No Arabic abstract
The increasing sophistication of wind turbine design and control generates a need for high-quality data. Therefore, the relatively limited set of measured wind data may be extended with computer-generated surrogate data, e.g. to make reliable statistical studies of energy production and mechanical loads. This paper presents a data-driven, statistical model for the generation of realistic surrogate time series that is based on the phase-randomised Fourier transform. The proposed model simulates an ergodic, pseudo-random process that makes use of an iterative rank-reordering procedure to yield synthetic time series that possess the power spectral density of the target data and concurrently converges to the probability distribution of the target data with an arbitrary, user-defined precision. A comparison with two established data-driven modelling techniques for generating surrogate wind speeds is presented. The proposed model is tested under the same input conditions given in the test cases of the selected models, and its performance is investigated in terms of the agreement with the target statistical descriptors. Simulation results show that the proposed model can reproduce with high fidelity the statistical descriptors of the input datasets and is able to capture the nonstationary diurnal and seasonal variations of the wind speed.
The state-of-the-art automotive radars employ multidimensional discrete Fourier transforms (DFT) in order to estimate various target parameters. The DFT is implemented using the fast Fourier transform (FFT), at sample and computational complexity of $O(N)$ and $O(N log N)$, respectively, where $N$ is the number of samples in the signal space. We have recently proposed a sparse Fourier transform based on the Fourier projection-slice theorem (FPS-SFT), which applies to multidimensional signals that are sparse in the frequency domain. FPS-SFT achieves sample complexity of $O(K)$ and computational complexity of $O(K log K)$ for a multidimensional, $K$-sparse signal. While FPS-SFT considers the ideal scenario, i.e., exactly sparse data that contains on-grid frequencies, in this paper, by extending FPS-SFT into a robust version (RFPS-SFT), we emphasize on addressing noisy signals that contain off-grid frequencies; such signals arise from radar applications. This is achieved by employing a windowing technique and a voting-based frequency decoding procedure; the former reduces the frequency leakage of the off-grid frequencies below the noise level to preserve the sparsity of the signal, while the latter significantly lowers the frequency localization error stemming from the noise. The performance of the proposed method is demonstrated both theoretically and numerically.
We propose a multi-dimensional (M-D) sparse Fourier transform inspired by the idea of the Fourier projection-slice theorem, called FPS-SFT. FPS-SFT extracts samples along lines (1-dimensional slices from an M-D data cube), which are parameterized by random slopes and offsets. The discrete Fourier transform (DFT) along those lines represents projections of M-D DFT of the M-D data onto those lines. The M-D sinusoids that are contained in the signal can be reconstructed from the DFT along lines with a low sample and computational complexity provided that the signal is sparse in the frequency domain and the lines are appropriately designed. The performance of FPS-SFT is demonstrated both theoretically and numerically. A sparse image reconstruction application is illustrated, which shows the capability of the FPS-SFT in solving practical problems.
We study statistical properties after a sudden episode of wind for water waves propagating in one direction. A wave with random initial conditions is propagated using a forced-damped higher order Nonlinear Schrodinger equation (NLS). During the wind episode, the wave action increases, the spectrum broadens, the spectral mean shifts up and the Benjamin-Feir index (BFI) and the kurtosis increase. Conversely, after the wind episode, the opposite occurs for each quantity. The kurtosis of the wave height distribution is considered the main parameter that can indicate whether rogue waves are likely to occur in a sea state, and the BFI is often mentioned as a means to predict the kurtosis. However, we find that while there is indeed a quadratic relation between these two, this relationship is dependent on the details of the forcing and damping. Instead, a simple and robust quadratic relation does exist between the kurtosis and the bandwidth. This could allow for a single-spectrum assessment of the likelihood of rogue waves in a given sea state. In addition, as the kurtosis depends strongly on the damping and forcing coefficients, by combining the bandwidth measurement with the damping coefficient, the evolution of the kurtosis after the wind episode can be predicted.
Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation algorithms designed to update the estimation of the state in a on-line fashion, as data is acquired sequentially. For linear problems subject to Gaussian noise filtering can be performed exactly using the Kalman filter. For nonlinear systems it can be approximated in a systematic way by particle filters. However in high dimensions these particle filtering methods can break down. Hence, for the large nonlinear systems arising in applications such as weather forecasting, various ad hoc filters are used, mostly based on making Gaussian approximations. The purpose of this work is to study the properties of these ad hoc filters, working in the context of the 2D incompressible Navier-Stokes equation. By working in this infinite dimensional setting we provide an analysis which is useful for understanding high dimensional filtering, and is robust to mesh-refinement. We describe theoretical results showing that, in the small observational noise limit, the filters can be tuned to accurately track the signal itself (filter stability), provided the system is observed in a sufficiently large low dimensional space; roughly speaking this space should be large enough to contain the unstable modes of the linearized dynamics. Numerical results are given which illustrate the theory. In a simplified scenario we also derive, and study numerically, a stochastic PDE which determines filter stability in the limit of frequent observations, subject to large observational noise. The positive results herein concerning filter stability complement recent numerical studies which demonstrate that the ad hoc filters perform poorly in reproducing statistical variation about the true signal.
We propose an all-digital telescope for 21 cm tomography, which combines key advantages of both single dishes and interferometers. The electric field is digitized by antennas on a rectangular grid, after which a series of Fast Fourier Transforms recovers simultaneous multifrequency images of up to half the sky. Thanks to Moores law, the bandwidth up to which this is feasible has now reached about 1 GHz, and will likely continue doubling every couple of years. The main advantages over a single dish telescope are cost and orders of magnitude larger field-of-view, translating into dramatically better sensitivity for large-area surveys. The key advantages over traditional interferometers are cost (the correlator computational cost for an N-element array scales as N log N rather than N^2) and a compact synthesized beam. We argue that 21 cm tomography could be an ideal first application of a very large Fast Fourier Transform Telescope, which would provide both massive sensitivity improvements per dollar and mitigate the off-beam point source foreground problem with its clean beam. Another potentially interesting application is cosmic microwave background polarization.