Pulsar timing analysis in the presence of correlated noise

Pulsar timing observations are usually analysed with least-square-fitting procedures under the assumption that the timing residuals are uncorrelated (statistically "white"). Pulsar observers are well aware that this assumption often breaks down and causes severe errors in estimating the parameters of the timing model and their uncertainties. Ad hoc methods for minimizing these errors have been developed, but we show that they are far from optimal. Compensation for temporal correlation can be done optimally if the covariance matrix of the residuals is known using a linear transformation that whitens both the residuals and the timing model. We adopt a transformation based on the Cholesky decomposition of the covariance matrix, but the transformation is not unique. We show how to estimate the covariance matrix with sufficient accuracy to optimize the pulsar timing analysis. We also show how to apply this procedure to estimate the spectrum of any time series with a steep red power-law spectrum, including those with irregular sampling and variable error bars, which are otherwise very difficult to analyse.Comment: Accepted by MNRA

Autonomous frequency domain identification: Theory and experiment

The analysis, design, and on-orbit tuning of robust controllers require more information about the plant than simply a nominal estimate of the plant transfer function. Information is also required concerning the uncertainty in the nominal estimate, or more generally, the identification of a model set within which the true plant is known to lie. The identification methodology that was developed and experimentally demonstrated makes use of a simple but useful characterization of the model uncertainty based on the output error. This is a characterization of the additive uncertainty in the plant model, which has found considerable use in many robust control analysis and synthesis techniques. The identification process is initiated by a stochastic input u which is applied to the plant p giving rise to the output. Spectral estimation (h = P sub uy/P sub uu) is used as an estimate of p and the model order is estimated using the produce moment matrix (PMM) method. A parametric model unit direction vector p is then determined by curve fitting the spectral estimate to a rational transfer function. The additive uncertainty delta sub m = p - unit direction vector p is then estimated by the cross spectral estimate delta = P sub ue/P sub uu where e = y - unit direction vectory y is the output error, and unit direction vector y = unit direction vector pu is the computed output of the parametric model subjected to the actual input u. The experimental results demonstrate the curve fitting algorithm produces the reduced-order plant model which minimizes the additive uncertainty. The nominal transfer function estimate unit direction vector p and the estimate delta of the additive uncertainty delta sub m are subsequently available to be used for optimization of robust controller performance and stability

Overview of multi-input frequency domain modal testing methods with an emphasis on sine testing

An overview of the current state of the art multiple-input, multiple-output modal testing technology is discussed. A very brief review of the current time domain methods is given. A detailed review of frequency and spatial domain methods is presented with an emphasis on sine testing

Optimization of satellite altimeter and wave height measurements

Two techniques for simultaneously estimating altitude, ocean wave height, and signal-to-noise ratio from the GEOS-C satellite altimeter data are described. One technique was based on maximum likelihood estimation, MLE, and the other on minimum mean square error estimation, MMSE. Performance was determined by comparing the variance and bias of each technique with the variance and bias of the smoothed output from the Geos altimeter tracker. Ocean wave height tracking performance for the MLE and MMSE algorithms was measured by comparing the variance and bias of the wave height estimates with that of the expression for the return waveform obtained by a fit to the average output of the 16 waveform sampling gates

Power meter for Highly-Distorted Three-Phase Systems

This paper describes a low-cost, three-phase power meter, which is based on a fast, specially designed acquisition board coupled to a PC via the PC parallel/printer port or by means of an AT card. The power associated with the fundamental and first harmonics is computed by software that operates in the time domain and employs a sample-weighting procedure that makes the uncertainty related to the asynchronous sampling negligible. The low-cost acquisition board features two 8-bit 1 MHz converters and a local RAM, which decouples the PC clock from the measurement requirements. Hall effect transducers are used for the current channels and fast differential amplifiers for the voltage channels. The fast sampling frequency allows simple antialiasing filters to be employed. Digital filtering is used to reduce the sample number while increasing the resolution. The power uncertainty provided by this arrangement is less then 0.1 % with 2.5 measurements per second when a low-cost 486DX33-based PC is use

A Robust High Precision Algorithm for Sinewave Parameter Estimation

The estimation of sinewave parameters has many practical applications in test and data processing systems. Measuring the effective bits of an analog-to-digital converter and linear circuit identification are some typical examples. If a sinew ave\u27s frequency is known, there is an established linear method to estimate the other parameters. But when none of the parameters are known (which is usually the case in practical situations), the estimation problem becomes more difficult. Traditional approaches to this task applied an iterative, sinewave curve-fit algorithm. Two problems with this technique are that convergence is often slow and not always guaranteed and the results of different trials may be inconsistent due to trapping at a local minimum. Recently, a non-iterative algorithm has been developed which computes all four sine wave parameters directly. The algorithm combines a nonlinear technique and windowing to compute the estimates. Although this method is faster and more consistent than the curve-fit approach, one disadvantage is that the accuracy of some estimates tends to deteriorate rapidly if the sinusoid is corrupted by a high level of noise distortion. This study presents an improved algorithm to extract the four parameters of an unknown sinusoid from a sampled data record even though the samples may be distorted by a high level of noise. Given this record, the proposed method first computes the FFT (Fast Fourier Transform) of the data. Analysis of the resulting frequency spectrum provides a rough estimate of the sinewave\u27s fundamental frequency. Next, a bandpass filter designed around this frequency is used to eliminate much of the noise from the samples. Applying the existing four-parameter estimation algorithm to the filtered data, yields a more accurate frequency estimate. Finally, this new value, together with the original (noisy) data record is input to the three-parameter estimation algorithm to determine the remaining sinewave parameters. Simulation results indicate this proposed (new) algorithm not only shows substantial improvement in the accuracy of parameter estimates, but also produces consistent results for higher levels of noise distortion than previous methods have achieved

Partial mixture model for tight clustering of gene expression time-course

Background: Tight clustering arose recently from a desire to obtain tighter and potentially more informative clusters in gene expression studies. Scattered genes with relatively loose correlations should be excluded from the clusters. However, in the literature there is little work dedicated to this area of research. On the other hand, there has been extensive use of maximum likelihood techniques for model parameter estimation. By contrast, the minimum distance estimator has been largely ignored. Results: In this paper we show the inherent robustness of the minimum distance estimator that makes it a powerful tool for parameter estimation in model-based time-course clustering. To apply minimum distance estimation, a partial mixture model that can naturally incorporate replicate information and allow scattered genes is formulated. We provide experimental results of simulated data fitting, where the minimum distance estimator demonstrates superior performance to the maximum likelihood estimator. Both biological and statistical validations are conducted on a simulated dataset and two real gene expression datasets. Our proposed partial regression clustering algorithm scores top in Gene Ontology driven evaluation, in comparison with four other popular clustering algorithms. Conclusion: For the first time partial mixture model is successfully extended to time-course data analysis. The robustness of our partial regression clustering algorithm proves the suitability of the ombination of both partial mixture model and minimum distance estimator in this field. We show that tight clustering not only is capable to generate more profound understanding of the dataset under study well in accordance to established biological knowledge, but also presents interesting new hypotheses during interpretation of clustering results. In particular, we provide biological evidences that scattered genes can be relevant and are interesting subjects for study, in contrast to prevailing opinion