Abstract: In rotating machinery one of the critical components
that is prone to premature failure is the rolling bearing.
Consequently, early warning of an imminent bearing failure is much
critical to the safety and reliability of any high speed rotating
machines. This study is concerned with the application of Recurrence
Quantification Analysis (RQA) in fault detection of rolling element
bearings in rotating machinery. Based on the results from this study it
is reported that the RQA variable, percent determinism, is sensitive
to the type of fault investigated and therefore can provide useful
information on bearing damage in rolling element bearings.
Abstract: This paper develops an unscented grid-based filter
and a smoother for accurate nonlinear modeling and analysis
of time series. The filter uses unscented deterministic sampling
during both the time and measurement updating phases, to approximate
directly the distributions of the latent state variable. A
complementary grid smoother is also made to enable computing
of the likelihood. This helps us to formulate an expectation
maximisation algorithm for maximum likelihood estimation of
the state noise and the observation noise. Empirical investigations
show that the proposed unscented grid filter/smoother compares
favourably to other similar filters on nonlinear estimation tasks.
Abstract: Quantitative characterization of nonlinear directional
couplings between stochastic oscillators from data is considered. We
suggest coupling characteristics readily interpreted from a physical
viewpoint and their estimators. An expression for a statistical
significance level is derived analytically that allows reliable coupling
detection from a relatively short time series. Performance of the
technique is demonstrated in numerical experiments.