modeling a no slip flow boundary with an external force field abstract a novel technique related to peskin s immersed boundary approach is used to introduce solid surfaces into a simulated flow field the navier stokes equations permit the presence of an externally imposed body force that may vary in space and time forces are chosen to lie along a desired surface and to have a magnitude and direction opposing the local flow such that the flow is brought to rest on an element of the surface for unsteady viscous flow the direct calculation of the needed force is facilitated by a feedback scheme in which the velocity is used to iteratively determine the desired value in particular we determine the surface body force from the relation f x 5 t t 0 u x 5 t dt u x 5 t for surface points x 5 velocity u time t and negative constants and examples are presented which include 2d flow around cylinders 3d turbulent channel flow where one boundary is simulated with a force field and turbulent channel flow over a riblet covered surface while the new method may be applied to complex geometries on a non cartesian mesh we have chosen to use a simple cartesian grid all simulations are done with a spectral code in a single computational domain without any mapping of the mesh

numerical study of the turbulent flow past an airfoil with trailing edge separation presentation d une methode numerique par volume fini pour la resolution des equations de navier stokes bidimensionnelles incompressibles et stationnaires en coordonnees generales curvilignes application de la methode aux ecoulements turbulents sur des profils avec et sans separation au bord de sortie posterieur comparaison des calculs avec des donnees experimentales

computational study of subcritical response in flow past a circular cylinder flow past a circular cylinder is investigated in the subcritical regime below the onset of benard von karman vortex shedding at reynolds number re c similar or equal to 47 the transient response of infinitesimal perturbations is computed the domain requirements for obtaining converged results is discussed at length it is shown that energy amplification occurs as low as re 2 2 throughout much of the subcritical regime the maximum energy amplification increases approximately exponentially in the square of re reaching 6800 at re c the spatiotemporal structure of the optimal transient dynamics is shown to be transitory benard von karman vortex streets at re similar or equal to 42 the long time structure switches from exponentially increasing downstream to exponentially decaying downstream three dimensional computations show that two dimensional structures dominate the energy growth except at short times

adaptive interference canceler for narrowband and wideband interferences using higher order statistics a new higher order statistics based adaptive interference canceler is introduced to mitigate narrowband and wideband interferences in environments where the interference is non gaussian and a reference signal which is highly correlated with the interference is available the new scheme uses higher order statistics hos of the primary and reference inputs and employs a gradient type algorithm for updating the adaptive filter coefficients the update equation of the hos based adaptive filter is independent of uncorrelated gaussian noises and can mitigate the interference more effectively than adaptive filters based on second order statistics the performance of the hos based adaptive filter is much less sensitive to the choice of the step size parameter than the adaptive filters based on the lms algorithm it is demonstrated by means of extensive simulations that the hos based filter can mitigate both narrowband and wideband interferences effectively comparisons with adaptive filters based on the lms algorithm and second order statistics are also presented in the paper

optimal synthesis of sum and difference beam patterns with a common weight vector for symmetric and asymmetric antenna arrays to alleviate the complexity of feeding network design and reduce the dependence of sum and difference beam pattern synthesis on the central symmetric antenna arrays a method generating a common weight vector to simultaneously produce these two beam patterns for symmetric and asymmetric antenna arrays is proposed by considering the main lobe radiation power of the sum beam pattern sidelobe level sll null depth of the difference beam pattern at the direction of the target and difference to sum ratio as design parameters in the beam pattern synthesis a new optimization problem with a nonconvex objective function and two quadratic fractional constraints is formulated to tackle it we first use the variant penalty method to convert the original constrained optimization problem into a nonsmooth unconstrained one and then adopt smooth functions to approximate the nonsmooth components to obtain a smooth unconstrained optimization problem that is then solved by steepest descent four representative examples namely symmetric linear asymmetric linear asymmetric rectangular and symmetric flower arrays are implemented to demonstrate that our algorithm can simultaneously synthesize the sum and difference beam patterns with accurately controlled slls even in asymmetric array configurations

estimation of frequency delay of arrival fdoa using fourth order statistics in unknown correlated gaussian noise sources a new family of nonparametric and parametric methods based on fourth order statistics for the estimation of the frequency delay of arrival fdoa between two sensor signal measurements corrupted by correlated gaussian noise sources in an unknown way is presented the new family of fdoa estimation methods utilizes the fourth order cumulants or 1 d fourier transforms of sliced fourth order cumulants of the two signal measurements it is demonstrated that the new family of fdoa estimation methods suppresses the effect due to correlated gaussian measurement noises and outperforms existing second order statistics based fdoa estimation methods using either cross ambiguity function or music algorithm various simulation results are presented for different types of signals different lengths of data and different signal to noise ratios

the overdetermined recursive instrumental variable method a recursive instrumental variable algorithm is derived for the overdetermined case in which the number of instruments is greater than the number of estimated parameters in some applications the algorithm provides improved parameter estimation accuracy compared to the standard recursive instrumental variable method the performance of the algorithm is illustrated by simulation results

time delay estimation in unknown gaussian spatially correlated noise a novel class of methods that estimate the difference in arrival time between signals corrupted by spatially correlated gaussian noise sources of unknown cross correlation is presented the methods are based on the idea of comparing the similarities between the two sensor measurements in higher order spectrum domains bispectrum rather than in the cross correlation domain it is demonstrated that estimation techniques based on higher order cumulants suppress the effect of correlated gaussian noise sources and therefore exhibit improved performance over generalized cross correlation methods results are reported for different types of signals lengths of data records and signal to noise ratios

direct numerical simulation of flow past elliptic cylinders flow over elliptic cylinders can be considered prototypical of flow over a range of bluff bodies since the geometry allows one to study the effect of both thickness and angle of attack on the flow field therefore a careful study of this flow should provide valuable insight into the phenomenon of unsteady separation and the structure of bluff body wakes with this in mind a spectral collocation technique has been developed to simulate the full three dimensional incompressible flow over elliptic cylinders and unlike spectral element and spectral multidomain techniques here the flow is solved in a single domain the equations are discretized on a body fitted elliptic cylindrical grid and properties of the metric associated with this coordinate system are used to solve the governing equations in an efficient manner key issues including the inflow and outflow boundary conditions and time discretization are discussed in detail with the hope that this will facilitate future simulations of similar flows finally we present results of two and three dimensional simulations for a range of flow and geometric parameters the results are compared with available experimental data and it is found that important quantities like strouhal numbers and drag coefficients match well with established values

adaptive eigensubspace algorithms for direction or frequency estimation and tracking the authors present an adaptive estimator of the complete noise or signal subspace of a sample covariance matrix as well as the estimator s practical implementations the general formulation of the proposed estimator results from an asymptotic argument which shows the signal or noise subspace computation to be equivalent to a constrained gradient search procedure a highly parallel algorithm denoted the inflation method is introduced for the estimation of the noise subspace the simulation results of these adaptive estimators show that the adaptive subspace algorithms perform substantially better than p a thompson s 1980 adaptive version of v f pisarenko s technique 1973 in estimating frequencies or directions of arrival doa of plane waves for tracking nonstationary parameters the simulation results also show that the adaptive subspace algorithms are better than direct eigendecomposition methods for which computational complexity is much higher than the adaptive versions

the discrete continuity equation in primitive variable solutions of incompressible flow abstract the use of a non staggered computational grid for the numerical solutions of the incompressible flow equations has many advantages over the use of a staggered grid a penalty however is inherent in the finite difference approximations of the governing equations on non staggered grids in the primitive variable solutions the penalty is that the discrete continuity equation does not converge to machine accuracy rather it converges to a source term which is proportional to the fourth order derivative of the pressure the time increment and the square of the grid spacing an approach which minimizes the error in the discrete continuity equation is developed numerical results obtained for the driven cavity problem confirm the analytical developments

control parametrization a unified approach to optimal control problems with general constraints abstract in this paper we consider a class of optimal control problems with general constraints the aim is to provide a unified approach to the numerical solution of this general class of optimal control problems by using the control parametrization technique where different types of constraints are shown to be equivalent to essentially the same functional form as the cost functional some convergence properties of this proposed method are also investigated

computation of solid liquid phase fronts in the sharp interface limit on fixed grids a finite difference formulation is applied to track solid liquid boundaries on a fixed underlying grid the interface is not of finite thickness but is treated as a discontinuity and is explicitly tracked the imposition of boundary conditions exactly on a sharp interface that passes through the cartesian grid is performed using simple stencil readjustments in the vicinity of the interface attention is paid to formulating difference schemes that are globally second order accurate in x and t error analysis and grid refinement studies are performed for test problems involving the diffusion and convection diffusion equations and for stable solidification problems issues concerned with stability and change of phase of grid points in the evolution of solid liquid phase fronts are also addressed it is demonstrated that the field calculation is second order accurate while the position of the phase front is calculated to first order accuracy furthermore the accuracy estimates hold for the cases where there is a property jump across the interface unstable solidification phenomena are simulated and an attempt is made to compare results with previously published work the results indicate the need to begin an effort to benchmark computations of instability phenomena

a cartesian grid method for modeling multiple moving objects in 2d incompressible viscous flow we present an efficient method for solving 2d incompressible viscous flows around multiple moving objects our method employs an underlying regular cartesian grid to solve the system using a streamfunction vorticity formulation and with discontinuities representing the embedded objects the no penentration condition for the moving geometry is satisfied by superposing a homogenous solution to the poisson s equation for the streamfunction the no slip condition is satisfied by generating vorticity on the surfaces of the objects both the initial poisson solution and the evaluation of the homogenous solution require embedding irregular discontinuities in a fast poisson solver computation time is dictated by the time required to do a fast poisson solution plus solve an integral form of laplace s equation there is no significant increase in computational cost if the geometry of the embedded objects is variable and moving relative to the underlying grid we test the method against the canonical example of flow past a cylinder and obtained new results on the flow and forces of two cylinders moving relative to each other

alternate formulations for the pressure equation laplacian on a collocated grid for solving the unsteady incompressible navier stokes equations abstract the solution of the unsteady incompressible navier stokes on a collocated grid is investigated a consistent formulation to construct the laplacian in the pressure equation is developed it is shown that within this framework laplacians with different characteristics can be constructed which can be made to satisfy discrete continuity and considerably reduce pressure oscillations a third order forward biased approximation for the gradient operator of pressure works very well in completely eliminating pressure oscillations in a lid driven cavity flow test problem

the cumulant theory of cyclostationary time series ii development and applications for pt i see ibid vol 42 no 12 p 3387 3408 1994 the development of the theory of nonlinear processing of cyclostationary time series that is initiated in part i is continued a new type of cumulant for complex valued variables is introduced and used to generalize the temporal and spectral moments and cumulants for cyclostationary time series from real valued to complex valued time series the relations between the temporal and spectral moments and cumulants at the inputs and outputs of several signal processing operations are determined formulas for the temporal and spectral cumulants of complex valued pulse amplitude modulated time series are derived estimators for the temporal moments and cumulants and for the cyclic polyspectra are presented and their properties are discussed the performance of these estimators is illustrated by several computer simulation examples for pulse amplitude modulated time series the theory is applied to the problems of weak signal detection and interference tolerant time delay estimation

bearing estimation in the bispectrum domain a new array processing method is presented for bearing estimation based on the cross bispectrum of the array output data the method is based on the asymptotic distribution of cross bispectrum estimates and uses maximum likelihood theory it is demonstrated that when the noise additive sources are spatially correlated gaussian with unknown cross spectral matrix csm the cross bispectrum method provides better bearing estimates than the stochastic maximum likelihood method with known csm analytical studies and simulations are given to document the performance of the new method

subdivision stabilised immersed b spline finite elements for moving boundary flows an immersed finite element method is presented to compute flows with complex moving boundaries on a fixed cartesian grid the viscous incompressible fluid flow equations are discretized with b spline basis functions the two scale relation for b splines is used to implement an elegant and efficient technique to satisfy the lbb condition on non grid aligned fluid domains and at moving boundaries the boundary conditions are enforced with a consistent penalty method as originally proposed by nitsche in addition a special extrapolation technique is employed to prevent the loss of numerical stability in presence of arbitrarily small cut cells the versatility and accuracy of the proposed approach is demonstrated by means of convergence studies and comparisons with previous experimental and computational investigations

a non staggered grid fractional step method for time dependent incompressible navier stokes equations in curvilinear coordinates a numerical method for solving three dimensional time dependent incompressible navier stokes equations in curvilinear coordinates is presented the non staggered grid method originally developed by c m rhie and w l chow aiaaj 21 1525 1983 for steady state problems is extended to compute unsteady flows in the computational space the cartesian velocity components and the pressure are defined at the center of a control volume while the volume fluxes are defined at the mid point on their corresponding cell faces the momentum equations are integrated semi implicitly by the approximate factorization technique the intermediate velocities are interpolated onto the faces of the control volume to form the source terms of the pressure poisson equation which is solved iteratively with a multigrid method the compatibility condition of the pressure poisson equation is satisfied in the same manner as in a staggered grid method mass conservation can be satisfied to machine accuracy the pressure boundary condition is derived from the momentum equations solutions of both steady and unsteady problems including the large eddy simulation of a rotating and stratified upwelling flow in an irregular container established the favorable accuracy and efficiency of the present method

a cartesian grid projection method for the incompressible euler equations in complex geometries many problems in fluid dynamics require the representation of complicated internal or external boundaries of the flow here we present a method for calculating time dependent incompressible inviscid flow which combines a projection method with a cartesian grid approach for representing geometry in this approach the body is represented as an interface embedded in a regular cartesian mesh the advection step is based on a cartesian grid algorithm for compressible flow in which the discretization of the body near the flow uses a volume of fluid representation a redistribution procedure is used to eliminate time step restrictions due to small cells where the boundary intersects the mesh the projection step uses an approximate projection based on a cartesian grid method for potential flow the method incorporates knowledge of the body through volume and area fractions along with certain other integrals over the mixed cells convergence results are given for the projection itself and for the time dependent algorithm in two dimensions the method is also demonstrated on flow past a half cylinder with vortex shedding

the immersed interface method for elliptic equations with discontinuous coefficients and singular sources the authors develop finite difference methods for elliptic equations of the form nabla cdot beta x nabla u x kappa x u x f x in a region omega in one or two space dimension

an immersed boundary method based on the gas kinetic bgk scheme for incompressible viscous flow in this paper an immersed boundary ib method based on the gas kinetic bhatnagar gross krook bgk scheme is proposed to simulate the incompressible viscous flow around stationary and moving rigid bodies in the presented ib method a set of lagrangian points represent the solid boundary and will exert force on the surrounding eulerian points which are the cell centers within the finite volume framework this force is calculated by a special iterative procedure and has an effect on the flux at the interface of cell which guarantees the fulfillment of the no slip boundary condition and entirely avoids the flow penetration the flow field is obtained from the bgk scheme with local grid refinement without complex mesh generation and transformation the present technique can be conveniently applied to simulations with complex and moving solid boundaries the second order temporal accuracy and better than first order spatial accuracy in l 2 norm are testified by the simulation of stokes first problem other three different test cases including flows around a stationary circular cylinder two circular cylinders in tandem and an oscillating circular cylinder demonstrate the good capability of the present method expanding the immersed boundary ib method to the finite volume gas kinetic bhatnagar gross krook bgk scheme the flux across the cell s interface will be influenced by the immersed boundary force the flow penetration to the immersed boundary is completely eliminated the present method can be conveniently applied to problems with moving objects

optimal boundary control for water hammer suppression in fluid transmission pipelines when fluid flow in a pipeline is suddenly halted a pressure surge or wave is created within the pipeline this phenomenon called water hammer can cause major damage to pipelines including pipeline ruptures in this paper we model the problem of mitigating water hammer during valve closure by an optimal boundary control problem involving a nonlinear hyperbolic pde system that describes the fluid flow along the pipeline the control variable in this system represents the valve boundary actuation implemented at the pipeline terminus to solve the boundary control problem we first use the method of lines to obtain a finite dimensional ode model based on the original pde system then for the boundary control design we apply the control parameterization method to obtain an approximate optimal parameter selection problem that can be solved using nonlinear optimization techniques such as sequential quadratic programming sqp we conclude the paper with simulation results demonstrating the capability of optimal boundary control to significantly reduce flow fluctuation

arma bispectrum approach to nonminimum phase system identification an identification procedure is proposed for a nongaussian white noise driven linear time invariant nonminimum phase fir finite impulse response system the method is based on parametric modeling of the third moments of the output sequence and uses causal and anticausal autoregressive moving average arma models the magnitude and phase response of the system are expressed in terms of the ar parameters of the arma models in particular the ar part of the causal arma model captures the minimum phase component of the system and the ar part of the anticausal arma captures the maximum phase component both sets of parameters are obtained by solving overdetermined linear systems of equations a model order selection criterion based on third order moments is proposed the arma bispectrum approach is compared to more conventional approaches for magnitude and phase reconstruction it is demonstrated that the proposed identification procedure exhibits improved modeling performance the method does not require knowledge of the non gaussian noise distribution

modeling of time delay and its application to estimation of nonstationary delays a method to model a time delay by a finite impulse response filter is presented it is useful in simulation work that involves time delays and transforms the time delay estimation problem into one of parameter estimation the benefits of this approach are the elimination of spectral estimation a choice of many parameter estimation algorithms and the capability to track time varying delays two examples of estimating nonstationary time delays are also given

a novel penalty approach for nonlinear dynamic optimization problems with inequality path constraints the control vector parameterization cvp approach is popular to solve nonlinear dynamic optimization problems but handling inequality path constraints within its framework is a challenge this study deals with inequality path constraints by using the l 1 penalty function and a novel smoothing technique after clarifying some theories of the proposed approach a concomitant algorithm is also put forward and verified

regular article an accurate cartesian grid method for viscous incompressible flows with complex immersed boundaries a cartesian grid method has been developed for simulating two dimensional unsteady viscous incompressible flows with complex immersed boundaries a finite volume method based on a second order accurate central difference scheme is used in conjunction with a two step fractional step procedure the key aspects that need to be considered in developing such a solver are imposition of boundary conditions on the immersed boundaries and accurate discretization of the governing equation in cells that are cut by these boundaries a new interpolation procedure is presented which allows systematic development of a spatial discretization scheme that preserves the second order spatial accuracy of the underlying solver the presence of immersed boundaries alters the conditioning of the linear operators and this can slow down the iterative solution of these equations the convergence is accelerated by using a preconditioned conjugate gradient method where the preconditioner takes advantage of the structured nature of the underlying mesh the accuracy and fidelity of the solver is validated by simulating a number of canonical flows and the ability of the solver to simulate flows with very complicated immersed boundaries is demonstrated

gerris a tree based adaptive solver for the incompressible euler equations in complex geometries an adaptive mesh projection method for the time dependent incompressible euler equations is presented the domain is spatially discretised using quad octrees and a multilevel poisson solver is used to obtain the pressure complex solid boundaries are represented using a volume of fluid approach second order convergence in space and time is demonstrated on regular statically and dynamically refined grids the quad octree discretisation proves to be very flexible and allows accurate and efficient tracking of flow features the source code of the method implementation is freely available

the cross bicepstrum definition properties and application for simultaneous reconstruction of three nonminimum phase signals the recovery of three signals from their cross bispectrum or the identification of the impulse responses of three parallel linear time invariant lti systems from the cross bispectrum of their system outputs by computing the complex cepstrum of the cross bispectrum as long as the signals or impulse responses have no zeros on the unit circle is discussed it is shown that the three signals can be separated completely and approximately recovered in the cross bicepstrum domain except for their magnitude and linear phase factors the computation of the cross bicepstrum can be seen as a method for the simultaneous computation of the ordinary complex cepstra of three nonminimum phase signals without the need for phase unwrapping both least squares and fast fourier transform fft based methods for computing the bicepstral coefficients are presented simulation examples of signal reconstruction in gaussian white and nongaussian colored noise and of system identification are included the results are extended to nth order cross spectra and the factorization problem for these spectra is discussed

multiphase dynamics in arbitrary geometries on fixed cartesian grids in this work a mixed eulerian lagrangian algorithm calledelafint eulerian lagrangian algorithm for interface tracking is developed further and applied to compute flows with solid fluid and fluid fluid interfaces the method is capable of handling fluid flows in the presence of both irregularly shaped solid boundaries and moving boundaries on a fixed cartesian grid the field equations are solved on the underlying fixed grid using a collocated variable pressure based formulation the moving boundary is tracked explicitly by the lagrangian translation of marker particles the moving boundary passes through the grid and the immersed boundary technique is used to handle its interaction with the underlying grid the internal solid boundaries are dealt with by using a cut cell technique particular attention is directed toward conservation and consistency in the vicinity of both phase boundaries the complex geometry feature has been tested for a variety of flow problems the performance of the immersed boundary representation is demonstrated in the simulation of newtonian liquid drops the combination of the two features is then employed in the simulation of motion of drops through constricted tubes the capabilities developed here can be useful for solving flow problems involving moving and stationary complex boundaries

a consistent direct discretization scheme on cartesian grids for convective and conjugate heat transfer a new discretization scheme on cartesian grids namely a consistent direct discretization scheme is proposed for solving incompressible flows with convective and conjugate heat transfer around a solid object the navier stokes and the pressure poisson equations are discretized directly even in the immediate vicinity of a solid boundary with the aid of the consistency between the face velocity and the pressure gradient from verifications in fundamental flow problems the present method is found to significantly improve the accuracy of the velocity and the wall shear stress it is also confirmed that the numerical results are less sensitive to the courant number owing to the consistency between the velocity and pressure fields the concept of the consistent direct discretization scheme is also explored for the thermal field the energy equations for the fluid and solid phases are discretized directly while satisfying the thermal relations that should be valid at their interface it takes different forms depending on the thermal boundary conditions dirichlet isothermal and neumann adiabatic iso heat flux boundary conditions for convective heat transfer and a fluid solid thermal interaction for conjugate heat transfer the validity of these discretizations is assessed by comparing the simulated results with analytical solutions for the respective thermal boundary conditions and it is confirmed that the present schemes also show high accuracy for the thermal field a significant improvement for the conjugate heat transfer problems is that the second order spatial accuracy and numerical stability are maintained even under severe conditions of near practical physical properties for the fluid and solid phases

adaptive iir algorithms based on high order statistics recursive estimation algorithms are derived for moving average and autoregressive moving average processes these algorithms can be used for adaptive infinite impulse response iir filtering of non gaussian processes the behavior of these algorithms is illustrated by extensive numerical examples

complex ambiguity functions using nonstationary higher order cumulant estimates the complex ambiguity function based on second order statistics caf sos has been used to simultaneously estimate the frequency delay of arrival fdoa and time delay of arrival tdoa between two signal measurements its performance however is sensitive to the correlation between two additive noise sources when the noise sources are assumed to be gaussian we develop a new complex ambiguity function based on higher order statistics caf hos that reduces the unknown noise correlation effect the new caf hos algorithm utilizes nonstationary higher order cross cumulant estimates and their fourier transform in fact we suggest a nonstationary estimate of fourth order cross cumulants and obtain the analytical expressions for its mean value and variance we compare the analytical expressions with results obtained by monte carlo runs also we compare the performance of the new complex ambiguity function based on fourth order statistics caf fos against the caf sos algorithm using different gaussian noise sources different signals of interest different signal to noise ratios and different lengths of data

a well conditioned augmented system for solving navier stokes equations in irregular domains an augmented method based on a cartesian grid is proposed for the incompressible navier stokes equations in irregular domains the irregular domain is embedded into a rectangular one so that a fast poisson solver can be utilized in the projection method unlike several methods suggested in the literature that set the force strengths as unknowns which often results in an ill conditioned linear system we set the jump in the normal derivative of the velocity as the augmented variable the new approach improves the condition number of the system for the augmented variable significantly using the immersed interface method we are able to achieve second order accuracy for the velocity numerical results and comparisons to benchmark tests are given to validate the new method a lid driven cavity flow with multiple obstacles and different geometries are also presented

an implicit forcing immersed boundary method for simulating viscous flows in irregular domains abstract we present a method for solving the incompressible navier stokes equations in irregular domains these equations are discretized using finite difference method in a uniform cartesian grid stationary rigid boundaries are embedded in the cartesian grid and singular forces are applied at the rigid boundaries to impose the no slip conditions the singular forces are then distributed to the nearby cartesian grid points using the immersed boundary method in the present work the singular forces are computed implicitly by solving a small system of equations at each time step this system of equations is derived from a second order projection method the main advantage of this method is that it imposes the no slip boundary condition exactly and avoids the need for small time step to maintain stability the ability of the method to simulate viscous flows in irregular domains is demonstrated by applying to 2 dimensional flows past a circular cylinder multiple rigid obstacles and 3 dimensional flow past a sphere

a new method for adaptive time delay estimation for non gaussian signals a novel adaptive scheme for time delay estimation is introduced for signal environments where the signal is non gaussian and the additive noise sources are spatially correlated gaussian with unknown power spectrum characteristics this scheme is based on parametric modeling between two sensor measurements and employs higher order statistics third or fourth order of the data it is demonstrated by means of extensive simulations that this scheme works well for both stationary and nonstationary cases as expected it outperforms the cross correlation based gradient method for time delay adaptation in spatially correlated gaussian noises the proposed scheme is compared to the overdetermined recursive instrumental variable method and is shown to exhibit substantially less computational complexity

the cumulant theory of cyclostationary time series i foundation the problem of characterizing the sine wave components in the output of a polynomial nonlinear system with a cyclostationary random time series input is investigated the concept of a pure nth order sine wave is introduced and it is shown that pure nth order sine wave strengths in the output time series are given by scaled fourier coefficients of the polyperiodic temporal cumulant of the input time series the higher order moments and cumulants of narrowband spectral components of time series are defined and then idealized to the case of infinitesimal bandwidth such spectral moments and cumulants are shown to be characterized by the fourier transforms of the temporal moments and cumulants of the time series it is established that the temporal and spectral cumulants have certain mathematical and practical advantages over their moment counterparts to put the contributions of the paper in perspective a uniquely comprehensive historical survey that traces the development of the ideas of temporal and spectral cumulants from their inception is provided

image motion estimation algorithms using cumulants a class of algorithms is presented that estimates the displacement vector from two successive image frames consisting of signal plus noise in the model the signals are assumed to be either non gaussian or quasistationary deterministic and via a consistency result for cumulant estimators the authors unify the stochastic and deterministic signal viewpoints the noise sources are assumed to be gaussian perhaps spatially and temporally correlated and of unknown covariance viewing image motion estimation as a 2d time delay estimation problem the displacement vector of a moving object is estimated by solving linear equations involving third order auto cumulants and cross cumulants additionally a block matching algorithm is developed that follows from a cumulant error optimality criterion finally the displacement vector for each pel is estimated using a recursive algorithm that minimizes a mean 2d fourth order cumulant criterion simulation results are presented and discussed

a fixed grid sharp interface method for bubble dynamics and phase change abstract a numerical method has been developed for direct simulation of bubble dynamics with large liquid to vapor density ratio and phase change the numerical techniques are based on a fixed grid finite volume method capable of treating the interface as a sharp discontinuity the unsteady axisymmetric navier stokes equations and energy equation in both liquid and vapor phases are computed the mass momentum and energy conditions are explicitly matched at the phase boundary to determine the interface shape and movement the cubic b spline is used in conjunction with a fairing algorithm to yield smooth and accurate information of curvatures nondimensional parameters including reynolds weber and jakob numbers are varied to offer insight into the physical and numerical characteristics of the bubble dynamics based on the present sharp interface approach bubble dynamics for density ratio of 1600 or higher with and without phase change can be successfully computed

blind identification of simo systems and simultaneous estimation of multiple time delays from hos based inverse filter criteria higher order statistics based inverse filter criteria ifc have been effectively used for blind equalization of single input multiple output simo systems recently chi and chen reported a relationship between the unknown simo system and the optimum equalizer designed by the ifc for finite signal to noise ratio snr in this paper based on this relationship an iterative fast fourier transform fft based nonparametric blind system identification bsi algorithm and an fft based multiple time delay estimation mtde algorithm are proposed with a given set of non gaussian measurements the proposed bsi algorithm allows the unknown simo system to have common subchannel zeros and its performance estimation accuracy is superior to that of the conventional ifc based methods the proposed mtde algorithm can simultaneously estimate all the p 1 time delays with respect to a reference sensor with space diversity of sensors exploited therefore its performance estimation accuracy is robust to the nonuniform distribution of snrs of p spl ges 2 sensors due to channel fading some simulation results are presented to support the efficacy of the proposed bsi algorithm and mtde algorithm