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Sample records for galerkin least-squares solutions

  1. A Galerkin least squares approach to viscoelastic flow.

    SciTech Connect

    Rao, Rekha R.; Schunk, Peter Randall

    2015-10-01

    A Galerkin/least-squares stabilization technique is applied to a discrete Elastic Viscous Stress Splitting formulation of for viscoelastic flow. From this, a possible viscoelastic stabilization method is proposed. This method is tested with the flow of an Oldroyd-B fluid past a rigid cylinder, where it is found to produce inaccurate drag coefficients. Furthermore, it fails for relatively low Weissenberg number indicating it is not suited for use as a general algorithm. In addition, a decoupled approach is used as a way separating the constitutive equation from the rest of the system. A Pressure Poisson equation is used when the velocity and pressure are sought to be decoupled, but this fails to produce a solution when inflow/outflow boundaries are considered. However, a coupled pressure-velocity equation with a decoupled constitutive equation is successful for the flow past a rigid cylinder and seems to be suitable as a general-use algorithm.

  2. Compressible flow calculations employing the Galerkin/least-squares method

    NASA Technical Reports Server (NTRS)

    Shakib, F.; Hughes, T. J. R.; Johan, Zdenek

    1989-01-01

    A multielement group, domain decomposition algorithm is presented for solving linear nonsymmetric systems arising in the finite-element analysis of compressible flows employing the Galerkin/least-squares method. The iterative strategy employed is based on the generalized minimum residual (GMRES) procedure originally proposed by Saad and Shultz. Two levels of preconditioning are investigated. Applications to problems of high-speed compressible flow illustrate the effectiveness of the scheme.

  3. Multigrid for the Galerkin least squares method in linear elasticity: The pure displacement problem

    SciTech Connect

    Yoo, Jaechil

    1996-12-31

    Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated linear systems. In this work, we prove the convergence of a multigrid (W-cycle) method. This multigrid is robust in that the convergence is uniform as the parameter, v, goes to 1/2 Computational experiments are included.

  4. Preprocessing Inconsistent Linear System for a Meaningful Least Squares Solution

    NASA Technical Reports Server (NTRS)

    Sen, Syamal K.; Shaykhian, Gholam Ali

    2011-01-01

    Mathematical models of many physical/statistical problems are systems of linear equations. Due to measurement and possible human errors/mistakes in modeling/data, as well as due to certain assumptions to reduce complexity, inconsistency (contradiction) is injected into the model, viz. the linear system. While any inconsistent system irrespective of the degree of inconsistency has always a least-squares solution, one needs to check whether an equation is too much inconsistent or, equivalently too much contradictory. Such an equation will affect/distort the least-squares solution to such an extent that renders it unacceptable/unfit to be used in a real-world application. We propose an algorithm which (i) prunes numerically redundant linear equations from the system as these do not add any new information to the model, (ii) detects contradictory linear equations along with their degree of contradiction (inconsistency index), (iii) removes those equations presumed to be too contradictory, and then (iv) obtain the minimum norm least-squares solution of the acceptably inconsistent reduced linear system. The algorithm presented in Matlab reduces the computational and storage complexities and also improves the accuracy of the solution. It also provides the necessary warning about the existence of too much contradiction in the model. In addition, we suggest a thorough relook into the mathematical modeling to determine the reason why unacceptable contradiction has occurred thus prompting us to make necessary corrections/modifications to the models - both mathematical and, if necessary, physical.

  5. On matrix factorization and efficient least squares solution.

    NASA Astrophysics Data System (ADS)

    Schwarzenberg-Czerny, A.

    1995-04-01

    Least squares solution of ill conditioned normal equations by Cholesky-Banachiewicz (ChB) factorization suffers from numerical problems related to near singularity and loss of accuracy. We demonstrate that the near singularity does not arise for correctly posed statistical problems. The accuracy loss is also immaterial since for nonlinear least squares the solution by Newton Raphson iterations yields machine accuracy with no regard for accuracy of an individual iteration (Wilkinson 1963). Since this accuracy may not be achieved using singular value decomposition (SVD) without additional iterations for differential corrections and since SVD is more demanding in terms of number of operations and particularly in terms of required memory, we argue that ChB factorization remains the algorithm of choice for least squares. We present a new, very compact implementation in code of Cholesky (1924) and Banachiewicz (1938b) factorization in an elegant form proposed by Banachiewicz (1942). Source listing of the code is provided. We point out that in the same publication Banachiewicz (1938) discovered LU factorization of square matrices before Crout (1941) and rediscovered factorization of the symmetric matrices after Cholesky (1924). Since the two algorithms became confused, no due credit is given to Banachiewicz in modern literature.

  6. Least-squares solution of ill-conditioned systems. II

    NASA Astrophysics Data System (ADS)

    Branham, R. L., Jr.

    1980-11-01

    A singular-value analysis of normal equations from observations of minor planets 6 (Hebe), 7 (Iris), 8 (Flora), 9 (Metis), and 15 (Eunomia) is undertaken to determine corrections to a number of astronomical parameters, particularly the equinox correction for the FK4. In a previous investigation the test for small singular values was criticized because it resulted in discordant equinox determinations. Here it is shown that none of the tests employed by singular-value analysis leads to solutions superior to those given by classical least squares. It is concluded that singular-value analysis has legitimate uses in astronomy, but that it is misapplied when employed to estimate astronomical parameters in a well defined model. Also discussed is the question of whether it is preferable to reduce the equations of condition by orthogonal transformations rather than to form normal equations. Some suggestions are made regarding the desirability of planning observational programs in such a way that the observations do not lead to extremely ill-conditioned systems.

  7. Fast algorithm for the solution of large-scale non-negativity constrained least squares problems.

    SciTech Connect

    Van Benthem, Mark Hilary; Keenan, Michael Robert

    2004-06-01

    Algorithms for multivariate image analysis and other large-scale applications of multivariate curve resolution (MCR) typically employ constrained alternating least squares (ALS) procedures in their solution. The solution to a least squares problem under general linear equality and inequality constraints can be reduced to the solution of a non-negativity-constrained least squares (NNLS) problem. Thus the efficiency of the solution to any constrained least square problem rests heavily on the underlying NNLS algorithm. We present a new NNLS solution algorithm that is appropriate to large-scale MCR and other ALS applications. Our new algorithm rearranges the calculations in the standard active set NNLS method on the basis of combinatorial reasoning. This rearrangement serves to reduce substantially the computational burden required for NNLS problems having large numbers of observation vectors.

  8. Fast Combinatorial Algorithm for the Solution of Linearly Constrained Least Squares Problems

    DOEpatents

    Van Benthem, Mark H.; Keenan, Michael R.

    2008-11-11

    A fast combinatorial algorithm can significantly reduce the computational burden when solving general equality and inequality constrained least squares problems with large numbers of observation vectors. The combinatorial algorithm provides a mathematically rigorous solution and operates at great speed by reorganizing the calculations to take advantage of the combinatorial nature of the problems to be solved. The combinatorial algorithm exploits the structure that exists in large-scale problems in order to minimize the number of arithmetic operations required to obtain a solution.

  9. Preprocessing in Matlab Inconsistent Linear System for a Meaningful Least Squares Solution

    NASA Technical Reports Server (NTRS)

    Sen, Symal K.; Shaykhian, Gholam Ali

    2011-01-01

    Mathematical models of many physical/statistical problems are systems of linear equations Due to measurement and possible human errors/mistakes in modeling/data, as well as due to certain assumptions to reduce complexity, inconsistency (contradiction) is injected into the model, viz. the linear system. While any inconsistent system irrespective of the degree of inconsistency has always a least-squares solution, one needs to check whether an equation is too much inconsistent or, equivalently too much contradictory. Such an equation will affect/distort the least-squares solution to such an extent that renders it unacceptable/unfit to be used in a real-world application. We propose an algorithm which (i) prunes numerically redundant linear equations from the system as these do not add any new information to the model, (ii) detects contradictory linear equations along with their degree of contradiction (inconsistency index), (iii) removes those equations presumed to be too contradictory, and then (iv) obtain the . minimum norm least-squares solution of the acceptably inconsistent reduced linear system. The algorithm presented in Matlab reduces the computational and storage complexities and also improves the accuracy of the solution. It also provides the necessary warning about the existence of too much contradiction in the model. In addition, we suggest a thorough relook into the mathematical modeling to determine the reason why unacceptable contradiction has occurred thus prompting us to make necessary corrections/modifications to the models - both mathematical and, if necessary, physical.

  10. A new family of stable elements for the Stokes problem based on a mixed Galerkin/least-squares finite element formulation

    NASA Technical Reports Server (NTRS)

    Franca, Leopoldo P.; Loula, Abimael F. D.; Hughes, Thomas J. R.; Miranda, Isidoro

    1989-01-01

    Adding to the classical Hellinger-Reissner formulation, a residual form of the equilibrium equation, a new Galerkin/least-squares finite element method is derived. It fits within the framework of a mixed finite element method and is stable for rather general combinations of stress and velocity interpolations, including equal-order discontinuous stress and continuous velocity interpolations which are unstable within the Galerkin approach. Error estimates are presented based on a generalization of the Babuska-Brezzi theory. Numerical results (not presented herein) have confirmed these estimates as well as the good accuracy and stability of the method.

  11. A new finite element formulation for computational fluid dynamics. IX - Fourier analysis of space-time Galerkin/least-squares algorithms

    NASA Technical Reports Server (NTRS)

    Shakib, Farzin; Hughes, Thomas J. R.

    1991-01-01

    A Fourier stability and accuracy analysis of the space-time Galerkin/least-squares method as applied to a time-dependent advective-diffusive model problem is presented. Two time discretizations are studied: a constant-in-time approximation and a linear-in-time approximation. Corresponding space-time predictor multi-corrector algorithms are also derived and studied. The behavior of the space-time algorithms is compared to algorithms based on semidiscrete formulations.

  12. Least squares collocation applied to local gravimetric solutions from satellite gravity gradiometry data

    NASA Technical Reports Server (NTRS)

    Robbins, J. W.

    1985-01-01

    An autonomous spaceborne gravity gradiometer mission is being considered as a post Geopotential Research Mission project. The introduction of satellite diometry data to geodesy is expected to improve solid earth gravity models. The possibility of utilizing gradiometer data for the determination of pertinent gravimetric quantities on a local basis is explored. The analytical technique of least squares collocation is investigated for its usefulness in local solutions of this type. It is assumed, in the error analysis, that the vertical gravity gradient component of the gradient tensor is used as the raw data signal from which the corresponding reference gradients are removed to create the centered observations required in the collocation solution. The reference gradients are computed from a high degree and order geopotential model. The solution can be made in terms of mean or point gravity anomalies, height anomalies, or other useful gravimetric quantities depending on the choice of covariance types. Selected for this study were 30 x 30 foot mean gravity and height anomalies. Existing software and new software are utilized to implement the collocation technique. It was determined that satellite gradiometry data at an altitude of 200 km can be used successfully for the determination of 30 x 30 foot mean gravity anomalies to an accuracy of 9.2 mgal from this algorithm. It is shown that the resulting accuracy estimates are sensitive to gravity model coefficient uncertainties, data reduction assumptions and satellite mission parameters.

  13. Least-squares Legendre spectral element solutions to sound propagation problems.

    PubMed

    Lin, W H

    2001-02-01

    This paper presents a novel algorithm and numerical results of sound wave propagation. The method is based on a least-squares Legendre spectral element approach for spatial discretization and the Crank-Nicolson [Proc. Cambridge Philos. Soc. 43, 50-67 (1947)] and Adams-Bashforth [D. Gottlieb and S. A. Orszag, Numerical Analysis of Spectral Methods: Theory and Applications (CBMS-NSF Monograph, Siam 1977)] schemes for temporal discretization to solve the linearized acoustic field equations for sound propagation. Two types of NASA Computational Aeroacoustics (CAA) Workshop benchmark problems [ICASE/LaRC Workshop on Benchmark Problems in Computational Aeroacoustics, edited by J. C. Hardin, J. R. Ristorcelli, and C. K. W. Tam, NASA Conference Publication 3300, 1995a] are considered: a narrow Gaussian sound wave propagating in a one-dimensional space without flows, and the reflection of a two-dimensional acoustic pulse off a rigid wall in the presence of a uniform flow of Mach 0.5 in a semi-infinite space. The first problem was used to examine the numerical dispersion and dissipation characteristics of the proposed algorithm. The second problem was to demonstrate the capability of the algorithm in treating sound propagation in a flow. Comparisons were made of the computed results with analytical results and results obtained by other methods. It is shown that all results computed by the present method are in good agreement with the analytical solutions and results of the first problem agree very well with those predicted by other schemes. PMID:11248952

  14. Least squares solutions of the HJB equation with neural network value-function approximators.

    PubMed

    Tassa, Yuval; Erez, Tom

    2007-07-01

    In this paper, we present an empirical study of iterative least squares minimization of the Hamilton-Jacobi-Bellman (HJB) residual with a neural network (NN) approximation of the value function. Although the nonlinearities in the optimal control problem and NN approximator preclude theoretical guarantees and raise concerns of numerical instabilities, we present two simple methods for promoting convergence, the effectiveness of which is presented in a series of experiments. The first method involves the gradual increase of the horizon time scale, with a corresponding gradual increase in value function complexity. The second method involves the assumption of stochastic dynamics which introduces a regularizing second derivative term to the HJB equation. A gradual reduction of this term provides further stabilization of the convergence. We demonstrate the solution of several problems, including the 4-D inverted-pendulum system with bounded control. Our approach requires no initial stabilizing policy or any restrictive assumptions on the plant or cost function, only knowledge of the plant dynamics. In the Appendix, we provide the equations for first- and second-order differential backpropagation. PMID:17668659

  15. Non-oscillatory and non-diffusive solution of convection problems by the iteratively reweighted least-squares finite element method

    NASA Technical Reports Server (NTRS)

    Jiang, Bo-Nan

    1993-01-01

    A comparative description is presented for the least-squares FEM (LSFEM) for 2D steady-state pure convection problems. In addition to exhibiting better control of the streamline derivative than the streamline upwinding Petrov-Galerkin method, numerical convergence rates are obtained which show the LSFEM to be virtually optimal. The LSFEM is used as a framework for an iteratively reweighted LSFEM yielding nonoscillatory and nondiffusive solutions for problems with contact discontinuities; this method is shown to convect contact discontinuities without error when using triangular and bilinear elements.

  16. Phase-space finite elements in a least-squares solution of the transport equation

    SciTech Connect

    Drumm, C.; Fan, W.; Pautz, S.

    2013-07-01

    The linear Boltzmann transport equation is solved using a least-squares finite element approximation in the space, angular and energy phase-space variables. The method is applied to both neutral particle transport and also to charged particle transport in the presence of an electric field, where the angular and energy derivative terms are handled with the energy/angular finite elements approximation, in a manner analogous to the way the spatial streaming term is handled. For multi-dimensional problems, a novel approach is used for the angular finite elements: mapping the surface of a unit sphere to a two-dimensional planar region and using a meshing tool to generate a mesh. In this manner, much of the spatial finite-elements machinery can be easily adapted to handle the angular variable. The energy variable and the angular variable for one-dimensional problems make use of edge/beam elements, also building upon the spatial finite elements capabilities. The methods described here can make use of either continuous or discontinuous finite elements in space, angle and/or energy, with the use of continuous finite elements resulting in a smaller problem size and the use of discontinuous finite elements resulting in more accurate solutions for certain types of problems. The work described in this paper makes use of continuous finite elements, so that the resulting linear system is symmetric positive definite and can be solved with a highly efficient parallel preconditioned conjugate gradients algorithm. The phase-space finite elements capability has been built into the Sceptre code and applied to several test problems, including a simple one-dimensional problem with an analytic solution available, a two-dimensional problem with an isolated source term, showing how the method essentially eliminates ray effects encountered with discrete ordinates, and a simple one-dimensional charged-particle transport problem in the presence of an electric field. (authors)

  17. Analysis of magnetic measurement data by least squares fit to series expansion solution of 3-D Laplace equation

    SciTech Connect

    Blumberg, L.N.

    1992-03-01

    The authors have analyzed simulated magnetic measurements data for the SXLS bending magnet in a plane perpendicular to the reference axis at the magnet midpoint by fitting the data to an expansion solution of the 3-dimensional Laplace equation in curvilinear coordinates as proposed by Brown and Servranckx. The method of least squares is used to evaluate the expansion coefficients and their uncertainties, and compared to results from an FFT fit of 128 simulated data points on a 12-mm radius circle about the reference axis. They find that the FFT method gives smaller coefficient uncertainties that the Least Squares method when the data are within similar areas. The Least Squares method compares more favorably when a larger number of data points are used within a rectangular area of 30-mm vertical by 60-mm horizontal--perhaps the largest area within the 35-mm x 75-mm vacuum chamber for which data could be obtained. For a grid with 0.5-mm spacing within the 30 x 60 mm area the Least Squares fit gives much smaller uncertainties than the FFT. They are therefore in the favorable position of having two methods which can determine the multipole coefficients to much better accuracy than the tolerances specified to General Dynamics. The FFT method may be preferable since it requires only one Hall probe rather than the four envisioned for the least squares grid data. However least squares can attain better accuracy with fewer probe movements. The time factor in acquiring the data will likely be the determining factor in choice of method. They should further explore least squares analysis of a Fourier expansion of data on a circle or arc of a circle since that method gives coefficient uncertainties without need for multiple independent sets of data as needed by the FFT method.

  18. Distribution of error in least-squares solution of an overdetermined system of linear simultaneous equations

    NASA Technical Reports Server (NTRS)

    Miller, C. D.

    1972-01-01

    Probability density functions were derived for errors in the evaluation of unknowns by the least squares method in system of nonhomogeneous linear equations. Coefficients of the unknowns were assumed correct and computational precision were also assumed. A vector space was used, with number of dimensions equal to the number of equations. An error vector was defined and assumed to have uniform distribution of orientation throughout the vector space. The density functions are shown to be insensitive to the biasing effects of the source of the system of equations.

  19. Numerical solution of a nonlinear least squares problem in digital breast tomosynthesis

    NASA Astrophysics Data System (ADS)

    Landi, G.; Loli Piccolomini, E.; Nagy, J. G.

    2015-11-01

    In digital tomosynthesis imaging, multiple projections of an object are obtained along a small range of different incident angles in order to reconstruct a pseudo-3D representation (i.e., a set of 2D slices) of the object. In this paper we describe some mathematical models for polyenergetic digital breast tomosynthesis image reconstruction that explicitly takes into account various materials composing the object and the polyenergetic nature of the x-ray beam. A polyenergetic model helps to reduce beam hardening artifacts, but the disadvantage is that it requires solving a large-scale nonlinear ill-posed inverse problem. We formulate the image reconstruction process (i.e., the method to solve the ill-posed inverse problem) in a nonlinear least squares framework, and use a Levenberg-Marquardt scheme to solve it. Some implementation details are discussed, and numerical experiments are provided to illustrate the performance of the methods.

  20. Least-squares solution of incompressible Navier-Stokes equations with the p-version of finite elements

    NASA Technical Reports Server (NTRS)

    Jiang, Bo-Nan; Sonnad, Vijay

    1991-01-01

    A p-version of the least squares finite element method, based on the velocity-pressure-vorticity formulation, is developed for solving steady state incompressible viscous flow problems. The resulting system of symmetric and positive definite linear equations can be solved satisfactorily with the conjugate gradient method. In conjunction with the use of rapid operator application which avoids the formation of either element of global matrices, it is possible to achieve a highly compact and efficient solution scheme for the incompressible Navier-Stokes equations. Numerical results are presented for two-dimensional flow over a backward facing step. The effectiveness of simple outflow boundary conditions is also demonstrated.

  1. Bayesian least squares deconvolution

    NASA Astrophysics Data System (ADS)

    Asensio Ramos, A.; Petit, P.

    2015-11-01

    Aims: We develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods: We consider LSD under the Bayesian framework and we introduce a flexible Gaussian process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results: We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.

  2. Multilevel first-order system least squares for PDEs

    SciTech Connect

    McCormick, S.

    1994-12-31

    The purpose of this talk is to analyze the least-squares finite element method for second-order convection-diffusion equations written as a first-order system. In general, standard Galerkin finite element methods applied to non-self-adjoint elliptic equations with significant convection terms exhibit a variety of deficiencies, including oscillations or nonmonotonicity of the solution and poor approximation of its derivatives, A variety of stabilization techniques, such as up-winding, Petrov-Galerkin, and stream-line diffusion approximations, have been introduced to eliminate these and other drawbacks of standard Galerkin methods. Yet, although significant progress has been made, convection-diffusion problems remain among the more difficult problems to solve numerically. The first-order system least-squares approach promises to overcome these deficiencies. This talk develops ellipticity estimates and discretization error bounds for elliptic equations (with lower order terms) that are reformulated as a least-squares problem for an equivalent first-order system. The main results are the proofs of ellipticity and optimal convergence of multiplicative and additive solvers of the discrete systems.

  3. Weighted Least Squares Fitting Using Ordinary Least Squares Algorithms.

    ERIC Educational Resources Information Center

    Kiers, Henk A. L.

    1997-01-01

    A general approach for fitting a model to a data matrix by weighted least squares (WLS) is studied. The approach consists of iteratively performing steps of existing algorithms for ordinary least squares fitting of the same model and is based on maximizing a function that majorizes WLS loss function. (Author/SLD)

  4. AKLSQF - LEAST SQUARES CURVE FITTING

    NASA Technical Reports Server (NTRS)

    Kantak, A. V.

    1994-01-01

    The Least Squares Curve Fitting program, AKLSQF, computes the polynomial which will least square fit uniformly spaced data easily and efficiently. The program allows the user to specify the tolerable least squares error in the fitting or allows the user to specify the polynomial degree. In both cases AKLSQF returns the polynomial and the actual least squares fit error incurred in the operation. The data may be supplied to the routine either by direct keyboard entry or via a file. AKLSQF produces the least squares polynomial in two steps. First, the data points are least squares fitted using the orthogonal factorial polynomials. The result is then reduced to a regular polynomial using Sterling numbers of the first kind. If an error tolerance is specified, the program starts with a polynomial of degree 1 and computes the least squares fit error. The degree of the polynomial used for fitting is then increased successively until the error criterion specified by the user is met. At every step the polynomial as well as the least squares fitting error is printed to the screen. In general, the program can produce a curve fitting up to a 100 degree polynomial. All computations in the program are carried out under Double Precision format for real numbers and under long integer format for integers to provide the maximum accuracy possible. AKLSQF was written for an IBM PC X/AT or compatible using Microsoft's Quick Basic compiler. It has been implemented under DOS 3.2.1 using 23K of RAM. AKLSQF was developed in 1989.

  5. On the Numerical Solution of the Elliptic Monge—Ampère Equation in Dimension Two: A Least-Squares Approach

    NASA Astrophysics Data System (ADS)

    Dean, Edward J.; Glowinski, Roland

    During his outstanding career, Olivier Pironneau has addressed the solution of a large variety of problems from the Natural Sciences, Engineering and Finance to name a few, an evidence of his activity being the many articles and books he has written. It is the opinion of these authors, and former collaborators of O. Pironneau (cf. [DGP91]), that this chapter is well-suited to a volume honoring him. Indeed, the two pillars of the solution methodology that we are going to describe are: (1) a nonlinear least squares formulation in an appropriate Hilbert space, and (2) a mixed finite element approximation, reminiscent of the one used in [DGP91] and [GP79] for solving the Stokes and Navier-Stokes equations in their stream function-vorticity formulation; the contributions of O. Pironneau on the two above topics are well-known world wide. Last but not least, we will show that the solution method discussed here can be viewed as a solution method for a non-standard variant of the incompressible Navier-Stokes equations, an area where O. Pironneau has many outstanding and celebrated contributions (cf. [Pir89], for example).

  6. Iterative methods for weighted least-squares

    SciTech Connect

    Bobrovnikova, E.Y.; Vavasis, S.A.

    1996-12-31

    A weighted least-squares problem with a very ill-conditioned weight matrix arises in many applications. Because of round-off errors, the standard conjugate gradient method for solving this system does not give the correct answer even after n iterations. In this paper we propose an iterative algorithm based on a new type of reorthogonalization that converges to the solution.

  7. 2-D weighted least-squares phase unwrapping

    DOEpatents

    Ghiglia, Dennis C.; Romero, Louis A.

    1995-01-01

    Weighted values of interferometric signals are unwrapped by determining the least squares solution of phase unwrapping for unweighted values of the interferometric signals; and then determining the least squares solution of phase unwrapping for weighted values of the interferometric signals by preconditioned conjugate gradient methods using the unweighted solutions as preconditioning values. An output is provided that is representative of the least squares solution of phase unwrapping for weighted values of the interferometric signals.

  8. 2-D weighted least-squares phase unwrapping

    DOEpatents

    Ghiglia, D.C.; Romero, L.A.

    1995-06-13

    Weighted values of interferometric signals are unwrapped by determining the least squares solution of phase unwrapping for unweighted values of the interferometric signals; and then determining the least squares solution of phase unwrapping for weighted values of the interferometric signals by preconditioned conjugate gradient methods using the unweighted solutions as preconditioning values. An output is provided that is representative of the least squares solution of phase unwrapping for weighted values of the interferometric signals. 6 figs.

  9. Deming's General Least Square Fitting

    Energy Science and Technology Software Center (ESTSC)

    1992-02-18

    DEM4-26 is a generalized least square fitting program based on Deming''s method. Functions built into the program for fitting include linear, quadratic, cubic, power, Howard''s, exponential, and Gaussian; others can easily be added. The program has the following capabilities: (1) entry, editing, and saving of data; (2) fitting of any of the built-in functions or of a user-supplied function; (3) plotting the data and fitted function on the display screen, with error limits if requested,more » and with the option of copying the plot to the printer; (4) interpolation of x or y values from the fitted curve with error estimates based on error limits selected by the user; and (5) plotting the residuals between the y data values and the fitted curve, with the option of copying the plot to the printer. If the plot is to be copied to a printer, GRAPHICS should be called from the operating system disk before the BASIC interpreter is loaded.« less

  10. Nonlinear least squares and regularization

    SciTech Connect

    Berryman, J.G.

    1996-04-01

    A problem frequently encountered in the earth sciences requires deducing physical parameters of the system of interest from measurements of some other (hopefully) closely related physical quantity. The obvious example in seismology (either surface reflection seismology or crosswell seismic tomography) is the use of measurements of sound wave traveltime to deduce wavespeed distribution in the earth and then subsequently to infer the values of other physical quantities of interest such as porosity, water or oil saturation, permeability, etc. The author presents and discusses some general ideas about iterative nonlinear output least-squares methods. The main result is that, if it is possible to do forward modeling on a physical problem in a way that permits the output (i.e., the predicted values of some physical parameter that could be measured) and the first derivative of the same output with respect to the model parameters (whatever they may be) to be calculated numerically, then it is possible (at least in principle) to solve the inverse problem using the method described. The main trick learned in this analysis comes from the realization that the steps in the model updates may have to be quite small in some cases for the implied guarantees of convergence to be realized.

  11. The moving-least-squares-particle hydrodynamics method (MLSPH)

    SciTech Connect

    Dilts, G.

    1997-12-31

    An enhancement of the smooth-particle hydrodynamics (SPH) method has been developed using the moving-least-squares (MLS) interpolants of Lancaster and Salkauskas which simultaneously relieves the method of several well-known undesirable behaviors, including spurious boundary effects, inaccurate strain and rotation rates, pressure spikes at impact boundaries, and the infamous tension instability. The classical SPH method is derived in a novel manner by means of a Galerkin approximation applied to the Lagrangian equations of motion for continua using as basis functions the SPH kernel function multiplied by the particle volume. This derivation is then modified by simply substituting the MLS interpolants for the SPH Galerkin basis, taking care to redefine the particle volume and mass appropriately. The familiar SPH kernel approximation is now equivalent to a colocation-Galerkin method. Both classical conservative and recent non-conservative formulations of SPH can be derived and emulated. The non-conservative forms can be made conservative by adding terms that are zero within the approximation at the expense of boundary-value considerations. The familiar Monaghan viscosity is used. Test calculations of uniformly expanding fluids, the Swegle example, spinning solid disks, impacting bars, and spherically symmetric flow illustrate the superiority of the technique over SPH. In all cases it is seen that the marvelous ability of the MLS interpolants to add up correctly everywhere civilizes the noisy, unpredictable nature of SPH. Being a relatively minor perturbation of the SPH method, it is easily retrofitted into existing SPH codes. On the down side, computational expense at this point is significant, the Monaghan viscosity undoes the contribution of the MLS interpolants, and one-point quadrature (colocation) is not accurate enough. Solutions to these difficulties are being pursued vigorously.

  12. Constrained least squares estimation incorporating wavefront sensing

    NASA Astrophysics Data System (ADS)

    Ford, Stephen D.; Welsh, Byron M.; Roggemann, Michael C.

    1998-11-01

    We address the optimal processing of astronomical images using the deconvolution from wave-front sensing technique (DWFS). A constrained least-squares (CLS) solution which incorporates ensemble-averaged DWFS data is derived using Lagrange minimization. The new estimator requires DWFS data, noise statistics, optical transfer function statistics, and a constraint. The constraint can be chosen such that the algorithm selects a conventional regularization constant automatically. No ad hoc parameter tuning is necessary. The algorithm uses an iterative Newton-Raphson minimization to determine the optimal Lagrange multiplier. Computer simulation of a 1m telescope imaging through atmospheric turbulence is used to test the estimation scheme. CLS object estimates are compared with the corresponding long exposure images. The CLS algorithm provides images with superior resolution and is computationally inexpensive, converging to a solution in less than 10 iterations.

  13. A least-squares method for second order noncoercive elliptic partial differential equations

    NASA Astrophysics Data System (ADS)

    Ku, Jaeun

    2007-03-01

    In this paper, we consider a least-squares method proposed by Bramble, Lazarov and Pasciak (1998) which can be thought of as a stabilized Galerkin method for noncoercive problems with unique solutions. We modify their method by weakening the strength of the stabilization terms and present various new error estimates. The modified method has all the desirable properties of the original method; indeed, we shall show some theoretical properties that are not known for the original method. At the same time, our numerical experiments show an improvement of the method due to the modification.

  14. Using Least Squares for Error Propagation

    ERIC Educational Resources Information Center

    Tellinghuisen, Joel

    2015-01-01

    The method of least-squares (LS) has a built-in procedure for estimating the standard errors (SEs) of the adjustable parameters in the fit model: They are the square roots of the diagonal elements of the covariance matrix. This means that one can use least-squares to obtain numerical values of propagated errors by defining the target quantities as…

  15. Collinearity in Least-Squares Analysis

    ERIC Educational Resources Information Center

    de Levie, Robert

    2012-01-01

    How useful are the standard deviations per se, and how reliable are results derived from several least-squares coefficients and their associated standard deviations? When the output parameters obtained from a least-squares analysis are mutually independent, as is often assumed, they are reliable estimators of imprecision and so are the functions…

  16. Weighted conditional least-squares estimation

    SciTech Connect

    Booth, J.G.

    1987-01-01

    A two-stage estimation procedure is proposed that generalizes the concept of conditional least squares. The method is instead based upon the minimization of a weighted sum of squares, where the weights are inverses of estimated conditional variance terms. Some general conditions are given under which the estimators are consistent and jointly asymptotically normal. More specific details are given for ergodic Markov processes with stationary transition probabilities. A comparison is made with the ordinary conditional least-squares estimators for two simple branching processes with immigration. The relationship between weighted conditional least squares and other, more well-known, estimators is also investigated. In particular, it is shown that in many cases estimated generalized least-squares estimators can be obtained using the weighted conditional least-squares approach. Applications to stochastic compartmental models, and linear models with nested error structures are considered.

  17. FRACVAL: Validation (nonlinear least squares method) of the solution of one-dimensional transport of decaying species in a discrete planar fracture with rock matrix diffusion

    SciTech Connect

    Gureghian, A.B.

    1990-08-01

    Analytical solutions based on the Laplace transforms are presented for the one-dimensional, transient, advective-dispersive transport of a reacting radionuclide through a discrete planar fracture with constant aperture subject to diffusion in the surrounding rock matrix where both regions of solute migration display residual concentrations. The dispersion-free solutions, which are of closed form, are also reported. The solution assumes that the ground-water flow regime is under steady-state and isothermal conditions and that the rock matrix is homogeneous, isotropic, and saturated with stagnant water. The verification of the solution was performed by means of related analytical solutions dealing with particular aspects of the transport problem under investigation on the one hand, and a numerical solution capable of handling the complete problem on the other. The integrals encountered in the general solution are evaluated by means of a composite Gauss-Legendre quadrature scheme. 9 refs., 8 figs., 32 tabs.

  18. Spacecraft inertia estimation via constrained least squares

    NASA Technical Reports Server (NTRS)

    Keim, Jason A.; Acikmese, Behcet A.; Shields, Joel F.

    2006-01-01

    This paper presents a new formulation for spacecraft inertia estimation from test data. Specifically, the inertia estimation problem is formulated as a constrained least squares minimization problem with explicit bounds on the inertia matrix incorporated as LMIs [linear matrix inequalities). The resulting minimization problem is a semidefinite optimization that can be solved efficiently with guaranteed convergence to the global optimum by readily available algorithms. This method is applied to data collected from a robotic testbed consisting of a freely rotating body. The results show that the constrained least squares approach produces more accurate estimates of the inertia matrix than standard unconstrained least squares estimation methods.

  19. A spectral mimetic least-squares method

    DOE PAGESBeta

    Bochev, Pavel; Gerritsma, Marc

    2014-09-01

    We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are alsomore » satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.« less

  20. A spectral mimetic least-squares method

    SciTech Connect

    Bochev, Pavel; Gerritsma, Marc

    2014-09-01

    We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are also satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.

  1. Theoretical study of the incompressible Navier-Stokes equations by the least-squares method

    NASA Technical Reports Server (NTRS)

    Jiang, Bo-Nan; Loh, Ching Y.; Povinelli, Louis A.

    1994-01-01

    Usually the theoretical analysis of the Navier-Stokes equations is conducted via the Galerkin method which leads to difficult saddle-point problems. This paper demonstrates that the least-squares method is a useful alternative tool for the theoretical study of partial differential equations since it leads to minimization problems which can often be treated by an elementary technique. The principal part of the Navier-Stokes equations in the first-order velocity-pressure-vorticity formulation consists of two div-curl systems, so the three-dimensional div-curl system is thoroughly studied at first. By introducing a dummy variable and by using the least-squares method, this paper shows that the div-curl system is properly determined and elliptic, and has a unique solution. The same technique then is employed to prove that the Stokes equations are properly determined and elliptic, and that four boundary conditions on a fixed boundary are required for three-dimensional problems. This paper also shows that under four combinations of non-standard boundary conditions the solution of the Stokes equations is unique. This paper emphasizes the application of the least-squares method and the div-curl method to derive a high-order version of differential equations and additional boundary conditions. In this paper, an elementary method (integration by parts) is used to prove Friedrichs' inequalities related to the div and curl operators which play an essential role in the analysis.

  2. The least square optimization in image mosaic

    NASA Astrophysics Data System (ADS)

    Zhang, Yu-dong; Yang, Yong-yue

    2015-02-01

    Image registration has been a hot research spot in the computer vision technology and image processing. Image registration is one of the key technologies in image mosaic. In order to improve the accuracy of matching feature points, this paper put forward the least square optimization in image mosaic based on the algorithm of matching similarity of matrices. The correlation coefficient method of matrix is used for matching the module points in the overlap region of images and calculating the error between matrices. The error of feature points can be further minimized by using the method of least square optimization. Finally, image mosaic can be achieved by the two pair of feature points with minimized residual sum of squares. The experimental results demonstrate that the least square optimization in image mosaic can mosaic images with overlap region and improve the accuracy of matching feature points.

  3. Regularized total least squares approach for nonconvolutional linear inverse problems.

    PubMed

    Zhu, W; Wang, Y; Galatsanos, N P; Zhang, J

    1999-01-01

    In this correspondence, a solution is developed for the regularized total least squares (RTLS) estimate in linear inverse problems where the linear operator is nonconvolutional. Our approach is based on a Rayleigh quotient (RQ) formulation of the TLS problem, and we accomplish regularization by modifying the RQ function to enforce a smooth solution. A conjugate gradient algorithm is used to minimize the modified RQ function. As an example, the proposed approach has been applied to the perturbation equation encountered in optical tomography. Simulation results show that this method provides more stable and accurate solutions than the regularized least squares and a previously reported total least squares approach, also based on the RQ formulation. PMID:18267442

  4. Partial least squares for dependent data

    PubMed Central

    Singer, Marco; Krivobokova, Tatyana; Munk, Axel; de Groot, Bert

    2016-01-01

    We consider the partial least squares algorithm for dependent data and study the consequences of ignoring the dependence both theoretically and numerically. Ignoring nonstationary dependence structures can lead to inconsistent estimation, but a simple modification yields consistent estimation. A protein dynamics example illustrates the superior predictive power of the proposed method. PMID:27279662

  5. On Least Squares Fitting Nonlinear Submodels.

    ERIC Educational Resources Information Center

    Bechtel, Gordon G.

    Three simplifying conditions are given for obtaining least squares (LS) estimates for a nonlinear submodel of a linear model. If these are satisfied, and if the subset of nonlinear parameters may be LS fit to the corresponding LS estimates of the linear model, then one attains the desired LS estimates for the entire submodel. Two illustrative…

  6. Kriging and its relation to least squares

    SciTech Connect

    Oden, N.

    1984-11-01

    Kriging is a technique for producing contour maps that, under certain conditions, are optimal in a mean squared error sense. The relation of Kriging to Least Squares is reviewed here. New methods for analyzing residuals are suggsted, ML estimators inspected, and an expression derived for calculating cross-validation error. An example using ground water data is provided.

  7. Factor Analysis by Generalized Least Squares.

    ERIC Educational Resources Information Center

    Joreskog, Karl G.; Goldberger, Arthur S.

    Aitkin's generalized least squares (GLS) principle, with the inverse of the observed variance-covariance matrix as a weight matrix, is applied to estimate the factor analysis model in the exploratory (unrestricted) case. It is shown that the GLS estimates are scale free and asymptotically efficient. The estimates are computed by a rapidly…

  8. Least squares estimation of avian molt rates

    USGS Publications Warehouse

    Johnson, D.H.

    1989-01-01

    A straightforward least squares method of estimating the rate at which birds molt feathers is presented, suitable for birds captured more than once during the period of molt. The date of molt onset can also be estimated. The method is applied to male and female mourning doves.

  9. BLS: Box-fitting Least Squares

    NASA Astrophysics Data System (ADS)

    Kovács, G.; Zucker, S.; Mazeh, T.

    2016-07-01

    BLS (Box-fitting Least Squares) is a box-fitting algorithm that analyzes stellar photometric time series to search for periodic transits of extrasolar planets. It searches for signals characterized by a periodic alternation between two discrete levels, with much less time spent at the lower level.

  10. A Least-Squares Transport Equation Compatible with Voids

    SciTech Connect

    Hansen, Jon; Peterson, Jacob; Morel, Jim; Ragusa, Jean; Wang, Yaqi

    2014-12-01

    Standard second-order self-adjoint forms of the transport equation, such as the even-parity, odd-parity, and self-adjoint angular flux equation, cannot be used in voids. Perhaps more important, they experience numerical convergence difficulties in near-voids. Here we present a new form of a second-order self-adjoint transport equation that has an advantage relative to standard forms in that it can be used in voids or near-voids. Our equation is closely related to the standard least-squares form of the transport equation with both equations being applicable in a void and having a nonconservative analytic form. However, unlike the standard least-squares form of the transport equation, our least-squares equation is compatible with source iteration. It has been found that the standard least-squares form of the transport equation with a linear-continuous finite-element spatial discretization has difficulty in the thick diffusion limit. Here we extensively test the 1D slab-geometry version of our scheme with respect to void solutions, spatial convergence rate, and the intermediate and thick diffusion limits. We also define an effective diffusion synthetic acceleration scheme for our discretization. Our conclusion is that our least-squares Sn formulation represents an excellent alternative to existing second-order Sn transport formulations

  11. Hybrid least squares multivariate spectral analysis methods

    DOEpatents

    Haaland, David M.

    2002-01-01

    A set of hybrid least squares multivariate spectral analysis methods in which spectral shapes of components or effects not present in the original calibration step are added in a following estimation or calibration step to improve the accuracy of the estimation of the amount of the original components in the sampled mixture. The "hybrid" method herein means a combination of an initial classical least squares analysis calibration step with subsequent analysis by an inverse multivariate analysis method. A "spectral shape" herein means normally the spectral shape of a non-calibrated chemical component in the sample mixture but can also mean the spectral shapes of other sources of spectral variation, including temperature drift, shifts between spectrometers, spectrometer drift, etc. The "shape" can be continuous, discontinuous, or even discrete points illustrative of the particular effect.

  12. Least squares restoration of multichannel images

    NASA Technical Reports Server (NTRS)

    Galatsanos, Nikolas P.; Katsaggelos, Aggelos K.; Chin, Roland T.; Hillery, Allen D.

    1991-01-01

    Multichannel restoration using both within- and between-channel deterministic information is considered. A multichannel image is a set of image planes that exhibit cross-plane similarity. Existing optimal restoration filters for single-plane images yield suboptimal results when applied to multichannel images, since between-channel information is not utilized. Multichannel least squares restoration filters are developed using the set theoretic and the constrained optimization approaches. A geometric interpretation of the estimates of both filters is given. Color images (three-channel imagery with red, green, and blue components) are considered. Constraints that capture the within- and between-channel properties of color images are developed. Issues associated with the computation of the two estimates are addressed. A spatially adaptive, multichannel least squares filter that utilizes local within- and between-channel image properties is proposed. Experiments using color images are described.

  13. Domain Decomposition Algorithms for First-Order System Least Squares Methods

    NASA Technical Reports Server (NTRS)

    Pavarino, Luca F.

    1996-01-01

    Least squares methods based on first-order systems have been recently proposed and analyzed for second-order elliptic equations and systems. They produce symmetric and positive definite discrete systems by using standard finite element spaces, which are not required to satisfy the inf-sup condition. In this paper, several domain decomposition algorithms for these first-order least squares methods are studied. Some representative overlapping and substructuring algorithms are considered in their additive and multiplicative variants. The theoretical and numerical results obtained show that the classical convergence bounds (on the iteration operator) for standard Galerkin discretizations are also valid for least squares methods.

  14. Least-squares wave-equation migration/inversion

    NASA Astrophysics Data System (ADS)

    Kuehl, Henning

    This thesis presents an acoustic migration/inversion algorithm that inverts seismic reflection data for the angle dependent subsurface reflectivity by means of least-squares minimization. The method is based on the primary seismic data representation (single scattering approximation) and utilizes one-way wavefield propagators ('wave-equation operators') to compute the Green's functions of the problem. The Green's functions link the measured reflection seismic data to the image points in the earth's interior where an angle dependent imaging condition probes the image point's angular spectrum in depth. The proposed least-squares wave-equation migration minimizes a weighted seismic data misfit function complemented with a model space regularization term. The regularization penalizes discontinuities and rapid amplitude changes in the reflection angle dependent common image gathers---the model space of the inverse problem. 'Roughness' with respect to angle dependence is attributed to seismic data errors (e.g., incomplete and irregular wavefield sampling) which adversely affect the amplitude fidelity of the common image gathers. The least-squares algorithm fits the seismic data taking their variance into account, and, at the same time, imposes some degree of smoothness on the solution. The model space regularization increases amplitude robustness considerably. It mitigates kinematic imaging artifacts and noise while preserving the data consistent smooth angle dependence of the seismic amplitudes. In least-squares migration the seismic modelling operator and the migration operator---the adjoint of modelling---are applied iteratively to minimize the regularized objective function. Whilst least-squares migration/inversion is computationally expensive synthetic data tests show that usually a few iterations suffice for its benefits to take effect. An example from the Gulf of Mexico illustrates the application of least-squares wave-equation migration/inversion to a real

  15. Total least squares for anomalous change detection

    SciTech Connect

    Theiler, James P; Matsekh, Anna M

    2010-01-01

    A family of difference-based anomalous change detection algorithms is derived from a total least squares (TLSQ) framework. This provides an alternative to the well-known chronochrome algorithm, which is derived from ordinary least squares. In both cases, the most anomalous changes are identified with the pixels that exhibit the largest residuals with respect to the regression of the two images against each other. The family of TLSQ-based anomalous change detectors is shown to be equivalent to the subspace RX formulation for straight anomaly detection, but applied to the stacked space. However, this family is not invariant to linear coordinate transforms. On the other hand, whitened TLSQ is coordinate invariant, and furthermore it is shown to be equivalent to the optimized covariance equalization algorithm. What whitened TLSQ offers, in addition to connecting with a common language the derivations of two of the most popular anomalous change detection algorithms - chronochrome and covariance equalization - is a generalization of these algorithms with the potential for better performance.

  16. Augmented classical least squares multivariate spectral analysis

    DOEpatents

    Haaland, David M.; Melgaard, David K.

    2004-02-03

    A method of multivariate spectral analysis, termed augmented classical least squares (ACLS), provides an improved CLS calibration model when unmodeled sources of spectral variation are contained in a calibration sample set. The ACLS methods use information derived from component or spectral residuals during the CLS calibration to provide an improved calibration-augmented CLS model. The ACLS methods are based on CLS so that they retain the qualitative benefits of CLS, yet they have the flexibility of PLS and other hybrid techniques in that they can define a prediction model even with unmodeled sources of spectral variation that are not explicitly included in the calibration model. The unmodeled sources of spectral variation may be unknown constituents, constituents with unknown concentrations, nonlinear responses, non-uniform and correlated errors, or other sources of spectral variation that are present in the calibration sample spectra. Also, since the various ACLS methods are based on CLS, they can incorporate the new prediction-augmented CLS (PACLS) method of updating the prediction model for new sources of spectral variation contained in the prediction sample set without having to return to the calibration process. The ACLS methods can also be applied to alternating least squares models. The ACLS methods can be applied to all types of multivariate data.

  17. Augmented Classical Least Squares Multivariate Spectral Analysis

    DOEpatents

    Haaland, David M.; Melgaard, David K.

    2005-01-11

    A method of multivariate spectral analysis, termed augmented classical least squares (ACLS), provides an improved CLS calibration model when unmodeled sources of spectral variation are contained in a calibration sample set. The ACLS methods use information derived from component or spectral residuals during the CLS calibration to provide an improved calibration-augmented CLS model. The ACLS methods are based on CLS so that they retain the qualitative benefits of CLS, yet they have the flexibility of PLS and other hybrid techniques in that they can define a prediction model even with unmodeled sources of spectral variation that are not explicitly included in the calibration model. The unmodeled sources of spectral variation may be unknown constituents, constituents with unknown concentrations, nonlinear responses, non-uniform and correlated errors, or other sources of spectral variation that are present in the calibration sample spectra. Also, since the various ACLS methods are based on CLS, they can incorporate the new prediction-augmented CLS (PACLS) method of updating the prediction model for new sources of spectral variation contained in the prediction sample set without having to return to the calibration process. The ACLS methods can also be applied to alternating least squares models. The ACLS methods can be applied to all types of multivariate data.

  18. Augmented Classical Least Squares Multivariate Spectral Analysis

    DOEpatents

    Haaland, David M.; Melgaard, David K.

    2005-07-26

    A method of multivariate spectral analysis, termed augmented classical least squares (ACLS), provides an improved CLS calibration model when unmodeled sources of spectral variation are contained in a calibration sample set. The ACLS methods use information derived from component or spectral residuals during the CLS calibration to provide an improved calibration-augmented CLS model. The ACLS methods are based on CLS so that they retain the qualitative benefits of CLS, yet they have the flexibility of PLS and other hybrid techniques in that they can define a prediction model even with unmodeled sources of spectral variation that are not explicitly included in the calibration model. The unmodeled sources of spectral variation may be unknown constituents, constituents with unknown concentrations, nonlinear responses, non-uniform and correlated errors, or other sources of spectral variation that are present in the calibration sample spectra. Also, since the various ACLS methods are based on CLS, they can incorporate the new prediction-augmented CLS (PACLS) method of updating the prediction model for new sources of spectral variation contained in the prediction sample set without having to return to the calibration process. The ACLS methods can also be applied to alternating least squares models. The ACLS methods can be applied to all types of multivariate data.

  19. Classical least squares multivariate spectral analysis

    DOEpatents

    Haaland, David M.

    2002-01-01

    An improved classical least squares multivariate spectral analysis method that adds spectral shapes describing non-calibrated components and system effects (other than baseline corrections) present in the analyzed mixture to the prediction phase of the method. These improvements decrease or eliminate many of the restrictions to the CLS-type methods and greatly extend their capabilities, accuracy, and precision. One new application of PACLS includes the ability to accurately predict unknown sample concentrations when new unmodeled spectral components are present in the unknown samples. Other applications of PACLS include the incorporation of spectrometer drift into the quantitative multivariate model and the maintenance of a calibration on a drifting spectrometer. Finally, the ability of PACLS to transfer a multivariate model between spectrometers is demonstrated.

  20. Hybrid least squares multivariate spectral analysis methods

    DOEpatents

    Haaland, David M.

    2004-03-23

    A set of hybrid least squares multivariate spectral analysis methods in which spectral shapes of components or effects not present in the original calibration step are added in a following prediction or calibration step to improve the accuracy of the estimation of the amount of the original components in the sampled mixture. The hybrid method herein means a combination of an initial calibration step with subsequent analysis by an inverse multivariate analysis method. A spectral shape herein means normally the spectral shape of a non-calibrated chemical component in the sample mixture but can also mean the spectral shapes of other sources of spectral variation, including temperature drift, shifts between spectrometers, spectrometer drift, etc. The shape can be continuous, discontinuous, or even discrete points illustrative of the particular effect.

  1. Vehicle detection using partial least squares.

    PubMed

    Kembhavi, Aniruddha; Harwood, David; Davis, Larry S

    2011-06-01

    Detecting vehicles in aerial images has a wide range of applications, from urban planning to visual surveillance. We describe a vehicle detector that improves upon previous approaches by incorporating a very large and rich set of image descriptors. A new feature set called Color Probability Maps is used to capture the color statistics of vehicles and their surroundings, along with the Histograms of Oriented Gradients feature and a simple yet powerful image descriptor that captures the structural characteristics of objects named Pairs of Pixels. The combination of these features leads to an extremely high-dimensional feature set (approximately 70,000 elements). Partial Least Squares is first used to project the data onto a much lower dimensional sub-space. Then, a powerful feature selection analysis is employed to improve the performance while vastly reducing the number of features that must be calculated. We compare our system to previous approaches on two challenging data sets and show superior performance. PMID:20921579

  2. Flexible least squares for approximately linear systems

    NASA Astrophysics Data System (ADS)

    Kalaba, Robert; Tesfatsion, Leigh

    1990-10-01

    A probability-free multicriteria approach is presented to the problem of filtering and smoothing when prior beliefs concerning dynamics and measurements take an approximately linear form. Consideration is given to applications in the social and biological sciences, where obtaining agreement among researchers regarding probability relations for discrepancy terms is difficult. The essence of the proposed flexible-least-squares (FLS) procedure is the cost-efficient frontier, a curve in a two-dimensional cost plane which provides an explicit and systematic way to determine the efficient trade-offs between the separate costs incurred for dynamic and measurement specification errors. The FLS estimates show how the state vector could have evolved over time in a manner minimally incompatible with the prior dynamic and measurement specifications. A FORTRAN program for implementing the FLS filtering and smoothing procedure for approximately linear systems is provided.

  3. Tensor hypercontraction. II. Least-squares renormalization.

    PubMed

    Parrish, Robert M; Hohenstein, Edward G; Martínez, Todd J; Sherrill, C David

    2012-12-14

    The least-squares tensor hypercontraction (LS-THC) representation for the electron repulsion integral (ERI) tensor is presented. Recently, we developed the generic tensor hypercontraction (THC) ansatz, which represents the fourth-order ERI tensor as a product of five second-order tensors [E. G. Hohenstein, R. M. Parrish, and T. J. Martínez, J. Chem. Phys. 137, 044103 (2012)]. Our initial algorithm for the generation of the THC factors involved a two-sided invocation of overlap-metric density fitting, followed by a PARAFAC decomposition, and is denoted PARAFAC tensor hypercontraction (PF-THC). LS-THC supersedes PF-THC by producing the THC factors through a least-squares renormalization of a spatial quadrature over the otherwise singular 1∕r(12) operator. Remarkably, an analytical and simple formula for the LS-THC factors exists. Using this formula, the factors may be generated with O(N(5)) effort if exact integrals are decomposed, or O(N(4)) effort if the decomposition is applied to density-fitted integrals, using any choice of density fitting metric. The accuracy of LS-THC is explored for a range of systems using both conventional and density-fitted integrals in the context of MP2. The grid fitting error is found to be negligible even for extremely sparse spatial quadrature grids. For the case of density-fitted integrals, the additional error incurred by the grid fitting step is generally markedly smaller than the underlying Coulomb-metric density fitting error. The present results, coupled with our previously published factorizations of MP2 and MP3, provide an efficient, robust O(N(4)) approach to both methods. Moreover, LS-THC is generally applicable to many other methods in quantum chemistry. PMID:23248986

  4. Tensor hypercontraction. II. Least-squares renormalization

    NASA Astrophysics Data System (ADS)

    Parrish, Robert M.; Hohenstein, Edward G.; Martínez, Todd J.; Sherrill, C. David

    2012-12-01

    The least-squares tensor hypercontraction (LS-THC) representation for the electron repulsion integral (ERI) tensor is presented. Recently, we developed the generic tensor hypercontraction (THC) ansatz, which represents the fourth-order ERI tensor as a product of five second-order tensors [E. G. Hohenstein, R. M. Parrish, and T. J. Martínez, J. Chem. Phys. 137, 044103 (2012)], 10.1063/1.4732310. Our initial algorithm for the generation of the THC factors involved a two-sided invocation of overlap-metric density fitting, followed by a PARAFAC decomposition, and is denoted PARAFAC tensor hypercontraction (PF-THC). LS-THC supersedes PF-THC by producing the THC factors through a least-squares renormalization of a spatial quadrature over the otherwise singular 1/r12 operator. Remarkably, an analytical and simple formula for the LS-THC factors exists. Using this formula, the factors may be generated with O(N^5) effort if exact integrals are decomposed, or O(N^4) effort if the decomposition is applied to density-fitted integrals, using any choice of density fitting metric. The accuracy of LS-THC is explored for a range of systems using both conventional and density-fitted integrals in the context of MP2. The grid fitting error is found to be negligible even for extremely sparse spatial quadrature grids. For the case of density-fitted integrals, the additional error incurred by the grid fitting step is generally markedly smaller than the underlying Coulomb-metric density fitting error. The present results, coupled with our previously published factorizations of MP2 and MP3, provide an efficient, robust O(N^4) approach to both methods. Moreover, LS-THC is generally applicable to many other methods in quantum chemistry.

  5. A new least-squares transport equation compatible with voids

    SciTech Connect

    Hansen, J. B.; Morel, J. E.

    2013-07-01

    We define a new least-squares transport equation that is applicable in voids, can be solved using source iteration with diffusion-synthetic acceleration, and requires only the solution of an independent set of second-order self-adjoint equations for each direction during each source iteration. We derive the equation, discretize it using the S{sub n} method in conjunction with a linear-continuous finite-element method in space, and computationally demonstrate various of its properties. (authors)

  6. Multisplitting for linear, least squares and nonlinear problems

    SciTech Connect

    Renaut, R.

    1996-12-31

    In earlier work, presented at the 1994 Iterative Methods meeting, a multisplitting (MS) method of block relaxation type was utilized for the solution of the least squares problem, and nonlinear unconstrained problems. This talk will focus on recent developments of the general approach and represents joint work both with Andreas Frommer, University of Wupertal for the linear problems and with Hans Mittelmann, Arizona State University for the nonlinear problems.

  7. Solving linear inequalities in a least squares sense

    SciTech Connect

    Bramley, R.; Winnicka, B.

    1994-12-31

    Let A {element_of} {Re}{sup mxn} be an arbitrary real matrix, and let b {element_of} {Re}{sup m} a given vector. A familiar problem in computational linear algebra is to solve the system Ax = b in a least squares sense; that is, to find an x* minimizing {parallel}Ax {minus} b{parallel}, where {parallel} {center_dot} {parallel} refers to the vector two-norm. Such an x* solves the normal equations A{sup T}(Ax {minus} b) = 0, and the optimal residual r* = b {minus} Ax* is unique (although x* need not be). The least squares problem is usually interpreted as corresponding to multiple observations, represented by the rows of A and b, on a vector of data x. The observations may be inconsistent, and in this case a solution is sought that minimizes the norm of the residuals. A less familiar problem to numerical linear algebraists is the solution of systems of linear inequalities Ax {le} b in a least squares sense, but the motivation is similar: if a set of observations places upper or lower bounds on linear combinations of variables, the authors want to find x* minimizing {parallel} (Ax {minus} b){sub +} {parallel}, where the i{sup th} component of the vector v{sub +} is the maximum of zero and the i{sup th} component of v.

  8. Recursive total-least-squares adaptive filtering

    NASA Astrophysics Data System (ADS)

    Dowling, Eric M.; DeGroat, Ronald D.

    1991-12-01

    In this paper a recursive total least squares (RTLS) adaptive filter is introduced and studied. The TLS approach is more appropriate and provides more accurate results than the LS approach when there is error on both sides of the adaptive filter equation; for example, linear prediction, AR modeling, and direction finding. The RTLS filter weights are updated in time O(mr) where m is the filter order and r is the dimension of the tracked subspace. In conventional adaptive filtering problems, r equals 1, so that updates can be performed with complexity O(m). The updates are performed by tracking an orthonormal basis for the smaller of the signal or noise subspaces using a computationally efficient subspace tracking algorithm. The filter is shown to outperform both LMS and RLS in terms of tracking and steady state tap weight error norms. It is also more versatile in that it can adapt its weight in the absence of persistent excitation, i.e., when the input data correlation matrix is near rank deficient. Through simulation, the convergence and tracking properties of the filter are presented and compared with LMS and RLS.

  9. Estimating errors in least-squares fitting

    NASA Technical Reports Server (NTRS)

    Richter, P. H.

    1995-01-01

    While least-squares fitting procedures are commonly used in data analysis and are extensively discussed in the literature devoted to this subject, the proper assessment of errors resulting from such fits has received relatively little attention. The present work considers statistical errors in the fitted parameters, as well as in the values of the fitted function itself, resulting from random errors in the data. Expressions are derived for the standard error of the fit, as a function of the independent variable, for the general nonlinear and linear fitting problems. Additionally, closed-form expressions are derived for some examples commonly encountered in the scientific and engineering fields, namely ordinary polynomial and Gaussian fitting functions. These results have direct application to the assessment of the antenna gain and system temperature characteristics, in addition to a broad range of problems in data analysis. The effects of the nature of the data and the choice of fitting function on the ability to accurately model the system under study are discussed, and some general rules are deduced to assist workers intent on maximizing the amount of information obtained form a given set of measurements.

  10. Robust inverse kinematics using damped least squares with dynamic weighting

    NASA Technical Reports Server (NTRS)

    Schinstock, D. E.; Faddis, T. N.; Greenway, R. B.

    1994-01-01

    This paper presents a general method for calculating the inverse kinematics with singularity and joint limit robustness for both redundant and non-redundant serial-link manipulators. Damped least squares inverse of the Jacobian is used with dynamic weighting matrices in approximating the solution. This reduces specific joint differential vectors. The algorithm gives an exact solution away from the singularities and joint limits, and an approximate solution at or near the singularities and/or joint limits. The procedure is here implemented for a six d.o.f. teleoperator and a well behaved slave manipulator resulted under teleoperational control.

  11. Recursive least-squares learning algorithms for neural networks

    SciTech Connect

    Lewis, P.S. ); Hwang, Jenq-Neng . Dept. of Electrical Engineering)

    1990-01-01

    This paper presents the development of a pair of recursive least squares (RLS) algorithms for online training of multilayer perceptrons, which are a class of feedforward artificial neural networks. These algorithms incorporate second order information about the training error surface in order to achieve faster learning rates than are possible using first order gradient descent algorithms such as the generalized delta rule. A least squares formulation is derived from a linearization of the training error function. Individual training pattern errors are linearized about the network parameters that were in effect when the pattern was presented. This permits the recursive solution of the least squares approximation, either via conventional RLS recursions or by recursive QR decomposition-based techniques. The computational complexity of the update is in the order of (N{sup 2}), where N is the number of network parameters. This is due to the estimation of the N {times} N inverse Hessian matrix. Less computationally intensive approximations of the RLS algorithms can be easily derived by using only block diagonal elements of this matrix, thereby partitioning the learning into independent sets. A simulation example is presented in which a neural network is trained to approximate a two dimensional Gaussian bump. In this example, RLS training required an order of magnitude fewer iterations on average (527) than did training with the generalized delta rule (6331). 14 refs., 3 figs.

  12. Least-squares framework for projection MRI reconstruction

    NASA Astrophysics Data System (ADS)

    Gregor, Jens; Rannou, Fernando

    2001-07-01

    Magnetic resonance signals that have very short relaxation times are conveniently sampled in a spherical fashion. We derive a least squares framework for reconstructing three-dimensional source distribution images from such data. Using a finite-series approach, the image is represented as a weighted sum of translated Kaiser-Bessel window functions. The Radon transform thereof establishes the connection with the projection data that one can obtain from the radial sampling trajectories. The resulting linear system of equations is sparse, but quite large. To reduce the size of the problem, we introduce focus of attention. Based on the theory of support functions, this data-driven preprocessing scheme eliminates equations and unknowns that merely represent the background. The image reconstruction and the focus of attention both require a least squares solution to be computed. We describe a projected gradient approach that facilitates a non-negativity constrained version of the powerful LSQR algorithm. In order to ensure reasonable execution times, the least squares computation can be distributed across a network of PCs and/or workstations. We discuss how to effectively parallelize the NN-LSQR algorithm. We close by presenting results from experimental work that addresses both computational issues and image quality using a mathematical phantom.

  13. Solution of a few nonlinear problems in aerodynamics by the finite elements and functional least squares methods. Ph.D. Thesis - Paris Univ.; [mathematical models of transonic flow using nonlinear equations

    NASA Technical Reports Server (NTRS)

    Periaux, J.

    1979-01-01

    The numerical simulation of the transonic flows of idealized fluids and of incompressible viscous fluids, by the nonlinear least squares methods is presented. The nonlinear equations, the boundary conditions, and the various constraints controlling the two types of flow are described. The standard iterative methods for solving a quasi elliptical nonlinear equation with partial derivatives are reviewed with emphasis placed on two examples: the fixed point method applied to the Gelder functional in the case of compressible subsonic flows and the Newton method used in the technique of decomposition of the lifting potential. The new abstract least squares method is discussed. It consists of substituting the nonlinear equation by a problem of minimization in a H to the minus 1 type Sobolev functional space.

  14. Götterdämmerung over total least squares

    NASA Astrophysics Data System (ADS)

    Malissiovas, G.; Neitzel, F.; Petrovic, S.

    2016-06-01

    The traditional way of solving non-linear least squares (LS) problems in Geodesy includes a linearization of the functional model and iterative solution of a nonlinear equation system. Direct solutions for a class of nonlinear adjustment problems have been presented by the mathematical community since the 1980s, based on total least squares (TLS) algorithms and involving the use of singular value decomposition (SVD). However, direct LS solutions for this class of problems have been developed in the past also by geodesists. In this contributionwe attempt to establish a systematic approach for direct solutions of non-linear LS problems from a "geodetic" point of view. Therefore, four non-linear adjustment problems are investigated: the fit of a straight line to given points in 2D and in 3D, the fit of a plane in 3D and the 2D symmetric similarity transformation of coordinates. For all these problems a direct LS solution is derived using the same methodology by transforming the problem to the solution of a quadratic or cubic algebraic equation. Furthermore, by applying TLS all these four problems can be transformed to solving the respective characteristic eigenvalue equations. It is demonstrated that the algebraic equations obtained in this way are identical with those resulting from the LS approach. As a by-product of this research two novel approaches are presented for the TLS solutions of fitting a straight line to 3D and the 2D similarity transformation of coordinates. The derived direct solutions of the four considered problems are illustrated on examples from the literature and also numerically compared to published iterative solutions.

  15. Kernel-based least squares policy iteration for reinforcement learning.

    PubMed

    Xu, Xin; Hu, Dewen; Lu, Xicheng

    2007-07-01

    In this paper, we present a kernel-based least squares policy iteration (KLSPI) algorithm for reinforcement learning (RL) in large or continuous state spaces, which can be used to realize adaptive feedback control of uncertain dynamic systems. By using KLSPI, near-optimal control policies can be obtained without much a priori knowledge on dynamic models of control plants. In KLSPI, Mercer kernels are used in the policy evaluation of a policy iteration process, where a new kernel-based least squares temporal-difference algorithm called KLSTD-Q is proposed for efficient policy evaluation. To keep the sparsity and improve the generalization ability of KLSTD-Q solutions, a kernel sparsification procedure based on approximate linear dependency (ALD) is performed. Compared to the previous works on approximate RL methods, KLSPI makes two progresses to eliminate the main difficulties of existing results. One is the better convergence and (near) optimality guarantee by using the KLSTD-Q algorithm for policy evaluation with high precision. The other is the automatic feature selection using the ALD-based kernel sparsification. Therefore, the KLSPI algorithm provides a general RL method with generalization performance and convergence guarantee for large-scale Markov decision problems (MDPs). Experimental results on a typical RL task for a stochastic chain problem demonstrate that KLSPI can consistently achieve better learning efficiency and policy quality than the previous least squares policy iteration (LSPI) algorithm. Furthermore, the KLSPI method was also evaluated on two nonlinear feedback control problems, including a ship heading control problem and the swing up control of a double-link underactuated pendulum called acrobot. Simulation results illustrate that the proposed method can optimize controller performance using little a priori information of uncertain dynamic systems. It is also demonstrated that KLSPI can be applied to online learning control by incorporating

  16. General spline filters for discontinuous Galerkin solutions

    PubMed Central

    Peters, Jörg

    2015-01-01

    The discontinuous Galerkin (dG) method outputs a sequence of polynomial pieces. Post-processing the sequence by Smoothness-Increasing Accuracy-Conserving (SIAC) convolution not only increases the smoothness of the sequence but can also improve its accuracy and yield superconvergence. SIAC convolution is considered optimal if the SIAC kernels, in the form of a linear combination of B-splines of degree d, reproduce polynomials of degree 2d. This paper derives simple formulas for computing the optimal SIAC spline coefficients for the general case including non-uniform knots. PMID:26594090

  17. Single Object Tracking With Fuzzy Least Squares Support Vector Machine.

    PubMed

    Zhang, Shunli; Zhao, Sicong; Sui, Yao; Zhang, Li

    2015-12-01

    Single object tracking, in which a target is often initialized manually in the first frame and then is tracked and located automatically in the subsequent frames, is a hot topic in computer vision. The traditional tracking-by-detection framework, which often formulates tracking as a binary classification problem, has been widely applied and achieved great success in single object tracking. However, there are some potential issues in this formulation. For instance, the boundary between the positive and negative training samples is fuzzy, and the objectives of tracking and classification are inconsistent. In this paper, we attempt to address the above issues from the fuzzy system perspective and propose a novel tracking method by formulating tracking as a fuzzy classification problem. First, we introduce the fuzzy strategy into tracking and propose a novel fuzzy tracking framework, which can measure the importance of the training samples by assigning different memberships to them and offer more strict spatial constraints. Second, we develop a fuzzy least squares support vector machine (FLS-SVM) approach and employ it to implement a concrete tracker. In particular, the primal form, dual form, and kernel form of FLS-SVM are analyzed and the corresponding closed-form solutions are derived for efficient realizations. Besides, a least squares regression model is built to control the update adaptively, retaining the robustness of the appearance model. The experimental results demonstrate that our method can achieve comparable or superior performance to many state-of-the-art methods. PMID:26441419

  18. Least-squares methods involving the H{sup -1} inner product

    SciTech Connect

    Pasciak, J.

    1996-12-31

    Least-squares methods are being shown to be an effective technique for the solution of elliptic boundary value problems. However, the methods differ depending on the norms in which they are formulated. For certain problems, it is much more natural to consider least-squares functionals involving the H{sup -1} norm. Such norms give rise to improved convergence estimates and better approximation to problems with low regularity solutions. In addition, fewer new variables need to be added and less stringent boundary conditions need to be imposed. In this talk, I will describe some recent developments involving least-squares methods utilizing the H{sup -1} inner product.

  19. Evaluation of fuzzy inference systems using fuzzy least squares

    NASA Technical Reports Server (NTRS)

    Barone, Joseph M.

    1992-01-01

    Efforts to develop evaluation methods for fuzzy inference systems which are not based on crisp, quantitative data or processes (i.e., where the phenomenon the system is built to describe or control is inherently fuzzy) are just beginning. This paper suggests that the method of fuzzy least squares can be used to perform such evaluations. Regressing the desired outputs onto the inferred outputs can provide both global and local measures of success. The global measures have some value in an absolute sense, but they are particularly useful when competing solutions (e.g., different numbers of rules, different fuzzy input partitions) are being compared. The local measure described here can be used to identify specific areas of poor fit where special measures (e.g., the use of emphatic or suppressive rules) can be applied. Several examples are discussed which illustrate the applicability of the method as an evaluation tool.

  20. Estimating parameter of influenza transmission using regularized least square

    NASA Astrophysics Data System (ADS)

    Nuraini, N.; Syukriah, Y.; Indratno, S. W.

    2014-02-01

    Transmission process of influenza can be presented in a mathematical model as a non-linear differential equations system. In this model the transmission of influenza is determined by the parameter of contact rate of the infected host and susceptible host. This parameter will be estimated using a regularized least square method where the Finite Element Method and Euler Method are used for approximating the solution of the SIR differential equation. The new infected data of influenza from CDC is used to see the effectiveness of the method. The estimated parameter represents the contact rate proportion of transmission probability in a day which can influence the number of infected people by the influenza. Relation between the estimated parameter and the number of infected people by the influenza is measured by coefficient of correlation. The numerical results show positive correlation between the estimated parameters and the infected people.

  1. Using Weighted Least Squares Regression for Obtaining Langmuir Sorption Constants

    Technology Transfer Automated Retrieval System (TEKTRAN)

    One of the most commonly used models for describing phosphorus (P) sorption to soils is the Langmuir model. To obtain model parameters, the Langmuir model is fit to measured sorption data using least squares regression. Least squares regression is based on several assumptions including normally dist...

  2. Orthogonalizing EM: A design-based least squares algorithm

    PubMed Central

    Xiong, Shifeng; Dai, Bin; Huling, Jared; Qian, Peter Z. G.

    2016-01-01

    We introduce an efficient iterative algorithm, intended for various least squares problems, based on a design of experiments perspective. The algorithm, called orthogonalizing EM (OEM), works for ordinary least squares and can be easily extended to penalized least squares. The main idea of the procedure is to orthogonalize a design matrix by adding new rows and then solve the original problem by embedding the augmented design in a missing data framework. We establish several attractive theoretical properties concerning OEM. For the ordinary least squares with a singular regression matrix, an OEM sequence converges to the Moore-Penrose generalized inverse-based least squares estimator. For ordinary and penalized least squares with various penalties, it converges to a point having grouping coherence for fully aliased regression matrices. Convergence and the convergence rate of the algorithm are examined. Finally, we demonstrate that OEM is highly efficient for large-scale least squares and penalized least squares problems, and is considerably faster than competing methods when n is much larger than p. Supplementary materials for this article are available online. PMID:27499558

  3. Multilevel solvers of first-order system least-squares for Stokes equations

    SciTech Connect

    Lai, Chen-Yao G.

    1996-12-31

    Recently, The use of first-order system least squares principle for the approximate solution of Stokes problems has been extensively studied by Cai, Manteuffel, and McCormick. In this paper, we study multilevel solvers of first-order system least-squares method for the generalized Stokes equations based on the velocity-vorticity-pressure formulation in three dimensions. The least-squares functionals is defined to be the sum of the L{sup 2}-norms of the residuals, which is weighted appropriately by the Reynolds number. We develop convergence analysis for additive and multiplicative multilevel methods applied to the resulting discrete equations.

  4. An analysis of the least-squares problem for the DSN systematic pointing error model

    NASA Technical Reports Server (NTRS)

    Alvarez, L. S.

    1991-01-01

    A systematic pointing error model is used to calibrate antennas in the Deep Space Network. The least squares problem is described and analyzed along with the solution methods used to determine the model's parameters. Specifically studied are the rank degeneracy problems resulting from beam pointing error measurement sets that incorporate inadequate sky coverage. A least squares parameter subset selection method is described and its applicability to the systematic error modeling process is demonstrated on Voyager 2 measurement distribution.

  5. A least squares closure approximation for liquid crystalline polymers

    NASA Astrophysics Data System (ADS)

    Sievenpiper, Traci Ann

    2011-12-01

    An introduction to existing closure schemes for the Doi-Hess kinetic theory of liquid crystalline polymers is provided. A new closure scheme is devised based on a least squares fit of a linear combination of the Doi, Tsuji-Rey, Hinch-Leal I, and Hinch-Leal II closure schemes. The orientation tensor and rate-of-strain tensor are fit separately using data generated from the kinetic solution of the Smoluchowski equation. The known behavior of the kinetic solution and existing closure schemes at equilibrium is compared with that of the new closure scheme. The performance of the proposed closure scheme in simple shear flow for a variety of shear rates and nematic polymer concentrations is examined, along with that of the four selected existing closure schemes. The flow phase diagram for the proposed closure scheme under the conditions of shear flow is constructed and compared with that of the kinetic solution. The study of the closure scheme is extended to the simulation of nematic polymers in plane Couette cells. The results are compared with existing kinetic simulations for a Landau-deGennes mesoscopic model with the application of a parameterized closure approximation. The proposed closure scheme is shown to produce a reasonable approximation to the kinetic results in the case of simple shear flow and plane Couette flow.

  6. Iterative least-squares solvers for the Navier-Stokes equations

    SciTech Connect

    Bochev, P.

    1996-12-31

    In the recent years finite element methods of least-squares type have attracted considerable attention from both mathematicians and engineers. This interest has been motivated, to a large extent, by several valuable analytic and computational properties of least-squares variational principles. In particular, finite element methods based on such principles circumvent Ladyzhenskaya-Babuska-Brezzi condition and lead to symmetric and positive definite algebraic systems. Thus, it is not surprising that numerical solution of fluid flow problems has been among the most promising and successful applications of least-squares methods. In this context least-squares methods offer significant theoretical and practical advantages in the algorithmic design, which makes resulting methods suitable, among other things, for large-scale numerical simulations.

  7. PRINCIPAL COMPONENTS ANALYSIS AND PARTIAL LEAST SQUARES REGRESSION

    EPA Science Inventory

    The mathematics behind the techniques of principal component analysis and partial least squares regression is presented in detail, starting from the appropriate extreme conditions. he meaning of the resultant vectors and many of their mathematical interrelationships are also pres...

  8. Elastic Model Transitions Using Quadratic Inequality Constrained Least Squares

    NASA Technical Reports Server (NTRS)

    Orr, Jeb S.

    2012-01-01

    A technique is presented for initializing multiple discrete finite element model (FEM) mode sets for certain types of flight dynamics formulations that rely on superposition of orthogonal modes for modeling the elastic response. Such approaches are commonly used for modeling launch vehicle dynamics, and challenges arise due to the rapidly time-varying nature of the rigid-body and elastic characteristics. By way of an energy argument, a quadratic inequality constrained least squares (LSQI) algorithm is employed to e ect a smooth transition from one set of FEM eigenvectors to another with no requirement that the models be of similar dimension or that the eigenvectors be correlated in any particular way. The physically unrealistic and controversial method of eigenvector interpolation is completely avoided, and the discrete solution approximates that of the continuously varying system. The real-time computational burden is shown to be negligible due to convenient features of the solution method. Simulation results are presented, and applications to staging and other discontinuous mass changes are discussed

  9. Iterative least squares method for global positioning system

    NASA Astrophysics Data System (ADS)

    He, Y.; Bilgic, A.

    2011-08-01

    The efficient implementation of positioning algorithms is investigated for Global Positioning System (GPS). In order to do the positioning, the pseudoranges between the receiver and the satellites are required. The most commonly used algorithm for position computation from pseudoranges is non-linear Least Squares (LS) method. Linearization is done to convert the non-linear system of equations into an iterative procedure, which requires the solution of a linear system of equations in each iteration, i.e. linear LS method is applied iteratively. CORDIC-based approximate rotations are used while computing the QR decomposition for solving the LS problem in each iteration. By choosing accuracy of the approximation, e.g. with a chosen number of optimal CORDIC angles per rotation, the LS computation can be simplified. The accuracy of the positioning results is compared for various numbers of required iterations and various approximation accuracies using real GPS data. The results show that very coarse approximations are sufficient for reasonable positioning accuracy. Therefore, the presented method reduces the computational complexity significantly and is highly suited for hardware implementation.

  10. A note on the limitations of lattice least squares

    NASA Technical Reports Server (NTRS)

    Gillis, J. T.; Gustafson, C. L.; Mcgraw, G. A.

    1988-01-01

    This paper quantifies the known limitation of lattice least squares to ARX models in terms of the dynamic properties of the system being modeled. This allows determination of the applicability of lattice least squares in a given situation. The central result is that an equivalent ARX model exists for an ARMAX system if and only if the ARMAX system has no transmission zeros from the noise port to the output port. The technique used to prove this fact is a construction using the matrix fractional description of the system. The final section presents two computational examples.

  11. Computing circles and spheres of arithmitic least squares

    NASA Astrophysics Data System (ADS)

    Nievergelt, Yves

    1994-07-01

    A proof of the existence and uniqueness of L. Moura and R. Kitney's circle of least squares leads to estimates of the accuracy with which a computer can determine that circle. The result shows that the accuracy deteriorates as the correlation between the coordinates of the data points increases in magnitude. Yet a numerically more stable computation of eigenvectors yields the limiting straight line, which a further analysis reveals to be the line of total least squares. The same analysis also provides generalizations to fitting spheres in higher dimensions.

  12. On realizations of least-squares estimation and Kalman filtering by systolic arrays

    NASA Technical Reports Server (NTRS)

    Chen, M. J.; Yao, K.

    1986-01-01

    Least-squares (LS) estimation is a basic operation in many signal processing problems. Given y = Ax + v, where A is a m x n coefficient matrix, y is a m x 1 observation vector, and v is a m x 1 zero mean white noise vector, a simple least-squares solution is finding the estimated vector x which minimizes the norm of /Ax-y/. It is well known that for an ill-conditioned matrix A, solving least-squares problems by orthogonal triangular (QR) decomposition and back substitution has robust numerical properties under finite word length effect since 2-norm is preserved. Many fast algorithms have been proposed and applied to systolic arrays. Gentleman-Kung (1981) first presented the trianglular systolic array for a basic Givens reduction. McWhirter (1983) used this array structure to find the least-squares estimation errors. Then by geometric approach, several different systolic array realizations of the recursive least-squares estimation algorithms of Lee et al (1981) were derived by Kalson-Yao (1985). Basic QR decomposition algorithms are considered in this paper and it is found that under a one-row time updating situation, the Householder transformation degenerates to a simple Givens reduction. Next, an improved least-squares estimation algorithm is derived by considering a modified version of fast Givens reduction. From this approach, the basic relationship between Givens reduction and Modified-Gram-Schmidt transformation can easily be understood. This improved algorithm also has simpler computational and inter-cell connection complexities while compared with other known least-squares algorithms and is more realistic for systolic array implementation.

  13. SAS Partial Least Squares (PLS) for Discriminant Analysis

    Technology Transfer Automated Retrieval System (TEKTRAN)

    The objective of this work was to implement discriminant analysis using SAS partial least squares (PLS) regression for analysis of spectral data. This was done in combination with previous efforts which implemented data pre-treatments including scatter correction, derivatives, mean centering, and v...

  14. On the Routh approximation technique and least squares errors

    NASA Technical Reports Server (NTRS)

    Aburdene, M. F.; Singh, R.-N. P.

    1979-01-01

    A new method for calculating the coefficients of the numerator polynomial of the direct Routh approximation method (DRAM) using the least square error criterion is formulated. The necessary conditions have been obtained in terms of algebraic equations. The method is useful for low frequency as well as high frequency reduced-order models.

  15. A Genetic Algorithm Approach to Nonlinear Least Squares Estimation

    ERIC Educational Resources Information Center

    Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.

    2004-01-01

    A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…

  16. Least-Squares Adaptive Control Using Chebyshev Orthogonal Polynomials

    NASA Technical Reports Server (NTRS)

    Nguyen, Nhan T.; Burken, John; Ishihara, Abraham

    2011-01-01

    This paper presents a new adaptive control approach using Chebyshev orthogonal polynomials as basis functions in a least-squares functional approximation. The use of orthogonal basis functions improves the function approximation significantly and enables better convergence of parameter estimates. Flight control simulations demonstrate the effectiveness of the proposed adaptive control approach.

  17. Parallel block schemes for large scale least squares computations

    SciTech Connect

    Golub, G.H.; Plemmons, R.J.; Sameh, A.

    1986-04-01

    Large scale least squares computations arise in a variety of scientific and engineering problems, including geodetic adjustments and surveys, medical image analysis, molecular structures, partial differential equations and substructuring methods in structural engineering. In each of these problems, matrices often arise which possess a block structure which reflects the local connection nature of the underlying physical problem. For example, such super-large nonlinear least squares computations arise in geodesy. Here the coordinates of positions are calculated by iteratively solving overdetermined systems of nonlinear equations by the Gauss-Newton method. The US National Geodetic Survey will complete this year (1986) the readjustment of the North American Datum, a problem which involves over 540 thousand unknowns and over 6.5 million observations (equations). The observation matrix for these least squares computations has a block angular form with 161 diagnonal blocks, each containing 3 to 4 thousand unknowns. In this paper parallel schemes are suggested for the orthogonal factorization of matrices in block angular form and for the associated backsubstitution phase of the least squares computations. In addition, a parallel scheme for the calculation of certain elements of the covariance matrix for such problems is described. It is shown that these algorithms are ideally suited for multiprocessors with three levels of parallelism such as the Cedar system at the University of Illinois. 20 refs., 7 figs.

  18. Least squares approximation of two-dimensional FIR digital filters

    NASA Astrophysics Data System (ADS)

    Alliney, S.; Sgallari, F.

    1980-02-01

    In this paper, a new method for the synthesis of two-dimensional FIR digital filters is presented. The method is based on a least-squares approximation of the ideal frequency response; an orthogonality property of certain functions, related to the frequency sampling design, improves the computational efficiency.

  19. On the equivalence of Kalman filtering and least-squares estimation

    NASA Astrophysics Data System (ADS)

    Mysen, E.

    2016-07-01

    The Kalman filter is derived directly from the least-squares estimator, and generalized to accommodate stochastic processes with time variable memory. To complete the link between least-squares estimation and Kalman filtering of first-order Markov processes, a recursive algorithm is presented for the computation of the off-diagonal elements of the a posteriori least-squares error covariance. As a result of the algebraic equivalence of the two estimators, both approaches can fully benefit from the advantages implied by their individual perspectives. In particular, it is shown how Kalman filter solutions can be integrated into the normal equation formalism that is used for intra- and inter-technique combination of space geodetic data.

  20. Constrained hierarchical least square nonlinear equation solvers. [for indefinite stiffness and large structural deformations

    NASA Technical Reports Server (NTRS)

    Padovan, J.; Lackney, J.

    1986-01-01

    The current paper develops a constrained hierarchical least square nonlinear equation solver. The procedure can handle the response behavior of systems which possess indefinite tangent stiffness characteristics. Due to the generality of the scheme, this can be achieved at various hierarchical application levels. For instance, in the case of finite element simulations, various combinations of either degree of freedom, nodal, elemental, substructural, and global level iterations are possible. Overall, this enables a solution methodology which is highly stable and storage efficient. To demonstrate the capability of the constrained hierarchical least square methodology, benchmarking examples are presented which treat structure exhibiting highly nonlinear pre- and postbuckling behavior wherein several indefinite stiffness transitions occur.

  1. Least-squares streamline diffusion finite element approximations to singularly perturbed convection-diffusion problems

    SciTech Connect

    Lazarov, R D; Vassilevski, P S

    1999-05-06

    In this paper we introduce and study a least-squares finite element approximation for singularly perturbed convection-diffusion equations of second order. By introducing the flux (diffusive plus convective) as a new unknown, the problem is written in a mixed form as a first order system. Further, the flux is augmented by adding the lower order terms with a small parameter. The new first order system is approximated by the least-squares finite element method using the minus one norm approach of Bramble, Lazarov, and Pasciak [2]. Further, we estimate the error of the method and discuss its implementation and the numerical solution of some test problems.

  2. Speckle reduction by phase-based weighted least squares.

    PubMed

    Zhu, Lei; Wang, Weiming; Qin, Jing; Heng, Pheng-Ann

    2014-01-01

    Although ultrasonography has been widely used in clinical applications, the doctor suffers great difficulties in diagnosis due to the artifacts of ultrasound images, especially the speckle noise. This paper proposes a novel framework for speckle reduction by using a phase-based weighted least squares optimization. The proposed approach can effectively smooth out speckle noise while preserving the features in the image, e.g., edges with different contrasts. To this end, we first employ a local phase-based measure, which is theoretically intensity-invariant, to extract the edge map from the input image. The edge map is then incorporated into the weighted least squares framework to supervise the optimization during despeckling, so that low contrast edges can be retained while the noise has been greatly removed. Experimental results in synthetic and clinical ultrasound images demonstrate that our approach performs better than state-of-the-art methods. PMID:25570846

  3. Least-squares estimation of batch culture kinetic parameters.

    PubMed

    Ong, S L

    1983-10-01

    This article concerns the development of a simple and effective least-squares procedure for estimating the kinetic parameters in Monod expressions from batch culture data. The basic approach employed in this work was to translate the problem of parameter estimation to a mathematical model containing a single decision variable. The resulting model was then solved by an efficient one-dimensional search algorithm which can be adapted to any microcomputer or advanced programmable calculator. The procedure was tested on synthetic data (substrate concentrations) with different types and levels of error. The effect of endogeneous respiration on the estimated values of the kinetic parameters was also assessed. From the results of these analyses the least-squares procedure developed was concluded to be very effective. PMID:18548565

  4. Assessment of weighted-least-squares-based gas path analysis

    NASA Astrophysics Data System (ADS)

    Doel, D. L.

    1994-04-01

    Manufacturers of gas turbines have searched for three decades for a reliable way to use gas path measurements to determine the health of jet engine components. They have been hindered in this pursuit by the quality of the measurements used to carry out the analysis. Engine manufacturers have chosen weighted-least-squares techniques to reduce the inaccuracy caused by sensor error. While these algorithms are clearly an improvement over the previous generation of gas path analysis programs, they still fail in many situations. This paper describes some of the failures and explores their relationship to the underlying analysis technique. It also describes difficulties in implementing a gas path analysis program. The paper concludes with an appraisal of weighted-least-squares-based gas path analysis.

  5. Source allocation by least-squares hydrocarbon fingerprint matching

    SciTech Connect

    William A. Burns; Stephen M. Mudge; A. Edward Bence; Paul D. Boehm; John S. Brown; David S. Page; Keith R. Parker

    2006-11-01

    There has been much controversy regarding the origins of the natural polycyclic aromatic hydrocarbon (PAH) and chemical biomarker background in Prince William Sound (PWS), Alaska, site of the 1989 Exxon Valdez oil spill. Different authors have attributed the sources to various proportions of coal, natural seep oil, shales, and stream sediments. The different probable bioavailabilities of hydrocarbons from these various sources can affect environmental damage assessments from the spill. This study compares two different approaches to source apportionment with the same data (136 PAHs and biomarkers) and investigate whether increasing the number of coal source samples from one to six increases coal attributions. The constrained least-squares (CLS) source allocation method that fits concentrations meets geologic and chemical constraints better than partial least-squares (PLS) which predicts variance. The field data set was expanded to include coal samples reported by others, and CLS fits confirm earlier findings of low coal contributions to PWS. 15 refs., 5 figs.

  6. Source allocation by least-squares hydrocarbon fingerprint matching.

    PubMed

    Burns, William A; Mudge, Stephen M; Bence, A Edward; Boehm, Paul D; Brown, John S; Page, David S; Parker, Keith R

    2006-11-01

    There has been much controversy regarding the origins of the natural polycyclic aromatic hydrocarbon (PAH) and chemical biomarker background in Prince William Sound (PWS), Alaska, site of the 1989 Exxon Valdez oil spill. Different authors have attributed the sources to various proportions of coal, natural seep oil, shales, and stream sediments. The different probable bioavailabilities of hydrocarbons from these various sources can affect environmental damage assessments from the spill. This study compares two different approaches to source apportionment with the same data (136 PAHs and biomarkers) and investigate whether increasing the number of coal source samples from one to six increases coal attributions. The constrained least-squares (CLS) source allocation method that fits concentrations meets geologic and chemical constraints better than partial least-squares (PLS) which predicts variance. The field data set was expanded to include coal samples reported by others, and CLS fits confirm earlier findings of low coal contributions to PWS. PMID:17144278

  7. Weighted discrete least-squares polynomial approximation using randomized quadratures

    NASA Astrophysics Data System (ADS)

    Zhou, Tao; Narayan, Akil; Xiu, Dongbin

    2015-10-01

    We discuss the problem of polynomial approximation of multivariate functions using discrete least squares collocation. The problem stems from uncertainty quantification (UQ), where the independent variables of the functions are random variables with specified probability measure. We propose to construct the least squares approximation on points randomly and uniformly sampled from tensor product Gaussian quadrature points. We analyze the stability properties of this method and prove that the method is asymptotically stable, provided that the number of points scales linearly (up to a logarithmic factor) with the cardinality of the polynomial space. Specific results in both bounded and unbounded domains are obtained, along with a convergence result for Chebyshev measure. Numerical examples are provided to verify the theoretical results.

  8. Least-squares finite element methods for quantum chromodynamics

    SciTech Connect

    Ketelsen, Christian; Brannick, J; Manteuffel, T; Mccormick, S

    2008-01-01

    A significant amount of the computational time in large Monte Carlo simulations of lattice quantum chromodynamics (QCD) is spent inverting the discrete Dirac operator. Unfortunately, traditional covariant finite difference discretizations of the Dirac operator present serious challenges for standard iterative methods. For interesting physical parameters, the discretized operator is large and ill-conditioned, and has random coefficients. More recently, adaptive algebraic multigrid (AMG) methods have been shown to be effective preconditioners for Wilson's discretization of the Dirac equation. This paper presents an alternate discretization of the Dirac operator based on least-squares finite elements. The discretization is systematically developed and physical properties of the resulting matrix system are discussed. Finally, numerical experiments are presented that demonstrate the effectiveness of adaptive smoothed aggregation ({alpha}SA ) multigrid as a preconditioner for the discrete field equations resulting from applying the proposed least-squares FE formulation to a simplified test problem, the 2d Schwinger model of quantum electrodynamics.

  9. Anisotropy minimization via least squares method for transformation optics.

    PubMed

    Junqueira, Mateus A F C; Gabrielli, Lucas H; Spadoti, Danilo H

    2014-07-28

    In this work the least squares method is used to reduce anisotropy in transformation optics technique. To apply the least squares method a power series is added on the coordinate transformation functions. The series coefficients were calculated to reduce the deviations in Cauchy-Riemann equations, which, when satisfied, result in both conformal transformations and isotropic media. We also present a mathematical treatment for the special case of transformation optics to design waveguides. To demonstrate the proposed technique a waveguide with a 30° of bend and with a 50% of increase in its output width was designed. The results show that our technique is simultaneously straightforward to be implement and effective in reducing the anisotropy of the transformation for an extremely low value close to zero. PMID:25089468

  10. An Alternating Least Squares Method for the Weighted Approximation of a Symmetric Matrix.

    ERIC Educational Resources Information Center

    ten Berge, Jos M. F.; Kiers, Henk A. L.

    1993-01-01

    R. A. Bailey and J. C. Gower explored approximating a symmetric matrix "B" by another, "C," in the least squares sense when the squared discrepancies for diagonal elements receive specific nonunit weights. A solution is proposed where "C" is constrained to be positive semidefinite and of a fixed rank. (SLD)

  11. Least-Squares Approximation of an Improper Correlation Matrix by a Proper One.

    ERIC Educational Resources Information Center

    Knol, Dirk L.; ten Berge, Jos M. F.

    1989-01-01

    An algorithm, based on a solution for C. I. Mosier's oblique Procrustes rotation problem, is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. Results are of interest for missing value and tetrachoric correlation, indefinite matrix correlation, and constrained…

  12. Kernel Partial Least Squares for Nonlinear Regression and Discrimination

    NASA Technical Reports Server (NTRS)

    Rosipal, Roman; Clancy, Daniel (Technical Monitor)

    2002-01-01

    This paper summarizes recent results on applying the method of partial least squares (PLS) in a reproducing kernel Hilbert space (RKHS). A previously proposed kernel PLS regression model was proven to be competitive with other regularized regression methods in RKHS. The family of nonlinear kernel-based PLS models is extended by considering the kernel PLS method for discrimination. Theoretical and experimental results on a two-class discrimination problem indicate usefulness of the method.

  13. Least squares restoration of multi-channel images

    NASA Technical Reports Server (NTRS)

    Chin, Roland T.; Galatsanos, Nikolas P.

    1989-01-01

    In this paper, a least squares filter for the restoration of multichannel imagery is presented. The restoration filter is based on a linear, space-invariant imaging model and makes use of an iterative matrix inversion algorithm. The restoration utilizes both within-channel (spatial) and cross-channel information as constraints. Experiments using color images (three-channel imagery with red, green, and blue components) were performed to evaluate the filter's performance and to compare it with other monochrome and multichannel filters.

  14. Generalized Least Squares Estimators in the Analysis of Covariance Structures.

    ERIC Educational Resources Information Center

    Browne, Michael W.

    This paper concerns situations in which a p x p covariance matrix is a function of an unknown q x 1 parameter vector y-sub-o. Notation is defined in the second section, and some algebraic results used in subsequent sections are given. Section 3 deals with asymptotic properties of generalized least squares (G.L.S.) estimators of y-sub-o. Section 4…

  15. Least-squares finite element method for fluid dynamics

    NASA Technical Reports Server (NTRS)

    Jiang, Bo-Nan; Povinelli, Louis A.

    1989-01-01

    An overview is given of new developments of the least squares finite element method (LSFEM) in fluid dynamics. Special emphasis is placed on the universality of LSFEM; the symmetry and positiveness of the algebraic systems obtained from LSFEM; the accommodation of LSFEM to equal order interpolations for incompressible viscous flows; and the natural numerical dissipation of LSFEM for convective transport problems and high speed compressible flows. The performance of LSFEM is illustrated by numerical examples.

  16. Comparing implementations of penalized weighted least-squares sinogram restoration

    SciTech Connect

    Forthmann, Peter; Koehler, Thomas; Defrise, Michel; La Riviere, Patrick

    2010-11-15

    Purpose: A CT scanner measures the energy that is deposited in each channel of a detector array by x rays that have been partially absorbed on their way through the object. The measurement process is complex and quantitative measurements are always and inevitably associated with errors, so CT data must be preprocessed prior to reconstruction. In recent years, the authors have formulated CT sinogram preprocessing as a statistical restoration problem in which the goal is to obtain the best estimate of the line integrals needed for reconstruction from the set of noisy, degraded measurements. The authors have explored both penalized Poisson likelihood (PL) and penalized weighted least-squares (PWLS) objective functions. At low doses, the authors found that the PL approach outperforms PWLS in terms of resolution-noise tradeoffs, but at standard doses they perform similarly. The PWLS objective function, being quadratic, is more amenable to computational acceleration than the PL objective. In this work, the authors develop and compare two different methods for implementing PWLS sinogram restoration with the hope of improving computational performance relative to PL in the standard-dose regime. Sinogram restoration is still significant in the standard-dose regime since it can still outperform standard approaches and it allows for correction of effects that are not usually modeled in standard CT preprocessing. Methods: The authors have explored and compared two implementation strategies for PWLS sinogram restoration: (1) A direct matrix-inversion strategy based on the closed-form solution to the PWLS optimization problem and (2) an iterative approach based on the conjugate-gradient algorithm. Obtaining optimal performance from each strategy required modifying the naive off-the-shelf implementations of the algorithms to exploit the particular symmetry and sparseness of the sinogram-restoration problem. For the closed-form approach, the authors subdivided the large matrix

  17. Comparing implementations of penalized weighted least-squares sinogram restoration

    PubMed Central

    Forthmann, Peter; Koehler, Thomas; Defrise, Michel; La Riviere, Patrick

    2010-01-01

    Purpose: A CT scanner measures the energy that is deposited in each channel of a detector array by x rays that have been partially absorbed on their way through the object. The measurement process is complex and quantitative measurements are always and inevitably associated with errors, so CT data must be preprocessed prior to reconstruction. In recent years, the authors have formulated CT sinogram preprocessing as a statistical restoration problem in which the goal is to obtain the best estimate of the line integrals needed for reconstruction from the set of noisy, degraded measurements. The authors have explored both penalized Poisson likelihood (PL) and penalized weighted least-squares (PWLS) objective functions. At low doses, the authors found that the PL approach outperforms PWLS in terms of resolution-noise tradeoffs, but at standard doses they perform similarly. The PWLS objective function, being quadratic, is more amenable to computational acceleration than the PL objective. In this work, the authors develop and compare two different methods for implementing PWLS sinogram restoration with the hope of improving computational performance relative to PL in the standard-dose regime. Sinogram restoration is still significant in the standard-dose regime since it can still outperform standard approaches and it allows for correction of effects that are not usually modeled in standard CT preprocessing. Methods: The authors have explored and compared two implementation strategies for PWLS sinogram restoration: (1) A direct matrix-inversion strategy based on the closed-form solution to the PWLS optimization problem and (2) an iterative approach based on the conjugate-gradient algorithm. Obtaining optimal performance from each strategy required modifying the naive off-the-shelf implementations of the algorithms to exploit the particular symmetry and sparseness of the sinogram-restoration problem. For the closed-form approach, the authors subdivided the large matrix

  18. Partial least squares Cox regression for genome-wide data.

    PubMed

    Nygård, Ståle; Borgan, Ornulf; Lingjaerde, Ole Christian; Størvold, Hege Leite

    2008-06-01

    Most methods for survival prediction from high-dimensional genomic data combine the Cox proportional hazards model with some technique of dimension reduction, such as partial least squares regression (PLS). Applying PLS to the Cox model is not entirely straightforward, and multiple approaches have been proposed. The method of Park etal. (Bioinformatics 18(Suppl. 1):S120-S127, 2002) uses a reformulation of the Cox likelihood to a Poisson type likelihood, thereby enabling estimation by iteratively reweighted partial least squares for generalized linear models. We propose a modification of the method of Park et al. (2002) such that estimates of the baseline hazard and the gene effects are obtained in separate steps. The resulting method has several advantages over the method of Park et al. (2002) and other existing Cox PLS approaches, as it allows for estimation of survival probabilities for new patients, enables a less memory-demanding estimation procedure, and allows for incorporation of lower-dimensional non-genomic variables like disease grade and tumor thickness. We also propose to combine our Cox PLS method with an initial gene selection step in which genes are ordered by their Cox score and only the highest-ranking k% of the genes are retained, obtaining a so-called supervised partial least squares regression method. In simulations, both the unsupervised and the supervised version outperform other Cox PLS methods. PMID:18188699

  19. Application of the Polynomial-Based Least Squares and Total Least Squares Models for the Attenuated Total Reflection Fourier Transform Infrared Spectra of Binary Mixtures of Hydroxyl Compounds.

    PubMed

    Shan, Peng; Peng, Silong; Zhao, Yuhui; Tang, Liang

    2016-03-01

    An analysis of binary mixtures of hydroxyl compound by Attenuated Total Reflection Fourier transform infrared spectroscopy (ATR FT-IR) and classical least squares (CLS) yield large model error due to the presence of unmodeled components such as H-bonded components. To accommodate these spectral variations, polynomial-based least squares (LSP) and polynomial-based total least squares (TLSP) are proposed to capture the nonlinear absorbance-concentration relationship. LSP is based on assuming that only absorbance noise exists; while TLSP takes both absorbance noise and concentration noise into consideration. In addition, based on different solving strategy, two optimization algorithms (limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm and Levenberg-Marquardt (LM) algorithm) are combined with TLSP and then two different TLSP versions (termed as TLSP-LBFGS and TLSP-LM) are formed. The optimum order of each nonlinear model is determined by cross-validation. Comparison and analyses of the four models are made from two aspects: absorbance prediction and concentration prediction. The results for water-ethanol solution and ethanol-ethyl lactate solution show that LSP, TLSP-LBFGS, and TLSP-LM can, for both absorbance prediction and concentration prediction, obtain smaller root mean square error of prediction than CLS. Additionally, they can also greatly enhance the accuracy of estimated pure component spectra. However, from the view of concentration prediction, the Wilcoxon signed rank test shows that there is no statistically significant difference between each nonlinear model and CLS. PMID:26810185

  20. Taking correlations in GPS least squares adjustments into account with a diagonal covariance matrix

    NASA Astrophysics Data System (ADS)

    Kermarrec, Gaël; Schön, Steffen

    2016-05-01

    Based on the results of Luati and Proietti (Ann Inst Stat Math 63:673-686, 2011) on an equivalence for a certain class of polynomial regressions between the diagonally weighted least squares (DWLS) and the generalized least squares (GLS) estimator, an alternative way to take correlations into account thanks to a diagonal covariance matrix is presented. The equivalent covariance matrix is much easier to compute than a diagonalization of the covariance matrix via eigenvalue decomposition which also implies a change of the least squares equations. This condensed matrix, for use in the least squares adjustment, can be seen as a diagonal or reduced version of the original matrix, its elements being simply the sums of the rows elements of the weighting matrix. The least squares results obtained with the equivalent diagonal matrices and those given by the fully populated covariance matrix are mathematically strictly equivalent for the mean estimator in terms of estimate and its a priori cofactor matrix. It is shown that this equivalence can be empirically extended to further classes of design matrices such as those used in GPS positioning (single point positioning, precise point positioning or relative positioning with double differences). Applying this new model to simulated time series of correlated observations, a significant reduction of the coordinate differences compared with the solutions computed with the commonly used diagonal elevation-dependent model was reached for the GPS relative positioning with double differences, single point positioning as well as precise point positioning cases. The estimate differences between the equivalent and classical model with fully populated covariance matrix were below the mm for all simulated GPS cases and below the sub-mm for the relative positioning with double differences. These results were confirmed by analyzing real data. Consequently, the equivalent diagonal covariance matrices, compared with the often used elevation

  1. A negative-norm least squares method for Reissner-Mindlin plates

    NASA Astrophysics Data System (ADS)

    Bramble, J. H.; Sun, T.

    1998-07-01

    In this paper a least squares method, using the minus one norm developed by Bramble, Lazarov, and Pasciak, is introduced to approximate the solution of the Reissner-Mindlin plate problem with small parameter t, the thickness of the plate. The reformulation of Brezzi and Fortin is employed to prevent locking. Taking advantage of the least squares approach, we use only continuous finite elements for all the unknowns. In particular, we may use continuous linear finite elements. The difficulty of satisfying the inf-sup condition is overcome by the introduction of a stabilization term into the least squares bilinear form, which is very cheap computationally. It is proved that the error of the discrete solution is optimal with respect to regularity and uniform with respect to the parameter t. Apart from the simplicity of the elements, the stability theorem gives a natural block diagonal preconditioner of the resulting least squares system. For each diagonal block, one only needs a preconditioner for a second order elliptic problem.

  2. Simultaneous least squares fitter based on the Lagrange multiplier method

    NASA Astrophysics Data System (ADS)

    Guan, Ying-Hui; Lü, Xiao-Rui; Zheng, Yang-Heng; Zhu, Yong-Sheng

    2013-10-01

    We developed a least squares fitter used for extracting expected physics parameters from the correlated experimental data in high energy physics. This fitter considers the correlations among the observables and handles the nonlinearity using linearization during the χ2 minimization. This method can naturally be extended to the analysis with external inputs. By incorporating with Lagrange multipliers, the fitter includes constraints among the measured observables and the parameters of interest. We applied this fitter to the study of the D0-D¯0 mixing parameters as the test-bed based on MC simulation. The test results show that the fitter gives unbiased estimators with correct uncertainties and the approach is credible.

  3. Recursive least squares estimation and Kalman filtering by systolic arrays

    NASA Technical Reports Server (NTRS)

    Chen, M. J.; Yao, K.

    1988-01-01

    One of the most promising new directions for high-throughput-rate problems is that based on systolic arrays. In this paper, using the matrix-decomposition approach, a systolic Kalman filter is formulated as a modified square-root information filter consisting of a whitening filter followed by a simple least-squares operation based on the systolic QR algorithm. By proper skewing of the input data, a fully pipelined time and measurement update systolic Kalman filter can be achieved with O(n squared) processing cells, resulting in a system throughput rate of O (n).

  4. Positive Scattering Cross Sections using Constrained Least Squares

    SciTech Connect

    Dahl, J.A.; Ganapol, B.D.; Morel, J.E.

    1999-09-27

    A method which creates a positive Legendre expansion from truncated Legendre cross section libraries is presented. The cross section moments of order two and greater are modified by a constrained least squares algorithm, subject to the constraints that the zeroth and first moments remain constant, and that the standard discrete ordinate scattering matrix is positive. A method using the maximum entropy representation of the cross section which reduces the error of these modified moments is also presented. These methods are implemented in PARTISN, and numerical results from a transport calculation using highly anisotropic scattering cross sections with the exponential discontinuous spatial scheme is presented.

  5. Method for exploiting bias in factor analysis using constrained alternating least squares algorithms

    DOEpatents

    Keenan, Michael R.

    2008-12-30

    Bias plays an important role in factor analysis and is often implicitly made use of, for example, to constrain solutions to factors that conform to physical reality. However, when components are collinear, a large range of solutions may exist that satisfy the basic constraints and fit the data equally well. In such cases, the introduction of mathematical bias through the application of constraints may select solutions that are less than optimal. The biased alternating least squares algorithm of the present invention can offset mathematical bias introduced by constraints in the standard alternating least squares analysis to achieve factor solutions that are most consistent with physical reality. In addition, these methods can be used to explicitly exploit bias to provide alternative views and provide additional insights into spectral data sets.

  6. EFFICIENCY OF LEAST SQUARES ESTIMATORS IN THE PRESENCE OF SPATIAL AUTOCORRELATION

    EPA Science Inventory

    The authors consider the effect of spatial autocorrelation on inferences made using ordinary least squares estimation. it is found, in some cares, that ordinary least squares estimators provide a reasonable alternative to the estimated ' generalized least squares estimators recom...

  7. Revisiting the Least-squares Procedure for Gradient Reconstruction on Unstructured Meshes

    NASA Technical Reports Server (NTRS)

    Mavriplis, Dimitri J.; Thomas, James L. (Technical Monitor)

    2003-01-01

    The accuracy of the least-squares technique for gradient reconstruction on unstructured meshes is examined. While least-squares techniques produce accurate results on arbitrary isotropic unstructured meshes, serious difficulties exist for highly stretched meshes in the presence of surface curvature. In these situations, gradients are typically under-estimated by up to an order of magnitude. For vertex-based discretizations on triangular and quadrilateral meshes, and cell-centered discretizations on quadrilateral meshes, accuracy can be recovered using an inverse distance weighting in the least-squares construction. For cell-centered discretizations on triangles, both the unweighted and weighted least-squares constructions fail to provide suitable gradient estimates for highly stretched curved meshes. Good overall flow solution accuracy can be retained in spite of poor gradient estimates, due to the presence of flow alignment in exactly the same regions where the poor gradient accuracy is observed. However, the use of entropy fixes has the potential for generating large but subtle discretization errors.

  8. Faraday rotation data analysis with least-squares elliptical fitting

    NASA Astrophysics Data System (ADS)

    White, Adam D.; McHale, G. Brent; Goerz, David A.; Speer, Ron D.

    2010-10-01

    A method of analyzing Faraday rotation data from pulsed magnetic field measurements is described. The method uses direct least-squares elliptical fitting to measured data. The least-squares fit conic parameters are used to rotate, translate, and rescale the measured data. Interpretation of the transformed data provides improved accuracy and time-resolution characteristics compared with many existing methods of analyzing Faraday rotation data. The method is especially useful when linear birefringence is present at the input or output of the sensing medium, or when the relative angle of the polarizers used in analysis is not aligned with precision; under these circumstances the method is shown to return the analytically correct input signal. The method may be pertinent to other applications where analysis of Lissajous figures is required, such as the velocity interferometer system for any reflector (VISAR) diagnostics. The entire algorithm is fully automated and requires no user interaction. An example of algorithm execution is shown, using data from a fiber-based Faraday rotation sensor on a capacitive discharge experiment.

  9. A least-squares framework for Component Analysis.

    PubMed

    De la Torre, Fernando

    2012-06-01

    Over the last century, Component Analysis (CA) methods such as Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA), Canonical Correlation Analysis (CCA), Locality Preserving Projections (LPP), and Spectral Clustering (SC) have been extensively used as a feature extraction step for modeling, classification, visualization, and clustering. CA techniques are appealing because many can be formulated as eigen-problems, offering great potential for learning linear and nonlinear representations of data in closed-form. However, the eigen-formulation often conceals important analytic and computational drawbacks of CA techniques, such as solving generalized eigen-problems with rank deficient matrices (e.g., small sample size problem), lacking intuitive interpretation of normalization factors, and understanding commonalities and differences between CA methods. This paper proposes a unified least-squares framework to formulate many CA methods. We show how PCA, LDA, CCA, LPP, SC, and its kernel and regularized extensions correspond to a particular instance of least-squares weighted kernel reduced rank regression (LS--WKRRR). The LS-WKRRR formulation of CA methods has several benefits: 1) provides a clean connection between many CA techniques and an intuitive framework to understand normalization factors; 2) yields efficient numerical schemes to solve CA techniques; 3) overcomes the small sample size problem; 4) provides a framework to easily extend CA methods. We derive weighted generalizations of PCA, LDA, SC, and CCA, and several new CA techniques. PMID:21911913

  10. Forecasting Istanbul monthly temperature by multivariate partial least square

    NASA Astrophysics Data System (ADS)

    Ertaç, Mefharet; Firuzan, Esin; Solum, Şenol

    2015-07-01

    Weather forecasting, especially for temperature, has always been a popular subject since it affects our daily life and always includes uncertainty as statistics does. The goals of this study are (a) to forecast monthly mean temperature by benefitting meteorological variables like temperature, humidity and rainfall; and (b) to improve the forecast ability by evaluating the forecasting errors depending upon the parameter changes and local or global forecasting methods. Approximately 100 years of meteorological data from 54 automatic meteorology observation stations of Istanbul that is the mega city of Turkey are analyzed to infer about the meteorological behaviour of the city. A new partial least square (PLS) forecasting technique based on chaotic analysis is also developed by using nonlinear time series and variable selection methods. The proposed model is also compared with artificial neural networks (ANNs), which model nonlinearly the relation between inputs and outputs by working neurons like human brain. Ordinary least square (OLS), PLS and ANN methods are used for nonlinear time series forecasting in this study. Major findings are the chaotic nature of the meteorological data of Istanbul and the best performance values of the proposed PLS model.

  11. Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression

    PubMed Central

    Chen, Yanguang

    2016-01-01

    In geo-statistics, the Durbin-Watson test is frequently employed to detect the presence of residual serial correlation from least squares regression analyses. However, the Durbin-Watson statistic is only suitable for ordered time or spatial series. If the variables comprise cross-sectional data coming from spatial random sampling, the test will be ineffectual because the value of Durbin-Watson’s statistic depends on the sequence of data points. This paper develops two new statistics for testing serial correlation of residuals from least squares regression based on spatial samples. By analogy with the new form of Moran’s index, an autocorrelation coefficient is defined with a standardized residual vector and a normalized spatial weight matrix. Then by analogy with the Durbin-Watson statistic, two types of new serial correlation indices are constructed. As a case study, the two newly presented statistics are applied to a spatial sample of 29 China’s regions. These results show that the new spatial autocorrelation models can be used to test the serial correlation of residuals from regression analysis. In practice, the new statistics can make up for the deficiencies of the Durbin-Watson test. PMID:26800271

  12. An Incremental Weighted Least Squares Approach to Surface Lights Fields

    NASA Astrophysics Data System (ADS)

    Coombe, Greg; Lastra, Anselmo

    An Image-Based Rendering (IBR) approach to appearance modelling enables the capture of a wide variety of real physical surfaces with complex reflectance behaviour. The challenges with this approach are handling the large amount of data, rendering the data efficiently, and previewing the model as it is being constructed. In this paper, we introduce the Incremental Weighted Least Squares approach to the representation and rendering of spatially and directionally varying illumination. Each surface patch consists of a set of Weighted Least Squares (WLS) node centers, which are low-degree polynomial representations of the anisotropic exitant radiance. During rendering, the representations are combined in a non-linear fashion to generate a full reconstruction of the exitant radiance. The rendering algorithm is fast, efficient, and implemented entirely on the GPU. The construction algorithm is incremental, which means that images are processed as they arrive instead of in the traditional batch fashion. This human-in-the-loop process enables the user to preview the model as it is being constructed and to adapt to over-sampling and under-sampling of the surface appearance.

  13. Cross-term free based bistatic radar system using sparse least squares

    NASA Astrophysics Data System (ADS)

    Sevimli, R. Akin; Cetin, A. Enis

    2015-05-01

    Passive Bistatic Radar (PBR) systems use illuminators of opportunity, such as FM, TV, and DAB broadcasts. The most common illuminator of opportunity used in PBR systems is the FM radio stations. Single FM channel based PBR systems do not have high range resolution and may turn out to be noisy. In order to enhance the range resolution of the PBR systems algorithms using several FM channels at the same time are proposed. In standard methods, consecutive FM channels are translated to baseband as is and fed to the matched filter to compute the range-Doppler map. Multichannel FM based PBR systems have better range resolution than single channel systems. However superious sidelobe peaks occur as a side effect. In this article, we linearly predict the surveillance signal using the modulated and delayed reference signal components. We vary the modulation frequency and the delay to cover the entire range-Doppler plane. Whenever there is a target at a specific range value and Doppler value the prediction error is minimized. The cost function of the linear prediction equation has three components. The first term is the real-part of the ordinary least squares term, the second-term is the imaginary part of the least squares and the third component is the l2-norm of the prediction coefficients. Separate minimization of real and imaginary parts reduces the side lobes and decrease the noise level of the range-Doppler map. The third term enforces the sparse solution on the least squares problem. We experimentally observed that this approach is better than both the standard least squares and other sparse least squares approaches in terms of side lobes. Extensive simulation examples will be presented in the final form of the paper.

  14. Intelligent Quality Prediction Using Weighted Least Square Support Vector Regression

    NASA Astrophysics Data System (ADS)

    Yu, Yaojun

    A novel quality prediction method with mobile time window is proposed for small-batch producing process based on weighted least squares support vector regression (LS-SVR). The design steps and learning algorithm are also addressed. In the method, weighted LS-SVR is taken as the intelligent kernel, with which the small-batch learning is solved well and the nearer sample is set a larger weight, while the farther is set the smaller weight in the history data. A typical machining process of cutting bearing outer race is carried out and the real measured data are used to contrast experiment. The experimental results demonstrate that the prediction accuracy of the weighted LS-SVR based model is only 20%-30% that of the standard LS-SVR based one in the same condition. It provides a better candidate for quality prediction of small-batch producing process.

  15. Parameter Uncertainty for Aircraft Aerodynamic Modeling using Recursive Least Squares

    NASA Technical Reports Server (NTRS)

    Grauer, Jared A.; Morelli, Eugene A.

    2016-01-01

    A real-time method was demonstrated for determining accurate uncertainty levels of stability and control derivatives estimated using recursive least squares and time-domain data. The method uses a recursive formulation of the residual autocorrelation to account for colored residuals, which are routinely encountered in aircraft parameter estimation and change the predicted uncertainties. Simulation data and flight test data for a subscale jet transport aircraft were used to demonstrate the approach. Results showed that the corrected uncertainties matched the observed scatter in the parameter estimates, and did so more accurately than conventional uncertainty estimates that assume white residuals. Only small differences were observed between batch estimates and recursive estimates at the end of the maneuver. It was also demonstrated that the autocorrelation could be reduced to a small number of lags to minimize computation and memory storage requirements without significantly degrading the accuracy of predicted uncertainty levels.

  16. Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations

    NASA Astrophysics Data System (ADS)

    Wang, Qiqi; Hu, Rui; Blonigan, Patrick

    2014-06-01

    The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned "least squares shadowing (LSS) problem". The LSS problem is then linearized in our sensitivity analysis algorithm, which computes a derivative that converges to the derivative of the infinitely long time average. We demonstrate our algorithm in several dynamical systems exhibiting both periodic and chaotic oscillations.

  17. Local validation of EU-DEM using Least Squares Collocation

    NASA Astrophysics Data System (ADS)

    Ampatzidis, Dimitrios; Mouratidis, Antonios; Gruber, Christian; Kampouris, Vassilios

    2016-04-01

    In the present study we are dealing with the evaluation of the European Digital Elevation Model (EU-DEM) in a limited area, covering few kilometers. We compare EU-DEM derived vertical information against orthometric heights obtained by classical trigonometric leveling for an area located in Northern Greece. We apply several statistical tests and we initially fit a surface model, in order to quantify the existing biases and outliers. Finally, we implement a methodology for orthometric heights prognosis, using the Least Squares Collocation for the remaining residuals of the first step (after the fitted surface application). Our results, taking into account cross validation points, reveal a local consistency between EU-DEM and official heights, which is better than 1.4 meters.

  18. Flow Applications of the Least Squares Finite Element Method

    NASA Technical Reports Server (NTRS)

    Jiang, Bo-Nan

    1998-01-01

    The main thrust of the effort has been towards the development, analysis and implementation of the least-squares finite element method (LSFEM) for fluid dynamics and electromagnetics applications. In the past year, there were four major accomplishments: 1) special treatments in computational fluid dynamics and computational electromagnetics, such as upwinding, numerical dissipation, staggered grid, non-equal order elements, operator splitting and preconditioning, edge elements, and vector potential are unnecessary; 2) the analysis of the LSFEM for most partial differential equations can be based on the bounded inverse theorem; 3) the finite difference and finite volume algorithms solve only two Maxwell equations and ignore the divergence equations; and 4) the first numerical simulation of three-dimensional Marangoni-Benard convection was performed using the LSFEM.

  19. Near-least-squares radio frequency interference suppression

    NASA Astrophysics Data System (ADS)

    Miller, Timothy R.; McCorkle, John W.; Potter, Lee C.

    1995-06-01

    We present an algorithm for the removal of narrow-band interference from wideband signals. We apply the algorithm to suppress radio frequency interference encountered by ultra- wideband synthetic aperture radar systems used for foliage- and ground-penetrating imaging. For this application, we seek maximal reduction of interference energy, minimal loss and distortion of wideband target responses, and real-time implementation. To balance these competing objectives, we exploit prior information concerning the interference environment in designing an estimate-and-subtract-estimation algorithm. The use of prior knowledge allows fast, near-least-squares estimation of the interference and permits iterative target signature excision in the interference estimation procedure to decrease estimation bias. The results is greater interference suppression, less target signature loss and distortion, and faster computation than is provided by existing techniques.

  20. Material characterization via least squares support vector machines

    NASA Astrophysics Data System (ADS)

    Swaddiwudhipong, S.; Tho, K. K.; Liu, Z. S.; Hua, J.; Ooi, N. S. B.

    2005-09-01

    Analytical methods to interpret the load indentation curves are difficult to formulate and execute directly due to material and geometric nonlinearities as well as complex contact interactions. In the present study, a new approach based on the least squares support vector machines (LS-SVMs) is adopted in the characterization of materials obeying power law strain-hardening. The input data for training and verification of the LS-SVM model are obtained from 1000 large strain-large deformation finite element analyses which were carried out earlier to simulate indentation tests. The proposed LS-SVM model relates the characteristics of the indentation load-displacement curve directly to the elasto-plastic material properties without resorting to any iterative schemes. The tuned LS-SVM model is able to accurately predict the material properties when presented with new sets of load-indentation curves which were not used in the training and verification of the model.

  1. Random errors in interferometry with the least-squares method

    SciTech Connect

    Wang Qi

    2011-01-20

    This investigation analyzes random errors in interferometric surface profilers using the least-squares method when random noises are present. Two types of random noise are considered here: intensity noise and position noise. Two formulas have been derived for estimating the standard deviations of the surface height measurements: one is for estimating the standard deviation when only intensity noise is present, and the other is for estimating the standard deviation when only position noise is present. Measurements on simulated noisy interferometric data have been performed, and standard deviations of the simulated measurements have been compared with those theoretically derived. The relationships have also been discussed between random error and the wavelength of the light source and between random error and the amplitude of the interference fringe.

  2. Spreadsheet for designing valid least-squares calibrations: A tutorial.

    PubMed

    Bettencourt da Silva, Ricardo J N

    2016-02-01

    Instrumental methods of analysis are used to define the price of goods, the compliance of products with a regulation, or the outcome of fundamental or applied research. These methods can only play their role properly if reported information is objective and their quality is fit for the intended use. If measurement results are reported with an adequately small measurement uncertainty both of these goals are achieved. The evaluation of the measurement uncertainty can be performed by the bottom-up approach, that involves a detailed description of the measurement process, or using a pragmatic top-down approach that quantify major uncertainty components from global performance data. The bottom-up approach is not so frequently used due to the need to master the quantification of individual components responsible for random and systematic effects that affect measurement results. This work presents a tutorial that can be easily used by non-experts in the accurate evaluation of the measurement uncertainty of instrumental methods of analysis calibrated using least-squares regressions. The tutorial includes the definition of the calibration interval, the assessments of instrumental response homoscedasticity, the definition of calibrators preparation procedure required for least-squares regression model application, the assessment of instrumental response linearity and the evaluation of measurement uncertainty. The developed measurement model is only applicable in calibration ranges where signal precision is constant. A MS-Excel file is made available to allow the easy application of the tutorial. This tool can be useful for cases where top-down approaches cannot produce results with adequately low measurement uncertainty. An example of the application of this tool to the determination of nitrate in water by ion chromatography is presented. PMID:26653439

  3. Recursive least square vehicle mass estimation based on acceleration partition

    NASA Astrophysics Data System (ADS)

    Feng, Yuan; Xiong, Lu; Yu, Zhuoping; Qu, Tong

    2014-05-01

    Vehicle mass is an important parameter in vehicle dynamics control systems. Although many algorithms have been developed for the estimation of mass, none of them have yet taken into account the different types of resistance that occur under different conditions. This paper proposes a vehicle mass estimator. The estimator incorporates road gradient information in the longitudinal accelerometer signal, and it removes the road grade from the longitudinal dynamics of the vehicle. Then, two different recursive least square method (RLSM) schemes are proposed to estimate the driving resistance and the mass independently based on the acceleration partition under different conditions. A 6 DOF dynamic model of four In-wheel Motor Vehicle is built to assist in the design of the algorithm and in the setting of the parameters. The acceleration limits are determined to not only reduce the estimated error but also ensure enough data for the resistance estimation and mass estimation in some critical situations. The modification of the algorithm is also discussed to improve the result of the mass estimation. Experiment data on a sphalt road, plastic runway, and gravel road and on sloping roads are used to validate the estimation algorithm. The adaptability of the algorithm is improved by using data collected under several critical operating conditions. The experimental results show the error of the estimation process to be within 2.6%, which indicates that the algorithm can estimate mass with great accuracy regardless of the road surface and gradient changes and that it may be valuable in engineering applications. This paper proposes a recursive least square vehicle mass estimation method based on acceleration partition.

  4. A CLASS OF RECONSTRUCTED DISCONTINUOUS GALERKIN METHODS IN COMPUTATIONAL FLUID DYNAMICS

    SciTech Connect

    Hong Luo; Yidong Xia; Robert Nourgaliev

    2011-05-01

    A class of reconstructed discontinuous Galerkin (DG) methods is presented to solve compressible flow problems on arbitrary grids. The idea is to combine the efficiency of the reconstruction methods in finite volume methods and the accuracy of the DG methods to obtain a better numerical algorithm in computational fluid dynamics. The beauty of the resulting reconstructed discontinuous Galerkin (RDG) methods is that they provide a unified formulation for both finite volume and DG methods, and contain both classical finite volume and standard DG methods as two special cases of the RDG methods, and thus allow for a direct efficiency comparison. Both Green-Gauss and least-squares reconstruction methods and a least-squares recovery method are presented to obtain a quadratic polynomial representation of the underlying linear discontinuous Galerkin solution on each cell via a so-called in-cell reconstruction process. The devised in-cell reconstruction is aimed to augment the accuracy of the discontinuous Galerkin method by increasing the order of the underlying polynomial solution. These three reconstructed discontinuous Galerkin methods are used to compute a variety of compressible flow problems on arbitrary meshes to assess their accuracy. The numerical experiments demonstrate that all three reconstructed discontinuous Galerkin methods can significantly improve the accuracy of the underlying second-order DG method, although the least-squares reconstructed DG method provides the best performance in terms of both accuracy, efficiency, and robustness.

  5. A method for obtaining a least squares fit of a hyperplane to uncertain data

    SciTech Connect

    Reister, D.B.; Morris, M.D.

    1994-05-01

    For many least squares problems, the uncertainty is in one of the variables [for example, y = f(x) or z = f(x,y)]. However, for some problems, the uncertainty is in the geometric transformation from measured data to Cartesian coordinates and all of the calculated variables are uncertain. When we seek the best least squares fit of a hyperplane to the data, we obtain an over determined system (we have n + l equations to determine n unknowns). By neglecting one of the equations at a time, we can obtain n + l different solutions for the unknown parameters. However, we cannot average the n + l hyperplanes to obtain a single best estimate. To obtain a solution without neglecting any of the equations, we solve an eigenvalue problem and use the eigenvector associated with the smallest eigenvalue to determine the unknown parameters. We have performed numerical experiments that compare our eigenvalue method to the approach of neglecting one equation at a time.

  6. Least squares adjustment of large-scale geodetic networks by orthogonal decomposition

    SciTech Connect

    George, J.A.; Golub, G.H.; Heath, M.T.; Plemmons, R.J.

    1981-11-01

    This article reviews some recent developments in the solution of large sparse least squares problems typical of those arising in geodetic adjustment problems. The new methods are distinguished by their use of orthogonal transformations which tend to improve numerical accuracy over the conventional approach based on the use of the normal equations. The adaptation of these new schemes to allow for the use of auxiliary storage and their extension to rank deficient problems are also described.

  7. The incomplete inverse and its applications to the linear least squares problem

    NASA Technical Reports Server (NTRS)

    Morduch, G. E.

    1977-01-01

    A modified matrix product is explained, and it is shown that this product defiles a group whose inverse is called the incomplete inverse. It was proven that the incomplete inverse of an augmented normal matrix includes all the quantities associated with the least squares solution. An answer is provided to the problem that occurs when the data residuals are too large and when insufficient data to justify augmenting the model are available.

  8. Least-Squares Neutron Spectral Adjustment with STAYSL PNNL

    NASA Astrophysics Data System (ADS)

    Greenwood, L. R.; Johnson, C. D.

    2016-02-01

    The STAYSL PNNL computer code, a descendant of the STAY'SL code [1], performs neutron spectral adjustment of a starting neutron spectrum, applying a least squares method to determine adjustments based on saturated activation rates, neutron cross sections from evaluated nuclear data libraries, and all associated covariances. STAYSL PNNL is provided as part of a comprehensive suite of programs [2], where additional tools in the suite are used for assembling a set of nuclear data libraries and determining all required corrections to the measured data to determine saturated activation rates. Neutron cross section and covariance data are taken from the International Reactor Dosimetry File (IRDF-2002) [3], which was sponsored by the International Atomic Energy Agency (IAEA), though work is planned to update to data from the IAEA's International Reactor Dosimetry and Fusion File (IRDFF) [4]. The nuclear data and associated covariances are extracted from IRDF-2002 using the third-party NJOY99 computer code [5]. The NJpp translation code converts the extracted data into a library data array format suitable for use as input to STAYSL PNNL. The software suite also includes three utilities to calculate corrections to measured activation rates. Neutron self-shielding corrections are calculated as a function of neutron energy with the SHIELD code and are applied to the group cross sections prior to spectral adjustment, thus making the corrections independent of the neutron spectrum. The SigPhi Calculator is a Microsoft Excel spreadsheet used for calculating saturated activation rates from raw gamma activities by applying corrections for gamma self-absorption, neutron burn-up, and the irradiation history. Gamma self-absorption and neutron burn-up corrections are calculated (iteratively in the case of the burn-up) within the SigPhi Calculator spreadsheet. The irradiation history corrections are calculated using the BCF computer code and are inserted into the SigPhi Calculator

  9. On least squares approximations to indefinite problems of the mixed type

    NASA Technical Reports Server (NTRS)

    Fix, G. J.; Gunzburger, M. D.

    1978-01-01

    A least squares method is presented for computing approximate solutions of indefinite partial differential equations of the mixed type such as those that arise in connection with transonic flutter analysis. The method retains the advantages of finite difference schemes namely simplicity and sparsity of the resulting matrix system. However, it offers some great advantages over finite difference schemes. First, the method is insensitive to the value of the forcing frequency, i.e., the resulting matrix system is always symmetric and positive definite. As a result, iterative methods may be successfully employed to solve the matrix system, thus taking full advantage of the sparsity. Furthermore, the method is insensitive to the type of the partial differential equation, i.e., the computational algorithm is the same in elliptic and hyperbolic regions. In this work the method is formulated and numerical results for model problems are presented. Some theoretical aspects of least squares approximations are also discussed.

  10. Least squares finite element method with high continuity NURBS basis for incompressible Navier-Stokes equations

    NASA Astrophysics Data System (ADS)

    Chen, De-Xiang; Xu, Zi-Li; Liu, Shi; Feng, Yong-Xin

    2014-03-01

    Modern least squares finite element method (LSFEM) has advantage over mixed finite element method for non-self-adjoint problem like Navier-Stokes equations, but has problem to be norm equivalent and mass conservative when using C0 type basis. In this paper, LSFEM with non-uniform B-splines (NURBS) is proposed for Navier-Stokes equations. High order continuity NURBS is used to construct the finite-dimensional spaces for both velocity and pressure. Variational form is derived from the governing equations with primitive variables and the DOFs due to additional variables are not necessary. There is a novel k-refinement which has spectral convergence of least squares functional. The method also has same advantages as isogeometric analysis like automatic mesh generation and exact geometry representation. Several benchmark problems are solved using the proposed method. The results agree well with the benchmark solutions available in literature. The results also show good performance in mass conservation.

  11. Accuracy of least-squares methods for the Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Bochev, Pavel B.; Gunzburger, Max D.

    1993-01-01

    Recently there has been substantial interest in least-squares finite element methods for velocity-vorticity-pressure formulations of the incompressible Navier-Stokes equations. The main cause for this interest is the fact that algorithms for the resulting discrete equations can be devised which require the solution of only symmetric, positive definite systems of algebraic equations. On the other hand, it is well-documented that methods using the vorticity as a primary variable often yield very poor approximations. Thus, here we study the accuracy of these methods through a series of computational experiments, and also comment on theoretical error estimates. It is found, despite the failure of standard methods for deriving error estimates, that computational evidence suggests that these methods are, at the least, nearly optimally accurate. Thus, in addition to the desirable matrix properties yielded by least-squares methods, one also obtains accurate approximations.

  12. A least-squares computational ``tool kit``. Nuclear data and measurements series

    SciTech Connect

    Smith, D.L.

    1993-04-01

    The information assembled in this report is intended to offer a useful computational ``tool kit`` to individuals who are interested in a variety of practical applications for the least-squares method of parameter estimation. The fundamental principles of Bayesian analysis are outlined first and these are applied to development of both the simple and the generalized least-squares conditions. Formal solutions that satisfy these conditions are given subsequently. Their application to both linear and non-linear problems is described in detail. Numerical procedures required to implement these formal solutions are discussed and two utility computer algorithms are offered for this purpose (codes LSIOD and GLSIOD written in FORTRAN). Some simple, easily understood examples are included to illustrate the use of these algorithms. Several related topics are then addressed, including the generation of covariance matrices, the role of iteration in applications of least-squares procedures, the effects of numerical precision and an approach that can be pursued in developing data analysis packages that are directed toward special applications.

  13. Bootstrapping Least Squares Estimates in Biochemical Reaction Networks

    PubMed Central

    Linder, Daniel F.

    2015-01-01

    The paper proposes new computational methods of computing confidence bounds for the least squares estimates (LSEs) of rate constants in mass-action biochemical reaction network and stochastic epidemic models. Such LSEs are obtained by fitting the set of deterministic ordinary differential equations (ODEs), corresponding to the large volume limit of a reaction network, to network’s partially observed trajectory treated as a continuous-time, pure jump Markov process. In the large volume limit the LSEs are asymptotically Gaussian, but their limiting covariance structure is complicated since it is described by a set of nonlinear ODEs which are often ill-conditioned and numerically unstable. The current paper considers two bootstrap Monte-Carlo procedures, based on the diffusion and linear noise approximations for pure jump processes, which allow one to avoid solving the limiting covariance ODEs. The results are illustrated with both in-silico and real data examples from the LINE 1 gene retrotranscription model and compared with those obtained using other methods. PMID:25898769

  14. Curve-skeleton extraction using iterative least squares optimization.

    PubMed

    Wang, Yu-Shuen; Lee, Tong-Yee

    2008-01-01

    A curve skeleton is a compact representation of 3D objects and has numerous applications. It can be used to describe an object's geometry and topology. In this paper, we introduce a novel approach for computing curve skeletons for volumetric representations of the input models. Our algorithm consists of three major steps: 1) using iterative least squares optimization to shrink models and, at the same time, preserving their geometries and topologies, 2) extracting curve skeletons through the thinning algorithm, and 3) pruning unnecessary branches based on shrinking ratios. The proposed method is less sensitive to noise on the surface of models and can generate smoother skeletons. In addition, our shrinking algorithm requires little computation, since the optimization system can be factorized and stored in the pre-computational step. We demonstrate several extracted skeletons that help evaluate our algorithm. We also experimentally compare the proposed method with other well-known methods. Experimental results show advantages when using our method over other techniques. PMID:18467765

  15. A recursive least squares-based demodulator for electrical tomography

    NASA Astrophysics Data System (ADS)

    Xu, Lijun; Zhou, Haili; Cao, Zhang

    2013-04-01

    In this paper, a recursive least squares (RLS)-based demodulator is proposed for Electrical Tomography (ET) that employs sinusoidal excitation. The new demodulator can output preliminary demodulation results on amplitude and phase of a sinusoidal signal by processing the first two sampling data, and the demodulation precision and signal-to-noise ratio can be further improved by involving more sampling data in a recursive way. Thus trade-off between the speed and precision in demodulation of electrical parameters can be flexibly made according to specific requirement of an ET system. The RLS-based demodulator is suitable to be implemented in a field programmable gate array (FPGA). Numerical simulation was carried out to prove its feasibility and optimize the relevant parameters for hardware implementation, e.g., the precision of the fixed-point parameters, sampling rate, and resolution of the analog to digital convertor. A FPGA-based capacitance measurement circuit for electrical capacitance tomography was constructed to implement and validate the RLS-based demodulator. Both simulation and experimental results demonstrate that the proposed demodulator is valid and capable of making trade-off between demodulation speed and precision and brings more flexibility to the hardware design of ET systems.

  16. Parsimonious extreme learning machine using recursive orthogonal least squares.

    PubMed

    Wang, Ning; Er, Meng Joo; Han, Min

    2014-10-01

    Novel constructive and destructive parsimonious extreme learning machines (CP- and DP-ELM) are proposed in this paper. By virtue of the proposed ELMs, parsimonious structure and excellent generalization of multiinput-multioutput single hidden-layer feedforward networks (SLFNs) are obtained. The proposed ELMs are developed by innovative decomposition of the recursive orthogonal least squares procedure into sequential partial orthogonalization (SPO). The salient features of the proposed approaches are as follows: 1) Initial hidden nodes are randomly generated by the ELM methodology and recursively orthogonalized into an upper triangular matrix with dramatic reduction in matrix size; 2) the constructive SPO in the CP-ELM focuses on the partial matrix with the subcolumn of the selected regressor including nonzeros as the first column while the destructive SPO in the DP-ELM operates on the partial matrix including elements determined by the removed regressor; 3) termination criteria for CP- and DP-ELM are simplified by the additional residual error reduction method; and 4) the output weights of the SLFN need not be solved in the model selection procedure and is derived from the final upper triangular equation by backward substitution. Both single- and multi-output real-world regression data sets are used to verify the effectiveness and superiority of the CP- and DP-ELM in terms of parsimonious architecture and generalization accuracy. Innovative applications to nonlinear time-series modeling demonstrate superior identification results. PMID:25291736

  17. Bootstrapping least-squares estimates in biochemical reaction networks.

    PubMed

    Linder, Daniel F; Rempała, Grzegorz A

    2015-01-01

    The paper proposes new computational methods of computing confidence bounds for the least-squares estimates (LSEs) of rate constants in mass action biochemical reaction network and stochastic epidemic models. Such LSEs are obtained by fitting the set of deterministic ordinary differential equations (ODEs), corresponding to the large-volume limit of a reaction network, to network's partially observed trajectory treated as a continuous-time, pure jump Markov process. In the large-volume limit the LSEs are asymptotically Gaussian, but their limiting covariance structure is complicated since it is described by a set of nonlinear ODEs which are often ill-conditioned and numerically unstable. The current paper considers two bootstrap Monte-Carlo procedures, based on the diffusion and linear noise approximations for pure jump processes, which allow one to avoid solving the limiting covariance ODEs. The results are illustrated with both in-silico and real data examples from the LINE 1 gene retrotranscription model and compared with those obtained using other methods. PMID:25898769

  18. Non-parametric and least squares Langley plot methods

    NASA Astrophysics Data System (ADS)

    Kiedron, P. W.; Michalsky, J. J.

    2015-04-01

    Langley plots are used to calibrate sun radiometers primarily for the measurement of the aerosol component of the atmosphere that attenuates (scatters and absorbs) incoming direct solar radiation. In principle, the calibration of a sun radiometer is a straightforward application of the Bouguer-Lambert-Beer law V=V>/i>0e-τ ·m, where a plot of ln (V) voltage vs. m air mass yields a straight line with intercept ln (V0). This ln (V0) subsequently can be used to solve for τ for any measurement of V and calculation of m. This calibration works well on some high mountain sites, but the application of the Langley plot calibration technique is more complicated at other, more interesting, locales. This paper is concerned with ferreting out calibrations at difficult sites and examining and comparing a number of conventional and non-conventional methods for obtaining successful Langley plots. The eleven techniques discussed indicate that both least squares and various non-parametric techniques produce satisfactory calibrations with no significant differences among them when the time series of ln (V0)'s are smoothed and interpolated with median and mean moving window filters.

  19. Suppressing Anomalous Localized Waffle Behavior in Least Squares Wavefront Reconstructors

    SciTech Connect

    Gavel, D

    2002-10-08

    A major difficulty with wavefront slope sensors is their insensitivity to certain phase aberration patterns, the classic example being the waffle pattern in the Fried sampling geometry. As the number of degrees of freedom in AO systems grows larger, the possibility of troublesome waffle-like behavior over localized portions of the aperture is becoming evident. Reconstructor matrices have associated with them, either explicitly or implicitly, an orthogonal mode space over which they operate, called the singular mode space. If not properly preconditioned, the reconstructor's mode set can consist almost entirely of modes that each have some localized waffle-like behavior. In this paper we analyze the behavior of least-squares reconstructors with regard to their mode spaces. We introduce a new technique that is successful in producing a mode space that segregates the waffle-like behavior into a few ''high order'' modes, which can then be projected out of the reconstructor matrix. This technique can be adapted so as to remove any specific modes that are undesirable in the final reconstructor (such as piston, tip, and tilt for example) as well as suppress (the more nebulously defined) localized waffle behavior.

  20. Battery state-of-charge estimation using approximate least squares

    NASA Astrophysics Data System (ADS)

    Unterrieder, C.; Zhang, C.; Lunglmayr, M.; Priewasser, R.; Marsili, S.; Huemer, M.

    2015-03-01

    In recent years, much effort has been spent to extend the runtime of battery-powered electronic applications. In order to improve the utilization of the available cell capacity, high precision estimation approaches for battery-specific parameters are needed. In this work, an approximate least squares estimation scheme is proposed for the estimation of the battery state-of-charge (SoC). The SoC is determined based on the prediction of the battery's electromotive force. The proposed approach allows for an improved re-initialization of the Coulomb counting (CC) based SoC estimation method. Experimental results for an implementation of the estimation scheme on a fuel gauge system on chip are illustrated. Implementation details and design guidelines are presented. The performance of the presented concept is evaluated for realistic operating conditions (temperature effects, aging, standby current, etc.). For the considered test case of a GSM/UMTS load current pattern of a mobile phone, the proposed method is able to re-initialize the CC-method with a high accuracy, while state-of-the-art methods fail to perform a re-initialization.

  1. Non-parametric and least squares Langley plot methods

    NASA Astrophysics Data System (ADS)

    Kiedron, P. W.; Michalsky, J. J.

    2016-01-01

    Langley plots are used to calibrate sun radiometers primarily for the measurement of the aerosol component of the atmosphere that attenuates (scatters and absorbs) incoming direct solar radiation. In principle, the calibration of a sun radiometer is a straightforward application of the Bouguer-Lambert-Beer law V = V0e-τ ṡ m, where a plot of ln(V) voltage vs. m air mass yields a straight line with intercept ln(V0). This ln(V0) subsequently can be used to solve for τ for any measurement of V and calculation of m. This calibration works well on some high mountain sites, but the application of the Langley plot calibration technique is more complicated at other, more interesting, locales. This paper is concerned with ferreting out calibrations at difficult sites and examining and comparing a number of conventional and non-conventional methods for obtaining successful Langley plots. The 11 techniques discussed indicate that both least squares and various non-parametric techniques produce satisfactory calibrations with no significant differences among them when the time series of ln(V0)'s are smoothed and interpolated with median and mean moving window filters.

  2. Robustness of ordinary least squares in randomized clinical trials.

    PubMed

    Judkins, David R; Porter, Kristin E

    2016-05-20

    There has been a series of occasional papers in this journal about semiparametric methods for robust covariate control in the analysis of clinical trials. These methods are fairly easy to apply on currently available computers, but standard software packages do not yet support these methods with easy option selections. Moreover, these methods can be difficult to explain to practitioners who have only a basic statistical education. There is also a somewhat neglected history demonstrating that ordinary least squares (OLS) is very robust to the types of outcome distribution features that have motivated the newer methods for robust covariate control. We review these two strands of literature and report on some new simulations that demonstrate the robustness of OLS to more extreme normality violations than previously explored. The new simulations involve two strongly leptokurtic outcomes: near-zero binary outcomes and zero-inflated gamma outcomes. Potential examples of such outcomes include, respectively, 5-year survival rates for stage IV cancer and healthcare claim amounts for rare conditions. We find that traditional OLS methods work very well down to very small sample sizes for such outcomes. Under some circumstances, OLS with robust standard errors work well with even smaller sample sizes. Given this literature review and our new simulations, we think that most researchers may comfortably continue using standard OLS software, preferably with the robust standard errors. PMID:26694758

  3. A duct mapping method using least squares support vector machines

    NASA Astrophysics Data System (ADS)

    Douvenot, RéMi; Fabbro, Vincent; Gerstoft, Peter; Bourlier, Christophe; Saillard, Joseph

    2008-12-01

    This paper introduces a "refractivity from clutter" (RFC) approach with an inversion method based on a pregenerated database. The RFC method exploits the information contained in the radar sea clutter return to estimate the refractive index profile. Whereas initial efforts are based on algorithms giving a good accuracy involving high computational needs, the present method is based on a learning machine algorithm in order to obtain a real-time system. This paper shows the feasibility of a RFC technique based on the least squares support vector machine inversion method by comparing it to a genetic algorithm on simulated and noise-free data, at 1 and 5 GHz. These data are simulated in the presence of ideal trilinear surface-based ducts. The learning machine is based on a pregenerated database computed using Latin hypercube sampling to improve the efficiency of the learning. The results show that little accuracy is lost compared to a genetic algorithm approach. The computational time of a genetic algorithm is very high, whereas the learning machine approach is real time. The advantage of a real-time RFC system is that it could work on several azimuths in near real time.

  4. Improving the gradient in least-squares reverse time migration

    NASA Astrophysics Data System (ADS)

    Liu, Qiancheng

    2016-04-01

    Least-squares reverse time migration (LSRTM) is a linearized inversion technique used for estimating high-wavenumber reflectivity. However, due to the redundant overlay of the band-limited source wavelet, the gradient based on the cross-correlated imaging principle suffers from a loss of wavenumber information. We first prepare the residuals between observed and demigrated data by deconvolving with the amplitude spectrum of the source wavelet, and then migrate the preprocessed residuals by using the cross-correlation imaging principle. In this way, a gradient that preserves the spectral signature of data residuals is obtained. The computational cost of source-wavelet removal is negligible compared to that of wavefield simulation. The two-dimensional Marmousi model containing complex geology structures is considered to test our scheme. Numerical examples show that our improved gradient in LSRTM has a better convergence behavior and promises inverted results of higher resolution. Finally, we attempt to update the background velocity with our inverted velocity perturbations to approach the true velocity.

  5. Fast frequency acquisition via adaptive least squares algorithm

    NASA Technical Reports Server (NTRS)

    Kumar, R.

    1986-01-01

    A new least squares algorithm is proposed and investigated for fast frequency and phase acquisition of sinusoids in the presence of noise. This algorithm is a special case of more general, adaptive parameter-estimation techniques. The advantages of the algorithms are their conceptual simplicity, flexibility and applicability to general situations. For example, the frequency to be acquired can be time varying, and the noise can be nonGaussian, nonstationary and colored. As the proposed algorithm can be made recursive in the number of observations, it is not necessary to have a priori knowledge of the received signal-to-noise ratio or to specify the measurement time. This would be required for batch processing techniques, such as the fast Fourier transform (FFT). The proposed algorithm improves the frequency estimate on a recursive basis as more and more observations are obtained. When the algorithm is applied in real time, it has the extra advantage that the observations need not be stored. The algorithm also yields a real time confidence measure as to the accuracy of the estimator.

  6. Uncertainty analysis of pollutant build-up modelling based on a Bayesian weighted least squares approach.

    PubMed

    Haddad, Khaled; Egodawatta, Prasanna; Rahman, Ataur; Goonetilleke, Ashantha

    2013-04-01

    Reliable pollutant build-up prediction plays a critical role in the accuracy of urban stormwater quality modelling outcomes. However, water quality data collection is resource demanding compared to streamflow data monitoring, where a greater quantity of data is generally available. Consequently, available water quality datasets span only relatively short time scales unlike water quantity data. Therefore, the ability to take due consideration of the variability associated with pollutant processes and natural phenomena is constrained. This in turn gives rise to uncertainty in the modelling outcomes as research has shown that pollutant loadings on catchment surfaces and rainfall within an area can vary considerably over space and time scales. Therefore, the assessment of model uncertainty is an essential element of informed decision making in urban stormwater management. This paper presents the application of a range of regression approaches such as ordinary least squares regression, weighted least squares regression and Bayesian weighted least squares regression for the estimation of uncertainty associated with pollutant build-up prediction using limited datasets. The study outcomes confirmed that the use of ordinary least squares regression with fixed model inputs and limited observational data may not provide realistic estimates. The stochastic nature of the dependent and independent variables need to be taken into consideration in pollutant build-up prediction. It was found that the use of the Bayesian approach along with the Monte Carlo simulation technique provides a powerful tool, which attempts to make the best use of the available knowledge in prediction and thereby presents a practical solution to counteract the limitations which are otherwise imposed on water quality modelling. PMID:23454702

  7. Fast Dating Using Least-Squares Criteria and Algorithms

    PubMed Central

    To, Thu-Hien; Jung, Matthieu; Lycett, Samantha; Gascuel, Olivier

    2016-01-01

    Phylogenies provide a useful way to understand the evolutionary history of genetic samples, and data sets with more than a thousand taxa are becoming increasingly common, notably with viruses (e.g., human immunodeficiency virus (HIV)). Dating ancestral events is one of the first, essential goals with such data. However, current sophisticated probabilistic approaches struggle to handle data sets of this size. Here, we present very fast dating algorithms, based on a Gaussian model closely related to the Langley–Fitch molecular-clock model. We show that this model is robust to uncorrelated violations of the molecular clock. Our algorithms apply to serial data, where the tips of the tree have been sampled through times. They estimate the substitution rate and the dates of all ancestral nodes. When the input tree is unrooted, they can provide an estimate for the root position, thus representing a new, practical alternative to the standard rooting methods (e.g., midpoint). Our algorithms exploit the tree (recursive) structure of the problem at hand, and the close relationships between least-squares and linear algebra. We distinguish between an unconstrained setting and the case where the temporal precedence constraint (i.e., an ancestral node must be older that its daughter nodes) is accounted for. With rooted trees, the former is solved using linear algebra in linear computing time (i.e., proportional to the number of taxa), while the resolution of the latter, constrained setting, is based on an active-set method that runs in nearly linear time. With unrooted trees the computing time becomes (nearly) quadratic (i.e., proportional to the square of the number of taxa). In all cases, very large input trees (>10,000 taxa) can easily be processed and transformed into time-scaled trees. We compare these algorithms to standard methods (root-to-tip, r8s version of Langley–Fitch method, and BEAST). Using simulated data, we show that their estimation accuracy is similar to

  8. Fast Dating Using Least-Squares Criteria and Algorithms.

    PubMed

    To, Thu-Hien; Jung, Matthieu; Lycett, Samantha; Gascuel, Olivier

    2016-01-01

    Phylogenies provide a useful way to understand the evolutionary history of genetic samples, and data sets with more than a thousand taxa are becoming increasingly common, notably with viruses (e.g., human immunodeficiency virus (HIV)). Dating ancestral events is one of the first, essential goals with such data. However, current sophisticated probabilistic approaches struggle to handle data sets of this size. Here, we present very fast dating algorithms, based on a Gaussian model closely related to the Langley-Fitch molecular-clock model. We show that this model is robust to uncorrelated violations of the molecular clock. Our algorithms apply to serial data, where the tips of the tree have been sampled through times. They estimate the substitution rate and the dates of all ancestral nodes. When the input tree is unrooted, they can provide an estimate for the root position, thus representing a new, practical alternative to the standard rooting methods (e.g., midpoint). Our algorithms exploit the tree (recursive) structure of the problem at hand, and the close relationships between least-squares and linear algebra. We distinguish between an unconstrained setting and the case where the temporal precedence constraint (i.e., an ancestral node must be older that its daughter nodes) is accounted for. With rooted trees, the former is solved using linear algebra in linear computing time (i.e., proportional to the number of taxa), while the resolution of the latter, constrained setting, is based on an active-set method that runs in nearly linear time. With unrooted trees the computing time becomes (nearly) quadratic (i.e., proportional to the square of the number of taxa). In all cases, very large input trees (>10,000 taxa) can easily be processed and transformed into time-scaled trees. We compare these algorithms to standard methods (root-to-tip, r8s version of Langley-Fitch method, and BEAST). Using simulated data, we show that their estimation accuracy is similar to that

  9. Finding A Minimally Informative Dirichlet Prior Using Least Squares

    SciTech Connect

    Dana Kelly

    2011-03-01

    In a Bayesian framework, the Dirichlet distribution is the conjugate distribution to the multinomial likelihood function, and so the analyst is required to develop a Dirichlet prior that incorporates available information. However, as it is a multiparameter distribution, choosing the Dirichlet parameters is less straightforward than choosing a prior distribution for a single parameter, such as p in the binomial distribution. In particular, one may wish to incorporate limited information into the prior, resulting in a minimally informative prior distribution that is responsive to updates with sparse data. In the case of binomial p or Poisson \\lambda, the principle of maximum entropy can be employed to obtain a so-called constrained noninformative prior. However, even in the case of p, such a distribution cannot be written down in the form of a standard distribution (e.g., beta, gamma), and so a beta distribution is used as an approximation in the case of p. In the case of the multinomial model with parametric constraints, the approach of maximum entropy does not appear tractable. This paper presents an alternative approach, based on constrained minimization of a least-squares objective function, which leads to a minimally informative Dirichlet prior distribution. The alpha-factor model for common-cause failure, which is widely used in the United States, is the motivation for this approach, and is used to illustrate the method. In this approach to modeling common-cause failure, the alpha-factors, which are the parameters in the underlying multinomial model for common-cause failure, must be estimated from data that are often quite sparse, because common-cause failures tend to be rare, especially failures of more than two or three components, and so a prior distribution that is responsive to updates with sparse data is needed.

  10. Modified fast frequency acquisition via adaptive least squares algorithm

    NASA Technical Reports Server (NTRS)

    Kumar, Rajendra (Inventor)

    1992-01-01

    A method and the associated apparatus for estimating the amplitude, frequency, and phase of a signal of interest are presented. The method comprises the following steps: (1) inputting the signal of interest; (2) generating a reference signal with adjustable amplitude, frequency and phase at an output thereof; (3) mixing the signal of interest with the reference signal and a signal 90 deg out of phase with the reference signal to provide a pair of quadrature sample signals comprising respectively a difference between the signal of interest and the reference signal and a difference between the signal of interest and the signal 90 deg out of phase with the reference signal; (4) using the pair of quadrature sample signals to compute estimates of the amplitude, frequency, and phase of an error signal comprising the difference between the signal of interest and the reference signal employing a least squares estimation; (5) adjusting the amplitude, frequency, and phase of the reference signal from the numerically controlled oscillator in a manner which drives the error signal towards zero; and (6) outputting the estimates of the amplitude, frequency, and phase of the error signal in combination with the reference signal to produce a best estimate of the amplitude, frequency, and phase of the signal of interest. The preferred method includes the step of providing the error signal as a real time confidence measure as to the accuracy of the estimates wherein the closer the error signal is to zero, the higher the probability that the estimates are accurate. A matrix in the estimation algorithm provides an estimate of the variance of the estimation error.

  11. Least-squares electromagnetic analysis of thin dielectrics using surface equivalence

    NASA Astrophysics Data System (ADS)

    Shieh, Kuen-Wey

    2000-10-01

    In this thesis, the motivation was to study the applicability and test the limits of analytical formulations using surface equivalence, in dealing with the scattering problem of a thin dielectric slab of finite extent. In this application of the surface equivalence principle, the unknowns, equivalent surface electric and magnetic currents, are established using the method of moments. Described herein, in order to solve for the unknowns, are four new numerical techniques called LSM, CLSM, CLSM+RCA and CWLSM+RCA, employed to deal with the radar cross section (RCS) of electromagnetic wave scattering from thin dielectric slabs, for different thicknesses in three dimensions. The designations, LSM, CLSM, CLSM+RCA and CWLSM+RCA stand for least squares method, constrained least squares method, constrained least squares method plus ring current approximation and constrained weighted least squares method plus ring current approximation, respectively. The least squares method is utilized in the new numerical techniques, providing a better solution in the null region of the RCS than the combined field integral equation (CFIE). The new numerical techniques employ surface distributions of equivalent currents, thus in principle requiring less computer memory than those employing volume distributions of current density. Moreover, there is no need to worry about how nearly perfect should be the absorbing boundary condition (ABC) that is used in the finite difference time domain technique (FDTD). Further, in this work, the importance of the equivalent surface currents flowing on the edge of a thin slab (which are referred to as `ring currents') has been identified. The new techniques also show fast convergence for the particularly challenging case of edge-on wave incidence, even when the slab is as thin as 0.001 λ0 (λ0 is wavelength in free space). In particular, the CLSM+RCA and CWLSM+RCA analyses have been validated by experiments for the case of backward RCS, these experiments

  12. Frequency domain analysis and synthesis of lumped parameter systems using nonlinear least squares techniques

    NASA Technical Reports Server (NTRS)

    Hays, J. R.

    1969-01-01

    Lumped parametric system models are simplified and computationally advantageous in the frequency domain of linear systems. Nonlinear least squares computer program finds the least square best estimate for any number of parameters in an arbitrarily complicated model.

  13. Compressible seal flow analysis using the finite element method with Galerkin solution technique

    NASA Technical Reports Server (NTRS)

    Zuk, J.

    1974-01-01

    A finite element method with a Galerkin solution (FEMGS) technique is formulated for the solution of nonlinear problems in high-pressure compressible seal flow analyses. An example of a three-dimensional axisymmetric flow having nonlinearities, due to compressibility, area expansion, and convective inertia, is used for illustrating the application of the technique.

  14. Comparison of ERBS orbit determination accuracy using batch least-squares and sequential methods

    NASA Technical Reports Server (NTRS)

    Oza, D. H.; Jones, T. L.; Fabien, S. M.; Mistretta, G. D.; Hart, R. C.; Doll, C. E.

    1991-01-01

    The Flight Dynamics Div. (FDD) at NASA-Goddard commissioned a study to develop the Real Time Orbit Determination/Enhanced (RTOD/E) system as a prototype system for sequential orbit determination of spacecraft on a DOS based personal computer (PC). An overview is presented of RTOD/E capabilities and the results are presented of a study to compare the orbit determination accuracy for a Tracking and Data Relay Satellite System (TDRSS) user spacecraft obtained using RTOS/E on a PC with the accuracy of an established batch least squares system, the Goddard Trajectory Determination System (GTDS), operating on a mainframe computer. RTOD/E was used to perform sequential orbit determination for the Earth Radiation Budget Satellite (ERBS), and the Goddard Trajectory Determination System (GTDS) was used to perform the batch least squares orbit determination. The estimated ERBS ephemerides were obtained for the Aug. 16 to 22, 1989, timeframe, during which intensive TDRSS tracking data for ERBS were available. Independent assessments were made to examine the consistencies of results obtained by the batch and sequential methods. Comparisons were made between the forward filtered RTOD/E orbit solutions and definitive GTDS orbit solutions for ERBS; the solution differences were less than 40 meters after the filter had reached steady state.

  15. Interval analysis approach to rank determination in linear least squares problems

    SciTech Connect

    Manteuffel, T.A.

    1980-06-01

    The linear least-squares problem Ax approx. = b has a unique solution only if the matrix A has full column rank. Numerical rank determination is difficult, especially in the presence of uncertainties in the elements of A. This paper proposes an interval analysis approach. A set of matrices A/sup I/ is defined that contains all possible perturbations of A due to uncertainties; A/sup I/ is said to be rank deficient if any member of A/sup I/ is rank deficient. A modification to the Q-R decomposition method of solution of the least-squares problem allows a determination of the rank of A/sup I/ and a partial interval analysis of the solution vector x. This procedure requires the computation of R/sup -1/. Another modification is proposed which determines the rank of A/sup I/ without computing R/sup -1/. The additional computational effort is O(N/sup 2/), where N is the column dimension of A. 4 figures.

  16. Stable least-squares matching for oblique images using bound constrained optimization and a robust loss function

    NASA Astrophysics Data System (ADS)

    Hu, Han; Ding, Yulin; Zhu, Qing; Wu, Bo; Xie, Linfu; Chen, Min

    2016-08-01

    Least-squares matching is a standard procedure in photogrammetric applications for obtaining sub-pixel accuracies of image correspondences. However, least-squares matching has also been criticized for its instability, which is primarily reflected by the requests for the initial correspondence and favorable image quality. In image matching between oblique images, due to the blur, illumination differences and other effects, the image attributes of different views are notably different, which results in a more severe convergence problem. Aiming at improving the convergence rate and robustness of least-squares matching of oblique images, we incorporated prior geometric knowledge in the optimization process, which is reflected as the bounded constraints on the optimizing parameters that constrain the search for a solution to a reasonable region. Furthermore, to be resilient to outliers, we substituted the square loss with a robust loss function. To solve the composite problem, we reformulated the least-squares matching problem as a bound constrained optimization problem, which can be solved with bounds constrained Levenberg-Marquardt solver. Experimental results consisting of images from two different penta-view oblique camera systems confirmed that the proposed method shows guaranteed final convergences in various scenarios compared to the approximately 20-50% convergence rate of classical least-squares matching.

  17. Voronoi based discrete least squares meshless method for heat conduction simulation in highly irregular geometries

    NASA Astrophysics Data System (ADS)

    Labibzadeh, Mojtaba

    2016-01-01

    A new technique is used in Discrete Least Square Meshfree(DLSM) method to remove the common existing deficiencies of meshfree methods in handling of the problems containing cracks or concave boundaries. An enhanced Discrete Least Squares Meshless method named as VDLSM(Voronoi based Discrete Least Squares Meshless) is developed in order to solve the steady-state heat conduction problem in irregular solid domains including concave boundaries or cracks. Existing meshless methods cannot estimate precisely the required unknowns in the vicinity of the above mentioned boundaries. Conducted researches are limited to domains with regular convex boundaries. To this end, the advantages of the Voronoi tessellation algorithm are implemented. The support domains of the sampling points are determined using a Voronoi tessellation algorithm. For the weight functions, a cubic spline polynomial is used based on a normalized distance variable which can provide a high degree of smoothness near those mentioned above discontinuities. Finally, Moving Least Squares(MLS) shape functions are constructed using a varitional method. This straight-forward scheme can properly estimate the unknowns(in this particular study, the temperatures at the nodal points) near and on the crack faces, crack tip or concave boundaries without need to extra backward corrective procedures, i.e. the iterative calculations for modifying the shape functions of the nodes located near or on these types of the complex boundaries. The accuracy and efficiency of the presented method are investigated by analyzing four particular examples. Obtained results from VDLSM are compared with the available analytical results or with the results of the well-known Finite Elements Method(FEM) when an analytical solution is not available. By comparisons, it is revealed that the proposed technique gives high accuracy for the solution of the steady-state heat conduction problems within cracked domains or domains with concave boundaries

  18. Resolution of five-component mixture using mean centering ratio and inverse least squares chemometrics

    PubMed Central

    2013-01-01

    Background A comparative study of the use of mean centering of ratio spectra and inverse least squares for the resolution of paracetamol, methylparaben, propylparaben, chlorpheniramine maleate and pseudoephedrine hydrochloride has been achieved showing that the two chemometric methods provide a good example of the high resolving power of these techniques. Method (I) is the mean centering of ratio spectra which depends on using the mean centered ratio spectra in four successive steps that eliminates the derivative steps and therefore the signal to noise ratio is improved. The absorption spectra of prepared solutions were measured in the range of 220–280 nm. Method (II) is based on the inverse least squares that depend on updating developed multivariate calibration model. The absorption spectra of the prepared mixtures in the range 230–270 nm were recorded. Results The linear concentration ranges were 0–25.6, 0–15.0, 0–15.0, 0–45.0 and 0–100.0 μg mL-1 for paracetamol, methylparaben, propylparaben, chlorpheniramine maleate and pseudoephedrine hydrochloride, respectively. The mean recoveries for simultaneous determination were between 99.9-101.3% for the two methods. The two developed methods have been successfully used for prediction of five-component mixture in Decamol Flu syrup with good selectivity, high sensitivity and extremely low detection limit. Conclusion No published method has been reported for simultaneous determination of the five components of this mixture so that the results of the mean centering of ratio spectra method were compared with those of the proposed inverse least squares method. Statistical comparison was performed using t-test and F-ratio at P = 0.05. There was no significant difference between the results. PMID:24028626

  19. A hybrid least squares and principal component analysis algorithm for Raman spectroscopy.

    PubMed

    Van de Sompel, Dominique; Garai, Ellis; Zavaleta, Cristina; Gambhir, Sanjiv Sam

    2012-01-01

    Raman spectroscopy is a powerful technique for detecting and quantifying analytes in chemical mixtures. A critical part of Raman spectroscopy is the use of a computer algorithm to analyze the measured Raman spectra. The most commonly used algorithm is the classical least squares method, which is popular due to its speed and ease of implementation. However, it is sensitive to inaccuracies or variations in the reference spectra of the analytes (compounds of interest) and the background. Many algorithms, primarily multivariate calibration methods, have been proposed that increase robustness to such variations. In this study, we propose a novel method that improves robustness even further by explicitly modeling variations in both the background and analyte signals. More specifically, it extends the classical least squares model by allowing the declared reference spectra to vary in accordance with the principal components obtained from training sets of spectra measured in prior characterization experiments. The amount of variation allowed is constrained by the eigenvalues of this principal component analysis. We compare the novel algorithm to the least squares method with a low-order polynomial residual model, as well as a state-of-the-art hybrid linear analysis method. The latter is a multivariate calibration method designed specifically to improve robustness to background variability in cases where training spectra of the background, as well as the mean spectrum of the analyte, are available. We demonstrate the novel algorithm's superior performance by comparing quantitative error metrics generated by each method. The experiments consider both simulated data and experimental data acquired from in vitro solutions of Raman-enhanced gold-silica nanoparticles. PMID:22723895

  20. Software for the parallel adaptive solution of conservation laws by discontinous Galerkin methods.

    SciTech Connect

    Flaherty, J. E.; Loy, R. M.; Shephard, M. S.; Teresco, J. D.

    1999-08-17

    The authors develop software tools for the solution of conservation laws using parallel adaptive discontinuous Galerkin methods. In particular, the Rensselaer Partition Model (RPM) provides parallel mesh structures within an adaptive framework to solve the Euler equations of compressible flow by a discontinuous Galerkin method (LOCO). Results are presented for a Rayleigh-Taylor flow instability for computations performed on 128 processors of an IBM SP computer. In addition to managing the distributed data and maintaining a load balance, RPM provides information about the parallel environment that can be used to tailor partitions to a specific computational environment.

  1. Evaluation of TDRSS-user orbit determination accuracy using batch least-squares and sequential methods

    NASA Technical Reports Server (NTRS)

    Oza, D. H.; Jones, T. L.; Hodjatzadeh, M.; Samii, M. V.; Doll, C. E.; Hart, R. C.; Mistretta, G. D.

    1991-01-01

    The development of the Real-Time Orbit Determination/Enhanced (RTOD/E) system as a prototype system for sequential orbit determination on a Disk Operating System (DOS) based Personal Computer (PC) is addressed. The results of a study to compare the orbit determination accuracy of a Tracking and Data Relay Satellite System (TDRSS) user spacecraft obtained using RTOD/E with the accuracy of an established batch least squares system, the Goddard Trajectory Determination System (GTDS), is addressed. Independent assessments were made to examine the consistencies of results obtained by the batch and sequential methods. Comparisons were made between the forward filtered RTOD/E orbit solutions and definitive GTDS orbit solutions for the Earth Radiation Budget Satellite (ERBS); the maximum solution differences were less than 25 m after the filter had reached steady state.

  2. On the decoding of intracranial data using sparse orthonormalized partial least squares

    NASA Astrophysics Data System (ADS)

    van Gerven, Marcel A. J.; Chao, Zenas C.; Heskes, Tom

    2012-04-01

    It has recently been shown that robust decoding of motor output from electrocorticogram signals in monkeys over prolonged periods of time has become feasible (Chao et al 2010 Front. Neuroeng. 3 1-10 ). In order to achieve these results, multivariate partial least-squares (PLS) regression was used. PLS uses a set of latent variables, referred to as components, to model the relationship between the input and the output data and is known to handle high-dimensional and possibly strongly correlated inputs and outputs well. We developed a new decoding method called sparse orthonormalized partial least squares (SOPLS) which was tested on a subset of the data used in Chao et al (2010) (freely obtainable from neurotycho.org (Nagasaka et al 2011 PLoS ONE 6 e22561)). We show that SOPLS reaches the same decoding performance as PLS using just two sparse components which can each be interpreted as encoding particular combinations of motor parameters. Furthermore, the sparse solution afforded by the SOPLS model allowed us to show the functional involvement of beta and gamma band responses in premotor and motor cortex for predicting the first component. Based on the literature, we conjecture that this first component is involved in the encoding of movement direction. Hence, the sparse and compact representation afforded by the SOPLS model facilitates interpretation of which spectral, spatial and temporal components are involved in successful decoding. These advantages make the proposed decoding method an important new tool in neuroprosthetics.

  3. Simultaneous spectrophotometric determination of four metals by two kinds of partial least squares methods

    NASA Astrophysics Data System (ADS)

    Gao, Ling; Ren, Shouxin

    2005-10-01

    Simultaneous determination of Ni(II), Cd(II), Cu(II) and Zn(II) was studied by two methods, kernel partial least squares (KPLS) and wavelet packet transform partial least squares (WPTPLS), with xylenol orange and cetyltrimethyl ammonium bromide as reagents in the medium pH = 9.22 borax-hydrochloric acid buffer solution. Two programs, PKPLS and PWPTPLS, were designed to perform the calculations. Data reduction was performed using kernel matrices and wavelet packet transform, respectively. In the KPLS method, the size of the kernel matrix is only dependent on the number of samples, thus the method was suitable for the data matrix with many wavelengths and fewer samples. Wavelet packet representations of signals provide a local time-frequency description, thus in the wavelet packet domain, the quality of the noise removal can be improved. In the WPTPLS by optimization, wavelet function and decomposition level were selected as Daubeches 12 and 5, respectively. Experimental results showed both methods to be successful even where there was severe overlap of spectra.

  4. Least Squares Shadowing Sensitivity Analysis of Chaotic and Turbulent Fluid Flows

    NASA Astrophysics Data System (ADS)

    Blonigan, Patrick; Wang, Qiqi; Gomez, Steven

    2013-11-01

    Computational methods for sensitivity analysis are invaluable tools for fluid dynamics research and engineering design. These methods are used in many applications, including aerodynamic shape optimization and adaptive grid refinement. However, traditional sensitivity analysis methods break down when applied to long-time averaged quantities in chaotic fluid flow fields, such as those obtained using high-fidelity turbulence simulations. This break down is due to the ``Butterfly Effect'' the high sensitivity of chaotic dynamical systems to the initial condition. A new sensitivity analysis method developed by the authors, Least Squares Shadowing (LSS), can compute useful and accurate gradients for quantities of interest in chaotic and turbulent fluid flows. LSS computes gradients using the ``shadow trajectory,'' a phase space trajectory (or solution) for which perturbations to the flow field do not grow exponentially in time. This talk will outline Least Squares Shadowing and demonstrate it on several chaotic and turbulent fluid flows, including homogeneous isotropic turbulence, Rayleigh-Bénard convection and turbulent channel flow. We would like to acknowledge AFSOR Award F11B-T06-0007 under Dr. Fariba Fahroo, NASA Award NNH11ZEA001N under Dr. Harold Atkins, as well as financial support from ConocoPhillips, the NDSEG fellowship and the ANSYS Fellowship.

  5. Using Perturbed QR Factorizations To Solve Linear Least-Squares Problems

    SciTech Connect

    Avron, Haim; Ng, Esmond G.; Toledo, Sivan

    2008-03-21

    We propose and analyze a new tool to help solve sparse linear least-squares problems min{sub x} {parallel}Ax-b{parallel}{sub 2}. Our method is based on a sparse QR factorization of a low-rank perturbation {cflx A} of A. More precisely, we show that the R factor of {cflx A} is an effective preconditioner for the least-squares problem min{sub x} {parallel}Ax-b{parallel}{sub 2}, when solved using LSQR. We propose applications for the new technique. When A is rank deficient we can add rows to ensure that the preconditioner is well-conditioned without column pivoting. When A is sparse except for a few dense rows we can drop these dense rows from A to obtain {cflx A}. Another application is solving an updated or downdated problem. If R is a good preconditioner for the original problem A, it is a good preconditioner for the updated/downdated problem {cflx A}. We can also solve what-if scenarios, where we want to find the solution if a column of the original matrix is changed/removed. We present a spectral theory that analyzes the generalized spectrum of the pencil (A*A,R*R) and analyze the applications.

  6. FOSLS (first-order systems least squares): An overivew

    SciTech Connect

    Manteuffel, T.A.

    1996-12-31

    The process of modeling a physical system involves creating a mathematical model, forming a discrete approximation, and solving the resulting linear or nonlinear system. The mathematical model may take many forms. The particular form chosen may greatly influence the ease and accuracy with which it may be discretized as well as the properties of the resulting linear or nonlinear system. If a model is chosen incorrectly it may yield linear systems with undesirable properties such as nonsymmetry or indefiniteness. On the other hand, if the model is designed with the discretization process and numerical solution in mind, it may be possible to avoid these undesirable properties.

  7. Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems

    PubMed Central

    Choi, Sou-Cheng T.; Saunders, Michael A.

    2014-01-01

    We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In all cases, it overcomes a potential instability in the original MINRES algorithm. A positive-definite pre-conditioner may be supplied. Our FORTRAN 90 implementation illustrates a design pattern that allows users to make problem data known to the solver but hidden and secure from other program units. In particular, we circumvent the need for reverse communication. Example test programs input and solve real or complex problems specified in Matrix Market format. While we focus here on a FORTRAN 90 implementation, we also provide and maintain MATLAB versions of MINRES and MINRES-QLP. PMID:25328255

  8. First-order system least squares for the pure traction problem in planar linear elasticity

    SciTech Connect

    Cai, Z.; Manteuffel, T.; McCormick, S.; Parter, S.

    1996-12-31

    This talk will develop two first-order system least squares (FOSLS) approaches for the solution of the pure traction problem in planar linear elasticity. Both are two-stage algorithms that first solve for the gradients of displacement, then for the displacement itself. One approach, which uses L{sup 2} norms to define the FOSLS functional, is shown under certain H{sup 2} regularity assumptions to admit optimal H{sup 1}-like performance for standard finite element discretization and standard multigrid solution methods that is uniform in the Poisson ratio for all variables. The second approach, which is based on H{sup -1} norms, is shown under general assumptions to admit optimal uniform performance for displacement flux in an L{sup 2} norm and for displacement in an H{sup 1} norm. These methods do not degrade as other methods generally do when the material properties approach the incompressible limit.

  9. Constrained least-squares estimation in deconvolution from wave-front sensing

    NASA Astrophysics Data System (ADS)

    Ford, S. D.; Welsh, B. M.; Roggemann, M. C.

    1998-05-01

    We address the optimal processing of astronomical images using the deconvolution from wave-front sensing technique (DWFS). A constrained least-squares (CLS) solution which incorporates ensemble average DWFS data is derived using Lagrange minimization. The new estimator requires DWFS data, noise statistics, OTF statistics, and a constraint. The constraint can be chosen such that the algorithm selects a conventional regularization constant automatically. No ad hoc parameter tuning is necessary. The algorithm uses an iterative Newton-Raphson minimization to determine the optimal Lagrange multiplier. Computer simulation of a 1 m telescope imaging through atmospheric turbulence is used to test the estimation scheme. CLS object estimates are compared with those processed via manual tuning of the regularization constant. The CLS algorithm provides images with comparable resolution and is computationally inexpensive, converging to a solution in less than 10 iterations.

  10. Two new methods for solving large scale least squares in geodetic surveying computations

    NASA Astrophysics Data System (ADS)

    Murigande, Ch.; Toint, Ph. L.; Paquet, P.

    1986-12-01

    This paper considers the solution of linear least squares problems arising in space geodesy, with a special application to multistation adjustment by a short arc method based on Doppler observations. The widely used second-order regression algorithm due to Brown (1976) for reducing the normal equations system is briefly recalled. Then two algorithms which avoid the use of the normal equations are proposed. The first one is a direct method that applies orthogonal transformations to the observation matrix directly, in order to reduce it to upper triangular form. The solution is then obtained by back-substitution. The second method is iterative and uses a preconditioned conjugate gradient technique. A comparison of the three procedures is provided on data of the second European Doppler Observation Campaign.

  11. Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems.

    PubMed

    Choi, Sou-Cheng T; Saunders, Michael A

    2014-02-01

    We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In all cases, it overcomes a potential instability in the original MINRES algorithm. A positive-definite pre-conditioner may be supplied. Our FORTRAN 90 implementation illustrates a design pattern that allows users to make problem data known to the solver but hidden and secure from other program units. In particular, we circumvent the need for reverse communication. Example test programs input and solve real or complex problems specified in Matrix Market format. While we focus here on a FORTRAN 90 implementation, we also provide and maintain MATLAB versions of MINRES and MINRES-QLP. PMID:25328255

  12. Partial least squares, conjugate gradient and the fisher discriminant

    SciTech Connect

    Faber, V.

    1996-12-31

    The theory of multivariate regression has been extensively studied and is commonly used in many diverse scientific areas. A wide variety of techniques are currently available for solving the problem of multivariate calibration. The volume of literature on this subject is so extensive that understanding which technique to apply can often be very confusing. A common class of techniques for solving linear systems, and consequently applications of linear systems to multivariate analysis, are iterative methods. While common linear system solvers typically involve the factorization of the coefficient matrix A in solving the system Ax = b, this method can be impractical if A is large and sparse. Iterative methods such as Gauss-Seidel, SOR, Chebyshev semi-iterative, and related methods also often depend upon parameters that require calibration and which are sometimes hard to choose properly. An iterative method which surmounts many of these difficulties is the method of conjugate gradient. Algorithms of this type find solutions iteratively, by optimally calculating the next approximation from the residuals.

  13. Meshless Local Petrov-Galerkin Method for Bending Problems

    NASA Technical Reports Server (NTRS)

    Phillips, Dawn R.; Raju, Ivatury S.

    2002-01-01

    Recent literature shows extensive research work on meshless or element-free methods as alternatives to the versatile Finite Element Method. One such meshless method is the Meshless Local Petrov-Galerkin (MLPG) method. In this report, the method is developed for bending of beams - C1 problems. A generalized moving least squares (GMLS) interpolation is used to construct the trial functions, and spline and power weight functions are used as the test functions. The method is applied to problems for which exact solutions are available to evaluate its effectiveness. The accuracy of the method is demonstrated for problems with load discontinuities and continuous beam problems. A Petrov-Galerkin implementation of the method is shown to greatly reduce computational time and effort and is thus preferable over the previously developed Galerkin approach. The MLPG method for beam problems yields very accurate deflections and slopes and continuous moment and shear forces without the need for elaborate post-processing techniques.

  14. The program LOPT for least-squares optimization of energy levels

    NASA Astrophysics Data System (ADS)

    Kramida, A. E.

    2011-02-01

    The article describes a program that solves the least-squares optimization problem for finding the energy levels of a quantum-mechanical system based on a set of measured energy separations or wavelengths of transitions between those energy levels, as well as determining the Ritz wavelengths of transitions and their uncertainties. The energy levels are determined by solving the matrix equation of the problem, and the uncertainties of the Ritz wavenumbers are determined from the covariance matrix of the problem. Program summaryProgram title: LOPT Catalogue identifier: AEHM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHM_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 19 254 No. of bytes in distributed program, including test data, etc.: 427 839 Distribution format: tar.gz Programming language: Perl v.5 Computer: PC, Mac, Unix workstations Operating system: MS Windows (XP, Vista, 7), Mac OS X, Linux, Unix (AIX) RAM: 3 Mwords or more Word size: 32 or 64 Classification: 2.2 Nature of problem: The least-squares energy-level optimization problem, i.e., finding a set of energy level values that best fits the given set of transition intervals. Solution method: The solution of the least-squares problem is found by solving the corresponding linear matrix equation, where the matrix is constructed using a new method with variable substitution. Restrictions: A practical limitation on the size of the problem N is imposed by the execution time, which scales as N and depends on the computer. Unusual features: Properly rounds the resulting data and formats the output in a format suitable for viewing with spreadsheet editing software. Estimates numerical errors resulting from the limited machine precision. Running time: 1 s for N=100, or 60 s for N=400 on a typical PC.

  15. Parameter estimation in PS-InSAR deformation studies using integer least-squares techniques

    NASA Astrophysics Data System (ADS)

    Hanssen, R. F.; Ferretti, A.

    2002-12-01

    Interferometric synthetic aperture radar (InSAR) methods are increasingly used for measuring deformations of the earth's surface. Unfortunately, in many cases the problem of temporal decorrelation hampers successful measurements over longer time intervals. The permanent scatterers approach (PS-InSAR) for processing time series of SAR interferograms proves to be a good alternative by recognizing and analyzing single scatterers with a reliable phase behavior in time. Ambiguity resolution or phase unwrapping is the process of resolving the unknown cycle ambiguities in the radar data, and is one of the main problems in InSAR data analysis. In a single interferogram, the problem of phase unwrapping and parameter estimation is usually solved for in separate consecutive computations. It is often assumed that the final result of the phase unwrapping is a deterministic signal, used as input for the parameter estimation, e.g. elevation and deformation. As a result, errors in the ambiguity resolution are usually not propagated into the final results, which can lead to a serious underestimation of errors in the parameters and consequently in the geophysical models which use these parameters. In fact, however, the resolved phase ambiguities are stochastic as well, even though they are described with a probability mass function in stead of a probability density function. In this paper, the integer least-squares technique for integrated ambiguity resolution and parameter estimation is applied to PS-InSAR data analysis, using a three-step procedure. First, a standard least-squares adjustment is performed, assuming the ambiguities are float parameters, leading to the real-valued 'float'-solution. Second, the ambiguities are resolved using the float ambiguity estimates. Third, if the second step was successful, the integer estimates are used to correct the float solution estimate. It has been proved that the integer least-squares estimator is an optimal method in the sense that it

  16. The derivation of vector magnetic fields from Stokes profiles - Integral versus least squares fitting techniques

    NASA Technical Reports Server (NTRS)

    Ronan, R. S.; Mickey, D. L.; Orrall, F. Q.

    1987-01-01

    The results of two methods for deriving photospheric vector magnetic fields from the Zeeman effect, as observed in the Fe I line at 6302.5 A at high spectral resolution (45 mA), are compared. The first method does not take magnetooptical effects into account, but determines the vector magnetic field from the integral properties of the Stokes profiles. The second method is an iterative least-squares fitting technique which fits the observed Stokes profiles to the profiles predicted by the Unno-Rachkovsky solution to the radiative transfer equation. For sunspot fields above about 1500 gauss, the two methods are found to agree in derived azimuthal and inclination angles to within about + or - 20 deg.

  17. Concerning an application of the method of least squares with a variable weight matrix

    NASA Technical Reports Server (NTRS)

    Sukhanov, A. A.

    1979-01-01

    An estimate of a state vector for a physical system when the weight matrix in the method of least squares is a function of this vector is considered. An iterative procedure is proposed for calculating the desired estimate. Conditions for the existence and uniqueness of the limit of this procedure are obtained, and a domain is found which contains the limit estimate. A second method for calculating the desired estimate which reduces to the solution of a system of algebraic equations is proposed. The question of applying Newton's method of tangents to solving the given system of algebraic equations is considered and conditions for the convergence of the modified Newton's method are obtained. Certain properties of the estimate obtained are presented together with an example.

  18. Sequential Least-Squares Using Orthogonal Transformations. [spacecraft communication/spacecraft tracking-data smoothing

    NASA Technical Reports Server (NTRS)

    Bierman, G. J.

    1975-01-01

    Square root information estimation, starting from its beginnings in least-squares parameter estimation, is considered. Special attention is devoted to discussions of sensitivity and perturbation matrices, computed solutions and their formal statistics, consider-parameters and consider-covariances, and the effects of a priori statistics. The constant-parameter model is extended to include time-varying parameters and process noise, and the error analysis capabilities are generalized. Efficient and elegant smoothing results are obtained as easy consequences of the filter formulation. The value of the techniques is demonstrated by the navigation results that were obtained for the Mariner Venus-Mercury (Mariner 10) multiple-planetary space probe and for the Viking Mars space mission.

  19. A Least-Squares Finite Element Method for Electromagnetic Scattering Problems

    NASA Technical Reports Server (NTRS)

    Wu, Jie; Jiang, Bo-nan

    1996-01-01

    The least-squares finite element method (LSFEM) is applied to electromagnetic scattering and radar cross section (RCS) calculations. In contrast to most existing numerical approaches, in which divergence-free constraints are omitted, the LSFF-M directly incorporates two divergence equations in the discretization process. The importance of including the divergence equations is demonstrated by showing that otherwise spurious solutions with large divergence occur near the scatterers. The LSFEM is based on unstructured grids and possesses full flexibility in handling complex geometry and local refinement Moreover, the LSFEM does not require any special handling, such as upwinding, staggered grids, artificial dissipation, flux-differencing, etc. Implicit time discretization is used and the scheme is unconditionally stable. By using a matrix-free iterative method, the computational cost and memory requirement for the present scheme is competitive with other approaches. The accuracy of the LSFEM is verified by several benchmark test problems.

  20. Temporal gravity field modeling based on least square collocation with short-arc approach

    NASA Astrophysics Data System (ADS)

    ran, jiangjun; Zhong, Min; Xu, Houze; Liu, Chengshu; Tangdamrongsub, Natthachet

    2014-05-01

    After the launch of the Gravity Recovery And Climate Experiment (GRACE) in 2002, several research centers have attempted to produce the finest gravity model based on different approaches. In this study, we present an alternative approach to derive the Earth's gravity field, and two main objectives are discussed. Firstly, we seek the optimal method to estimate the accelerometer parameters, and secondly, we intend to recover the monthly gravity model based on least square collocation method. The method has been paid less attention compared to the least square adjustment method because of the massive computational resource's requirement. The positions of twin satellites are treated as pseudo-observations and unknown parameters at the same time. The variance covariance matrices of the pseudo-observations and the unknown parameters are valuable information to improve the accuracy of the estimated gravity solutions. Our analyses showed that introducing a drift parameter as an additional accelerometer parameter, compared to using only a bias parameter, leads to a significant improvement of our estimated monthly gravity field. The gravity errors outside the continents are significantly reduced based on the selected set of the accelerometer parameters. We introduced the improved gravity model namely the second version of Institute of Geodesy and Geophysics, Chinese Academy of Sciences (IGG-CAS 02). The accuracy of IGG-CAS 02 model is comparable to the gravity solutions computed from the Geoforschungszentrum (GFZ), the Center for Space Research (CSR) and the NASA Jet Propulsion Laboratory (JPL). In term of the equivalent water height, the correlation coefficients over the study regions (the Yangtze River valley, the Sahara desert, and the Amazon) among four gravity models are greater than 0.80.

  1. UNIPALS: SOFTWARE FOR PRINCIPAL COMPONENTS ANALYSIS AND PARTIAL LEAST SQUARES REGRESSION

    EPA Science Inventory

    Software for the analysis of multivariate chemical data by principal components and partial least squares methods is included on disk. he methods extract latent variables from the chemical data with the UNIversal PArtial Least Squares or UNIPALS algorithm. he software is written ...

  2. Assessing Fit and Dimensionality in Least Squares Metric Multidimensional Scaling Using Akaike's Information Criterion

    ERIC Educational Resources Information Center

    Ding, Cody S.; Davison, Mark L.

    2010-01-01

    Akaike's information criterion is suggested as a tool for evaluating fit and dimensionality in metric multidimensional scaling that uses least squares methods of estimation. This criterion combines the least squares loss function with the number of estimated parameters. Numerical examples are presented. The results from analyses of both simulation…

  3. On the Significance of Properly Weighting Sorption Data for Least Squares Analysis

    Technology Transfer Automated Retrieval System (TEKTRAN)

    One of the most commonly used models for describing phosphorus (P) sorption to soils is the Langmuir model. To obtain model parameters, the Langmuir model is fit to measured sorption data using least squares regression. Least squares regression is based on several assumptions including normally dist...

  4. First-Order System Least-Squares for Second-Order Elliptic Problems with Discontinuous Coefficients

    NASA Technical Reports Server (NTRS)

    Manteuffel, Thomas A.; McCormick, Stephen F.; Starke, Gerhard

    1996-01-01

    The first-order system least-squares methodology represents an alternative to standard mixed finite element methods. Among its advantages is the fact that the finite element spaces approximating the pressure and flux variables are not restricted by the inf-sup condition and that the least-squares functional itself serves as an appropriate error measure. This paper studies the first-order system least-squares approach for scalar second-order elliptic boundary value problems with discontinuous coefficients. Ellipticity of an appropriately scaled least-squares bilinear form of the size of the jumps in the coefficients leading to adequate finite element approximation results. The occurrence of singularities at interface corners and cross-points is discussed. and a weighted least-squares functional is introduced to handle such cases. Numerical experiments are presented for two test problems to illustrate the performance of this approach.

  5. Fast integer least squares estimation methods: applications-oriented review and improvement

    NASA Astrophysics Data System (ADS)

    Xu, Peiliang

    2013-04-01

    The integer least squares (ILS) problem, also known as the weighted closest point problem, is highly interdisciplinary, but no algorithms can find its global optimal integer solution in polynomial time. In this talk, we will review fast algorithms for estimation of integer parameters. First, we will outline two suboptimal integer solutions, which can be important either in real time communication systems or to solve high dimensional GPS integer ambiguity unknowns. We then focus on the most efficient algorithms to search for the exact integer solution, which is shown to be much faster than LAMBDA in the sense that the ratio of integer candidates to be checked by efficient algorithms to those by LAMBDA can be theoretically expressed by rm, where r < 1 and m is the number of integer unknowns. Finally, we further improve the searching efficiency of the most powerful combined algorithms by implementing two sorting strategies, which can either be used for finding the exact integer solution or for constructing a suboptimal integer solution. A test example clearly demonstrates that the improved methods can perform significantly better than the most powerful combined algorithm to simultaneously find the optimal and second optimal integer solutions. More mathematical and algorithmic details of this talk can be found in Xu (2001, J Geod, 75, 408-423); Xu (2006, IEEE Trans Information Theory, 52, 3122-3138); Xu (2012, J Geod, 86, 35-52) and Xu et al. (2012, Survey Review, 44, 59-71).

  6. Comparison and Analysis of Nonlinear Least Squares Methods for Vision Based Navigation (vbn) Algorithms

    NASA Astrophysics Data System (ADS)

    Sheta, B.; Elhabiby, M.; Sheimy, N.

    2012-07-01

    succeeded in converging to the relative optimal solution of the georeferencing parameters. In trust region methods, the number of iterations was more than Levenberg-Marquardt because of the necessity for evaluating the local minimum to ensure if it is the global one or not in each iteration step. As for the Levenberg-Marquardt method, which is considered as a modified Gauss-Newton algorithm employing the trust region approach where a scalar is introduced to assess the choice of the magnitude and the direction of the descent. This scalar determines whether the Gauss-Newton method direction or the steepest descent method direction will be used as an adaptive approach for both linear and non-linear mathematical models and it successfully converged and achieved the relative optimum solution. These five methods results are compared explicitly to the linear traditional least-squares approach, with detailed statistical analysis of the results, with emphasis on the UAV (VBN) applications.

  7. New prediction-augmented classical least squares (PACLS) methods: Application to unmodeled interferents

    SciTech Connect

    HAALAND,DAVID M.; MELGAARD,DAVID K.

    2000-01-26

    A significant improvement to the classical least squares (CLS) multivariate analysis method has been developed. The new method, called prediction-augmented classical least squares (PACLS), removes the restriction for CLS that all interfering spectral species must be known and their concentrations included during the calibration. The authors demonstrate that PACLS can correct inadequate CLS models if spectral components left out of the calibration can be identified and if their spectral shapes can be derived and added during a PACLS prediction step. The new PACLS method is demonstrated for a system of dilute aqueous solutions containing urea, creatinine, and NaCl analytes with and without temperature variations. The authors demonstrate that if CLS calibrations are performed using only a single analyte's concentration, then there is little, if any, prediction ability. However, if pure-component spectra of analytes left out of the calibration are independently obtained and added during PACLS prediction, then the CLS prediction ability is corrected and predictions become comparable to that of a CLS calibration that contains all analyte concentrations. It is also demonstrated that constant-temperature CLS models can be used to predict variable-temperature data by employing the PACLS method augmented by the spectral shape of a temperature change of the water solvent. In this case, PACLS can also be used to predict sample temperature with a standard error of prediction of 0.07 C even though the calibration data did not contain temperature variations. The PACLS method is also shown to be capable of modeling system drift to maintain a calibration in the presence of spectrometer drift.

  8. Least-squares dual characterization for ROI assessment in emission tomography

    NASA Astrophysics Data System (ADS)

    Ben Bouallègue, F.; Crouzet, J. F.; Dubois, A.; Buvat, I.; Mariano-Goulart, D.

    2013-06-01

    Our aim is to describe an original method for estimating the statistical properties of regions of interest (ROIs) in emission tomography. Drawn upon the works of Louis on the approximate inverse, we propose a dual formulation of the ROI estimation problem to derive the ROI activity and variance directly from the measured data without any image reconstruction. The method requires the definition of an ROI characteristic function that can be extracted from a co-registered morphological image. This characteristic function can be smoothed to optimize the resolution-variance tradeoff. An iterative procedure is detailed for the solution of the dual problem in the least-squares sense (least-squares dual (LSD) characterization), and a linear extrapolation scheme is described to compensate for sampling partial volume effect and reduce the estimation bias (LSD-ex). LSD and LSD-ex are compared with classical ROI estimation using pixel summation after image reconstruction and with Huesman's method. For this comparison, we used Monte Carlo simulations (GATE simulation tool) of 2D PET data of a Hoffman brain phantom containing three small uniform high-contrast ROIs and a large non-uniform low-contrast ROI. Our results show that the performances of LSD characterization are at least as good as those of the classical methods in terms of root mean square (RMS) error. For the three small tumor regions, LSD-ex allows a reduction in the estimation bias by up to 14%, resulting in a reduction in the RMS error of up to 8.5%, compared with the optimal classical estimation. For the large non-specific region, LSD using appropriate smoothing could intuitively and efficiently handle the resolution-variance tradeoff.

  9. A discontinuous Petrov-Galerkin methodology for adaptive solutions to the incompressible Navier-Stokes equations

    NASA Astrophysics Data System (ADS)

    Roberts, Nathan V.; Demkowicz, Leszek; Moser, Robert

    2015-11-01

    The discontinuous Petrov-Galerkin methodology with optimal test functions (DPG) of Demkowicz and Gopalakrishnan [18,20] guarantees the optimality of the solution in an energy norm, and provides several features facilitating adaptive schemes. Whereas Bubnov-Galerkin methods use identical trial and test spaces, Petrov-Galerkin methods allow these function spaces to differ. In DPG, test functions are computed on the fly and are chosen to realize the supremum in the inf-sup condition; the method is equivalent to a minimum residual method. For well-posed problems with sufficiently regular solutions, DPG can be shown to converge at optimal rates-the inf-sup constants governing the convergence are mesh-independent, and of the same order as those governing the continuous problem [48]. DPG also provides an accurate mechanism for measuring the error, and this can be used to drive adaptive mesh refinements. We employ DPG to solve the steady incompressible Navier-Stokes equations in two dimensions, building on previous work on the Stokes equations, and focusing particularly on the usefulness of the approach for automatic adaptivity starting from a coarse mesh. We apply our approach to a manufactured solution due to Kovasznay as well as the lid-driven cavity flow, backward-facing step, and flow past a cylinder problems.

  10. A Discontinuous Petrov-Galerkin Methodology for Adaptive Solutions to the Incompressible Navier-Stokes Equations

    SciTech Connect

    Roberts, Nathan V.; Demkowiz, Leszek; Moser, Robert

    2015-11-15

    The discontinuous Petrov-Galerkin methodology with optimal test functions (DPG) of Demkowicz and Gopalakrishnan [18, 20] guarantees the optimality of the solution in an energy norm, and provides several features facilitating adaptive schemes. Whereas Bubnov-Galerkin methods use identical trial and test spaces, Petrov-Galerkin methods allow these function spaces to differ. In DPG, test functions are computed on the fly and are chosen to realize the supremum in the inf-sup condition; the method is equivalent to a minimum residual method. For well-posed problems with sufficiently regular solutions, DPG can be shown to converge at optimal rates—the inf-sup constants governing the convergence are mesh-independent, and of the same order as those governing the continuous problem [48]. DPG also provides an accurate mechanism for measuring the error, and this can be used to drive adaptive mesh refinements. We employ DPG to solve the steady incompressible Navier-Stokes equations in two dimensions, building on previous work on the Stokes equations, and focusing particularly on the usefulness of the approach for automatic adaptivity starting from a coarse mesh. We apply our approach to a manufactured solution due to Kovasznay as well as the lid-driven cavity flow, backward-facing step, and flow past a cylinder problems.

  11. A Bayesian least squares support vector machines based framework for fault diagnosis and failure prognosis

    NASA Astrophysics Data System (ADS)

    Khawaja, Taimoor Saleem

    A high-belief low-overhead Prognostics and Health Management (PHM) system is desired for online real-time monitoring of complex non-linear systems operating in a complex (possibly non-Gaussian) noise environment. This thesis presents a Bayesian Least Squares Support Vector Machine (LS-SVM) based framework for fault diagnosis and failure prognosis in nonlinear non-Gaussian systems. The methodology assumes the availability of real-time process measurements, definition of a set of fault indicators and the existence of empirical knowledge (or historical data) to characterize both nominal and abnormal operating conditions. An efficient yet powerful Least Squares Support Vector Machine (LS-SVM) algorithm, set within a Bayesian Inference framework, not only allows for the development of real-time algorithms for diagnosis and prognosis but also provides a solid theoretical framework to address key concepts related to classification for diagnosis and regression modeling for prognosis. SVM machines are founded on the principle of Structural Risk Minimization (SRM) which tends to find a good trade-off between low empirical risk and small capacity. The key features in SVM are the use of non-linear kernels, the absence of local minima, the sparseness of the solution and the capacity control obtained by optimizing the margin. The Bayesian Inference framework linked with LS-SVMs allows a probabilistic interpretation of the results for diagnosis and prognosis. Additional levels of inference provide the much coveted features of adaptability and tunability of the modeling parameters. The two main modules considered in this research are fault diagnosis and failure prognosis. With the goal of designing an efficient and reliable fault diagnosis scheme, a novel Anomaly Detector is suggested based on the LS-SVM machines. The proposed scheme uses only baseline data to construct a 1-class LS-SVM machine which, when presented with online data is able to distinguish between normal behavior

  12. TDRSS-user orbit determination using batch least-squares and sequential methods

    NASA Technical Reports Server (NTRS)

    Oza, D. H.; Jones, T. L.; Hakimi, M.; Samii, Mina V.; Doll, C. E.; Mistretta, G. D.; Hart, R. C.

    1993-01-01

    The Goddard Space Flight Center (GSFC) Flight Dynamics Division (FDD) commissioned Applied Technology Associates, Incorporated, to develop the Real-Time Orbit Determination/Enhanced (RTOD/E) system on a Disk Operating System (DOS)-based personal computer (PC) as a prototype system for sequential orbit determination of spacecraft. This paper presents the results of a study to compare the orbit determination accuracy for a Tracking and Data Relay Satellite System (TDRSS) user spacecraft, Landsat-4, obtained using RTOD/E, operating on a PC, with the accuracy of an established batch least-squares system, the Goddard Trajectory Determination System (GTDS), and operating on a mainframe computer. The results of Landsat-4 orbit determination will provide useful experience for the Earth Observing System (EOS) series of satellites. The Landsat-4 ephemerides were estimated for the January 17-23, 1991, timeframe, during which intensive TDRSS tracking data for Landsat-4 were available. Independent assessments were made of the consistencies (overlap comparisons for the batch case and covariances and the first measurement residuals for the sequential case) of solutions produced by the batch and sequential methods. The forward-filtered RTOD/E orbit solutions were compared with the definitive GTDS orbit solutions for Landsat-4; the solution differences were less than 40 meters after the filter had reached steady state.

  13. Evaluation of Landsat-4 orbit determination accuracy using batch least-squares and sequential methods

    NASA Technical Reports Server (NTRS)

    Oza, D. H.; Jones, T. L.; Feiertag, R.; Samii, M. V.; Doll, C. E.; Mistretta, G. D.; Hart, R. C.

    1993-01-01

    The Goddard Space Flight Center (GSFC) Flight Dynamics Division (FDD) commissioned Applied Technology Associates, Incorporated, to develop the Real-Time Orbit Determination/Enhanced (RTOD/E) system on a Disk Operating System (DOS)-based personal computer (PC) as a prototype system for sequential orbit determination of spacecraft. This paper presents the results of a study to compare the orbit determination accuracy for a Tracking and Data Relay Satellite (TDRS) System (TDRSS) user spacecraft, Landsat-4, obtained using RTOD/E, operating on a PC, with the accuracy of an established batch least-squares system, the Goddard Trajectory Determination System (GTDS), operating on a mainframe computer. The results of Landsat-4 orbit determination will provide useful experience for the Earth Observing System (EOS) series of satellites. The Landsat-4 ephemerides were estimated for the May 18-24, 1992, timeframe, during which intensive TDRSS tracking data for Landsat-4 were available. During this period, there were two separate orbit-adjust maneuvers on one of the TDRSS spacecraft (TDRS-East) and one small orbit-adjust maneuver for Landsat-4. Independent assessments were made of the consistencies (overlap comparisons for the batch case and covariances and the first measurement residuals for the sequential case) of solutions produced by the batch and sequential methods. The forward-filtered RTOD/E orbit solutions were compared with the definitive GTDS orbit solutions for Landsat-4; the solution differences were generally less than 30 meters after the filter had reached steady state.

  14. Compressible seal flow analysis using the finite element method with Galerkin solution technique

    NASA Technical Reports Server (NTRS)

    Zuk, J.

    1974-01-01

    High pressure gas sealing involves not only balancing the viscous force with the pressure gradient force but also accounting for fluid inertia--especially for choked flow. The conventional finite element method which uses a Rayleigh-Ritz solution technique is not convenient for nonlinear problems. For these problems, a finite element method with a Galerkin solution technique (FEMGST) was formulated. One example, a three-dimensional axisymmetric flow formulation has nonlinearities due to compressibility, area expansion, and convective inertia. Solutions agree with classical results in the limiting cases. The development of the choked flow velocity profile is shown.

  15. Determination of glucose concentration based on pulsed laser induced photoacoustic technique and least square fitting algorithm

    NASA Astrophysics Data System (ADS)

    Ren, Zhong; Liu, Guodong; Huang, Zhen

    2015-08-01

    In this paper, a noninvasive glucose concentration monitoring setup based on the photoacoustic technique was established. In this setup, a 532nm pumped Q switched Nd: YAG tunable pulsed laser with repetition rate of 20Hz was used as the photoacoustic excitation light source, and a ultrasonic transducer with central response frequency of 9.55MHz was used as the detector of the photoacoustic signal of glucose. As the preliminary exploration of the blood glucose concentration, a series of in vitro photoacoustic monitoring of glucose aqueous solutions by using the established photoacoustic setup were performed. The photoacoustic peak-to-peak values of different concentrations of glucose aqueous solutions induced by the pulsed laser with output wavelength of 1300nm to 2300nm in interval of 10nm were obtained with the average times of 512. The differential spectral and the first order derivative spectral method were used to get the characteristic wavelengths. For the characteristic wavelengths of glucose, the least square fitting algorithm was used to establish the relationship between the glucose concentrations and photoacoustic peak-to-peak values. The characteristic wavelengths and the predicted concentrations of glucose solution were obtained. Experimental results demonstrated that the prediction effect of characteristic wavelengths of 1410nm and 1510nm were better than others, and this photoacoustic setup and analysis method had a certain potential value in the monitoring of the blood glucose concentration.

  16. Least-squares finite element discretizations of neutron transport equations in 3 dimensions

    SciTech Connect

    Manteuffel, T.A; Ressel, K.J.; Starkes, G.

    1996-12-31

    The least-squares finite element framework to the neutron transport equation introduced in is based on the minimization of a least-squares functional applied to the properly scaled neutron transport equation. Here we report on some practical aspects of this approach for neutron transport calculations in three space dimensions. The systems of partial differential equations resulting from a P{sub 1} and P{sub 2} approximation of the angular dependence are derived. In the diffusive limit, the system is essentially a Poisson equation for zeroth moment and has a divergence structure for the set of moments of order 1. One of the key features of the least-squares approach is that it produces a posteriori error bounds. We report on the numerical results obtained for the minimum of the least-squares functional augmented by an additional boundary term using trilinear finite elements on a uniform tesselation into cubes.

  17. Recursive least squares method of regression coefficients estimation as a special case of Kalman filter

    NASA Astrophysics Data System (ADS)

    Borodachev, S. M.

    2016-06-01

    The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.

  18. Adaptive slab laser beam quality improvement using a weighted least-squares reconstruction algorithm.

    PubMed

    Chen, Shanqiu; Dong, LiZhi; Chen, XiaoJun; Tan, Yi; Liu, Wenjin; Wang, Shuai; Yang, Ping; Xu, Bing; Ye, YuTang

    2016-04-10

    Adaptive optics is an important technology for improving beam quality in solid-state slab lasers. However, there are uncorrectable aberrations in partial areas of the beam. In the criterion of the conventional least-squares reconstruction method, it makes the zones with small aberrations nonsensitive and hinders this zone from being further corrected. In this paper, a weighted least-squares reconstruction method is proposed to improve the relative sensitivity of zones with small aberrations and to further improve beam quality. Relatively small weights are applied to the zones with large residual aberrations. Comparisons of results show that peak intensity in the far field improved from 1242 analog digital units (ADU) to 2248 ADU, and beam quality β improved from 2.5 to 2.0. This indicates the weighted least-squares method has better performance than the least-squares reconstruction method when there are large zonal uncorrectable aberrations in the slab laser system. PMID:27139877

  19. Multiple concurrent recursive least squares identification with application to on-line spacecraft mass-property identification

    NASA Technical Reports Server (NTRS)

    Wilson, Edward (Inventor)

    2006-01-01

    The present invention is a method for identifying unknown parameters in a system having a set of governing equations describing its behavior that cannot be put into regression form with the unknown parameters linearly represented. In this method, the vector of unknown parameters is segmented into a plurality of groups where each individual group of unknown parameters may be isolated linearly by manipulation of said equations. Multiple concurrent and independent recursive least squares identification of each said group run, treating other unknown parameters appearing in their regression equation as if they were known perfectly, with said values provided by recursive least squares estimation from the other groups, thereby enabling the use of fast, compact, efficient linear algorithms to solve problems that would otherwise require nonlinear solution approaches. This invention is presented with application to identification of mass and thruster properties for a thruster-controlled spacecraft.

  20. On the accuracy of least squares methods in the presence of corner singularities

    NASA Technical Reports Server (NTRS)

    Cox, C. L.; Fix, G. J.

    1985-01-01

    Elliptic problems with corner singularities are discussed. Finite element approximations based on variational principles of the least squares type tend to display poor convergence properties in such contexts. Moreover, mesh refinement or the use of special singular elements do not appreciably improve matters. It is shown that if the least squares formulation is done in appropriately weighted space, then optimal convergence results in unweighted spaces like L(2).

  1. Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

    SciTech Connect

    Jiang, Lijian Li, Xinping

    2015-08-01

    Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in each subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain

  2. Least Squares Magnetic-Field Optimization for Portable Nuclear Magnetic Resonance Magnet Design

    SciTech Connect

    Paulsen, Jeffrey L; Franck, John; Demas, Vasiliki; Bouchard, Louis-S.

    2008-03-27

    Single-sided and mobile nuclear magnetic resonance (NMR) sensors have the advantages of portability, low cost, and low power consumption compared to conventional high-field NMR and magnetic resonance imaging (MRI) systems. We present fast, flexible, and easy-to-implement target field algorithms for mobile NMR and MRI magnet design. The optimization finds a global optimum ina cost function that minimizes the error in the target magnetic field in the sense of least squares. When the technique is tested on a ring array of permanent-magnet elements, the solution matches the classical dipole Halbach solution. For a single-sided handheld NMR sensor, the algorithm yields a 640 G field homogeneous to 16 100 ppm across a 1.9 cc volume located 1.5 cm above the top of the magnets and homogeneous to 32 200 ppm over a 7.6 cc volume. This regime is adequate for MRI applications. We demonstrate that the homogeneous region can be continuously moved away from the sensor by rotating magnet rod elements, opening the way for NMR sensors with adjustable"sensitive volumes."

  3. LP Norm SAR Tomography by Iteratively Rewighted Least Square: First Results on Hong Kong

    NASA Astrophysics Data System (ADS)

    Mancon, Simone; Tebaldini, Stefano; Monti Guarnieri, Andre

    2014-11-01

    Synthetic aperture radar tomography (TomoSAR) is the natural extension to 3-D of conventional 2-D Synthetic Aperture Radar (SAR) imaging. In this work, we focus on urban scenarios where targets of interest are point-like and radiometrically strong, i.e. the reflectivity profile in elevation is sparse. Accordingly, the method for TomoSAR imaging suggested in this work is based on Compressive Sensing (CS) theory. CS problems are typically solved by looking for the minimal solution in some Lp norm, where 0≤ p ≤ 1. The solution that minimizes an arbitrary Lp norm can be obtained using the Iteratively Reweighted Least Square (IRLS) algorithm. Based on an experimental comparison among different choices for p, the conclusion drawn is that the usual choice p = 1 is the best trade-off between resolution and robustness to noise. Results from real data will be discussed by reporting a TomoSAR reconstruction of an area in Hong Kong (China), acquired by COSMO-SkyMed.

  4. A Comparative Study of Different Reconstruction Schemes for a Reconstructed Discontinuous Galerkin Method on Arbitrary Grids

    SciTech Connect

    Hong Luo; Hanping Xiao; Robert Nourgaliev; Chunpei Cai

    2011-06-01

    A comparative study of different reconstruction schemes for a reconstruction-based discontinuous Galerkin, termed RDG(P1P2) method is performed for compressible flow problems on arbitrary grids. The RDG method is designed to enhance the accuracy of the discontinuous Galerkin method by increasing the order of the underlying polynomial solution via a reconstruction scheme commonly used in the finite volume method. Both Green-Gauss and least-squares reconstruction methods and a least-squares recovery method are implemented to obtain a quadratic polynomial representation of the underlying discontinuous Galerkin linear polynomial solution on each cell. These three reconstruction/recovery methods are compared for a variety of compressible flow problems on arbitrary meshes to access their accuracy and robustness. The numerical results demonstrate that all three reconstruction methods can significantly improve the accuracy of the underlying second-order DG method, although the least-squares reconstruction method provides the best performance in terms of both accuracy and robustness.

  5. Least-Squares Regression and Spectral Residual Augmented Classical Least-Squares Chemometric Models for Stability-Indicating Analysis of Agomelatine and Its Degradation Products: A Comparative Study.

    PubMed

    Naguib, Ibrahim A; Abdelrahman, Maha M; El Ghobashy, Mohamed R; Ali, Nesma A

    2016-01-01

    Two accurate, sensitive, and selective stability-indicating methods are developed and validated for simultaneous quantitative determination of agomelatine (AGM) and its forced degradation products (Deg I and Deg II), whether in pure forms or in pharmaceutical formulations. Partial least-squares regression (PLSR) and spectral residual augmented classical least-squares (SRACLS) are two chemometric models that are being subjected to a comparative study through handling UV spectral data in range (215-350 nm). For proper analysis, a three-factor, four-level experimental design was established, resulting in a training set consisting of 16 mixtures containing different ratios of interfering species. An independent test set consisting of eight mixtures was used to validate the prediction ability of the suggested models. The results presented indicate the ability of mentioned multivariate calibration models to analyze AGM, Deg I, and Deg II with high selectivity and accuracy. The analysis results of the pharmaceutical formulations were statistically compared to the reference HPLC method, with no significant differences observed regarding accuracy and precision. The SRACLS model gives comparable results to the PLSR model; however, it keeps the qualitative spectral information of the classical least-squares algorithm for analyzed components. PMID:26987554

  6. A two-dimensional Riemann solver with self-similar sub-structure - Alternative formulation based on least squares projection

    NASA Astrophysics Data System (ADS)

    Balsara, Dinshaw S.; Vides, Jeaniffer; Gurski, Katharine; Nkonga, Boniface; Dumbser, Michael; Garain, Sudip; Audit, Edouard

    2016-01-01

    Just as the quality of a one-dimensional approximate Riemann solver is improved by the inclusion of internal sub-structure, the quality of a multidimensional Riemann solver is also similarly improved. Such multidimensional Riemann problems arise when multiple states come together at the vertex of a mesh. The interaction of the resulting one-dimensional Riemann problems gives rise to a strongly-interacting state. We wish to endow this strongly-interacting state with physically-motivated sub-structure. The self-similar formulation of Balsara [16] proves especially useful for this purpose. While that work is based on a Galerkin projection, in this paper we present an analogous self-similar formulation that is based on a different interpretation. In the present formulation, we interpret the shock jumps at the boundary of the strongly-interacting state quite literally. The enforcement of the shock jump conditions is done with a least squares projection (Vides, Nkonga and Audit [67]). With that interpretation, we again show that the multidimensional Riemann solver can be endowed with sub-structure. However, we find that the most efficient implementation arises when we use a flux vector splitting and a least squares projection. An alternative formulation that is based on the full characteristic matrices is also presented. The multidimensional Riemann solvers that are demonstrated here use one-dimensional HLLC Riemann solvers as building blocks. Several stringent test problems drawn from hydrodynamics and MHD are presented to show that the method works. Results from structured and unstructured meshes demonstrate the versatility of our method. The reader is also invited to watch a video introduction to multidimensional Riemann solvers on http://www.nd.edu/~dbalsara/Numerical-PDE-Course.

  7. On non-combinatorial weighted total least squares with inequality constraints

    NASA Astrophysics Data System (ADS)

    Fang, Xing

    2014-08-01

    Observation systems known as errors-in-variables (EIV) models with model parameters estimated by total least squares (TLS) have been discussed for more than a century, though the terms EIV and TLS were coined much more recently. So far, it has only been shown that the inequality-constrained TLS (ICTLS) solution can be obtained by the combinatorial methods, assuming that the weight matrices of observations involved in the data vector and the data matrix are identity matrices. Although the previous works test all combinations of active sets or solution schemes in a clear way, some aspects have received little or no attention such as admissible weights, solution characteristics and numerical efficiency. Therefore, the aim of this study was to adjust the EIV model, subject to linear inequality constraints. In particular, (1) This work deals with a symmetrical positive-definite cofactor matrix that could otherwise be quite arbitrary. It also considers cross-correlations between cofactor matrices for the random coefficient matrix and the random observation vector. (2) From a theoretical perspective, we present first-order Karush-Kuhn-Tucker (KKT) necessary conditions and the second-order sufficient conditions of the inequality-constrained weighted TLS (ICWTLS) solution by analytical formulation. (3) From a numerical perspective, an active set method without combinatorial tests as well as a method based on sequential quadratic programming (SQP) is established. By way of applications, computational costs of the proposed algorithms are shown to be significantly lower than the currently existing ICTLS methods. It is also shown that the proposed methods can treat the ICWTLS problem in the case of more general weight matrices. Finally, we study the ICWTLS solution in terms of non-convex weighted TLS contours from a geometrical perspective.

  8. A new formulation for total least square error method in d-dimensional space with mapping to a parametric line

    NASA Astrophysics Data System (ADS)

    Skala, Vaclav

    2016-06-01

    There are many practical applications based on the Least Square Error (LSE) or Total Least Square Error (TLSE) methods. Usually the standard least square error is used due to its simplicity, but it is not an optimal solution, as it does not optimize distance, but square of a distance. The TLSE method, respecting the orthogonality of a distance measurement, is computed in d-dimensional space, i.e. for points given in E2 a line π in E2, resp. for points given in E3 a plane ρ in E3, fitting the TLSE criteria are found. However, some tasks in physical sciences lead to a slightly different problem. In this paper, a new TSLE method is introduced for solving a problem when data are given in E3 a line π ∈ E3 is to be found fitting the TLSE criterion. The presented approach is applicable for a general d-dimensional case, i.e. when points are given in Ed a line π ∈ Ed is to be found. This formulation is different from the TLSE formulation.

  9. Computing ordinary least-squares parameter estimates for the National Descriptive Model of Mercury in Fish

    USGS Publications Warehouse

    Donato, David I.

    2013-01-01

    A specialized technique is used to compute weighted ordinary least-squares (OLS) estimates of the parameters of the National Descriptive Model of Mercury in Fish (NDMMF) in less time using less computer memory than general methods. The characteristics of the NDMMF allow the two products X'X and X'y in the normal equations to be filled out in a second or two of computer time during a single pass through the N data observations. As a result, the matrix X does not have to be stored in computer memory and the computationally expensive matrix multiplications generally required to produce X'X and X'y do not have to be carried out. The normal equations may then be solved to determine the best-fit parameters in the OLS sense. The computational solution based on this specialized technique requires O(8p2+16p) bytes of computer memory for p parameters on a machine with 8-byte double-precision numbers. This publication includes a reference implementation of this technique and a Gaussian-elimination solver in preliminary custom software.

  10. Methods for Least Squares Data Smoothing by Adjustment of Divided Differences

    NASA Astrophysics Data System (ADS)

    Demetriou, I. C.

    2008-09-01

    A brief survey is presented for the main methods that are used in least squares data smoothing by adjusting the signs of divided differences of the smoothed values. The most distinctive feature of the smoothing approach is that it provides automatically a piecewise monotonic or a piecewise convex/concave fit to the data. The data are measured values of a function of one variable that contain random errors. As a consequence of the errors, the number of sign alterations in the sequence of mth divided differences is usually unacceptably large, where m is a prescribed positive integer. Therefore, we make the least sum of squares change to the measurements by requiring the sequence of the divided differences of order m to have at most k-1 sign changes, for some positive integer k. Although, it is a combinatorial problem, whose solution can require about O(nk) quadratic programming calculations in n variables and n-m constraints, where n is the number of data, very efficient algorithms have been developed for the cases when m = 1 or m = 2 and k is arbitrary, as well as when m>2 for small values of k. Attention is paid to the purpose of each method instead of to its details. Some software packages make the methods publicly accessible through library systems.

  11. Smoothed low rank and sparse matrix recovery by iteratively reweighted least squares minimization.

    PubMed

    Lu, Canyi; Lin, Zhouchen; Yan, Shuicheng

    2015-02-01

    This paper presents a general framework for solving the low-rank and/or sparse matrix minimization problems, which may involve multiple nonsmooth terms. The iteratively reweighted least squares (IRLSs) method is a fast solver, which smooths the objective function and minimizes it by alternately updating the variables and their weights. However, the traditional IRLS can only solve a sparse only or low rank only minimization problem with squared loss or an affine constraint. This paper generalizes IRLS to solve joint/mixed low-rank and sparse minimization problems, which are essential formulations for many tasks. As a concrete example, we solve the Schatten-p norm and l2,q-norm regularized low-rank representation problem by IRLS, and theoretically prove that the derived solution is a stationary point (globally optimal if p,q ≥ 1). Our convergence proof of IRLS is more general than previous one that depends on the special properties of the Schatten-p norm and l2,q-norm. Extensive experiments on both synthetic and real data sets demonstrate that our IRLS is much more efficient. PMID:25531948

  12. On the equivalence of generalized least-squares approaches to the evaluation of measurement comparisons

    NASA Astrophysics Data System (ADS)

    Koo, A.; Clare, J. F.

    2012-06-01

    Analysis of CIPM international comparisons is increasingly being carried out using a model-based approach that leads naturally to a generalized least-squares (GLS) solution. While this method offers the advantages of being easier to audit and having general applicability to any form of comparison protocol, there is a lack of consensus over aspects of its implementation. Two significant results are presented that show the equivalence of three differing approaches discussed by or applied in comparisons run by Consultative Committees of the CIPM. Both results depend on a mathematical condition equivalent to the requirement that any two artefacts in the comparison are linked through a sequence of measurements of overlapping pairs of artefacts. The first result is that a GLS estimator excluding all sources of error common to all measurements of a participant is equal to the GLS estimator incorporating all sources of error, including those associated with any bias in the standards or procedures of the measuring laboratory. The second result identifies the component of uncertainty in the estimate of bias that arises from possible systematic effects in the participants' measurement standards and procedures. The expression so obtained is a generalization of an expression previously published for a one-artefact comparison with no inter-participant correlations, to one for a comparison comprising any number of repeat measurements of multiple artefacts and allowing for inter-laboratory correlations.

  13. Analysis of crustal deformation and strain characteristics in the Tianshan Mountains with least-squares collocation

    NASA Astrophysics Data System (ADS)

    Li, S. P.; Chen, G.; Li, J. W.

    2015-11-01

    By fitting the observed velocity field of the Tianshan Mountains from 1992 to 2006 with least-squares collocation, we established a velocity field model in this region. The velocity field model reflects the crustal deformation characteristics of the Tianshan reasonably well. From the Tarim Basin to the Junggar Basin and Kazakh platform, the crustal deformation decreases gradually. Divided at 82° E, the convergence rates in the west are obviously higher than those in the east. We also calculated the parameter values for crustal strain in the Tianshan Mountains. The results for maximum shear strain exhibited a concentration of significantly high values at Wuqia and its western regions, and the values reached a maxima of 4.4×10-8 a-1. According to isogram distributions for the surface expansion rate, we found evidence that the Tianshan Mountains have been suffering from strong lateral extrusion by the basin on both sides. Combining this analysis with existing results for focal mechanism solutions from 1976 to 2014, we conclude that it should be easy for a concentration of earthquake events to occur in regions where maximum shear strains accumulate or mutate. For the Tianshan Mountains, the possibility of strong earthquakes in Wuqia-Jiashi and Lake Issyk-Kul will persist over the long term.

  14. Reconstruction of vibroacoustic responses of a highly nonspherical structure using Helmholtz equation least-squares method.

    PubMed

    Lu, Huancai; Wu, Sean F

    2009-03-01

    The vibroacoustic responses of a highly nonspherical vibrating object are reconstructed using Helmholtz equation least-squares (HELS) method. The objectives of this study are to examine the accuracy of reconstruction and the impacts of various parameters involved in reconstruction using HELS. The test object is a simply supported and baffled thin plate. The reason for selecting this object is that it represents a class of structures that cannot be exactly described by the spherical Hankel functions and spherical harmonics, which are taken as the basis functions in the HELS formulation, yet the analytic solutions to vibroacoustic responses of a baffled plate are readily available so the accuracy of reconstruction can be checked accurately. The input field acoustic pressures for reconstruction are generated by the Rayleigh integral. The reconstructed normal surface velocities are validated against the benchmark values, and the out-of-plane vibration patterns at several natural frequencies are compared with the natural modes of a simply supported plate. The impacts of various parameters such as number of measurement points, measurement distance, location of the origin of the coordinate system, microphone spacing, and ratio of measurement aperture size to the area of source surface of reconstruction on the resultant accuracy of reconstruction are examined. PMID:19275312

  15. First-order system least-squares for the Helmholtz equation

    SciTech Connect

    Lee, B.; Manteuffel, T.; McCormick, S.; Ruge, J.

    1996-12-31

    We apply the FOSLS methodology to the exterior Helmholtz equation {Delta}p + k{sup 2}p = 0. Several least-squares functionals, some of which include both H{sup -1}({Omega}) and L{sup 2}({Omega}) terms, are examined. We show that in a special subspace of [H(div; {Omega}) {intersection} H(curl; {Omega})] x H{sup 1}({Omega}), each of these functionals are equivalent independent of k to a scaled H{sup 1}({Omega}) norm of p and u = {del}p. This special subspace does not include the oscillatory near-nullspace components ce{sup ik}({sup {alpha}x+{beta}y)}, where c is a complex vector and where {alpha}{sub 2} + {beta}{sup 2} = 1. These components are eliminated by applying a non-standard coarsening scheme. We achieve this scheme by introducing {open_quotes}ray{close_quotes} basis functions which depend on the parameter pair ({alpha}, {beta}), and which approximate ce{sup ik}({sup {alpha}x+{beta}y)} well on the coarser levels where bilinears cannot. We use several pairs of these parameters on each of these coarser levels so that several coarse grid problems are spun off from the finer levels. Some extensions of this theory to the transverse electric wave solution for Maxwell`s equations will also be presented.

  16. Least squares regression methods for clustered ROC data with discrete covariates.

    PubMed

    Tang, Liansheng Larry; Zhang, Wei; Li, Qizhai; Ye, Xuan; Chan, Leighton

    2016-07-01

    The receiver operating characteristic (ROC) curve is a popular tool to evaluate and compare the accuracy of diagnostic tests to distinguish the diseased group from the nondiseased group when test results from tests are continuous or ordinal. A complicated data setting occurs when multiple tests are measured on abnormal and normal locations from the same subject and the measurements are clustered within the subject. Although least squares regression methods can be used for the estimation of ROC curve from correlated data, how to develop the least squares methods to estimate the ROC curve from the clustered data has not been studied. Also, the statistical properties of the least squares methods under the clustering setting are unknown. In this article, we develop the least squares ROC methods to allow the baseline and link functions to differ, and more importantly, to accommodate clustered data with discrete covariates. The methods can generate smooth ROC curves that satisfy the inherent continuous property of the true underlying curve. The least squares methods are shown to be more efficient than the existing nonparametric ROC methods under appropriate model assumptions in simulation studies. We apply the methods to a real example in the detection of glaucomatous deterioration. We also derive the asymptotic properties of the proposed methods. PMID:26848938

  17. Algorithms and architectures for adaptive least squares signal processing, with applications in magnetoencephalography

    SciTech Connect

    Lewis, P.S.

    1988-10-01

    Least squares techniques are widely used in adaptive signal processing. While algorithms based on least squares are robust and offer rapid convergence properties, they also tend to be complex and computationally intensive. To enable the use of least squares techniques in real-time applications, it is necessary to develop adaptive algorithms that are efficient and numerically stable, and can be readily implemented in hardware. The first part of this work presents a uniform development of general recursive least squares (RLS) algorithms, and multichannel least squares lattice (LSL) algorithms. RLS algorithms are developed for both direct estimators, in which a desired signal is present, and for mixed estimators, in which no desired signal is available, but the signal-to-data cross-correlation is known. In the second part of this work, new and more flexible techniques of mapping algorithms to array architectures are presented. These techniques, based on the synthesis and manipulation of locally recursive algorithms (LRAs), have evolved from existing data dependence graph-based approaches, but offer the increased flexibility needed to deal with the structural complexities of the RLS and LSL algorithms. Using these techniques, various array architectures are developed for each of the RLS and LSL algorithms and the associated space/time tradeoffs presented. In the final part of this work, the application of these algorithms is demonstrated by their employment in the enhancement of single-trial auditory evoked responses in magnetoencephalography. 118 refs., 49 figs., 36 tabs.

  18. Least-squares reverse-time migration of Cranfield VSP data for monitoring CO2 injection

    NASA Astrophysics Data System (ADS)

    TAN, S.; Huang, L.

    2012-12-01

    Cost-effective monitoring for carbon utilization and sequestration requires high-resolution imaging with a minimal amount of data. Least-squares reverse-time migration is a promising imaging method for this purpose. We apply least-squares reverse-time migration to a portion of the 3D vertical seismic profile data acquired at the Cranfield enhanced oil recovery field in Mississippi for monitoring CO2 injection. Conventional reverse-time migration of limited data suffers from significant image artifacts and a poor image resolution. Lease-squares reverse-time migration can reduce image artifacts and improves the image resolution. We demonstrate the significant improvements of least-squares reverse-time migration by comparing its migration images of the Cranfield VSP data with that obtained using the conventional reverse-time migration.

  19. [Partial least squares regression variable screening studies on apple soluble solids NIR spectral detection].

    PubMed

    Ouyang, Ai-Guo; Xie, Xiao-Qiang; Zhou, Yan-Rui; Liu, Yan-De

    2012-10-01

    Abstract To improve the predictive ability and robustness of the NIR correction model of the soluble solid content (SSC) of apple, the reverse interval partial least squares method, genetic algorithm and the continuous projection method were implemented to select variables of the NIR spectroscopy of the soluble solid content (SSC) of apple, and the partial least squares regression model was established. By genetic algorithm for screening of the 141 variables of the correction model, prediction has the best effect. And compared to the full spectrum correction model, the correlation coefficient increased to 0.96 from 0.93, forecast root mean square error decreased from 0.30 degrees Brix to 0.23 degrees Brix. This experimental results show that the genetic algorithm combined with partial least squares regression method improved the detection precision of the NIR model of the soluble solid content (SSC) of apple. PMID:23285864

  20. A Two-Layer Least Squares Support Vector Machine Approach to Credit Risk Assessment

    NASA Astrophysics Data System (ADS)

    Liu, Jingli; Li, Jianping; Xu, Weixuan; Shi, Yong

    Least squares support vector machine (LS-SVM) is a revised version of support vector machine (SVM) and has been proved to be a useful tool for pattern recognition. LS-SVM had excellent generalization performance and low computational cost. In this paper, we propose a new method called two-layer least squares support vector machine which combines kernel principle component analysis (KPCA) and linear programming form of least square support vector machine. With this method sparseness and robustness is obtained while solving large dimensional and large scale database. A U.S. commercial credit card database is used to test the efficiency of our method and the result proved to be a satisfactory one.

  1. SENSOP: A Derivative-Free Solver for Nonlinear Least Squares with Sensitivity Scaling

    PubMed Central

    Chan, I.S.; Goldstein, A.A.; Bassingthwaighte, J.B.

    2010-01-01

    Nonlinear least squares optimization is used most often in fitting a complex model to a set of data. An ordinary nonlinear least squares optimizer assumes a constant variance for all the data points. This paper presents SENSOP, a weighted nonlinear least squares optimizer, which is designed for fitting a model to a set of data where the variance may or may not be constant. It uses a variant of the Levenberg–Marquardt method to calculate the direction and the length of the step change in the parameter vector. The method for estimating appropriate weighting functions applies generally to 1-dimensional signals and can be used for higher dimensional signals. Sets of multiple tracer outflow dilution curves present special problems because the data encompass three to four orders of magnitude; a fractional power function provides appropriate weighting giving success in parameter estimation despite the wide range. PMID:8116914

  2. Tropospheric refractivity and zenith path delays from least-squares collocation of meteorological and GNSS data

    NASA Astrophysics Data System (ADS)

    Wilgan, Karina; Hurter, Fabian; Geiger, Alain; Rohm, Witold; Bosy, Jarosław

    2016-08-01

    Precise positioning requires an accurate a priori troposphere model to enhance the solution quality. Several empirical models are available, but they may not properly characterize the state of troposphere, especially in severe weather conditions. Another possible solution is to use regional troposphere models based on real-time or near-real time measurements. In this study, we present the total refractivity and zenith total delay (ZTD) models based on a numerical weather prediction (NWP) model, Global Navigation Satellite System (GNSS) data and ground-based meteorological observations. We reconstruct the total refractivity profiles over the western part of Switzerland and the total refractivity profiles as well as ZTDs over Poland using the least-squares collocation software COMEDIE (Collocation of Meteorological Data for Interpretation and Estimation of Tropospheric Pathdelays) developed at ETH Zürich. In these two case studies, profiles of the total refractivity and ZTDs are calculated from different data sets. For Switzerland, the data set with the best agreement with the reference radiosonde (RS) measurements is the combination of ground-based meteorological observations and GNSS ZTDs. Introducing the horizontal gradients does not improve the vertical interpolation, and results in slightly larger biases and standard deviations. For Poland, the data set based on meteorological parameters from the NWP Weather Research and Forecasting (WRF) model and from a combination of the NWP model and GNSS ZTDs shows the best agreement with the reference RS data. In terms of ZTD, the combined NWP-GNSS observations and GNSS-only data set exhibit the best accuracy with an average bias (from all stations) of 3.7 mm and average standard deviations of 17.0 mm w.r.t. the reference GNSS stations.

  3. Inversion Theorem Based Kernel Density Estimation for the Ordinary Least Squares Estimator of a Regression Coefficient

    PubMed Central

    Wang, Dongliang; Hutson, Alan D.

    2016-01-01

    The traditional confidence interval associated with the ordinary least squares estimator of linear regression coefficient is sensitive to non-normality of the underlying distribution. In this article, we develop a novel kernel density estimator for the ordinary least squares estimator via utilizing well-defined inversion based kernel smoothing techniques in order to estimate the conditional probability density distribution of the dependent random variable. Simulation results show that given a small sample size, our method significantly increases the power as compared with Wald-type CIs. The proposed approach is illustrated via an application to a classic small data set originally from Graybill (1961). PMID:26924882

  4. A new algorithm for constrained nonlinear least-squares problems, part 1

    NASA Technical Reports Server (NTRS)

    Hanson, R. J.; Krogh, F. T.

    1983-01-01

    A Gauss-Newton algorithm is presented for solving nonlinear least squares problems. The problem statement may include simple bounds or more general constraints on the unknowns. The algorithm uses a trust region that allows the objective function to increase with logic for retreating to best values. The computations for the linear problem are done using a least squares system solver that allows for simple bounds and linear constraints. The trust region limits are defined by a box around the current point. In its current form the algorithm is effective only for problems with small residuals, linear constraints and dense Jacobian matrices. Results on a set of test problems are encouraging.

  5. Least square neural network model of the crude oil blending process.

    PubMed

    Rubio, José de Jesús

    2016-06-01

    In this paper, the recursive least square algorithm is designed for the big data learning of a feedforward neural network. The proposed method as the combination of the recursive least square and feedforward neural network obtains four advantages over the alone algorithms: it requires less number of regressors, it is fast, it has the learning ability, and it is more compact. Stability, convergence, boundedness of parameters, and local minimum avoidance of the proposed technique are guaranteed. The introduced strategy is applied for the modeling of the crude oil blending process. PMID:26992706

  6. Landsat-4 (TDRSS-user) orbit determination using batch least-squares and sequential methods

    NASA Technical Reports Server (NTRS)

    Oza, D. H.; Jones, T. L.; Hakimi, M.; Samii, M. V.; Doll, C. E.; Mistretta, G. D.; Hart, R. C.

    1992-01-01

    TDRSS user orbit determination is analyzed using a batch least-squares method and a sequential estimation method. It was found that in the batch least-squares method analysis, the orbit determination consistency for Landsat-4, which was heavily tracked by TDRSS during January 1991, was about 4 meters in the rms overlap comparisons and about 6 meters in the maximum position differences in overlap comparisons. The consistency was about 10 to 30 meters in the 3 sigma state error covariance function in the sequential method analysis. As a measure of consistency, the first residual of each pass was within the 3 sigma bound in the residual space.

  7. Analysis of total least squares in estimating the parameters of a mortar trajectory

    SciTech Connect

    Lau, D.L.; Ng, L.C.

    1994-12-01

    Least Squares (LS) is a method of curve fitting used with the assumption that error exists in the observation vector. The method of Total Least Squares (TLS) is more useful in cases where there is error in the data matrix as well as the observation vector. This paper describes work done in comparing the LS and TLS results for parameter estimation of a mortar trajectory based on a time series of angular observations. To improve the results, we investigated several derivations of the LS and TLS methods, and early findings show TLS provided slightly, 10%, improved results over the LS method.

  8. MLAMBDA: a modified LAMBDA method for integer least-squares estimation

    NASA Astrophysics Data System (ADS)

    Chang, X.-W.; Yang, X.; Zhou, T.

    2005-12-01

    The least-squares ambiguity Decorrelation (LAMBDA) method has been widely used in GNSS for fixing integer ambiguities. It can also solve any integer least squares (ILS) problem arising from other applications. For real time applications with high dimensions, the computational speed is crucial. A modified LAMBDA (MLAMBDA) method is presented. Several strategies are proposed to reduce the computational complexity of the LAMBDA method. Numerical simulations show that MLAMBDA is (much) faster than LAMBDA. The relations between the LAMBDA method and some relevant methods in the information theory literature are pointed out when we introduce its main procedures.

  9. Explicit least squares system parameter identification for exact differential input/output models

    NASA Technical Reports Server (NTRS)

    Pearson, A. E.

    1993-01-01

    The equation error for a class of systems modeled by input/output differential operator equations has the potential to be integrated exactly, given the input/output data on a finite time interval, thereby opening up the possibility of using an explicit least squares estimation technique for system parameter identification. The paper delineates the class of models for which this is possible and shows how the explicit least squares cost function can be obtained in a way that obviates dealing with unknown initial and boundary conditions. The approach is illustrated by two examples: a second order chemical kinetics model and a third order system of Lorenz equations.

  10. Simulation of Foam Divot Weight on External Tank Utilizing Least Squares and Neural Network Methods

    NASA Technical Reports Server (NTRS)

    Chamis, Christos C.; Coroneos, Rula M.

    2007-01-01

    Simulation of divot weight in the insulating foam, associated with the external tank of the U.S. space shuttle, has been evaluated using least squares and neural network concepts. The simulation required models based on fundamental considerations that can be used to predict under what conditions voids form, the size of the voids, and subsequent divot ejection mechanisms. The quadratic neural networks were found to be satisfactory for the simulation of foam divot weight in various tests associated with the external tank. Both linear least squares method and the nonlinear neural network predicted identical results.