The full-order filter design approaches are obtained in terms of linear matrix inequalities (LMIs. By solving the LMIs and using matrix decomposition, the desired filter gains can be obtained, which ensure that the filter error system is exponentially stable with a prescribed L2-L∞ performance γ. Numerical examples are provided to illustrate the effectiveness and significant improvement of the proposed method.
Optimal Nonlinear Filter for INS Alignment

Institute of Scientific and Technical Information of China (English)

赵瑞; 顾启泰

2002-01-01

All the methods to handle the inertial navigation system (INS) alignment were sub-optimal in the past. In this paper, particle filtering (PF) as an optimal method is used for solving the problem of INS alignment. A sub-optimal two-step filtering algorithm is presented to improve the real-time performance of PF. The approach combines particle filtering with Kalman filtering (KF). Simulation results illustrate the superior performance of these approaches when compared with extended Kalman filtering (EKF).
A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

Science.gov (United States)

Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

2018-03-07

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.
Nonlinear filtering with particle filters

OpenAIRE

Haslehner, Mylène

2014-01-01

Convective phenomena in the atmosphere, such as convective storms, are characterized by very fast, intermittent and seemingly stochastic processes. They are thus difficult to predict with Numerical Weather Prediction (NWP) models, and difficult to estimate with data assimilation methods that combine prediction and observations. In this thesis, nonlinear data assimilation methods are tested on two idealized convective scale cloud models, developed in [58] and [59]. The aim of this work was to ...
Sky-Hook Control and Kalman Filtering in Nonlinear Model of Tracked Vehicle Suspension System

Directory of Open Access Journals (Sweden)

Jurkiewicz Andrzej

2017-09-01

Full Text Available The essence of the undertaken topic is application of the continuous sky-hook control strategy and the Extended Kalman Filter as the state observer in the 2S1 tracked vehicle suspension system. The half-car model of this suspension system consists of seven logarithmic spiral springs and two magnetorheological dampers which has been described by the Bingham model. The applied continuous sky-hook control strategy considers nonlinear stiffness characteristic of the logarithmic spiral springs. The control is determined on estimates generated by the Extended Kalman Filter. Improve of ride comfort is verified by comparing simulation results, under the same driving conditions, of controlled and passive vehicle suspension systems.
Detection of broken rotor bars in induction motors using nonlinear Kalman filters.

Science.gov (United States)

Karami, Farzaneh; Poshtan, Javad; Poshtan, Majid

2010-04-01

This paper presents a model-based fault detection approach for induction motors. A new filtering technique using Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF) is utilized as a state estimation tool for on-line detection of broken bars in induction motors based on rotor parameter value estimation from stator current and voltage processing. The hypothesis on which the detection is based is that the failure events are detected by jumps in the estimated parameter values of the model. Both UKF and EKF are used to estimate the value of rotor resistance. Upon breaking a bar the estimated rotor resistance is increased instantly, thus providing two values of resistance after and before bar breakage. In order to compare the estimation performance of the EKF and UKF, both observers are designed for the same motor model and run with the same covariance matrices under the same conditions. Computer simulations are carried out for a squirrel cage induction motor. The results show the superiority of UKF over EKF in nonlinear system (such as induction motors) as it provides better estimates for rotor fault detection. Copyright 2010. Published by Elsevier Ltd.

Filtered-X Affine Projection Algorithms for Active Noise Control Using Volterra Filters

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Sicuranza Giovanni L

2004-01-01

Full Text Available We consider the use of adaptive Volterra filters, implemented in the form of multichannel filter banks, as nonlinear active noise controllers. In particular, we discuss the derivation of filtered-X affine projection algorithms for homogeneous quadratic filters. According to the multichannel approach, it is then easy to pass from these algorithms to those of a generic Volterra filter. It is shown in the paper that the AP technique offers better convergence and tracking capabilities than the classical LMS and NLMS algorithms usually applied in nonlinear active noise controllers, with a limited complexity increase. This paper extends in two ways the content of a previous contribution published in Proc. IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing (NSIP '03, Grado, Italy, June 2003. First of all, a general adaptation algorithm valid for any order of affine projections is presented. Secondly, a more complete set of experiments is reported. In particular, the effects of using multichannel filter banks with a reduced number of channels are investigated and relevant results are shown.
Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

Science.gov (United States)

Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua

2018-05-01

High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Nonlinear data assimilation

CERN Document Server

Van Leeuwen, Peter Jan; Reich, Sebastian

2015-01-01

This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.
Nonlinearity and thresholds in dose-response relationships for carcinogenicity due to sampling variation, logarithmic dose scaling, or small differences in individual susceptibility

International Nuclear Information System (INIS)

Lutz, W.K.; Gaylor, D.W.; Conolly, R.B.; Lutz, R.W.

2005-01-01

Nonlinear and threshold-like shapes of dose-response curves are often observed in tests for carcinogenicity. Here, we present three examples where an apparent threshold is spurious and can be misleading for low dose extrapolation and human cancer risk assessment. Case 1: For experiments that are not replicated, such as rodent bioassays for carcinogenicity, random variation can lead to misinterpretation of the result. This situation was simulated by 20 random binomial samplings of 50 animals per group, assuming a true linear dose response from 5% to 25% tumor incidence at arbitrary dose levels 0, 0.5, 1, 2, and 4. Linearity was suggested only by 8 of the 20 simulations. Four simulations did not reveal the carcinogenicity at all. Three exhibited thresholds, two showed a nonmonotonic behavior with a decrease at low dose, followed by a significant increase at high dose ('hormesis'). Case 2: Logarithmic representation of the dose axis transforms a straight line into a sublinear (up-bent) curve, which can be misinterpreted to indicate a threshold. This is most pronounced if the dose scale includes a wide low dose range. Linear regression of net tumor incidences and intersection with the dose axis results in an apparent threshold, even with an underlying true linear dose-incidence relationship. Case 3: Nonlinear shapes of dose-cancer incidence curves are rarely seen with epidemiological data in humans. The discrepancy to data in rodents may in part be explained by a wider span of individual susceptibilities for tumor induction in humans due to more diverse genetic background and modulation by co-carcinogenic lifestyle factors. Linear extrapolation of a human cancer risk could therefore be appropriate even if animal bioassays show nonlinearity
Nonlinear 2D convection and enhanced cross-field plasma transport near the MHD instability threshold

International Nuclear Information System (INIS)

Pastukhov, V.P.; Chudin, N.V.

2003-01-01

Results of theoretical study and computer simulations of nonlinear 2D convection induced by a convective MHD instability near its threshold in FRC-like non-paraxial magnetic confinement system are presented. An appropriate closed set of weakly nonideal reduced MHD equations is derived to describe the self-consistent plasma dynamics. It is shown that the convection forms nonlinear large scale stochastic vortices (convective cells), which tend to restore and to maintain the marginally stable pressure pro e and result in an essentially nonlocal enhanced heat transport. A large amount of data on the structure of the nascent convective flows is obtained and analyzed. The computer simulations of long time plasma evolutions demonstrate such features of the resulting anomalous transport as pro e consistency, L-H transition, external transport barrier, pinch of impurities, etc. (author)
A dynamic load estimation method for nonlinear structures with unscented Kalman filter

Science.gov (United States)

Guo, L. N.; Ding, Y.; Wang, Z.; Xu, G. S.; Wu, B.

2018-02-01

A force estimation method is proposed for hysteretic nonlinear structures. The equation of motion for the nonlinear structure is represented in state space and the state variable is augmented by the unknown the time history of external force. Unscented Kalman filter (UKF) is improved for the force identification in state space considering the ill-condition characteristic in the computation of square roots for the covariance matrix. The proposed method is firstly validated by a numerical simulation study of a 3-storey nonlinear hysteretic frame excited by periodic force. Each storey is supposed to follow a nonlinear hysteretic model. The external force is identified and the measurement noise is considered in this case. Then a case of a seismically isolated building subjected to earthquake excitation and impact force is studied. The isolation layer performs nonlinearly during the earthquake excitation. Impact force between the seismically isolated structure and the retaining wall is estimated with the proposed method. Uncertainties such as measurement noise, model error in storey stiffness and unexpected environmental disturbances are considered. A real-time substructure testing of an isolated structure is conducted to verify the proposed method. In the experimental study, the linear main structure is taken as numerical substructure while the one of the isolations with additional mass is taken as the nonlinear physical substructure. The force applied by the actuator on the physical substructure is identified and compared with the measured value from the force transducer. The method proposed in this paper is also validated by shaking table test of a seismically isolated steel frame. The acceleration of the ground motion as the unknowns is identified by the proposed method. Results from both numerical simulation and experimental studies indicate that the UKF based force identification method can be used to identify external excitations effectively for the nonlinear
Advanced nonlinear control of three phase series active power filter

Directory of Open Access Journals (Sweden)

Abouelmahjoub Y.

2014-01-01

Full Text Available The problem of controlling three-phase series active power filter (TPSAPF is addressed in this paper in presence of the perturbations in the voltages of the electrical supply network. The control objective of the TPSAPF is twofold: (i compensation of all voltage perturbations (voltage harmonics, voltage unbalance and voltage sags, (ii regulation of the DC bus voltage of the inverter. A controller formed by two nonlinear regulators is designed, using the Backstepping technique, to provide the above compensation. The regulation of the DC bus voltage of the inverter is ensured by the use of a diode bridge rectifier which its output is in parallel with the DC bus capacitor. The Analysis of controller performances is illustrated by numerical simulation in Matlab/Simulink environment.
Design, control, and implementation of LCL-filter-based shunt active power filters

DEFF Research Database (Denmark)

Tang, Yi; Loh, Poh Chiang; Wang, Peng

2011-01-01

This paper concentrates on the design, control and implementation of an LCL-filter-based shunt active power filter (SAPF), which can effectively compensate harmonic currents produced by nonlinear loads in a three-phase three-wire power system. The use of LCL-filter at the output end of SAPF offer......-loop control system, and active damping implemented with fewer current sensors are all addressed here. An analytical design example is finally presented, being supported with experimental results, to verify its effectiveness and practicality.......This paper concentrates on the design, control and implementation of an LCL-filter-based shunt active power filter (SAPF), which can effectively compensate harmonic currents produced by nonlinear loads in a three-phase three-wire power system. The use of LCL-filter at the output end of SAPF offers...
Threshold Dynamics in Stochastic SIRS Epidemic Models with Nonlinear Incidence and Vaccination

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Lei Wang

2017-01-01

Full Text Available In this paper, the dynamical behaviors for a stochastic SIRS epidemic model with nonlinear incidence and vaccination are investigated. In the models, the disease transmission coefficient and the removal rates are all affected by noise. Some new basic properties of the models are found. Applying these properties, we establish a series of new threshold conditions on the stochastically exponential extinction, stochastic persistence, and permanence in the mean of the disease with probability one for the models. Furthermore, we obtain a sufficient condition on the existence of unique stationary distribution for the model. Finally, a series of numerical examples are introduced to illustrate our main theoretical results and some conjectures are further proposed.
Cluster Based Vector Attribute Filtering

NARCIS (Netherlands)

Kiwanuka, Fred N.; Wilkinson, Michael H.F.

2016-01-01

Morphological attribute filters operate on images based on properties or attributes of connected components. Until recently, attribute filtering was based on a single global threshold on a scalar property to remove or retain objects. A single threshold struggles in case no single property or
Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics.

Science.gov (United States)

Madi, Mahmoud K; Karameh, Fadi N

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate
Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics

Science.gov (United States)

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate
Thresholds, switches and hysteresis in hydrology from the pedon to the catchment scale: a non-linear systems theory

Directory of Open Access Journals (Sweden)

2007-01-01

Full Text Available Hysteresis is a rate-independent non-linearity that is expressed through thresholds, switches, and branches. Exceedance of a threshold, or the occurrence of a turning point in the input, switches the output onto a particular output branch. Rate-independent branching on a very large set of switches with non-local memory is the central concept in the new definition of hysteresis. Hysteretic loops are a special case. A self-consistent mathematical description of hydrological systems with hysteresis demands a new non-linear systems theory of adequate generality. The goal of this paper is to establish this and to show how this may be done. Two results are presented: a conceptual model for the hysteretic soil-moisture characteristic at the pedon scale and a hysteretic linear reservoir at the catchment scale. Both are based on the Preisach model. A result of particular significance is the demonstration that the independent domain model of the soil moisture characteristic due to Childs, Poulavassilis, Mualem and others, is equivalent to the Preisach hysteresis model of non-linear systems theory, a result reminiscent of the reduction of the theory of the unit hydrograph to linear systems theory in the 1950s. A significant reduction in the number of model parameters is also achieved. The new theory implies a change in modelling paradigm.
Nonlinear optimal filter technique for analyzing energy depositions in TES sensors driven into saturation

Directory of Open Access Journals (Sweden)

B. Shank

2014-11-01

Full Text Available We present a detailed thermal and electrical model of superconducting transition edge sensors (TESs connected to quasiparticle (qp traps, such as the W TESs connected to Al qp traps used for CDMS (Cryogenic Dark Matter Search Ge and Si detectors. We show that this improved model, together with a straightforward time-domain optimal filter, can be used to analyze pulses well into the nonlinear saturation region and reconstruct absorbed energies with optimal energy resolution.
A study of single multiplicative neuron model with nonlinear filters for hourly wind speed prediction

International Nuclear Information System (INIS)

Wu, Xuedong; Zhu, Zhiyu; Su, Xunliang; Fan, Shaosheng; Du, Zhaoping; Chang, Yanchao; Zeng, Qingjun

2015-01-01

Wind speed prediction is one important methods to guarantee the wind energy integrated into the whole power system smoothly. However, wind power has a non–schedulable nature due to the strong stochastic nature and dynamic uncertainty nature of wind speed. Therefore, wind speed prediction is an indispensable requirement for power system operators. Two new approaches for hourly wind speed prediction are developed in this study by integrating the single multiplicative neuron model and the iterated nonlinear filters for updating the wind speed sequence accurately. In the presented methods, a nonlinear state–space model is first formed based on the single multiplicative neuron model and then the iterated nonlinear filters are employed to perform dynamic state estimation on wind speed sequence with stochastic uncertainty. The suggested approaches are demonstrated using three cases wind speed data and are compared with autoregressive moving average, artificial neural network, kernel ridge regression based residual active learning and single multiplicative neuron model methods. Three types of prediction errors, mean absolute error improvement ratio and running time are employed for different models’ performance comparison. Comparison results from Tables 1–3 indicate that the presented strategies have much better performance for hourly wind speed prediction than other technologies. - Highlights: • Developed two novel hybrid modeling methods for hourly wind speed prediction. • Uncertainty and fluctuations of wind speed can be better explained by novel methods. • Proposed strategies have online adaptive learning ability. • Proposed approaches have shown better performance compared with existed approaches. • Comparison and analysis of two proposed novel models for three cases are provided
Nonlinear Kalman filters for calibration in radio interferometry

Science.gov (United States)

Tasse, C.

2014-06-01

The data produced by the new generation of interferometers are affected by a wide variety of partially unknown complex effects such as pointing errors, phased array beams, ionosphere, troposphere, Faraday rotation, or clock drifts. Most algorithms addressing direction-dependent calibration solve for the effective Jones matrices, and cannot constrain the underlying physical quantities of the radio interferometry measurement equation (RIME). A related difficulty is that they lack robustness in the presence of low signal-to-noise ratios, and when solving for moderate to large numbers of parameters they can be subject to ill-conditioning. These effects can have dramatic consequences in the image plane such as source or even thermal noise suppression. The advantage of solvers directly estimating the physical terms appearing in the RIME is that they can potentially reduce the number of free parameters by orders of magnitudes while dramatically increasing the size of usable data, thereby improving conditioning. We present here a new calibration scheme based on a nonlinear version of the Kalman filter that aims at estimating the physical terms appearing in the RIME. We enrich the filter's structure with a tunable data representation model, together with an augmented measurement model for regularization. Using simulations we show that it can properly estimate the physical effects appearing in the RIME. We found that this approach is particularly useful in the most extreme cases such as when ionospheric and clock effects are simultaneously present. Combined with the ability to provide prior knowledge on the expected structure of the physical instrumental effects (expected physical state and dynamics), we obtain a fairly computationally cheap algorithm that we believe to be robust, especially in low signal-to-noise regimes. Potentially, the use of filters and other similar methods can represent an improvement for calibration in radio interferometry, under the condition that
Optimal threshold functions for fault detection and isolation

DEFF Research Database (Denmark)

Stoustrup, J.; Niemann, Hans Henrik; Cour-Harbo, A. la

2003-01-01

Fault diagnosis systems usually comprises two parts: a filtering part and a decision part, the latter typically based on threshold functions. In this paper, systematic ways to choose the threshold values are proposed. Two different test functions for the filtered signals are discussed and a method...
Lysis solution composition and non-linear dose-response to ionizing radiation in the non-denaturing DNA filter elution technique

International Nuclear Information System (INIS)

Radford, I.R.

1990-01-01

The suggestion by Okayasu and Iliakis (1989) that the non-linear dose-response curve, obtained with the non-denaturing filter elution technique for mammalian cells exposed to low-LET radiation, is the result of a technical artefact, was not confirmed. (author)
Generalised Filtering

Directory of Open Access Journals (Sweden)

Karl Friston

2010-01-01

Full Text Available We describe a Bayesian filtering scheme for nonlinear state-space models in continuous time. This scheme is called Generalised Filtering and furnishes posterior (conditional densities on hidden states and unknown parameters generating observed data. Crucially, the scheme operates online, assimilating data to optimize the conditional density on time-varying states and time-invariant parameters. In contrast to Kalman and Particle smoothing, Generalised Filtering does not require a backwards pass. In contrast to variational schemes, it does not assume conditional independence between the states and parameters. Generalised Filtering optimises the conditional density with respect to a free-energy bound on the model's log-evidence. This optimisation uses the generalised motion of hidden states and parameters, under the prior assumption that the motion of the parameters is small. We describe the scheme, present comparative evaluations with a fixed-form variational version, and conclude with an illustrative application to a nonlinear state-space model of brain imaging time-series.
Generalized Selection Weighted Vector Filters

Directory of Open Access Journals (Sweden)

Rastislav Lukac

2004-09-01

Full Text Available This paper introduces a class of nonlinear multichannel filters capable of removing impulsive noise in color images. The here-proposed generalized selection weighted vector filter class constitutes a powerful filtering framework for multichannel signal processing. Previously defined multichannel filters such as vector median filter, basic vector directional filter, directional-distance filter, weighted vector median filters, and weighted vector directional filters are treated from a global viewpoint using the proposed framework. Robust order-statistic concepts and increased degree of freedom in filter design make the proposed method attractive for a variety of applications. Introduced multichannel sigmoidal adaptation of the filter parameters and its modifications allow to accommodate the filter parameters to varying signal and noise statistics. Simulation studies reported in this paper indicate that the proposed filter class is computationally attractive, yields excellent performance, and is able to preserve fine details and color information while efficiently suppressing impulsive noise. This paper is an extended version of the paper by Lukac et al. presented at the 2003 IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing (NSIP '03 in Grado, Italy.

Relaxed damage threshold intensity conditions and nonlinear increase in the conversion efficiency of an optical parametric oscillator using a bi-directional pump geometry.

Science.gov (United States)

Norris, G; McConnell, G

2010-03-01

A novel bi-directional pump geometry that nonlinearly increases the nonlinear optical conversion efficiency of a synchronously pumped optical parametric oscillator (OPO) is reported. This bi-directional pumping method synchronizes the circulating signal pulse with two counter-propagating pump pulses within a linear OPO resonator. Through this pump scheme, an increase in nonlinear optical conversion efficiency of 22% was achieved at the signal wavelength, corresponding to a 95% overall increase in average power. Given an almost unchanged measured pulse duration of 260 fs under optimal performance conditions, this related to a signal wavelength peak power output of 18.8 kW, compared with 10 kW using the traditional single-pass geometry. In this study, a total effective peak intensity pump-field of 7.11 GW/cm(2) (corresponding to 3.55 GW/cm(2) from each pump beam) was applied to a 3 mm long periodically poled lithium niobate crystal, which had a damage threshold intensity of 4 GW/cm(2), without impairing crystal integrity. We therefore prove the application of this novel pump geometry provides opportunities for power-scaling of synchronously pumped OPO systems together with enhanced nonlinear conversion efficiency through relaxed damage threshold intensity conditions.
Distributed Fault Detection for a Class of Nonlinear Stochastic Systems

Directory of Open Access Journals (Sweden)

Bingyong Yan

2014-01-01

Full Text Available A novel distributed fault detection strategy for a class of nonlinear stochastic systems is presented. Different from the existing design procedures for fault detection, a novel fault detection observer, which consists of a nonlinear fault detection filter and a consensus filter, is proposed to detect the nonlinear stochastic systems faults. Firstly, the outputs of the nonlinear stochastic systems act as inputs of a consensus filter. Secondly, a nonlinear fault detection filter is constructed to provide estimation of unmeasurable system states and residual signals using outputs of the consensus filter. Stability analysis of the consensus filter is rigorously investigated. Meanwhile, the design procedures of the nonlinear fault detection filter are given in terms of linear matrix inequalities (LMIs. Taking the influence of the system stochastic noises into consideration, an outstanding feature of the proposed scheme is that false alarms can be reduced dramatically. Finally, simulation results are provided to show the feasibility and effectiveness of the proposed fault detection approach.
Restoration of Static JPEG Images and RGB Video Frames by Means of Nonlinear Filtering in Conditions of Gaussian and Non-Gaussian Noise

Science.gov (United States)

Sokolov, R. I.; Abdullin, R. R.

2017-11-01

The use of nonlinear Markov process filtering makes it possible to restore both video stream frames and static photos at the stage of preprocessing. The present paper reflects the results of research in comparison of these types image filtering quality by means of special algorithm when Gaussian or non-Gaussian noises acting. Examples of filter operation at different values of signal-to-noise ratio are presented. A comparative analysis has been performed, and the best filtered kind of noise has been defined. It has been shown the quality of developed algorithm is much better than quality of adaptive one for RGB signal filtering at the same a priori information about the signal. Also, an advantage over median filter takes a place when both fluctuation and pulse noise filtering.
Design of Threshold Controller Based Chaotic Circuits

DEFF Research Database (Denmark)

Mohamed, I. Raja; Murali, K.; Sinha, Sudeshna

2010-01-01

We propose a very simple implementation of a second-order nonautonomous chaotic oscillator, using a threshold controller as the only source of nonlinearity. We demonstrate the efficacy and simplicity of our design through numerical and experimental results. Further, we show that this approach...... of using a threshold controller as a nonlinear element, can be extended to obtain autonomous and multiscroll chaotic attractor circuits as well....
Estimating Multivariate Exponentail-Affine Term Structure Models from Coupon Bound Prices using Nonlinear Filtering

DEFF Research Database (Denmark)

Baadsgaard, Mikkel; Nielsen, Jan Nygaard; Madsen, Henrik

2000-01-01

An econometric analysis of continuous-timemodels of the term structure of interest rates is presented. A panel of coupon bond prices with different maturities is used to estimate the embedded parameters of a continuous-discrete state space model of unobserved state variables: the spot interest rate...... noise term should account for model errors. A nonlinear filtering method is used to compute estimates of the state variables, and the model parameters are estimated by a quasimaximum likelihood method provided that some assumptions are imposed on the model residuals. Both Monte Carlo simulation results...
Adaptive Filtering Using Recurrent Neural Networks

Science.gov (United States)

Parlos, Alexander G.; Menon, Sunil K.; Atiya, Amir F.

2005-01-01

A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.
Bound electron nonlinearity beyond the ionization threshold

OpenAIRE

Wahlstrand, J. K.; Zahedpour, S.; Bahl, A.; Kolesik, M.; Milchberg, H. M.

2018-01-01

Although high field laser-induced ionization is a fundamental process underlying many applications, there have been no absolute measurements of the nonlinear polarizability of atoms and molecules in the presence of ionization. Such information is crucial, for example, for understanding the propagation of high intensity ultrashort pulses in matter. Here, we present absolute space- and time-resolved measurements of the ultrafast laser-driven nonlinear polarizability in argon, krypton, xenon, ni...
Nonlinear bayesian state filtering with missing measurements and bounded noise and its application to vehicle position estimation

Czech Academy of Sciences Publication Activity Database

Pavelková, Lenka

2011-01-01

Roč. 47, č. 3 (2011), s. 370-384 ISSN 0023-5954 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : non-linear state space model * bounded uncertainty * missing measurements * state filtering * vehicle position estimation Subject RIV: BC - Control Systems Theory Impact factor: 0.454, year: 2011 http://library.utia.cas.cz/separaty/2011/AS/pavelkova-0360239.pdf
Selection vector filter framework

Science.gov (United States)

Lukac, Rastislav; Plataniotis, Konstantinos N.; Smolka, Bogdan; Venetsanopoulos, Anastasios N.

2003-10-01

We provide a unified framework of nonlinear vector techniques outputting the lowest ranked vector. The proposed framework constitutes a generalized filter class for multichannel signal processing. A new class of nonlinear selection filters are based on the robust order-statistic theory and the minimization of the weighted distance function to other input samples. The proposed method can be designed to perform a variety of filtering operations including previously developed filtering techniques such as vector median, basic vector directional filter, directional distance filter, weighted vector median filters and weighted directional filters. A wide range of filtering operations is guaranteed by the filter structure with two independent weight vectors for angular and distance domains of the vector space. In order to adapt the filter parameters to varying signal and noise statistics, we provide also the generalized optimization algorithms taking the advantage of the weighted median filters and the relationship between standard median filter and vector median filter. Thus, we can deal with both statistical and deterministic aspects of the filter design process. It will be shown that the proposed method holds the required properties such as the capability of modelling the underlying system in the application at hand, the robustness with respect to errors in the model of underlying system, the availability of the training procedure and finally, the simplicity of filter representation, analysis, design and implementation. Simulation studies also indicate that the new filters are computationally attractive and have excellent performance in environments corrupted by bit errors and impulsive noise.
Nonlinear Co-Integration Between Unemployment and Economic Growth in South Africa

Directory of Open Access Journals (Sweden)

Andrew Phiri

2014-12-01

Full Text Available In this paper, a momentum threshold autoregressive (MTAR model is used to evaluate nonlinear equilibrium reversion between unemployment and economic growth for South African data between the periods 2000–2013. To attain this objective we estimate the first-difference and the gap model variations of Okun’s specification. For the latter model variation, we employ three de-trending methods to obtain the relevant ‘gap’ data; namely, the Hodrick-Prescott (HP filter, the Baxter-King (BK filter and the Butterworth (BW digital filter. A common finding from our empirical analysis is that Okun’s law holds concretely for South African data regardless of the model specification or the de-trending technique that is used. Moreover, our analysis proves that unemployment Granger causes economic growth in the long-run, a result which may account for the jobless-growth phenomenon experienced by South Africa over the last decade or so.
The application of the detection filter to aircraft control surface and actuator failure detection and isolation

Science.gov (United States)

Bonnice, W. F.; Wagner, E.; Motyka, P.; Hall, S. R.

1985-01-01

The performance of the detection filter in detecting and isolating aircraft control surface and actuator failures is evaluated. The basic detection filter theory assumption of no direct input-output coupling is violated in this application due to the use of acceleration measurements for detecting and isolating failures. With this coupling, residuals produced by control surface failures may only be constrained to a known plane rather than to a single direction. A detection filter design with such planar failure signatures is presented, with the design issues briefly addressed. In addition, a modification to constrain the residual to a single known direction even with direct input-output coupling is also presented. Both the detection filter and the modification are tested using a nonlinear aircraft simulation. While no thresholds were selected, both filters demonstrated an ability to detect control surface and actuator failures. Failure isolation may be a problem if there are several control surfaces which produce similar effects on the aircraft. In addition, the detection filter was sensitive to wind turbulence and modeling errors.
Modelling modulation perception : modulation low-pass filter or modulation filter bank?

NARCIS (Netherlands)

Dau, T.; Kollmeier, B.; Kohlrausch, A.G.

1995-01-01

In current models of modulation perception, the stimuli are first filtered and nonlinearly transformed (mostly half-wave rectified). In order to model the low-pass characteristic of measured modulation transfer functions, the next stage in the models is a first-order low-pass filter with a typical
Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

Science.gov (United States)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to
A Fiber Bragg Grating Interrogation System with Self-Adaption Threshold Peak Detection Algorithm.

Science.gov (United States)

Zhang, Weifang; Li, Yingwu; Jin, Bo; Ren, Feifei; Wang, Hongxun; Dai, Wei

2018-04-08

A Fiber Bragg Grating (FBG) interrogation system with a self-adaption threshold peak detection algorithm is proposed and experimentally demonstrated in this study. This system is composed of a field programmable gate array (FPGA) and advanced RISC machine (ARM) platform, tunable Fabry-Perot (F-P) filter and optical switch. To improve system resolution, the F-P filter was employed. As this filter is non-linear, this causes the shifting of central wavelengths with the deviation compensated by the parts of the circuit. Time-division multiplexing (TDM) of FBG sensors is achieved by an optical switch, with the system able to realize the combination of 256 FBG sensors. The wavelength scanning speed of 800 Hz can be achieved by a FPGA+ARM platform. In addition, a peak detection algorithm based on a self-adaption threshold is designed and the peak recognition rate is 100%. Experiments with different temperatures were conducted to demonstrate the effectiveness of the system. Four FBG sensors were examined in the thermal chamber without stress. When the temperature changed from 0 °C to 100 °C, the degree of linearity between central wavelengths and temperature was about 0.999 with the temperature sensitivity being 10 pm/°C. The static interrogation precision was able to reach 0.5 pm. Through the comparison of different peak detection algorithms and interrogation approaches, the system was verified to have an optimum comprehensive performance in terms of precision, capacity and speed.
A Fiber Bragg Grating Interrogation System with Self-Adaption Threshold Peak Detection Algorithm

Directory of Open Access Journals (Sweden)

Weifang Zhang

2018-04-01

Full Text Available A Fiber Bragg Grating (FBG interrogation system with a self-adaption threshold peak detection algorithm is proposed and experimentally demonstrated in this study. This system is composed of a field programmable gate array (FPGA and advanced RISC machine (ARM platform, tunable Fabry–Perot (F–P filter and optical switch. To improve system resolution, the F–P filter was employed. As this filter is non-linear, this causes the shifting of central wavelengths with the deviation compensated by the parts of the circuit. Time-division multiplexing (TDM of FBG sensors is achieved by an optical switch, with the system able to realize the combination of 256 FBG sensors. The wavelength scanning speed of 800 Hz can be achieved by a FPGA+ARM platform. In addition, a peak detection algorithm based on a self-adaption threshold is designed and the peak recognition rate is 100%. Experiments with different temperatures were conducted to demonstrate the effectiveness of the system. Four FBG sensors were examined in the thermal chamber without stress. When the temperature changed from 0 °C to 100 °C, the degree of linearity between central wavelengths and temperature was about 0.999 with the temperature sensitivity being 10 pm/°C. The static interrogation precision was able to reach 0.5 pm. Through the comparison of different peak detection algorithms and interrogation approaches, the system was verified to have an optimum comprehensive performance in terms of precision, capacity and speed.
SPARSE ELECTROMAGNETIC IMAGING USING NONLINEAR LANDWEBER ITERATIONS

KAUST Repository

Desmal, Abdulla; Bagci, Hakan

2015-01-01

minimization problem is solved using nonlinear Landweber iterations, where at each iteration a thresholding function is applied to enforce the sparseness-promoting L0/L1-norm constraint. The thresholded nonlinear Landweber iterations are applied to several two
Mode Coupling and Nonlinear Resonances of MEMS Arch Resonators for Bandpass Filters

KAUST Repository

Hajjaj, Amal Z.

2017-01-30

We experimentally demonstrate an exploitation of the nonlinear softening, hardening, and veering phenomena (near crossing), where the frequencies of two vibration modes get close to each other, to realize a bandpass filter of sharp roll off from the passband to the stopband. The concept is demonstrated based on an electrothermally tuned and electrostatically driven MEMS arch resonator operated in air. The in-plane resonator is fabricated from a silicon-on-insulator wafer with a deliberate curvature to form an arch shape. A DC current is applied through the resonator to induce heat and modulate its stiffness, and hence its resonance frequencies. We show that the first resonance frequency increases up to twice of the initial value while the third resonance frequency decreases until getting very close to the first resonance frequency. This leads to the phenomenon of veering, where both modes get coupled and exchange energy. We demonstrate that by driving both modes nonlinearly and electrostatically near the veering regime, such that the first and third modes exhibit softening and hardening behavior, respectively, sharp roll off from the passband to the stopband is achievable. We show a flat, wide, and tunable bandwidth and center frequency by controlling the electrothermal actuation voltage.
An inertia-free filter line-search algorithm for large-scale nonlinear programming

Energy Technology Data Exchange (ETDEWEB)

Chiang, Nai-Yuan; Zavala, Victor M.

2016-02-15

We present a filter line-search algorithm that does not require inertia information of the linear system. This feature enables the use of a wide range of linear algebra strategies and libraries, which is essential to tackle large-scale problems on modern computing architectures. The proposed approach performs curvature tests along the search step to detect negative curvature and to trigger convexification. We prove that the approach is globally convergent and we implement the approach within a parallel interior-point framework to solve large-scale and highly nonlinear problems. Our numerical tests demonstrate that the inertia-free approach is as efficient as inertia detection via symmetric indefinite factorizations. We also demonstrate that the inertia-free approach can lead to reductions in solution time because it reduces the amount of convexification needed.
Performance improvement of shunt active power filter based on non-linear least-square approach

DEFF Research Database (Denmark)

Terriche, Yacine

2018-01-01

Nowadays, the shunt active power filters (SAPFs) have become a popular solution for power quality issues. A crucial issue in controlling the SAPFs which is highly correlated with their accuracy, flexibility and dynamic behavior, is generating the reference compensating current (RCC). The synchron......Nowadays, the shunt active power filters (SAPFs) have become a popular solution for power quality issues. A crucial issue in controlling the SAPFs which is highly correlated with their accuracy, flexibility and dynamic behavior, is generating the reference compensating current (RCC......). The synchronous reference frame (SRF) approach is widely used for generating the RCC due to its simplicity and computation efficiency. However, the SRF approach needs precise information of the voltage phase which becomes a challenge under adverse grid conditions. A typical solution to answer this need....... This paper proposes an improved open loop strategy which is unconditionally stable and flexible. The proposed method which is based on non-linear least square (NLS) approach can extract the fundamental voltage and estimates its phase within only half cycle, even in the presence of odd harmonics and dc offset...
The dynamics of a nonlinear relationship between crude oil spot and futures prices. A multivariate threshold regression approach

International Nuclear Information System (INIS)

Huang, Bwo-Nung; Yang, C.W.; Hwang, M.J.

2009-01-01

This paper segments daily data from January of 1986 to April of 2007 into three periods based on certain important events. Both periods I and II indicate that the spot prices in general are higher than futures prices as was well-known in the literature. Only period-III (2001/9/11-2007/4/30) displays a reverse phenomenon: futures prices, in general, exceed spot prices. When the absolute value of a basis (futures-spot) is greater than the threshold value in the arbitrage area (regime 1 and 3), at least one of the error correction coefficients, representing adjustment towards equilibrium, is statistically significant. That is, there exists a tendency in the oil market in which prices move toward equilibrium. With respect to the short-run dynamic interaction between spot price change ((delta)s t ) and futures price change ((delta)f t ), our results indicate that when the spot price is higher than futures price, and the basis is less than certain threshold value (regime 3), there exists at least one causal relationship between (delta)s t and (delta)f t . Conversely, when the futures price is higher than spot price and the basis is higher than certain threshold value (regime 1), there exists at least one causal relationship between (delta)s t and (delta)f t . Finally, we use the method suggested by Diebold and Mariano [Diebold, Francis X., Mariano, Roberto S., 1995. Comparing predictive accuracy. Journal of Business and Economic Statistics 13 (3), 253-263] to compare the predictive power between the linear and nonlinear models. Our empirical results indicate that the in-sample prediction of the nonlinear model is clearly superior to that of the linear model. (author)

A quantum extended Kalman filter

International Nuclear Information System (INIS)

Emzir, Muhammad F; Woolley, Matthew J; Petersen, Ian R

2017-01-01

In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements. (paper)
A quantum extended Kalman filter

Science.gov (United States)

Emzir, Muhammad F.; Woolley, Matthew J.; Petersen, Ian R.

2017-06-01

In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements.
Blended particle filters for large-dimensional chaotic dynamical systems

Science.gov (United States)

Majda, Andrew J.; Qi, Di; Sapsis, Themistoklis P.

2014-01-01

A major challenge in contemporary data science is the development of statistically accurate particle filters to capture non-Gaussian features in large-dimensional chaotic dynamical systems. Blended particle filters that capture non-Gaussian features in an adaptively evolving low-dimensional subspace through particles interacting with evolving Gaussian statistics on the remaining portion of phase space are introduced here. These blended particle filters are constructed in this paper through a mathematical formalism involving conditional Gaussian mixtures combined with statistically nonlinear forecast models compatible with this structure developed recently with high skill for uncertainty quantification. Stringent test cases for filtering involving the 40-dimensional Lorenz 96 model with a 5-dimensional adaptive subspace for nonlinear blended filtering in various turbulent regimes with at least nine positive Lyapunov exponents are used here. These cases demonstrate the high skill of the blended particle filter algorithms in capturing both highly non-Gaussian dynamical features as well as crucial nonlinear statistics for accurate filtering in extreme filtering regimes with sparse infrequent high-quality observations. The formalism developed here is also useful for multiscale filtering of turbulent systems and a simple application is sketched below. PMID:24825886
Dynamics of nonlinear feedback control.

Science.gov (United States)

Snippe, H P; van Hateren, J H

2007-05-01

Feedback control in neural systems is ubiquitous. Here we study the mathematics of nonlinear feedback control. We compare models in which the input is multiplied by a dynamic gain (multiplicative control) with models in which the input is divided by a dynamic attenuation (divisive control). The gain signal (resp. the attenuation signal) is obtained through a concatenation of an instantaneous nonlinearity and a linear low-pass filter operating on the output of the feedback loop. For input steps, the dynamics of gain and attenuation can be very different, depending on the mathematical form of the nonlinearity and the ordering of the nonlinearity and the filtering in the feedback loop. Further, the dynamics of feedback control can be strongly asymmetrical for increment versus decrement steps of the input. Nevertheless, for each of the models studied, the nonlinearity in the feedback loop can be chosen such that immediately after an input step, the dynamics of feedback control is symmetric with respect to increments versus decrements. Finally, we study the dynamics of the output of the control loops and find conditions under which overshoots and undershoots of the output relative to the steady-state output occur when the models are stimulated with low-pass filtered steps. For small steps at the input, overshoots and undershoots of the output do not occur when the filtering in the control path is faster than the low-pass filtering at the input. For large steps at the input, however, results depend on the model, and for some of the models, multiple overshoots and undershoots can occur even with a fast control path.
Climate shocks and rural-urban migration in Mexico: Exploring nonlinearities and thresholds

Science.gov (United States)

Nawrotzki, Raphael J.; DeWaard, Jack; Bakhtsiyarava, Maryia; Ha, Jasmine Trang

2016-01-01

Adverse climatic conditions may differentially drive human migration patterns between rural and urban areas, with implications for changes in population composition and density, access to infrastructure and resources, and the delivery of essential goods and services. However, there is little empirical evidence to support this notion. In this study, we investigate the relationship between climate shocks and migration between rural and urban areas within Mexico. We combine individual records from the 2000 and 2010 Mexican censuses (n=683,518) with high-resolution climate data from Terra Populus that are linked to census data at the municipality level (n=2,321). We measure climate shocks as monthly deviation from a 30-year (1961-1990) long-term climate normal period, and uncover important nonlinearities using quadratic and cubic specifications. Satellite-based measures of urban extents allow us to classify migrant-sending and migrant-receiving municipalities as rural or urban to examine four internal migration patterns: rural-urban, rural-rural, urban-urban, and urban-rural. Among our key findings, results from multilevel models reveal that each additional drought month increases the odds of rural-urban migration by 3.6%. In contrast, the relationship between heat months and rural-urban migration is nonlinear. After a threshold of ~34 heat months is surpassed, the relationship between heat months and rural-urban migration becomes positive and progressively increases in strength. Policy and programmatic interventions may therefore reduce climate induced rural-urban migration in Mexico through rural climate change adaptation initiatives, while also assisting rural migrants in finding employment and housing in urban areas to offset population impacts. PMID:28435176
Efficient particle filtering through residual nudging

KAUST Repository

Luo, Xiaodong

2013-05-15

We introduce an auxiliary technique, called residual nudging, to the particle filter to enhance its performance in cases where it performs poorly. The main idea of residual nudging is to monitor and, if necessary, adjust the residual norm of a state estimate in the observation space so that it does not exceed a pre-specified threshold. We suggest a rule to choose the pre-specified threshold, and construct a state estimate accordingly to achieve this objective. Numerical experiments suggest that introducing residual nudging to a particle filter may (substantially) improve its performance, in terms of filter accuracy and/or stability against divergence, especially when the particle filter is implemented with a relatively small number of particles. © 2013 Royal Meteorological Society.
Notch filters for port-Hamiltonian systems

NARCIS (Netherlands)

Dirksz, D.A.; Scherpen, J.M.A.; van der Schaft, A.J.; Steinbuch, M.

2012-01-01

In this paper a standard notch filter is modeled in the port-Hamiltonian framework. By having such a port-Hamiltonian description it is proven that the notch filter is a passive system. The notch filter can then be interconnected with another (nonlinear) port-Hamiltonian system, while preserving the
Advanced Filtering Techniques Applied to Spaceflight, Phase II

Data.gov (United States)

National Aeronautics and Space Administration — IST-Rolla developed two nonlinear filters for spacecraft orbit determination during the Phase I contract. The theta-D filter and the cost based filter, CBF, were...
Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations

CERN Document Server

Aliyu, MDS

2011-01-01

A comprehensive overview of nonlinear Haeu control theory for both continuous-time and discrete-time systems, Nonlinear Haeu-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear Haeu-control, nonlinear Haeu -filtering, mixed H2/ Haeu-nonlinear control and filtering, nonlinear Haeu-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter
A hybrid filter to mitigate harmonics caused by nonlinear load and resonance caused by power factor correction capacitor

Science.gov (United States)

Adan, N. F.; Soomro, D. M.

2017-01-01

Power factor correction capacitor (PFCC) is commonly installed in industrial applications for power factor correction (PFC). With the expanding use of non-linear equipment such as ASDs, power converters, etc., power factor (PF) improvement has become difficult due to the presence of harmonics. The resulting capacitive impedance of the PFCC may form a resonant circuit with the source inductive reactance at a certain frequency, which is likely to coincide with one of the harmonic frequency of the load. This condition will trigger large oscillatory currents and voltages that may stress the insulation and cause subsequent damage to the PFCC and equipment connected to the power system (PS). Besides, high PF cannot be achieved due to power distortion. This paper presents the design of a three-phase hybrid filter consisting of a single tuned passive filter (STPF) and shunt active power filter (SAPF) to mitigate harmonics and resonance in the PS through simulation using PSCAD/EMTDC software. SAPF was developed using p-q theory. The hybrid filter has resulted in significant improvement on both total harmonic distortion for voltage (THDV) and total demand distortion for current (TDDI) with maximum values of 2.93% and 9.84% respectively which were within the recommended IEEE 519-2014 standard limits. Regarding PF improvement, the combined filters have achieved PF close to desired PF at 0.95 for firing angle, α values up to 40°.
Spatial filter issues

International Nuclear Information System (INIS)

Murray, J.E.; Estabrook, K.G.; Milam, D.; Sell, W.D.; Van Wonterghem, R.M.; Feil, M.D.; Rubenchick, A.M.

1996-01-01

Experiments and calculations indicate that the threshold pressure in spatial filters for distortion of a transmitted pulse scales approximately as I O.2 and (F number-sign) 2 over the intensity range from 10 14 to 2xlO 15 W/CM 2 . We also demonstrated an interferometric diagnostic that will be used to measure the scaling relationships governing pinhole closure in spatial filters
An extended Kalman filtering approach to modeling nonlinear dynamic gene regulatory networks via short gene expression time series.

Science.gov (United States)

Wang, Zidong; Liu, Xiaohui; Liu, Yurong; Liang, Jinling; Vinciotti, Veronica

2009-01-01

In this paper, the extended Kalman filter (EKF) algorithm is applied to model the gene regulatory network from gene time series data. The gene regulatory network is considered as a nonlinear dynamic stochastic model that consists of the gene measurement equation and the gene regulation equation. After specifying the model structure, we apply the EKF algorithm for identifying both the model parameters and the actual value of gene expression levels. It is shown that the EKF algorithm is an online estimation algorithm that can identify a large number of parameters (including parameters of nonlinear functions) through iterative procedure by using a small number of observations. Four real-world gene expression data sets are employed to demonstrate the effectiveness of the EKF algorithm, and the obtained models are evaluated from the viewpoint of bioinformatics.
Chemical Etching, AFM, Laser Damage Threshold, and Nonlinear Optical Studies of Potential Nonlinear Optical Crystal: Bis (L-Glutamine Potassium Nitrate

Directory of Open Access Journals (Sweden)

Redrothu Hanumantharao

2013-01-01

Full Text Available A novel semiorganic nonlinear optical crystal bis (L-glutamine potassium nitrate (BGPN grown by slow evaporation technique at ambient temperature. The grown crystal surface has been analyzed by chemical etching and atomic force microscopy (AFM studies. Amplitude parameters like area roughness, roughness average, valley height, valley depth, peak height, and peak valley height were measured successfully from AFM studies. Etching studies were carried out by various solvents like water, methanol and ethanol. The etching study indicates the occurrence of different types of etch pit patterns like striations and steplike pattern. The laser damage threshold energy has been measured by irradiating laser beam using a Q-switched Nd: YAG laser (1064 nm. Second harmonic generation (SHG studies have been performed by famous Kurtz powder technique with reference to standard potassium dihydrogen phosphate single crystals (KDP. It is found from this technique that SHG efficiency of BGPN is in comparison to that of standard KDP crystals.
Estimation of three-dimensional radar tracking using modified extended kalman filter

Science.gov (United States)

Aditya, Prima; Apriliani, Erna; Khusnul Arif, Didik; Baihaqi, Komar

2018-03-01

Kalman filter is an estimation method by combining data and mathematical models then developed be extended Kalman filter to handle nonlinear systems. Three-dimensional radar tracking is one of example of nonlinear system. In this paper developed a modification method of extended Kalman filter from the direct decline of the three-dimensional radar tracking case. The development of this filter algorithm can solve the three-dimensional radar measurements in the case proposed in this case the target measured by radar with distance r, azimuth angle θ, and the elevation angle ϕ. Artificial covariance and mean adjusted directly on the three-dimensional radar system. Simulations result show that the proposed formulation is effective in the calculation of nonlinear measurement compared with extended Kalman filter with the value error at 0.77% until 1.15%.
Ballistic target tracking algorithm based on improved particle filtering

Science.gov (United States)

Ning, Xiao-lei; Chen, Zhan-qi; Li, Xiao-yang

2015-10-01

Tracking ballistic re-entry target is a typical nonlinear filtering problem. In order to track the ballistic re-entry target in the nonlinear and non-Gaussian complex environment, a novel chaos map particle filter (CMPF) is used to estimate the target state. CMPF has better performance in application to estimate the state and parameter of nonlinear and non-Gassuian system. The Monte Carlo simulation results show that, this method can effectively solve particle degeneracy and particle impoverishment problem by improving the efficiency of particle sampling to obtain the better particles to part in estimation. Meanwhile CMPF can improve the state estimation precision and convergence velocity compared with EKF, UKF and the ordinary particle filter.
Nonlinear Filtering and Approximation Techniques

Science.gov (United States)

1991-09-01

filtering. UNIT8 Q RECERCE**No 1223 Programme 5 A utomatique, Productique, Traitement dui Signal et des Donnc~es CONSISTENT PARAMETER ESTIMATION FOR...ue’e[71 E C 2.’(Rm x [0,7]; R) is the unique solution of the Hamilton-Jacobi-Bellman equation 9u,’[7](x, t) - EAu "’[ 7](x,t) + He,’[ 7](x,t,Du,[ 7](x,t
On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

KAUST Repository

Luo, Xiaodong; Hoteit, Ibrahim; Moroz, Irene M.

2010-01-01

However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].
Nonlinear cyclotron absorption and stimulated scattering

International Nuclear Information System (INIS)

Chung, T.H.

1986-01-01

In electron cyclotron resonance heating (ECRH), wave sources heating a plasma linearly with respect to intensity; but as the intensity of ECRH gets larger, there might appear nonlinear effects that would result in cutoff of net absorption. This thesis uses quantum mechanical theory to derive a threshold microwave intensity for nonlinear absorption. The quantum mechanical theory estimates that the threshold microwave intensity for nonlinear absorption is about 10 5 watts/cm 2 for a microwave heating experiment (T/sub e/ = 100 ev, λ = 3,783 cm, B = 2.5 kG). This value seems large considering the present power capabilities of microwave sources (10 2 ∼ 10 3 watts/cm 2 ), but for a low temperature plasma, this threshold will go down. There is another nonlinear phenomenon called stimulated cyclotron scattering that enhances photon scattering by electrons gyrating in a magnetic field. This is expected to prevent incoming photons from arriving at the central region of the fusion plasma, where absorption mainly takes place. Theory based on a photon transport model predicts that the threshold intensity for the stimulated cyclotron scattering is about 10 4 watts/cm 2 for the plasma parameters mentioned above. This value seems large also, but a longer wavelength of microwaves and a larger magnitude magnetic field, which will be the case in reactor type facilities, will lower the threshold intensity to levels comparable with the currently developed microwave sources
Are consistent equal-weight particle filters possible?

Science.gov (United States)

van Leeuwen, P. J.

2017-12-01

Particle filters are fully nonlinear data-assimilation methods that could potentially change the way we do data-assimilation in highly nonlinear high-dimensional geophysical systems. However, the standard particle filter in which the observations come in by changing the relative weights of the particles is degenerate. This means that one particle obtains weight one, and all other particles obtain a very small weight, effectively meaning that the ensemble of particles reduces to that one particle. For over 10 years now scientists have searched for solutions to this problem. One obvious solution seems to be localisation, in which each part of the state only sees a limited number of observations. However, for a realistic localisation radius based on physical arguments, the number of observations is typically too large, and the filter is still degenerate. Another route taken is trying to find proposal densities that lead to more similar particle weights. There is a simple proof, however, that shows that there is an optimum, the so-called optimal proposal density, and that optimum will lead to a degenerate filter. On the other hand, it is easy to come up with a counter example of a particle filter that is not degenerate in high-dimensional systems. Furthermore, several particle filters have been developed recently that claim to have equal or equivalent weights. In this presentation I will show how to construct a particle filter that is never degenerate in high-dimensional systems, and how that is still consistent with the proof that one cannot do better than the optimal proposal density. Furthermore, it will be shown how equal- and equivalent-weights particle filters fit within this framework. This insight will then lead to new ways to generate particle filters that are non-degenerate, opening up the field of nonlinear filtering in high-dimensional systems.
Derivative free filtering using Kalmtool

DEFF Research Database (Denmark)

Bayramoglu, Enis; Hansen, Søren; Ravn, Ole

2010-01-01

In this paper we present a toolbox enabling easy evaluation and comparison of different filtering algorithms. The toolbox is called Kalmtool 4 and is a set of MATLAB tools for state estimation of nonlinear systems. The toolbox contains functions for extended Kalman filtering as well as for DD1 fi...

Vector Directional Distance Rational Hybrid Filters for Color Image Restoration

Directory of Open Access Journals (Sweden)

L. Khriji

2005-12-01

Full Text Available A new class of nonlinear filters, called vector-directional distance rational hybrid filters (VDDRHF for multispectral image processing, is introduced and applied to color image-filtering problems. These filters are based on rational functions (RF. The VDDRHF filter is a two-stage filter, which exploits the features of the vector directional distance filter (VDDF, the center weighted vector directional distance filter (CWVDDF and those of the rational operator. The filter output is a result of vector rational function (VRF operating on the output of three sub-functions. Two vector directional distance (VDDF filters and one center weighted vector directional distance filter (CWVDDF are proposed to be used in the first stage due to their desirable properties, such as, noise attenuation, chromaticity retention, and edges and details preservation. Experimental results show that the new VDDRHF outperforms a number of widely known nonlinear filters for multi-spectral image processing such as the vector median filter (VMF, the generalized vector directional filters (GVDF and distance directional filters (DDF with respect to all criteria used.
Convergence Results for the Gaussian Mixture Implementation of the Extended-Target PHD Filter and Its Extended Kalman Filtering Approximation

Directory of Open Access Journals (Sweden)

Feng Lian

2012-01-01

Full Text Available The convergence of the Gaussian mixture extended-target probability hypothesis density (GM-EPHD filter and its extended Kalman (EK filtering approximation in mildly nonlinear condition, namely, the EK-GM-EPHD filter, is studied here. This paper proves that both the GM-EPHD filter and the EK-GM-EPHD filter converge uniformly to the true EPHD filter. The significance of this paper is in theory to present the convergence results of the GM-EPHD and EK-GM-EPHD filters and the conditions under which the two filters satisfy uniform convergence.
Nonlinear System Identification Using Neural Networks Trained with Natural Gradient Descent

Directory of Open Access Journals (Sweden)

Ibnkahla Mohamed

2003-01-01

Full Text Available We use natural gradient (NG learning neural networks (NNs for modeling and identifying nonlinear systems with memory. The nonlinear system is comprised of a discrete-time linear filter followed by a zero-memory nonlinearity . The NN model is composed of a linear adaptive filter followed by a two-layer memoryless nonlinear NN. A Kalman filter-based technique and a search-and-converge method have been employed for the NG algorithm. It is shown that the NG descent learning significantly outperforms the ordinary gradient descent and the Levenberg-Marquardt (LM procedure in terms of convergence speed and mean squared error (MSE performance.
Wiener discrete cosine transform-based image filtering

Science.gov (United States)

Pogrebnyak, Oleksiy; Lukin, Vladimir V.

2012-10-01

A classical problem of additive white (spatially uncorrelated) Gaussian noise suppression in grayscale images is considered. The main attention is paid to discrete cosine transform (DCT)-based denoising, in particular, to image processing in blocks of a limited size. The efficiency of DCT-based image filtering with hard thresholding is studied for different sizes of overlapped blocks. A multiscale approach that aggregates the outputs of DCT filters having different overlapped block sizes is proposed. Later, a two-stage denoising procedure that presumes the use of the multiscale DCT-based filtering with hard thresholding at the first stage and a multiscale Wiener DCT-based filtering at the second stage is proposed and tested. The efficiency of the proposed multiscale DCT-based filtering is compared to the state-of-the-art block-matching and three-dimensional filter. Next, the potentially reachable multiscale filtering efficiency in terms of output mean square error (MSE) is studied. The obtained results are of the same order as those obtained by Chatterjee's approach based on nonlocal patch processing. It is shown that the ideal Wiener DCT-based filter potential is usually higher when noise variance is high.
Filtering, control and fault detection with randomly occurring incomplete information

CERN Document Server

Dong, Hongli; Gao, Huijun

2013-01-01

This book investigates the filtering, control and fault detection problems for several classes of nonlinear systems with randomly occurring incomplete information. It proposes new concepts, including RVNs, ROMDs, ROMTCDs, and ROQEs. The incomplete information under consideration primarily includes missing measurements, time-delays, sensor and actuator saturations, quantization effects and time-varying nonlinearities. The first part of this book focuses on the filtering, control and fault detection problems for several classes of nonlinear stochastic discrete-time systems and
Square Root Unscented Kalman Filters for State Estimation of Induction Motor Drives

DEFF Research Database (Denmark)

Lascu, Cristian; Jafarzadeh, Saeed; Fadali, M.Sami

2013-01-01

This paper investigates the application, design, and implementation of the square root unscented Kalman filter (UKF) (SRUKF) for induction motor (IM) sensorless drives. The UKF uses nonlinear unscented transforms (UTs) in the prediction step in order to preserve the stochastic characteristics...... of a nonlinear system. The advantage of using the UT is its ability to capture the nonlinear behavior of the system, unlike the extended Kalman filter (EKF) that uses linearized models. The SRUKF implements the UKF using square root filtering to reduce computational errors. We discuss the theoretical aspects...
Active RC filter based implementation analysis part of two channel hybrid filter bank

Directory of Open Access Journals (Sweden)

Stojanović Vidosav

2014-01-01

Full Text Available In the present paper, a new design method for continuous-time powersymmetric active RC filters for Hybrid Filter Bank (HFB is proposed. Some theoretical properties of continious-time power-symmetric filters bank in a more general perspective are studied. This includes the derivation of a new general analytical form, and a study of poles and zeros locations in s-plane. In the proposed design method the analytic solution of filter coefficients is solved in sdomain using only one nonlinear equation Finally, the proposed approximation is compared to standard approximations. It was shown that attenuation and group delay characteristic of the proposed filter lie between Butterworth and elliptic characteristics. [Projekat Ministarstva nauke Republike Srbije, br. 32009TR
Generalized design of high performance shunt active power filter with output LCL filter

DEFF Research Database (Denmark)

Tang, Yi; Loh, Poh Chiang; Wang, Peng

2012-01-01

parameters, interactions between resonance damping and harmonic compensation, bandwidth design of the closed-loop system, and active damping implementation with fewer current sensors. These described design concerns, together with their generalized design procedure, are applied to an analytical example......This paper concentrates on the design, control, and implementation of an LCL-filter-based shunt active power filter (SAPF), which can effectively compensate for harmonic currents produced by nonlinear loads in a three-phase three-wire power system. With an LCL filter added at its output...
Particle Filter with Novel Nonlinear Error Model for Miniature Gyroscope-Based Measurement While Drilling Navigation

Directory of Open Access Journals (Sweden)

Tao Li

2016-03-01

Full Text Available The derivation of a conventional error model for the miniature gyroscope-based measurement while drilling (MGWD system is based on the assumption that the errors of attitude are small enough so that the direction cosine matrix (DCM can be approximated or simplified by the errors of small-angle attitude. However, the simplification of the DCM would introduce errors to the navigation solutions of the MGWD system if the initial alignment cannot provide precise attitude, especially for the low-cost microelectromechanical system (MEMS sensors operated in harsh multilateral horizontal downhole drilling environments. This paper proposes a novel nonlinear error model (NNEM by the introduction of the error of DCM, and the NNEM can reduce the propagated errors under large-angle attitude error conditions. The zero velocity and zero position are the reference points and the innovations in the states estimation of particle filter (PF and Kalman filter (KF. The experimental results illustrate that the performance of PF is better than KF and the PF with NNEM can effectively restrain the errors of system states, especially for the azimuth, velocity, and height in the quasi-stationary condition.
Particle Filter with Novel Nonlinear Error Model for Miniature Gyroscope-Based Measurement While Drilling Navigation.

Science.gov (United States)

Li, Tao; Yuan, Gannan; Li, Wang

2016-03-15

The derivation of a conventional error model for the miniature gyroscope-based measurement while drilling (MGWD) system is based on the assumption that the errors of attitude are small enough so that the direction cosine matrix (DCM) can be approximated or simplified by the errors of small-angle attitude. However, the simplification of the DCM would introduce errors to the navigation solutions of the MGWD system if the initial alignment cannot provide precise attitude, especially for the low-cost microelectromechanical system (MEMS) sensors operated in harsh multilateral horizontal downhole drilling environments. This paper proposes a novel nonlinear error model (NNEM) by the introduction of the error of DCM, and the NNEM can reduce the propagated errors under large-angle attitude error conditions. The zero velocity and zero position are the reference points and the innovations in the states estimation of particle filter (PF) and Kalman filter (KF). The experimental results illustrate that the performance of PF is better than KF and the PF with NNEM can effectively restrain the errors of system states, especially for the azimuth, velocity, and height in the quasi-stationary condition.
Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody

2016-05-03

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.
Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

Law, Kody; Tembine, Hamidou; Tempone, Raul

2016-01-01

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.
Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS.

Science.gov (United States)

Zhou, Dapeng; Guo, Lei

2017-11-18

The performance of an inertial navigation system (INS) operated on a moving base greatly depends on the accuracy of rapid transfer alignment (RTA). However, in practice, the coexistence of large initial attitude errors and uncertain observation noise statistics poses a great challenge for the estimation accuracy of misalignment angles. This study aims to develop a novel robust nonlinear filter, namely the stochastic integration H ∞ filter (SIH ∞ F) for improving both the accuracy and robustness of RTA. In this new nonlinear H ∞ filter, the stochastic spherical-radial integration rule is incorporated with the framework of the derivative-free H ∞ filter for the first time, and the resulting SIH ∞ F simultaneously attenuates the negative effect in estimations caused by significant nonlinearity and large uncertainty. Comparisons between the SIH ∞ F and previously well-known methodologies are carried out by means of numerical simulation and a van test. The results demonstrate that the newly-proposed method outperforms the cubature H ∞ filter. Moreover, the SIH ∞ F inherits the benefit of the traditional stochastic integration filter, but with more robustness in the presence of uncertainty.
Nonlinear effects on mode-converted lower-hybrid waves

International Nuclear Information System (INIS)

Kuehl, H.H.

1976-01-01

Nonlinear ponderomotive force effects on mode-converted lower-hybrid waves are considered. The nonlinear distortion of these waves is shown to be governed by the cubic nonlinear Schroedinger equation. The threshold condition for self-focusing and filamentation is derived
Methodological aspects in the determination of the auditory filters and critical band at low and mid-frequencies

DEFF Research Database (Denmark)

Orellana, Carlos Andrés Jurado; Møller, Henrik; Pedersen, Christian Sejer

2008-01-01

or after the experiment, normally being applied afterwards. Due to the non-linear characteristics of the cochlear amplifier, it is arguable whether postexperimental weighting is a proper approach, or whether at low frequencies there will be any difference between pre or post stimuli weighting. Listening......In order to evaluate loudness or audibility of complex sounds, knowledge of the auditory filter characteristics is necessary. At low frequencies, where both the threshold of hearing and dynamic range become considerably frequency dependent, care must be taken to account for this both in the psycho......-acoustical model and the methodological approach. To account for variation in hearing sensitivity at low frequencies, equal loudness contours have been used to weight the stimuli accordingly. At mid and high frequencies, threshold of hearing curves have been used. These stimuli weightings can be applied before...
Nonlinear Filtering in High Dimension

Science.gov (United States)

2014-06-02

near J (that is, the spatial accumulation of errors is mitigated). This localization comes at a price , however; the local filter stability bound holds...Appendix A to complete the proof of the variance bound. The present approach is inspired by [15]. The price we pay is that the variance bound scales...Random fields and diffusion processes. In École d’Été de Prob- abilités de Saint- Flour XV–XVII, 1985–87, volume 1362 of Lecture Notes in Math., pages
Bayesian target tracking based on particle filter

Institute of Scientific and Technical Information of China (English)

无

2005-01-01

For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo (MCMC) method, the resampling step, etc novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.
Estimation of Sideslip Angle Based on Extended Kalman Filter

Directory of Open Access Journals (Sweden)

Yupeng Huang

2017-01-01

Full Text Available The sideslip angle plays an extremely important role in vehicle stability control, but the sideslip angle in production car cannot be obtained from sensor directly in consideration of the cost of the sensor; it is essential to estimate the sideslip angle indirectly by means of other vehicle motion parameters; therefore, an estimation algorithm with real-time performance and accuracy is critical. Traditional estimation method based on Kalman filter algorithm is correct in vehicle linear control area; however, on low adhesion road, vehicles have obvious nonlinear characteristics. In this paper, extended Kalman filtering algorithm had been put forward in consideration of the nonlinear characteristic of the tire and was verified by the Carsim and Simulink joint simulation, such as the simulation on the wet cement road and the ice and snow road with double lane change. To test and verify the effect of extended Kalman filtering estimation algorithm, the real vehicle test was carried out on the limit test field. The experimental results show that the accuracy of vehicle sideslip angle acquired by extended Kalman filtering algorithm is obviously higher than that acquired by Kalman filtering in the area of the nonlinearity.
Nonlinear digital out-of-plane waveguide coupler based on nonlinear scattering of a single graphene layer

Science.gov (United States)

Asadi, Reza; Ouyang, Zhengbiao

2018-03-01

A new mechanism for out-of-plane coupling into a waveguide is presented and numerically studied based on nonlinear scattering of a single nano-scale Graphene layer inside the waveguide. In this mechanism, the refractive index nonlinearity of Graphene and nonhomogeneous light intensity distribution occurred due to the interference between the out-of-plane incident pump light and the waveguide mode provide a virtual grating inside the waveguide, coupling the out-of-plane pump light into the waveguide. It has been shown that the coupling efficiency has two distinct values with high contrast around a threshold pump intensity, providing suitable condition for digital optical applications. The structure operates at a resonance mode due to band edge effect, which enhances the nonlinearity and decreases the required threshold intensity.
Passive Target Tracking in Non-cooperative Radar System Based on Particle Filtering

Institute of Scientific and Technical Information of China (English)

LI Shuo; TAO Ran

2006-01-01

We propose a target tracking method based on particle filtering(PF) to solve the nonlinear non-Gaussian target-tracking problem in the bistatic radar systems using external radiation sources. Traditional nonlinear state estimation method is extended Kalman filtering (EKF), which is to do the first level Taylor series extension. It will cause an inaccuracy or even a scatter estimation result on condition that there is either a highly nonlinear target or a large noise square-error. Besides, Kalman filtering is the optimal resolution under a Gaussian noise assumption, and is not suitable to the non-Gaussian condition. PF is a sort of statistic filtering based on Monte Carlo simulation that is using some random samples (particles) to simulate the posterior probability density of system random variables. This method can be used in any nonlinear random system. It can be concluded through simulation that PF can achieve higher accuracy than the traditional EKF.

Robotic fish tracking method based on suboptimal interval Kalman filter

Science.gov (United States)

Tong, Xiaohong; Tang, Chao

2017-11-01

Autonomous Underwater Vehicle (AUV) research focused on tracking and positioning, precise guidance and return to dock and other fields. The robotic fish of AUV has become a hot application in intelligent education, civil and military etc. In nonlinear tracking analysis of robotic fish, which was found that the interval Kalman filter algorithm contains all possible filter results, but the range is wide, relatively conservative, and the interval data vector is uncertain before implementation. This paper proposes a ptimization algorithm of suboptimal interval Kalman filter. Suboptimal interval Kalman filter scheme used the interval inverse matrix with its worst inverse instead, is more approximate nonlinear state equation and measurement equation than the standard interval Kalman filter, increases the accuracy of the nominal dynamic system model, improves the speed and precision of tracking system. Monte-Carlo simulation results show that the optimal trajectory of sub optimal interval Kalman filter algorithm is better than that of the interval Kalman filter method and the standard method of the filter.
Design and control of LCL-filter with active damping for Active Power Filter

DEFF Research Database (Denmark)

Zeng, Guohong; Rasmussen, Tonny Wederberg; Ma, L

2010-01-01

of LCL-filter for APF is introduced, which is aimed for simplified the implementation. To suppress the resonance that may be excited in the system, which brings in stability problems, an active damping control strategy using the current feed-back of the filter capacitor is adopted. By selecting two equal......In the application of shunt Active Power Filter (APF) to compensate nonlinear load's harmonic, reactive and negative sequence current, it is more effective to use a LCL-filter than an L-filter as an interface between the Voltage Source Converter (VSC) and grid. In this paper, a designing procedure...... or similar inductances, the filter designing become more simple and effective, meanwhile the capacitance requirement is minimized. A pole-zero automatic cancellation phenomenon is discussed in this paper, which can be applied to simplify the current regulator designing. The tuning method is presented, based...
The research of radar target tracking observed information linear filter method

Science.gov (United States)

Chen, Zheng; Zhao, Xuanzhi; Zhang, Wen

2018-05-01

Aiming at the problems of low precision or even precision divergent is caused by nonlinear observation equation in radar target tracking, a new filtering algorithm is proposed in this paper. In this algorithm, local linearization is carried out on the observed data of the distance and angle respectively. Then the kalman filter is performed on the linearized data. After getting filtered data, a mapping operation will provide the posteriori estimation of target state. A large number of simulation results show that this algorithm can solve above problems effectively, and performance is better than the traditional filtering algorithm for nonlinear dynamic systems.
Nonlinear demodulation and channel coding in EBPSK scheme.

Science.gov (United States)

Chen, Xianqing; Wu, Lenan

2012-01-01

The extended binary phase shift keying (EBPSK) is an efficient modulation technique, and a special impacting filter (SIF) is used in its demodulator to improve the bit error rate (BER) performance. However, the conventional threshold decision cannot achieve the optimum performance, and the SIF brings more difficulty in obtaining the posterior probability for LDPC decoding. In this paper, we concentrate not only on reducing the BER of demodulation, but also on providing accurate posterior probability estimates (PPEs). A new approach for the nonlinear demodulation based on the support vector machine (SVM) classifier is introduced. The SVM method which selects only a few sampling points from the filter output was used for getting PPEs. The simulation results show that the accurate posterior probability can be obtained with this method and the BER performance can be improved significantly by applying LDPC codes. Moreover, we analyzed the effect of getting the posterior probability with different methods and different sampling rates. We show that there are more advantages of the SVM method under bad condition and it is less sensitive to the sampling rate than other methods. Thus, SVM is an effective method for EBPSK demodulation and getting posterior probability for LDPC decoding.
Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests

OpenAIRE

Qaiser Munir; Kasim Mansur

2009-01-01

This paper investigates the behavior of Kuala Lumpur Stock Exchange Composite Index (KLCI) for the period from 1980:1 to 2008:8 using a two-regime threshold autoregressive (TAR) model with an autoregressive unit root developed by Caner and Hansen [Threshold autoregression with a unit roots, Econometrics 69 (6) (2001) 1555-1596] which allows testing nonlinearity and nonstationarity simultaneously. Our finding indicates that the KLCI is a nonlinear series that is characterized by a unit root pr...
Unscented Kalman filter for SINS alignment

Institute of Scientific and Technical Information of China (English)

Zhou Zhanxin; Gao Yanan; Chen Jiabin

2007-01-01

In order to improve the filter accuracy for the nonlinear error model of strapdown inertial navigation system (SINS) alignment, Unscented Kalman Filter (UKF) is presented for simulation with stationary base and moving base of SINS alignment.Simulation results show the superior performance of this approach when compared with classical suboptimal techniques such as extended Kalman filter in cases of large initial misalignment.The UKF has good performance in case of small initial misalignment.
Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.

Science.gov (United States)

Kelly, David; Majda, Andrew J; Tong, Xin T

2015-08-25

The ensemble Kalman filter and ensemble square root filters are data assimilation methods used to combine high-dimensional, nonlinear dynamical models with observed data. Ensemble methods are indispensable tools in science and engineering and have enjoyed great success in geophysical sciences, because they allow for computationally cheap low-ensemble-state approximation for extremely high-dimensional turbulent forecast models. From a theoretical perspective, the dynamical properties of these methods are poorly understood. One of the central mysteries is the numerical phenomenon known as catastrophic filter divergence, whereby ensemble-state estimates explode to machine infinity, despite the true state remaining in a bounded region. In this article we provide a breakthrough insight into the phenomenon, by introducing a simple and natural forecast model that transparently exhibits catastrophic filter divergence under all ensemble methods and a large set of initializations. For this model, catastrophic filter divergence is not an artifact of numerical instability, but rather a true dynamical property of the filter. The divergence is not only validated numerically but also proven rigorously. The model cleanly illustrates mechanisms that give rise to catastrophic divergence and confirms intuitive accounts of the phenomena given in past literature.
Image classification using multiscale information fusion based on saliency driven nonlinear diffusion filtering.

Science.gov (United States)

Hu, Weiming; Hu, Ruiguang; Xie, Nianhua; Ling, Haibin; Maybank, Stephen

2014-04-01

In this paper, we propose saliency driven image multiscale nonlinear diffusion filtering. The resulting scale space in general preserves or even enhances semantically important structures such as edges, lines, or flow-like structures in the foreground, and inhibits and smoothes clutter in the background. The image is classified using multiscale information fusion based on the original image, the image at the final scale at which the diffusion process converges, and the image at a midscale. Our algorithm emphasizes the foreground features, which are important for image classification. The background image regions, whether considered as contexts of the foreground or noise to the foreground, can be globally handled by fusing information from different scales. Experimental tests of the effectiveness of the multiscale space for the image classification are conducted on the following publicly available datasets: 1) the PASCAL 2005 dataset; 2) the Oxford 102 flowers dataset; and 3) the Oxford 17 flowers dataset, with high classification rates.
Support Vector Regression-Based Adaptive Divided Difference Filter for Nonlinear State Estimation Problems

Directory of Open Access Journals (Sweden)

Hongjian Wang

2014-01-01

Full Text Available We present a support vector regression-based adaptive divided difference filter (SVRADDF algorithm for improving the low state estimation accuracy of nonlinear systems, which are typically affected by large initial estimation errors and imprecise prior knowledge of process and measurement noises. The derivative-free SVRADDF algorithm is significantly simpler to compute than other methods and is implemented using only functional evaluations. The SVRADDF algorithm involves the use of the theoretical and actual covariance of the innovation sequence. Support vector regression (SVR is employed to generate the adaptive factor to tune the noise covariance at each sampling instant when the measurement update step executes, which improves the algorithm’s robustness. The performance of the proposed algorithm is evaluated by estimating states for (i an underwater nonmaneuvering target bearing-only tracking system and (ii maneuvering target bearing-only tracking in an air-traffic control system. The simulation results show that the proposed SVRADDF algorithm exhibits better performance when compared with a traditional DDF algorithm.
Estimating auditory filter bandwidth using distortion product otoacoustic emissions

DEFF Research Database (Denmark)

Hauen, Sigurd van; Rukjær, Andreas Harbo; Ordoñez Pizarro, Rodrigo Eduardo

2017-01-01

The basic frequency selectivity in the listener’s hearing is often characterized by auditory filters. These filters are determined through listening tests, which determine the masking threshold as a function of frequency of the tone and the bandwidth of the masking sound. The auditory filters hav...
Organic nonlinear crystals and high power frequency conversion

International Nuclear Information System (INIS)

Velsko, S.P.; Davis, L.; Wang, F.; Monaco, S.; Eimerl, D.

1987-01-01

The authors are searching for new second and third harmonic generators among the salts of organic acids and bases. They discuss the relevant properties of crystals from this group of compounds, including their nonlinear and phasematching characteristics, linear absorption, damage threshold and crystal growth. In addition, they summarize what is known concerning other nonlinear optical properties of these crystals, such as two-photon absorption, nonlinear refractive index, and stimulated Raman thresholds. A preliminary assessment is made of the potential of these materials for use in future high power, large aperture lasers such as those used for inertial confinement fusion experiments
Evaluation of correlated digital back propagation and extended Kalman filtering for non-linear mitigation in PM-16-QAM WDM systems

Science.gov (United States)

Pakala, Lalitha; Schmauss, Bernhard

2017-01-01

We investigate the individual and combined performance of correlated digital back propagation (CDBP) and extended Kalman filtering (EKF) in mitigating inter and intra-channel non-linearities in wavelength division multiplexed (WDM) systems. The afore-mentioned algorithms are verified through numerical simulations on 28 Gbaud polarization multiplexed (PM) 16-quadrature amplitude modulation (16-QAM) 9-channel WDM system with 50 GHz spacing. A single channel CDBP with one-step-per-span based on asymmetric split step Fourier method (A-SSFM) with optimized non-linear coefficient has been employed. We also study an amplitude dependent optimization (AO) of the non-linear coefficient for CDBP which shows an improvement of ≍ 0.8 dB compared to the conventional optimized CDBP, in the non-linear regime. Moreover, our proposed carrier phase and amplitude noise estimation (CPANE) algorithm based on EKF outperforms AO-CDBP in both linear and non-linear regimes with an enhanced performance besides significantly reduced complexity. We further investigate the combined performance of AO-CDBP and EKF which results in an enhanced non-linear tolerance at the expense of increased computational cost trading off to the number of required CDBP steps per span. Furthermore, we also analyze the impact of cross phase modulation (XPM) on the combined performance of AO-CDBP and EKF by varying the number of WDM channels. Numerical results show that the obtained gain from employing AO-CDBP prior to EKF reduces with increasing effects of XPM. Additionally, we also discuss the computational complexity of the aforementioned algorithms.
New Evidence That Nonlinear Source-Filter Coupling Affects Harmonic Intensity and fo Stability During Instances of Harmonics Crossing Formants.

Science.gov (United States)

Maxfield, Lynn; Palaparthi, Anil; Titze, Ingo

2017-03-01

The traditional source-filter theory of voice production describes a linear relationship between the source (glottal flow pulse) and the filter (vocal tract). Such a linear relationship does not allow for nor explain how changes in the filter may impact the stability and regularity of the source. The objective of this experiment was to examine what effect unpredictable changes to vocal tract dimensions could have on fo stability and individual harmonic intensities in situations in which low frequency harmonics cross formants in a fundamental frequency glide. To determine these effects, eight human subjects (five male, three female) were recorded producing fo glides while their vocal tracts were artificially lengthened by a section of vinyl tubing inserted into the mouth. It was hypothesized that if the source and filter operated as a purely linear system, harmonic intensities would increase and decrease at nearly the same rates as they passed through a formant bandwidth, resulting in a relatively symmetric peak on an intensity-time contour. Additionally, fo stability should not be predictably perturbed by formant/harmonic crossings in a linear system. Acoustic analysis of these recordings, however, revealed that harmonic intensity peaks were asymmetric in 76% of cases, and that 85% of fo instabilities aligned with a crossing of one of the first four harmonics with the first three formants. These results provide further evidence that nonlinear dynamics in the source-filter relationship can impact fo stability as well as harmonic intensities as harmonics cross through formant bandwidths. Copyright © 2017 The Voice Foundation. Published by Elsevier Inc. All rights reserved.
Introduction to the Box Particle Filtering

OpenAIRE

Gning, Amadou; Ristic, B; Mihaylova, Lyudmila; Abdallah, F.

2013-01-01

This paper presents a novel method for solving nonlinear filtering problems. This approach is particularly appealing in practical situations involving imprecise stochastic measurements, thus resulting in very broad posterior densities. It relies on the concept of a box particle, which occupies a small and controllable rectangular region having a non-zero volume in the state space. Key advantages of the box particle filter (Box-PF) against the standard particle filter (PF) are in its reduced c...
Noise reduction with complex bilateral filter.

Science.gov (United States)

Matsumoto, Mitsuharu

2017-12-01

This study introduces a noise reduction technique that uses a complex bilateral filter. A bilateral filter is a nonlinear filter originally developed for images that can reduce noise while preserving edge information. It is an attractive filter and has been used in many applications in image processing. When it is applied to an acoustical signal, small-amplitude noise is reduced while the speech signal is preserved. However, a bilateral filter cannot handle noise with relatively large amplitudes owing to its innate characteristics. In this study, the noisy signal is transformed into the time-frequency domain and the filter is improved to handle complex spectra. The high-amplitude noise is reduced in the time-frequency domain via the proposed filter. The features and the potential of the proposed filter are also confirmed through experiments.
Nonlinear spatio-temporal filtering of dynamic PET data using a four-dimensional Gaussian filter and expectation-maximization deconvolution

International Nuclear Information System (INIS)

Floberg, J M; Holden, J E

2013-01-01

We introduce a method for denoising dynamic PET data, spatio-temporal expectation-maximization (STEM) filtering, that combines four-dimensional Gaussian filtering with EM deconvolution. The initial Gaussian filter suppresses noise at a broad range of spatial and temporal frequencies and EM deconvolution quickly restores the frequencies most important to the signal. We aim to demonstrate that STEM filtering can improve variance in both individual time frames and in parametric images without introducing significant bias. We evaluate STEM filtering with a dynamic phantom study, and with simulated and human dynamic PET studies of a tracer with reversible binding behaviour, [C-11]raclopride, and a tracer with irreversible binding behaviour, [F-18]FDOPA. STEM filtering is compared to a number of established three and four-dimensional denoising methods. STEM filtering provides substantial improvements in variance in both individual time frames and in parametric images generated with a number of kinetic analysis techniques while introducing little bias. STEM filtering does bias early frames, but this does not affect quantitative parameter estimates. STEM filtering is shown to be superior to the other simple denoising methods studied. STEM filtering is a simple and effective denoising method that could be valuable for a wide range of dynamic PET applications. (paper)
Kalman Filtering with Real-Time Applications

CERN Document Server

Chui, Charles K

2009-01-01

Kalman Filtering with Real-Time Applications presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering.
ZnO-PVA nanocomposite films for low threshold optical limiting applications

International Nuclear Information System (INIS)

Viswanath, Varsha; Beenakumari, C.; Muneera, C. I.

2014-01-01

Zinc oxide-PVA nanocomposite films were fabricated adopting a simple method based on solution-casting, incorporating small weight percentages ( −3 M to 7×10 −3 M), and their structure, morphology, linear and low threshold nonlinear optical properties were investigated. The films were characterized as nanostructured ZnO encapsulated between the molecules/chains of the semicrystalline host polymer PVA. The samples exhibited low threshold nonlinear absorption and negative nonlinear refraction, as studied using the Z-scan technique. A switchover from SA to RSA was observed as the concentration of ZnO was increased. The optical limiting of 632.8 nm CW laser light displayed by these nanocomposite films is also demonstrated. The estimated values of the effective coefficients of nonlinear absorption, nonlinear refraction and third-order nonlinear susceptibility, |χ (3) |, compared to those reported for continuous wave laser light excitation, measure up to the highest among them. The results show that the ZnO-PVA nanocomposite films have great potential applications in future optical and photonic devices
Nonlinear drift tearing mode

International Nuclear Information System (INIS)

Zelenyj, L.M.; Kuznetsova, M.M.

1989-01-01

Nonlinear study of magnetic perturbation development under single-mode conditions in collision-free plasma in configurations with the magnetic field shear is investigated. Results are obtained with regard of transverse component of electrical field and its effect on ion dynamics within wide range of ion Larmor radius value and values of magnetic field shear. Increments of nonlinear drift tearing mode are obtained and it is shown that excitation drastic conditions of even linearly stable modes are possible. Mechanism of instability nonlinear stabilization is considered and the value of magnetic island at the saturation threshold is estimeted. Energy of nonlinear drift tearing mode is discussed
Estimation of the center frequency of the highest modulation filter.

Science.gov (United States)

Moore, Brian C J; Füllgrabe, Christian; Sek, Aleksander

2009-02-01

For high-frequency sinusoidal carriers, the threshold for detecting sinusoidal amplitude modulation increases when the signal modulation frequency increases above about 120 Hz. Using the concept of a modulation filter bank, this effect might be explained by (1) a decreasing sensitivity or greater internal noise for modulation filters with center frequencies above 120 Hz; and (2) a limited span of center frequencies of the modulation filters, the top filter being tuned to about 120 Hz. The second possibility was tested by measuring modulation masking in forward masking using an 8 kHz sinusoidal carrier. The signal modulation frequency was 80, 120, or 180 Hz and the masker modulation frequencies covered a range above and below each signal frequency. Four highly trained listeners were tested. For the 80-Hz signal, the signal threshold was usually maximal when the masker frequency equaled the signal frequency. For the 180-Hz signal, the signal threshold was maximal when the masker frequency was below the signal frequency. For the 120-Hz signal, two listeners showed the former pattern, and two showed the latter pattern. The results support the idea that the highest modulation filter has a center frequency in the range 100-120 Hz.

Noise removal in extended depth of field microscope images through nonlinear signal processing.

Science.gov (United States)

Zahreddine, Ramzi N; Cormack, Robert H; Cogswell, Carol J

2013-04-01

Extended depth of field (EDF) microscopy, achieved through computational optics, allows for real-time 3D imaging of live cell dynamics. EDF is achieved through a combination of point spread function engineering and digital image processing. A linear Wiener filter has been conventionally used to deconvolve the image, but it suffers from high frequency noise amplification and processing artifacts. A nonlinear processing scheme is proposed which extends the depth of field while minimizing background noise. The nonlinear filter is generated via a training algorithm and an iterative optimizer. Biological microscope images processed with the nonlinear filter show a significant improvement in image quality and signal-to-noise ratio over the conventional linear filter.
Indirect Control of a low power Single-Phase Active Power Filter

Directory of Open Access Journals (Sweden)

SILVIU EPURE

2010-12-01

Full Text Available This paper deals with a low power, single phase active filter used to compensate nonlinear loads. The filter uses the indirect control method and it is based on a particular connection between filter, polluting load and grid to avoid timeconsuming mathematic operations or signal processing computations and assures good rejection of harmonic currents injected by the nonlinear load into the grid. A scale model was first simulated in Simulink and then physically implemented. The paper presents simulation and experimental results, and highlight problems encountered during experiments.
Nonlinear and threshold-dominated runoff generation controls DOC export in a small peat catchment

Science.gov (United States)

Birkel, C.; Broder, T.; Biester, H.

2017-03-01

We used a relatively simple two-layer, coupled hydrology-biogeochemistry model to simultaneously simulate streamflow and stream dissolved organic carbon (DOC) concentrations in a small lead and arsenic contaminated upland peat catchment in northwestern Germany. The model procedure was informed by an initial data mining analysis, in combination with regression relationships of discharge, DOC, and element export. We assessed the internal model DOC processing based on stream DOC hysteresis patterns and 3-hourly time step groundwater level and soil DOC data for two consecutive summer periods in 2013 and 2014. The parsimonious model (i.e., few calibrated parameters) showed the importance of nonlinear and rapid near-surface runoff generation mechanisms that caused around 60% of simulated DOC load. The total load was high even though these pathways were only activated during storm events on average 30% of the monitoring time—as also shown by the experimental data. Overall, the drier period 2013 resulted in increased nonlinearity but exported less DOC (115 kg C ha-1 yr-1 ± 11 kg C ha-1 yr-1) compared to the equivalent but wetter period in 2014 (189 kg C ha-1 yr-1 ± 38 kg C ha-1 yr-1). The exceedance of a critical water table threshold (-10 cm) triggered a rapid near-surface runoff response with associated higher DOC transport connecting all available DOC pools and subsequent dilution. We conclude that the combination of detailed experimental work with relatively simple, coupled hydrology-biogeochemistry models not only allowed the model to be internally constrained but also provided important insight into how DOC and tightly coupled pollutants or trace elements are mobilized.
Adaptive kernels in approximate filtering of state-space models

Czech Academy of Sciences Publication Activity Database

Dedecius, Kamil

2017-01-01

Roč. 31, č. 6 (2017), s. 938-952 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : filtering * nonlinear filters * Bayesian filtering * sequential Monte Carlo * approximate filtering Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 1.708, year: 2016 http://library.utia.cs.cz/separaty/2016/AS/dedecius-0466448.pdf
Organic nonlinear crystals and high power frequency conversion

International Nuclear Information System (INIS)

Velsko, S.P.; Davis, L.; Wang, F.; Monaco, S.; Eimerl, D.

1987-12-01

We are searching for a new second- and third-harmonic generators among the salts of chiral organic acids and bases. We discuss the relevant properties of crystals from this group of compounds, including their nonlinear and phasematching characteristics, linear absorption, damage threshold and crystal growth. In addition, we summarize what is known concerning other nonlinear optical properties of these crystals, such as two-photon absorption, nonlinear refractive index, and stimulated Raman thresholds. A preliminary assessment is made of the potential of these materials for use in future high power, large aperture lasers such as those used for inertial confinement fusion experiments. 14 refs., 1 fig., 3 tabs
ECG denoising and fiducial point extraction using an extended Kalman filtering framework with linear and nonlinear phase observations.

Science.gov (United States)

Akhbari, Mahsa; Shamsollahi, Mohammad B; Jutten, Christian; Armoundas, Antonis A; Sayadi, Omid

2016-02-01

In this paper we propose an efficient method for denoising and extracting fiducial point (FP) of ECG signals. The method is based on a nonlinear dynamic model which uses Gaussian functions to model ECG waveforms. For estimating the model parameters, we use an extended Kalman filter (EKF). In this framework called EKF25, all the parameters of Gaussian functions as well as the ECG waveforms (P-wave, QRS complex and T-wave) in the ECG dynamical model, are considered as state variables. In this paper, the dynamic time warping method is used to estimate the nonlinear ECG phase observation. We compare this new approach with linear phase observation models. Using linear and nonlinear EKF25 for ECG denoising and nonlinear EKF25 for fiducial point extraction and ECG interval analysis are the main contributions of this paper. Performance comparison with other EKF-based techniques shows that the proposed method results in higher output SNR with an average SNR improvement of 12 dB for an input SNR of -8 dB. To evaluate the FP extraction performance, we compare the proposed method with a method based on partially collapsed Gibbs sampler and an established EKF-based method. The mean absolute error and the root mean square error of all FPs, across all databases are 14 ms and 22 ms, respectively, for our proposed method, with an advantage when using a nonlinear phase observation. These errors are significantly smaller than errors obtained with other methods. For ECG interval analysis, with an absolute mean error and a root mean square error of about 22 ms and 29 ms, the proposed method achieves better accuracy and smaller variability with respect to other methods.
Nonlinear materials for frequency conversion

International Nuclear Information System (INIS)

Velsko, S.P.; Eimerl, D.

1988-01-01

Two figures of merit, the threshold power (P/sub th/) and the limiting volume (V/sub min/) can be used to compare the relative efficiency and economy of new harmonic generating crystals. The properties of barium metaborate and L-Arginine phosphate are used to illustrate the effect of nonlinearity, birefringence, and damage threshold on these figures of merit
Harmonic Detection at Initialization With Kalman Filter

DEFF Research Database (Denmark)

Hussain, Dil Muhammad Akbar; Imran, Raja Muhammad; Shoro, Ghulam Mustafa

2014-01-01

Most power electronic equipment these days generate harmonic disturbances, these devices hold nonlinear voltage/current characteristic. The harmonics generated can potentially be harmful to the consumer supply. Typically, filters are integrated at the power source or utility location to filter out...... the affect of harmonics on the supply. For the detection of these harmonics various techniques are available and one of that technique is the Kalman filter. In this paper we investigate that what are the consequences when harmonic detection system based on Kalman Filtering is initialized...
Online Parameter Identification and State of Charge Estimation of Lithium-Ion Batteries Based on Forgetting Factor Recursive Least Squares and Nonlinear Kalman Filter

Directory of Open Access Journals (Sweden)

Bizhong Xia

2017-12-01

Full Text Available State of charge (SOC estimation is the core of any battery management system. Most closed-loop SOC estimation algorithms are based on the equivalent circuit model with fixed parameters. However, the parameters of the equivalent circuit model will change as temperature or SOC changes, resulting in reduced SOC estimation accuracy. In this paper, two SOC estimation algorithms with online parameter identification are proposed to solve this problem based on forgetting factor recursive least squares (FFRLS and nonlinear Kalman filter. The parameters of a Thevenin model are constantly updated by FFRLS. The nonlinear Kalman filter is used to perform the recursive operation to estimate SOC. Experiments in variable temperature environments verify the effectiveness of the proposed algorithms. A combination of four driving cycles is loaded on lithium-ion batteries to test the adaptability of the approaches to different working conditions. Under certain conditions, the average error of the SOC estimation dropped from 5.6% to 1.1% after adding the online parameters identification, showing that the estimation accuracy of proposed algorithms is greatly improved. Besides, simulated measurement noise is added to the test data to prove the robustness of the algorithms.
SPARSE ELECTROMAGNETIC IMAGING USING NONLINEAR LANDWEBER ITERATIONS

KAUST Repository

Desmal, Abdulla

2015-07-29

A scheme for efficiently solving the nonlinear electromagnetic inverse scattering problem on sparse investigation domains is described. The proposed scheme reconstructs the (complex) dielectric permittivity of an investigation domain from fields measured away from the domain itself. Least-squares data misfit between the computed scattered fields, which are expressed as a nonlinear function of the permittivity, and the measured fields is constrained by the L0/L1-norm of the solution. The resulting minimization problem is solved using nonlinear Landweber iterations, where at each iteration a thresholding function is applied to enforce the sparseness-promoting L0/L1-norm constraint. The thresholded nonlinear Landweber iterations are applied to several two-dimensional problems, where the ``measured\\'\\' fields are synthetically generated or obtained from actual experiments. These numerical experiments demonstrate the accuracy, efficiency, and applicability of the proposed scheme in reconstructing sparse profiles with high permittivity values.
From spiking neuron models to linear-nonlinear models.

Science.gov (United States)

Ostojic, Srdjan; Brunel, Nicolas

2011-01-20

Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.
Estimation of State of Charge for Two Types of Lithium-Ion Batteries by Nonlinear Predictive Filter for Electric Vehicles

Directory of Open Access Journals (Sweden)

Yin Hua

2015-04-01

Full Text Available Estimation of state of charge (SOC is of great importance for lithium-ion (Li-ion batteries used in electric vehicles. This paper presents a state of charge estimation method using nonlinear predictive filter (NPF and evaluates the proposed method on the lithium-ion batteries with different chemistries. Contrary to most conventional filters which usually assume a zero mean white Gaussian process noise, the advantage of NPF is that the process noise in NPF is treated as an unknown model error and determined as a part of the solution without any prior assumption, and it can take any statistical distribution form, which improves the estimation accuracy. In consideration of the model accuracy and computational complexity, a first-order equivalent circuit model is applied to characterize the battery behavior. The experimental test is conducted on the LiCoO2 and LiFePO4 battery cells to validate the proposed method. The results show that the NPF method is able to accurately estimate the battery SOC and has good robust performance to the different initial states for both cells. Furthermore, the comparison study between NPF and well-established extended Kalman filter for battery SOC estimation indicates that the proposed NPF method has better estimation accuracy and converges faster.
Sparse PDF maps for non-linear multi-resolution image operations

KAUST Repository

Hadwiger, Markus

2012-11-01

We introduce a new type of multi-resolution image pyramid for high-resolution images called sparse pdf maps (sPDF-maps). Each pyramid level consists of a sparse encoding of continuous probability density functions (pdfs) of pixel neighborhoods in the original image. The encoded pdfs enable the accurate computation of non-linear image operations directly in any pyramid level with proper pre-filtering for anti-aliasing, without accessing higher or lower resolutions. The sparsity of sPDF-maps makes them feasible for gigapixel images, while enabling direct evaluation of a variety of non-linear operators from the same representation. We illustrate this versatility for antialiased color mapping, O(n) local Laplacian filters, smoothed local histogram filters (e.g., median or mode filters), and bilateral filters. © 2012 ACM.
A New Wavelet Threshold Function and Denoising Application

Directory of Open Access Journals (Sweden)

Lu Jing-yi

2016-01-01

Full Text Available In order to improve the effects of denoising, this paper introduces the basic principles of wavelet threshold denoising and traditional structures threshold functions. Meanwhile, it proposes wavelet threshold function and fixed threshold formula which are both improved here. First, this paper studies the problems existing in the traditional wavelet threshold functions and introduces the adjustment factors to construct the new threshold function basis on soft threshold function. Then, it studies the fixed threshold and introduces the logarithmic function of layer number of wavelet decomposition to design the new fixed threshold formula. Finally, this paper uses hard threshold, soft threshold, Garrote threshold, and improved threshold function to denoise different signals. And the paper also calculates signal-to-noise (SNR and mean square errors (MSE of the hard threshold functions, soft thresholding functions, Garrote threshold functions, and the improved threshold function after denoising. Theoretical analysis and experimental results showed that the proposed approach could improve soft threshold functions with constant deviation and hard threshold with discontinuous function problems. The proposed approach could improve the different decomposition scales that adopt the same threshold value to deal with the noise problems, also effectively filter the noise in the signals, and improve the SNR and reduce the MSE of output signals.
Single- and multi-pulse femtosecond laser ablation of optical filter materials

International Nuclear Information System (INIS)

Krueger, J.; Lenzner, M.; Martin, S.; Lenner, M.; Spielmann, C.; Fiedler, A.; Kautek, W.

2003-01-01

Ablation experiments employing Ti:sapphire laser pulses with durations from 30 to 340 fs (centre wavelength 800 nm, repetition rate 1 kHz) were performed in air. Absorbing filters (Schott BG18 and BG36) served as targets. The direct focusing technique was used under single- and multi-pulse irradiation conditions. Ablation threshold fluences were determined from a semi-logarithmic plot of the ablation crater diameter versus laser fluence. The threshold fluence decreases for a shorter pulse duration and an increasing number of pulses. The multi-pulse ablation threshold fluences are similar to those of undoped glass material (∼1 J cm -2 ). That means that the multi-pulse ablation threshold is independent on the doping level of the filters. For more than 100 pulses per spot and all pulse durations applied, the threshold fluence is practically constant. This leads to technically relevant ablation threshold values
Kalman filtering with real-time applications

CERN Document Server

Chui, Charles K

2017-01-01

This new edition presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method consisting of a series of elementary steps, and an indirect method based on innovation projection. Other topics include Kalman filtering for systems with correlated noise or colored noise, limiting Kalman filtering for time-invariant systems, extended Kalman filtering for nonlinear systems, interval Kalman filtering for uncertain systems, and wavelet Kalman filtering for multiresolution analysis of random signals. Most filtering algorithms are illustrated by using simplified radar tracking examples. The style of the book is informal, and the mathematics is elementary but rigorous. The text is self-contained, suitable for self-study, and accessible to all readers with a minimum knowledge of linear algebra, probability theory, and system engineering. Over 100 exercises and problems with solutions help de...
Independent component analysis based filtering for penumbral imaging

International Nuclear Information System (INIS)

Chen Yenwei; Han Xianhua; Nozaki, Shinya

2004-01-01

We propose a filtering based on independent component analysis (ICA) for Poisson noise reduction. In the proposed filtering, the image is first transformed to ICA domain and then the noise components are removed by a soft thresholding (shrinkage). The proposed filter, which is used as a preprocessing of the reconstruction, has been successfully applied to penumbral imaging. Both simulation results and experimental results show that the reconstructed image is dramatically improved in comparison to that without the noise-removing filters
Higher-order chaotic oscillator using active bessel filter

DEFF Research Database (Denmark)

Lindberg, Erik; Mykolaitis, Gytis; Bumelien, Skaidra

2010-01-01

A higher-order oscillator, including a nonlinear unit and an 8th-order low-pass active Bessel filter is described. The Bessel unit plays the role of "three-in-one": a delay line, an amplifier and a filter. Results of hardware experiments and numerical simulation are presented. Depending...
Particle filter based MAP state estimation: A comparison

NARCIS (Netherlands)

Saha, S.; Boers, Y.; Driessen, J.N.; Mandal, Pranab K.; Bagchi, Arunabha

2009-01-01

MAP estimation is a good alternative to MMSE for certain applications involving nonlinear non Gaussian systems. Recently a new particle filter based MAP estimator has been derived. This new method extracts the MAP directly from the output of a running particle filter. In the recent past, a Viterbi
Comparative study on γ-ray spectrum by several filtering method

International Nuclear Information System (INIS)

Yuan Xinyu; Liu Liangjun; Zhou Jianliang

2011-01-01

Comparative study was conducted on results of gamma-ray spectrum by using a majority of active smoothing method, which were used to show filtering effect. The results showed that peak was widened and overlap peaks increased with energy domain filter in γ-ray spectrum. Filter and its parameters should be seriously taken into consideration in frequency domain. Wavelet transformation can keep signal in high frequency region well. Improved threshold method showed the advantages of hard and soft threshold method at the same time by comparison, which was suitable for weak peaks detection. A new filter was put forward to eke out gravity model approach, whose denoise level was detected by standard deviation. This method not only kept signal and net area of peak well,but also attained better result and had simple computer program. (authors)

Parametric autoresonant excitation of the nonlinear Schrödinger equation.

Science.gov (United States)

Friedland, L; Shagalov, A G

2016-10-01

Parametric excitation of autoresonant solutions of the nonlinear Schrodinger (NLS) equation by a chirped frequency traveling wave is discussed. Fully nonlinear theory of the process is developed based on Whitham's averaged variational principle and its predictions verified in numerical simulations. The weakly nonlinear limit of the theory is used to find the threshold on the amplitude of the driving wave for entering the autoresonant regime. It is shown that above the threshold, a flat (spatially independent) NLS solution can be fully converted into a traveling wave. A simplified, few spatial harmonics expansion approach is also developed for studying this nonlinear mode conversion process, allowing interpretation as autoresonant interaction within triads of spatial harmonics.
Adaptable Iterative and Recursive Kalman Filter Schemes

Science.gov (United States)

Zanetti, Renato

2014-01-01

Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.
A Model Predictive Algorithm for Active Control of Nonlinear Noise Processes

Directory of Open Access Journals (Sweden)

Qi-Zhi Zhang

2005-01-01

Full Text Available In this paper, an improved nonlinear Active Noise Control (ANC system is achieved by introducing an appropriate secondary source. For ANC system to be successfully implemented, the nonlinearity of the primary path and time delay of the secondary path must be overcome. A nonlinear Model Predictive Control (MPC strategy is introduced to deal with the time delay in the secondary path and the nonlinearity in the primary path of the ANC system. An overall online modeling technique is utilized for online secondary path and primary path estimation. The secondary path is estimated using an adaptive FIR filter, and the primary path is estimated using a Neural Network (NN. The two models are connected in parallel with the two paths. In this system, the mutual disturbances between the operation of the nonlinear ANC controller and modeling of the secondary can be greatly reduced. The coefficients of the adaptive FIR filter and weight vector of NN are adjusted online. Computer simulations are carried out to compare the proposed nonlinear MPC method with the nonlinear Filter-x Least Mean Square (FXLMS algorithm. The results showed that the convergence speed of the proposed nonlinear MPC algorithm is faster than that of nonlinear FXLMS algorithm. For testing the robust performance of the proposed nonlinear ANC system, the sudden changes in the secondary path and primary path of the ANC system are considered. Results indicated that the proposed nonlinear ANC system can rapidly track the sudden changes in the acoustic paths of the nonlinear ANC system, and ensure the adaptive algorithm stable when the nonlinear ANC system is time variable.
An aperiodic phenomenon of the unscented Kalman filter in filtering noisy chaotic signals

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

A non-periodic oscillatory behavior of the unscented Kalman filter (UKF) when used to filter noisy contaminated chaotic signals is reported. We show both theoretically and experimentally that the gain of the UKF may not converge or diverge but oscillate aperiodically. More precisely, when a nonlinear system is periodic, the Kalman gain and error covariance of the UKF converge to zero. However, when the system being considered is chaotic, the Kalman gain either converges to a fixed point with a magnitude larger than zero or oscillates aperiodically.
Seasonality Effects on Nonlinear Properties of Hydrometeorological Records: A New Method of Data Analysis

Science.gov (United States)

Livina, V. N.; Ashkenazy, Y.; Bunde, A.; Havlin, S.

2007-12-01

Climatic time series in general, and hydrological time series in particular, exhibit pronounced annual periodicity. This periodicity and its corresponding harmonics affect the nonlinear properties of the relevant time series (i.e., the long-range volatility correlations and width of multifractal spectrum) and thus have to be filtered out before studying fractal and volatility properties. We compare several filtering techniques (one of them proposed here) and find that in order to eliminate the periodicity effect on the nonlinear properties of the time series (i.e., the volatility and multifractal properties) it is necessary to filter out the seasonal standard deviation in addition to the filtering of the seasonal mean. The obtained results indicate weak volatility correlations (weak nonlinearity) in the river data, and this can be seen using different filterings approaches. [1] Livina~V.~N., Y.~Ashkenazy, A.~Bunde, and S.~Havlin, Seasonality effects on nonlinear properties of hydrometeorological records, in Extremes, Trends, and Correlations in Hydrology and Climate (ed. by J.P.Kropp & H.-J.Schellnhuber), Springer, Berlin, submitted.
Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

Science.gov (United States)

Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet

2015-01-01

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating
Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.

Science.gov (United States)

Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun

2016-05-09

The direction of arrival (DOA) tracking problem based on an angle sensor is an important topic in many fields. In this paper, a nonlinear filter named the feedback M-estimation based robust cubature Kalman filter (FMR-CKF) is proposed to deal with measurement outliers from the angle sensor. The filter designs a new equivalent weight function with the Mahalanobis distance to combine the cubature Kalman filter (CKF) with the M-estimation method. Moreover, by embedding a feedback strategy which consists of a splitting and merging procedure, the proper sub-filter (the standard CKF or the robust CKF) can be chosen in each time index. Hence, the probability of the outliers' misjudgment can be reduced. Numerical experiments show that the FMR-CKF performs better than the CKF and conventional robust filters in terms of accuracy and robustness with good computational efficiency. Additionally, the filter can be extended to the nonlinear applications using other types of sensors.
Ripple distribution for nonlinear fiber-optic channels.

Science.gov (United States)

Sorokina, Mariia; Sygletos, Stylianos; Turitsyn, Sergei

2017-02-06

We demonstrate data rates above the threshold imposed by nonlinearity on conventional optical signals by applying novel probability distribution, which we call ripple distribution, adapted to the properties of the fiber channel. Our results offer a new direction for signal coding, modulation and practical nonlinear distortions compensation algorithms.
Detection thresholds of macaque otolith afferents.

Science.gov (United States)

Yu, Xiong-Jie; Dickman, J David; Angelaki, Dora E

2012-06-13

The vestibular system is our sixth sense and is important for spatial perception functions, yet the sensory detection and discrimination properties of vestibular neurons remain relatively unexplored. Here we have used signal detection theory to measure detection thresholds of otolith afferents using 1 Hz linear accelerations delivered along three cardinal axes. Direction detection thresholds were measured by comparing mean firing rates centered on response peak and trough (full-cycle thresholds) or by comparing peak/trough firing rates with spontaneous activity (half-cycle thresholds). Thresholds were similar for utricular and saccular afferents, as well as for lateral, fore/aft, and vertical motion directions. When computed along the preferred direction, full-cycle direction detection thresholds were 7.54 and 3.01 cm/s(2) for regular and irregular firing otolith afferents, respectively. Half-cycle thresholds were approximately double, with excitatory thresholds being half as large as inhibitory thresholds. The variability in threshold among afferents was directly related to neuronal gain and did not depend on spike count variance. The exact threshold values depended on both the time window used for spike count analysis and the filtering method used to calculate mean firing rate, although differences between regular and irregular afferent thresholds were independent of analysis parameters. The fact that minimum thresholds measured in macaque otolith afferents are of the same order of magnitude as human behavioral thresholds suggests that the vestibular periphery might determine the limit on our ability to detect or discriminate small differences in head movement, with little noise added during downstream processing.
Harmonic distortion in microwave photonic filters.

Science.gov (United States)

Rius, Manuel; Mora, José; Bolea, Mario; Capmany, José

2012-04-09

We present a theoretical and experimental analysis of nonlinear microwave photonic filters. Far from the conventional condition of low modulation index commonly used to neglect high-order terms, we have analyzed the harmonic distortion involved in microwave photonic structures with periodic and non-periodic frequency responses. We show that it is possible to design microwave photonic filters with reduced harmonic distortion and high linearity even under large signal operation.
Disaggregated energy consumption and GDP in Taiwan: A threshold co-integration analysis

International Nuclear Information System (INIS)

Hu, J.-L.; Lin, C.-H.

2008-01-01

Energy consumption growth is much higher than economic growth for Taiwan in recent years, worsening its energy efficiency. This paper provides a solid explanation by examining the equilibrium relationship between GDP and disaggregated energy consumption under a non-linear framework. The threshold co-integration test developed with asymmetric dynamic adjusting processes proposed by Hansen and Seo [Hansen, B.E., Seo, B., 2002. Testing for two-regime threshold cointegration in vector error-correction models. Journal of Econometrics 110, 293-318.] is applied. Non-linear co-integrations between GDP and disaggregated energy consumptions are confirmed except for oil consumption. The two-regime vector error-correction models (VECM) show that the adjustment process of energy consumption toward equilibrium is highly persistent when an appropriately threshold is reached. There is mean-reverting behavior when the threshold is reached, making aggregate and disaggregated energy consumptions grow faster than GDP in Taiwan
Nonlinear threshold behavior during the loss of Arctic sea ice.

Science.gov (United States)

Eisenman, I; Wettlaufer, J S

2009-01-06

In light of the rapid recent retreat of Arctic sea ice, a number of studies have discussed the possibility of a critical threshold (or "tipping point") beyond which the ice-albedo feedback causes the ice cover to melt away in an irreversible process. The focus has typically been centered on the annual minimum (September) ice cover, which is often seen as particularly susceptible to destabilization by the ice-albedo feedback. Here, we examine the central physical processes associated with the transition from ice-covered to ice-free Arctic Ocean conditions. We show that although the ice-albedo feedback promotes the existence of multiple ice-cover states, the stabilizing thermodynamic effects of sea ice mitigate this when the Arctic Ocean is ice covered during a sufficiently large fraction of the year. These results suggest that critical threshold behavior is unlikely during the approach from current perennial sea-ice conditions to seasonally ice-free conditions. In a further warmed climate, however, we find that a critical threshold associated with the sudden loss of the remaining wintertime-only sea ice cover may be likely.
Passive target tracking using marginalized particle filter

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

A marginalized particle filtering(MPF)approach is proposed for target tracking under the background of passive measurement.Essentially,the MPF is a combination of particle filtering technique and Kalman filter.By making full use of marginalization,the distributions of the tractable linear part of the total state variables are updated analytically using Kalman filter,and only the lower-dimensional nonlinear state variable needs to be dealt with using particle filter.Simulation studies are performed on an illustrative example,and the results show that the MPF method leads to a significant reduction of the tracking errors when compared with the direct particle implementation.Real data test results also validate the effectiveness of the presented method.
Stochastic processes and filtering theory

CERN Document Server

Jazwinski, Andrew H

1970-01-01

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Hybrid extended particle filter (HEPF) for integrated inertial navigation and global positioning systems

International Nuclear Information System (INIS)

Aggarwal, Priyanka; Syed, Zainab; El-Sheimy, Naser

2009-01-01

Navigation includes the integration of methodologies and systems for estimating time-varying position, velocity and attitude of moving objects. Navigation incorporating the integrated inertial navigation system (INS) and global positioning system (GPS) generally requires extensive evaluations of nonlinear equations involving double integration. Currently, integrated navigation systems are commonly implemented using the extended Kalman filter (EKF). The EKF assumes a linearized process, measurement models and Gaussian noise distributions. These assumptions are unrealistic for highly nonlinear systems like land vehicle navigation and may cause filter divergence. A particle filter (PF) is developed to enhance integrated INS/GPS system performance as it can easily deal with nonlinearity and non-Gaussian noises. In this paper, a hybrid extended particle filter (HEPF) is developed as an alternative to the well-known EKF to achieve better navigation data accuracy for low-cost microelectromechanical system sensors. The results show that the HEPF performs better than the EKF during GPS outages, especially when simulated outages are located in periods with high vehicle dynamics
Generation of Long Waves using Non-Linear Digital Filters

DEFF Research Database (Denmark)

Høgedal, Michael; Frigaard, Peter

1994-01-01

transform of the 1st order surface elevation and subsequently inverse Fourier transformed. Hence, the methods are unsuitable for real-time applications, for example where white noise are filtered digitally to obtain a wave spectrum with built-in stochastic variabillity. In the present paper an approximative...... method for including the correct 2nd order bound terms in such applications is presented. The technique utilizes non-liner digital filters fitted to the appropriate transfer function is derived only for bounded 2nd order subharmonics, as they laboratory experiments generally are considered the most...
Fusion of Thresholding Rules During Wavelet-Based Noisy Image Compression

Directory of Open Access Journals (Sweden)

Bekhtin Yury

2016-01-01

Full Text Available The new method for combining semisoft thresholding rules during wavelet-based data compression of images with multiplicative noise is suggested. The method chooses the best thresholding rule and the threshold value using the proposed criteria which provide the best nonlinear approximations and take into consideration errors of quantization. The results of computer modeling have shown that the suggested method provides relatively good image quality after restoration in the sense of some criteria such as PSNR, SSIM, etc.
Theoretical Issues of Validity in the Measurement of Aided Speech Reception Threshold in Noise for Comparing Nonlinear Hearing Aid Systems.

Science.gov (United States)

Naylor, Graham

2016-07-01

Adaptive Speech Reception Threshold in noise (SRTn) measurements are often used to make comparisons between alternative hearing aid (HA) systems. Such measurements usually do not constrain the signal-to-noise ratio (SNR) at which testing takes place. Meanwhile, HA systems increasingly include nonlinear features that operate differently in different SNRs, and listeners differ in their inherent SNR requirements. To show that SRTn measurements, as commonly used in comparisons of alternative HA systems, suffer from threats to their validity, to illustrate these threats with examples of potentially invalid conclusions in the research literature, and to propose ways to tackle these threats. An examination of the nature of SRTn measurements in the context of test theory, modern nonlinear HAs, and listener diversity. Examples from the audiological research literature were used to estimate typical interparticipant variation in SRTn and to illustrate cases where validity may have been compromised. There can be no doubt that SRTn measurements, when used to compare nonlinear HA systems, in principle, suffer from threats to their internal and external/ecological validity. Interactions between HA nonlinearities and SNR, and interparticipant differences in inherent SNR requirements, can act to generate misleading results. In addition, SRTn may lie at an SNR outside the range for which the HA system is designed or expected to operate in. Although the extent of invalid conclusions in the literature is difficult to evaluate, examples of studies were nevertheless identified where the risk of each form of invalidity is significant. Reliable data on ecological SNRs is becoming available, so that ecological validity can be assessed. Methodological developments that can reduce the risk of invalid conclusions include variations on the SRTn measurement procedure itself, manipulations of stimulus or scoring conditions to place SRTn in an ecologically relevant range, and design and analysis
Melanin microcavitation threshold in the near infrared

Science.gov (United States)

Schmidt, Morgan S.; Kennedy, Paul K.; Vincelette, Rebecca L.; Schuster, Kurt J.; Noojin, Gary D.; Wharmby, Andrew W.; Thomas, Robert J.; Rockwell, Benjamin A.

2014-02-01

Thresholds for microcavitation of isolated bovine and porcine melanosomes were determined using single nanosecond (ns) laser pulses in the NIR (1000 - 1319 nm) wavelength regime. Average fluence thresholds for microcavitation increased non-linearly with increasing wavelength. Average fluence thresholds were also measured for 10-ns pulses at 532 nm, and found to be comparable to visible ns pulse values published in previous reports. Fluence thresholds were used to calculate melanosome absorption coefficients, which decreased with increasing wavelength. This trend was found to be comparable to the decrease in retinal pigmented epithelial (RPE) layer absorption coefficients reported over the same wavelength region. Estimated corneal total intraocular energy (TIE) values were determined and compared to the current and proposed maximum permissible exposure (MPE) safe exposure levels. Results from this study support the proposed changes to the MPE levels.
Sparse PDF maps for non-linear multi-resolution image operations

KAUST Repository

Hadwiger, Markus; Sicat, Ronell Barrera; Beyer, Johanna; Krü ger, Jens J.; Mö ller, Torsten

2012-01-01

feasible for gigapixel images, while enabling direct evaluation of a variety of non-linear operators from the same representation. We illustrate this versatility for antialiased color mapping, O(n) local Laplacian filters, smoothed local histogram filters

Results of nonlinear and nonstationary image processing

International Nuclear Information System (INIS)

Pizer, S.M.; Correla, J.A.; Chesler, D.A.; Metz, C.E.

1973-01-01

A nonstationary method, multiple z-divided filtering, and a nonlinear method, biased smearing have been applied to scintigrams. Biased smearing does not appear to hold much promise. Multiple z-divided filtering, on the other hand, appears to be justified, and initial results at minimum encourage further research into the possibility that this technique may become a method of choice
Optimization-based particle filter for state and parameter estimation

Institute of Scientific and Technical Information of China (English)

Li Fu; Qi Fei; Shi Guangming; Zhang Li

2009-01-01

In recent years, the theory of particle filter has been developed and widely used for state and parameter estimation in nonlinear/non-Gaussian systems. Choosing good importance density is a critical issue in particle filter design. In order to improve the approximation of posterior distribution, this paper provides an optimization-based algorithm (the steepest descent method) to generate the proposal distribution and then sample particles from the distribution. This algorithm is applied in 1-D case, and the simulation results show that the proposed particle filter performs better than the extended Kalman filter (EKF), the standard particle filter (PF), the extended Kalman particle filter (PF-EKF) and the unscented particle filter (UPF) both in efficiency and in estimation precision.
HEPA Filter Vulnerability Assessment

International Nuclear Information System (INIS)

GUSTAVSON, R.D.

2000-01-01

This assessment of High Efficiency Particulate Air (HEPA) filter vulnerability was requested by the USDOE Office of River Protection (ORP) to satisfy a DOE-HQ directive to evaluate the effect of filter degradation on the facility authorization basis assumptions. Within the scope of this assessment are ventilation system HEPA filters that are classified as Safety-Class (SC) or Safety-Significant (SS) components that perform an accident mitigation function. The objective of the assessment is to verify whether HEPA filters that perform a safety function during an accident are likely to perform as intended to limit release of hazardous or radioactive materials, considering factors that could degrade the filters. Filter degradation factors considered include aging, wetting of filters, exposure to high temperature, exposure to corrosive or reactive chemicals, and exposure to radiation. Screening and evaluation criteria were developed by a site-wide group of HVAC engineers and HEPA filter experts from published empirical data. For River Protection Project (RPP) filters, the only degradation factor that exceeded the screening threshold was for filter aging. Subsequent evaluation of the effect of filter aging on the filter strength was conducted, and the results were compared with required performance to meet the conditions assumed in the RPP Authorization Basis (AB). It was found that the reduction in filter strength due to aging does not affect the filter performance requirements as specified in the AB. A portion of the HEPA filter vulnerability assessment is being conducted by the ORP and is not part of the scope of this study. The ORP is conducting an assessment of the existing policies and programs relating to maintenance, testing, and change-out of HEPA filters used for SC/SS service. This document presents the results of a HEPA filter vulnerability assessment conducted for the River protection project as requested by the DOE Office of River Protection
Scattering-angle based filtering of the waveform inversion gradients

KAUST Repository

Alkhalifah, Tariq Ali

2014-01-01

Full waveform inversion (FWI) requires a hierarchical approach to maneuver the complex non-linearity associated with the problem of velocity update. In anisotropic media, the non-linearity becomes far more complex with the potential trade-off between the multiparameter description of the model. A gradient filter helps us in accessing the parts of the gradient that are suitable to combat the potential non-linearity and parameter trade-off. The filter is based on representing the gradient in the time-lag normalized domain, in which the low scattering angle of the gradient update is initially muted out in the FWI implementation, in what we may refer to as a scattering angle continuation process. The result is a low wavelength update dominated by the transmission part of the update gradient. In this case, even 10 Hz data can produce vertically near-zero wavenumber updates suitable for a background correction of the model. Relaxing the filtering at a later stage in the FWI implementation allows for smaller scattering angles to contribute higher-resolution information to the model. The benefits of the extended domain based filtering of the gradient is not only it's ability in providing low wavenumber gradients guided by the scattering angle, but also in its potential to provide gradients free of unphysical energy that may correspond to unrealistic scattering angles.
Scattering-angle based filtering of the waveform inversion gradients

KAUST Repository

Alkhalifah, Tariq Ali

2014-11-22

Full waveform inversion (FWI) requires a hierarchical approach to maneuver the complex non-linearity associated with the problem of velocity update. In anisotropic media, the non-linearity becomes far more complex with the potential trade-off between the multiparameter description of the model. A gradient filter helps us in accessing the parts of the gradient that are suitable to combat the potential non-linearity and parameter trade-off. The filter is based on representing the gradient in the time-lag normalized domain, in which the low scattering angle of the gradient update is initially muted out in the FWI implementation, in what we may refer to as a scattering angle continuation process. The result is a low wavelength update dominated by the transmission part of the update gradient. In this case, even 10 Hz data can produce vertically near-zero wavenumber updates suitable for a background correction of the model. Relaxing the filtering at a later stage in the FWI implementation allows for smaller scattering angles to contribute higher-resolution information to the model. The benefits of the extended domain based filtering of the gradient is not only it\\'s ability in providing low wavenumber gradients guided by the scattering angle, but also in its potential to provide gradients free of unphysical energy that may correspond to unrealistic scattering angles.
Tunable double-channel filter based on two-dimensional ferroelectric photonic crystals

International Nuclear Information System (INIS)

Jiang, Ping; Ding, Chengyuan; Hu, Xiaoyong; Gong, Qihuang

2007-01-01

A tunable double-channel filter is presented, which is based on a two-dimensional nonlinear ferroelectric photonic crystal made of cerium doped barium titanate. The filtering properties of the photonic crystal filter can be tuned by adjusting the defect structure or by a pump light. The influences of the structure disorders caused by the perturbations in the radius or the position of air holes on the filtering properties are also analyzed
Tunable double-channel filter based on two-dimensional ferroelectric photonic crystals

Energy Technology Data Exchange (ETDEWEB)

Jiang, Ping [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China); Ding, Chengyuan [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China); Hu, Xiaoyong [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China)]. E-mail: xiaoyonghu@pku.edu.cn; Gong, Qihuang [State Key Laboratory for Mesoscopic Physics, Department of Physics, Peking University, Beijing 100871 (China)]. E-mail: qhgong@pku.edu.cn

2007-04-02

A tunable double-channel filter is presented, which is based on a two-dimensional nonlinear ferroelectric photonic crystal made of cerium doped barium titanate. The filtering properties of the photonic crystal filter can be tuned by adjusting the defect structure or by a pump light. The influences of the structure disorders caused by the perturbations in the radius or the position of air holes on the filtering properties are also analyzed.
Gaussian particle filter based pose and motion estimation

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

Determination of relative three-dimensional (3D) position, orientation, and relative motion between two reference frames is an important problem in robotic guidance, manipulation, and assembly as well as in other fields such as photogrammetry.A solution to pose and motion estimation problem that uses two-dimensional (2D) intensity images from a single camera is desirable for real-time applications. The difficulty in performing this measurement is that the process of projecting 3D object features to 2D images is a nonlinear transformation. In this paper, the 3D transformation is modeled as a nonlinear stochastic system with the state estimation providing six degrees-of-freedom motion and position values, using line features in image plane as measuring inputs and dual quaternion to represent both rotation and translation in a unified notation. A filtering method called the Gaussian particle filter (GPF) based on the particle filtering concept is presented for 3D pose and motion estimation of a moving target from monocular image sequences. The method has been implemented with simulated data, and simulation results are provided along with comparisons to the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) to show the relative advantages of the GPF. Simulation results showed that GPF is a superior alternative to EKF and UKF.
Device Applications of Nonlinear Dynamics

CERN Document Server

Baglio, Salvatore

2006-01-01

This edited book is devoted specifically to the applications of complex nonlinear dynamic phenomena to real systems and device applications. While in the past decades there has been significant progress in the theory of nonlinear phenomena under an assortment of system boundary conditions and preparations, there exist comparatively few devices that actually take this rich behavior into account. "Device Applications of Nonlinear Dynamics" applies and exploits this knowledge to make devices which operate more efficiently and cheaply, while affording the promise of much better performance. Given the current explosion of ideas in areas as diverse as molecular motors, nonlinear filtering theory, noise-enhanced propagation, stochastic resonance and networked systems, the time is right to integrate the progress of complex systems research into real devices.
Design and development of laser eye protection filter

International Nuclear Information System (INIS)

Ahmed, K; Khan, A N; Rauf, A; Gul, A; Aslam, M

2013-01-01

Laser based devices, have been operational for measurement of distances horizontally and vertically in avionics and surveillance industries. These equipments are functional on pulsed Nd:YAG laser at 1064nm, this wavelength elevate the risk of eye exposure to personnel at unexpected levels. In this paper the eye protection filters, for the wavelength 1064nm were developed with soft (ZnS) and hard (TiO 2 ) coating materials by using thin film vacuum coating technique. The damage threshold of the filter is 0.2 J/cm 2 . Transmission characteristics are measured and discussed. Optical damage threshold (for eye 5 × 10 −6 J/cm2) at various distances is also simulated.
Dynamics of nonlinear feedback control

OpenAIRE

Snippe, H.P.; Hateren, J.H. van

2007-01-01

Feedback control in neural systems is ubiquitous. Here we study the mathematics of nonlinear feedback control. We compare models in which the input is multiplied by a dynamic gain (multiplicative control) with models in which the input is divided by a dynamic attenuation (divisive control). The gain signal (resp. the attenuation signal) is obtained through a concatenation of an instantaneous nonlinearity and a linear low-pass filter operating on the output of the feedback loop. For input step...
An Energy Saving Green Plug Device for Nonlinear Loads

Science.gov (United States)

Bloul, Albe; Sharaf, Adel; El-Hawary, Mohamed

2018-03-01

The paper presents a low cost a FACTS Based flexible fuzzy logic based modulated/switched tuned arm filter and Green Plug compensation (SFC-GP) scheme for single-phase nonlinear loads ensuring both voltage stabilization and efficient energy utilization. The new Green Plug-Switched filter compensator SFC modulated LC-Filter PWM Switched Capacitive Compensation Devices is controlled using a fuzzy logic regulator to enhance power quality, improve power factor at the source and reduce switching transients and inrush current conditions as well harmonic contents in source current. The FACTS based SFC-GP Device is a member of family of Green Plug/Filters/Compensation Schemes used for efficient energy utilization, power quality enhancement and voltage/inrush current/soft starting control using a dynamic error driven fuzzy logic controller (FLC). The device with fuzzy logic controller is validated using the Matlab / Simulink Software Environment for enhanced power quality (PQ), improved power factor and reduced inrush currents. This is achieved using modulated PWM Switching of the Filter-Capacitive compensation scheme to cope with dynamic type nonlinear and inrush cyclical loads..
A New Nonlinear Unit Root Test with Fourier Function

OpenAIRE

Güriş, Burak

2017-01-01

Traditional unit root tests display a tendency to be nonstationary in the case of structural breaks and nonlinearity. To eliminate this problem this paper proposes a new flexible Fourier form nonlinear unit root test. This test eliminates this problem to add structural breaks and nonlinearity together to the test procedure. In this test procedure, structural breaks are modeled by means of a Fourier function and nonlinear adjustment is modeled by means of an Exponential Smooth Threshold Autore...
Nonlinear control of fixed-wing UAVs in presence of stochastic winds

Science.gov (United States)

Rubio Hervas, Jaime; Reyhanoglu, Mahmut; Tang, Hui; Kayacan, Erdal

2016-04-01

This paper studies the control of fixed-wing unmanned aerial vehicles (UAVs) in the presence of stochastic winds. A nonlinear controller is designed based on a full nonlinear mathematical model that includes the stochastic wind effects. The air velocity is controlled exclusively using the position of the throttle, and the rest of the dynamics are controlled with the aileron, elevator, and rudder deflections. The nonlinear control design is based on a smooth approximation of a sliding mode controller. An extended Kalman filter (EKF) is proposed for the state estimation and filtering. A case study is presented: landing control of a UAV on a ship deck in the presence of wind based exclusively on LADAR measurements. The effectiveness of the nonlinear control algorithm is illustrated through a simulation example.
Nonlinear and turbulent processes in physics. Volume 2. Nonlinear effects in various areas of science

Energy Technology Data Exchange (ETDEWEB)

Sagdeev, R Z

1984-01-01

The results of theoretical and experimental investigations of nonlinear and turbulent phenomena from a wide range of fields in physics are presented in reviews and reports. Topics examined include localized vortex formations in an ideal fluid, phase transitions in crystals, spatially nonuniform structures in condensed matter, solitons in molecular systems, the migration of quasi-particles in easily deformed crystals, bifurcations and dissipative structures in distributed kinetic systems, and structures in a nonlinear burning medium. Consideration is given to macroscopic motion generation in nonequilibrium media, the interaction of bulk and surface wave trains, near-threshold instabilities in hydrodynamics, solitons in nonlinear elastic rods with variable characteristics, the generation of solitons and vortices from chaos, and nonlinear electromagnetic-wave dissipation in an electron system.
Vehicle Sideslip Angle Estimation Based on Hybrid Kalman Filter

Directory of Open Access Journals (Sweden)

Jing Li

2016-01-01

Full Text Available Vehicle sideslip angle is essential for active safety control systems. This paper presents a new hybrid Kalman filter to estimate vehicle sideslip angle based on the 3-DoF nonlinear vehicle dynamic model combined with Magic Formula tire model. The hybrid Kalman filter is realized by combining square-root cubature Kalman filter (SCKF, which has quick convergence and numerical stability, with square-root cubature based receding horizon Kalman FIR filter (SCRHKF, which has robustness against model uncertainty and temporary noise. Moreover, SCKF and SCRHKF work in parallel, and the estimation outputs of two filters are merged by interacting multiple model (IMM approach. Experimental results show the accuracy and robustness of the hybrid Kalman filter.
Spike-threshold adaptation predicted by membrane potential dynamics in vivo.

Directory of Open Access Journals (Sweden)

Bertrand Fontaine

2014-04-01

Full Text Available Neurons encode information in sequences of spikes, which are triggered when their membrane potential crosses a threshold. In vivo, the spiking threshold displays large variability suggesting that threshold dynamics have a profound influence on how the combined input of a neuron is encoded in the spiking. Threshold variability could be explained by adaptation to the membrane potential. However, it could also be the case that most threshold variability reflects noise and processes other than threshold adaptation. Here, we investigated threshold variation in auditory neurons responses recorded in vivo in barn owls. We found that spike threshold is quantitatively predicted by a model in which the threshold adapts, tracking the membrane potential at a short timescale. As a result, in these neurons, slow voltage fluctuations do not contribute to spiking because they are filtered by threshold adaptation. More importantly, these neurons can only respond to input spikes arriving together on a millisecond timescale. These results demonstrate that fast adaptation to the membrane potential captures spike threshold variability in vivo.
Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and Pareto filters.

Directory of Open Access Journals (Sweden)

Carlos Pozo

Full Text Available Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study
Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and Pareto filters.

Science.gov (United States)

Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Sorribas, Albert; Jiménez, Laureano

2012-01-01

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the
Scaled unscented transform Gaussian sum filter: Theory and application

KAUST Repository

Luo, Xiaodong

2010-05-01

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman filter (SUKF) based on the concept of scaled unscented transform (SUT) (Julier and Uhlmann (2004) [16]), and the Gaussian mixture model (GMM). The SUT is used to approximate the mean and covariance of a Gaussian random variable which is transformed by a nonlinear function, while the GMM is adopted to approximate the probability density function (pdf) of a random variable through a set of Gaussian distributions. With these two tools, a framework can be set up to assimilate nonlinear systems in a recursive way. Within this framework, one can treat a nonlinear stochastic system as a mixture model of a set of sub-systems, each of which takes the form of a nonlinear system driven by a known Gaussian random process. Then, for each sub-system, one applies the SUKF to estimate the mean and covariance of the underlying Gaussian random variable transformed by the nonlinear governing equations of the sub-system. Incorporating the estimations of the sub-systems into the GMM gives an explicit (approximate) form of the pdf, which can be regarded as a "complete" solution to the state estimation problem, as all of the statistical information of interest can be obtained from the explicit form of the pdf (Arulampalam et al. (2002) [7]). In applications, a potential problem of a Gaussian sum filter is that the number of Gaussian distributions may increase very rapidly. To this end, we also propose an auxiliary algorithm to conduct pdf re-approximation so that the number of Gaussian distributions can be reduced. With the auxiliary algorithm, in principle the SUT-GSF can achieve almost the same computational speed as the SUKF if the SUT-GSF is implemented in parallel. As an example, we will use the SUT-GSF to assimilate a 40-dimensional system due to

Thresholds and Smooth Transitions in Vector Autoregressive Models

DEFF Research Database (Denmark)

Hubrich, Kirstin; Teräsvirta, Timo

This survey focuses on two families of nonlinear vector time series models, the family of Vector Threshold Regression models and that of Vector Smooth Transition Regression models. These two model classes contain incomplete models in the sense that strongly exogeneous variables are allowed in the...
Particle filters for random set models

CERN Document Server

Ristic, Branko

2013-01-01

“Particle Filters for Random Set Models” presents coverage of state estimation of stochastic dynamic systems from noisy measurements, specifically sequential Bayesian estimation and nonlinear or stochastic filtering. The class of solutions presented in this book is based on the Monte Carlo statistical method. The resulting algorithms, known as particle filters, in the last decade have become one of the essential tools for stochastic filtering, with applications ranging from navigation and autonomous vehicles to bio-informatics and finance. While particle filters have been around for more than a decade, the recent theoretical developments of sequential Bayesian estimation in the framework of random set theory have provided new opportunities which are not widely known and are covered in this book. These recent developments have dramatically widened the scope of applications, from single to multiple appearing/disappearing objects, from precise to imprecise measurements and measurement models. This book...
Mixed-Degree Spherical Simplex-Radial Cubature Kalman Filter

Directory of Open Access Journals (Sweden)

Shiyuan Wang

2017-01-01

Full Text Available Conventional low degree spherical simplex-radial cubature Kalman filters often generate low filtering accuracy or even diverge for handling highly nonlinear systems. The high-degree Kalman filters can improve filtering accuracy at the cost of increasing computational complexity; nevertheless their stability will be influenced by the negative weights existing in the high-dimensional systems. To efficiently improve filtering accuracy and stability, a novel mixed-degree spherical simplex-radial cubature Kalman filter (MSSRCKF is proposed in this paper. The accuracy analysis shows that the true posterior mean and covariance calculated by the proposed MSSRCKF can agree accurately with the third-order moment and the second-order moment, respectively. Simulation results show that, in comparison with the conventional spherical simplex-radial cubature Kalman filters that are based on the same degrees, the proposed MSSRCKF can perform superior results from the aspects of filtering accuracy and computational complexity.
Nonlinear Dot Plots.

Science.gov (United States)

Rodrigues, Nils; Weiskopf, Daniel

2018-01-01

Conventional dot plots use a constant dot size and are typically applied to show the frequency distribution of small data sets. Unfortunately, they are not designed for a high dynamic range of frequencies. We address this problem by introducing nonlinear dot plots. Adopting the idea of nonlinear scaling from logarithmic bar charts, our plots allow for dots of varying size so that columns with a large number of samples are reduced in height. For the construction of these diagrams, we introduce an efficient two-way sweep algorithm that leads to a dense and symmetrical layout. We compensate aliasing artifacts at high dot densities by a specifically designed low-pass filtering method. Examples of nonlinear dot plots are compared to conventional dot plots as well as linear and logarithmic histograms. Finally, we include feedback from an expert review.
Optimal filtering values in renogram deconvolution

Energy Technology Data Exchange (ETDEWEB)

Puchal, R.; Pavia, J.; Gonzalez, A.; Ros, D.

1988-07-01

The evaluation of the isotopic renogram by means of the renal retention function (RRF) is a technique that supplies valuable information about renal function. It is not unusual to perform a smoothing of the data because of the sensitivity of the deconvolution algorithms with respect to noise. The purpose of this work is to confirm the existence of an optimal smoothing which minimises the error between the calculated RRF and the theoretical value for two filters (linear and non-linear). In order to test the effectiveness of these optimal smoothing values, some parameters of the calculated RRF were considered using this optimal smoothing. The comparison of these parameters with the theoretical ones revealed a better result in the case of the linear filter than in the non-linear case. The study was carried out simulating the input and output curves which would be obtained when using hippuran and DTPA as tracers.
Scattering angle base filtering of the inversion gradients

KAUST Repository

Alkhalifah, Tariq Ali

2014-01-01

Full waveform inversion (FWI) requires a hierarchical approach based on the availability of low frequencies to maneuver the complex nonlinearity associated with the problem of velocity inversion. I develop a model gradient filter to help us access the parts of the gradient more suitable to combat this potential nonlinearity. The filter is based on representing the gradient in the time-lag normalized domain, in which low scattering angles of the gradient update are initially muted. The result are long-wavelength updates controlled by the ray component of the wavefield. In this case, even 10 Hz data can produce near zero wavelength updates suitable for a background correction of the model. Allowing smaller scattering angle to contribute provides higher resolution information to the model.
Compressively sampled MR image reconstruction using generalized thresholding iterative algorithm

Science.gov (United States)

Elahi, Sana; kaleem, Muhammad; Omer, Hammad

2018-01-01

Compressed sensing (CS) is an emerging area of interest in Magnetic Resonance Imaging (MRI). CS is used for the reconstruction of the images from a very limited number of samples in k-space. This significantly reduces the MRI data acquisition time. One important requirement for signal recovery in CS is the use of an appropriate non-linear reconstruction algorithm. It is a challenging task to choose a reconstruction algorithm that would accurately reconstruct the MR images from the under-sampled k-space data. Various algorithms have been used to solve the system of non-linear equations for better image quality and reconstruction speed in CS. In the recent past, iterative soft thresholding algorithm (ISTA) has been introduced in CS-MRI. This algorithm directly cancels the incoherent artifacts produced because of the undersampling in k -space. This paper introduces an improved iterative algorithm based on p -thresholding technique for CS-MRI image reconstruction. The use of p -thresholding function promotes sparsity in the image which is a key factor for CS based image reconstruction. The p -thresholding based iterative algorithm is a modification of ISTA, and minimizes non-convex functions. It has been shown that the proposed p -thresholding iterative algorithm can be used effectively to recover fully sampled image from the under-sampled data in MRI. The performance of the proposed method is verified using simulated and actual MRI data taken at St. Mary's Hospital, London. The quality of the reconstructed images is measured in terms of peak signal-to-noise ratio (PSNR), artifact power (AP), and structural similarity index measure (SSIM). The proposed approach shows improved performance when compared to other iterative algorithms based on log thresholding, soft thresholding and hard thresholding techniques at different reduction factors.
[Investigation of fast filter of ECG signals with lifting wavelet and smooth filter].

Science.gov (United States)

Li, Xuefei; Mao, Yuxing; He, Wei; Yang, Fan; Zhou, Liang

2008-02-01

The lifting wavelet is used to decompose the original ECG signals and separate them into the approach signals with low frequency and the detail signals with high frequency, based on frequency characteristic. Parts of the detail signals are ignored according to the frequency characteristic. To avoid the distortion of QRS Complexes, the approach signals are filtered by an adaptive smooth filter with a proper threshold value. Through the inverse transform of the lifting wavelet, the reserved approach signals are reconstructed, and the three primary kinds of noise are limited effectively. In addition, the method is fast and there is no time delay between input and output.
Frequency modulation television analysis: Threshold impulse analysis. [with computer program

Science.gov (United States)

Hodge, W. H.

1973-01-01

A computer program is developed to calculate the FM threshold impulse rates as a function of the carrier-to-noise ratio for a specified FM system. The system parameters and a vector of 1024 integers, representing the probability density of the modulating voltage, are required as input parameters. The computer program is utilized to calculate threshold impulse rates for twenty-four sets of measured probability data supplied by NASA and for sinusoidal and Gaussian modulating waveforms. As a result of the analysis several conclusions are drawn: (1) The use of preemphasis in an FM television system improves the threshold by reducing the impulse rate. (2) Sinusoidal modulation produces a total impulse rate which is a practical upper bound for the impulse rates of TV signals providing the same peak deviations. (3) As the moment of the FM spectrum about the center frequency of the predetection filter increases, the impulse rate tends to increase. (4) A spectrum having an expected frequency above (below) the center frequency of the predetection filter produces a higher negative (positive) than positive (negative) impulse rate.
An Unbiased Unscented Transform Based Kalman Filter for 3D Radar

Institute of Scientific and Technical Information of China (English)

WANGGuohong; XIUJianjuan; HEYou

2004-01-01

As a derivative-free alternative to the Extended Kalman filter (EKF) in the framework of state estimation, the Unscented Kalman filter (UKF) has potential applications in nonlinear filtering. By noting the fact that the unscented transform is generally biased when converting the radar measurements from spherical coordinates into Cartesian coordinates, a new filtering algorithm for 3D radar, called Unbiased unscented Kalman filter (UUKF), is proposed. The new algorithm is validated by Monte Carlo simulation runs. Simulation results show that the UUKF is more effective than the UKF, EKF and the Converted measurement Kalman filter (CMKF).
Percolation-enhanced nonlinear scattering from semicontinuous metal films

Science.gov (United States)

Breit, M.; von Plessen, G.; Feldmann, J.; Podolskiy, V. A.; Sarychev, A. K.; Shalaev, V. M.; Gresillon, S.; Rivoal, J. C.; Gadenne, P.

2001-03-01

Strongly enhanced second-harmonic generation (SHG), which is characterized by nearly isotropic distribution, is observed for gold-glass films near the percolation threshold. The diffuse-like SHG scattering, which can be thought of as nonlinear critical opalescence, is in sharp contrast with highly collimated linear reflection and transmission from these nanostructured semicontinuous metal films. Our observations, which can be explained by giant fluctuations of local nonlinear sources for SHG, verify recent predictions of percolation-enhanced nonlinear scattering.
Mathematical modeling and applications in nonlinear dynamics

CERN Document Server

Merdan, Hüseyin

2016-01-01

The book covers nonlinear physical problems and mathematical modeling, including molecular biology, genetics, neurosciences, artificial intelligence with classical problems in mechanics and astronomy and physics. The chapters present nonlinear mathematical modeling in life science and physics through nonlinear differential equations, nonlinear discrete equations and hybrid equations. Such modeling can be effectively applied to the wide spectrum of nonlinear physical problems, including the KAM (Kolmogorov-Arnold-Moser (KAM)) theory, singular differential equations, impulsive dichotomous linear systems, analytical bifurcation trees of periodic motions, and almost or pseudo- almost periodic solutions in nonlinear dynamical systems. Provides methods for mathematical models with switching, thresholds, and impulses, each of particular importance for discontinuous processes Includes qualitative analysis of behaviors on Tumor-Immune Systems and methods of analysis for DNA, neural networks and epidemiology Introduces...
NONLINEAR ESTIMATION METHODS FOR AUTONOMOUS TRACKED VEHICLE WITH SLIP

Institute of Scientific and Technical Information of China (English)

ZHOU Bo; HAN Jianda

2007-01-01

In order to achieve precise, robust autonomous guidance and control of a tracked vehicle, a kinematic model with longitudinal and lateral slip is established. Four different nonlinear filters are used to estimate both state vector and time-varying parameter vector of the created model jointly. The first filter is the well-known extended Kalman filter. The second filter is an unscented version of the Kalman filter. The third one is a particle filter using the unscented Kalman filter to generate the importance proposal distribution. The last one is a novel and guaranteed filter that uses a linear set-membership estimator and can give an ellipsoid set in which the true state lies. The four different approaches have different complexities, behavior and advantages that are surveyed and compared.
Evaluation of harmonic detection methods for active power filter applications

DEFF Research Database (Denmark)

Asiminoaei, Lucian; Blaabjerg, Frede; Hansen, Steffan

2005-01-01

In the attempt to minimize the harmonic disturbances created by the non-linear loads the choice of the active power filters comes out to improve the filtering efficiency and to solve many issues existing with classical passive filters. One of the key points for a proper implementation of an active...... theories. Then, the work here proposes a simulation setup that decouples the harmonic reference generator from the active filter model and its controller. In this way the selected methods can be equally analyzed and compared with respect to their performance, which helps anticipating possible...
On the evaluation of uncertainties for state estimation with the Kalman filter

International Nuclear Information System (INIS)

Eichstädt, S; Makarava, N; Elster, C

2016-01-01

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous areas. It provides sequentially calculated estimates of the system states along with a corresponding covariance matrix. For nonlinear systems, the extended Kalman filter is often used. This is derived from the Kalman filter by linearization around the current estimate. A key issue in metrology is the evaluation of the uncertainty associated with the Kalman filter state estimates. The ‘Guide to the Expression of Uncertainty in Measurement’ (GUM) and its supplements serve as the de facto standard for uncertainty evaluation in metrology. We explore the relationship between the covariance matrix produced by the Kalman filter and a GUM-compliant uncertainty analysis. In addition, the results of a Bayesian analysis are considered. For the case of linear systems with known system matrices, we show that all three approaches are compatible. When the system matrices are not precisely known, however, or when the system is nonlinear, this equivalence breaks down and different results can then be reached. For precisely known nonlinear systems, though, the result of the extended Kalman filter still corresponds to the linearized uncertainty propagation of the GUM. The extended Kalman filter can suffer from linearization and convergence errors. These disadvantages can be avoided to some extent by applying Monte Carlo procedures, and we propose such a method which is GUM-compliant and can also be applied online during the estimation. We illustrate all procedures in terms of a 2D dynamic system and compare the results with those obtained by particle filtering, which has been proposed for the approximate calculation of a Bayesian solution. Finally, we give some recommendations based on our findings. (paper)
Monte Carlo filters for identification of nonlinear structural dynamical ...

Indian Academy of Sciences (India)

The theory of Kalman filtering provides one of ...... expansion (appendix B contains a reasonably self-contained account of how such expansions ...... Shinozuka M, Ghanem R 1995 Structural system identification II: experimental verification.
Adaptive Filtering Algorithms and Practical Implementation

CERN Document Server

Diniz, Paulo S R

2013-01-01

In the fourth edition of Adaptive Filtering: Algorithms and Practical Implementation, author Paulo S.R. Diniz presents the basic concepts of adaptive signal processing and adaptive filtering in a concise and straightforward manner. The main classes of adaptive filtering algorithms are presented in a unified framework, using clear notations that facilitate actual implementation. The main algorithms are described in tables, which are detailed enough to allow the reader to verify the covered concepts. Many examples address problems drawn from actual applications. New material to this edition includes: Analytical and simulation examples in Chapters 4, 5, 6 and 10 Appendix E, which summarizes the analysis of set-membership algorithm Updated problems and references Providing a concise background on adaptive filtering, this book covers the family of LMS, affine projection, RLS and data-selective set-membership algorithms as well as nonlinear, sub-band, blind, IIR adaptive filtering, and more. Several problems are...
Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

Science.gov (United States)

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.
A nonlinear generalization of the Savitzky-Golay filter and the quantitative analysis of saccades.

Science.gov (United States)

Dai, Weiwei; Selesnick, Ivan; Rizzo, John-Ross; Rucker, Janet; Hudson, Todd

2017-08-01

The Savitzky-Golay (SG) filter is widely used to smooth and differentiate time series, especially biomedical data. However, time series that exhibit abrupt departures from their typical trends, such as sharp waves or steps, which are of physiological interest, tend to be oversmoothed by the SG filter. Hence, the SG filter tends to systematically underestimate physiological parameters in certain situations. This article proposes a generalization of the SG filter to more accurately track abrupt deviations in time series, leading to more accurate parameter estimates (e.g., peak velocity of saccadic eye movements). The proposed filtering methodology models a time series as the sum of two component time series: a low-frequency time series for which the conventional SG filter is well suited, and a second time series that exhibits instantaneous deviations (e.g., sharp waves, steps, or more generally, discontinuities in a higher order derivative). The generalized SG filter is then applied to the quantitative analysis of saccadic eye movements. It is demonstrated that (a) the conventional SG filter underestimates the peak velocity of saccades, especially those of small amplitude, and (b) the generalized SG filter estimates peak saccadic velocity more accurately than the conventional filter.
Adaptive Filtering for Non-Gaussian Processes

DEFF Research Database (Denmark)

Kidmose, Preben

2000-01-01

A new stochastic gradient robust filtering method, based on a non-linear amplitude transformation, is proposed. The method requires no a priori knowledge of the characteristics of the input signals and it is insensitive to the signals distribution and to the stationarity of the signals. A simulat...

Model-Based Engine Control Architecture with an Extended Kalman Filter

Science.gov (United States)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The nonlinear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.
Methods for Signal Filtering in NMR Tomography

Czech Academy of Sciences Publication Activity Database

Gescheidtová, E.; Kubásek, R.; Bartušek, Karel

2006-01-01

Roč. 4, č. 1 (2006), 3404:1-10 ISSN 1738-9682 Institutional research plan: CEZ:AV0Z20650511 Keywords : FID signal * pre-emphasis * gradient pulse * bank of digital filters * threshold Subject RIV: JA - Electronics ; Optoelectronics, Electrical Engineering
New developments in state estimation for Nonlinear Systems

DEFF Research Database (Denmark)

Nørgård, Peter Magnus; Poulsen, Niels Kjølstad; Ravn, Ole

2000-01-01

Based on an interpolation formula, accurate state estimators for nonlinear systems can be derived. The estimators do not require derivative information which makes them simple to implement.; State estimators for nonlinear systems are derived based on polynomial approximations obtained with a mult......-known estimators, such as the extended Kalman filter (EKF) and its higher-order relatives, in most practical applications....
Modeling of Volatility with Non-linear Time Series Model

OpenAIRE

Kim Song Yon; Kim Mun Chol

2013-01-01

In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.
Applications of Kalman filters based on non-linear functions to numerical weather predictions

Directory of Open Access Journals (Sweden)

G. Galanis

2006-10-01

Full Text Available This paper investigates the use of non-linear functions in classical Kalman filter algorithms on the improvement of regional weather forecasts. The main aim is the implementation of non linear polynomial mappings in a usual linear Kalman filter in order to simulate better non linear problems in numerical weather prediction. In addition, the optimal order of the polynomials applied for such a filter is identified. This work is based on observations and corresponding numerical weather predictions of two meteorological parameters characterized by essential differences in their evolution in time, namely, air temperature and wind speed. It is shown that in both cases, a polynomial of low order is adequate for eliminating any systematic error, while higher order functions lead to instabilities in the filtered results having, at the same time, trivial contribution to the sensitivity of the filter. It is further demonstrated that the filter is independent of the time period and the geographic location of application.
A comparison of nonlinear filtering approaches in the context of an HIV model.

Science.gov (United States)

Banks, H Thomas; Hu, Shuhua; Kenz, Zackary R; Tran, Hien T

2010-04-01

In this paper three different filtering methods, the Extended Kalman Filter (EKF), the Gauss-Hermite Filter (GHF), and the Unscented Kalman Filter (UKF), are compared for state-only and coupled state and parameter estimation when used with log state variables of a model of the immunologic response to the human immunodeficiency virus (HIV) in individuals. The filters are implemented to estimate model states as well as model parameters from simulated noisy data, and are compared in terms of estimation accuracy and computational time. Numerical experiments reveal that the GHF is the most computationally expensive algorithm, while the EKF is the least expensive one. In addition, computational experiments suggest that there is little difference in the estimation accuracy between the UKF and GHF. When measurements are taken as frequently as every week to two weeks, the EKF is the superior filter. When measurements are further apart, the UKF is the best choice in the problem under investigation.
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality

International Nuclear Information System (INIS)

Bekiros, Stelios D.; Diks, Cees G.H.

2008-01-01

The present study investigates the linear and nonlinear causal linkages between daily spot and futures prices for maturities of one, two, three and four months of West Texas Intermediate (WTI) crude oil. The data cover two periods October 1991-October 1999 and November 1999-October 2007, with the latter being significantly more turbulent. Apart from the conventional linear Granger test we apply a new nonparametric test for nonlinear causality by Diks and Panchenko after controlling for cointegration. In addition to the traditional pairwise analysis, we test for causality while correcting for the effects of the other variables. To check if any of the observed causality is strictly nonlinear in nature, we also examine the nonlinear causal relationships of VECM filtered residuals. Finally, we investigate the hypothesis of nonlinear non-causality after controlling for conditional heteroskedasticity in the data using a GARCH-BEKK model. Whilst the linear causal relationships disappear after VECM cointegration filtering, nonlinear causal linkages in some cases persist even after GARCH filtering in both periods. This indicates that spot and futures returns may exhibit asymmetric GARCH effects and/or statistically significant higher order conditional moments. Moreover, the results imply that if nonlinear effects are accounted for, neither market leads or lags the other consistently, videlicet the pattern of leads and lags changes over time. (author)
Bds/gps Integrated Positioning Method Research Based on Nonlinear Kalman Filtering

Science.gov (United States)

Ma, Y.; Yuan, W.; Sun, H.

2017-09-01

In order to realize fast and accurate BDS/GPS integrated positioning, it is necessary to overcome the adverse effects of signal attenuation, multipath effect and echo interference to ensure the result of continuous and accurate navigation and positioning. In this paper, pseudo-range positioning is used as the mathematical model. In the stage of data preprocessing, using precise and smooth carrier phase measurement value to promote the rough pseudo-range measurement value without ambiguity. At last, the Extended Kalman Filter(EKF), the Unscented Kalman Filter(UKF) and the Particle Filter(PF) algorithm are applied in the integrated positioning method for higher positioning accuracy. The experimental results show that the positioning accuracy of PF is the highest, and UKF is better than EKF.
Effective-medium theory for nonlinear magneto-optics in magnetic granular alloys: cubic nonlinearity

International Nuclear Information System (INIS)

Granovsky, Alexander B.; Kuzmichov, Michail V.; Clerc, J.-P.; Inoue, Mitsuteru

2003-01-01

We propose a simple effective-medium approach for calculating the effective dielectric function of a magnetic metal-insulator granular alloy in which there is a weakly nonlinear relation between electric displacement D and electric field E for both constituent materials of the form D i =ε i (0) E i +χ i (3) |E i | 2 E i . We assume that linear ε i (0) and cubic nonlinear χ i (3) dielectric functions are diagonal and linear with magnetization non-diagonal components. For such metal-insulator composite magneto-optical effects depend on a light intensity and the effective cubic dielectric function χ eff (3) can be significantly greater (up to 10 3 times) than that for constituent materials. The calculation scheme is based on the Bergman and Stroud-Hui theory of nonlinear optical properties of granular matter. The giant cubic magneto-optical nonlinearity is found for composites with metallic volume fraction close to the percolation threshold and at a resonance of optical conductivity. It is shown that a composite may exhibit nonlinear magneto-optics even when both constituent materials have no cubic magneto-optical nonlinearity
Maximum Correntropy Unscented Kalman Filter for Ballistic Missile Navigation System based on SINS/CNS Deeply Integrated Mode.

Science.gov (United States)

Hou, Bowen; He, Zhangming; Li, Dong; Zhou, Haiyin; Wang, Jiongqi

2018-05-27

Strap-down inertial navigation system/celestial navigation system ( SINS/CNS) integrated navigation is a high precision navigation technique for ballistic missiles. The traditional navigation method has a divergence in the position error. A deeply integrated mode for SINS/CNS navigation system is proposed to improve the navigation accuracy of ballistic missile. The deeply integrated navigation principle is described and the observability of the navigation system is analyzed. The nonlinearity, as well as the large outliers and the Gaussian mixture noises, often exists during the actual navigation process, leading to the divergence phenomenon of the navigation filter. The new nonlinear Kalman filter on the basis of the maximum correntropy theory and unscented transformation, named the maximum correntropy unscented Kalman filter, is deduced, and the computational complexity is analyzed. The unscented transformation is used for restricting the nonlinearity of the system equation, and the maximum correntropy theory is used to deal with the non-Gaussian noises. Finally, numerical simulation illustrates the superiority of the proposed filter compared with the traditional unscented Kalman filter. The comparison results show that the large outliers and the influence of non-Gaussian noises for SINS/CNS deeply integrated navigation is significantly reduced through the proposed filter.
A nested sampling particle filter for nonlinear data assimilation

KAUST Repository

Elsheikh, Ahmed H.; Hoteit, Ibrahim; Wheeler, Mary Fanett

2014-01-01

. The proposed nested sampling particle filter (NSPF) iteratively builds the posterior distribution by applying a constrained sampling from the prior distribution to obtain particles in high-likelihood regions of the search space, resulting in a reduction
A generalized adaptive mathematical morphological filter for LIDAR data

Science.gov (United States)

Cui, Zheng

Airborne Light Detection and Ranging (LIDAR) technology has become the primary method to derive high-resolution Digital Terrain Models (DTMs), which are essential for studying Earth's surface processes, such as flooding and landslides. The critical step in generating a DTM is to separate ground and non-ground measurements in a voluminous point LIDAR dataset, using a filter, because the DTM is created by interpolating ground points. As one of widely used filtering methods, the progressive morphological (PM) filter has the advantages of classifying the LIDAR data at the point level, a linear computational complexity, and preserving the geometric shapes of terrain features. The filter works well in an urban setting with a gentle slope and a mixture of vegetation and buildings. However, the PM filter often removes ground measurements incorrectly at the topographic high area, along with large sizes of non-ground objects, because it uses a constant threshold slope, resulting in "cut-off" errors. A novel cluster analysis method was developed in this study and incorporated into the PM filter to prevent the removal of the ground measurements at topographic highs. Furthermore, to obtain the optimal filtering results for an area with undulating terrain, a trend analysis method was developed to adaptively estimate the slope-related thresholds of the PM filter based on changes of topographic slopes and the characteristics of non-terrain objects. The comparison of the PM and generalized adaptive PM (GAPM) filters for selected study areas indicates that the GAPM filter preserves the most "cut-off" points removed incorrectly by the PM filter. The application of the GAPM filter to seven ISPRS benchmark datasets shows that the GAPM filter reduces the filtering error by 20% on average, compared with the method used by the popular commercial software TerraScan. The combination of the cluster method, adaptive trend analysis, and the PM filter allows users without much experience in
Nonlinear dynamics of a driven mode near marginal stability

International Nuclear Information System (INIS)

Berk, H.L.; Breizman, B.N.; Pekker, M.

1995-09-01

The nonlinear dynamics of a linearly unstable mode in a driven kinetic system is investigated to determine scaling of the saturated fields near the instability threshold. To leading order, this problem reduces to solving an integral equation with a temporally nonlocal cubic term. This equation can exhibit a self-similar solution that blows up in a finite time. When the blow-up occurs, higher nonlinearities become important and the mode saturates due to plateau formation arising from particle trapping in the wave. Otherwise, the simplified equation gives a regular solution that leads to a different saturation scaling reflecting the closeness to the instability threshold
Testing particle filters on convective scale dynamics

Science.gov (United States)

Haslehner, Mylene; Craig, George. C.; Janjic, Tijana

2014-05-01

Particle filters have been developed in recent years to deal with highly nonlinear dynamics and non Gaussian error statistics that also characterize data assimilation on convective scales. In this work we explore the use of the efficient particle filter (P.v. Leeuwen, 2011) for convective scale data assimilation application. The method is tested in idealized setting, on two stochastic models. The models were designed to reproduce some of the properties of convection, for example the rapid development and decay of convective clouds. The first model is a simple one-dimensional, discrete state birth-death model of clouds (Craig and Würsch, 2012). For this model, the efficient particle filter that includes nudging the variables shows significant improvement compared to Ensemble Kalman Filter and Sequential Importance Resampling (SIR) particle filter. The success of the combination of nudging and resampling, measured as RMS error with respect to the 'true state', is proportional to the nudging intensity. Significantly, even a very weak nudging intensity brings notable improvement over SIR. The second model is a modified version of a stochastic shallow water model (Würsch and Craig 2013), which contains more realistic dynamical characteristics of convective scale phenomena. Using the efficient particle filter and different combination of observations of the three field variables (wind, water 'height' and rain) allows the particle filter to be evaluated in comparison to a regime where only nudging is used. Sensitivity to the properties of the model error covariance is also considered. Finally, criteria are identified under which the efficient particle filter outperforms nudging alone. References: Craig, G. C. and M. Würsch, 2012: The impact of localization and observation averaging for convective-scale data assimilation in a simple stochastic model. Q. J. R. Meteorol. Soc.,139, 515-523. Van Leeuwen, P. J., 2011: Efficient non-linear data assimilation in geophysical
Psychophysical thresholds of face visibility during infancy

DEFF Research Database (Denmark)

Gelskov, Sofie; Kouider, Sid

2010-01-01

The ability to detect and focus on faces is a fundamental prerequisite for developing social skills. But how well can infants detect faces? Here, we address this question by studying the minimum duration at which faces must appear to trigger a behavioral response in infants. We used a preferential...... looking method in conjunction with masking and brief presentations (300 ms and below) to establish the temporal thresholds of visibility at different stages of development. We found that 5 and 10 month-old infants have remarkably similar visibility thresholds about three times higher than those of adults....... By contrast, 15 month-olds not only revealed adult-like thresholds, but also improved their performance through memory-based strategies. Our results imply that the development of face visibility follows a non-linear course and is determined by a radical improvement occurring between 10 and 15 months....
Q-Method Extended Kalman Filter

Science.gov (United States)

Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.

2012-01-01

A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.
Nonlinear laser-plasma interactions

Science.gov (United States)

Kaw, P. K.

2017-12-01

Soon after lasers were invented, there was tremendous curiosity on the nonlinear phenomena which would result in their interaction with a fully ionized plasma. Apart from the basic interest, it was realized that it could be used for the achievement of nuclear fusion in the laboratory. This led us to a paper on the propagation of a laser beam into an inhomogeneous fusion plasma, where it was first demonstrated that light would go up to the critical layer (where the frequency matches the plasma frequency) and get reflected from there with a reflection coefficient of order unity. The reflection coefficient was determined by collisional effects. Since the wave was expected to slow down to near zero group speed at the reflection point, the dominant collision frequency determining the reflection coefficient was the collision frequency at the reflection point. It turned out that the absorption of light was rather small for fusion temperatures. This placed a premium on investigation of nonlinear phenomena which might contribute to the absorption and penetration of the light into high-density plasma. An early investigation showed that electron jitter with respect to ions would be responsible for the excitation of decay instabilities which convert light waves into electrostatic plasma waves and ion waves near the critical frequency. These electrostatic waves would then get absorbed into the plasma even in the collisionless case and lead to plasma heating which is nonlinear. Detailed estimates of this heating were made. Similar nonlinear processes which could lead to stimulated scattering of light in the underdense region (ω >ω _p) were investigated together with a number of other workers. All these nonlinear processes need a critical threshold power for excitation. Another important process which was discovered around the same time had to do with filamentation and trapping of light when certain thresholds were exceeded. All of this work has been extensively verified in
Threshold nonlinear absorption in Zeeman transitions

International Nuclear Information System (INIS)

Narayanan, Andal; Hazra, Abheera; Sandhya, S N

2010-01-01

We experimentally study the absorption spectroscopy from a collection of gaseous 87 Rb atoms at room temperature irradiated with three fields. Two of these fields are in a pump-probe saturation absorption configuration. The third field co-propagates with the pump field. The three fields address Zeeman degenerate transitions between hyperfine levels 5S 1/2 , F = 1 and 5P 3/2 , F = 0, F = 1 around the D2 line. We find a sub-natural absorption resonance in the counter-propagating probe field for equal detunings of all three fields. This absorption arises in conjunction with the appearance of increased transmission due to electro-magnetically induced transparency in the co-propagating fields. The novel feature of this absorption is its onset only for the blue of 5P 3/2 , F = 0, as the laser frequency is scanned through the excited states 5P 3/2 , F = 0, F = 1 and F = 2. The absorption rapidly rises to near maximum values within a narrow band of frequency near 5P 3/2 , F = 0. Our experimental results are compared with a dressed atom model. We find the threshold absorption to be a result of coherent interaction between the dressed states of our system.
Estimation of Nonlinear Functions of State Vector for Linear Systems with Time-Delays and Uncertainties

Directory of Open Access Journals (Sweden)

Il Young Song

2015-01-01

Full Text Available This paper focuses on estimation of a nonlinear function of state vector (NFS in discrete-time linear systems with time-delays and model uncertainties. The NFS represents a multivariate nonlinear function of state variables, which can indicate useful information of a target system for control. The optimal nonlinear estimator of an NFS (in mean square sense represents a function of the receding horizon estimate and its error covariance. The proposed receding horizon filter represents the standard Kalman filter with time-delays and special initial horizon conditions described by the Lyapunov-like equations. In general case to calculate an optimal estimator of an NFS we propose using the unscented transformation. Important class of polynomial NFS is considered in detail. In the case of polynomial NFS an optimal estimator has a closed-form computational procedure. The subsequent application of the proposed receding horizon filter and nonlinear estimator to a linear stochastic system with time-delays and uncertainties demonstrates their effectiveness.
Nonlinear surface elastic modes in crystals

Science.gov (United States)

Gorentsveig, V. I.; Kivshar, Yu. S.; Kosevich, A. M.; Syrkin, E. S.

1990-03-01

The influence of nonlinearity on shear horizontal surface elastic waves in crystals is described on the basis of the effective nonlinear Schrödinger equation. It is shown that the corresponding solutions form a set of surface modes and the simplest mode coincides with the solution proposed by Mozhaev. The higher order modes have internal frequencies caused by the nonlinearity. All these modes decay in the crystal as uoexp(- z/ zo) atz≫ zo- u o-1 ( z is the distance from the crystal surface, uo the wave amplitude at the surface). The creation of the modes from a localized surface excitation has a threshold. The stability of the modes is discussed.

Memory in Nonlinear Ionization of Transparent Solids

International Nuclear Information System (INIS)

Rajeev, P. P.; Simova, E.; Hnatovsky, C.; Taylor, R. S.; Rayner, D. M.; Corkum, P. B.; Gertsvolf, M.; Bhardwaj, V. R.

2006-01-01

We demonstrate a shot-to-shot reduction in the threshold laser intensity for ionization of bulk glasses illuminated by intense femtosecond pulses. For SiO 2 the threshold change serves as positive feedback reenforcing the process that produced it. This constitutes a memory in nonlinear ionization of the material. The threshold change saturates with the number of pulses incident at a given spot. Irrespective of the pulse energy, the magnitude of the saturated threshold change is constant (∼20%). However, the number of shots required to reach saturation does depend on the pulse energy. Recognition of a memory in ionization is vital to understand multishot optical or electrical breakdown phenomena in dielectrics
Nonlinear dynamics in ecosystem response to climatic change: Case studies and policy implications

Science.gov (United States)

Burkett, Virginia R.; Wilcox, Douglas A.; Stottlemyer, Robert; Barrow, Wylie; Fagre, Dan; Baron, Jill S.; Price, Jeff; Nielsen, Jennifer L.; Allen, Craig D.; Peterson, David L.; Ruggerone, Greg; Doyle, Thomas

2005-01-01

Many biological, hydrological, and geological processes are interactively linked in ecosystems. These ecological phenomena normally vary within bounded ranges, but rapid, nonlinear changes to markedly different conditions can be triggered by even small differences if threshold values are exceeded. Intrinsic and extrinsic ecological thresholds can lead to effects that cascade among systems, precluding accurate modeling and prediction of system response to climate change. Ten case studies from North America illustrate how changes in climate can lead to rapid, threshold-type responses within ecological communities; the case studies also highlight the role of human activities that alter the rate or direction of system response to climate change. Understanding and anticipating nonlinear dynamics are important aspects of adaptation planning since responses of biological resources to changes in the physical climate system are not necessarily proportional and sometimes, as in the case of complex ecological systems, inherently nonlinear.
Criteria for calculating the efficiency of deep-pleated HEPA filters with aluminum separators during and after design basis accidents

International Nuclear Information System (INIS)

Bergman, W.; First, M.W.; Anderson, W.L.

1995-01-01

We have reviewed the literature on the performance of HEPA filters under normal and abnormal conditions to establish criteria for calculating the efficiency of HEPA filters in a DOE nonreactor nuclear facility during and after a Design Basis Accident (DBA). This study is only applicable to the standard deep-pleated HEPA filter with aluminum separators as specified in ASME N509[1]. Other HEPA filter designs such as the mini-pleat and separatorless filters are not included in this study. The literature review included the performance of new filters and parameters that may cause deterioration in the filter performance such as filter age, radiation, corrosive chemicals, seismic and rough handling, high temperature, moisture, particle clogging, high air flow and pressure pulses. The deterioration of the filter efficiency depends on the exposure parameters; in severe exposure conditions the filter will be damaged and have a residual efficiency of 0%. There are large gaps and limitations in the data that introduce significant error in the estimates of HEPA filter efficiencies under DBA conditions. Because of this limitation, conservative values of filter efficiency were chosen. The estimation of the efficiency of the HEPA filters under DBA conditions involves three steps: (1) The filter pressure drop and environmental parameters are determined during and after the DBA, (2) Comparing the filter pressure drop to a set of threshold values above which the filter is damaged. There is a different threshold value for each combination of environmental parameters, and (3) Determining the filter efficiency. If the filter pressure drop is greater than the threshold value, the filter is damaged and is assigned 0% efficiency. If the pressure drop is less, then the filter is not damaged and the efficiency is determined from literature values of the efficiency at the environmental conditions
Criteria for calculating the efficiency of deep-pleated HEPA filters with aluminum separators during and after design basis accidents

Energy Technology Data Exchange (ETDEWEB)

Bergman, W.; First, M.W.; Anderson, W.L. [Lawrence Livermore National Laboratory, CA (United States)] [and others

1995-02-01

We have reviewed the literature on the performance of HEPA filters under normal and abnormal conditions to establish criteria for calculating the efficiency of HEPA filters in a DOE nonreactor nuclear facility during and after a Design Basis Accident (DBA). This study is only applicable to the standard deep-pleated HEPA filter with aluminum separators as specified in ASME N509[1]. Other HEPA filter designs such as the mini-pleat and separatorless filters are not included in this study. The literature review included the performance of new filters and parameters that may cause deterioration in the filter performance such as filter age, radiation, corrosive chemicals, seismic and rough handling, high temperature, moisture, particle clogging, high air flow and pressure pulses. The deterioration of the filter efficiency depends on the exposure parameters; in severe exposure conditions the filter will be damaged and have a residual efficiency of 0%. There are large gaps and limitations in the data that introduce significant error in the estimates of HEPA filter efficiencies under DBA conditions. Because of this limitation, conservative values of filter efficiency were chosen. The estimation of the efficiency of the HEPA filters under DBA conditions involves three steps: (1) The filter pressure drop and environmental parameters are determined during and after the DBA, (2) Comparing the filter pressure drop to a set of threshold values above which the filter is damaged. There is a different threshold value for each combination of environmental parameters, and (3) Determining the filter efficiency. If the filter pressure drop is greater than the threshold value, the filter is damaged and is assigned 0% efficiency. If the pressure drop is less, then the filter is not damaged and the efficiency is determined from literature values of the efficiency at the environmental conditions.
High-Damage-Threshold Pinhole for Glass Fusion Laser Applications

International Nuclear Information System (INIS)

Kumit, N.A.; Letzring, S.A.; Johnson, R.P.

1998-01-01

We are investigating methods to fabricate high-damage-threshold spatial-filter pinholes that might not be susceptible to plasma closure for relatively high energies and long pulses. These are based on the observation that grazing-incidence reflection from glass can withstand in excess of 5 kJ/cm 2 (normal to the beam) without plasma formation. The high damage threshold results from both the cos q spreading of the energy across the surface and the reflection of a large fraction of the energy from the surface, thereby greatly reducing the field strength within the medium
A cognition-based method to ease the computational load for an extended Kalman filter.

Science.gov (United States)

Li, Yanpeng; Li, Xiang; Deng, Bin; Wang, Hongqiang; Qin, Yuliang

2014-12-03

The extended Kalman filter (EKF) is the nonlinear model of a Kalman filter (KF). It is a useful parameter estimation method when the observation model and/or the state transition model is not a linear function. However, the computational requirements in EKF are a difficulty for the system. With the help of cognition-based designation and the Taylor expansion method, a novel algorithm is proposed to ease the computational load for EKF in azimuth predicting and localizing under a nonlinear observation model. When there are nonlinear functions and inverse calculations for matrices, this method makes use of the major components (according to current performance and the performance requirements) in the Taylor expansion. As a result, the computational load is greatly lowered and the performance is ensured. Simulation results show that the proposed measure will deliver filtering output with a similar precision compared to the regular EKF. At the same time, the computational load is substantially lowered.
Sensorless Control of Electric Motors with Kalman Filters: Applications to Robotic and Industrial Systems

Directory of Open Access Journals (Sweden)

Gerasimos G. Rigatos

2011-12-01

Full Text Available The paper studies sensorless control for DC and induction motors, using Kalman Filtering techniques. First the case of a DC motor is considered and Kalman Filter-based control is implemented. Next the nonlinear model of a field-oriented induction motor is examined and the motor's angular velocity is estimated by an Extended Kalman Filter which processes measurements of the rotor's angle. Sensorless control of the induction motor is again implemented through feedback of the estimated state vector. Additionally, a state estimation-based control loop is implemented using the Unscented Kalman Filter. Moreover, state estimation-based control is developed for the induction motor model using a nonlinear flatness-based controller and the state estimation that is provided by the Extended Kalman Filter. Unlike field oriented control, in the latter approach there is no assumption about decoupling between the rotor speed dynamics and the magnetic flux dynamics. The efficiency of the Kalman Filter-based control schemes, for both the DC and induction motor models, is evaluated through simulation experiments.
Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario

Science.gov (United States)

Gaebler, John; Hur-Diaz. Sun; Carpenter, Russell

2010-01-01

Sigma-point filters have received a lot of attention in recent years as a better alternative to extended Kalman filters for highly nonlinear problems. In this paper, we compare the performance of the additive divided difference sigma-point filter to the extended Kalman filter when applied to orbit determination of a realistic operational scenario based on the Interstellar Boundary Explorer mission. For the scenario studied, both filters provided equivalent results. The performance of each is discussed in detail.
Spatial nonlinearities: Cascading effects in the earth system

Science.gov (United States)

Peters, Debra P.C.; Pielke, R.A.; Bestelmeyer, B.T.; Allen, Craig D.; Munson-McGee, Stuart; Havstad, K. M.; Canadell, Josep G.; Pataki, Diane E.; Pitelka, Louis F.

2006-01-01

Nonlinear behavior is prevalent in all aspects of the Earth System, including ecological responses to global change (Gallagher and Appenzeller 1999; Steffen et al. 2004). Nonlinear behavior refers to a large, discontinuous change in response to a small change in a driving variable (Rial et al. 2004). In contrast to linear systems where responses are smooth, well-behaved, continuous functions, nonlinear systems often undergo sharp or discontinuous transitions resulting from the crossing of thresholds. These nonlinear responses can result in surprising behavior that makes forecasting difficult (Kaplan and Glass 1995). Given that many system dynamics are nonlinear, it is imperative that conceptual and quantitative tools be developed to increase our understanding of the processes leading to nonlinear behavior in order to determine if forecasting can be improved under future environmental changes (Clark et al. 2001).
Fatigue crack localization using laser nonlinear wave modulation spectroscopy (LNWMS)

Energy Technology Data Exchange (ETDEWEB)

Liu, Peipei; Sohn, Hoon [Dept. of Civil and Environmental Engineering, Korea Advanced Institute of Science and Technology, Daejeon (Korea, Republic of); Kundu, Tribikram [Dept. of Civil Engineering and Engineering Mechanics, University of Arizona, Tucson (United States)

2014-12-15

Nonlinear features of ultrasonic waves are more sensitive to the presence of a fatigue crack than their linear counterparts are. For this reason, the use of nonlinear ultrasonic techniques to detect a fatigue crack at its early stage has been widely investigated. Of the different proposed techniques, laser nonlinear wave modulation spectroscopy (LNWMS) is unique because a pulse laser is used to exert a single broadband input and a noncontact measurement can be performed. Broadband excitation causes a nonlinear source to exhibit modulation at multiple spectral peaks owing to interactions among various input frequency components. A feature called maximum sideband peak count difference (MSPCD), which is extracted from the spectral plot, measures the degree of crack-induced material nonlinearity. First, the ratios of spectral peaks whose amplitudes are above a moving threshold to the total number of peaks are computed for spectral signals obtained from the pristine and the current state of a target structure. Then, the difference of these ratios are computed as a function of the moving threshold. Finally, the MSPCD is defined as the maximum difference between these ratios. The basic premise is that the MSPCD will increase as the nonlinearity of the material increases. This technique has been used successfully for localizing fatigue cracks in metallic plates.
Psychophysical Measurements of Luminance Contrast Sensitivity and Color Discrimination with Transparent and Blue-Light Filter Intraocular Lenses.

Science.gov (United States)

da Costa, Marcelo Fernandes; Júnior, Augusto Paranhos; Lottenberg, Claudio Luiz; Castro, Leonardo Cunha; Ventura, Dora Fix

2017-12-01

The purpose of this study was to measure luminance contrast sensitivity and color vision thresholdfs in normal subjects using a blue light filter lens and transparent intraocular lens material. Monocular luminance grating contrast sensitivity was measured with Psycho for Windows (version 2.36; Cambridge Research Systems) at 3.0, 6.0, 12.0, 20.0, and 30.0 cycles per degree of visual angle (cpd) in 15 normal subjects (eight female), with a mean age of 21.6 years (SD = 3.8 years). Chromatic discrimination was assessed with the Cambridge colour test (CCT) along the protan, deutan, and tritan color confusion axes. Both tests were performed in a darkened room under two situations: with a transparent lens and with blue light filter lens. Subjective impressions were taken by subjects regarding their visual experience under both conditions. No difference was found between the luminance contrast sensitivity measured with transparent and blue light filter. However, 13/15 (87%) of the subjects reported more comfortable vision with the blue filter. In the color vision test, tritan thresholds were significantly higher for the blue filter compared with the transparent filter (p = 0.003). For protan and deutan thresholds no differences were found. Blue-yellow color vision is impaired with the blue light filter, and no impairment occurs with the transparent filter. No significant differences in thresholds were found in the luminance contrast sensitivity comparing the blue light and transparent filters. The impact of short wavelength light filtering on intrinsically photosensitive retinal ganglion cells is also discussed.
Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

Directory of Open Access Journals (Sweden)

Xi Liu

2016-09-01

Full Text Available A new algorithm called maximum correntropy unscented Kalman filter (MCUKF is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC, the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.
An Efficient State–Parameter Filtering Scheme Combining Ensemble Kalman and Particle Filters

KAUST Repository

Ait-El-Fquih, Boujemaa

2017-12-11

This work addresses the state-parameter filtering problem for dynamical systems with relatively large-dimensional state and low-dimensional parameters\\' vector. A Bayesian filtering algorithm combining the strengths of the particle filter (PF) and the ensemble Kalman filter (EnKF) is proposed. At each assimilation cycle of the proposed EnKF-PF, the PF is first used to sample the parameters\\' ensemble followed by the EnKF to compute the state ensemble conditional on the resulting parameters\\' ensemble. The proposed scheme is expected to be more efficient than the traditional state augmentation techniques, which suffer from the curse of dimensionality and inconsistency that is particularly pronounced when the state is a strongly nonlinear function of the parameters. In the new scheme, the EnKF and PF interact via their ensembles\\' members, in contrast with the recently introduced two-stage EnKF-PF (TS-EnKF-PF), which exchanges point estimates between EnKF and PF while requiring almost double the computational load. Numerical experiments are conducted with the Lorenz-96 model to assess the behavior of the proposed filter and to evaluate its performances against the joint PF, joint EnKF, and TS-EnKF-PF. Numerical results suggest that the EnKF-PF performs best in all tested scenarios. It was further found to be more robust, successfully estimating both state and parameters in different sensitivity experiments.
An Efficient State–Parameter Filtering Scheme Combining Ensemble Kalman and Particle Filters

KAUST Repository

Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

2017-01-01

This work addresses the state-parameter filtering problem for dynamical systems with relatively large-dimensional state and low-dimensional parameters' vector. A Bayesian filtering algorithm combining the strengths of the particle filter (PF) and the ensemble Kalman filter (EnKF) is proposed. At each assimilation cycle of the proposed EnKF-PF, the PF is first used to sample the parameters' ensemble followed by the EnKF to compute the state ensemble conditional on the resulting parameters' ensemble. The proposed scheme is expected to be more efficient than the traditional state augmentation techniques, which suffer from the curse of dimensionality and inconsistency that is particularly pronounced when the state is a strongly nonlinear function of the parameters. In the new scheme, the EnKF and PF interact via their ensembles' members, in contrast with the recently introduced two-stage EnKF-PF (TS-EnKF-PF), which exchanges point estimates between EnKF and PF while requiring almost double the computational load. Numerical experiments are conducted with the Lorenz-96 model to assess the behavior of the proposed filter and to evaluate its performances against the joint PF, joint EnKF, and TS-EnKF-PF. Numerical results suggest that the EnKF-PF performs best in all tested scenarios. It was further found to be more robust, successfully estimating both state and parameters in different sensitivity experiments.
Prior implicit knowledge shapes human threshold for orientation noise

DEFF Research Database (Denmark)

Christensen, Jeppe H; Bex, Peter J; Fiser, József

2015-01-01

, resulting in an image-class-specific threshold that changes the shape and position of the dipper function according to image class. These findings do not fit a filter-based feed-forward view of orientation coding, but can be explained by a process that utilizes an experience-based perceptual prior...
Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems

National Research Council Canada - National Science Library

Abramson, Mark A; Audet, Charles; Dennis, Jr, J. E

2004-01-01

.... This class combines and extends the Audet-Dennis Generalized Pattern Search (GPS) algorithms for bound constrained mixed variable optimization, and their GPS-filter algorithms for general nonlinear constraints...
Treatment of non-Gaussian tails of multiple Coulomb scattering in track fitting with a Gaussian-sum filter

International Nuclear Information System (INIS)

Strandlie, A.; Wroldsen, J.

2006-01-01

If any of the probability densities involved in track fitting deviate from the Gaussian assumption, it is plausible that a non-linear estimator which better takes the actual shape of the distribution into account can do better. One such non-linear estimator is the Gaussian-sum filter, which is adequate if the distributions under consideration can be approximated by Gaussian mixtures. The main purpose of this paper is to present a Gaussian-sum filter for track fitting, based on a two-component approximation of the distribution of angular deflections due to multiple scattering. In a simulation study within a linear track model the Gaussian-sum filter is shown to be a competitive alternative to the Kalman filter. Scenarios at various momenta and with various maximum number of components in the Gaussian-sum filter are considered. Particularly at low momenta the Gaussian-sum filter yields a better estimate of the uncertainties than the Kalman filter, and it is also slightly more precise than the latter
Unidirectional transmission in 1D nonlinear photonic crystal based on topological phase reversal by optical nonlinearity

Directory of Open Access Journals (Sweden)

Chong Li

2017-02-01

Full Text Available We propose a scheme of unidirectional transmission in a 1D nonlinear topological photonic crystal based on the topological edge state and three order optical nonlinearity. The 1D photonic crystals consists of a nonlinear photonic crystal L and a linear photonic crystal R. In the backward direction, light is totally reflected for the photons transmission prohibited by the bandgap. While in the forward direction, light interacts with the nonlinear photonic crystal L by optical Kerr effect, bringing a topological phase reversal and results the topological edge mode arising at the interface which could transmit photons through the bandgaps both of the photonic crystal L and R. When the signal power intensity larger than a moderate low threshold value of 10.0 MW/cm2, the transmission contrast ratio could remain at 30 steadily.
Practical feasibility of Kalman filters for the state estimation of lithium-ion batteries

OpenAIRE

Campestrini, Christian

2018-01-01

This work investigates the feasibility of the Kalman filter for the state estimation of lithium-ion cells and modules under real conditions. Therefore, the dependencies of the cells during ageing are shown and various Kalman filter types are compared. The strongly varying model parameters, as well as the temperature and ageing dependent open circuit voltage, require an empirical adaptation of the inconstant and non-linear filter tuning parameters. The performance of the Kalman filter in a rea...
Gravitation search algorithm: Application to the optimal IIR filter design

Directory of Open Access Journals (Sweden)

Suman Kumar Saha

2014-01-01

Full Text Available This paper presents a global heuristic search optimization technique known as Gravitation Search Algorithm (GSA for the design of 8th order Infinite Impulse Response (IIR, low pass (LP, high pass (HP, band pass (BP and band stop (BS filters considering various non-linear characteristics of the filter design problems. This paper also adopts a novel fitness function in order to improve the stop band attenuation to a great extent. In GSA, law of gravity and mass interactions among different particles are adopted for handling the non-linear IIR filter design optimization problem. In this optimization technique, searcher agents are the collection of masses and interactions among them are governed by the Newtonian gravity and the laws of motion. The performances of the GSA based IIR filter designs have proven to be superior as compared to those obtained by real coded genetic algorithm (RGA and standard Particle Swarm Optimization (PSO. Extensive simulation results affirm that the proposed approach using GSA outperforms over its counterparts not only in terms of quality output, i.e., sharpness at cut-off, smaller pass band ripple, higher stop band attenuation, but also the fastest convergence speed with assured stability.

Generation of Long Waves using Non-Linear Digital Filters

DEFF Research Database (Denmark)

Høgedal, Michael; Frigaard, Peter; Christensen, Morten

1994-01-01

transform of the 1st order surface elevation and subsequently inverse Fourier transformed. Hence, the methods are unsuitable for real-time applications, for example where white noise are filtered digitally to obtain a wave spectrum with built-in stochastic variabillity. In the present paper an approximative...
Maximum Correntropy Unscented Kalman Filter for Ballistic Missile Navigation System based on SINS/CNS Deeply Integrated Mode

Directory of Open Access Journals (Sweden)

Bowen Hou

2018-05-01

Full Text Available Strap-down inertial navigation system/celestial navigation system ( SINS/CNS integrated navigation is a high precision navigation technique for ballistic missiles. The traditional navigation method has a divergence in the position error. A deeply integrated mode for SINS/CNS navigation system is proposed to improve the navigation accuracy of ballistic missile. The deeply integrated navigation principle is described and the observability of the navigation system is analyzed. The nonlinearity, as well as the large outliers and the Gaussian mixture noises, often exists during the actual navigation process, leading to the divergence phenomenon of the navigation filter. The new nonlinear Kalman filter on the basis of the maximum correntropy theory and unscented transformation, named the maximum correntropy unscented Kalman filter, is deduced, and the computational complexity is analyzed. The unscented transformation is used for restricting the nonlinearity of the system equation, and the maximum correntropy theory is used to deal with the non-Gaussian noises. Finally, numerical simulation illustrates the superiority of the proposed filter compared with the traditional unscented Kalman filter. The comparison results show that the large outliers and the influence of non-Gaussian noises for SINS/CNS deeply integrated navigation is significantly reduced through the proposed filter.
Low-threshold optical bistability with multilayer graphene-covering Otto configuration

International Nuclear Information System (INIS)

Wang, Hengliang; Wu, Jipeng; Xiang, Yuanjiang; Wen, Shuangchun; Guo, Jun; Jiang, Leyong

2016-01-01

In this paper, we propose a modified Otto configuration to realize tunable and low-threshold optical bistability at terahertz frequencies by attaching multilayer graphene sheets to a nonlinear substrate interface. Our work demonstrates that the threshold of optical bistability can be markedly reduced (three orders of magnitude) by covering the nonlinear substrate with multilayer graphene sheets, due to strong local field enhancement with the excitation of surface plasmons. We present the influences of the Fermi energy of graphene, the incident angle, the thickness of air gap and the relaxation time of graphene on the hysteresis phenomenon and give a way to optimize the surface plasmon resonance, which will enable us to further lower the minimal power requirements for realizing optical bistability due to the strong interaction of light with graphene sheets. These results are promising for realization of terahertz optical switches, optical modulators and logical devices. (paper)
A novel square-root domain realization of first order all-pass filter

OpenAIRE

ÖLMEZ, Sinem; ÇAM, Uğur

2010-01-01

In this paper, a new square-root domain, first order, all-pass filter based on the MOSFET square law is presented. The proposed filter is designed by using nonlinear mapping on the state variables of a state space description of the transfer function. To the best knowledge of the authors, the filter is the first square-root domain first order all-pass structure designed by using state space synthesis method in the literature. The center frequency of the all-pass filter is not only a...
Improvement of chirped pulse contrast using electro-optic birefringence scanning filter method

International Nuclear Information System (INIS)

Zeng Shuguang; Wang Xianglin; Wang Qishan; Zhang Bin; Sun Nianchun; Wang Fei

2013-01-01

A method using scanning filter to improve the contrast of chirped pulse is proposed, and the principle of this method is analyzed. The scanning filter is compared with the existing pulse-picking technique and nonlinear filtering technique. The scanning filter is a temporal gate that is independent on the intensity of the pulses, but on the instantaneous wavelengths of light. Taking the electro-optic birefringence scanning filter as an example, the application of scanning filter methods is illustrated. Based on numerical simulation and experimental research, it is found that the electro-optic birefringence scanning filter can eliminate a prepulse which is several hundred picoseconds before the main pulse, and the main pulse can maintain a high transmissivity. (authors)
Effective-medium theory for nonlinear magneto-optics in magnetic granular alloys: cubic nonlinearity

Energy Technology Data Exchange (ETDEWEB)

Granovsky, Alexander B. E-mail: granov@magn.ru; Kuzmichov, Michail V.; Clerc, J.-P.; Inoue, Mitsuteru

2003-03-01

We propose a simple effective-medium approach for calculating the effective dielectric function of a magnetic metal-insulator granular alloy in which there is a weakly nonlinear relation between electric displacement D and electric field E for both constituent materials of the form D{sub i}={epsilon}{sub i}{sup (0)}E{sub i} +{chi}{sub i}{sup (3)}|E{sub i}|{sup 2}E{sub i}. We assume that linear {epsilon}{sub i}{sup (0)} and cubic nonlinear {chi}{sub i}{sup (3)} dielectric functions are diagonal and linear with magnetization non-diagonal components. For such metal-insulator composite magneto-optical effects depend on a light intensity and the effective cubic dielectric function {chi}{sub eff}{sup (3)} can be significantly greater (up to 10{sup 3} times) than that for constituent materials. The calculation scheme is based on the Bergman and Stroud-Hui theory of nonlinear optical properties of granular matter. The giant cubic magneto-optical nonlinearity is found for composites with metallic volume fraction close to the percolation threshold and at a resonance of optical conductivity. It is shown that a composite may exhibit nonlinear magneto-optics even when both constituent materials have no cubic magneto-optical nonlinearity.
Performance Evaluation of Linear (ARMA and Threshold Nonlinear (TAR Time Series Models in Daily River Flow Modeling (Case Study: Upstream Basin Rivers of Zarrineh Roud Dam

Directory of Open Access Journals (Sweden)

Farshad Fathian

2017-01-01

Full Text Available Introduction: Time series models are generally categorized as a data-driven method or mathematically-based method. These models are known as one of the most important tools in modeling and forecasting of hydrological processes, which are used to design and scientific management of water resources projects. On the other hand, a better understanding of the river flow process is vital for appropriate streamflow modeling and forecasting. One of the main concerns of hydrological time series modeling is whether the hydrologic variable is governed by the linear or nonlinear models through time. Although the linear time series models have been widely applied in hydrology research, there has been some recent increasing interest in the application of nonlinear time series approaches. The threshold autoregressive (TAR method is frequently applied in modeling the mean (first order moment of financial and economic time series. Thise type of the model has not received considerable attention yet from the hydrological community. The main purposes of this paper are to analyze and to discuss stochastic modeling of daily river flow time series of the study area using linear (such as ARMA: autoregressive integrated moving average and non-linear (such as two- and three- regime TAR models. Material and Methods: The study area has constituted itself of four sub-basins namely, Saghez Chai, Jighato Chai, Khorkhoreh Chai and Sarogh Chai from west to east, respectively, which discharge water into the Zarrineh Roud dam reservoir. River flow time series of 6 hydro-gauge stations located on upstream basin rivers of Zarrineh Roud dam (located in the southern part of Urmia Lake basin were considered to model purposes. All the data series used here to start from January 1, 1997, and ends until December 31, 2011. In this study, the daily river flow data from January 01 1997 to December 31 2009 (13 years were chosen for calibration and data for January 01 2010 to December 31 2011
SURFACE FITTING FILTERING OF LIDAR POINT CLOUD WITH WAVEFORM INFORMATION

Directory of Open Access Journals (Sweden)

S. Xing

2017-09-01

Full Text Available Full-waveform LiDAR is an active technology of photogrammetry and remote sensing. It provides more detailed information about objects along the path of a laser pulse than discrete-return topographic LiDAR. The point cloud and waveform information with high quality can be obtained by waveform decomposition, which could make contributions to accurate filtering. The surface fitting filtering method with waveform information is proposed to present such advantage. Firstly, discrete point cloud and waveform parameters are resolved by global convergent Levenberg Marquardt decomposition. Secondly, the ground seed points are selected, of which the abnormal ones are detected by waveform parameters and robust estimation. Thirdly, the terrain surface is fitted and the height difference threshold is determined in consideration of window size and mean square error. Finally, the points are classified gradually with the rising of window size. The filtering process is finished until window size is larger than threshold. The waveform data in urban, farmland and mountain areas from “WATER (Watershed Allied Telemetry Experimental Research” are selected for experiments. Results prove that compared with traditional method, the accuracy of point cloud filtering is further improved and the proposed method has highly practical value.
Determination and analysis of non-linear index profiles in electron-beam-deposited MgOAl2O3ZrO2 ternary composite thin-film optical coatings

International Nuclear Information System (INIS)

Sahoo, N.K.; Thakur, S.; Senthilkumar, M.; Das, N.C.

2005-01-01

Thickness-dependent index non-linearity in thin films has been a thought provoking as well as intriguing topic in the field of optical coatings. The characterization and analysis of such inhomogeneous index profiles pose several degrees of challenges to thin-film researchers depending upon the availability of relevant experimental and process-monitoring-related information. In the present work, a variety of novel experimental non-linear index profiles have been observed in thin films of MgOAl 2 O 3 ZrO 2 ternary composites in solid solution under various electron-beam deposition parameters. Analysis and derivation of these non-linear spectral index profiles have been carried out by an inverse-synthesis approach using a real-time optical monitoring signal and post-deposition transmittance and reflection spectra. Most of the non-linear index functions are observed to fit polynomial equations of order seven or eight very well. In this paper, the application of such a non-linear index function has also been demonstrated in designing electric-field-optimized high-damage-threshold multilayer coatings such as normal- and oblique-incidence edge filters and a broadband beam splitter for p-polarized light. Such designs can also advantageously maintain the microstructural stability of the multilayer structure due to the low stress factor of the non-linear ternary composite layers. (orig.)
Study on concentration nonlinearity of interacting acoustic flows in cadmium sulfide and tellurium

International Nuclear Information System (INIS)

Ilisavskij, Yu.V.; Kulakova, L.A.; Yakhkind, Eh.Z.

1976-01-01

The ratio of an one-mode (self-action of an external monochromatic sound wave) and a many-mode (interaction of an external wave with crystal thermal phonons) concentration nonlinearity has been experimentally investigated on sound amplification in cadmium sulphide and tellurium. It has been shown that in a strong piezoelectric the main part in the nonlinear limitation of the sound amplification in a drift field is played by the wave interaction, i.e., the transfer of the sound wave energy into the crystal sound modes starts before the nonlinear self-action of a wave. In Te characterized by a large value of the electromechanical coupling constant value at the sound frequency of about 250 MHz the threshold of many-mode nonlinearity is achieved in fields much below the critical one, and corresponds to the sound intensity as low as 10 -7 W/cm 2 , as compared with 10 -2 W/cm 2 -the threshold of the one-mode nonlinearity
Comparison of Three Nonlinear Filters for Fault Detection in Continuous Glucose Monitors

DEFF Research Database (Denmark)

Mahmoudi, Zeinab; Wendt, Sabrina Lyngbye; Boiroux, Dimitri

2016-01-01

model of the glucose-insulin dynamics in people with type 1 diabetes. Drift is modelled by a Gaussian random walk and is detected based on the statistical tests of the 90-min prediction residuals of the filters. The unscented Kalman filter had the highest average F score of 85.9%, and the smallest...
Night Vision Image De-Noising of Apple Harvesting Robots Based on the Wavelet Fuzzy Threshold

Directory of Open Access Journals (Sweden)

Chengzhi Ruan

2015-12-01

Full Text Available In this paper, the de-noising problem of night vision images is studied for apple harvesting robots working at night. The wavelet threshold method is applied to the de-noising of night vision images. Due to the fact that the choice of wavelet threshold function restricts the effect of the wavelet threshold method, the fuzzy theory is introduced to construct the fuzzy threshold function. We then propose the de-noising algorithm based on the wavelet fuzzy threshold. This new method can reduce image noise interferences, which is conducive to further image segmentation and recognition. To demonstrate the performance of the proposed method, we conducted simulation experiments and compared the median filtering and the wavelet soft threshold de-noising methods. It is shown that this new method can achieve the highest relative PSNR. Compared with the original images, the median filtering de-noising method and the classical wavelet threshold de-noising method, the relative PSNR increases 24.86%, 13.95%, and 11.38% respectively. We carry out comparisons from various aspects, such as intuitive visual evaluation, objective data evaluation, edge evaluation and artificial light evaluation. The experimental results show that the proposed method has unique advantages for the de-noising of night vision images, which lay the foundation for apple harvesting robots working at night.
Nonlinear phenomena at cyclotron resonance

International Nuclear Information System (INIS)

Subbarao, D.; Uma, R.

1986-01-01

Finite amplitude electromagnetic waves in a magnetoplasma which typically occur in situations as in present day wave heating, current drives and other schemes in magnetically confined fusion systems, can show qualitatively different absorption and emission characteristics around resonant frequencies of the plasma because of anharmonicity. Linear wave plasma coupling as well as weak nonlinear effects such as parametric instabilities generally overlook this important effect even though the thresholds for the two phenomena as shown here are comparable. Though the effects described here are relevant to a host of nonlinear resonance effects in fusion plasmas, the authors mainly limit themselves to ECRH
Computation of nuclear reactor parameters using a stretch Kalman filtering

International Nuclear Information System (INIS)

Zwingelstein, G.; Poujol, A.

1976-01-01

A method of nonlinear stochastic filtering, the stretched Karman filter, is used for the estimation of two basic parameters involved in the control of nuclear reactor start-up. The corresponding algorithm is stored in a small Multi-8 computer and tested with data recorded for the Ulysse reactor (I.N.S.T.N.). The various practical problems involved in using the algorithm are examined: filtering initialization, influence of the model... The quality and time saving obtained in the computation make it possible for a real time operation, the computer being connected with the reactor [fr
Threshold values in acquisitions in the power market

International Nuclear Information System (INIS)

2002-01-01

This report discusses weather the authorities should define threshold values for the market concentration in the power market for reasons of future competition. It is shown that special circumstances in the power market dictate that the competition authorities may have good reasons to adopt a precautionary attitude to acquisitions in that market. The assessment must consider the fact that it is the competition in individual hours that is relevant for the market. Thus the competition authorities should use threshold values based on the producers' share of the power capacity in all relevant market areas that are affected by the acquisition. The threshold values may still be used only as a first filtering out procedure. A final decision about intervention must be founded on a closer assessment of all the socioeconomic consequences of the acquisition in each case
Nonlinear-drifted Brownian motion with multiple hidden states for remaining useful life prediction of rechargeable batteries

Science.gov (United States)

Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung

2017-09-01

Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.
A Computationally Efficient and Robust Implementation of the Continuous-Discrete Extended Kalman Filter

DEFF Research Database (Denmark)

Jørgensen, John Bagterp; Thomsen, Per Grove; Madsen, Henrik

2007-01-01

for nonlinear stochastic continuous-discrete time systems is more than two orders of magnitude faster than a conventional implementation. This is of significance in nonlinear model predictive control applications, statistical process monitoring as well as grey-box modelling of systems described by stochastic......We present a novel numerically robust and computationally efficient extended Kalman filter for state estimation in nonlinear continuous-discrete stochastic systems. The resulting differential equations for the mean-covariance evolution of the nonlinear stochastic continuous-discrete time systems...
High Degree Cubature Federated Filter for Multisensor Information Fusion with Correlated Noises

Directory of Open Access Journals (Sweden)

Lijun Wang

2016-01-01

Full Text Available This paper proposes an improved high degree cubature federated filter for the nonlinear fusion system with cross-correlation between process and measurement noises at the same time using the fifth-degree cubature rule and the decorrelated principle in its local filters. The master filter of the federated filter adopts the no-reset mode to fuse local estimates of local filters to generate a global estimate according to the scalar weighted rule. The air-traffic maneuvering target tracking simulations are performed between the proposed filter and the fifth-degree cubature federated filter. Simulations results demonstrate that the proposed filter not only can achieve almost the same accuracy as the fifth-degree cubature federated filter with independent white noises, but also has superior performance to the fifth-degree cubature federated filter while the noises are cross-correlated at the same time.
Nonlinear Control Structure of Grid Connected Modular Multilevel Converters

DEFF Research Database (Denmark)

Hajizadeh, Amin; Norum, Lars; Ahadpour Shal, Alireza

2017-01-01

in the prediction step in order to preserve the stochastic characteristics of a nonlinear system. In order to design adaptive robust control strategy and nonlinear observer, mathematical model of MMC using rotating d-q theory has been used. Digital time-domain simulation studies are carried out in the Matlab......This paper implements nonlinear control structure based on Adaptive Fuzzy Sliding Mode (AFSM) Current Control and Unscented Kalman Filter (UKF) to estimate the capacitor voltages from the measurement of arm currents of Modular Multilevel Converter (MMC). UKF use nonlinear unscented transforms....../Simulink environment to verify the performance of the overall proposed control structure during different case studies....
Effects of polarization and absorption on laser induced optical breakdown threshold for skin rejuvenation

Science.gov (United States)

Varghese, Babu; Bonito, Valentina; Turco, Simona; Verhagen, Rieko

2016-03-01

Laser induced optical breakdown (LIOB) is a non-linear absorption process leading to plasma formation at locations where the threshold irradiance for breakdown is surpassed. In this paper we experimentally demonstrate the influence of polarization and absorption on laser induced breakdown threshold in transparent, absorbing and scattering phantoms made from water suspensions of polystyrene microspheres. We demonstrate that radially polarized light yields a lower irradiance threshold for creating optical breakdown compared to linearly polarized light. We also demonstrate that the thermal initiation pathway used for generating seed electrons results in a lower irradiance threshold compared to multiphoton initiation pathway used for optical breakdown.

Identification of a Class of Non-linear State Space Models using RPE Techniques

DEFF Research Database (Denmark)

Zhou, Wei-Wu; Blanke, Mogens

1989-01-01

The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions...... of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator...
Outstanding laser damage threshold in Li2MnGeS4 and tunable optical nonlinearity in diamond-like semiconductors.

Science.gov (United States)

Brant, Jacilynn A; Clark, Daniel J; Kim, Yong Soo; Jang, Joon I; Weiland, Ashley; Aitken, Jennifer A

2015-03-16

The new Li2MnGeS4 and Li2CoSnS4 compounds result from employing a rational and simple design strategy that guides the discovery of diamond-like semiconductors (DLSs) with wide regions of optical transparency, high laser damage threshold, and efficient second-order optical nonlinearity. Single-crystal X-ray diffraction was used to solve and refine the crystal structures of Li2MnGeS4 and Li2CoSnS4, which crystallize in the noncentrosymmetric space groups Pna21 and Pn, respectively. Synchrotron X-ray powder diffraction (SXRPD) was used to assess the phase purity, and diffuse reflectance UV-vis-NIR spectroscopy was used to estimate the bandgaps of Li2MnGeS4 (Eg = 3.069(3) eV) and Li2CoSnS4 (Eg = 2.421(3) eV). In comparison with Li2FeGeS4, Li2FeSnS4, and Li2CoSnS4 DLSs, Li2MnGeS4 exhibits the widest region of optical transparency (0.60-25 μm) and phase matchability (≥1.6 μm). All four of the DLSs exhibit second-harmonic generation and are compared with the benchmark NLO material, AgGaSe2. Most remarkably, Li2MnGeS4 does not undergo two- or three-photon absorption upon exposure to a fundamental Nd:YAG beam (λ = 1.064 μm) and exhibits a laser damage threshold > 16 GW/cm(2).
Interlocking-induced stiffness in stochastically microcracked materials beyond the transport percolation threshold

Science.gov (United States)

Picu, R. C.; Pal, A.; Lupulescu, M. V.

2016-04-01

We study the mechanical behavior of two-dimensional, stochastically microcracked continua in the range of crack densities close to, and above, the transport percolation threshold. We show that these materials retain stiffness up to crack densities much larger than the transport percolation threshold due to topological interlocking of sample subdomains. Even with a linear constitutive law for the continuum, the mechanical behavior becomes nonlinear in the range of crack densities bounded by the transport and stiffness percolation thresholds. The effect is due to the fractal nature of the fragmentation process and is not linked to the roughness of individual cracks.
Nonlinear Waves in the Terrestrial Quasiparallel Foreshock.

Science.gov (United States)

Hnat, B; Kolotkov, D Y; O'Connell, D; Nakariakov, V M; Rowlands, G

2016-12-02

We provide strongly conclusive evidence that the cubic nonlinearity plays an important part in the evolution of the large amplitude magnetic structures in the terrestrial foreshock. Large amplitude nonlinear wave trains at frequencies above the proton cyclotron frequency are identified after nonharmonic slow variations are filtered out by applying the empirical mode decomposition. Numerical solutions of the derivative nonlinear Schrödinger equation, predicted analytically by the use of a pseudopotential approach, are found to be consistent with the observed wave forms. The approximate phase speed of these nonlinear waves, indicated by the parameters of numerical solutions, is of the order of the local Alfvén speed. We suggest that the feedback of the large amplitude fluctuations on background plasma is reflected in the evolution of the pseudopotential.
Temperature profile retrievals with extended Kalman-Bucy filters

Science.gov (United States)

Ledsham, W. H.; Staelin, D. H.

1979-01-01

The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.
Nonlinear Multiantenna Detection Methods

Directory of Open Access Journals (Sweden)

Chen Sheng

2004-01-01

Full Text Available A nonlinear detection technique designed for multiple-antenna assisted receivers employed in space-division multiple-access systems is investigated. We derive the optimal solution of the nonlinear spatial-processing assisted receiver for binary phase shift keying signalling, which we refer to as the Bayesian detector. It is shown that this optimal Bayesian receiver significantly outperforms the standard linear beamforming assisted receiver in terms of a reduced bit error rate, at the expense of an increased complexity, while the achievable system capacity is substantially enhanced with the advent of employing nonlinear detection. Specifically, when the spatial separation expressed in terms of the angle of arrival between the desired and interfering signals is below a certain threshold, a linear beamformer would fail to separate them, while a nonlinear detection assisted receiver is still capable of performing adequately. The adaptive implementation of the optimal Bayesian detector can be realized using a radial basis function network. Two techniques are presented for constructing block-data-based adaptive nonlinear multiple-antenna assisted receivers. One of them is based on the relevance vector machine invoked for classification, while the other on the orthogonal forward selection procedure combined with the Fisher ratio class-separability measure. A recursive sample-by-sample adaptation procedure is also proposed for training nonlinear detectors based on an amalgam of enhanced -means clustering techniques and the recursive least squares algorithm.
Threshold and resilience management of coupled urbanization and water environmental system in the rapidly changing coastal region

International Nuclear Information System (INIS)

Li, Yangfan; Li, Yi; Wu, Wei

2016-01-01

The concept of thresholds shows important implications for environmental and resource management. Here we derived potential landscape thresholds which indicated abrupt changes in water quality or the dividing points between exceeding and failing to meet national surface water quality standards for a rapidly urbanizing city on the Eastern Coast in China. The analysis of landscape thresholds was based on regression models linking each of the seven water quality variables to each of the six landscape metrics for this coupled land-water system. We found substantial and accelerating urban sprawl at the suburban areas between 2000 and 2008, and detected significant nonlinear relations between water quality and landscape pattern. This research demonstrated that a simple modeling technique could provide insights on environmental thresholds to support more-informed decision making in land use, water environmental and resilience management. - Graphical abstract: Fig. Threshold models and resilience management for water quality. Display Omitted - Highlights: • Coupling urbanization and water environmental system. • Developing threshold models of the coupled land-water systems. • Nonlinear relations between water quality variables and landscape metrics. • Enhancing resilience management of coastal rapid urbanization. - We develop environmental threshold models and provide their implications on resilience management for a coupled land-water system with rapid urbanization.
Modeling vector nonlinear time series using POLYMARS

NARCIS (Netherlands)

de Gooijer, J.G.; Ray, B.K.

2003-01-01

A modified multivariate adaptive regression splines method for modeling vector nonlinear time series is investigated. The method results in models that can capture certain types of vector self-exciting threshold autoregressive behavior, as well as provide good predictions for more general vector
Nonlinear Scattering of VLF Waves in the Radiation Belts

Science.gov (United States)

Crabtree, Chris; Rudakov, Leonid; Ganguli, Guru; Mithaiwala, Manish

2014-10-01

Electromagnetic VLF waves, such as whistler mode waves, control the lifetime of trapped electrons in the radiation belts by pitch-angle scattering. Since the pitch-angle scattering rate is a strong function of the wave properties, a solid understanding of VLF wave sources and propagation in the magnetosphere is critical to accurately calculate electron lifetimes. Nonlinear scattering (Nonlinear Landau Damping) is a mechanism that can strongly alter VLF wave propagation [Ganguli et al. 2010], primarily by altering the direction of propagation, and has not been accounted for in previous models of radiation belt dynamics. Laboratory results have confirmed the dramatic change in propagation direction when the pump wave has sufficient amplitude to exceed the nonlinear threshold [Tejero et al. 2014]. Recent results show that the threshold for nonlinear scattering can often be met by naturally occurring VLF waves in the magnetosphere, with wave magnetic fields of the order of 50-100 pT inside the plasmapause. Nonlinear scattering can then dramatically alter the macroscopic dynamics of waves in the radiation belts leading to the formation of a long-lasting wave-cavity [Crabtree et al. 2012] and, when amplification is present, a multi-pass amplifier [Ganguli et al. 2012]. By considering these effects, the lifetimes of electrons can be dramatically reduced. This work is supported by the Naval Research Laboratory base program.
Exploring an optimal wavelet-based filter for cryo-ET imaging.

Science.gov (United States)

Huang, Xinrui; Li, Sha; Gao, Song

2018-02-07

Cryo-electron tomography (cryo-ET) is one of the most advanced technologies for the in situ visualization of molecular machines by producing three-dimensional (3D) biological structures. However, cryo-ET imaging has two serious disadvantages-low dose and low image contrast-which result in high-resolution information being obscured by noise and image quality being degraded, and this causes errors in biological interpretation. The purpose of this research is to explore an optimal wavelet denoising technique to reduce noise in cryo-ET images. We perform tests using simulation data and design a filter using the optimum selected wavelet parameters (three-level decomposition, level-1 zeroed out, subband-dependent threshold, a soft-thresholding and spline-based discrete dyadic wavelet transform (DDWT)), which we call a modified wavelet shrinkage filter; this filter is suitable for noisy cryo-ET data. When testing using real cryo-ET experiment data, higher quality images and more accurate measures of a biological structure can be obtained with the modified wavelet shrinkage filter processing compared with conventional processing. Because the proposed method provides an inherent advantage when dealing with cryo-ET images, it can therefore extend the current state-of-the-art technology in assisting all aspects of cryo-ET studies: visualization, reconstruction, structural analysis, and interpretation.
Volterra Filtering for ADC Error Correction

Directory of Open Access Journals (Sweden)

J. Saliga

2001-09-01

Full Text Available Dynamic non-linearity of analog-to-digital converters (ADCcontributes significantly to the distortion of digitized signals. Thispaper introduces a new effective method for compensation such adistortion based on application of Volterra filtering. Considering ana-priori error model of ADC allows finding an efficient inverseVolterra model for error correction. Efficiency of proposed method isdemonstrated on experimental results.
Linear-No-Threshold Default Assumptions for Noncancer and Nongenotoxic Cancer Risks: A Mathematical and Biological Critique.

Science.gov (United States)

Bogen, Kenneth T

2016-03-01

To improve U.S. Environmental Protection Agency (EPA) dose-response (DR) assessments for noncarcinogens and for nonlinear mode of action (MOA) carcinogens, the 2009 NRC Science and Decisions Panel recommended that the adjustment-factor approach traditionally applied to these endpoints should be replaced by a new default assumption that both endpoints have linear-no-threshold (LNT) population-wide DR relationships. The panel claimed this new approach is warranted because population DR is LNT when any new dose adds to a background dose that explains background levels of risk, and/or when there is substantial interindividual heterogeneity in susceptibility in the exposed human population. Mathematically, however, the first claim is either false or effectively meaningless and the second claim is false. Any dose-and population-response relationship that is statistically consistent with an LNT relationship may instead be an additive mixture of just two quasi-threshold DR relationships, which jointly exhibit low-dose S-shaped, quasi-threshold nonlinearity just below the lower end of the observed "linear" dose range. In this case, LNT extrapolation would necessarily overestimate increased risk by increasingly large relative magnitudes at diminishing values of above-background dose. The fact that chemically-induced apoptotic cell death occurs by unambiguously nonlinear, quasi-threshold DR mechanisms is apparent from recent data concerning this quintessential toxicity endpoint. The 2009 NRC Science and Decisions Panel claims and recommendations that default LNT assumptions be applied to DR assessment for noncarcinogens and nonlinear MOA carcinogens are therefore not justified either mathematically or biologically. © 2015 The Author. Risk Analysis published by Wiley Periodicals, Inc. on behalf of Society for Risk Analysis.
Self-guiding light in layered nonlinear media

DEFF Research Database (Denmark)

Bergé, L.; Mezentsev, V. K.; Juul Rasmussen, Jens

2000-01-01

We study the propagation of intense optical beams in layered Kerr media. With appropriate shapes, beams with a power close to the self-focusing threshold are shown to propagate over long distances as quasistationary waveguides in cubic media supporting a periodic nonlinear refractive index. (C...
Using ecological thresholds to inform resource management: current options and future possibilities

Directory of Open Access Journals (Sweden)

Melissa M Foley

2015-11-01

Full Text Available In the face of growing human impacts on ecosystems, scientists and managers recognize the need to better understand thresholds and nonlinear dynamics in ecological systems to help set management targets. However, our understanding of the factors that drive threshold dynamics, and when and how rapidly thresholds will be crossed is currently limited in many systems. In spite of these limitations, there are approaches available to practitioners today—including ecosystem monitoring, statistical methods to identify thresholds and indicators, and threshold-based adaptive management—that can be used to help avoid ecological thresholds or restore systems that have crossed them. We briefly review the current state of knowledge and then use real-world examples to demonstrate how resource managers can use available approaches to avoid crossing ecological thresholds. We also highlight new tools and indicators being developed that have the potential to enhance our ability to detect change, predict when a system is approaching an ecological threshold, or restore systems that have already crossed a tipping point.
Ultracompact all-optical full-adder and half-adder based on nonlinear plasmonic nanocavities

Directory of Open Access Journals (Sweden)

Xie Jingya

2017-06-01

Full Text Available Ultracompact chip-integrated all-optical half- and full-adders are realized based on signal-light induced plasmonic-nanocavity-modes shift in a planar plasmonic microstructure covered with a nonlinear nanocomposite layer, which can be directly integrated into plasmonic circuits. Tremendous nonlinear enhancement is obtained for the nanocomposite cover layer, attributed to resonant excitation, slow light effect, as well as field enhancement effect provided by the plasmonic nanocavity. The feature size of the device is <15 μm, which is reduced by three orders of magnitude compared with previous reports. The operating threshold power is determined to be 300 μW (corresponding to a threshold intensity of 7.8 MW/cm2, which is reduced by two orders of magnitude compared with previous reports. The intensity contrast ratio between two output logic states, “1” and “0,” is larger than 27 dB, which is among the highest values reported to date. Our work is the first to experimentally realize on-chip half- and full-adders based on nonlinear plasmonic nanocavities having an ultrasmall feature size, ultralow threshold power, and high intensity contrast ratio simultaneously. This work not only provides a platform for the study of nonlinear optics, but also paves a way to realize ultrahigh-speed signal computing chips.
Critical fluctuations and the rates of interstate switching near the excitation threshold of a quantum parametric oscillator.

Science.gov (United States)

Lin, Z R; Nakamura, Y; Dykman, M I

2015-08-01

We study the dynamics of a nonlinear oscillator near the critical point where period-two vibrations are first excited with the increasing amplitude of parametric driving. Above the threshold, quantum fluctuations induce transitions between the period-two states over the quasienergy barrier. We find the effective quantum activation energies for such transitions and their scaling with the difference of the driving amplitude from its critical value. We also find the scaling of the fluctuation correlation time with the quantum noise parameters in the critical region near the threshold. The results are extended to oscillators with nonlinear friction.
Sensorless Control of Electric Motors with Kalman Filters: Applications to Robotic and Industrial Systems

Directory of Open Access Journals (Sweden)

Gerasimos G. Rigatos

2011-12-01

Full Text Available The paper studies sensorless control for DC and induction motors, using Kalman Filtering techniques. First the case of a DC motor is considered and Kalman Filter-based control is implemented. Next the nonlinear model of a field-oriented induction motor is examined and the motor
Nonlinear processes of magnons in insulating ferromagnetic materials

International Nuclear Information System (INIS)

Araujo, C.B. de.

1975-04-01

The representation of coherent states is used to investigate the excitation of magnons by 'parallel pumping', 'perpendicular pumping' and 'phonon pumping'. The stationary regime of the processes is studied with respect to the magnon population and the statistic behavior of the system below and just above the threshold. Particular attention is given to the thermodynamic and the coherence properties of the parametric states. The results show that just above the threshold the generated states become coherent. Also, it is shown that the non-linear processes have characteristics of a second-order phase transition with the pumping power as the 'reservoir variable' and the transverse dynamical magnetization as the 'order parameter'. Finally, the possibilities to extend the theory, its experimental check, and its convenience to study the other nonlinear processes of magnons and phonons in magnetic insulators are discussed. (author) [pt
State Estimation of Induction Motor Drives Using the Unscented Kalman Filter

DEFF Research Database (Denmark)

Lascu, Cristian; Jafarzadeh, Saeed; Fadali, M.Sami

2012-01-01

This paper investigates the application, design, and implementation of unscented Kalman filters (KFs) (UKFs) for induction motor (IM) sensorless drives. UKFs use nonlinear unscented transforms (UTs) in the prediction step in order to preserve the stochastic characteristics of a nonlinear system....... The advantage of using UTs is their ability to capture the nonlinear behavior of the system, unlike extended KFs (EKFs) that use linearized models. Four original variants of the UKF for IM state estimation, based on different UTs, are described, analyzed, and compared. The four transforms are basic, general...
Drainage filters and constructed wetlands to mitigate sitespecific nutrient losses

DEFF Research Database (Denmark)

Kjærgaard, Charlotte; Canga, Eriona; Heckrath, Goswin Johann

2012-01-01

Research Council, aims at providing the scientific basis for developing cost-effective filter technologies targeting P-retention and N-removal in agricultural subsurface drainage. The project studies different approaches of implementing the filter technologies including drainage well filters as well...... typically applied to point sources. This calls for a shift of paradigm towards the development of new, cost-efficient technologies to mitigate site-specific nutrient losses in drainage. A newly launched Danish research project “SUPREME-TECH” (2010-2015) (www.supreme-tech.dk) funded by the Danish Strategic...... in drainage water to below environmental threshold values (

Generalized unscented Kalman filtering based radial basis function neural network for the prediction of ground radioactivity time series with missing data

International Nuclear Information System (INIS)

Wu Xue-Dong; Liu Wei-Ting; Zhu Zhi-Yu; Wang Yao-Nan

2011-01-01

On the assumption that random interruptions in the observation process are modeled by a sequence of independent Bernoulli random variables, we firstly generalize two kinds of nonlinear filtering methods with random interruption failures in the observation based on the extended Kalman filtering (EKF) and the unscented Kalman filtering (UKF), which were shortened as GEKF and GUKF in this paper, respectively. Then the nonlinear filtering model is established by using the radial basis function neural network (RBFNN) prototypes and the network weights as state equation and the output of RBFNN to present the observation equation. Finally, we take the filtering problem under missing observed data as a special case of nonlinear filtering with random intermittent failures by setting each missing data to be zero without needing to pre-estimate the missing data, and use the GEKF-based RBFNN and the GUKF-based RBFNN to predict the ground radioactivity time series with missing data. Experimental results demonstrate that the prediction results of GUKF-based RBFNN accord well with the real ground radioactivity time series while the prediction results of GEKF-based RBFNN are divergent. (geophysics, astronomy, and astrophysics)
Energy Based Clutter Filtering for Vector Flow Imaging

DEFF Research Database (Denmark)

Villagómez Hoyos, Carlos Armando; Jensen, Jonas; Ewertsen, Caroline

2017-01-01

for obtaining vector flow measurements, since the spectra overlaps at high beam-to-flow angles. In this work a distinct approach is proposed, where the energy of the velocity spectrum is used to differentiate among the two signals. The energy based method is applied by limiting the amplitude of the velocity...... spectrum function to a predetermined threshold. The effect of the clutter filtering is evaluated on a plane wave (PW) scan sequence in combination with transverse oscillation (TO) and directional beamforming (DB) for velocity estimation. The performance of the filter is assessed by comparison...
Median Modified Wiener Filter for nonlinear adaptive spatial denoising of protein NMR multidimensional spectra

KAUST Repository

Cannistraci, Carlo Vittorio

2015-01-26

Denoising multidimensional NMR-spectra is a fundamental step in NMR protein structure determination. The state-of-the-art method uses wavelet-denoising, which may suffer when applied to non-stationary signals affected by Gaussian-white-noise mixed with strong impulsive artifacts, like those in multi-dimensional NMR-spectra. Regrettably, Wavelet\\'s performance depends on a combinatorial search of wavelet shapes and parameters; and multi-dimensional extension of wavelet-denoising is highly non-trivial, which hampers its application to multidimensional NMR-spectra. Here, we endorse a diverse philosophy of denoising NMR-spectra: less is more! We consider spatial filters that have only one parameter to tune: the window-size. We propose, for the first time, the 3D extension of the median-modified-Wiener-filter (MMWF), an adaptive variant of the median-filter, and also its novel variation named MMWF*. We test the proposed filters and the Wiener-filter, an adaptive variant of the mean-filter, on a benchmark set that contains 16 two-dimensional and three-dimensional NMR-spectra extracted from eight proteins. Our results demonstrate that the adaptive spatial filters significantly outperform their non-adaptive versions. The performance of the new MMWF* on 2D/3D-spectra is even better than wavelet-denoising. Noticeably, MMWF* produces stable high performance almost invariant for diverse window-size settings: this signifies a consistent advantage in the implementation of automatic pipelines for protein NMR-spectra analysis.
Median Modified Wiener Filter for nonlinear adaptive spatial denoising of protein NMR multidimensional spectra

KAUST Repository

Cannistraci, Carlo Vittorio; Abbas, Ahmed; Gao, Xin

2015-01-01

Denoising multidimensional NMR-spectra is a fundamental step in NMR protein structure determination. The state-of-the-art method uses wavelet-denoising, which may suffer when applied to non-stationary signals affected by Gaussian-white-noise mixed with strong impulsive artifacts, like those in multi-dimensional NMR-spectra. Regrettably, Wavelet's performance depends on a combinatorial search of wavelet shapes and parameters; and multi-dimensional extension of wavelet-denoising is highly non-trivial, which hampers its application to multidimensional NMR-spectra. Here, we endorse a diverse philosophy of denoising NMR-spectra: less is more! We consider spatial filters that have only one parameter to tune: the window-size. We propose, for the first time, the 3D extension of the median-modified-Wiener-filter (MMWF), an adaptive variant of the median-filter, and also its novel variation named MMWF*. We test the proposed filters and the Wiener-filter, an adaptive variant of the mean-filter, on a benchmark set that contains 16 two-dimensional and three-dimensional NMR-spectra extracted from eight proteins. Our results demonstrate that the adaptive spatial filters significantly outperform their non-adaptive versions. The performance of the new MMWF* on 2D/3D-spectra is even better than wavelet-denoising. Noticeably, MMWF* produces stable high performance almost invariant for diverse window-size settings: this signifies a consistent advantage in the implementation of automatic pipelines for protein NMR-spectra analysis.
Nonlinear Control of Back-to-Back VSC-HVDC System via Command-Filter Backstepping

Directory of Open Access Journals (Sweden)

Jie Huang

2017-01-01

Full Text Available This paper proposed a command-filtered backstepping controller to improve the dynamic performance of back-to-back voltage-source-converter high voltage direct current (BTB VSC-HVDC. First, the principle and model of BTB VSC-HVDC in abc and d-q frame are described. Then, backstepping method is applied to design a controller to maintain the voltage balance and realize coordinated control of active and reactive power. Meanwhile, command filter is introduced to deal with the problem of input saturation and explosion of complexity in conventional backstepping, and a filter compensation signal is designed to diminish the adverse effects caused by the command filter. Next, the stability and convergence of the whole system are proved via the Lyapunov theorem of asymptotic stability. Finally, simulation results are given to demonstrate that proposed controller has a better dynamic performance and stronger robustness compared to the traditional PID algorithm, which also proves the effectiveness and possibility of the designed controller.
New series active power filter for computers loads and small non-linear loads

Energy Technology Data Exchange (ETDEWEB)

Tarnini, M.Y. [Hariri Canadian Univ., Meshref (Lebanon)

2009-07-01

This paper proposed the use of a single-phase series active power filter to reduce voltage total harmonic distortion and provide improved power quality. Control schemes were developed using simple control algorithms and a reduced number of current transducers. The circuit was comprised of a power supply and zero crossing detector; a hall-effect current sensor and signal conditioning circuit; a microcontroller circuit; a driving circuit; and an inverter bridge. The filter corrected fundamental and sinusoidal voltage amplitudes. The amplitude of the fundamental current in the series filter was controlled using a microcontroller placed between the load voltage and a pre-established reference point. Experiments were conducted to test the source voltage and source current after compensation using a prototype of the filter. The control system provided effective correction of the power factor and harmonic distortion, and reached steady state in approximately 2 cycles. It was concluded that the compensator can also be adapted for use in 3-phase systems. 13 refs., 1 tab., 14 figs.
Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter.

Science.gov (United States)

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan

2018-02-06

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation.
A Novel Analog-to-digital conversion Technique using nonlinear duty-cycle modulation

OpenAIRE

Jean Mbihi; François Ndjali Beng; Martin Kom; Léandre Nneme Nneme

2012-01-01

A new type of analog-to-digital conversion technique is presented in this paper. The interfacing hardware is a very simple nonlinear circuit with 1-bit modulated output. As a implication, behind the hardware simplicity retained is hidden a dreadful nonlinear duty-cycle modulation ratio. However, the overall nonlinear behavior embeds a sufficiently wide linear range, for a rigorous digital reconstitution of the analog input signal using a standard linear filter. Simulation and experimental r...
Data assimilation in the early phase: Kalman filtering RIMPUFF

DEFF Research Database (Denmark)

Astrup, P.; Turcanu, C.; Puch, R.O.

2004-01-01

of RODOS (Realtime Online DecisiOn Support system for nuclear emergencies) – has been developed. It is built on the Kalman filtering algorithm and it assimilates 10-minute averaged gamma dose rates measured atground level stations. Since the gamma rates are non-linear functions of the state vector...... variables, the applied Kalman filter is the so-called Extended Kalman filter. In more ways the implementation is non standard: 1) the number of state vectorvariables varies with time, and 2) the state vector variables are prediction updated with 1-minute time steps but only Kalman filtered every 10 minutes......, and this based on time averaged measurements. Given reasonable conditions, i.e. a spatially densedistribution of gamma monitors and a realistic wind field, the developed ADUM module is found to be able to enhance the prediction of the gamma dose field. Based on some of the Kalman filtering parameters, another...
Takagi-Sugeno Fuzzy Systems Non-fragile H-infinity Filtering

CERN Document Server

Chang, Xiao-Heng

2012-01-01

"Takagi-Sugeno Fuzzy Systems Non-fragile H-infinity Filtering" investigates the problem of non-fragile H-infinity filter design for T-S fuzzy systems. The nonlinear plant is represented by a T-S fuzzy model. Given a T-S fuzzy system, the objective of this book is to design an H-infinity filter with the gain variations such that the filtering error system guarantees a prescribed H-infinity performance level. Furthermore, it demonstrates that the solution of non-fragile H-infinity filter design problem can be obtained by solving a set of linear matrix inequalities (LMIs). The intended audiences are graduate students and researchers both from the fields of engineering and mathematics. Dr. Xiao-Heng Chang is an Associate Professor at the College of Engineering, Bohai University, Jinzhou, Liaoning, China. He is also a Postdoctoral Researcher at the College of Information Science and Engineering, Northeastern University, Shenyang, China.
One-dimensional nonlinear inverse heat conduction technique

International Nuclear Information System (INIS)

Hills, R.G.; Hensel, E.C. Jr.

1986-01-01

The one-dimensional nonlinear problem of heat conduction is considered. A noniterative space-marching finite-difference algorithm is developed to estimate the surface temperature and heat flux from temperature measurements at subsurface locations. The trade-off between resolution and variance of the estimates of the surface conditions is discussed quantitatively. The inverse algorithm is stabilized through the use of digital filters applied recursively. The effect of the filters on the resolution and variance of the surface estimates is quantified. Results are presented which indicate that the technique is capable of handling noisy measurement data
Constructing financial network based on PMFG and threshold method

Science.gov (United States)

Nie, Chun-Xiao; Song, Fu-Tie

2018-04-01

Based on planar maximally filtered graph (PMFG) and threshold method, we introduced a correlation-based network named PMFG-based threshold network (PTN). We studied the community structure of PTN and applied ISOMAP algorithm to represent PTN in low-dimensional Euclidean space. The results show that the community corresponds well to the cluster in the Euclidean space. Further, we studied the dynamics of the community structure and constructed the normalized mutual information (NMI) matrix. Based on the real data in the market, we found that the volatility of the market can lead to dramatic changes in the community structure, and the structure is more stable during the financial crisis.
Dynamic Optimization of Feedforward Automatic Gauge Control Based on Extended Kalman Filter

Institute of Scientific and Technical Information of China (English)

YANG Bin-hu; YANG Wei-dong; CHEN Lian-gui; QU Lei

2008-01-01

Automatic gauge control is an essentially nonlinear process varying with time delay, and stochastically varying input and process noise always influence the target gauge control accuracy. To improve the control capability of feedforward automatic gauge control, Kalman filter was employed to filter the noise signal transferred from one stand to another. The linearized matrix that the Kalman filter algorithm needed was concluded; thus, the feedforward automatic gauge control architecture was dynamically optimized. The theoretical analyses and simulation show that the proposed algorithm is reasonable and effective.
Extended Kalman Filter Modifications Based on an Optimization View Point

OpenAIRE

Skoglund, Martin; Hendeby, Gustaf; Axehill, Daniel

2015-01-01

The extended Kalman filter (EKF) has been animportant tool for state estimation of nonlinear systems sinceits introduction. However, the EKF does not possess the same optimality properties as the Kalman filter, and may perform poorly. By viewing the EKF as an optimization problem it is possible to, in many cases, improve its performance and robustness. The paper derives three variations of the EKF by applying different optimisation algorithms to the EKF costfunction and relate these to the it...
Improving the quality of brain CT image from Wavelet filters

International Nuclear Information System (INIS)

Pita Machado, Reinaldo; Perez Diaz, Marlen; Bravo Pino, Rolando

2012-01-01

An algorithm to reduce Poisson noise is described using Wavelet filters. Five tomographic images of patients and a head anthropomorphic phantom were used. They were acquired with two different CT machines. Due to the original images contain the acquisition noise; some simulated free noise lesions were added to the images and after that the whole images were contaminated with noise. Contaminated images were filtered with 9 Wavelet filters at different decomposition levels and thresholds. Image quality of filtered and unfiltered images was graded using the Signal to Noise ratio, Normalized Mean Square Error and the Structural Similarity Index, as well as, by the subjective JAFROC methods with 5 observers. Some filters as Bior 3.7 and dB45 improved in a significant way head CT image quality (p<0.05) producing an increment in SNR without visible structural distortions
Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function

Directory of Open Access Journals (Sweden)

Christofer Toumazou

2013-07-01

Full Text Available A novel noise filtering algorithm based on averaging Intrinsic Mode Function (aIMF, which is a derivation of Empirical Mode Decomposition (EMD, is proposed to remove white-Gaussian noise of foreign currency exchange rates that are nonlinear nonstationary times series signals. Noise patterns with different amplitudes and frequencies were randomly mixed into the five exchange rates. A number of filters, namely; Extended Kalman Filter (EKF, Wavelet Transform (WT, Particle Filter (PF and the averaging Intrinsic Mode Function (aIMF algorithm were used to compare filtering and smoothing performance. The aIMF algorithm demonstrated high noise reduction among the performance of these filters.
Low-order model of the Loss-of-Fluid Test (LOFT) reactor plant for use in Kalman filter-based optimal estimators

International Nuclear Information System (INIS)

Tylee, J.L.

1980-01-01

A low-order, nonlinear model of the Loss-of-Fluid Test (LOFT) reactor plant, for use in Kalman filter estimators, is developed, described, and evaluated. This model consists of 31 differential equations and represents all major subsystems of both the primary and secondary sides of the LOFT plant. Comparisons between model calculations and available LOFT power range testing transients demonstrate the accuracy of the low-order model. The nonlinear model is numerically linearized for future implementation in Kalman filter and optimal control algorithms. The linearized model is shown to be an adequate representation of the nonlinear plant dynamics
Identifying thresholds for ecosystem-based management.

Directory of Open Access Journals (Sweden)

Jameal F Samhouri

Full Text Available BACKGROUND: One of the greatest obstacles to moving ecosystem-based management (EBM from concept to practice is the lack of a systematic approach to defining ecosystem-level decision criteria, or reference points that trigger management action. METHODOLOGY/PRINCIPAL FINDINGS: To assist resource managers and policymakers in developing EBM decision criteria, we introduce a quantitative, transferable method for identifying utility thresholds. A utility threshold is the level of human-induced pressure (e.g., pollution at which small changes produce substantial improvements toward the EBM goal of protecting an ecosystem's structural (e.g., diversity and functional (e.g., resilience attributes. The analytical approach is based on the detection of nonlinearities in relationships between ecosystem attributes and pressures. We illustrate the method with a hypothetical case study of (1 fishing and (2 nearshore habitat pressure using an empirically-validated marine ecosystem model for British Columbia, Canada, and derive numerical threshold values in terms of the density of two empirically-tractable indicator groups, sablefish and jellyfish. We also describe how to incorporate uncertainty into the estimation of utility thresholds and highlight their value in the context of understanding EBM trade-offs. CONCLUSIONS/SIGNIFICANCE: For any policy scenario, an understanding of utility thresholds provides insight into the amount and type of management intervention required to make significant progress toward improved ecosystem structure and function. The approach outlined in this paper can be applied in the context of single or multiple human-induced pressures, to any marine, freshwater, or terrestrial ecosystem, and should facilitate more effective management.
Nonlinear dynamic analysis of cantilevered piezoelectric energy harvesters under simultaneous parametric and external excitations

Science.gov (United States)

Fang, Fei; Xia, Guanghui; Wang, Jianguo

2018-02-01

The nonlinear dynamics of cantilevered piezoelectric beams is investigated under simultaneous parametric and external excitations. The beam is composed of a substrate and two piezoelectric layers and assumed as an Euler-Bernoulli model with inextensible deformation. A nonlinear distributed parameter model of cantilevered piezoelectric energy harvesters is proposed using the generalized Hamilton's principle. The proposed model includes geometric and inertia nonlinearity, but neglects the material nonlinearity. Using the Galerkin decomposition method and harmonic balance method, analytical expressions of the frequency-response curves are presented when the first bending mode of the beam plays a dominant role. Using these expressions, we investigate the effects of the damping, load resistance, electromechanical coupling, and excitation amplitude on the frequency-response curves. We also study the difference between the nonlinear lumped-parameter and distributed-parameter model for predicting the performance of the energy harvesting system. Only in the case of parametric excitation, we demonstrate that the energy harvesting system has an initiation excitation threshold below which no energy can be harvested. We also illustrate that the damping and load resistance affect the initiation excitation threshold.
Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters

Czech Academy of Sciences Publication Activity Database

Ökzan, E.; Šmídl, Václav; Saha, S.; Lundquist, C.; Gustafsson, F.

2013-01-01

Roč. 49, č. 6 (2013), s. 1566-1575 ISSN 0005-1098 R&D Projects: GA ČR(CZ) GAP102/11/0437 Keywords : Unknown Noise Statistics * Adaptive Filtering * Marginalized Particle Filter * Bayesian Conjugate prior Subject RIV: BC - Control Systems Theory Impact factor: 3.132, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/smidl-0393047.pdf

Equalization and detection for digital communication over nonlinear bandlimited satellite communication channels. Ph.D. Thesis

Science.gov (United States)

Gutierrez, Alberto, Jr.

1995-01-01

This dissertation evaluates receiver-based methods for mitigating the effects due to nonlinear bandlimited signal distortion present in high data rate satellite channels. The effects of the nonlinear bandlimited distortion is illustrated for digitally modulated signals. A lucid development of the low-pass Volterra discrete time model for a nonlinear communication channel is presented. In addition, finite-state machine models are explicitly developed for a nonlinear bandlimited satellite channel. A nonlinear fixed equalizer based on Volterra series has previously been studied for compensation of noiseless signal distortion due to a nonlinear satellite channel. This dissertation studies adaptive Volterra equalizers on a downlink-limited nonlinear bandlimited satellite channel. We employ as figure of merits performance in the mean-square error and probability of error senses. In addition, a receiver consisting of a fractionally-spaced equalizer (FSE) followed by a Volterra equalizer (FSE-Volterra) is found to give improvement beyond that gained by the Volterra equalizer. Significant probability of error performance improvement is found for multilevel modulation schemes. Also, it is found that probability of error improvement is more significant for modulation schemes, constant amplitude and multilevel, which require higher signal to noise ratios (i.e., higher modulation orders) for reliable operation. The maximum likelihood sequence detection (MLSD) receiver for a nonlinear satellite channel, a bank of matched filters followed by a Viterbi detector, serves as a probability of error lower bound for the Volterra and FSE-Volterra equalizers. However, this receiver has not been evaluated for a specific satellite channel. In this work, an MLSD receiver is evaluated for a specific downlink-limited satellite channel. Because of the bank of matched filters, the MLSD receiver may be high in complexity. Consequently, the probability of error performance of a more practical
Energy Conservation in Optical Fibers With Distributed Brick-Walls Filters

Science.gov (United States)

Garcia, Javier; Ghozlan, Hassan; Kramer, Gerhard

2018-05-01

A band-pass filtering scheme is proposed to mitigate spectral broadening and channel coupling in the Nonlinear Schr\\"odinger (NLS) fiber optic channel. The scheme is modeled by modifying the NLS Equation to include an attenuation profile with multiple brick-wall filters centered at different frequencies. It is shown that this brick-walls profile conserves the total in-band energy of the launch signal. Furthermore, energy fluctuations between the filtered channels are characterized, and conditions on the channel spacings are derived that ensure energy conservation in each channel. The maximum spectral efficiency of such a system is derived, and a constructive rule for achieving it using Sidon sequences is provided.
Hysteresis Control for Shunt Active Power Filter under Unbalanced Three-Phase Load Conditions

Directory of Open Access Journals (Sweden)

Z. Chelli

2015-01-01

Full Text Available This paper focuses on a four-wire shunt active power filter (APF control scheme proposed to improve the performance of the APF. This filter is used to compensate harmonic distortion in three-phase four-wire systems. Several harmonic suppression techniques have been widely proposed and applied to minimize harmonic effects. The proposed control scheme can compensate harmonics and reactive power of the nonlinear loads simultaneously. This approach is compared to the conventional shunt APF reference compensation strategy. The developed algorithm is validated by simulation tests using MATLAB Simulink. The obtained results have demonstrated the effectiveness of the proposed scheme and confirmed the theoretical developments for balanced and unbalanced nonlinear loads.
Adaptive projective filters

International Nuclear Information System (INIS)

Dikusar, N.D.

1993-01-01

The new approach to solving of the finding problem is proposed. The method is based on Discrete Projective Transformations (DPT), the List Square Fitting (LSF) and uses the information feedback in tracing for linear or quadratic track segments (TS). The fast and stable with respect to measurement errors and background points recurrent algorithm is suggested. The algorithm realizes the family of digital adaptive projective filters (APF) with known nonlinear weight functions-projective invariants. APF can be used in adequate control systems for collection, processing and compression of data, including tracking problems for the wide class of detectors. 10 refs.; 9 figs
Electronic device increases threshold sensitivity and removes noise from FM communications receiver

Science.gov (United States)

Conrad, W. M.; Loch, F. J.

1971-01-01

Threshold extension device connected between demodulator output and filter output minimizes clicking noise. Device consists of click-eliminating signal transfer channel with follow-and-hold circuit and detector for sensing click impulses. Final output consists of signal plus low level noise without high amplitude impulses.
Bearings-Only Tracking of Manoeuvring Targets Using Particle Filters

Directory of Open Access Journals (Sweden)

M. Sanjeev Arulampalam

2004-11-01

Full Text Available We investigate the problem of bearings-only tracking of manoeuvring targets using particle filters (PFs. Three different (PFs are proposed for this problem which is formulated as a multiple model tracking problem in a jump Markov system (JMS framework. The proposed filters are (i multiple model PF (MMPF, (ii auxiliary MMPF (AUX-MMPF, and (iii jump Markov system PF (JMS-PF. The performance of these filters is compared with that of standard interacting multiple model (IMM-based trackers such as IMM-EKF and IMM-UKF for three separate cases: (i single-sensor case, (ii multisensor case, and (iii tracking with hard constraints. A conservative CRLB applicable for this problem is also derived and compared with the RMS error performance of the filters. The results confirm the superiority of the PFs for this difficult nonlinear tracking problem.
M2 FILTER FOR SPECKLE NOISE SUPPRESSION IN BREAST ULTRASOUND IMAGES

Directory of Open Access Journals (Sweden)

E.S. Samundeeswari

2016-11-01

Full Text Available Breast cancer, commonly found in women is a serious life threatening disease due to its invasive nature. Ultrasound (US imaging method plays an effective role in screening early detection and diagnosis of Breast cancer. Speckle noise generally affects medical ultrasound images and also causes a number of difficulties in identifying the Region of Interest. Suppressing speckle noise is a challenging task as it destroys fine edge details. No specific filter is designed yet to get a noise free BUS image that is contaminated by speckle noise. In this paper M2 filter, a novel hybrid of linear and nonlinear filter is proposed and compared to other spatial filters with 3×3 kernel size. The performance of the proposed M2 filter is measured by statistical quantity parameters like MSE, PSNR and SSI. The experimental analysis clearly shows that the proposed M2 filter outperforms better than other spatial filters by 2% high PSNR values with regards to speckle suppression.
Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem

Science.gov (United States)

Man, J.; Li, W.; Zeng, L.; Wu, L.

2015-12-01

The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the Polynomial Chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so called "cure of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF is even more computationally expensive than EnKF. Motivated by recent developments in uncertainty quantification, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problem. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to alleviate the inconsistency between model parameters and states. The performance of RAPCKF is tested by unsaturated flow numerical cases. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.
Apodized RFI filtering of synthetic aperture radar images

Energy Technology Data Exchange (ETDEWEB)

Doerry, Armin Walter

2014-02-01

Fine resolution Synthetic Aperture Radar (SAR) systems necessarily require wide bandwidths that often overlap spectrum utilized by other wireless services. These other emitters pose a source of Radio Frequency Interference (RFI) to the SAR echo signals that degrades SAR image quality. Filtering, or excising, the offending spectral contaminants will mitigate the interference, but at a cost of often degrading the SAR image in other ways, notably by raising offensive sidelobe levels. This report proposes borrowing an idea from nonlinear sidelobe apodization techniques to suppress interference without the attendant increase in sidelobe levels. The simple post-processing technique is termed Apodized RFI Filtering (ARF).
Unsupervised Retinal Vessel Segmentation Using Combined Filters.

Directory of Open Access Journals (Sweden)

Wendeson S Oliveira

Full Text Available Image segmentation of retinal blood vessels is a process that can help to predict and diagnose cardiovascular related diseases, such as hypertension and diabetes, which are known to affect the retinal blood vessels' appearance. This work proposes an unsupervised method for the segmentation of retinal vessels images using a combined matched filter, Frangi's filter and Gabor Wavelet filter to enhance the images. The combination of these three filters in order to improve the segmentation is the main motivation of this work. We investigate two approaches to perform the filter combination: weighted mean and median ranking. Segmentation methods are tested after the vessel enhancement. Enhanced images with median ranking are segmented using a simple threshold criterion. Two segmentation procedures are applied when considering enhanced retinal images using the weighted mean approach. The first method is based on deformable models and the second uses fuzzy C-means for the image segmentation. The procedure is evaluated using two public image databases, Drive and Stare. The experimental results demonstrate that the proposed methods perform well for vessel segmentation in comparison with state-of-the-art methods.
Higher-Order Spectrum in Understanding Nonlinearity in EEG Rhythms

Directory of Open Access Journals (Sweden)

Cauchy Pradhan

2012-01-01

Full Text Available The fundamental nature of the brain's electrical activities recorded as electroencephalogram (EEG remains unknown. Linear stochastic models and spectral estimates are the most common methods for the analysis of EEG because of their robustness, simplicity of interpretation, and apparent association with rhythmic behavioral patterns in nature. In this paper, we extend the use of higher-order spectrum in order to indicate the hidden characteristics of EEG signals that simply do not arise from random processes. The higher-order spectrum is an extension Fourier spectrum that uses higher moments for spectral estimates. This essentially nullifies all Gaussian random effects, therefore, can reveal non-Gaussian and nonlinear characteristics in the complex patterns of EEG time series. The paper demonstrates the distinguishing features of bispectral analysis for chaotic systems, filtered noises, and normal background EEG activity. The bispectrum analysis detects nonlinear interactions; however, it does not quantify the coupling strength. The squared bicoherence in the nonredundant region has been estimated to demonstrate nonlinear coupling. The bicoherence values are minimal for white Gaussian noises (WGNs and filtered noises. Higher bicoherence values in chaotic time series and normal background EEG activities are indicative of nonlinear coupling in these systems. The paper shows utility of bispectral methods as an analytical tool in understanding neural process underlying human EEG patterns.
Thresholds of Toxicological Concern - Setting a threshold for testing below which there is little concern.

Science.gov (United States)

Hartung, Thomas

2017-01-01

Low dose, low risk; very low dose, no real risk. Setting a pragmatic threshold below which concerns become negligible is the purpose of thresholds of toxicological concern (TTC). The idea is that such threshold values do not need to be established for each and every chemical based on experimental data, but that by analyzing the distribution of lowest or no-effect doses of many chemicals, a TTC can be defined - typically using the 5th percentile of this distribution and lowering it by an uncertainty factor of, e.g., 100. In doing so, TTC aims to compare exposure information (dose) with a threshold below which any hazard manifestation is very unlikely to occur. The history and current developments of this concept are reviewed and the application of TTC for different regulated products and their hazards is discussed. TTC lends itself as a pragmatic filter to deprioritize testing needs whenever real-life exposures are much lower than levels where hazard manifestation would be expected, a situation that is called "negligible exposure" in the REACH legislation, though the TTC concept has not been fully incorporated in its implementation (yet). Other areas and regulations - especially in the food sector and for pharmaceutical impurities - are more proactive. Large, curated databases on toxic effects of chemicals provide us with the opportunity to set TTC for many hazards and substance classes and thus offer a precautionary second tier for risk assessments if hazard cannot be excluded. This allows focusing testing efforts better on relevant exposures to chemicals.
Simultaneous Mean and Covariance Correction Filter for Orbit Estimation.

Science.gov (United States)

Wang, Xiaoxu; Pan, Quan; Ding, Zhengtao; Ma, Zhengya

2018-05-05

This paper proposes a novel filtering design, from a viewpoint of identification instead of the conventional nonlinear estimation schemes (NESs), to improve the performance of orbit state estimation for a space target. First, a nonlinear perturbation is viewed or modeled as an unknown input (UI) coupled with the orbit state, to avoid the intractable nonlinear perturbation integral (INPI) required by NESs. Then, a simultaneous mean and covariance correction filter (SMCCF), based on a two-stage expectation maximization (EM) framework, is proposed to simply and analytically fit or identify the first two moments (FTM) of the perturbation (viewed as UI), instead of directly computing such the INPI in NESs. Orbit estimation performance is greatly improved by utilizing the fit UI-FTM to simultaneously correct the state estimation and its covariance. Third, depending on whether enough information is mined, SMCCF should outperform existing NESs or the standard identification algorithms (which view the UI as a constant independent of the state and only utilize the identified UI-mean to correct the state estimation, regardless of its covariance), since it further incorporates the useful covariance information in addition to the mean of the UI. Finally, our simulations demonstrate the superior performance of SMCCF via an orbit estimation example.
Experimental investigations of optical nonlinearities in semiconductor-doped glass waveguides

International Nuclear Information System (INIS)

Dannberg, P.; Possner, T.; Braeuer, A.; Bartuch, U.

1988-01-01

Both, thermal and electronic optical nonlinearities are studied in semiconductor-doped glass (SDG) waveguides which are fabricated in commercially available sharp-cut filters by Cs + -K + ion exchange. The relaxation time in photodarkened substrates is measured to be 30 ps. By means of a prism coupling set-up the saturation value of the nonlinear index change is determined. Furthermore, a high stability dual-beam interferometer is presented for the measurement of both, thermal and electronic nonlinear refractive index n 2 in planar waveguides. Conclusions about the application of SDG to opto-optical switching are given. (author)
Sparse Nonlinear Electromagnetic Imaging Accelerated With Projected Steepest Descent Algorithm

KAUST Repository

Desmal, Abdulla

2017-04-03

An efficient electromagnetic inversion scheme for imaging sparse 3-D domains is proposed. The scheme achieves its efficiency and accuracy by integrating two concepts. First, the nonlinear optimization problem is constrained using L₀ or L₁-norm of the solution as the penalty term to alleviate the ill-posedness of the inverse problem. The resulting Tikhonov minimization problem is solved using nonlinear Landweber iterations (NLW). Second, the efficiency of the NLW is significantly increased using a steepest descent algorithm. The algorithm uses a projection operator to enforce the sparsity constraint by thresholding the solution at every iteration. Thresholding level and iteration step are selected carefully to increase the efficiency without sacrificing the convergence of the algorithm. Numerical results demonstrate the efficiency and accuracy of the proposed imaging scheme in reconstructing sparse 3-D dielectric profiles.
Nonlinear phenomena in the highly excited state of C60

International Nuclear Information System (INIS)

Byrne, H.J.; Maser, W.K.; Kaiser, M.; Akselrod, L.; Anders, J.; Ruehle, W.W.; Zhou, X.Q.; Mittelbach, A.; Roth, S.

1993-01-01

Under high intensity illumination, the optical and electronic properties of fullerenes are seen to undergo dramatic, nonlinear changes. The photoluminescence emission is seen to increase with approximately the third power of the input intensity above an apparent threshold intensity. Associated with this nonlinear increase is the emergence of a long lifetime emission component and a redshifting of the emission spectrum. Above the threshold intensity the photoconductive response increases with approximately the cube of the input power. In the highly excited state, the photoconductive response becomes relatively temperature independent compared to the thermally activated behaviour observed at low intensities. The characteristics of the temperature dependence are associated with a metallic-like phase in the highly excited state and therefore an optically driven insulator to metal transition is proposed as a description of the observed phenomena. (orig.)
Neural network training by Kalman filtering in process system monitoring

International Nuclear Information System (INIS)

Ciftcioglu, Oe.

1996-03-01

Kalman filtering approach for neural network training is described. Its extended form is used as an adaptive filter in a nonlinear environment of the form a feedforward neural network. Kalman filtering approach generally provides fast training as well as avoiding excessive learning which results in enhanced generalization capability. The network is used in a process monitoring application where the inputs are measurement signals. Since the measurement errors are also modelled in Kalman filter the approach yields accurate training with the implication of accurate neural network model representing the input and output relationships in the application. As the process of concern is a dynamic system, the input source of information to neural network is time dependent so that the training algorithm presents an adaptive form for real-time operation for the monitoring task. (orig.)
The Influence of Nonlinearity, Noise and Extinction Ratio on the Cascading Properties of 2R-Regenerators

DEFF Research Database (Denmark)

Öhman, Filip; Mørk, Jesper

2005-01-01

We have derived an expression for the BER of a cascade of 2R-regenerators including the effects of nonlinearity, noise and extinction-ratio. The best choice of threshold and the interplay bet1-55752-770-9ween device parameters are investigated.......We have derived an expression for the BER of a cascade of 2R-regenerators including the effects of nonlinearity, noise and extinction-ratio. The best choice of threshold and the interplay bet1-55752-770-9ween device parameters are investigated....
Combining nonlinear multiresolution system and vector quantization for still image compression

Energy Technology Data Exchange (ETDEWEB)

Wong, Y.

1993-12-17

It is popular to use multiresolution systems for image coding and compression. However, general-purpose techniques such as filter banks and wavelets are linear. While these systems are rigorous, nonlinear features in the signals cannot be utilized in a single entity for compression. Linear filters are known to blur the edges. Thus, the low-resolution images are typically blurred, carrying little information. We propose and demonstrate that edge-preserving filters such as median filters can be used in generating a multiresolution system using the Laplacian pyramid. The signals in the detail images are small and localized to the edge areas. Principal component vector quantization (PCVQ) is used to encode the detail images. PCVQ is a tree-structured VQ which allows fast codebook design and encoding/decoding. In encoding, the quantization error at each level is fed back through the pyramid to the previous level so that ultimately all the error is confined to the first level. With simple coding methods, we demonstrate that images with PSNR 33 dB can be obtained at 0.66 bpp without the use of entropy coding. When the rate is decreased to 0.25 bpp, the PSNR of 30 dB can still be achieved. Combined with an earlier result, our work demonstrate that nonlinear filters can be used for multiresolution systems and image coding.
Experimental observation of percolation-enhanced nonlinear light scattering from semicontinuous metal films

Science.gov (United States)

Breit, M.; Podolskiy, V. A.; Grésillon, S.; von Plessen, G.; Feldmann, J.; Rivoal, J. C.; Gadenne, P.; Sarychev, Andrey K.; Shalaev, Vladimir M.

2001-09-01

Strongly enhanced second-harmonic generation (SHG), which is characterized by a nearly isotropic intensity distribution, is observed for gold-glass films near the percolation threshold. The diffuselike SHG scattering, which can be thought of as nonlinear critical opalescence, is in sharp contrast with highly collimated linear reflection and transmission from these nanostructured semicontinuous metal films. Our observations, which can be explained by giant fluctuations of local nonlinear sources for SHG due to plasmon localization, verify recent predictions of percolation-enhanced nonlinear scattering.

Enhanced thermomechanical stability on laser-induced damage by functionally graded layers in quasi-rugate filters

Science.gov (United States)

Pu, Yunti; Ma, Ping; Lv, Liang; Zhang, Mingxiao; Lu, Zhongwen; Qiao, Zhao; Qiu, Fuming

2018-05-01

Ta2O5-SiO2 quasi-rugate filters with a reasonable optimization of rugate notch filter design were prepared by ion-beam sputtering. The optical properties and laser-induced damage threshold are studied. Compared with the spectrum of HL-stacks, the spectrum of quasi-rugate filters have weaker second harmonic peaks and narrower stopbands. According to the effect of functionally graded layers (FGLs), 1-on-1 and S-on-1 Laser induced damage threshold (LIDT) of quasi-rugate filters are about 22% and 50% higher than those of HL stacks, respectively. Through the analysis of the damage morphologies, laser-induced damage of films under nanosecond multi-pulse are dominated by a combination of thermal shock stress and thermomechanical instability due to nodules. Compared with catastrophic damages, the damage sits of quasi-rugate filters are developed in a moderate way. The damage growth behavior of defect-induced damage sites have been effectively restrained by the structure of FGLs. Generally, FGLs are used to reduce thermal stress by the similar thermal-expansion coefficients of neighboring layers and solve the problems such as instability and cracking raised by the interface discontinuity of nodular boundaries, respectively.
Ultrafast two-photon absorption optical thresholding of spectrally coded pulses

Science.gov (United States)

Zheng, Z.; Shen, S.; Sardesai, H.; Chang, C.-C.; Marsh, J. H.; Karkhanehchi, M. M.; Weiner, A. M.

1999-08-01

We report studies on two-photon absorption (TPA) GaAs p-i-n waveguide photodetectors as optical thresholders for proposed ultrashort pulse optical code-division multiple-access (CDMA) systems. For either chirped optical pulses or spectrally phase coded pseudonoise bursts, the TPA photocurrent response reveals a strong pulseshape dependence and shows good agreement with theoretical predictions and results from conventional SHG measurements. The performance limits of the TPA optical thresholders set by the encoded bandwidth in the spectral encoding-decoding process are also discussed based on numerical simulations. Our results show the feasibility of applying such devices as nonlinear intensity discriminators in ultrahigh-speed optical network applications.
Adaptive Output Tracking Control for Nonlinear Systems with Failed Actuators and Aircraft Flight System Applications

OpenAIRE

Hou, Chuanjing; Hu, Lisheng; Zhang, Yingwei

2015-01-01

An adaptive failure compensation scheme using output feedback is proposed for a class of nonlinear systems with nonlinearities depending on the unmeasured states of systems. Adaptive high-gain K-filters are presented to suppress the nonlinearities while the proposed backstepping adaptive high-gain controller guarantees the stability of the closed-loop system and small tracking errors. Simulation results verify that the adaptive failure compensation scheme is effective.
Thresholds of a bunched beam longitudinal instability in proton synchrotrons

International Nuclear Information System (INIS)

Balbekov, V.I.; Ivanov, S.V.

1986-01-01

The formulas and graphs for calculating instability thresholds arising during the interaction of a bunched proton beam with narrow-band resonator are given. The instabilities of three types with oscillations of a definite multipolarity, oscillations of some bound multipoles and with microwave oscillations arising as a result of addition of a great number of multipoles. The analysis of the above data shows that the increase of oscillations nonlinearity is accompanied by the growth of instability threshold only in the zone of separated and weakly bound multipoles. The increase of spread of synchrotron frequencies reduces the zone separated multipoles owing to which the microwave bunch instability can be caused by more and more low-frequency resonators. In the microwave zone practically there is no stabilizing effect of synchrotron frequencies spread. The instability threshold of the bunched beam now - where exceeds the microwave level
Sparse Reconstruction Schemes for Nonlinear Electromagnetic Imaging

KAUST Repository

Desmal, Abdulla

2016-03-01

Electromagnetic imaging is the problem of determining material properties from scattered fields measured away from the domain under investigation. Solving this inverse problem is a challenging task because (i) it is ill-posed due to the presence of (smoothing) integral operators used in the representation of scattered fields in terms of material properties, and scattered fields are obtained at a finite set of points through noisy measurements; and (ii) it is nonlinear simply due the fact that scattered fields are nonlinear functions of the material properties. The work described in this thesis tackles the ill-posedness of the electromagnetic imaging problem using sparsity-based regularization techniques, which assume that the scatterer(s) occupy only a small fraction of the investigation domain. More specifically, four novel imaging methods are formulated and implemented. (i) Sparsity-regularized Born iterative method iteratively linearizes the nonlinear inverse scattering problem and each linear problem is regularized using an improved iterative shrinkage algorithm enforcing the sparsity constraint. (ii) Sparsity-regularized nonlinear inexact Newton method calls for the solution of a linear system involving the Frechet derivative matrix of the forward scattering operator at every iteration step. For faster convergence, the solution of this matrix system is regularized under the sparsity constraint and preconditioned by leveling the matrix singular values. (iii) Sparsity-regularized nonlinear Tikhonov method directly solves the nonlinear minimization problem using Landweber iterations, where a thresholding function is applied at every iteration step to enforce the sparsity constraint. (iv) This last scheme is accelerated using a projected steepest descent method when it is applied to three-dimensional investigation domains. Projection replaces the thresholding operation and enforces the sparsity constraint. Numerical experiments, which are carried out using
Development of Multifunctional Ultra-Nonlinear Liquids and Liquid Crystals for Sensor Protection Applications

National Research Council Canada - National Science Library

Khoo, I. C

2008-01-01

.... Significant breakthroughs have been achieved in developing supra-nonlinear liquid crystalline films that possess extraordinarily large photorefractive responses, low switching thresholds and useful...
An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

Science.gov (United States)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

Optimal and consistent estimation of the state of space objects is pivotal to surveillance and tracking applications. However, probabilistic estimation of space objects is made difficult by the non-Gaussianity and nonlinearity associated with orbital mechanics. In this paper, we present an unscented Kalman-particle hybrid filtering framework for recursive Bayesian estimation of space objects. The hybrid filtering scheme is designed to provide accurate and consistent estimates when measurements are sparse without incurring a large computational cost. It employs an unscented Kalman filter (UKF) for estimation when measurements are available. When the target is outside the field of view (FOV) of the sensor, it updates the state probability density function (PDF) via a sequential Monte Carlo method. The hybrid filter addresses the problem of particle depletion through a suitably designed filter transition scheme. To assess the performance of the hybrid filtering approach, we consider two test cases of space objects that are assumed to undergo full three dimensional orbital motion under the effects of J 2 and atmospheric drag perturbations. It is demonstrated that the hybrid filters can furnish fast, accurate and consistent estimates outperforming standard UKF and particle filter (PF) implementations.
Alternating minimisation for glottal inverse filtering

International Nuclear Information System (INIS)

Bleyer, Ismael Rodrigo; Lybeck, Lasse; Auvinen, Harri; Siltanen, Samuli; Airaksinen, Manu; Alku, Paavo

2017-01-01

A new method is proposed for solving the glottal inverse filtering (GIF) problem. The goal of GIF is to separate an acoustical speech signal into two parts: the glottal airflow excitation and the vocal tract filter. To recover such information one has to deal with a blind deconvolution problem. This ill-posed inverse problem is solved under a deterministic setting, considering unknowns on both sides of the underlying operator equation. A stable reconstruction is obtained using a double regularization strategy, alternating between fixing either the glottal source signal or the vocal tract filter. This enables not only splitting the nonlinear and nonconvex problem into two linear and convex problems, but also allows the use of the best parameters and constraints to recover each variable at a time. This new technique, called alternating minimization glottal inverse filtering (AM-GIF), is compared with two other approaches: Markov chain Monte Carlo glottal inverse filtering (MCMC-GIF), and iterative adaptive inverse filtering (IAIF), using synthetic speech signals. The recent MCMC-GIF has good reconstruction quality but high computational cost. The state-of-the-art IAIF method is computationally fast but its accuracy deteriorates, particularly for speech signals of high fundamental frequency ( F 0). The results show the competitive performance of the new method: With high F 0, the reconstruction quality is better than that of IAIF and close to MCMC-GIF while reducing the computational complexity by two orders of magnitude. (paper)
Nonlinear optical studies in semiconductor-doped glasses under ...

Indian Academy of Sciences (India)

Abstract. Nonlinear optical studies in semiconductor-doped glasses (SDGs) are per- formed under femtosecond laser pulse excitation. Z-scan experiments with 800 nm wave- length pulses are used to excite SDG samples in the resonance and non-resonance regimes. Schott colour glass filter OG 515 shows stronger ...
Implicit Particle Filter for Power System State Estimation with Large Scale Renewable Power Integration.

Science.gov (United States)

Uzunoglu, B.; Hussaini, Y.

2017-12-01

Implicit Particle Filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability by an implicit step . It optimizes a nonlinear cost function which can be inherited from legacy assimilation routines . Dynamic state estimation for almost real-time applications in power systems are becomingly increasingly more important with integration of variable wind and solar power generation. New advanced state estimation tools that will replace the old generation state estimation in addition to having a general framework of complexities should be able to address the legacy software and able to integrate the old software in a mathematical framework while allowing the power industry need for a cautious and evolutionary change in comparison to a complete revolutionary approach while addressing nonlinearity and non-normal behaviour. This work implements implicit particle filter as a state estimation tool for the estimation of the states of a power system and presents the first implicit particle filter application study on a power system state estimation. The implicit particle filter is introduced into power systems and the simulations are presented for a three-node benchmark power system . The performance of the filter on the presented problem is analyzed and the results are presented.
DSP based adaptive hysteresis-band current controlled active filter ...

African Journals Online (AJOL)

The use of non-linear loads critically affects the quality of supply by drawing harmonic currents and reactive power from the electrical distribution system. Active power filters are the most viable solution for solving such power quality problems in compliance with the harmonic standards. This article presents a digital signal ...
Event-Triggered Fault Detection of Nonlinear Networked Systems.

Science.gov (United States)

Li, Hongyi; Chen, Ziran; Wu, Ligang; Lam, Hak-Keung; Du, Haiping

2017-04-01

This paper investigates the problem of fault detection for nonlinear discrete-time networked systems under an event-triggered scheme. A polynomial fuzzy fault detection filter is designed to generate a residual signal and detect faults in the system. A novel polynomial event-triggered scheme is proposed to determine the transmission of the signal. A fault detection filter is designed to guarantee that the residual system is asymptotically stable and satisfies the desired performance. Polynomial approximated membership functions obtained by Taylor series are employed for filtering analysis. Furthermore, sufficient conditions are represented in terms of sum of squares (SOSs) and can be solved by SOS tools in MATLAB environment. A numerical example is provided to demonstrate the effectiveness of the proposed results.
Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input

OpenAIRE

Addo, Peter Martey

2014-01-01

This study defines a multivariate Self--Exciting Threshold Autoregressive with eXogenous input (MSETARX) models and present an estimation procedure for the parameters. The conditions for stationarity of the nonlinear MSETARX models is provided. In particular, the efficiency of an adaptive parameter estimation algorithm and LSE (least squares estimate) algorithm for this class of models is then provided via simulations.
Threshold of decay instability in an inhomogeneous plasma (Leningrad 1973)

International Nuclear Information System (INIS)

Piliia, A.D.

It is shown that in a spatially inhomogeneous plasma there can exist an absolute decay instability with a threshold lower than that found earlier. This instability arises when two parametrically coupled waves have turning points inside the plasma layer. The cause of the instability is a positive inverse coupling, caused by a nonlinear conversion and a reflection of the waves
Norm based Threshold Selection for Fault Detectors

DEFF Research Database (Denmark)

Rank, Mike Lind; Niemann, Henrik

1998-01-01

The design of fault detectors for fault detection and isolation (FDI) in dynamic systems is considered from a norm based point of view. An analysis of norm based threshold selection is given based on different formulations of FDI problems. Both the nominal FDI problem as well as the uncertain FDI...... problem are considered. Based on this analysis, a performance index based on norms of the involved transfer functions is given. The performance index allows us also to optimize the structure of the fault detection filter directly...
Optimization of nonlinear, non-Gaussian Bayesian filtering for diagnosis and prognosis of monotonic degradation processes

Science.gov (United States)

Corbetta, Matteo; Sbarufatti, Claudio; Giglio, Marco; Todd, Michael D.

2018-05-01

The present work critically analyzes the probabilistic definition of dynamic state-space models subject to Bayesian filters used for monitoring and predicting monotonic degradation processes. The study focuses on the selection of the random process, often called process noise, which is a key perturbation source in the evolution equation of particle filtering. Despite the large number of applications of particle filtering predicting structural degradation, the adequacy of the picked process noise has not been investigated. This paper reviews existing process noise models that are typically embedded in particle filters dedicated to monitoring and predicting structural damage caused by fatigue, which is monotonic in nature. The analysis emphasizes that existing formulations of the process noise can jeopardize the performance of the filter in terms of state estimation and remaining life prediction (i.e., damage prognosis). This paper subsequently proposes an optimal and unbiased process noise model and a list of requirements that the stochastic model must satisfy to guarantee high prognostic performance. These requirements are useful for future and further implementations of particle filtering for monotonic system dynamics. The validity of the new process noise formulation is assessed against experimental fatigue crack growth data from a full-scale aeronautical structure using dedicated performance metrics.
Alternative method for determining anaerobic threshold in rowers

Directory of Open Access Journals (Sweden)

Giovani Dos Santos Cunha

2008-01-01

Full Text Available http://dx.doi.org/10.5007/1980-0037.2008v10n4p367 In rowing, the standard breathing that athletes are trained to use makes it difficult, or even impossible, to detect ventilatory limits, due to the coupling of the breath with the technical movement. For this reason, some authors have proposed determining the anaerobic threshold from the respiratory exchange ratio (RER, but there is not yet consensus on what value of RER should be used. The objective of this study was to test what value of RER corresponds to the anaerobic threshold and whether this value can be used as an independent parameter for determining the anaerobic threshold of rowers. The sample comprised 23 male rowers. They were submitted to a maximal cardiorespiratory test on a rowing ergometer with concurrent ergospirometry in order to determine VO2máx and the physiological variables corresponding to their anaerobic threshold. The anaerobic threshold was determined using the Dmax (maximal distance method. The physiological variables were classified into maximum values and anaerobic threshold values. The maximal state of these rowers reached VO2 (58.2±4.4 ml.kg-1.min-1, lactate (8.2±2.1 mmol.L-1, power (384±54.3 W and RER (1.26±0.1. At the anaerobic threshold they reached VO2 (46.9±7.5 ml.kg-1.min-1, lactate (4.6±1.3 mmol.L-1, power (300± 37.8 W and RER (0.99±0.1. Conclusions - the RER can be used as an independent method for determining the anaerobic threshold of rowers, adopting a value of 0.99, however, RER should exhibit a non-linear increase above this figure.
The role of model dynamics in ensemble Kalman filter performance for chaotic systems

Science.gov (United States)

Ng, G.-H.C.; McLaughlin, D.; Entekhabi, D.; Ahanin, A.

2011-01-01

The ensemble Kalman filter (EnKF) is susceptible to losing track of observations, or 'diverging', when applied to large chaotic systems such as atmospheric and ocean models. Past studies have demonstrated the adverse impact of sampling error during the filter's update step. We examine how system dynamics affect EnKF performance, and whether the absence of certain dynamic features in the ensemble may lead to divergence. The EnKF is applied to a simple chaotic model, and ensembles are checked against singular vectors of the tangent linear model, corresponding to short-term growth and Lyapunov vectors, corresponding to long-term growth. Results show that the ensemble strongly aligns itself with the subspace spanned by unstable Lyapunov vectors. Furthermore, the filter avoids divergence only if the full linearized long-term unstable subspace is spanned. However, short-term dynamics also become important as non-linearity in the system increases. Non-linear movement prevents errors in the long-term stable subspace from decaying indefinitely. If these errors then undergo linear intermittent growth, a small ensemble may fail to properly represent all important modes, causing filter divergence. A combination of long and short-term growth dynamics are thus critical to EnKF performance. These findings can help in developing practical robust filters based on model dynamics. ?? 2011 The Authors Tellus A ?? 2011 John Wiley & Sons A/S.
Marginalized particle filter for spacecraft attitude estimation from vector measurements

Institute of Scientific and Technical Information of China (English)

Yaqiu LIU; Xueyuan JIANG; Guangfu MA

2007-01-01

An algorithm based on the marginalized particle filters(MPF)is given in details in this paper to solve the spacecraft attitude estimation problem:attitude and gyro bias estimation using the biased gyro and vector observations.In this algorithm,by marginalizing out the state appearing linearly in the spacecraft model,the Kalman filter is associated with each particle in order to reduce the size of the state space and computational burden.The distribution of attitude vector is approximated by a set of particles and estimated using particle filter,while the estimation of gyro bias is obtained for each one of the attitude particles by applying the Kalman filter.The efficiency of this modified MPF estimator is verified through numerical simulation of a fully actuated rigid body.For comparison,unscented Kalman filter(UKF)is also used to gauge the performance of MPF.The results presented in this paper clearly demonstrate that the MPF is superior to UKF in coping with the nonlinear model.
Hydro-geochemistry and retention of phosphorus in drainage filters and constructed wetlands

DEFF Research Database (Denmark)

Canga, Eriona; Kjærgaard, Charlotte; Iversen, Bo Vangsø

Research Council, aims at providing the scientific basis for developing cost-effective filter technologies targeting P-retention and N-removal in agricultural subsurface drainage. The project studies different approaches of implementing the filter technologies including drainage well filters as well...... typically applied to point sources. This calls for a shift of paradigm towards the development of new, cost-efficient technologies to mitigate site-specific nutrient losses in drainage. A newly launched Danish research project “SUPREME-TECH” (2010-2015) (www.supreme-tech.dk) funded by the Danish Strategic...... in drainage water to below environmental threshold values (

New recursive-least-squares algorithms for nonlinear active control of sound and vibration using neural networks.

Science.gov (United States)

Bouchard, M

2001-01-01

In recent years, a few articles describing the use of neural networks for nonlinear active control of sound and vibration were published. Using a control structure with two multilayer feedforward neural networks (one as a nonlinear controller and one as a nonlinear plant model), steepest descent algorithms based on two distinct gradient approaches were introduced for the training of the controller network. The two gradient approaches were sometimes called the filtered-x approach and the adjoint approach. Some recursive-least-squares algorithms were also introduced, using the adjoint approach. In this paper, an heuristic procedure is introduced for the development of recursive-least-squares algorithms based on the filtered-x and the adjoint gradient approaches. This leads to the development of new recursive-least-squares algorithms for the training of the controller neural network in the two networks structure. These new algorithms produce a better convergence performance than previously published algorithms. Differences in the performance of algorithms using the filtered-x and the adjoint gradient approaches are discussed in the paper. The computational load of the algorithms discussed in the paper is evaluated for multichannel systems of nonlinear active control. Simulation results are presented to compare the convergence performance of the algorithms, showing the convergence gain provided by the new algorithms.
Rapid assessment of nonlinear optical propagation effects in dielectrics

Science.gov (United States)

Hoyo, J. Del; de La Cruz, A. Ruiz; Grace, E.; Ferrer, A.; Siegel, J.; Pasquazi, A.; Assanto, G.; Solis, J.

2015-01-01

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process.
A Nonlinear Observer for Integration of GPS and Inertial Navigation Systems

Directory of Open Access Journals (Sweden)

Bjørnar Vik

2000-10-01

Full Text Available GPS and INS have complementary properties and they are therefore well suited for integration. The integrated solution offers better long term accuracy than a stand-alone INS, and better integrity, availability and continuity than a stand-alone GPS receiver, making it suitable for demanding applications. The integrated filter is nonlinear both in state and measurements, and the extended Kalman-filter has been used with good results, but it has not been proven globally stable, and it is also computationally intensive, especially within a direct integration architecture. In this work a nonlinear observer suitable for direct integration is presented. Global exponent ial stability of the origin of the combined attitude and velocity error systems is proven along with robust stability in the presence of noise and unmodelled dynamics.
Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region

Science.gov (United States)

Khan, Muhammad Yousaf; Mittnik, Stefan

2018-01-01

In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.
Nonlinear VLF Wave Physics in the Radiation Belts

Science.gov (United States)

Crabtree, C. E.; Tejero, E. M.; Ganguli, G.; Mithaiwala, M.; Rudakov, L.; Hospodarsky, G. B.; Kletzing, C.

2014-12-01

Electromagnetic VLF waves, such as whistler mode waves, both control the lifetime of trapped electrons in the radiation belts by pitch-angle scattering and are responsible for the energization of electrons during storms. Traditional approaches to understanding the influence of waves on trapped electrons have assumed that the wave characteristics (frequency spectrum, wave-normal angle distribution, etc.) were both stationary in time and amplitude independent from event to event. In situ data from modern satellite missions, such as the Van Allen probes, are showing that this assumption may not be justified. In addition, recent theoretical results [Crabtree et al. 2012] show that the threshold for nonlinear wave scattering can often be met by naturally occurring VLF waves in the magnetosphere, with wave magnetic fields of the order of 50-100 pT inside the plasmapause. Nonlinear wave scattering (Nonlinear Landau Damping) is an amplitude dependent mechanism that can strongly alter VLF wave propagation [Ganguli et al. 2010], primarily by altering the direction of propagation. Laboratory results have confirmed the dramatic change in propagation direction when the pump wave has sufficient amplitude to exceed the nonlinear threshold [Tejero et al. 2014]. Nonlinear scattering can alter the macroscopic dynamics of waves in the radiation belts leading to the formation of a long-lasting wave-cavity [Crabtree et al. 2012] and, when amplification is present, a multi-pass amplifier [Ganguli et al., 2012]. Such nonlinear wave effects can dramatically reduce electron lifetimes. Nonlinear wave dynamics such as these occur when there are more than one wave present, such a condition necessarily violates the assumption of traditional wave-normal analysis [Santolik et al., 2003] which rely on the plane wave assumption. To investigate nonlinear wave dynamics using modern in situ data we apply the maximum entropy method [Skilling and Bryan, 1984] to solve for the wave distribution function
Adaptive Output Tracking Control for Nonlinear Systems with Failed Actuators and Aircraft Flight System Applications

Directory of Open Access Journals (Sweden)

Chuanjing Hou

2015-01-01

Full Text Available An adaptive failure compensation scheme using output feedback is proposed for a class of nonlinear systems with nonlinearities depending on the unmeasured states of systems. Adaptive high-gain K-filters are presented to suppress the nonlinearities while the proposed backstepping adaptive high-gain controller guarantees the stability of the closed-loop system and small tracking errors. Simulation results verify that the adaptive failure compensation scheme is effective.
Weighted ensemble transform Kalman filter for image assimilation

Directory of Open Access Journals (Sweden)

Sebastien Beyou

2013-01-01

Full Text Available This study proposes an extension of the Weighted Ensemble Kalman filter (WEnKF proposed by Papadakis et al. (2010 for the assimilation of image observations. The main focus of this study is on a novel formulation of the Weighted filter with the Ensemble Transform Kalman filter (WETKF, incorporating directly as a measurement model a non-linear image reconstruction criterion. This technique has been compared to the original WEnKF on numerical and real world data of 2-D turbulence observed through the transport of a passive scalar. In particular, it has been applied for the reconstruction of oceanic surface current vorticity fields from sea surface temperature (SST satellite data. This latter technique enables a consistent recovery along time of oceanic surface currents and vorticity maps in presence of large missing data areas and strong noise.
In-plane Material Filters for the Discrete Material Optimization Method

DEFF Research Database (Denmark)

Sørensen, Rene; Lund, Erik

2015-01-01

, because the projection filter is a non-linear function of the design variables, the projected variables have to be re-scaled in a final so-called normalization filter. This is done to prevent the optimizer in creating superior, but non-physical pseudo-materials. The method is demonstrated on a series......This paper presents in-plane material filters for the Discrete Material Optimization method used for optimizing laminated composite structures. The filters make it possible for engineers to specify a minimum length scale which governs the minimum size of areas with constant material continuity....... Consequently, engineers can target the available production methods, and thereby increase its manufacturability while the optimizer is free to determine which material to apply together with an optimum location, shape, and size of these areas with constant material continuity. By doing so, engineers no longer...
Rapid measurement of auditory filter shape in mice using the auditory brainstem response and notched noise.

Science.gov (United States)

Lina, Ioan A; Lauer, Amanda M

2013-04-01

The notched noise method is an effective procedure for measuring frequency resolution and auditory filter shapes in both human and animal models of hearing. Briefly, auditory filter shape and bandwidth estimates are derived from masked thresholds for tones presented in noise containing widening spectral notches. As the spectral notch widens, increasingly less of the noise falls within the auditory filter and the tone becomes more detectible until the notch width exceeds the filter bandwidth. Behavioral procedures have been used for the derivation of notched noise auditory filter shapes in mice; however, the time and effort needed to train and test animals on these tasks renders a constraint on the widespread application of this testing method. As an alternative procedure, we combined relatively non-invasive auditory brainstem response (ABR) measurements and the notched noise method to estimate auditory filters in normal-hearing mice at center frequencies of 8, 11.2, and 16 kHz. A complete set of simultaneous masked thresholds for a particular tone frequency were obtained in about an hour. ABR-derived filter bandwidths broadened with increasing frequency, consistent with previous studies. The ABR notched noise procedure provides a fast alternative to estimating frequency selectivity in mice that is well-suited to high through-put or time-sensitive screening. Copyright © 2013 Elsevier B.V. All rights reserved.
MapReduce particle filtering with exact resampling and deterministic runtime

Science.gov (United States)

Thiyagalingam, Jeyarajan; Kekempanos, Lykourgos; Maskell, Simon

2017-12-01

Particle filtering is a numerical Bayesian technique that has great potential for solving sequential estimation problems involving non-linear and non-Gaussian models. Since the estimation accuracy achieved by particle filters improves as the number of particles increases, it is natural to consider as many particles as possible. MapReduce is a generic programming model that makes it possible to scale a wide variety of algorithms to Big data. However, despite the application of particle filters across many domains, little attention has been devoted to implementing particle filters using MapReduce. In this paper, we describe an implementation of a particle filter using MapReduce. We focus on a component that what would otherwise be a bottleneck to parallel execution, the resampling component. We devise a new implementation of this component, which requires no approximations, has O( N) spatial complexity and deterministic O((log N)2) time complexity. Results demonstrate the utility of this new component and culminate in consideration of a particle filter with 224 particles being distributed across 512 processor cores.
Automatic detection of solar features in HSOS full-disk solar images using guided filter

Science.gov (United States)

Yuan, Fei; Lin, Jiaben; Guo, Jingjing; Wang, Gang; Tong, Liyue; Zhang, Xinwei; Wang, Bingxiang

2018-02-01

A procedure is introduced for the automatic detection of solar features using full-disk solar images from Huairou Solar Observing Station (HSOS), National Astronomical Observatories of China. In image preprocessing, median filter is applied to remove the noises. Guided filter is adopted to enhance the edges of solar features and restrain the solar limb darkening, which is first introduced into the astronomical target detection. Then specific features are detected by Otsu algorithm and further threshold processing technique. Compared with other automatic detection procedures, our procedure has some advantages such as real time and reliability as well as no need of local threshold. Also, it reduces the amount of computation largely, which is benefited from the efficient guided filter algorithm. The procedure has been tested on one month sequences (December 2013) of HSOS full-disk solar images and the result shows that the number of features detected by our procedure is well consistent with the manual one.
Unscented Kalman Filter-Trained Neural Networks for Slip Model Prediction

Science.gov (United States)

Li, Zhencai; Wang, Yang; Liu, Zhen

2016-01-01

The purpose of this work is to investigate the accurate trajectory tracking control of a wheeled mobile robot (WMR) based on the slip model prediction. Generally, a nonholonomic WMR may increase the slippage risk, when traveling on outdoor unstructured terrain (such as longitudinal and lateral slippage of wheels). In order to control a WMR stably and accurately under the effect of slippage, an unscented Kalman filter and neural networks (NNs) are applied to estimate the slip model in real time. This method exploits the model approximating capabilities of nonlinear state–space NN, and the unscented Kalman filter is used to train NN’s weights online. The slip parameters can be estimated and used to predict the time series of deviation velocity, which can be used to compensate control inputs of a WMR. The results of numerical simulation show that the desired trajectory tracking control can be performed by predicting the nonlinear slip model. PMID:27467703
Nonlinearity and fractional integration in the US dollar/euro exchange rate

Directory of Open Access Journals (Sweden)

Kiran Burcu

2012-01-01

Full Text Available This paper examines the nonlinear behavior and the fractional integration property of the US dollar/euro exchange rate over the period from January 1999 to August 2010 by extending the procedure of Peter M. Robinson (1994 to the case of nonlinearity. First, using the approach developed by Mehmet Caner and Bruce E. Hansen (2001, we investigate the possible presence of nonlinearity in the series through the estimation of a two-regime threshold autoregressive model. After finding nonlinearity, we also allow for disturbances to be fractionally integrated based on the different versions of Robinson (1994 tests. The findings show that the US dollar/euro exchange rate follows a stationary process with a weak evidence for long memory.
Non-linear time series extreme events and integer value problems

CERN Document Server

Turkman, Kamil Feridun; Zea Bermudez, Patrícia

2014-01-01

This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time ...
Reduced nonlinearities in 100-nm high SOI waveguides

Science.gov (United States)

Lacava, C.; Marchetti, R.; Vitali, V.; Cristiani, I.; Giuliani, G.; Fournier, M.; Bernabe, S.; Minzioni, P.

2016-03-01

Here we show the results of an experimental analysis dedicated to investigate the impact of optical non linear effects, such as two-photon absorption (TPA), free-carrier absorption (FCA) and free-carrier dispersion (FCD), on the performance of integrated micro-resonator based filters for application in WDM telecommunication systems. The filters were fabricated using SOI (Silicon-on-Insulator) technology by CEA-Leti, in the frame of the FP7 Fabulous Project, which aims to develop low-cost and high-performance integrated optical devices to be used in new generation passive optical- networks (NG-PON2). Different designs were tested, including both ring-based structures and racetrack-based structures, with single-, double- or triple- resonator configuration, and using different waveguide cross-sections (from 500 x 200 nm to 825 x 100 nm). Measurements were carried out using an external cavity tunable laser source operating in the extended telecom bandwidth, using both continuous wave signals and 10 Gbit/s modulated signals. Results show that the use 100-nm high waveguide allows reducing the impact of non-linear losses, with respect to the standard waveguides, thus increasing by more than 3 dB the maximum amount of optical power that can be injected into the devices before causing significant non-linear effects. Measurements with OOK-modulated signals at 10 Gbit/s showed that TPA and FCA don't affect the back-to-back BER of the signal, even when long pseudo-random-bit-sequences (PRBS) are used, as the FCD-induced filter-detuning increases filter losses but "prevents" excessive signal degradation.
Power-Law Radon-Transformed Superimposed Inverse Filter Synthetic Discriminant Correlator for Facial Recognition

National Research Council Canada - National Science Library

Haji-saeed, Bahareh; Khoury, Jed; Woods, Charles L; Kierstead, John

2008-01-01

...) for facial recognition is proposed. In order to avoid spectral overlap and nonlinear crosstalk, superposition of rotationally variant sets of inverse filter Fourier-transformed Radon-processed templates is used to generate the SDF...
Optimized digital filtering techniques for radiation detection with HPGe detectors

Energy Technology Data Exchange (ETDEWEB)

Salathe, Marco, E-mail: marco.salathe@mpi-hd.mpg.de; Kihm, Thomas, E-mail: mizzi@mpi-hd.mpg.de

2016-02-01

This paper describes state-of-the-art digital filtering techniques that are part of GEANA, an automatic data analysis software used for the GERDA experiment. The discussed filters include a novel, nonlinear correction method for ballistic deficits, which is combined with one of three shaping filters: a pseudo-Gaussian, a modified trapezoidal, or a modified cusp filter. The performance of the filters is demonstrated with a 762 g Broad Energy Germanium (BEGe) detector, produced by Canberra, that measures γ-ray lines from radioactive sources in an energy range between 59.5 and 2614.5 keV. At 1332.5 keV, together with the ballistic deficit correction method, all filters produce a comparable energy resolution of ~1.61 keV FWHM. This value is superior to those measured by the manufacturer and those found in publications with detectors of a similar design and mass. At 59.5 keV, the modified cusp filter without a ballistic deficit correction produced the best result, with an energy resolution of 0.46 keV. It is observed that the loss in resolution by using a constant shaping time over the entire energy range is small when using the ballistic deficit correction method.
A multichannel nonlinear adaptive noise canceller based on generalized FLANN for fetal ECG extraction

International Nuclear Information System (INIS)

Ma, Yaping; Wei, Guo; Sun, Jinwei; Xiao, Yegui

2016-01-01

In this paper, a multichannel nonlinear adaptive noise canceller (ANC) based on the generalized functional link artificial neural network (FLANN, GFLANN) is proposed for fetal electrocardiogram (FECG) extraction. A FIR filter and a GFLANN are equipped in parallel in each reference channel to respectively approximate the linearity and nonlinearity between the maternal ECG (MECG) and the composite abdominal ECG (AECG). A fast scheme is also introduced to reduce the computational cost of the FLANN and the GFLANN. Two (2) sets of ECG time sequences, one synthetic and one real, are utilized to demonstrate the improved effectiveness of the proposed nonlinear ANC. The real dataset is derived from the Physionet non-invasive FECG database (PNIFECGDB) including 55 multichannel recordings taken from a pregnant woman. It contains two subdatasets that consist of 14 and 8 recordings, respectively, with each recording being 90 s long. Simulation results based on these two datasets reveal, on the whole, that the proposed ANC does enjoy higher capability to deal with nonlinearity between MECG and AECG as compared with previous ANCs in terms of fetal QRS (FQRS)-related statistics and morphology of the extracted FECG waveforms. In particular, for the second real subdataset, the F1-measure results produced by the PCA-based template subtraction (TS pca ) technique and six (6) single-reference channel ANCs using LMS- and RLS-based FIR filters, Volterra filter, FLANN, GFLANN, and adaptive echo state neural network (ESN a ) are 92.47%, 93.70%, 94.07%, 94.22%, 94.90%, 94.90%, and 95.46%, respectively. The same F1-measure statistical results from five (5) multi-reference channel ANCs (LMS- and RLS-based FIR filters, Volterra filter, FLANN, and GFLANN) for the second real subdataset turn out to be 94.08%, 94.29%, 94.68%, 94.91%, and 94.96%, respectively. These results indicate that the ESN a and GFLANN perform best, with the ESN a being slightly better than the GFLANN but about four times
Homogenized description and retrieval method of nonlinear metasurfaces

Science.gov (United States)

Liu, Xiaojun; Larouche, Stéphane; Smith, David R.

2018-03-01

A patterned, plasmonic metasurface can strongly scatter incident light, functioning as an extremely low-profile lens, filter, reflector or other optical device. When the metasurface is patterned uniformly, its linear optical properties can be expressed using effective surface electric and magnetic polarizabilities obtained through a homogenization procedure. The homogenized description of a nonlinear metasurface, however, presents challenges both because of the inherent anisotropy of the medium as well as the much larger set of potential wave interactions available, making it challenging to assign effective nonlinear parameters to the otherwise inhomogeneous layer of metamaterial elements. Here we show that a homogenization procedure can be developed to describe nonlinear metasurfaces, which derive their nonlinear response from the enhanced local fields arising within the structured plasmonic elements. With the proposed homogenization procedure, we are able to assign effective nonlinear surface polarization densities to a nonlinear metasurface, and link these densities to the effective nonlinear surface susceptibilities and averaged macroscopic pumping fields across the metasurface. These effective nonlinear surface polarization densities are further linked to macroscopic nonlinear fields through the generalized sheet transition conditions (GSTCs). By inverting the GSTCs, the effective nonlinear surface susceptibilities of the metasurfaces can be solved for, leading to a generalized retrieval method for nonlinear metasurfaces. The application of the homogenization procedure and the GSTCs are demonstrated by retrieving the nonlinear susceptibilities of a SiO2 nonlinear slab. As an example, we investigate a nonlinear metasurface which presents nonlinear magnetoelectric coupling in near infrared regime. The method is expected to apply to any patterned metasurface whose thickness is much smaller than the wavelengths of operation, with inclusions of arbitrary geometry
Integration of GPS precise point positioning and MEMS-based INS using unscented particle filter.

Science.gov (United States)

Abd Rabbou, Mahmoud; El-Rabbany, Ahmed

2015-03-25

Integration of Global Positioning System (GPS) and Inertial Navigation System (INS) integrated system involves nonlinear motion state and measurement models. However, the extended Kalman filter (EKF) is commonly used as the estimation filter, which might lead to solution divergence. This is usually encountered during GPS outages, when low-cost micro-electro-mechanical sensors (MEMS) inertial sensors are used. To enhance the navigation system performance, alternatives to the standard EKF should be considered. Particle filtering (PF) is commonly considered as a nonlinear estimation technique to accommodate severe MEMS inertial sensor biases and noise behavior. However, the computation burden of PF limits its use. In this study, an improved version of PF, the unscented particle filter (UPF), is utilized, which combines the unscented Kalman filter (UKF) and PF for the integration of GPS precise point positioning and MEMS-based inertial systems. The proposed filter is examined and compared with traditional estimation filters, namely EKF, UKF and PF. Tightly coupled mechanization is adopted, which is developed in the raw GPS and INS measurement domain. Un-differenced ionosphere-free linear combinations of pseudorange and carrier-phase measurements are used for PPP. The performance of the UPF is analyzed using a real test scenario in downtown Kingston, Ontario. It is shown that the use of UPF reduces the number of samples needed to produce an accurate solution, in comparison with the traditional PF, which in turn reduces the processing time. In addition, UPF enhances the positioning accuracy by up to 15% during GPS outages, in comparison with EKF. However, all filters produce comparable results when the GPS measurement updates are available.

Pulse reshaping in photonic crystal waveguides and microcavities with Kerr nonlinearity: Critical issues for all-optical switching

International Nuclear Information System (INIS)

Vujic, Dragan; John, Sajeev

2005-01-01

We delineate critical issues for 'controlling light with light' in photonic crystal (PC) waveguides coupled to Kerr-nonlinear microresonators. These arise from (a) fundamental trade-off between switching speed and switching intensity threshold inherent in high-quality Q-factor cavities and (b) the dynamical nonlinear oscillation of such cavities in response to incident light pulses. Using finite-difference time-domain simulations of electromagnetic pulse propagation, we consider both (i) a nonlinear Fabry-Perot microresonator (embedded within a PC waveguide) exhibiting a narrow transmission resonance and (ii) a nonlinear point defect (side-coupled to a PC waveguide) exhibiting a narrow reflection spectrum. We describe self-induced switching from transmission to reflection induced by pulse intensity tuning as well as control of pulse transmission induced by the secondary, continuous (cw) laser field propagating through the same PC waveguide. For the Fabry-Perot microresonator, a well-defined self-switching threshold is obtained. However, this is accompanied by considerable temporal and spectral distortion of the pulse caused by the oscillatory nonlinear response of the microresonator. When the quality factor of the microresonator is increased, the switching intensity threshold can be lowered but the pulse transit (switching) time and the pulse distortion are increased. For the side-coupled microresonator, a gradual (not sharp) self-switching behavior as a function of incident intensity is obtained. For both the Fabry-Perot and side-coupled nonlinear microresonators, control of pulse transmission can be achieved by means of a secondary cw laser field. The cw power required for switching with realistic Kerr nonlinearities is in excess of 1 W/μm 2 and may cause optical damage to the semiconducting PC backbone. Both instantaneous and noninstantaneous Kerr-response models are considered. Our results underscore the limitations and trade-offs inherent in the possible
An iterated cubature unscented Kalman filter for large-DoF systems identification with noisy data

Science.gov (United States)

Ghorbani, Esmaeil; Cha, Young-Jin

2018-04-01

Structural and mechanical system identification under dynamic loading has been an important research topic over the last three or four decades. Many Kalman-filtering-based approaches have been developed for linear and nonlinear systems. For example, to predict nonlinear systems, an unscented Kalman filter was applied. However, from extensive literature reviews, the unscented Kalman filter still showed weak performance on systems with large degrees of freedom. In this research, a modified unscented Kalman filter is proposed by integration of a cubature Kalman filter to improve the system identification performance of systems with large degrees of freedom. The novelty of this work lies on conjugating the unscented transform with the cubature integration concept to find a more accurate output from the transformation of the state vector and its related covariance matrix. To evaluate the proposed method, three different numerical models (i.e., the single degree-of-freedom Bouc-Wen model, the linear 3-degrees-of-freedom system, and the 10-degrees-of-freedom system) are investigated. To evaluate the robustness of the proposed method, high levels of noise in the measured response data are considered. The results show that the proposed method is significantly superior to the traditional UKF for noisy measured data in systems with large degrees of freedom.
Physics constrained nonlinear regression models for time series

International Nuclear Information System (INIS)

Majda, Andrew J; Harlim, John

2013-01-01

A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)
Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

Science.gov (United States)

Kelly, D. A.; Fermelia, A.; Lee, G. K. F.

1990-01-01

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.
A coupling method for a cardiovascular simulation model which includes the Kalman filter.

Science.gov (United States)

Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya

2012-01-01

Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.
A wavelet and least square filter based spatial-spectral denoising approach of hyperspectral imagery

Science.gov (United States)

Li, Ting; Chen, Xiao-Mei; Chen, Gang; Xue, Bo; Ni, Guo-Qiang

2009-11-01

Noise reduction is a crucial step in hyperspectral imagery pre-processing. Based on sensor characteristics, the noise of hyperspectral imagery represents in both spatial and spectral domain. However, most prevailing denosing techniques process the imagery in only one specific domain, which have not utilized multi-domain nature of hyperspectral imagery. In this paper, a new spatial-spectral noise reduction algorithm is proposed, which is based on wavelet analysis and least squares filtering techniques. First, in the spatial domain, a new stationary wavelet shrinking algorithm with improved threshold function is utilized to adjust the noise level band-by-band. This new algorithm uses BayesShrink for threshold estimation, and amends the traditional soft-threshold function by adding shape tuning parameters. Comparing with soft or hard threshold function, the improved one, which is first-order derivable and has a smooth transitional region between noise and signal, could save more details of image edge and weaken Pseudo-Gibbs. Then, in the spectral domain, cubic Savitzky-Golay filter based on least squares method is used to remove spectral noise and artificial noise that may have been introduced in during the spatial denoising. Appropriately selecting the filter window width according to prior knowledge, this algorithm has effective performance in smoothing the spectral curve. The performance of the new algorithm is experimented on a set of Hyperion imageries acquired in 2007. The result shows that the new spatial-spectral denoising algorithm provides more significant signal-to-noise-ratio improvement than traditional spatial or spectral method, while saves the local spectral absorption features better.
Phononic Crystal Waveguide Transducers for Nonlinear Elastic Wave Sensing.

Science.gov (United States)

Ciampa, Francesco; Mankar, Akash; Marini, Andrea

2017-11-07

Second harmonic generation is one of the most sensitive and reliable nonlinear elastic signatures for micro-damage assessment. However, its detection requires powerful amplification systems generating fictitious harmonics that are difficult to discern from pure nonlinear elastic effects. Current state-of-the-art nonlinear ultrasonic methods still involve impractical solutions such as cumbersome signal calibration processes and substantial modifications of the test component in order to create material-based tunable harmonic filters. Here we propose and demonstrate a valid and sensible alternative strategy involving the development of an ultrasonic phononic crystal waveguide transducer that exhibits both single and multiple frequency stop-bands filtering out fictitious second harmonic frequencies. Remarkably, such a sensing device can be easily fabricated and integrated on the surface of the test structure without altering its mechanical and geometrical properties. The design of the phononic crystal structure is supported by a perturbative theoretical model predicting the frequency band-gaps of periodic plates with sinusoidal corrugation. We find our theoretical findings in excellent agreement with experimental testing revealing that the proposed phononic crystal waveguide transducer successfully attenuates second harmonics caused by the ultrasonic equipment, thus demonstrating its wide range of potential applications for acousto/ultrasonic material damage inspection.
SD LMS L-Filters for Filtration of Gray Level Images in Timespatial Domain Based on GLCM Features

Directory of Open Access Journals (Sweden)

Robert Hudec

2008-01-01

Full Text Available In this paper, the new kind of adaptive signal-dependent LMS L-filter for suppression of a mixed noise in greyscale images is developed. It is based on the texture parameter measurement as modification of spatial impulse detector structure. Moreover, the one of GLCM (Gray Level Co-occurrence Matrix features, namely, the contrast or inertia adjusted by threshold as switch between partial filters is utilised. Finally, at the positions of partial filters the adaptive LMS versions of L-filters are chosen.
Infrared image background modeling based on improved Susan filtering

Science.gov (United States)

Yuehua, Xia

2018-02-01

When SUSAN filter is used to model the infrared image, the Gaussian filter lacks the ability of direction filtering. After filtering, the edge information of the image cannot be preserved well, so that there are a lot of edge singular points in the difference graph, increase the difficulties of target detection. To solve the above problems, the anisotropy algorithm is introduced in this paper, and the anisotropic Gauss filter is used instead of the Gauss filter in the SUSAN filter operator. Firstly, using anisotropic gradient operator to calculate a point of image's horizontal and vertical gradient, to determine the long axis direction of the filter; Secondly, use the local area of the point and the neighborhood smoothness to calculate the filter length and short axis variance; And then calculate the first-order norm of the difference between the local area of the point's gray-scale and mean, to determine the threshold of the SUSAN filter; Finally, the built SUSAN filter is used to convolution the image to obtain the background image, at the same time, the difference between the background image and the original image is obtained. The experimental results show that the background modeling effect of infrared image is evaluated by Mean Squared Error (MSE), Structural Similarity (SSIM) and local Signal-to-noise Ratio Gain (GSNR). Compared with the traditional filtering algorithm, the improved SUSAN filter has achieved better background modeling effect, which can effectively preserve the edge information in the image, and the dim small target is effectively enhanced in the difference graph, which greatly reduces the false alarm rate of the image.
Effect of particle size ratio on the conducting percolation threshold of granular conductive-insulating composites

International Nuclear Information System (INIS)

He Da; Ekere, N N

2004-01-01

In this paper, we apply Monte Carlo simulation to investigate the conductive percolation threshold of granular composite of conductive and insulating powders with amorphous structure. We focus on the effect of insulating to conductive particle size ratio λ = d i /d c on the conducting percolation threshold p c (the volume fraction of the conductive powder). Simulation results show that, for λ = 1, the percolation threshold p c lies between simple cubic and body centred cubic site percolation thresholds, and that as λ increases the percolation threshold decreases. We also use the structural information obtained by the simulation to study the nonlinear current-voltage characteristics of composite with solid volume fraction of conductive powder below p c in terms of electron tunnelling for nanoscale powders, dielectric breakdown for microscale or larger powders, and pressing induced conduction for non-rigid insulating powders
Interior Point Methods for Large-Scale Nonlinear Programming

Czech Academy of Sciences Publication Activity Database

Lukšan, Ladislav; Matonoha, Ctirad; Vlček, Jan

2005-01-01

Roč. 20, č. 4-5 (2005), s. 569-582 ISSN 1055-6788 R&D Projects: GA AV ČR IAA1030405 Institutional research plan: CEZ:AV0Z10300504 Keywords : nonlinear programming * interior point methods * KKT systems * indefinite preconditioners * filter methods * algorithms Subject RIV: BA - General Mathematics Impact factor: 0.477, year: 2005
Modified Extended Kalman Filtering for Tracking with Insufficient and Intermittent Observations

Directory of Open Access Journals (Sweden)

Pengpeng Chen

2015-01-01

Full Text Available This paper is concerned with the Kalman filtering problem for tracking a single target on the fixed-topology wireless sensor networks (WSNs. Both the insufficient anchor coverage and the packet dropouts have been taken into consideration in the filter design. The resulting tracking system is modeled as a multichannel nonlinear system with multiplicative noise. Noting that the channels may be correlated with each other, we use a general matrix to express the multiplicative noise. Then, a modified extended Kalman filtering algorithm is presented based on the obtained model to achieve high tracking accuracy. In particular, we evaluate the effect of various parameters on the tracking performance through simulation studies.
Adaptive Command Filtered Integrated Guidance and Control for Hypersonic Vehicle with Magnitude, Rate and Bandwidth Constraints

Directory of Open Access Journals (Sweden)

Wang Liang

2018-01-01

Full Text Available This paper proposes a novel integrated guidance and control (IGC method for hypersonic vehicle in terminal phase. Firstly, the system model is developed with a second order actuator dynamics. Then the back-stepping controller is designed hierarchically with command filters, where the first order command filters are implemented to construct the virtual control input with ideal states predicted by an adaptive estimator, and the nonlinear command filter is designed to produce magnitude, rate and bandwidth limited control surface deflection finally tracked by a terminal sliding mode controller with finite convergence time. Through a series of 6-DOF numerical simulations, it’s indicated that the proposed method successfully cancels out the large aerodynamics coefficient uncertainties and disturbances in hypersonic flight under limited control surface deflection. The contribution of this paper lies in the application and determination of nonlinear integrated design of guidance and control system for hypersonic vehicle.
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models

DEFF Research Database (Denmark)

Hillebrand, Eric Tobias; Medeiros, Marcelo C.

We study the simultaneous occurrence of long memory and nonlinear effects, such as parameter changes and threshold effects, in ARMA time series models and apply our modeling framework to daily realized volatility. Asymptotic theory for parameter estimation is developed and two model building...
A preconditioned inexact newton method for nonlinear sparse electromagnetic imaging

KAUST Repository

Desmal, Abdulla; Bagci, Hakan

2015-01-01

to tackle the nonlinearity of these equations. At every IN iteration, a system of equations, which involves the Frechet derivative (FD) matrix of the CS operator, is solved for the IN step. A sparsity constraint is enforced on the solution via thresholded
Mathematical models for suspension bridges nonlinear structural instability

CERN Document Server

Gazzola, Filippo

2015-01-01

This work provides a detailed and up-to-the-minute survey of the various stability problems that can affect suspension bridges. In order to deduce some experimental data and rules on the behavior of suspension bridges, a number of historical events are first described, in the course of which several questions concerning their stability naturally arise. The book then surveys conventional mathematical models for suspension bridges and suggests new nonlinear alternatives, which can potentially supply answers to some stability questions. New explanations are also provided, based on the nonlinear structural behavior of bridges. All the models and responses presented in the book employ the theory of differential equations and dynamical systems in the broader sense, demonstrating that methods from nonlinear analysis can allow us to determine the thresholds of instability.
A derivation of the stable cavitation threshold accounting for bubble-bubble interactions.

Science.gov (United States)

Guédra, Matthieu; Cornu, Corentin; Inserra, Claude

2017-09-01

The subharmonic emission of sound coming from the nonlinear response of a bubble population is the most used indicator for stable cavitation. When driven at twice their resonance frequency, bubbles can exhibit subharmonic spherical oscillations if the acoustic pressure amplitude exceeds a threshold value. Although various theoretical derivations exist for the subharmonic emission by free or coated bubbles, they all rest on the single bubble model. In this paper, we propose an analytical expression of the subharmonic threshold for interacting bubbles in a homogeneous, monodisperse cloud. This theory predicts a shift of the subharmonic resonance frequency and a decrease of the corresponding pressure threshold due to the interactions. For a given sonication frequency, these results show that an optimal value of the interaction strength (i.e. the number density of bubbles) can be found for which the subharmonic threshold is minimum, which is consistent with recently published experiments conducted on ultrasound contrast agents. Copyright © 2017 Elsevier B.V. All rights reserved.
A novel EMD selecting thresholding method based on multiple iteration for denoising LIDAR signal

Science.gov (United States)

Li, Meng; Jiang, Li-hui; Xiong, Xing-long

2015-06-01

Empirical mode decomposition (EMD) approach has been believed to be potentially useful for processing the nonlinear and non-stationary LIDAR signals. To shed further light on its performance, we proposed the EMD selecting thresholding method based on multiple iteration, which essentially acts as a development of EMD interval thresholding (EMD-IT), and randomly alters the samples of noisy parts of all the corrupted intrinsic mode functions to generate a better effect of iteration. Simulations on both synthetic signals and LIDAR signals from real world support this method.
Nonlinear ultrasonic imaging with X wave

Science.gov (United States)

Du, Hongwei; Lu, Wei; Feng, Huanqing

2009-10-01

X wave has a large depth of field and may have important application in ultrasonic imaging to provide high frame rate (HFR). However, the HFR system suffers from lower spatial resolution. In this paper, a study of nonlinear imaging with X wave is presented to improve the resolution. A theoretical description of realizable nonlinear X wave is reported. The nonlinear field is simulated by solving the KZK nonlinear wave equation with a time-domain difference method. The results show that the second harmonic field of X wave has narrower mainlobe and lower sidelobes than the fundamental field. In order to evaluate the imaging effect with X wave, an imaging model involving numerical calculation of the KZK equation, Rayleigh-Sommerfeld integral, band-pass filtering and envelope detection is constructed to obtain 2D fundamental and second harmonic images of scatters in tissue-like medium. The results indicate that if X wave is used, the harmonic image has higher spatial resolution throughout the entire imaging region than the fundamental image, but higher sidelobes occur as compared to conventional focus imaging. A HFR imaging method with higher spatial resolution is thus feasible provided an apodization method is used to suppress sidelobes.
A variational Bayesian multiple particle filtering scheme for large-dimensional systems

KAUST Repository

Ait-El-Fquih, Boujemaa

2016-06-14

This paper considers the Bayesian filtering problem in high-dimensional nonlinear state-space systems. In such systems, classical particle filters (PFs) are impractical due to the prohibitive number of required particles to obtain reasonable performances. One approach that has been introduced to overcome this problem is the concept of multiple PFs (MPFs), where the state-space is split into low-dimensional subspaces and then a separate PF is applied to each subspace. Remarkable performances of MPF-like filters motivated our investigation here into a new strategy that combines the variational Bayesian approach to split the state-space with random sampling techniques, to derive a new computationally efficient MPF. The propagation of each particle in the prediction step of the resulting filter requires generating only a single particle in contrast with standard MPFs, for which a set of (children) particles is required. We present simulation results to evaluate the behavior of the proposed filter and compare its performances against standard PF and a MPF.

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