Application of the Evidence Procedure to the Estimation of Wireless Channels

We address the application of the Bayesian evidence procedure to the estimation of wireless channels. The proposed scheme is based on relevance vector machines (RVM) originally proposed by M. Tipping. RVMs allow to estimate channel parameters as well as to assess the number of multipath components constituting the channel within the Bayesian framework by locally maximizing the evidence integral. We show that, in the case of channel sounding using pulse-compression techniques, it is possible to cast the channel model as a general linear model, thus allowing RVM methods to be applied. We extend the original RVM algorithm to the multiple-observation/multiple-sensor scenario by proposing a new graphical model to represent multipath components. Through the analysis of the evidence procedure we develop a thresholding algorithm that is used in estimating the number of components. We also discuss the relationship of the evidence procedure to the standard minimum description length (MDL) criterion. We show that the maximum of the evidence corresponds to the minimum of the MDL criterion. The applicability of the proposed scheme is demonstrated with synthetic as well as real-world channel measurements, and a performance increase over the conventional MDL criterion applied to maximum-likelihood estimates of the channel parameters is observed

The Cramer-Rao Bound and DMT Signal Optimisation for the Identification of a Wiener-Type Model

In linear system identification, optimal excitation signals can be determined using the Cramer-Rao bound. This problem has not been thoroughly studied for the nonlinear case. In this work, the Cramer-Rao bound for a factorisable Volterra model is derived. The analytical result is supported with simulation examples. The bound is then used to find the optimal excitation signal out of the class of discrete multitone signals. As the model is nonlinear in the parameters, the bound depends on the model parameters themselves. On this basis, a three-step identification procedure is proposed. To illustrate the procedure, signal optimisation is explicitly performed for a third-order nonlinear model. Methods of nonlinear optimisation are applied for the parameter estimation of the model. As a baseline, the problem of optimal discrete multitone signals for linear FIR filter estimation is reviewed

Relaxation oscillations and negative strain rate sensitivity in the Portevin - Le Chatelier effect

A characteristic feature of the Portevin - Le Chatelier effect or the jerky flow is the stick-slip nature of stress-strain curves which is believed to result from the negative strain rate dependence of the flow stress. The latter is assumed to result from the competition of a few relevant time scales controlling the dynamics of jerky flow. We address the issue of time scales and its connection to the negative strain rate sensitivity of the flow stress within the framework of a model for the jerky flow which is known to reproduce several experimentally observed features including the negative strain rate sensitivity of the flow stress. We attempt to understand the above issues by analyzing the geometry of the slow manifold underlying the relaxational oscillations in the model. We show that the nature of the relaxational oscillations is a result of the atypical bent geometry of the slow manifold. The analysis of the slow manifold structure helps us to understand the time scales operating in different regions of the slow manifold. Using this information we are able to establish connection with the strain rate sensitivity of the flow stress. The analysis also helps us to provide a proper dynamical interpretation for the negative branch of the strain rate sensitivity.Comment: 7 figures, To appear in Phys. Rev.

Testing the assumptions of linear prediction analysis in normal vowels

This paper develops an improved surrogate data test to show experimental evidence, for all the simple vowels of US English, for both male and female speakers, that Gaussian linear prediction analysis, a ubiquitous technique in current speech technologies, cannot be used to extract all the dynamical structure of real speech time series. The test provides robust evidence undermining the validity of these linear techniques, supporting the assumptions of either dynamical nonlinearity and/or non-Gaussianity common to more recent, complex, efforts at dynamical modelling speech time series. However, an additional finding is that the classical assumptions cannot be ruled out entirely, and plausible evidence is given to explain the success of the linear Gaussian theory as a weak approximation to the true, nonlinear/non-Gaussian dynamics. This supports the use of appropriate hybrid linear/nonlinear/non-Gaussian modelling. With a calibrated calculation of statistic and particular choice of experimental protocol, some of the known systematic problems of the method of surrogate data testing are circumvented to obtain results to support the conclusions to a high level of significance

High order amplitude equation for steps on creep curve

We consider a model proposed by one of the authors for a type of plastic instability found in creep experiments which reproduces a number of experimentally observed features. The model consists of three coupled non-linear differential equations describing the evolution of three types of dislocations. The transition to the instability has been shown to be via Hopf bifurcation leading to limit cycle solutions with respect to physically relevant drive parameters. Here we use reductive perturbative method to extract an amplitude equation of up to seventh order to obtain an approximate analytic expression for the order parameter. The analysis also enables us to obtain the bifurcation (phase) diagram of the instability. We find that while supercritical bifurcation dominates the major part of the instability region, subcritical bifurcation gradually takes over at one end of the region. These results are compared with the known experimental results. Approximate analytic expressions for the limit cycles for different types of bifurcations are shown to agree with their corresponding numerical solutions of the equations describing the model. The analysis also shows that high order nonlinearities are important in the problem. This approach further allows us to map the theoretical parameters to the experimentally observed macroscopic quantities.Comment: LaTex file and eps figures; Communicated to Phys. Rev.

Dynamics of stick-slip in peeling of an adhesive tape

We investigate the dynamics of peeling of an adhesive tape subjected to a constant pull speed. We derive the equations of motion for the angular speed of the roller tape, the peel angle and the pull force used in earlier investigations using a Lagrangian. Due to the constraint between the pull force, peel angle and the peel force, it falls into the category of differential-algebraic equations requiring an appropriate algorithm for its numerical solution. Using such a scheme, we show that stick-slip jumps emerge in a purely dynamical manner. Our detailed numerical study shows that these set of equations exhibit rich dynamics hitherto not reported. In particular, our analysis shows that inertia has considerable influence on the nature of the dynamics. Following studies in the Portevin-Le Chatelier effect, we suggest a phenomenological peel force function which includes the influence of the pull speed. This reproduces the decreasing nature of the rupture force with the pull speed observed in experiments. This rich dynamics is made transparent by using a set of approximations valid in different regimes of the parameter space. The approximate solutions capture major features of the exact numerical solutions and also produce reasonably accurate values for the various quantities of interest.Comment: 12 pages, 9 figures. Minor modifications as suggested by refere

A dynamical approach to the spatiotemporal aspects of the Portevin-Le Chatelier effect: Chaos,turbulence and band propagation

Experimental time series obtained from single and poly-crystals subjected to a constant strain rate tests report an intriguing dynamical crossover from a low dimensional chaotic state at medium strain rates to an infinite dimensional power law state of stress drops at high strain rates. We present results of an extensive study of all aspects of the PLC effect within the context a model that reproduces this crossover. A study of the distribution of the Lyapunov exponents as a function of strain rate shows that it changes from a small set of positive exponents in the chaotic regime to a dense set of null exponents in the scaling regime. As the latter feature is similar to the GOY shell model for turbulence, we compare our results with the GOY model. Interestingly, the null exponents in our model themselves obey a power law. The configuration of dislocations is visualized through the slow manifold analysis. This shows that while a large proportion of dislocations are in the pinned state in the chaotic regime, most of them are at the threshold of unpinning in the scaling regime. The model qualitatively reproduces the different types of deformation bands seen in experiments. At high strain rates where propagating bands are seen, the model equations are reduced to the Fisher-Kolmogorov equation for propagative fronts. This shows that the velocity of the bands varies linearly with the strain rate and inversely with the dislocation density, consistent with the known experimental results. Thus, this simple dynamical model captures the complex spatio-temporal features of the PLC effect.Comment: 17 pages, 18 figure

Force-matched embedded-atom method potential for niobium

Large-scale simulations of plastic deformation and phase transformations in alloys require reliable classical interatomic potentials. We construct an embedded-atom method potential for niobium as the first step in alloy potential development. Optimization of the potential parameters to a well-converged set of density-functional theory (DFT) forces, energies, and stresses produces a reliable and transferable potential for molecular dynamics simulations. The potential accurately describes properties related to the fitting data, and also produces excellent results for quantities outside the fitting range. Structural and elastic properties, defect energetics, and thermal behavior compare well with DFT results and experimental data, e.g., DFT surface energies are reproduced with less than 4% error, generalized stacking-fault energies differ from DFT values by less than 15%, and the melting temperature is within 2% of the experimental value.Comment: 17 pages, 13 figures, 7 table