Singular Gaussian Measures in Detection Theory

No abstract availabl

Features and Measures for Speaker Recognition

Electrical Engineerin

Mathematical Optimization Techniques

The papers collected in this volume were presented at the Symposium on Mathematical Optimization Techniques held in the Santa Monica Civic Auditorium, Santa Monica, California, on October 18-20, 1960. The objective of the symposium was to bring together, for the purpose of mutual education, mathematicians, scientists, and engineers interested in modern optimization techniques. Some 250 persons attended. The techniques discussed included recent developments in linear, integer, convex, and dynamic programming as well as the variational processes surrounding optimal guidance, flight trajectories, statistical decisions, structural configurations, and adaptive control systems. The symposium was sponsored jointly by the University of California, with assistance from the National Science Foundation, the Office of Naval Research, the National Aeronautics and Space Administration, and The RAND Corporation, through Air Force Project RAND

Systems reliability issues for future aircraft

The reliability of adaptive controls for future aircraft are discussed. The research, formulation, and experimentation for improved aircraft performance are considered

Parameter Identification And Fault Detection For Reliable Control Of Permanent Magnet Motors

The objective of this dissertation is to develop new fault detection, identification, estimation and control algorithms that will be used to detect winding stator fault, identify the motor parameters and optimally control machine during faulty condition. Quality or proposed algorithms for Fault detection, parameter identification and control under faulty condition will validated through analytical study (Cramer-Rao bound) and simulation. Simulation will be performed for three most applied control schemes: Proportional-Integral-Derivative (PID), Direct Torque Control (DTC) and Field Oriented Control (FOC) for Permanent Magnet Machines. New detection schemes forfault detection, isolation and machine parameter identification are presented and analyzed. Different control schemes as PID, DTC, FOC for Control of PM machines have different control loops and therefore it is probable that fault detection and isolation will have different sensitivity. It is very probable that one of these control schemes (PID, DTC or FOC) are more convenient for fault detection and isolation which this dissertation will analyze through computer simulation and, if laboratory condition exist, also running a physical models

System identification and structural health monitoring of bridge structures

This research study addresses two issues for the identification of structural characteristics of civil infrastructure systems. The first one is related to the problem of dynamic system identification, by means of experimental and operational modal analysis, applied to a large variety of bridge structures. Based on time and frequency domain techniques and mainly with output-only acceleration, velocity or strain data, modal parameters have been estimated for suspension bridges, masonry arch bridges, concrete arch and continuous bridges, reticular and box girder steel bridges. After giving an in-depth overview of standard and advanced stochastic methods, differences of the existing approaches in their performances are highlighted during system identification on the different kinds of civil infrastructures. The evaluation of their performance is accompanied by easy and hard determinable cases, which gave good results only after performing advanced clustering analysis. Eventually, real-time vibration-based structural health monitoring algorithms are presented during their performance in structural damage detection by statistical models. The second issue is the noise-free estimation of high order displacements taking place on suspension bridges. Once provided a comprehensive treatment of displacement and acceleration data fusion for dynamic systems by defining the Kalman filter algorithm, the combination of these two kinds of measurements is achieved, improving the deformations observed. Thus, an exhaustive analysis of smoothed displacement data on a suspension bridge is presented. The successful tests were subsequently used to define the non-collocated sensor monitoring problem with the application on simplified model

Approximate Bayesian inference methods for stochastic state space models

This thesis collects together research results obtained during my doctoral studies related to approximate Bayesian inference in stochastic state-space models. The published research spans a variety of topics including 1) application of Gaussian filtering in satellite orbit prediction, 2) outlier robust linear regression using variational Bayes (VB) approximation, 3) filtering and smoothing in continuous-discrete Gaussian models using VB approximation and 4) parameter estimation using twisted particle filters. The main goal of the introductory part of the thesis is to connect the results to the general framework of estimation of state and model parameters and present them in a unified manner.Bayesian inference for non-linear state space models generally requires use of approximations, since the exact posterior distribution is readily available only for a few special cases. The approximation methods can be roughly classified into to groups: deterministic methods, where the intractable posterior distribution is approximated from a family of more tractable distributions (e.g. Gaussian and VB approximations), and stochastic sampling based methods (e.g. particle filters). Gaussian approximation refers to directly approximating the posterior with a Gaussian distribution, and can be readily applied for models with Gaussian process and measurement noise. Well known examples are the extended Kalman filter and sigma-point based unscented Kalman filter. The VB method is based on minimizing the Kullback-Leibler divergence of the true posterior with respect to the approximate distribution, chosen from a family of more tractable simpler distributions.The first main contribution of the thesis is the development of a VB approximation for linear regression problems with outlier robust measurement distributions. A broad family of outlier robust distributions can be presented as an infinite mixture of Gaussians, called Gaussian scale mixture models, and include e.g. the t-distribution, the Laplace distribution and the contaminated normal distribution. The VB approximation for the regression problem can be readily extended to the estimation of state space models and is presented in the introductory part.VB approximations can be also used for approximate inference in continuous-discrete Gaussian models, where the dynamics are modeled with stochastic differential equations and measurements are obtained at discrete time instants. The second main contribution is the presentation of a VB approximation for these models and the explanation of how the resulting algorithm connects to the Gaussian filtering and smoothing framework.The third contribution of the thesis is the development of parameter estimation using particle Markov Chain Monte Carlo (PMCMC) method and twisted particle filters. Twisted particle filters are obtained from standard particle filters by applying a special weighting to the sampling law of the filter. The weighting is chosen to minimize the variance of the marginal likelihood estimate, and the resulting particle filter is more efficient than conventional PMCMC algorithms. The exact optimal weighting is generally not available, but can be approximated using the Gaussian filtering and smoothing framework