scholarly journals Assimilation of multiple linearly dependent data vectors

2019 ◽  
Vol 24 (1) ◽  
pp. 349-354
Author(s):  
Trond Mannseth

AbstractAssimilation of a sequence of linearly dependent data vectors, $\{d_{l}\}^{L}_{l=1}${dl}l=1L such that ${d_{l} = B_{l}d_{L}}^{L-1}_{ l=1}$dl=BldLl=1L−1, is considered for a parameter estimation problem. Such a data sequence can occur, for example, in the context of multilevel data assimilation. Since some information is used several times when linearly dependent data vectors are assimilated, the associated data-error covariances must be modified. I develop a condition that the modified covariances must satisfy in order to sample correctly from the posterior probability density function of the uncertain parameter in the linear-Gaussian case. It is shown that this condition is a generalization of the well-known condition that must be satisfied when assimilating the same data vector multiple times. I also briefly discuss some qualitative and computational issues related to practical use of the developed condition.

Author(s):  
Peter W. Tse ◽  
Dong Wang

Rolling element bearings are widely used in machines to support rotation shafts. Bearing failures may result in machine breakdown. In order to prevent bearing failures, early bearing faults are required to be identified. Wavelet analysis has proven to be an effective method for extracting early bearing fault features. Proper selection of wavelet parameters is crucial to wavelet analysis. In this paper, a Bayesian framework is proposed to compute and update wavelet parameter distributions. First, a smoothness index is used as the objective function because it has specific upper and lower bounds. Second, a general sequential Monte Carlo method is introduced to analytically derive the joint posterior probability density function of wavelet parameters. Last, approximately optimal wavelet parameters are inferred from the joint posterior probability density function. Simulated and real case studies are investigated to demonstrate that the proposed framework is effective in extracting early bearing fault features.


2013 ◽  
Vol 336-338 ◽  
pp. 336-342
Author(s):  
Yi Gui ◽  
Nong Cheng

Rao-Blackwellized Particle Filter (RBPF) is suitable for solving the linear/nonlinear mixed Terrain-Aided Navigation (TAN) problem. But the Particle Filter (PF) part of RBPF is Standard Particle Filter (SPF), causing particle diversity reduction and even filters divergence under extreme conditions. To get a better estimation of the errors of INS, this paper proposes an improved approach called Regularized Rao-Blackwellized Particle Filter (RRBPF). After updating the nonlinear state and corresponding importance weights, RRBPF resamples from the Epanechnikov kernel and then get the resampled particles through a linear transition process. Theoretically, the resampling part of RRBPF is equivalent to resampling from the approximated continuous posterior probability density function. Shuttle Radar Topography Mission (SRTM) terrain data is used in simulations to investigate the performance of RRBPF. Results show that RRBPF can provide more accurate estimation of TAN and bear larger initial position error than Sandia Inertial Terrain Aided Navigation (SITAN).


Geophysics ◽  
2013 ◽  
Vol 78 (3) ◽  
pp. V87-V100 ◽  
Author(s):  
Caglar Yardim ◽  
Peter Gerstoft ◽  
Zoi-Heleni Michalopoulou

Sequential Bayesian techniques enable tracking of evolving geophysical parameters via sequential observations. They provide a formulation in which the geophysical parameters that characterize dynamic, nonstationary processes are continuously estimated as new data become available. This is done by using prediction from previous estimates of geophysical parameters, updates stemming from physical and statistical models that relate seismic measurements to the unknown geophysical parameters. In addition, these techniques provide the evolving uncertainty in the estimates in the form of posterior probability density functions. In addition to the particle filters (PFs), extended, unscented, and ensemble Kalman filters (EnKFs) were evaluated. The filters were compared via reflector and nonvolcanic tremor tracking examples. Because there are numerous geophysical problems in which the environmental model itself is not known or evolves with time, the concept of model selection and its filtering implementation were introduced. A multiple model PF was then used to track an unknown number of reflectors from seismic interferometry data. We found that when the equations that define the geophysical problem are strongly nonlinear, a PF was needed. The PF outperformed all Kalman filter variants, especially in low signal-to-noise ratio tremor cases. However, PFs are computationally expensive. The EnKF is most appropriate when the number of parameters is large. Because each technique is ideal under different conditions, they complement each other and provide a useful set of techniques for solving sequential geophysical inversion problems.


Algorithms ◽  
2020 ◽  
Vol 13 (6) ◽  
pp. 144
Author(s):  
Christin Bobe ◽  
Daan Hanssens ◽  
Thomas Hermans ◽  
Ellen Van De Vijver

Often, multiple geophysical measurements are sensitive to the same subsurface parameters. In this case, joint inversions are mostly preferred over two (or more) separate inversions of the geophysical data sets due to the expected reduction of the non-uniqueness in the joint inverse solution. This reduction can be quantified using Bayesian inversions. However, standard Markov chain Monte Carlo (MCMC) approaches are computationally expensive for most geophysical inverse problems. We present the Kalman ensemble generator (KEG) method as an efficient alternative to the standard MCMC inversion approaches. As proof of concept, we provide two synthetic studies of joint inversion of frequency domain electromagnetic (FDEM) and direct current (DC) resistivity data for a parameter model with vertical variation in electrical conductivity. For both studies, joint results show a considerable improvement for the joint framework over the separate inversions. This improvement consists of (1) an uncertainty reduction in the posterior probability density function and (2) an ensemble mean that is closer to the synthetic true electrical conductivities. Finally, we apply the KEG joint inversion to FDEM and DC resistivity field data. Joint field data inversions improve in the same way seen for the synthetic studies.


2013 ◽  
Vol 807-809 ◽  
pp. 1570-1574 ◽  
Author(s):  
Hai Dong Yang ◽  
Dong Guo Shao ◽  
Bi Yu Liu

Pollution point source identification for the non-shore emission which is the main form of sudden water pollution incident is considered in this paper. Firstly, the source traceability of sudden water pollution accidents is taken as the Bayesian estimation problem; secondly, the posterior probability distribution of the source's parameters are deduced; thirdly, the marginal posterior probability density is obtained by using a new traceability method; finally, this proposed method is compared with Bayesian-MCMC by numerical experiments. The conclusions are as following: the new traceability method can reduce the iterations, improve the recognition accuracy, and reduce the overall average error obviously and it is more stable and robust than Bayesian-MCMC and can identify sudden water pollution accidents source effectively. Therefore, it provides a new idea and method to solve the difficulty of traceability problems in sudden water pollution accidents.


Sensors ◽  
2020 ◽  
Vol 20 (5) ◽  
pp. 1374
Author(s):  
Guolei Zhu ◽  
Yingmin Wang ◽  
Qi Wang

In order to improve the robustness and positioning accuracy of the matched field processing (MFP) in underwater acoustic systems, we propose a conditional probability constraint matched field processing (MFP-CPC) algorithm in this paper, which protects the main-lobe and suppresses the side-lobe to the AMFP by the constraint parameters, such as the posterior probability density of source locations obtained by Bayesian criterion under the assumption of white Gaussian noise. Under such constraint, the proposed MFP-CPC algorithm not only has the same merit of a high resolution as AMFP but also improves the robustness. To evaluate the algorithm, the simulated and experimental data in an uncertain shallow ocean environment is used. From the results, MFP-CPC is robust to the moored source, as well as the moving source. In addition, the localization and tracking performances of using the proposed algorithm are consistent with the trajectory of the moving source.


Author(s):  
Qiang Miao ◽  
Dong Wang

Rolling element bearings are widely used in various machinery to support rotation shaft and they are prone to failures. Once a bearing fails, it accelerates failures of other adjacent components and results in unexpected machine breakdown. To prevent machine breakdown and reduce unnecessary economic loss, bearing fault must be detected as early as possible. Besides spectral kurtosis, empirical mode decomposition, cyclostationarity, etc., wavelet transform has proven to be an effective method for identification of different bearing faults because it aims to highlight the inner product between an artificial wavelet function and a signal to be analyzed. In the application of wavelet transform, optimization of wavelet parameters attracts much attention because proper selection of wavelet parameters can maximize performance of wavelet transform and extract impulses caused by bearing faults in the case of interruption from other strong low-frequency vibration components and heavy noises. Compared with other optimization methods, such as genetic algorithm, particle swarm optimization, etc., an analytic and fast Bayesian inference on optimal wavelet parameters for an optimal wavelet filtering for bearing fault diagnosis is proposed in this paper. Prior to Bayesian inference, a state space model of wavelet parameters should be constructed to reflect the relationship between wavelet parameters and measurements. Here, measurements are monotonically increasing kurtosis values, which are able to quantify bearing fault signals. The first kurtosis value and initial wavelet parameters are provided by the fast kurtogram, which is a fast algorithm that can be used to locate one of resonant frequency bands for further demodulation with envelope analysis. For other measurements, they are generated by artificial extrapolations of the first kurtosis value. To iteratively infer posterior probability density functions of wavelet parameters and track the artificial measurements, an unscented transform based Bayesian method is introduced. As the iteration number increases, posterior probability density functions of wavelet parameters converge. Then, the optimal wavelet parameters can be found to conduct an optimal wavelet filtering so as to isolate bearing fault signals from other strong low-frequency vibration components. At last, squared envelope analysis and Fourier transform are utilized to demodulate bearing fault signals enhanced by the proposed method and to identify bearing fault characteristic frequencies, respectively. One real case study is used to illustrate how the proposed method works and to demonstrate that the proposed method can be effectively and efficiently used to extract bearing fault signatures. Additionally, a comparison with the fast kurtogram is conducted to show the proposed method is better than the fast kurtogram for bearing fault diagnosis.


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