Group Iterative Spectrum Thresholding for Super-Resolution Sparse Spectral Selection

Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency, thereby resulting in a coherent design. The popular convex compressed sensing methods break down in presence of high coherence and large noise. We propose a new regularization approach to handle model collinearity and obtain parsimonious frequency selection simultaneously. It takes advantage of the pairing structure of sine and cosine atoms in the frequency dictionary. A probabilistic spectrum screening is also developed for fast computation in high dimensions. A data-resampling version of high-dimensional Bayesian Information Criterion is used to determine the regularization parameters. Experiments show the efficacy and efficiency of the proposed algorithms in challenging situations with small sample size, high frequency resolution, and low signal-to-noise ratio

Bayesian Model Search for Nonstationary Periodic Time Series

We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behaviour. We approximate the time series using a piecewise oscillatory model with unknown periodicities, where our goal is to estimate the change-points while simultaneously identifying the potentially changing periodicities in the data. Our proposed methodology is based on a trans-dimensional Markov chain Monte Carlo (MCMC) algorithm that simultaneously updates the change-points and the periodicities relevant to any segment between them. We show that the proposed methodology successfully identifies time changing oscillatory behaviour in two applications which are relevant to e-Health and sleep research, namely the occurrence of ultradian oscillations in human skin temperature during the time of night rest, and the detection of instances of sleep apnea in plethysmographic respiratory traces.Comment: Received 23 Oct 2018, Accepted 12 May 201

Wavelet Analysis and Denoising: New Tools for Economists

This paper surveys the techniques of wavelets analysis and the associated methods of denoising. The Discrete Wavelet Transform and its undecimated version, the Maximum Overlapping Discrete Wavelet Transform, are described. The methods of wavelets analysis can be used to show how the frequency content of the data varies with time. This allows us to pinpoint in time such events as major structural breaks. The sparse nature of the wavelets representation also facilitates the process of noise reduction by nonlinear wavelet shrinkage , which can be used to reveal the underlying trends in economic data. An application of these techniques to the UK real GDP (1873-2001) is described. The purpose of the analysis is to reveal the true structure of the data - including its local irregularities and abrupt changes - and the results are surprising.Wavelets, Denoising, Structural breaks, Trend estimation

Empowering and assisting natural human mobility: The simbiosis walker

This paper presents the complete development of the Simbiosis Smart Walker. The device is equipped with a set of sensor subsystems to acquire user-machine interaction forces and the temporal evolution of user's feet during gait. The authors present an adaptive filtering technique used for the identification and separation of different components found on the human-machine interaction forces. This technique allowed isolating the components related with the navigational commands and developing a Fuzzy logic controller to guide the device. The Smart Walker was clinically validated at the Spinal Cord Injury Hospital of Toledo - Spain, presenting great acceptability by spinal chord injury patients and clinical staf

Audio Analysis/synthesis System

A method and apparatus for the automatic analysis, synthesis and modification of audio signals, based on an overlap-add sinusoidal model, is disclosed. Automatic analysis of amplitude, frequency and phase parameters of the model is achieved using an analysis-by-synthesis procedure which incorporates successive approximation, yielding synthetic waveforms which are very good approximations to the original waveforms and are perceptually identical to the original sounds. A generalized overlap-add sinusoidal model is introduced which can modify audio signals without objectionable artifacts. In addition, a new approach to pitch-scale modification allows for the use of arbitrary spectral envelope estimates and addresses the problems of high-frequency loss and noise amplification encountered with prior art methods. The overlap-add synthesis method provides the ability to synthesize sounds with computational efficiency rivaling that of synthesis using the discrete short-time Fourier transform (DSTFT) while eliminating the modification artifacts associated with that method.Georgia Tech Research Corporatio

How Well Does "Core" CPI Capture Permanent Price Changes?

We decompose core CPI and the food and energy CPI measures into permanent and transitory components using a correlated unobserved components model, to examine the behavior of core CPI when subject to shocks and to examine the claim that core CPI captures the persistent part of headline CPI. We find that the permanent component of core CPI is more volatile than core CPI, or that the permanent and transitory components are highly correlated. We find that the excluded food and energy components have important permanent components, and that core CPI has an important transitory component. We examine impulse response functions and find that headline CPI inflation responds more sharply to shocks than core CPI inflation, and after the first year the impact of shocks on headline inflation is less than the impact on core inflation.unobserved components, CPI, price indices, inflation, core

A Novel Experimental Approach Using A Reconfigurable Test Setup For Complex Nonlinear Dynamic Systems

Experimental nonlinear dynamics is an important area of study in the modern engineering field, with engineering applications in structural dynamics, structural control, and structural health monitoring. As a result, the discipline has experienced a great influx of research efforts to develop a versatile and reliable experimental methodology. A technical challenge in many experimental studies is the procurement of a device that exhibits the desired nonlinear behavior. As a result, many researchers have longed for a versatile, but accurate, testing methodology that has complete freedom to simulate a wide range of nonlinearities and stochastic behaviors. The objective of this study is to develop a reconfigurable test setup as a tool to be used in a wide range of nonlinear dynamic studies. The main components include a moving mass whose restoring force can accurately be controlled and reprogrammed (with software) based upon measured displacement and velocity readings at each time step. The device offers control over nonlinear characteristics and the equation of dynamic motion. The advantage of having such an experimental setup is the ability to simulate various types of nonlinearities with the same test setup. As a result, the data collected can be used to help validate nonlinear modeling, system identification, and stochastic analysis studies. A physical test apparatus was developed, and various mechanical, electrical, and programming calibrations were performed for reliable experimental studies. To display potential uses for the reconfigurable approach, examples are presented where the device has been used to create physical data for use in change detection and deterioration studies. In addition, a demonstration is presented of the device’s ability to physically simulate a large-scale orifice viscous damper, commonly used in vibration mitigation in bridges and buildings. For a large-scale viscous damper, physical testing is required to ensure structural design properties. However, due to the large scale of the dampers, expensive dynamic loading tests can be carried out at a very iii limited number of facilities. Using the reconfigurable test setup, the dynamic signature of the large-scale viscous damper can accurately be simulated with pre-collected data. The development of a system capable of emulating the restoring force of a nonlinear device with software is a novel approach and requires further calibration for increased reliability and accuracy. A discussion regarding the challenges faced when developing the methodology is presented and possible solutions are recommended. The methodology introduced by this apparatus is very promising. The device is a valuable experimental tool for researchers and designers, allowing for physical data collection, modeling, analysis, and validation of a wide class of nonlinear phenomena that commonly occur in a wide variety of engineering applications