Engineering Education and Research Using MATLAB

MATLAB is a software package used primarily in the field of engineering for signal processing, numerical data analysis, modeling, programming, simulation, and computer graphic visualization. In the last few years, it has become widely accepted as an efficient tool, and, therefore, its use has significantly increased in scientific communities and academic institutions. This book consists of 20 chapters presenting research works using MATLAB tools. Chapters include techniques for programming and developing Graphical User Interfaces (GUIs), dynamic systems, electric machines, signal and image processing, power electronics, mixed signal circuits, genetic programming, digital watermarking, control systems, time-series regression modeling, and artificial neural networks

Recurrence Quantity Analysis of the Instantaneous Pressure Fluctuation Signals in the Novel Tank with Multi-Horizontal Submerged Jets

The circulating jet tank (CJT) has been an alternative piece of equipment for mixing instead of the bottom-stirring tank, which is widely used in industrial applications. The recurrence plots (RPs) and recurrence quantification analysis (RQA) of pressure fluctuation signals (PFS) in the novel CJT were employed to reflect the chaotic extent of jet mixing. The recurrence rate, determinism and averaged diagonal line length of PFS were evaluated at different Reynolds numbers, radial positions and axial positions. The profiles of recurrence rate, determinism and averaged diagonal line length had similar tendency with the increasing Re, which showed that the determinism of PFS increased and the randomness of the chaotic system became small. With the increase in z/H, the recurrence characteristics of PFS at θm = π/6 gradually increased, which were smaller than that of other θm. The results of this study provide a deep understanding of the hydrodynamics in the CJT, and thus lay a foundation for further design optimization

Nonlinear Stochastic Modeling and Analysis of Cardiovascular System Dynamics - Diagnostic and Prognostic Applications

The purpose of this investigation is to develop monitoring, diagnostic and prognostic schemes for cardiovascular diseases by studying the nonlinear stochastic dynamics underlying complex heart system. The employment of a nonlinear stochastic analysis combined with wavelet representations can extract effective cardiovascular features, which will be more sensitive to the pathological dynamics instead of the extraneous noises. While conventional statistical and linear systemic approaches have limitations for capturing signal variations resulting from changes in the cardiovascular system states. The research methodology includes signal representation using optimal wavelet function design, feature extraction using nonlinear recurrence analysis, and local recurrence modeling for state prediction.Industrial Engineering & Managemen

GPSINDy: Data-Driven Discovery of Equations of Motion

In this paper, we consider the problem of discovering dynamical system models from noisy data. The presence of noise is known to be a significant problem for symbolic regression algorithms. We combine Gaussian process regression, a nonparametric learning method, with SINDy, a parametric learning approach, to identify nonlinear dynamical systems from data. The key advantages of our proposed approach are its simplicity coupled with the fact that it demonstrates improved robustness properties with noisy data over SINDy. We demonstrate our proposed approach on a Lotka-Volterra model and a unicycle dynamic model in simulation and on an NVIDIA JetRacer system using hardware data. We demonstrate improved performance over SINDy for discovering the system dynamics and predicting future trajectories.Comment: Submitted to ICRA 202

Fall Detection Using Channel State Information from WiFi Devices

Falls among the independently living elderly population are a major public health worry, leading to injuries, loss of confidence to live independently and even to death. Each year, one in three people aged 65 and older falls and one in five of them suffers fatal or non fatal injuries. Therefore, detecting a fall early and alerting caregivers can potentially save lives and increase the standard of living. Existing solutions, e.g. push-button, wearables, cameras, radar, pressure and vibration sensors, have limited public adoption either due to the requirement for wearing the device at all times or installing specialized and expensive infrastructure. In this thesis, a device-free, low cost indoor fall detection system using commodity WiFi devices is presented. The system uses physical layer Channel State Information (CSI) to detect falls. Commercial WiFi hardware is cheap and ubiquitous and CSI provides a wealth of information which helps in maintaining good fall detection accuracy even in challenging environments. The goals of the research in this thesis are the design, implementation and experimentation of a device-free fall detection system using CSI extracted from commercial WiFi devices. To achieve these objectives, the following contributions are made herein. A novel time domain human presence detection scheme is developed as a precursor to detecting falls. As the next contribution, a novel fall detection system is designed and developed. Finally, two main enhancements to the fall detection system are proposed to improve the resilience to changes in operating environment. Experiments were performed to validate system performance in diverse environments. It can be argued that through collection of real world CSI traces, understanding the behavior of CSI during human motion, the development of a signal processing tool-set to facilitate the recognition of falls and validation of the system using real world experiments significantly advances the state of the art by providing a more robust fall detection scheme

Chaotic price dynamics of agricultural commodities

Traditionally, commodity prices have been analyzed and modeled in the context of linear generating processes. The purpose of this dissertation is to address the adequacy of this work through examination of the critical assumption of independence in the residual process of linearly specified models. As an alternative, a test procedure is developed and utilized to demonstrate the appropriateness of applying generalized conditional heteroscedastic time series models (GARCH) to agricultural commodity prices. In addition, a distinction is made between testing for independence and testing for chaos in commodity prices. The price series of interest derive from the major international agricultural commodity markets, sampled monthly over the period 1960--1994. The results of the present analysis suggest that for bananas, beef, coffee, soybeans, wool and wheat seasonally adjusted growth rates, ARCH-GARCH models account for some of the non-linear dependence in these commodity price series. As an alternative to the ARCH-GARCH models, several neural network models were estimated and in some cases outperformed the ARCH family of models in terms of forecast ability. This further demonstrated the nonlinearity present in these time series. Although, further examination is needed, all prices were found to be non-linearly dependent. It was determined by use of different statistical measures for testing for deterministic chaos that wheat prices may be an example of such behavior. Therefore, their may be something to be gained in terms of short-run forecast accuracy by using semi-parametric modeling approaches as applied to wheat prices

PSG DYNAMIC CHANGES IN METHAMPHETAMINE ABUSE USING RECURRENCE QUANTIFICATION ANALYSIS

ABSTRACT: Polysomnography (PSG) is a standard approach based on comprehensive monitoring of cardiorespiratory signals during sleep. This study has been conducted on subjects with a record of methamphetamine abuse. The significance of this work is methamphetamine abuse detection and measurement without the use of blood tests. With regard to the nonlinear and chaotic dynamic of vital signals and the richness of PSG, the tool employed to carry out the study is Recurrence Qualification Analysis. The objective behind this is to observe and quantify nonlinear dynamic changes of vital signals caused by methamphetamine abuse. Results reveal that: 1) chaotic signals, in other words, system complexity has decreased; 2) under the influence of methamphetamine, signal entropy has increased, bringing about the irregularity of the signals; 3) methamphetamine consumption prompts signal compression to overtake signal expansion which means signal information has declined. ABSTRAK: Polisomnografi (PSG) adalah pendekatan piawai berdasarkan pengawasan menyeluruh signal kardiorespiratori ketika tidur. Kajian ini telah dijalankan ke atas subjek yang mempunyai rekod salah guna methapitamin. Kepentingan kajian ini adalah bagi mengesan salah guna methapitamin dan mengukurnya tanpa menggunakan ujian darah. Dengan mengambil kira ketidak-linearan dan signal penting dinamik dan PSG yang berharga, kaedah yang digunakan bagi menjalankan kajian ini adalah Analisis Kelayakan Berulang. Objektif di sebalik kajian ini adalah bagi melihat dan mengkuantiti perubahan dinamik tidak linear ke atas signal penting disebabkan salah guna methapitamin. Hasil menunjukkan: 1) Signal huru-hara, atau kata lain, kesulitan sistem telah berkurang; 2) di bawah pengaruh methapitamin, signal entropi telah bertambah, menjadikan signal tidak normal; 3) pengambilan methapitamin menyebabkan signal mampat mengambil alih signal kembang bermaksud informasi signal telah berkurang

Essays on the nonlinear and nonstochastic nature of stock market data

The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientific debate. For almost three decades, most emphasis has been given on upholding the concepts of Market Efficiency and rational investment behaviour. Such an approach has favoured the development of numerous linear and nonlinear models mainly of stochastic foundations. Advances in mathematics have shown that nonlinear deterministic processes i.e. "chaos" can produce sequences that appear random to linear statistical techniques. Till recently, investment finance has been a science based on linearity and stochasticity. Hence it is important that studies of Market Efficiency include investigations of chaotic determinism and power laws. As far as chaos is concerned, there are rather mixed or inconclusive research results, prone with controversy. This inconclusiveness is attributed to two things: the nature of stock market time series, which are highly volatile and contaminated with a substantial amount of noise of largely unknown structure, and the lack of appropriate robust statistical testing procedures. In order to overcome such difficulties, within this thesis it is shown empirically and for the first time how one can combine novel techniques from recent chaotic and signal analysis literature, under a univariate time series analysis framework. Three basic methodologies are investigated: Recurrence analysis, Surrogate Data and Wavelet transforms. Recurrence Analysis is used to reveal qualitative and quantitative evidence of nonlinearity and nonstochasticity for a number of stock markets. It is then demonstrated how Surrogate Data, under a statistical hypothesis testing framework, can be simulated to provide similar evidence. Finally, it is shown how wavelet transforms can be applied in order to reveal various salient features of the market data and provide a platform for nonparametric regression and denoising. The results indicate that without the invocation of any parametric model-based assumptions, one can easily deduce that there is more to linearity and stochastic randomness in the data. Moreover, substantial evidence of recurrent patterns and aperiodicities is discovered which can be attributed to chaotic dynamics. These results are therefore very consistent with existing research indicating some types of nonlinear dependence in financial data. Concluding, the value of this thesis lies in its contribution to the overall evidence on Market Efficiency and chaotic determinism in financial markets. The main implication here is that the theory of equilibrium pricing in financial markets may need reconsideration in order to accommodate for the structures revealed

A Fault Diagnosis System for Rotary Machinery Supported by Rolling Element Bearings

The failure of rolling element bearings is one of the foremost causes of breakdown in rotary machinery. So far, a variety of vibration-based techniques have been developed to monitor the condition of bearings; however, the role of vibration behavior is rarely considered in the proposed techniques. This thesis presents an analytical study of a healthy rotor-bearing system to gain an understanding of the different categories of bearing vibration. In this study, a two degree-of-freedom model is employed, where the contacts between the rolling elements and races are considered to be nonlinear springs. The analytical investigations confirm that the nature of the inner ring oscillation depends on the internal clearance. A fault-free bearing with a small backlash exhibits periodic behavior; however, bearings categorized as having normal clearance oscillate chaotically. The results from the numerical simulations agree with those from the experiments confirming bearing’s chaotic response at various rotational speeds. Bearing faults generate periodic impacts which affect the chaotic behavior. This effect manifests itself in the phase plane, Poincare map, and chaotic quantifiers such as the Lyapunov exponent, correlation dimension, and information entropy. These quantifiers serve as useful indices for detecting bearing defects. To compare the sensitivity and robustness of chaotic indices with those of well-accepted fault detection techniques, a comprehensive investigation is conducted. The test results demonstrate that the Correlation Dimension (CD), Normalized Information Entropy (NIE), and a proposed time-frequency index, the Maximum Approximate Coefficient of Wavelet transform (MACW), are the most reliable fault indicators. A neuro-fuzzy diagnosis system is then developed, where the strength of the aforementioned indices are integrated to provide a more robust assessment of a bearing’s health condition. Moreover, a prognosis scheme, based on the Adaptive Neuro Fuzzy Inference System (ANFIS), in combination with a set of logical rules, is proposed for estimating the next state of a bearing’s condition. Experimental results confirm the viability of forecasting health condition under different speeds and loads