Ensemble-type numerical uncertainty information from single model integrations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rauser, Florian, E-mail: florian.rauser@mpimet.mpg.de; Marotzke, Jochem; Korn, Peter
2015-07-01
We suggest an algorithm that quantifies the discretization error of time-dependent physical quantities of interest (goals) for numerical models of geophysical fluid dynamics. The goal discretization error is estimated using a sum of weighted local discretization errors. The key feature of our algorithm is that these local discretization errors are interpreted as realizations of a random process. The random process is determined by the model and the flow state. From a class of local error random processes we select a suitable specific random process by integrating the model over a short time interval at different resolutions. The weights of themore » influences of the local discretization errors on the goal are modeled as goal sensitivities, which are calculated via automatic differentiation. The integration of the weighted realizations of local error random processes yields a posterior ensemble of goal approximations from a single run of the numerical model. From the posterior ensemble we derive the uncertainty information of the goal discretization error. This algorithm bypasses the requirement of detailed knowledge about the models discretization to generate numerical error estimates. The algorithm is evaluated for the spherical shallow-water equations. For two standard test cases we successfully estimate the error of regional potential energy, track its evolution, and compare it to standard ensemble techniques. The posterior ensemble shares linear-error-growth properties with ensembles of multiple model integrations when comparably perturbed. The posterior ensemble numerical error estimates are of comparable size as those of a stochastic physics ensemble.« less
A-posteriori error estimation for the finite point method with applications to compressible flow
NASA Astrophysics Data System (ADS)
Ortega, Enrique; Flores, Roberto; Oñate, Eugenio; Idelsohn, Sergio
2017-08-01
An a-posteriori error estimate with application to inviscid compressible flow problems is presented. The estimate is a surrogate measure of the discretization error, obtained from an approximation to the truncation terms of the governing equations. This approximation is calculated from the discrete nodal differential residuals using a reconstructed solution field on a modified stencil of points. Both the error estimation methodology and the flow solution scheme are implemented using the Finite Point Method, a meshless technique enabling higher-order approximations and reconstruction procedures on general unstructured discretizations. The performance of the proposed error indicator is studied and applications to adaptive grid refinement are presented.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jakeman, J.D., E-mail: jdjakem@sandia.gov; Wildey, T.
2015-01-01
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchicalmore » surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less
Nonparametric probability density estimation by optimization theoretic techniques
NASA Technical Reports Server (NTRS)
Scott, D. W.
1976-01-01
Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.
Fast maximum likelihood estimation using continuous-time neural point process models.
Lepage, Kyle Q; MacDonald, Christopher J
2015-06-01
A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.
A mass-energy preserving Galerkin FEM for the coupled nonlinear fractional Schrödinger equations
NASA Astrophysics Data System (ADS)
Zhang, Guoyu; Huang, Chengming; Li, Meng
2018-04-01
We consider the numerical simulation of the coupled nonlinear space fractional Schrödinger equations. Based on the Galerkin finite element method in space and the Crank-Nicolson (CN) difference method in time, a fully discrete scheme is constructed. Firstly, we focus on a rigorous analysis of conservation laws for the discrete system. The definitions of discrete mass and energy here correspond with the original ones in physics. Then, we prove that the fully discrete system is uniquely solvable. Moreover, we consider the unconditionally convergent properties (that is to say, we complete the error estimates without any mesh ratio restriction). We derive L2-norm error estimates for the nonlinear equations and L^{∞}-norm error estimates for the linear equations. Finally, some numerical experiments are included showing results in agreement with the theoretical predictions.
Jakeman, J. D.; Wildey, T.
2015-01-01
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity. We show that utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this papermore » we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less
Smooth empirical Bayes estimation of observation error variances in linear systems
NASA Technical Reports Server (NTRS)
Martz, H. F., Jr.; Lian, M. W.
1972-01-01
A smooth empirical Bayes estimator was developed for estimating the unknown random scale component of each of a set of observation error variances. It is shown that the estimator possesses a smaller average squared error loss than other estimators for a discrete time linear system.
The discrete-time compensated Kalman filter
NASA Technical Reports Server (NTRS)
Lee, W. H.; Athans, M.
1978-01-01
A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete time Kalman filter was derived. The resultant compensated Kalman Filter has the property that steady state bias estimation errors, resulting from modelling errors, were eliminated.
Chaudhry, Jehanzeb Hameed; Estep, Don; Tavener, Simon; Carey, Varis; Sandelin, Jeff
2016-01-01
We consider numerical methods for initial value problems that employ a two stage approach consisting of solution on a relatively coarse discretization followed by solution on a relatively fine discretization. Examples include adaptive error control, parallel-in-time solution schemes, and efficient solution of adjoint problems for computing a posteriori error estimates. We describe a general formulation of two stage computations then perform a general a posteriori error analysis based on computable residuals and solution of an adjoint problem. The analysis accommodates various variations in the two stage computation and in formulation of the adjoint problems. We apply the analysis to compute "dual-weighted" a posteriori error estimates, to develop novel algorithms for efficient solution that take into account cancellation of error, and to the Parareal Algorithm. We test the various results using several numerical examples.
Numerical Error Estimation with UQ
NASA Astrophysics Data System (ADS)
Ackmann, Jan; Korn, Peter; Marotzke, Jochem
2014-05-01
Ocean models are still in need of means to quantify model errors, which are inevitably made when running numerical experiments. The total model error can formally be decomposed into two parts, the formulation error and the discretization error. The formulation error arises from the continuous formulation of the model not fully describing the studied physical process. The discretization error arises from having to solve a discretized model instead of the continuously formulated model. Our work on error estimation is concerned with the discretization error. Given a solution of a discretized model, our general problem statement is to find a way to quantify the uncertainties due to discretization in physical quantities of interest (diagnostics), which are frequently used in Geophysical Fluid Dynamics. The approach we use to tackle this problem is called the "Goal Error Ensemble method". The basic idea of the Goal Error Ensemble method is that errors in diagnostics can be translated into a weighted sum of local model errors, which makes it conceptually based on the Dual Weighted Residual method from Computational Fluid Dynamics. In contrast to the Dual Weighted Residual method these local model errors are not considered deterministically but interpreted as local model uncertainty and described stochastically by a random process. The parameters for the random process are tuned with high-resolution near-initial model information. However, the original Goal Error Ensemble method, introduced in [1], was successfully evaluated only in the case of inviscid flows without lateral boundaries in a shallow-water framework and is hence only of limited use in a numerical ocean model. Our work consists in extending the method to bounded, viscous flows in a shallow-water framework. As our numerical model, we use the ICON-Shallow-Water model. In viscous flows our high-resolution information is dependent on the viscosity parameter, making our uncertainty measures viscosity-dependent. We will show that we can choose a sensible parameter by using the Reynolds-number as a criteria. Another topic, we will discuss is the choice of the underlying distribution of the random process. This is especially of importance in the scope of lateral boundaries. We will present resulting error estimates for different height- and velocity-based diagnostics applied to the Munk gyre experiment. References [1] F. RAUSER: Error Estimation in Geophysical Fluid Dynamics through Learning; PhD Thesis, IMPRS-ESM, Hamburg, 2010 [2] F. RAUSER, J. MAROTZKE, P. KORN: Ensemble-type numerical uncertainty quantification from single model integrations; SIAM/ASA Journal on Uncertainty Quantification, submitted
Exploring Discretization Error in Simulation-Based Aerodynamic Databases
NASA Technical Reports Server (NTRS)
Aftosmis, Michael J.; Nemec, Marian
2010-01-01
This work examines the level of discretization error in simulation-based aerodynamic databases and introduces strategies for error control. Simulations are performed using a parallel, multi-level Euler solver on embedded-boundary Cartesian meshes. Discretization errors in user-selected outputs are estimated using the method of adjoint-weighted residuals and we use adaptive mesh refinement to reduce these errors to specified tolerances. Using this framework, we examine the behavior of discretization error throughout a token database computed for a NACA 0012 airfoil consisting of 120 cases. We compare the cost and accuracy of two approaches for aerodynamic database generation. In the first approach, mesh adaptation is used to compute all cases in the database to a prescribed level of accuracy. The second approach conducts all simulations using the same computational mesh without adaptation. We quantitatively assess the error landscape and computational costs in both databases. This investigation highlights sensitivities of the database under a variety of conditions. The presence of transonic shocks or the stiffness in the governing equations near the incompressible limit are shown to dramatically increase discretization error requiring additional mesh resolution to control. Results show that such pathologies lead to error levels that vary by over factor of 40 when using a fixed mesh throughout the database. Alternatively, controlling this sensitivity through mesh adaptation leads to mesh sizes which span two orders of magnitude. We propose strategies to minimize simulation cost in sensitive regions and discuss the role of error-estimation in database quality.
Toward Automatic Verification of Goal-Oriented Flow Simulations
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.
2014-01-01
We demonstrate the power of adaptive mesh refinement with adjoint-based error estimates in verification of simulations governed by the steady Euler equations. The flow equations are discretized using a finite volume scheme on a Cartesian mesh with cut cells at the wall boundaries. The discretization error in selected simulation outputs is estimated using the method of adjoint-weighted residuals. Practical aspects of the implementation are emphasized, particularly in the formulation of the refinement criterion and the mesh adaptation strategy. Following a thorough code verification example, we demonstrate simulation verification of two- and three-dimensional problems. These involve an airfoil performance database, a pressure signature of a body in supersonic flow and a launch abort with strong jet interactions. The results show reliable estimates and automatic control of discretization error in all simulations at an affordable computational cost. Moreover, the approach remains effective even when theoretical assumptions, e.g., steady-state and solution smoothness, are relaxed.
Improvement in error propagation in the Shack-Hartmann-type zonal wavefront sensors.
Pathak, Biswajit; Boruah, Bosanta R
2017-12-01
Estimation of the wavefront from measured slope values is an essential step in a Shack-Hartmann-type wavefront sensor. Using an appropriate estimation algorithm, these measured slopes are converted into wavefront phase values. Hence, accuracy in wavefront estimation lies in proper interpretation of these measured slope values using the chosen estimation algorithm. There are two important sources of errors associated with the wavefront estimation process, namely, the slope measurement error and the algorithm discretization error. The former type is due to the noise in the slope measurements or to the detector centroiding error, and the latter is a consequence of solving equations of a basic estimation algorithm adopted onto a discrete geometry. These errors deserve particular attention, because they decide the preference of a specific estimation algorithm for wavefront estimation. In this paper, we investigate these two important sources of errors associated with the wavefront estimation algorithms of Shack-Hartmann-type wavefront sensors. We consider the widely used Southwell algorithm and the recently proposed Pathak-Boruah algorithm [J. Opt.16, 055403 (2014)JOOPDB0150-536X10.1088/2040-8978/16/5/055403] and perform a comparative study between the two. We find that the latter algorithm is inherently superior to the Southwell algorithm in terms of the error propagation performance. We also conduct experiments that further establish the correctness of the comparative study between the said two estimation algorithms.
Error analysis of finite element method for Poisson–Nernst–Planck equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yuzhou; Sun, Pengtao; Zheng, Bin
A priori error estimates of finite element method for time-dependent Poisson-Nernst-Planck equations are studied in this work. We obtain the optimal error estimates in L∞(H1) and L2(H1) norms, and suboptimal error estimates in L∞(L2) norm, with linear element, and optimal error estimates in L∞(L2) norm with quadratic or higher-order element, for both semi- and fully discrete finite element approximations. Numerical experiments are also given to validate the theoretical results.
An optimization-based framework for anisotropic simplex mesh adaptation
NASA Astrophysics Data System (ADS)
Yano, Masayuki; Darmofal, David L.
2012-09-01
We present a general framework for anisotropic h-adaptation of simplex meshes. Given a discretization and any element-wise, localizable error estimate, our adaptive method iterates toward a mesh that minimizes error for a given degrees of freedom. Utilizing mesh-metric duality, we consider a continuous optimization problem of the Riemannian metric tensor field that provides an anisotropic description of element sizes. First, our method performs a series of local solves to survey the behavior of the local error function. This information is then synthesized using an affine-invariant tensor manipulation framework to reconstruct an approximate gradient of the error function with respect to the metric tensor field. Finally, we perform gradient descent in the metric space to drive the mesh toward optimality. The method is first demonstrated to produce optimal anisotropic meshes minimizing the L2 projection error for a pair of canonical problems containing a singularity and a singular perturbation. The effectiveness of the framework is then demonstrated in the context of output-based adaptation for the advection-diffusion equation using a high-order discontinuous Galerkin discretization and the dual-weighted residual (DWR) error estimate. The method presented provides a unified framework for optimizing both the element size and anisotropy distribution using an a posteriori error estimate and enables efficient adaptation of anisotropic simplex meshes for high-order discretizations.
Corrected score estimation in the proportional hazards model with misclassified discrete covariates
Zucker, David M.; Spiegelman, Donna
2013-01-01
SUMMARY We consider Cox proportional hazards regression when the covariate vector includes error-prone discrete covariates along with error-free covariates, which may be discrete or continuous. The misclassification in the discrete error-prone covariates is allowed to be of any specified form. Building on the work of Nakamura and his colleagues, we present a corrected score method for this setting. The method can handle all three major study designs (internal validation design, external validation design, and replicate measures design), both functional and structural error models, and time-dependent covariates satisfying a certain ‘localized error’ condition. We derive the asymptotic properties of the method and indicate how to adjust the covariance matrix of the regression coefficient estimates to account for estimation of the misclassification matrix. We present the results of a finite-sample simulation study under Weibull survival with a single binary covariate having known misclassification rates. The performance of the method described here was similar to that of related methods we have examined in previous works. Specifically, our new estimator performed as well as or, in a few cases, better than the full Weibull maximum likelihood estimator. We also present simulation results for our method for the case where the misclassification probabilities are estimated from an external replicate measures study. Our method generally performed well in these simulations. The new estimator has a broader range of applicability than many other estimators proposed in the literature, including those described in our own earlier work, in that it can handle time-dependent covariates with an arbitrary misclassification structure. We illustrate the method on data from a study of the relationship between dietary calcium intake and distal colon cancer. PMID:18219700
Syamlal, Madhava; Celik, Ismail B.; Benyahia, Sofiane
2017-07-12
The two-fluid model (TFM) has become a tool for the design and troubleshooting of industrial fluidized bed reactors. To use TFM for scale up with confidence, the uncertainty in its predictions must be quantified. Here, we study two sources of uncertainty: discretization and time-averaging. First, we show that successive grid refinement may not yield grid-independent transient quantities, including cross-section–averaged quantities. Successive grid refinement would yield grid-independent time-averaged quantities on sufficiently fine grids. A Richardson extrapolation can then be used to estimate the discretization error, and the grid convergence index gives an estimate of the uncertainty. Richardson extrapolation may not workmore » for industrial-scale simulations that use coarse grids. We present an alternative method for coarse grids and assess its ability to estimate the discretization error. Second, we assess two methods (autocorrelation and binning) and find that the autocorrelation method is more reliable for estimating the uncertainty introduced by time-averaging TFM data.« less
Relative-Error-Covariance Algorithms
NASA Technical Reports Server (NTRS)
Bierman, Gerald J.; Wolff, Peter J.
1991-01-01
Two algorithms compute error covariance of difference between optimal estimates, based on data acquired during overlapping or disjoint intervals, of state of discrete linear system. Provides quantitative measure of mutual consistency or inconsistency of estimates of states. Relative-error-covariance concept applied, to determine degree of correlation between trajectories calculated from two overlapping sets of measurements and construct real-time test of consistency of state estimates based upon recently acquired data.
Modeling error analysis of stationary linear discrete-time filters
NASA Technical Reports Server (NTRS)
Patel, R.; Toda, M.
1977-01-01
The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a design can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices is available.
Goal-based h-adaptivity of the 1-D diamond difference discrete ordinate method
NASA Astrophysics Data System (ADS)
Jeffers, R. S.; Kópházi, J.; Eaton, M. D.; Févotte, F.; Hülsemann, F.; Ragusa, J.
2017-04-01
The quantity of interest (QoI) associated with a solution of a partial differential equation (PDE) is not, in general, the solution itself, but a functional of the solution. Dual weighted residual (DWR) error estimators are one way of providing an estimate of the error in the QoI resulting from the discretisation of the PDE. This paper aims to provide an estimate of the error in the QoI due to the spatial discretisation, where the discretisation scheme being used is the diamond difference (DD) method in space and discrete ordinate (SN) method in angle. The QoI are reaction rates in detectors and the value of the eigenvalue (Keff) for 1-D fixed source and eigenvalue (Keff criticality) neutron transport problems respectively. Local values of the DWR over individual cells are used as error indicators for goal-based mesh refinement, which aims to give an optimal mesh for a given QoI.
NASA Astrophysics Data System (ADS)
Burman, Erik; Hansbo, Peter; Larson, Mats G.
2018-03-01
Tikhonov regularization is one of the most commonly used methods for the regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to adding suitably weighted least squares terms of the control variable, or derivatives thereof, to the Lagrangian determining the optimality system. In this note we show that the stabilization methods for discretely ill-posed problems developed in the setting of convection-dominated convection-diffusion problems, can be highly suitable for stabilizing optimal control problems, and that Tikhonov regularization will lead to less accurate discrete solutions. We consider some inverse problems for Poisson’s equation as an illustration and derive new error estimates both for the reconstruction of the solution from the measured data and reconstruction of the source term from the measured data. These estimates include both the effect of the discretization error and error in the measurements.
Application of Exactly Linearized Error Transport Equations to AIAA CFD Prediction Workshops
NASA Technical Reports Server (NTRS)
Derlaga, Joseph M.; Park, Michael A.; Rallabhandi, Sriram
2017-01-01
The computational fluid dynamics (CFD) prediction workshops sponsored by the AIAA have created invaluable opportunities in which to discuss the predictive capabilities of CFD in areas in which it has struggled, e.g., cruise drag, high-lift, and sonic boom pre diction. While there are many factors that contribute to disagreement between simulated and experimental results, such as modeling or discretization error, quantifying the errors contained in a simulation is important for those who make decisions based on the computational results. The linearized error transport equations (ETE) combined with a truncation error estimate is a method to quantify one source of errors. The ETE are implemented with a complex-step method to provide an exact linearization with minimal source code modifications to CFD and multidisciplinary analysis methods. The equivalency of adjoint and linearized ETE functional error correction is demonstrated. Uniformly refined grids from a series of AIAA prediction workshops demonstrate the utility of ETE for multidisciplinary analysis with a connection between estimated discretization error and (resolved or under-resolved) flow features.
On the Probability of Error and Stochastic Resonance in Discrete Memoryless Channels
2013-12-01
Information - Driven Doppler Shift Estimation and Compensation Methods for Underwater Wireless Sensor Networks ”, which is to analyze and develop... underwater wireless sensor networks . We formulated an analytic relationship that relates the average probability of error to the systems parameters, the...thesis, we studied the performance of Discrete Memoryless Channels (DMC), arising in the context of cooperative underwater wireless sensor networks
NASA Technical Reports Server (NTRS)
Womble, M. E.; Potter, J. E.
1975-01-01
A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.
Bayesian estimation of the discrete coefficient of determination.
Chen, Ting; Braga-Neto, Ulisses M
2016-12-01
The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.
Estimation in a discrete tail rate family of recapture sampling models
NASA Technical Reports Server (NTRS)
Gupta, Rajan; Lee, Larry D.
1990-01-01
In the context of recapture sampling design for debugging experiments the problem of estimating the error or hitting rate of the faults remaining in a system is considered. Moment estimators are derived for a family of models in which the rate parameters are assumed proportional to the tail probabilities of a discrete distribution on the positive integers. The estimators are shown to be asymptotically normal and fully efficient. Their fixed sample properties are compared, through simulation, with those of the conditional maximum likelihood estimators.
A Posteriori Error Estimation for Discontinuous Galerkin Approximations of Hyperbolic Systems
NASA Technical Reports Server (NTRS)
Larson, Mats G.; Barth, Timothy J.
1999-01-01
This article considers a posteriori error estimation of specified functionals for first-order systems of conservation laws discretized using the discontinuous Galerkin (DG) finite element method. Using duality techniques, we derive exact error representation formulas for both linear and nonlinear functionals given an associated bilinear or nonlinear variational form. Weighted residual approximations of the exact error representation formula are then proposed and numerically evaluated for Ringleb flow, an exact solution of the 2-D Euler equations.
NASA Astrophysics Data System (ADS)
Soto-López, Carlos D.; Meixner, Thomas; Ferré, Ty P. A.
2011-12-01
From its inception in the mid-1960s, the use of temperature time series (thermographs) to estimate vertical fluxes has found increasing use in the hydrologic community. Beginning in 2000, researchers have examined the impacts of measurement and parameter uncertainty on the estimates of vertical fluxes. To date, the effects of temperature measurement discretization (resolution), a characteristic of all digital temperature loggers, on the determination of vertical fluxes has not been considered. In this technical note we expand the analysis of recently published work to include the effects of temperature measurement resolution on estimates of vertical fluxes using temperature amplitude and phase shift information. We show that errors in thermal front velocity estimation introduced by discretizing thermographs differ when amplitude or phase shift data are used to estimate vertical fluxes. We also show that under similar circumstances sensor resolution limits the range over which vertical velocities are accurately reproduced more than uncertainty in temperature measurements, uncertainty in sensor separation distance, and uncertainty in the thermal diffusivity combined. These effects represent the baseline error present and thus the best-case scenario when discrete temperature measurements are used to infer vertical fluxes. The errors associated with measurement resolution can be minimized by using the highest-resolution sensors available. But thoughtful experimental design could allow users to select the most cost-effective temperature sensors to fit their measurement needs.
A-Posteriori Error Estimation for Hyperbolic Conservation Laws with Constraint
NASA Technical Reports Server (NTRS)
Barth, Timothy
2004-01-01
This lecture considers a-posteriori error estimates for the numerical solution of conservation laws with time invariant constraints such as those arising in magnetohydrodynamics (MHD) and gravitational physics. Using standard duality arguments, a-posteriori error estimates for the discontinuous Galerkin finite element method are then presented for MHD with solenoidal constraint. From these estimates, a procedure for adaptive discretization is outlined. A taxonomy of Green's functions for the linearized MHD operator is given which characterizes the domain of dependence for pointwise errors. The extension to other constrained systems such as the Einstein equations of gravitational physics are then considered. Finally, future directions and open problems are discussed.
Efficient genetic algorithms using discretization scheduling.
McLay, Laura A; Goldberg, David E
2005-01-01
In many applications of genetic algorithms, there is a tradeoff between speed and accuracy in fitness evaluations when evaluations use numerical methods with varying discretization. In these types of applications, the cost and accuracy vary from discretization errors when implicit or explicit quadrature is used to estimate the function evaluations. This paper examines discretization scheduling, or how to vary the discretization within the genetic algorithm in order to use the least amount of computation time for a solution of a desired quality. The effectiveness of discretization scheduling can be determined by comparing its computation time to the computation time of a GA using a constant discretization. There are three ingredients for the discretization scheduling: population sizing, estimated time for each function evaluation and predicted convergence time analysis. Idealized one- and two-dimensional experiments and an inverse groundwater application illustrate the computational savings to be achieved from using discretization scheduling.
Ye, Xin; Garikapati, Venu M.; You, Daehyun; ...
2017-11-08
Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ye, Xin; Garikapati, Venu M.; You, Daehyun
Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less
Conditional Standard Errors of Measurement for Scale Scores.
ERIC Educational Resources Information Center
Kolen, Michael J.; And Others
1992-01-01
A procedure is described for estimating the reliability and conditional standard errors of measurement of scale scores incorporating the discrete transformation of raw scores to scale scores. The method is illustrated using a strong true score model, and practical applications are described. (SLD)
NASA Technical Reports Server (NTRS)
Schoenauer, W.; Daeubler, H. G.; Glotz, G.; Gruening, J.
1986-01-01
An implicit difference procedure for the solution of equations for a chemically reacting hypersonic boundary layer is described. Difference forms of arbitrary error order in the x and y coordinate plane were used to derive estimates for discretization error. Computational complexity and time were minimized by the use of this difference method and the iteration of the nonlinear boundary layer equations was regulated by discretization error. Velocity and temperature profiles are presented for Mach 20.14 and Mach 18.5; variables are velocity profiles, temperature profiles, mass flow factor, Stanton number, and friction drag coefficient; three figures include numeric data.
Pandiselvi, S; Raja, R; Cao, Jinde; Rajchakit, G; Ahmad, Bashir
2018-01-01
This work predominantly labels the problem of approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays. Here we design a linear estimator in such a way that the absorption of mRNA and protein can be approximated via known measurement outputs. By utilizing a Lyapunov-Krasovskii functional and some stochastic analysis execution, we obtain the stability formula of the estimation error systems in the structure of linear matrix inequalities under which the estimation error dynamics is robustly exponentially stable. Further, the obtained conditions (in the form of LMIs) can be effortlessly solved by some available software packages. Moreover, the specific expression of the desired estimator is also shown in the main section. Finally, two mathematical illustrative examples are accorded to show the advantage of the proposed conceptual results.
Surface albedo from bidirectional reflectance
NASA Technical Reports Server (NTRS)
Ranson, K. J.; Irons, J. R.; Daughtry, C. S. T.
1991-01-01
The validity of integrating over discrete wavelength bands is examined to estimate total shortwave bidirectional reflectance of vegetated and bare soil surfaces. Methods for estimating albedo from multiple angle, discrete wavelength band radiometer measurements are studied. These methods include a numerical integration technique and the integration of an empirically derived equation for bidirectional reflectance. It is concluded that shortwave albedos estimated through both techniques agree favorably with the independent pyranometer measurements. Absolute rms errors are found to be 0.5 percent or less for both grass sod and bare soil surfaces.
Discrete distributed strain sensing of intelligent structures
NASA Technical Reports Server (NTRS)
Anderson, Mark S.; Crawley, Edward F.
1992-01-01
Techniques are developed for the design of discrete highly distributed sensor systems for use in intelligent structures. First the functional requirements for such a system are presented. Discrete spatially averaging strain sensors are then identified as satisfying the functional requirements. A variety of spatial weightings for spatially averaging sensors are examined, and their wave number characteristics are determined. Preferable spatial weightings are identified. Several numerical integration rules used to integrate such sensors in order to determine the global deflection of the structure are discussed. A numerical simulation is conducted using point and rectangular sensors mounted on a cantilevered beam under static loading. Gage factor and sensor position uncertainties are incorporated to assess the absolute error and standard deviation of the error in the estimated tip displacement found by numerically integrating the sensor outputs. An experiment is carried out using a statically loaded cantilevered beam with five point sensors. It is found that in most cases the actual experimental error is within one standard deviation of the absolute error as found in the numerical simulation.
Optimal post-experiment estimation of poorly modeled dynamic systems
NASA Technical Reports Server (NTRS)
Mook, D. Joseph
1988-01-01
Recently, a novel strategy for post-experiment state estimation of discretely-measured dynamic systems has been developed. The method accounts for errors in the system dynamic model equations in a more general and rigorous manner than do filter-smoother algorithms. The dynamic model error terms do not require the usual process noise assumptions of zero-mean, symmetrically distributed random disturbances. Instead, the model error terms require no prior assumptions other than piecewise continuity. The resulting state estimates are more accurate than filters for applications in which the dynamic model error clearly violates the typical process noise assumptions, and the available measurements are sparse and/or noisy. Estimates of the dynamic model error, in addition to the states, are obtained as part of the solution of a two-point boundary value problem, and may be exploited for numerous reasons. In this paper, the basic technique is explained, and several example applications are given. Included among the examples are both state estimation and exploitation of the model error estimates.
Berkvens, Rafael; Peremans, Herbert; Weyn, Maarten
2016-10-02
Localization systems are increasingly valuable, but their location estimates are only useful when the uncertainty of the estimate is known. This uncertainty is currently calculated as the location error given a ground truth, which is then used as a static measure in sometimes very different environments. In contrast, we propose the use of the conditional entropy of a posterior probability distribution as a complementary measure of uncertainty. This measure has the advantage of being dynamic, i.e., it can be calculated during localization based on individual sensor measurements, does not require a ground truth, and can be applied to discrete localization algorithms. Furthermore, for every consistent location estimation algorithm, both the location error and the conditional entropy measures must be related, i.e., a low entropy should always correspond with a small location error, while a high entropy can correspond with either a small or large location error. We validate this relationship experimentally by calculating both measures of uncertainty in three publicly available datasets using probabilistic Wi-Fi fingerprinting with eight different implementations of the sensor model. We show that the discrepancy between these measures, i.e., many location estimates having a high location error while simultaneously having a low conditional entropy, is largest for the least realistic implementations of the probabilistic sensor model. Based on the results presented in this paper, we conclude that conditional entropy, being dynamic, complementary to location error, and applicable to both continuous and discrete localization, provides an important extra means of characterizing a localization method.
Berkvens, Rafael; Peremans, Herbert; Weyn, Maarten
2016-01-01
Localization systems are increasingly valuable, but their location estimates are only useful when the uncertainty of the estimate is known. This uncertainty is currently calculated as the location error given a ground truth, which is then used as a static measure in sometimes very different environments. In contrast, we propose the use of the conditional entropy of a posterior probability distribution as a complementary measure of uncertainty. This measure has the advantage of being dynamic, i.e., it can be calculated during localization based on individual sensor measurements, does not require a ground truth, and can be applied to discrete localization algorithms. Furthermore, for every consistent location estimation algorithm, both the location error and the conditional entropy measures must be related, i.e., a low entropy should always correspond with a small location error, while a high entropy can correspond with either a small or large location error. We validate this relationship experimentally by calculating both measures of uncertainty in three publicly available datasets using probabilistic Wi-Fi fingerprinting with eight different implementations of the sensor model. We show that the discrepancy between these measures, i.e., many location estimates having a high location error while simultaneously having a low conditional entropy, is largest for the least realistic implementations of the probabilistic sensor model. Based on the results presented in this paper, we conclude that conditional entropy, being dynamic, complementary to location error, and applicable to both continuous and discrete localization, provides an important extra means of characterizing a localization method. PMID:27706099
Adjoint-Based Algorithms for Adaptation and Design Optimizations on Unstructured Grids
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.
2006-01-01
Schemes based on discrete adjoint algorithms present several exciting opportunities for significantly advancing the current state of the art in computational fluid dynamics. Such methods provide an extremely efficient means for obtaining discretely consistent sensitivity information for hundreds of design variables, opening the door to rigorous, automated design optimization of complex aerospace configuration using the Navier-Stokes equation. Moreover, the discrete adjoint formulation provides a mathematically rigorous foundation for mesh adaptation and systematic reduction of spatial discretization error. Error estimates are also an inherent by-product of an adjoint-based approach, valuable information that is virtually non-existent in today's large-scale CFD simulations. An overview of the adjoint-based algorithm work at NASA Langley Research Center is presented, with examples demonstrating the potential impact on complex computational problems related to design optimization as well as mesh adaptation.
Essays in financial economics and econometrics
NASA Astrophysics Data System (ADS)
La Spada, Gabriele
Chapter 1 (my job market paper) asks the following question: Do asset managers reach for yield because of competitive pressures in a low rate environment? I propose a tournament model of money market funds (MMFs) to study this issue. I show that funds with different costs of default respond differently to changes in interest rates, and that it is important to distinguish the role of risk-free rates from that of risk premia. An increase in the risk premium leads funds with lower default costs to increase risk-taking, while funds with higher default costs reduce risk-taking. Without changes in the premium, low risk-free rates reduce risk-taking. My empirical analysis shows that these predictions are consistent with the risk-taking of MMFs during the 2006--2008 period. Chapter 2, co-authored with Fabrizio Lillo and published in Studies in Nonlinear Dynamics and Econometrics (2014), studies the effect of round-off error (or discretization) on stationary Gaussian long-memory process. For large lags, the autocovariance is rescaled by a factor smaller than one, and we compute this factor exactly. Hence, the discretized process has the same Hurst exponent as the underlying one. We show that in presence of round-off error, two common estimators of the Hurst exponent, the local Whittle (LW) estimator and the detrended fluctuation analysis (DFA), are severely negatively biased in finite samples. We derive conditions for consistency and asymptotic normality of the LW estimator applied to discretized processes and compute the asymptotic properties of the DFA for generic long-memory processes that encompass discretized processes. Chapter 3, co-authored with Fabrizio Lillo, studies the effect of round-off error on integrated Gaussian processes with possibly correlated increments. We derive the variance and kurtosis of the realized increment process in the limit of both "small" and "large" round-off errors, and its autocovariance for large lags. We propose novel estimators for the variance and lag-one autocorrelation of the underlying, unobserved increment process. We also show that for fractionally integrated processes, the realized increments have the same Hurst exponent as the underlying ones, but the LW estimator applied to the realized series is severely negatively biased in medium-sized samples.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Estep, Donald
2015-11-30
This project addressed the challenge of predictive computational analysis of strongly coupled, highly nonlinear multiphysics systems characterized by multiple physical phenomena that span a large range of length- and time-scales. Specifically, the project was focused on computational estimation of numerical error and sensitivity analysis of computational solutions with respect to variations in parameters and data. In addition, the project investigated the use of accurate computational estimates to guide efficient adaptive discretization. The project developed, analyzed and evaluated new variational adjoint-based techniques for integration, model, and data error estimation/control and sensitivity analysis, in evolutionary multiphysics multiscale simulations.
Seok, Junhee; Seon Kang, Yeong
2015-01-01
Mutual information, a general measure of the relatedness between two random variables, has been actively used in the analysis of biomedical data. The mutual information between two discrete variables is conventionally calculated by their joint probabilities estimated from the frequency of observed samples in each combination of variable categories. However, this conventional approach is no longer efficient for discrete variables with many categories, which can be easily found in large-scale biomedical data such as diagnosis codes, drug compounds, and genotypes. Here, we propose a method to provide stable estimations for the mutual information between discrete variables with many categories. Simulation studies showed that the proposed method reduced the estimation errors by 45 folds and improved the correlation coefficients with true values by 99 folds, compared with the conventional calculation of mutual information. The proposed method was also demonstrated through a case study for diagnostic data in electronic health records. This method is expected to be useful in the analysis of various biomedical data with discrete variables. PMID:26046461
A New Linearized Crank-Nicolson Mixed Element Scheme for the Extended Fisher-Kolmogorov Equation
Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei
2013-01-01
We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L 2(Ω))2 space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L 2 and H 1-norm for both the scalar unknown u and the diffusion term w = −Δu and a priori error estimates in (L 2)2-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes. PMID:23864831
A new linearized Crank-Nicolson mixed element scheme for the extended Fisher-Kolmogorov equation.
Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei; Liu, Yang
2013-01-01
We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L²(Ω))² space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L² and H¹-norm for both the scalar unknown u and the diffusion term w = -Δu and a priori error estimates in (L²)²-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes.
Deng, Zhimin; Tian, Tianhai
2014-07-29
The advances of systems biology have raised a large number of sophisticated mathematical models for describing the dynamic property of complex biological systems. One of the major steps in developing mathematical models is to estimate unknown parameters of the model based on experimentally measured quantities. However, experimental conditions limit the amount of data that is available for mathematical modelling. The number of unknown parameters in mathematical models may be larger than the number of observation data. The imbalance between the number of experimental data and number of unknown parameters makes reverse-engineering problems particularly challenging. To address the issue of inadequate experimental data, we propose a continuous optimization approach for making reliable inference of model parameters. This approach first uses a spline interpolation to generate continuous functions of system dynamics as well as the first and second order derivatives of continuous functions. The expanded dataset is the basis to infer unknown model parameters using various continuous optimization criteria, including the error of simulation only, error of both simulation and the first derivative, or error of simulation as well as the first and second derivatives. We use three case studies to demonstrate the accuracy and reliability of the proposed new approach. Compared with the corresponding discrete criteria using experimental data at the measurement time points only, numerical results of the ERK kinase activation module show that the continuous absolute-error criteria using both function and high order derivatives generate estimates with better accuracy. This result is also supported by the second and third case studies for the G1/S transition network and the MAP kinase pathway, respectively. This suggests that the continuous absolute-error criteria lead to more accurate estimates than the corresponding discrete criteria. We also study the robustness property of these three models to examine the reliability of estimates. Simulation results show that the models with estimated parameters using continuous fitness functions have better robustness properties than those using the corresponding discrete fitness functions. The inference studies and robustness analysis suggest that the proposed continuous optimization criteria are effective and robust for estimating unknown parameters in mathematical models.
Adjoints and Low-rank Covariance Representation
NASA Technical Reports Server (NTRS)
Tippett, Michael K.; Cohn, Stephen E.
2000-01-01
Quantitative measures of the uncertainty of Earth System estimates can be as important as the estimates themselves. Second moments of estimation errors are described by the covariance matrix, whose direct calculation is impractical when the number of degrees of freedom of the system state is large. Ensemble and reduced-state approaches to prediction and data assimilation replace full estimation error covariance matrices by low-rank approximations. The appropriateness of such approximations depends on the spectrum of the full error covariance matrix, whose calculation is also often impractical. Here we examine the situation where the error covariance is a linear transformation of a forcing error covariance. We use operator norms and adjoints to relate the appropriateness of low-rank representations to the conditioning of this transformation. The analysis is used to investigate low-rank representations of the steady-state response to random forcing of an idealized discrete-time dynamical system.
Wu, Hulin; Xue, Hongqi; Kumar, Arun
2012-06-01
Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.
A priori discretization error metrics for distributed hydrologic modeling applications
NASA Astrophysics Data System (ADS)
Liu, Hongli; Tolson, Bryan A.; Craig, James R.; Shafii, Mahyar
2016-12-01
Watershed spatial discretization is an important step in developing a distributed hydrologic model. A key difficulty in the spatial discretization process is maintaining a balance between the aggregation-induced information loss and the increase in computational burden caused by the inclusion of additional computational units. Objective identification of an appropriate discretization scheme still remains a challenge, in part because of the lack of quantitative measures for assessing discretization quality, particularly prior to simulation. This study proposes a priori discretization error metrics to quantify the information loss of any candidate discretization scheme without having to run and calibrate a hydrologic model. These error metrics are applicable to multi-variable and multi-site discretization evaluation and provide directly interpretable information to the hydrologic modeler about discretization quality. The first metric, a subbasin error metric, quantifies the routing information loss from discretization, and the second, a hydrological response unit (HRU) error metric, improves upon existing a priori metrics by quantifying the information loss due to changes in land cover or soil type property aggregation. The metrics are straightforward to understand and easy to recode. Informed by the error metrics, a two-step discretization decision-making approach is proposed with the advantage of reducing extreme errors and meeting the user-specified discretization error targets. The metrics and decision-making approach are applied to the discretization of the Grand River watershed in Ontario, Canada. Results show that information loss increases as discretization gets coarser. Moreover, results help to explain the modeling difficulties associated with smaller upstream subbasins since the worst discretization errors and highest error variability appear in smaller upstream areas instead of larger downstream drainage areas. Hydrologic modeling experiments under candidate discretization schemes validate the strong correlation between the proposed discretization error metrics and hydrologic simulation responses. Discretization decision-making results show that the common and convenient approach of making uniform discretization decisions across the watershed performs worse than the proposed non-uniform discretization approach in terms of preserving spatial heterogeneity under the same computational cost.
An adaptive discontinuous Galerkin solver for aerodynamic flows
NASA Astrophysics Data System (ADS)
Burgess, Nicholas K.
This work considers the accuracy, efficiency, and robustness of an unstructured high-order accurate discontinuous Galerkin (DG) solver for computational fluid dynamics (CFD). Recently, there has been a drive to reduce the discretization error of CFD simulations using high-order methods on unstructured grids. However, high-order methods are often criticized for lacking robustness and having high computational cost. The goal of this work is to investigate methods that enhance the robustness of high-order discontinuous Galerkin (DG) methods on unstructured meshes, while maintaining low computational cost and high accuracy of the numerical solutions. This work investigates robustness enhancement of high-order methods by examining effective non-linear solvers, shock capturing methods, turbulence model discretizations and adaptive refinement techniques. The goal is to develop an all encompassing solver that can simulate a large range of physical phenomena, where all aspects of the solver work together to achieve a robust, efficient and accurate solution strategy. The components and framework for a robust high-order accurate solver that is capable of solving viscous, Reynolds Averaged Navier-Stokes (RANS) and shocked flows is presented. In particular, this work discusses robust discretizations of the turbulence model equation used to close the RANS equations, as well as stable shock capturing strategies that are applicable across a wide range of discretization orders and applicable to very strong shock waves. Furthermore, refinement techniques are considered as both efficiency and robustness enhancement strategies. Additionally, efficient non-linear solvers based on multigrid and Krylov subspace methods are presented. The accuracy, efficiency, and robustness of the solver is demonstrated using a variety of challenging aerodynamic test problems, which include turbulent high-lift and viscous hypersonic flows. Adaptive mesh refinement was found to play a critical role in obtaining a robust and efficient high-order accurate flow solver. A goal-oriented error estimation technique has been developed to estimate the discretization error of simulation outputs. For high-order discretizations, it is shown that functional output error super-convergence can be obtained, provided the discretization satisfies a property known as dual consistency. The dual consistency of the DG methods developed in this work is shown via mathematical analysis and numerical experimentation. Goal-oriented error estimation is also used to drive an hp-adaptive mesh refinement strategy, where a combination of mesh or h-refinement, and order or p-enrichment, is employed based on the smoothness of the solution. The results demonstrate that the combination of goal-oriented error estimation and hp-adaptation yield superior accuracy, as well as enhanced robustness and efficiency for a variety of aerodynamic flows including flows with strong shock waves. This work demonstrates that DG discretizations can be the basis of an accurate, efficient, and robust CFD solver. Furthermore, enhancing the robustness of DG methods does not adversely impact the accuracy or efficiency of the solver for challenging and complex flow problems. In particular, when considering the computation of shocked flows, this work demonstrates that the available shock capturing techniques are sufficiently accurate and robust, particularly when used in conjunction with adaptive mesh refinement . This work also demonstrates that robust solutions of the Reynolds Averaged Navier-Stokes (RANS) and turbulence model equations can be obtained for complex and challenging aerodynamic flows. In this context, the most robust strategy was determined to be a low-order turbulence model discretization coupled to a high-order discretization of the RANS equations. Although RANS solutions using high-order accurate discretizations of the turbulence model were obtained, the behavior of current-day RANS turbulence models discretized to high-order was found to be problematic, leading to solver robustness issues. This suggests that future work is warranted in the area of turbulence model formulation for use with high-order discretizations. Alternately, the use of Large-Eddy Simulation (LES) subgrid scale models with high-order DG methods offers the potential to leverage the high accuracy of these methods for very high fidelity turbulent simulations. This thesis has developed the algorithmic improvements that will lay the foundation for the development of a three-dimensional high-order flow solution strategy that can be used as the basis for future LES simulations.
Ho, B T; Tsai, M J; Wei, J; Ma, M; Saipetch, P
1996-01-01
A new method of video compression for angiographic images has been developed to achieve high compression ratio (~20:1) while eliminating block artifacts which leads to loss of diagnostic accuracy. This method adopts motion picture experts group's (MPEGs) motion compensated prediction to takes advantage of frame to frame correlation. However, in contrast to MPEG, the error images arising from mismatches in the motion estimation are encoded by discrete wavelet transform (DWT) rather than block discrete cosine transform (DCT). Furthermore, the authors developed a classification scheme which label each block in an image as intra, error, or background type and encode it accordingly. This hybrid coding can significantly improve the compression efficiency in certain eases. This method can be generalized for any dynamic image sequences applications sensitive to block artifacts.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vidal-Codina, F., E-mail: fvidal@mit.edu; Nguyen, N.C., E-mail: cuongng@mit.edu; Giles, M.B., E-mail: mike.giles@maths.ox.ac.uk
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basismore » approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.« less
Error correcting coding-theory for structured light illumination systems
NASA Astrophysics Data System (ADS)
Porras-Aguilar, Rosario; Falaggis, Konstantinos; Ramos-Garcia, Ruben
2017-06-01
Intensity discrete structured light illumination systems project a series of projection patterns for the estimation of the absolute fringe order using only the temporal grey-level sequence at each pixel. This work proposes the use of error-correcting codes for pixel-wise correction of measurement errors. The use of an error correcting code is advantageous in many ways: it allows reducing the effect of random intensity noise, it corrects outliners near the border of the fringe commonly present when using intensity discrete patterns, and it provides a robustness in case of severe measurement errors (even for burst errors where whole frames are lost). The latter aspect is particular interesting in environments with varying ambient light as well as in critical safety applications as e.g. monitoring of deformations of components in nuclear power plants, where a high reliability is ensured even in case of short measurement disruptions. A special form of burst errors is the so-called salt and pepper noise, which can largely be removed with error correcting codes using only the information of a given pixel. The performance of this technique is evaluated using both simulations and experiments.
Total absorption and photoionization cross sections of water vapor between 100 and 1000 A
NASA Technical Reports Server (NTRS)
Haddad, G. N.; Samson, J. A. R.
1986-01-01
Absolute photoabsorption and photoionization cross sections of water vapor are reported at a large number of discrete wavelengths between 100 and 1000 A with an estimate error of + or - 3 percent in regions free from any discrete structure. The double ionization chamber technique utilized is described. Recent calculations are shown to be in reasonable agreement with the present data.
NASA Technical Reports Server (NTRS)
1979-01-01
The computer program DEKFIS (discrete extended Kalman filter/smoother), formulated for aircraft and helicopter state estimation and data consistency, is described. DEKFIS is set up to pre-process raw test data by removing biases, correcting scale factor errors and providing consistency with the aircraft inertial kinematic equations. The program implements an extended Kalman filter/smoother using the Friedland-Duffy formulation.
On modeling animal movements using Brownian motion with measurement error.
Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun
2014-02-01
Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.
Estimating standard errors in feature network models.
Frank, Laurence E; Heiser, Willem J
2007-05-01
Feature network models are graphical structures that represent proximity data in a discrete space while using the same formalism that is the basis of least squares methods employed in multidimensional scaling. Existing methods to derive a network model from empirical data only give the best-fitting network and yield no standard errors for the parameter estimates. The additivity properties of networks make it possible to consider the model as a univariate (multiple) linear regression problem with positivity restrictions on the parameters. In the present study, both theoretical and empirical standard errors are obtained for the constrained regression parameters of a network model with known features. The performance of both types of standard error is evaluated using Monte Carlo techniques.
An Astronomical Test of CCD Photometric Precision
NASA Technical Reports Server (NTRS)
Koch, David; Dunham, Edward; Borucki, William; Jenkins, Jon; DeVingenzi, D. (Technical Monitor)
1998-01-01
This article considers a posteriori error estimation of specified functionals for first-order systems of conservation laws discretized using the discontinuous Galerkin (DG) finite element method. Using duality techniques. we derive exact error representation formulas for both linear and nonlinear functionals given an associated bilinear or nonlinear variational form. Weighted residual approximations of the exact error representation formula are then proposed and numerically evaluated for Ringleb flow, an exact solution of the 2-D Euler equations.
García-González, Miguel A; Fernández-Chimeno, Mireya; Ramos-Castro, Juan
2009-02-01
An analysis of the errors due to the finite resolution of RR time series in the estimation of the approximate entropy (ApEn) is described. The quantification errors in the discrete RR time series produce considerable errors in the ApEn estimation (bias and variance) when the signal variability or the sampling frequency is low. Similar errors can be found in indices related to the quantification of recurrence plots. An easy way to calculate a figure of merit [the signal to resolution of the neighborhood ratio (SRN)] is proposed in order to predict when the bias in the indices could be high. When SRN is close to an integer value n, the bias is higher than when near n - 1/2 or n + 1/2. Moreover, if SRN is close to an integer value, the lower this value, the greater the bias is.
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.
Convergence Analysis of Triangular MAC Schemes for Two Dimensional Stokes Equations
Wang, Ming; Zhong, Lin
2015-01-01
In this paper, we consider the use of H(div) elements in the velocity–pressure formulation to discretize Stokes equations in two dimensions. We address the error estimate of the element pair RT0–P0, which is known to be suboptimal, and render the error estimate optimal by the symmetry of the grids and by the superconvergence result of Lagrange inter-polant. By enlarging RT0 such that it becomes a modified BDM-type element, we develop a new discretization BDM1b–P0. We, therefore, generalize the classical MAC scheme on rectangular grids to triangular grids and retain all the desirable properties of the MAC scheme: exact divergence-free, solver-friendly, and local conservation of physical quantities. Further, we prove that the proposed discretization BDM1b–P0 achieves the optimal convergence rate for both velocity and pressure on general quasi-uniform grids, and one and half order convergence rate for the vorticity and a recovered pressure. We demonstrate the validity of theories developed here by numerical experiments. PMID:26041948
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Yunlong; Wang, Aiping; Guo, Lei
This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.
Generalized Ordinary Differential Equation Models 1
Miao, Hongyu; Wu, Hulin; Xue, Hongqi
2014-01-01
Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method. PMID:25544787
Generalized Ordinary Differential Equation Models.
Miao, Hongyu; Wu, Hulin; Xue, Hongqi
2014-10-01
Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.
Stress Recovery and Error Estimation for 3-D Shell Structures
NASA Technical Reports Server (NTRS)
Riggs, H. R.
2000-01-01
The C1-continuous stress fields obtained from finite element analyses are in general lower- order accurate than are the corresponding displacement fields. Much effort has focussed on increasing their accuracy and/or their continuity, both for improved stress prediction and especially error estimation. A previous project developed a penalized, discrete least squares variational procedure that increases the accuracy and continuity of the stress field. The variational problem is solved by a post-processing, 'finite-element-type' analysis to recover a smooth, more accurate, C1-continuous stress field given the 'raw' finite element stresses. This analysis has been named the SEA/PDLS. The recovered stress field can be used in a posteriori error estimators, such as the Zienkiewicz-Zhu error estimator or equilibrium error estimators. The procedure was well-developed for the two-dimensional (plane) case involving low-order finite elements. It has been demonstrated that, if optimal finite element stresses are used for the post-processing, the recovered stress field is globally superconvergent. Extension of this work to three dimensional solids is straightforward. Attachment: Stress recovery and error estimation for shell structure (abstract only). A 4-node, shear-deformable flat shell element developed via explicit Kirchhoff constraints (abstract only). A novel four-node quadrilateral smoothing element for stress enhancement and error estimation (abstract only).
Causal inference with measurement error in outcomes: Bias analysis and estimation methods.
Shu, Di; Yi, Grace Y
2017-01-01
Inverse probability weighting estimation has been popularly used to consistently estimate the average treatment effect. Its validity, however, is challenged by the presence of error-prone variables. In this paper, we explore the inverse probability weighting estimation with mismeasured outcome variables. We study the impact of measurement error for both continuous and discrete outcome variables and reveal interesting consequences of the naive analysis which ignores measurement error. When a continuous outcome variable is mismeasured under an additive measurement error model, the naive analysis may still yield a consistent estimator; when the outcome is binary, we derive the asymptotic bias in a closed-form. Furthermore, we develop consistent estimation procedures for practical scenarios where either validation data or replicates are available. With validation data, we propose an efficient method for estimation of average treatment effect; the efficiency gain is substantial relative to usual methods of using validation data. To provide protection against model misspecification, we further propose a doubly robust estimator which is consistent even when either the treatment model or the outcome model is misspecified. Simulation studies are reported to assess the performance of the proposed methods. An application to a smoking cessation dataset is presented.
Hellander, Andreas; Lawson, Michael J; Drawert, Brian; Petzold, Linda
2015-01-01
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps are adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the Diffusive Finite-State Projection (DFSP) method, to incorporate temporal adaptivity. PMID:26865735
Hellander, Andreas; Lawson, Michael J; Drawert, Brian; Petzold, Linda
2014-06-01
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps are adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the Diffusive Finite-State Projection (DFSP) method, to incorporate temporal adaptivity.
The discrete Laplace exponential family and estimation of Y-STR haplotype frequencies.
Andersen, Mikkel Meyer; Eriksen, Poul Svante; Morling, Niels
2013-07-21
Estimating haplotype frequencies is important in e.g. forensic genetics, where the frequencies are needed to calculate the likelihood ratio for the evidential weight of a DNA profile found at a crime scene. Estimation is naturally based on a population model, motivating the investigation of the Fisher-Wright model of evolution for haploid lineage DNA markers. An exponential family (a class of probability distributions that is well understood in probability theory such that inference is easily made by using existing software) called the 'discrete Laplace distribution' is described. We illustrate how well the discrete Laplace distribution approximates a more complicated distribution that arises by investigating the well-known population genetic Fisher-Wright model of evolution by a single-step mutation process. It was shown how the discrete Laplace distribution can be used to estimate haplotype frequencies for haploid lineage DNA markers (such as Y-chromosomal short tandem repeats), which in turn can be used to assess the evidential weight of a DNA profile found at a crime scene. This was done by making inference in a mixture of multivariate, marginally independent, discrete Laplace distributions using the EM algorithm to estimate the probabilities of membership of a set of unobserved subpopulations. The discrete Laplace distribution can be used to estimate haplotype frequencies with lower prediction error than other existing estimators. Furthermore, the calculations could be performed on a normal computer. This method was implemented in the freely available open source software R that is supported on Linux, MacOS and MS Windows. Copyright © 2013 Elsevier Ltd. All rights reserved.
Notes on Accuracy of Finite-Volume Discretization Schemes on Irregular Grids
NASA Technical Reports Server (NTRS)
Diskin, Boris; Thomas, James L.
2011-01-01
Truncation-error analysis is a reliable tool in predicting convergence rates of discretization errors on regular smooth grids. However, it is often misleading in application to finite-volume discretization schemes on irregular (e.g., unstructured) grids. Convergence of truncation errors severely degrades on general irregular grids; a design-order convergence can be achieved only on grids with a certain degree of geometric regularity. Such degradation of truncation-error convergence does not necessarily imply a lower-order convergence of discretization errors. In these notes, irregular-grid computations demonstrate that the design-order discretization-error convergence can be achieved even when truncation errors exhibit a lower-order convergence or, in some cases, do not converge at all.
Discretization vs. Rounding Error in Euler's Method
ERIC Educational Resources Information Center
Borges, Carlos F.
2011-01-01
Euler's method for solving initial value problems is an excellent vehicle for observing the relationship between discretization error and rounding error in numerical computation. Reductions in stepsize, in order to decrease discretization error, necessarily increase the number of steps and so introduce additional rounding error. The problem is…
Neural networks for tracking of unknown SISO discrete-time nonlinear dynamic systems.
Aftab, Muhammad Saleheen; Shafiq, Muhammad
2015-11-01
This article presents a Lyapunov function based neural network tracking (LNT) strategy for single-input, single-output (SISO) discrete-time nonlinear dynamic systems. The proposed LNT architecture is composed of two feedforward neural networks operating as controller and estimator. A Lyapunov function based back propagation learning algorithm is used for online adjustment of the controller and estimator parameters. The controller and estimator error convergence and closed-loop system stability analysis is performed by Lyapunov stability theory. Moreover, two simulation examples and one real-time experiment are investigated as case studies. The achieved results successfully validate the controller performance. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
Optimal estimation for discrete time jump processes
NASA Technical Reports Server (NTRS)
Vaca, M. V.; Tretter, S. A.
1977-01-01
Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.
Optimal estimation for discrete time jump processes
NASA Technical Reports Server (NTRS)
Vaca, M. V.; Tretter, S. A.
1978-01-01
Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.
Stochastic differential equation (SDE) model of opening gold share price of bursa saham malaysia
NASA Astrophysics Data System (ADS)
Hussin, F. N.; Rahman, H. A.; Bahar, A.
2017-09-01
Black and Scholes option pricing model is one of the most recognized stochastic differential equation model in mathematical finance. Two parameter estimation methods have been utilized for the Geometric Brownian model (GBM); historical and discrete method. The historical method is a statistical method which uses the property of independence and normality logarithmic return, giving out the simplest parameter estimation. Meanwhile, discrete method considers the function of density of transition from the process of diffusion normal log which has been derived from maximum likelihood method. These two methods are used to find the parameter estimates samples of Malaysians Gold Share Price data such as: Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas, and Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas Shariah. Modelling of gold share price is essential since fluctuation of gold affects worldwide economy nowadays, including Malaysia. It is found that discrete method gives the best parameter estimates than historical method due to the smallest Root Mean Square Error (RMSE) value.
NASA Astrophysics Data System (ADS)
Alexandrou, Constantia; Athenodorou, Andreas; Cichy, Krzysztof; Constantinou, Martha; Horkel, Derek P.; Jansen, Karl; Koutsou, Giannis; Larkin, Conor
2018-04-01
We compare lattice QCD determinations of topological susceptibility using a gluonic definition from the gradient flow and a fermionic definition from the spectral-projector method. We use ensembles with dynamical light, strange and charm flavors of maximally twisted mass fermions. For both definitions of the susceptibility we employ ensembles at three values of the lattice spacing and several quark masses at each spacing. The data are fitted to chiral perturbation theory predictions with a discretization term to determine the continuum chiral condensate in the massless limit and estimate the overall discretization errors. We find that both approaches lead to compatible results in the continuum limit, but the gluonic ones are much more affected by cutoff effects. This finally yields a much smaller total error in the spectral-projector results. We show that there exists, in principle, a value of the spectral cutoff which would completely eliminate discretization effects in the topological susceptibility.
Discrete-time state estimation for stochastic polynomial systems over polynomial observations
NASA Astrophysics Data System (ADS)
Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.
2018-07-01
This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
Moral, Pierre Del; Jasra, Ajay; Law, Kody J. H.; ...
2017-08-24
This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less
Cao, Youfang; Terebus, Anna; Liang, Jie
2016-01-01
The discrete chemical master equation (dCME) provides a general framework for studying stochasticity in mesoscopic reaction networks. Since its direct solution rapidly becomes intractable due to the increasing size of the state space, truncation of the state space is necessary for solving most dCMEs. It is therefore important to assess the consequences of state space truncations so errors can be quantified and minimized. Here we describe a novel method for state space truncation. By partitioning a reaction network into multiple molecular equivalence groups (MEG), we truncate the state space by limiting the total molecular copy numbers in each MEG. We further describe a theoretical framework for analysis of the truncation error in the steady state probability landscape using reflecting boundaries. By aggregating the state space based on the usage of a MEG and constructing an aggregated Markov process, we show that the truncation error of a MEG can be asymptotically bounded by the probability of states on the reflecting boundary of the MEG. Furthermore, truncating states of an arbitrary MEG will not undermine the estimated error of truncating any other MEGs. We then provide an overall error estimate for networks with multiple MEGs. To rapidly determine the appropriate size of an arbitrary MEG, we also introduce an a priori method to estimate the upper bound of its truncation error. This a priori estimate can be rapidly computed from reaction rates of the network, without the need of costly trial solutions of the dCME. As examples, we show results of applying our methods to the four stochastic networks of 1) the birth and death model, 2) the single gene expression model, 3) the genetic toggle switch model, and 4) the phage lambda bistable epigenetic switch model. We demonstrate how truncation errors and steady state probability landscapes can be computed using different sizes of the MEG(s) and how the results validate out theories. Overall, the novel state space truncation and error analysis methods developed here can be used to ensure accurate direct solutions to the dCME for a large number of stochastic networks. PMID:27105653
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cao, Youfang; Terebus, Anna; Liang, Jie
The discrete chemical master equation (dCME) provides a general framework for studying stochasticity in mesoscopic reaction networks. Since its direct solution rapidly becomes intractable due to the increasing size of the state space, truncation of the state space is necessary for solving most dCMEs. It is therefore important to assess the consequences of state space truncations so errors can be quantified and minimized. Here we describe a novel method for state space truncation. By partitioning a reaction network into multiple molecular equivalence groups (MEGs), we truncate the state space by limiting the total molecular copy numbers in each MEG. Wemore » further describe a theoretical framework for analysis of the truncation error in the steady-state probability landscape using reflecting boundaries. By aggregating the state space based on the usage of a MEG and constructing an aggregated Markov process, we show that the truncation error of a MEG can be asymptotically bounded by the probability of states on the reflecting boundary of the MEG. Furthermore, truncating states of an arbitrary MEG will not undermine the estimated error of truncating any other MEGs. We then provide an overall error estimate for networks with multiple MEGs. To rapidly determine the appropriate size of an arbitrary MEG, we also introduce an a priori method to estimate the upper bound of its truncation error. This a priori estimate can be rapidly computed from reaction rates of the network, without the need of costly trial solutions of the dCME. As examples, we show results of applying our methods to the four stochastic networks of (1) the birth and death model, (2) the single gene expression model, (3) the genetic toggle switch model, and (4) the phage lambda bistable epigenetic switch model. We demonstrate how truncation errors and steady-state probability landscapes can be computed using different sizes of the MEG(s) and how the results validate our theories. Overall, the novel state space truncation and error analysis methods developed here can be used to ensure accurate direct solutions to the dCME for a large number of stochastic networks.« less
Cao, Youfang; Terebus, Anna; Liang, Jie
2016-04-22
The discrete chemical master equation (dCME) provides a general framework for studying stochasticity in mesoscopic reaction networks. Since its direct solution rapidly becomes intractable due to the increasing size of the state space, truncation of the state space is necessary for solving most dCMEs. It is therefore important to assess the consequences of state space truncations so errors can be quantified and minimized. Here we describe a novel method for state space truncation. By partitioning a reaction network into multiple molecular equivalence groups (MEGs), we truncate the state space by limiting the total molecular copy numbers in each MEG. Wemore » further describe a theoretical framework for analysis of the truncation error in the steady-state probability landscape using reflecting boundaries. By aggregating the state space based on the usage of a MEG and constructing an aggregated Markov process, we show that the truncation error of a MEG can be asymptotically bounded by the probability of states on the reflecting boundary of the MEG. Furthermore, truncating states of an arbitrary MEG will not undermine the estimated error of truncating any other MEGs. We then provide an overall error estimate for networks with multiple MEGs. To rapidly determine the appropriate size of an arbitrary MEG, we also introduce an a priori method to estimate the upper bound of its truncation error. This a priori estimate can be rapidly computed from reaction rates of the network, without the need of costly trial solutions of the dCME. As examples, we show results of applying our methods to the four stochastic networks of (1) the birth and death model, (2) the single gene expression model, (3) the genetic toggle switch model, and (4) the phage lambda bistable epigenetic switch model. We demonstrate how truncation errors and steady-state probability landscapes can be computed using different sizes of the MEG(s) and how the results validate our theories. Overall, the novel state space truncation and error analysis methods developed here can be used to ensure accurate direct solutions to the dCME for a large number of stochastic networks.« less
NASA Astrophysics Data System (ADS)
Healey, S. P.; Zhao, F. R.; McCarter, J. B.; Frescino, T.; Goeking, S.
2017-12-01
International reporting of American forest carbon trends depends upon the Forest Service's nationally consistent network of inventory plots. Plots are measured on a rolling basis over a 5- to 10-year cycle, so estimates related to any variable, including carbon storage, reflect conditions over a 5- to 10-year window. This makes it difficult to identify the carbon impact of discrete events (e.g., a bad fire year; extraction rates related to home-building trends), particularly if the events are recent.We report an approach to make inventory estimates more sensitive to discrete and recent events. We use a growth model (the Forest Vegetation Simulator - FVS) that is maintained by the Forest Service to annually update the tree list for every plot, allowing all plots to contribute to a series of single-year estimates. Satellite imagery from the Landsat platform guides the FVS simulations by providing information about which plots have been disturbed, which are recovering from disturbance, and which are undergoing undisturbed growth. The FVS model is only used to "update" plot tree lists until the next field measurement is made (maximum of 9 years). As a result, predicted changes are usually small and error rates are low. We present a pilot study of this system in Idaho, which has experienced several major fire events in the last decade. Empirical estimates of uncertainty, accounting for both plot sampling error and FVS model error, suggest that this approach greatly increases temporal specificity and sensitivity to discrete events without sacrificing much estimate precision at the level of a US state. This approach has the potential to take better advantage of the Forest Service's rolling plot measurement schedule to report carbon storage in the US, and it offers the basis of a system that might allow near-term, forward-looking analysis of the effects of hypothetical forest disturbance patterns.
Zhang, Dan; Wang, Qing-Guo; Srinivasan, Dipti; Li, Hongyi; Yu, Li
2018-05-01
This paper is concerned with the asynchronous state estimation for a class of discrete-time switched complex networks with communication constraints. An asynchronous estimator is designed to overcome the difficulty that each node cannot access to the topology/coupling information. Also, the event-based communication, signal quantization, and the random packet dropout problems are studied due to the limited communication resource. With the help of switched system theory and by resorting to some stochastic system analysis method, a sufficient condition is proposed to guarantee the exponential stability of estimation error system in the mean-square sense and a prescribed performance level is also ensured. The characterization of the desired estimator gains is derived in terms of the solution to a convex optimization problem. Finally, the effectiveness of the proposed design approach is demonstrated by a simulation example.
Optimal Estimation with Two Process Models and No Measurements
2015-08-01
models will be lost if either of the models includes deterministic modeling errors. 12 5. References and Notes 1. Brown RG, Hwang PYC. Introduction to...independent process models when no measurements are present. The observer follows a derivation similar to that of the discrete time Kalman filter. A simulation...discrete time Kalman filter. A simulation example is provided in which a process model based on the dynamics of a ballistic projectile is blended with an
Direct discretization of planar div-curl problems
NASA Technical Reports Server (NTRS)
Nicolaides, R. A.
1989-01-01
A control volume method is proposed for planar div-curl systems. The method is independent of potential and least squares formulations, and works directly with the div-curl system. The novelty of the technique lies in its use of a single local vector field component and two control volumes rather than the other way around. A discrete vector field theory comes quite naturally from this idea and is developed. Error estimates are proved for the method, and other ramifications investigated.
A new discrete dipole kernel for quantitative susceptibility mapping.
Milovic, Carlos; Acosta-Cabronero, Julio; Pinto, José Miguel; Mattern, Hendrik; Andia, Marcelo; Uribe, Sergio; Tejos, Cristian
2018-09-01
Most approaches for quantitative susceptibility mapping (QSM) are based on a forward model approximation that employs a continuous Fourier transform operator to solve a differential equation system. Such formulation, however, is prone to high-frequency aliasing. The aim of this study was to reduce such errors using an alternative dipole kernel formulation based on the discrete Fourier transform and discrete operators. The impact of such an approach on forward model calculation and susceptibility inversion was evaluated in contrast to the continuous formulation both with synthetic phantoms and in vivo MRI data. The discrete kernel demonstrated systematically better fits to analytic field solutions, and showed less over-oscillations and aliasing artifacts while preserving low- and medium-frequency responses relative to those obtained with the continuous kernel. In the context of QSM estimation, the use of the proposed discrete kernel resulted in error reduction and increased sharpness. This proof-of-concept study demonstrated that discretizing the dipole kernel is advantageous for QSM. The impact on small or narrow structures such as the venous vasculature might by particularly relevant to high-resolution QSM applications with ultra-high field MRI - a topic for future investigations. The proposed dipole kernel has a straightforward implementation to existing QSM routines. Copyright © 2018 Elsevier Inc. All rights reserved.
Effective Hamiltonian for travelling discrete breathers
NASA Astrophysics Data System (ADS)
MacKay, Robert S.; Sepulchre, Jacques-Alexandre
2002-05-01
Hamiltonian chains of oscillators in general probably do not sustain exact travelling discrete breathers. However solutions which look like moving discrete breathers for some time are not difficult to observe in numerics. In this paper we propose an abstract framework for the description of approximate travelling discrete breathers in Hamiltonian chains of oscillators. The method is based on the construction of an effective Hamiltonian enabling one to describe the dynamics of the translation degree of freedom of moving breathers. Error estimate on the approximate dynamics is also studied. The concept of the Peierls-Nabarro barrier can be made clear in this framework. We illustrate the method with two simple examples, namely the Salerno model which interpolates between the Ablowitz-Ladik lattice and the discrete nonlinear Schrödinger system, and the Fermi-Pasta-Ulam chain.
NASA Technical Reports Server (NTRS)
Fisher, Brad; Wolff, David B.
2010-01-01
Passive and active microwave rain sensors onboard earth-orbiting satellites estimate monthly rainfall from the instantaneous rain statistics collected during satellite overpasses. It is well known that climate-scale rain estimates from meteorological satellites incur sampling errors resulting from the process of discrete temporal sampling and statistical averaging. Sampling and retrieval errors ultimately become entangled in the estimation of the mean monthly rain rate. The sampling component of the error budget effectively introduces statistical noise into climate-scale rain estimates that obscure the error component associated with the instantaneous rain retrieval. Estimating the accuracy of the retrievals on monthly scales therefore necessitates a decomposition of the total error budget into sampling and retrieval error quantities. This paper presents results from a statistical evaluation of the sampling and retrieval errors for five different space-borne rain sensors on board nine orbiting satellites. Using an error decomposition methodology developed by one of the authors, sampling and retrieval errors were estimated at 0.25 resolution within 150 km of ground-based weather radars located at Kwajalein, Marshall Islands and Melbourne, Florida. Error and bias statistics were calculated according to the land, ocean and coast classifications of the surface terrain mask developed for the Goddard Profiling (GPROF) rain algorithm. Variations in the comparative error statistics are attributed to various factors related to differences in the swath geometry of each rain sensor, the orbital and instrument characteristics of the satellite and the regional climatology. The most significant result from this study found that each of the satellites incurred negative longterm oceanic retrieval biases of 10 to 30%.
Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems
NASA Astrophysics Data System (ADS)
Mahdi Alavi, S. M.; Saif, Mehrdad
2013-12-01
This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.
Carstensen, C.; Feischl, M.; Page, M.; Praetorius, D.
2014-01-01
This paper aims first at a simultaneous axiomatic presentation of the proof of optimal convergence rates for adaptive finite element methods and second at some refinements of particular questions like the avoidance of (discrete) lower bounds, inexact solvers, inhomogeneous boundary data, or the use of equivalent error estimators. Solely four axioms guarantee the optimality in terms of the error estimators. Compared to the state of the art in the temporary literature, the improvements of this article can be summarized as follows: First, a general framework is presented which covers the existing literature on optimality of adaptive schemes. The abstract analysis covers linear as well as nonlinear problems and is independent of the underlying finite element or boundary element method. Second, efficiency of the error estimator is neither needed to prove convergence nor quasi-optimal convergence behavior of the error estimator. In this paper, efficiency exclusively characterizes the approximation classes involved in terms of the best-approximation error and data resolution and so the upper bound on the optimal marking parameters does not depend on the efficiency constant. Third, some general quasi-Galerkin orthogonality is not only sufficient, but also necessary for the R-linear convergence of the error estimator, which is a fundamental ingredient in the current quasi-optimality analysis due to Stevenson 2007. Finally, the general analysis allows for equivalent error estimators and inexact solvers as well as different non-homogeneous and mixed boundary conditions. PMID:25983390
On the implementation of an accurate and efficient solver for convection-diffusion equations
NASA Astrophysics Data System (ADS)
Wu, Chin-Tien
In this dissertation, we examine several different aspects of computing the numerical solution of the convection-diffusion equation. The solution of this equation often exhibits sharp gradients due to Dirichlet outflow boundaries or discontinuities in boundary conditions. Because of the singular-perturbed nature of the equation, numerical solutions often have severe oscillations when grid sizes are not small enough to resolve sharp gradients. To overcome such difficulties, the streamline diffusion discretization method can be used to obtain an accurate approximate solution in regions where the solution is smooth. To increase accuracy of the solution in the regions containing layers, adaptive mesh refinement and mesh movement based on a posteriori error estimations can be employed. An error-adapted mesh refinement strategy based on a posteriori error estimations is also proposed to resolve layers. For solving the sparse linear systems that arise from discretization, goemetric multigrid (MG) and algebraic multigrid (AMG) are compared. In addition, both methods are also used as preconditioners for Krylov subspace methods. We derive some convergence results for MG with line Gauss-Seidel smoothers and bilinear interpolation. Finally, while considering adaptive mesh refinement as an integral part of the solution process, it is natural to set a stopping tolerance for the iterative linear solvers on each mesh stage so that the difference between the approximate solution obtained from iterative methods and the finite element solution is bounded by an a posteriori error bound. Here, we present two stopping criteria. The first is based on a residual-type a posteriori error estimator developed by Verfurth. The second is based on an a posteriori error estimator, using local solutions, developed by Kay and Silvester. Our numerical results show the refined mesh obtained from the iterative solution which satisfies the second criteria is similar to the refined mesh obtained from the finite element solution.
A multidomain spectral collocation method for the Stokes problem
NASA Technical Reports Server (NTRS)
Landriani, G. Sacchi; Vandeven, H.
1989-01-01
A multidomain spectral collocation scheme is proposed for the approximation of the two-dimensional Stokes problem. It is shown that the discrete velocity vector field is exactly divergence-free and we prove error estimates both for the velocity and the pressure.
Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M
2018-07-01
Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).
Fully anisotropic goal-oriented mesh adaptation for 3D steady Euler equations
NASA Astrophysics Data System (ADS)
Loseille, A.; Dervieux, A.; Alauzet, F.
2010-04-01
This paper studies the coupling between anisotropic mesh adaptation and goal-oriented error estimate. The former is very well suited to the control of the interpolation error. It is generally interpreted as a local geometric error estimate. On the contrary, the latter is preferred when studying approximation errors for PDEs. It generally involves non local error contributions. Consequently, a full and strong coupling between both is hard to achieve due to this apparent incompatibility. This paper shows how to achieve this coupling in three steps. First, a new a priori error estimate is proved in a formal framework adapted to goal-oriented mesh adaptation for output functionals. This estimate is based on a careful analysis of the contributions of the implicit error and of the interpolation error. Second, the error estimate is applied to the set of steady compressible Euler equations which are solved by a stabilized Galerkin finite element discretization. A goal-oriented error estimation is derived. It involves the interpolation error of the Euler fluxes weighted by the gradient of the adjoint state associated with the observed functional. Third, rewritten in the continuous mesh framework, the previous estimate is minimized on the set of continuous meshes thanks to a calculus of variations. The optimal continuous mesh is then derived analytically. Thus, it can be used as a metric tensor field to drive the mesh adaptation. From a numerical point of view, this method is completely automatic, intrinsically anisotropic, and does not depend on any a priori choice of variables to perform the adaptation. 3D examples of steady flows around supersonic and transsonic jets are presented to validate the current approach and to demonstrate its efficiency.
On the convergence of a discrete Kirchhoff triangle method valid for shells of arbitrary shape
NASA Astrophysics Data System (ADS)
Bernadou, Michel; Eiroa, Pilar Mato; Trouve, Pascal
1994-10-01
In a recent paper by the same authors, we have thoroughly described how to extend to the case of general shells the well known DKT (discrete Kirchhoff triangle) methods which are now classically used to solve plate problems. In that paper we have also detailed how to realize the implementation and reported some numerical results obtained for classical benchmarks. The aim of this paper is to prove the convergence of a closely related method and to obtain corresponding error estimates.
2007-01-01
differentiability, fluid-solid interaction, error estimation, re-discretization, moving meshes 16. SECURITY CLASSIFICATION OF: 17 . LIMITATION OF 18. NUMBER...method the weight function is an indepen- dent function v = 0 6 4Ph , with v = 0 on F, if W = W0 on F1. 2. Galerkin method (GM): If Wh is an approximation...This can be demonstrated by considering a simple I-D case (like described above) in which the discretization 17 is uniform with characteristic length
Zee, Jarcy; Xie, Sharon X.
2015-01-01
Summary When a true survival endpoint cannot be assessed for some subjects, an alternative endpoint that measures the true endpoint with error may be collected, which often occurs when obtaining the true endpoint is too invasive or costly. We develop an estimated likelihood function for the situation where we have both uncertain endpoints for all participants and true endpoints for only a subset of participants. We propose a nonparametric maximum estimated likelihood estimator of the discrete survival function of time to the true endpoint. We show that the proposed estimator is consistent and asymptotically normal. We demonstrate through extensive simulations that the proposed estimator has little bias compared to the naïve Kaplan-Meier survival function estimator, which uses only uncertain endpoints, and more efficient with moderate missingness compared to the complete-case Kaplan-Meier survival function estimator, which uses only available true endpoints. Finally, we apply the proposed method to a dataset for estimating the risk of developing Alzheimer's disease from the Alzheimer's Disease Neuroimaging Initiative. PMID:25916510
He, Pingan; Jagannathan, S
2007-04-01
A novel adaptive-critic-based neural network (NN) controller in discrete time is designed to deliver a desired tracking performance for a class of nonlinear systems in the presence of actuator constraints. The constraints of the actuator are treated in the controller design as the saturation nonlinearity. The adaptive critic NN controller architecture based on state feedback includes two NNs: the critic NN is used to approximate the "strategic" utility function, whereas the action NN is employed to minimize both the strategic utility function and the unknown nonlinear dynamic estimation errors. The critic and action NN weight updates are derived by minimizing certain quadratic performance indexes. Using the Lyapunov approach and with novel weight updates, the uniformly ultimate boundedness of the closed-loop tracking error and weight estimates is shown in the presence of NN approximation errors and bounded unknown disturbances. The proposed NN controller works in the presence of multiple nonlinearities, unlike other schemes that normally approximate one nonlinearity. Moreover, the adaptive critic NN controller does not require an explicit offline training phase, and the NN weights can be initialized at zero or random. Simulation results justify the theoretical analysis.
A modified adjoint-based grid adaptation and error correction method for unstructured grid
NASA Astrophysics Data System (ADS)
Cui, Pengcheng; Li, Bin; Tang, Jing; Chen, Jiangtao; Deng, Youqi
2018-05-01
Grid adaptation is an important strategy to improve the accuracy of output functions (e.g. drag, lift, etc.) in computational fluid dynamics (CFD) analysis and design applications. This paper presents a modified robust grid adaptation and error correction method for reducing simulation errors in integral outputs. The procedure is based on discrete adjoint optimization theory in which the estimated global error of output functions can be directly related to the local residual error. According to this relationship, local residual error contribution can be used as an indicator in a grid adaptation strategy designed to generate refined grids for accurately estimating the output functions. This grid adaptation and error correction method is applied to subsonic and supersonic simulations around three-dimensional configurations. Numerical results demonstrate that the sensitive grids to output functions are detected and refined after grid adaptation, and the accuracy of output functions is obviously improved after error correction. The proposed grid adaptation and error correction method is shown to compare very favorably in terms of output accuracy and computational efficiency relative to the traditional featured-based grid adaptation.
Generalized Fourier analyses of the advection-diffusion equation - Part I: one-dimensional domains
NASA Astrophysics Data System (ADS)
Christon, Mark A.; Martinez, Mario J.; Voth, Thomas E.
2004-07-01
This paper presents a detailed multi-methods comparison of the spatial errors associated with finite difference, finite element and finite volume semi-discretizations of the scalar advection-diffusion equation. The errors are reported in terms of non-dimensional phase and group speed, discrete diffusivity, artificial diffusivity, and grid-induced anisotropy. It is demonstrated that Fourier analysis provides an automatic process for separating the discrete advective operator into its symmetric and skew-symmetric components and characterizing the spectral behaviour of each operator. For each of the numerical methods considered, asymptotic truncation error and resolution estimates are presented for the limiting cases of pure advection and pure diffusion. It is demonstrated that streamline upwind Petrov-Galerkin and its control-volume finite element analogue, the streamline upwind control-volume method, produce both an artificial diffusivity and a concomitant phase speed adjustment in addition to the usual semi-discrete artifacts observed in the phase speed, group speed and diffusivity. The Galerkin finite element method and its streamline upwind derivatives are shown to exhibit super-convergent behaviour in terms of phase and group speed when a consistent mass matrix is used in the formulation. In contrast, the CVFEM method and its streamline upwind derivatives yield strictly second-order behaviour. In Part II of this paper, we consider two-dimensional semi-discretizations of the advection-diffusion equation and also assess the affects of grid-induced anisotropy observed in the non-dimensional phase speed, and the discrete and artificial diffusivities. Although this work can only be considered a first step in a comprehensive multi-methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common analysis framework. Published in 2004 by John Wiley & Sons, Ltd.
Shih, Peter; Kaul, Brian C; Jagannathan, S; Drallmeier, James A
2008-08-01
A novel reinforcement-learning-based dual-control methodology adaptive neural network (NN) controller is developed to deliver a desired tracking performance for a class of complex feedback nonlinear discrete-time systems, which consists of a second-order nonlinear discrete-time system in nonstrict feedback form and an affine nonlinear discrete-time system, in the presence of bounded and unknown disturbances. For example, the exhaust gas recirculation (EGR) operation of a spark ignition (SI) engine is modeled by using such a complex nonlinear discrete-time system. A dual-controller approach is undertaken where primary adaptive critic NN controller is designed for the nonstrict feedback nonlinear discrete-time system whereas the secondary one for the affine nonlinear discrete-time system but the controllers together offer the desired performance. The primary adaptive critic NN controller includes an NN observer for estimating the states and output, an NN critic, and two action NNs for generating virtual control and actual control inputs for the nonstrict feedback nonlinear discrete-time system, whereas an additional critic NN and an action NN are included for the affine nonlinear discrete-time system by assuming the state availability. All NN weights adapt online towards minimization of a certain performance index, utilizing gradient-descent-based rule. Using Lyapunov theory, the uniformly ultimate boundedness (UUB) of the closed-loop tracking error, weight estimates, and observer estimates are shown. The adaptive critic NN controller performance is evaluated on an SI engine operating with high EGR levels where the controller objective is to reduce cyclic dispersion in heat release while minimizing fuel intake. Simulation and experimental results indicate that engine out emissions drop significantly at 20% EGR due to reduction in dispersion in heat release thus verifying the dual-control approach.
NASA Astrophysics Data System (ADS)
Yang, Shuang-Long; Liang, Li-Ping; Liu, Hou-De; Xu, Ke-Jun
2018-03-01
Aiming at reducing the estimation error of the sensor frequency response function (FRF) estimated by the commonly used window-based spectral estimation method, the error models of interpolation and transient errors are derived in the form of non-parameter models. Accordingly, window effects on the errors are analyzed and reveal that the commonly used hanning window leads to smaller interpolation error which can also be significantly eliminated by the cubic spline interpolation method when estimating the FRF from the step response data, and window with smaller front-end value can restrain more transient error. Thus, a new dual-cosine window with its non-zero discrete Fourier transform bins at -3, -1, 0, 1, and 3 is constructed for FRF estimation. Compared with the hanning window, the new dual-cosine window has the equivalent interpolation error suppression capability and better transient error suppression capability when estimating the FRF from the step response; specifically, it reduces the asymptotic property of the transient error from O(N-2) of the hanning window method to O(N-4) while only increases the uncertainty slightly (about 0.4 dB). Then, one direction of a wind tunnel strain gauge balance which is a high order, small damping, and non-minimum phase system is employed as the example for verifying the new dual-cosine window-based spectral estimation method. The model simulation result shows that the new dual-cosine window method is better than the hanning window method for FRF estimation, and compared with the Gans method and LPM method, it has the advantages of simple computation, less time consumption, and short data requirement; the actual data calculation result of the balance FRF is consistent to the simulation result. Thus, the new dual-cosine window is effective and practical for FRF estimation.
Measurement of discrete vertical in-shoe stress with piezoelectric transducers.
Gross, T S; Bunch, R P
1988-05-01
The purpose of this investigation was to design and validate a system suitable for non-invasive measurement of discrete in-shoe vertical plantar stress during dynamic activities. Eight transducers were constructed, with small piezoelectric ceramic squares (4.83 x 4.83 x 1.3 mm) used to generate a charge output proportional to vertical plantar stress. The mechanical properties of the transducers included 2.3% linearity and 3.7% hysteresis for stresses up to 2000 kPa and loading times up to 200 ms. System design efficacy was analysed by means of a multiple day, multiple trial data collection. With the transducers placed beneath plantar landmarks, the footstrike of one subject was recorded ten times on each of five days while running at 3.58 m/s on a treadmill. Within-day and between-day proportional error (PE) was used to estimate the error contained in the mean peak stress during foot contact. Within-day PE focused on trial to trial variability associated with the subject and equipment, and averaged 3.1% (range 2.5-4.0%) across transducer location. Between-day PE provided a cumulative estimate of subject, transducer placement, and random equipment variability, but excluded trial to trial variability. It ranged from 4.9 to 15.8%, with a mean of 9.9%. Peak stress, impulse, and sequence of loading data were examined to identify discrete foot function patterns and highlight the value of discrete stress analysis.
Turbulent Output-Based Anisotropic Adaptation
NASA Technical Reports Server (NTRS)
Park, Michael A.; Carlson, Jan-Renee
2010-01-01
Controlling discretization error is a remaining challenge for computational fluid dynamics simulation. Grid adaptation is applied to reduce estimated discretization error in drag or pressure integral output functions. To enable application to high O(10(exp 7)) Reynolds number turbulent flows, a hybrid approach is utilized that freezes the near-wall boundary layer grids and adapts the grid away from the no slip boundaries. The hybrid approach is not applicable to problems with under resolved initial boundary layer grids, but is a powerful technique for problems with important off-body anisotropic features. Supersonic nozzle plume, turbulent flat plate, and shock-boundary layer interaction examples are presented with comparisons to experimental measurements of pressure and velocity. Adapted grids are produced that resolve off-body features in locations that are not known a priori.
A Novel Four-Node Quadrilateral Smoothing Element for Stress Enhancement and Error Estimation
NASA Technical Reports Server (NTRS)
Tessler, A.; Riggs, H. R.; Dambach, M.
1998-01-01
A four-node, quadrilateral smoothing element is developed based upon a penalized-discrete-least-squares variational formulation. The smoothing methodology recovers C1-continuous stresses, thus enabling effective a posteriori error estimation and automatic adaptive mesh refinement. The element formulation is originated with a five-node macro-element configuration consisting of four triangular anisoparametric smoothing elements in a cross-diagonal pattern. This element pattern enables a convenient closed-form solution for the degrees of freedom of the interior node, resulting from enforcing explicitly a set of natural edge-wise penalty constraints. The degree-of-freedom reduction scheme leads to a very efficient formulation of a four-node quadrilateral smoothing element without any compromise in robustness and accuracy of the smoothing analysis. The application examples include stress recovery and error estimation in adaptive mesh refinement solutions for an elasticity problem and an aerospace structural component.
Stress Recovery and Error Estimation for Shell Structures
NASA Technical Reports Server (NTRS)
Yazdani, A. A.; Riggs, H. R.; Tessler, A.
2000-01-01
The Penalized Discrete Least-Squares (PDLS) stress recovery (smoothing) technique developed for two dimensional linear elliptic problems is adapted here to three-dimensional shell structures. The surfaces are restricted to those which have a 2-D parametric representation, or which can be built-up of such surfaces. The proposed strategy involves mapping the finite element results to the 2-D parametric space which describes the geometry, and smoothing is carried out in the parametric space using the PDLS-based Smoothing Element Analysis (SEA). Numerical results for two well-known shell problems are presented to illustrate the performance of SEA/PDLS for these problems. The recovered stresses are used in the Zienkiewicz-Zhu a posteriori error estimator. The estimated errors are used to demonstrate the performance of SEA-recovered stresses in automated adaptive mesh refinement of shell structures. The numerical results are encouraging. Further testing involving more complex, practical structures is necessary.
Exponential Boundary Observers for Pressurized Water Pipe
NASA Astrophysics Data System (ADS)
Hermine Som, Idellette Judith; Cocquempot, Vincent; Aitouche, Abdel
2015-11-01
This paper deals with state estimation on a pressurized water pipe modeled by nonlinear coupled distributed hyperbolic equations for non-conservative laws with three known boundary measures. Our objective is to estimate the fourth boundary variable, which will be useful for leakage detection. Two approaches are studied. Firstly, the distributed hyperbolic equations are discretized through a finite-difference scheme. By using the Lipschitz property of the nonlinear term and a Lyapunov function, the exponential stability of the estimation error is proven by solving Linear Matrix Inequalities (LMIs). Secondly, the distributed hyperbolic system is preserved for state estimation. After state transformations, a Luenberger-like PDE boundary observer based on backstepping mathematical tools is proposed. An exponential Lyapunov function is used to prove the stability of the resulted estimation error. The performance of the two observers are shown on a water pipe prototype simulated example.
Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors
NASA Technical Reports Server (NTRS)
Erkmen, Baris I.; Moision, Bruce E.
2010-01-01
Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.
First-Order System Least Squares for the Stokes Equations, with Application to Linear Elasticity
NASA Technical Reports Server (NTRS)
Cai, Z.; Manteuffel, T. A.; McCormick, S. F.
1996-01-01
Following our earlier work on general second-order scalar equations, here we develop a least-squares functional for the two- and three-dimensional Stokes equations, generalized slightly by allowing a pressure term in the continuity equation. By introducing a velocity flux variable and associated curl and trace equations, we are able to establish ellipticity in an H(exp 1) product norm appropriately weighted by the Reynolds number. This immediately yields optimal discretization error estimates for finite element spaces in this norm and optimal algebraic convergence estimates for multiplicative and additive multigrid methods applied to the resulting discrete systems. Both estimates are uniform in the Reynolds number. Moreover, our pressure-perturbed form of the generalized Stokes equations allows us to develop an analogous result for the Dirichlet problem for linear elasticity with estimates that are uniform in the Lame constants.
Efficient model reduction of parametrized systems by matrix discrete empirical interpolation
NASA Astrophysics Data System (ADS)
Negri, Federico; Manzoni, Andrea; Amsallem, David
2015-12-01
In this work, we apply a Matrix version of the so-called Discrete Empirical Interpolation (MDEIM) for the efficient reduction of nonaffine parametrized systems arising from the discretization of linear partial differential equations. Dealing with affinely parametrized operators is crucial in order to enhance the online solution of reduced-order models (ROMs). However, in many cases such an affine decomposition is not readily available, and must be recovered through (often) intrusive procedures, such as the empirical interpolation method (EIM) and its discrete variant DEIM. In this paper we show that MDEIM represents a very efficient approach to deal with complex physical and geometrical parametrizations in a non-intrusive, efficient and purely algebraic way. We propose different strategies to combine MDEIM with a state approximation resulting either from a reduced basis greedy approach or Proper Orthogonal Decomposition. A posteriori error estimates accounting for the MDEIM error are also developed in the case of parametrized elliptic and parabolic equations. Finally, the capability of MDEIM to generate accurate and efficient ROMs is demonstrated on the solution of two computationally-intensive classes of problems occurring in engineering contexts, namely PDE-constrained shape optimization and parametrized coupled problems.
On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo
NASA Astrophysics Data System (ADS)
Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl
2016-09-01
A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.
Ziegelwanger, Harald; Majdak, Piotr; Kreuzer, Wolfgang
2015-01-01
Head-related transfer functions (HRTFs) can be numerically calculated by applying the boundary element method on the geometry of a listener’s head and pinnae. The calculation results are defined by geometrical, numerical, and acoustical parameters like the microphone used in acoustic measurements. The scope of this study was to estimate requirements on the size and position of the microphone model and on the discretization of the boundary geometry as triangular polygon mesh for accurate sound localization. The evaluation involved the analysis of localization errors predicted by a sagittal-plane localization model, the comparison of equivalent head radii estimated by a time-of-arrival model, and the analysis of actual localization errors obtained in a sound-localization experiment. While the average edge length (AEL) of the mesh had a negligible effect on localization performance in the lateral dimension, the localization performance in sagittal planes, however, degraded for larger AELs with the geometrical error as dominant factor. A microphone position at an arbitrary position at the entrance of the ear canal, a microphone size of 1 mm radius, and a mesh with 1 mm AEL yielded a localization performance similar to or better than observed with acoustically measured HRTFs. PMID:26233020
NASA Astrophysics Data System (ADS)
Bania, Piotr; Baranowski, Jerzy
2018-02-01
Quantisation of signals is a ubiquitous property of digital processing. In many cases, it introduces significant difficulties in state estimation and in consequence control. Popular approaches either do not address properly the problem of system disturbances or lead to biased estimates. Our intention was to find a method for state estimation for stochastic systems with quantised and discrete observation, that is free of the mentioned drawbacks. We have formulated a general form of the optimal filter derived by a solution of Fokker-Planck equation. We then propose the approximation method based on Galerkin projections. We illustrate the approach for the Ornstein-Uhlenbeck process, and derive analytic formulae for the approximated optimal filter, also extending the results for the variant with control. Operation is illustrated with numerical experiments and compared with classical discrete-continuous Kalman filter. Results of comparison are substantially in favour of our approach, with over 20 times lower mean squared error. The proposed filter is especially effective for signal amplitudes comparable to the quantisation thresholds. Additionally, it was observed that for high order of approximation, state estimate is very close to the true process value. The results open the possibilities of further analysis, especially for more complex processes.
Convergence of Spectral Discretizations of the Vlasov--Poisson System
Manzini, G.; Funaro, D.; Delzanno, G. L.
2017-09-26
Here we prove the convergence of a spectral discretization of the Vlasov-Poisson system. The velocity term of the Vlasov equation is discretized using either Hermite functions on the infinite domain or Legendre polynomials on a bounded domain. The spatial term of the Vlasov and Poisson equations is discretized using periodic Fourier expansions. Boundary conditions are treated in weak form through a penalty type term that can be applied also in the Hermite case. As a matter of fact, stability properties of the approximated scheme descend from this added term. The convergence analysis is carried out in detail for the 1D-1Vmore » case, but results can be generalized to multidimensional domains, obtained as Cartesian product, in both space and velocity. The error estimates show the spectral convergence under suitable regularity assumptions on the exact solution.« less
Stochastic Evolution Equations Driven by Fractional Noises
2016-11-28
rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian
Elenchezhiyan, M; Prakash, J
2015-09-01
In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters
NASA Astrophysics Data System (ADS)
Bates, Bryson C.; Townley, Lloyd R.
1988-05-01
In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).
The effectiveness of robotic training depends on motor task characteristics.
Marchal-Crespo, Laura; Rappo, Nicole; Riener, Robert
2017-12-01
Previous research suggests that the effectiveness of robotic training depends on the motor task to be learned. However, it is still an open question which specific task's characteristics influence the efficacy of error-modulating training strategies. Motor tasks can be classified based on the time characteristics of the task, in particular the task's duration (discrete vs. continuous). Continuous tasks require movements without distinct beginning or end. Discrete tasks require fast movements that include well-defined postures at the beginning and the end. We developed two games, one that requires a continuous movement-a tracking task-and one that requires discrete movements-a fast reaching task. We conducted an experiment with thirty healthy subjects to evaluate the effectiveness of three error-modulating training strategies-no guidance, error amplification (i.e., repulsive forces proportional to errors) and haptic guidance-on self-reported motivation and learning of the continuous and discrete games. Training with error amplification resulted in better motor learning than haptic guidance, besides the fact that error amplification reduced subjects' interest/enjoyment and perceived competence during training. Only subjects trained with error amplification improved their performance after training the discrete game. In fact, subjects trained without guidance improved the performance in the continuous game significantly more than in the discrete game, probably because the continuous task required greater attentional levels. Error-amplifying training strategies have a great potential to provoke better motor learning in continuous and discrete tasks. However, their long-lasting negative effects on motivation might limit their applicability in intense neurorehabilitation programs.
NASA Astrophysics Data System (ADS)
Maginnis, P. A.; West, M.; Dullerud, G. E.
2016-10-01
We propose an algorithm to accelerate Monte Carlo simulation for a broad class of stochastic processes. Specifically, the class of countable-state, discrete-time Markov chains driven by additive Poisson noise, or lattice discrete-time Markov chains. In particular, this class includes simulation of reaction networks via the tau-leaping algorithm. To produce the speedup, we simulate pairs of fair-draw trajectories that are negatively correlated. Thus, when averaged, these paths produce an unbiased Monte Carlo estimator that has reduced variance and, therefore, reduced error. Numerical results for three example systems included in this work demonstrate two to four orders of magnitude reduction of mean-square error. The numerical examples were chosen to illustrate different application areas and levels of system complexity. The areas are: gene expression (affine state-dependent rates), aerosol particle coagulation with emission and human immunodeficiency virus infection (both with nonlinear state-dependent rates). Our algorithm views the system dynamics as a ;black-box;, i.e., we only require control of pseudorandom number generator inputs. As a result, typical codes can be retrofitted with our algorithm using only minor changes. We prove several analytical results. Among these, we characterize the relationship of covariances between paths in the general nonlinear state-dependent intensity rates case, and we prove variance reduction of mean estimators in the special case of affine intensity rates.
Kalal, Zdenek; Mikolajczyk, Krystian; Matas, Jiri
2012-07-01
This paper investigates long-term tracking of unknown objects in a video stream. The object is defined by its location and extent in a single frame. In every frame that follows, the task is to determine the object's location and extent or indicate that the object is not present. We propose a novel tracking framework (TLD) that explicitly decomposes the long-term tracking task into tracking, learning, and detection. The tracker follows the object from frame to frame. The detector localizes all appearances that have been observed so far and corrects the tracker if necessary. The learning estimates the detector's errors and updates it to avoid these errors in the future. We study how to identify the detector's errors and learn from them. We develop a novel learning method (P-N learning) which estimates the errors by a pair of "experts": (1) P-expert estimates missed detections, and (2) N-expert estimates false alarms. The learning process is modeled as a discrete dynamical system and the conditions under which the learning guarantees improvement are found. We describe our real-time implementation of the TLD framework and the P-N learning. We carry out an extensive quantitative evaluation which shows a significant improvement over state-of-the-art approaches.
The Effects of Discrete-Trial Training Commission Errors on Learner Outcomes: An Extension
ERIC Educational Resources Information Center
Jenkins, Sarah R.; Hirst, Jason M.; DiGennaro Reed, Florence D.
2015-01-01
We conducted a parametric analysis of treatment integrity errors during discrete-trial training and investigated the effects of three integrity conditions (0, 50, or 100 % errors of commission) on performance in the presence and absence of programmed errors. The presence of commission errors impaired acquisition for three of four participants.…
Rakkiyappan, R; Maheswari, K; Velmurugan, G; Park, Ju H
2018-05-17
This paper investigates H ∞ state estimation problem for a class of semi-Markovian jumping discrete-time neural networks model with event-triggered scheme and quantization. First, a new event-triggered communication scheme is introduced to determine whether or not the current sampled sensor data should be broad-casted and transmitted to the quantizer, which can save the limited communication resource. Second, a novel communication framework is employed by the logarithmic quantizer that quantifies and reduces the data transmission rate in the network, which apparently improves the communication efficiency of networks. Third, a stabilization criterion is derived based on the sufficient condition which guarantees a prescribed H ∞ performance level in the estimation error system in terms of the linear matrix inequalities. Finally, numerical simulations are given to illustrate the correctness of the proposed scheme. Copyright © 2018 Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Carlson, Jan-Renee; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, Bil; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.;
2016-01-01
This manual describes the installation and execution of FUN3D version 12.9, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Carlson, Jan-Renee; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, William L.; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.;
2017-01-01
This manual describes the installation and execution of FUN3D version 13.2, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, William L.; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.; Rumsey, Christopher L.;
2015-01-01
This manual describes the installation and execution of FUN3D version 12.6, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Carlson, Jan-Renee; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, Bil; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.;
2015-01-01
This manual describes the installation and execution of FUN3D version 12.7, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, William L.; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.; Rumsey, Christopher L.;
2014-01-01
This manual describes the installation and execution of FUN3D version 12.5, including optional dependent packages. FUN3D is a suite of computational uid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables ecient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Carlson, Jan-Renee; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, Bil; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.;
2015-01-01
This manual describes the installation and execution of FUN3D version 12.8, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, Bil; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.; Rumsey, Christopher L.;
2014-01-01
This manual describes the installation and execution of FUN3D version 12.4, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixedelement unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Carlson, Jan-Renee; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, Bil; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.;
2017-01-01
This manual describes the installation and execution of FUN3D version 13.1, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Carlson, Jan-Renee; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, Bill; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.;
2016-01-01
This manual describes the installation and execution of FUN3D version 13.0, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Biedron, Robert T.; Carlson, Jan-Renee; Derlaga, Joseph M.; Gnoffo, Peter A.; Hammond, Dana P.; Jones, William T.; Kleb, Bil; Lee-Rausch, Elizabeth M.; Nielsen, Eric J.; Park, Michael A.;
2018-01-01
This manual describes the installation and execution of FUN3D version 13.3, including optional dependent packages. FUN3D is a suite of computational fluid dynamics simulation and design tools that uses mixed-element unstructured grids in a large number of formats, including structured multiblock and overset grid systems. A discretely-exact adjoint solver enables efficient gradient-based design and grid adaptation to reduce estimated discretization error. FUN3D is available with and without a reacting, real-gas capability. This generic gas option is available only for those persons that qualify for its beta release status.
NASA Technical Reports Server (NTRS)
Pauwels, V. R. N.; DeLannoy, G. J. M.; Hendricks Franssen, H.-J.; Vereecken, H.
2013-01-01
In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.
Theoretical and simulated performance for a novel frequency estimation technique
NASA Technical Reports Server (NTRS)
Crozier, Stewart N.
1993-01-01
A low complexity, open-loop, discrete-time, delay-multiply-average (DMA) technique for estimating the frequency offset for digitally modulated MPSK signals is investigated. A nonlinearity is used to remove the MPSK modulation and generate the carrier component to be extracted. Theoretical and simulated performance results are presented and compared to the Cramer-Rao lower bound (CRLB) for the variance of the frequency estimation error. For all signal-to-noise ratios (SNR's) above threshold, it is shown that the CRLB can essentially be achieved with linear complexity.
Wang, Dongliang; Xin, Xiaoping; Shao, Quanqin; Brolly, Matthew; Zhu, Zhiliang; Chen, Jin
2017-01-01
Accurate canopy structure datasets, including canopy height and fractional cover, are required to monitor aboveground biomass as well as to provide validation data for satellite remote sensing products. In this study, the ability of an unmanned aerial vehicle (UAV) discrete light detection and ranging (lidar) was investigated for modeling both the canopy height and fractional cover in Hulunber grassland ecosystem. The extracted mean canopy height, maximum canopy height, and fractional cover were used to estimate the aboveground biomass. The influences of flight height on lidar estimates were also analyzed. The main findings are: (1) the lidar-derived mean canopy height is the most reasonable predictor of aboveground biomass (R2 = 0.340, root-mean-square error (RMSE) = 81.89 g·m−2, and relative error of 14.1%). The improvement of multiple regressions to the R2 and RMSE values is unobvious when adding fractional cover in the regression since the correlation between mean canopy height and fractional cover is high; (2) Flight height has a pronounced effect on the derived fractional cover and details of the lidar data, but the effect is insignificant on the derived canopy height when the flight height is within the range (<100 m). These findings are helpful for modeling stable regressions to estimate grassland biomass using lidar returns. PMID:28106819
Wang, Dongliang; Xin, Xiaoping; Shao, Quanqin; Brolly, Matthew; Zhu, Zhiliang; Chen, Jin
2017-01-19
Accurate canopy structure datasets, including canopy height and fractional cover, are required to monitor aboveground biomass as well as to provide validation data for satellite remote sensing products. In this study, the ability of an unmanned aerial vehicle (UAV) discrete light detection and ranging (lidar) was investigated for modeling both the canopy height and fractional cover in Hulunber grassland ecosystem. The extracted mean canopy height, maximum canopy height, and fractional cover were used to estimate the aboveground biomass. The influences of flight height on lidar estimates were also analyzed. The main findings are: (1) the lidar-derived mean canopy height is the most reasonable predictor of aboveground biomass ( R ² = 0.340, root-mean-square error (RMSE) = 81.89 g·m -2 , and relative error of 14.1%). The improvement of multiple regressions to the R ² and RMSE values is unobvious when adding fractional cover in the regression since the correlation between mean canopy height and fractional cover is high; (2) Flight height has a pronounced effect on the derived fractional cover and details of the lidar data, but the effect is insignificant on the derived canopy height when the flight height is within the range (<100 m). These findings are helpful for modeling stable regressions to estimate grassland biomass using lidar returns.
Modeling habitat dynamics accounting for possible misclassification
Veran, Sophie; Kleiner, Kevin J.; Choquet, Remi; Collazo, Jaime; Nichols, James D.
2012-01-01
Land cover data are widely used in ecology as land cover change is a major component of changes affecting ecological systems. Landscape change estimates are characterized by classification errors. Researchers have used error matrices to adjust estimates of areal extent, but estimation of land cover change is more difficult and more challenging, with error in classification being confused with change. We modeled land cover dynamics for a discrete set of habitat states. The approach accounts for state uncertainty to produce unbiased estimates of habitat transition probabilities using ground information to inform error rates. We consider the case when true and observed habitat states are available for the same geographic unit (pixel) and when true and observed states are obtained at one level of resolution, but transition probabilities estimated at a different level of resolution (aggregations of pixels). Simulation results showed a strong bias when estimating transition probabilities if misclassification was not accounted for. Scaling-up does not necessarily decrease the bias and can even increase it. Analyses of land cover data in the Southeast region of the USA showed that land change patterns appeared distorted if misclassification was not accounted for: rate of habitat turnover was artificially increased and habitat composition appeared more homogeneous. Not properly accounting for land cover misclassification can produce misleading inferences about habitat state and dynamics and also misleading predictions about species distributions based on habitat. Our models that explicitly account for state uncertainty should be useful in obtaining more accurate inferences about change from data that include errors.
Data acquisition and path selection decision making for an autonomous roving vehicle
NASA Technical Reports Server (NTRS)
Frederick, D. K.; Shen, C. N.; Yerazunis, S. W.
1976-01-01
Problems related to the guidance of an autonomous rover for unmanned planetary exploration were investigated. Topics included in these studies were: simulation on an interactive graphics computer system of the Rapid Estimation Technique for detection of discrete obstacles; incorporation of a simultaneous Bayesian estimate of states and inputs in the Rapid Estimation Scheme; development of methods for estimating actual laser rangefinder errors and their application to date provided by Jet Propulsion Laboratory; and modification of a path selection system simulation computer code for evaluation of a hazard detection system based on laser rangefinder data.
Coupling finite element and spectral methods: First results
NASA Technical Reports Server (NTRS)
Bernardi, Christine; Debit, Naima; Maday, Yvon
1987-01-01
A Poisson equation on a rectangular domain is solved by coupling two methods: the domain is divided in two squares, a finite element approximation is used on the first square and a spectral discretization is used on the second one. Two kinds of matching conditions on the interface are presented and compared. In both cases, error estimates are proved.
Automated Mounting Bias Calibration for Airborne LIDAR System
NASA Astrophysics Data System (ADS)
Zhang, J.; Jiang, W.; Jiang, S.
2012-07-01
Mounting bias is the major error source of Airborne LIDAR system. In this paper, an automated calibration method for estimating LIDAR system mounting parameters is introduced. LIDAR direct geo-referencing model is used to calculate systematic errors. Due to LIDAR footprints discretely sampled, the real corresponding laser points are hardly existence among different strips. The traditional corresponding point methodology does not seem to apply to LIDAR strip registration. We proposed a Virtual Corresponding Point Model to resolve the corresponding problem among discrete laser points. Each VCPM contains a corresponding point and three real laser footprints. Two rules are defined to calculate tie point coordinate from real laser footprints. The Scale Invariant Feature Transform (SIFT) is used to extract corresponding points in LIDAR strips, and the automatic flow of LIDAR system calibration based on VCPM is detailed described. The practical examples illustrate the feasibility and effectiveness of the proposed calibration method.
Asynchronous discrete event schemes for PDEs
NASA Astrophysics Data System (ADS)
Stone, D.; Geiger, S.; Lord, G. J.
2017-08-01
A new class of asynchronous discrete-event simulation schemes for advection-diffusion-reaction equations is introduced, based on the principle of allowing quanta of mass to pass through faces of a (regular, structured) Cartesian finite volume grid. The timescales of these events are linked to the flux on the face. The resulting schemes are self-adaptive, and local in both time and space. Experiments are performed on realistic physical systems related to porous media flow applications, including a large 3D advection diffusion equation and advection diffusion reaction systems. The results are compared to highly accurate reference solutions where the temporal evolution is computed with exponential integrator schemes using the same finite volume discretisation. This allows a reliable estimation of the solution error. Our results indicate a first order convergence of the error as a control parameter is decreased, and we outline a framework for analysis.
Dawson, Ree; Lavori, Philip W
2012-01-01
Clinical demand for individualized "adaptive" treatment policies in diverse fields has spawned development of clinical trial methodology for their experimental evaluation via multistage designs, building upon methods intended for the analysis of naturalistically observed strategies. Because often there is no need to parametrically smooth multistage trial data (in contrast to observational data for adaptive strategies), it is possible to establish direct connections among different methodological approaches. We show by algebraic proof that the maximum likelihood (ML) and optimal semiparametric (SP) estimators of the population mean of the outcome of a treatment policy and its standard error are equal under certain experimental conditions. This result is used to develop a unified and efficient approach to design and inference for multistage trials of policies that adapt treatment according to discrete responses. We derive a sample size formula expressed in terms of a parametric version of the optimal SP population variance. Nonparametric (sample-based) ML estimation performed well in simulation studies, in terms of achieved power, for scenarios most likely to occur in real studies, even though sample sizes were based on the parametric formula. ML outperformed the SP estimator; differences in achieved power predominately reflected differences in their estimates of the population mean (rather than estimated standard errors). Neither methodology could mitigate the potential for overestimated sample sizes when strong nonlinearity was purposely simulated for certain discrete outcomes; however, such departures from linearity may not be an issue for many clinical contexts that make evaluation of competitive treatment policies meaningful.
Comparing the Effectiveness of Error-Correction Strategies in Discrete Trial Training
ERIC Educational Resources Information Center
Turan, Michelle K.; Moroz, Lianne; Croteau, Natalie Paquet
2012-01-01
Error-correction strategies are essential considerations for behavior analysts implementing discrete trial training with children with autism. The research literature, however, is still lacking in the number of studies that compare and evaluate error-correction procedures. The purpose of this study was to compare two error-correction strategies:…
Analyzing a stochastic time series obeying a second-order differential equation.
Lehle, B; Peinke, J
2015-06-01
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.
Accounting for Relatedness in Family Based Genetic Association Studies
McArdle, P.F.; O’Connell, J.R.; Pollin, T.I.; Baumgarten, M.; Shuldiner, A.R.; Peyser, P.A.; Mitchell, B.D.
2007-01-01
Objective Assess the differences in point estimates, power and type 1 error rates when accounting for and ignoring family structure in genetic tests of association. Methods We compare by simulation the performance of analytic models using variance components to account for family structure and regression models that ignore relatedness for a range of possible family based study designs (i.e., sib pairs vs. large sibships vs. nuclear families vs. extended families). Results Our analyses indicate that effect size estimates and power are not significantly affected by ignoring family structure. Type 1 error rates increase when family structure is ignored, as density of family structures increases, and as trait heritability increases. For discrete traits with moderate levels of heritability and across many common sampling designs, type 1 error rates rise from a nominal 0.05 to 0.11. Conclusion Ignoring family structure may be useful in screening although it comes at a cost of a increased type 1 error rate, the magnitude of which depends on trait heritability and pedigree configuration. PMID:17570925
Hierarchical Boltzmann simulations and model error estimation
NASA Astrophysics Data System (ADS)
Torrilhon, Manuel; Sarna, Neeraj
2017-08-01
A hierarchical simulation approach for Boltzmann's equation should provide a single numerical framework in which a coarse representation can be used to compute gas flows as accurately and efficiently as in computational fluid dynamics, but a subsequent refinement allows to successively improve the result to the complete Boltzmann result. We use Hermite discretization, or moment equations, for the steady linearized Boltzmann equation for a proof-of-concept of such a framework. All representations of the hierarchy are rotationally invariant and the numerical method is formulated on fully unstructured triangular and quadrilateral meshes using a implicit discontinuous Galerkin formulation. We demonstrate the performance of the numerical method on model problems which in particular highlights the relevance of stability of boundary conditions on curved domains. The hierarchical nature of the method allows also to provide model error estimates by comparing subsequent representations. We present various model errors for a flow through a curved channel with obstacles.
Latent degradation indicators estimation and prediction: A Monte Carlo approach
NASA Astrophysics Data System (ADS)
Zhou, Yifan; Sun, Yong; Mathew, Joseph; Wolff, Rodney; Ma, Lin
2011-01-01
Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.
Analysis and application of minimum variance discrete time system identification
NASA Technical Reports Server (NTRS)
Kaufman, H.; Kotob, S.
1975-01-01
An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
Error due to unresolved scales in estimation problems for atmospheric data assimilation
NASA Astrophysics Data System (ADS)
Janjic, Tijana
The error arising due to unresolved scales in data assimilation procedures is examined. The problem of estimating the projection of the state of a passive scalar undergoing advection at a sequence of times is considered. The projection belongs to a finite- dimensional function space and is defined on the continuum. Using the continuum projection of the state of a passive scalar, a mathematical definition is obtained for the error arising due to the presence, in the continuum system, of scales unresolved by the discrete dynamical model. This error affects the estimation procedure through point observations that include the unresolved scales. In this work, two approximate methods for taking into account the error due to unresolved scales and the resulting correlations are developed and employed in the estimation procedure. The resulting formulas resemble the Schmidt-Kalman filter and the usual discrete Kalman filter, respectively. For this reason, the newly developed filters are called the Schmidt-Kalman filter and the traditional filter. In order to test the assimilation methods, a two- dimensional advection model with nonstationary spectrum was developed for passive scalar transport in the atmosphere. An analytical solution on the sphere was found depicting the model dynamics evolution. Using this analytical solution the model error is avoided, and the error due to unresolved scales is the only error left in the estimation problem. It is demonstrated that the traditional and the Schmidt- Kalman filter work well provided the exact covariance function of the unresolved scales is known. However, this requirement is not satisfied in practice, and the covariance function must be modeled. The Schmidt-Kalman filter cannot be computed in practice without further approximations. Therefore, the traditional filter is better suited for practical use. Also, the traditional filter does not require modeling of the full covariance function of the unresolved scales, but only modeling of the covariance matrix obtained by evaluating the covariance function at the observation points. We first assumed that this covariance matrix is stationary and that the unresolved scales are not correlated between the observation points, i.e., the matrix is diagonal, and that the values along the diagonal are constant. Tests with these assumptions were unsuccessful, indicating that a more sophisticated model of the covariance is needed for assimilation of data with nonstationary spectrum. A new method for modeling the covariance matrix based on an extended set of modeling assumptions is proposed. First, it is assumed that the covariance matrix is diagonal, that is, that the unresolved scales are not correlated between the observation points. It is postulated that the values on the diagonal depend on a wavenumber that is characteristic for the unresolved part of the spectrum. It is further postulated that this characteristic wavenumber can be diagnosed from the observations and from the estimate of the projection of the state that is being estimated. It is demonstrated that the new method successfully overcomes previously encountered difficulties.
An optimal-estimation-based aerosol retrieval algorithm using OMI near-UV observations
NASA Astrophysics Data System (ADS)
Jeong, U.; Kim, J.; Ahn, C.; Torres, O.; Liu, X.; Bhartia, P. K.; Spurr, R. J. D.; Haffner, D.; Chance, K.; Holben, B. N.
2016-01-01
An optimal-estimation(OE)-based aerosol retrieval algorithm using the OMI (Ozone Monitoring Instrument) near-ultraviolet observation was developed in this study. The OE-based algorithm has the merit of providing useful estimates of errors simultaneously with the inversion products. Furthermore, instead of using the traditional look-up tables for inversion, it performs online radiative transfer calculations with the VLIDORT (linearized pseudo-spherical vector discrete ordinate radiative transfer code) to eliminate interpolation errors and improve stability. The measurements and inversion products of the Distributed Regional Aerosol Gridded Observation Network campaign in northeast Asia (DRAGON NE-Asia 2012) were used to validate the retrieved aerosol optical thickness (AOT) and single scattering albedo (SSA). The retrieved AOT and SSA at 388 nm have a correlation with the Aerosol Robotic Network (AERONET) products that is comparable to or better than the correlation with the operational product during the campaign. The OE-based estimated error represented the variance of actual biases of AOT at 388 nm between the retrieval and AERONET measurements better than the operational error estimates. The forward model parameter errors were analyzed separately for both AOT and SSA retrievals. The surface reflectance at 388 nm, the imaginary part of the refractive index at 354 nm, and the number fine-mode fraction (FMF) were found to be the most important parameters affecting the retrieval accuracy of AOT, while FMF was the most important parameter for the SSA retrieval. The additional information provided with the retrievals, including the estimated error and degrees of freedom, is expected to be valuable for relevant studies. Detailed advantages of using the OE method were described and discussed in this paper.
An Optimal-Estimation-Based Aerosol Retrieval Algorithm Using OMI Near-UV Observations
NASA Technical Reports Server (NTRS)
Jeong, U; Kim, J.; Ahn, C.; Torres, O.; Liu, X.; Bhartia, P. K.; Spurr, R. J. D.; Haffner, D.; Chance, K.; Holben, B. N.
2016-01-01
An optimal-estimation(OE)-based aerosol retrieval algorithm using the OMI (Ozone Monitoring Instrument) near-ultraviolet observation was developed in this study. The OE-based algorithm has the merit of providing useful estimates of errors simultaneously with the inversion products. Furthermore, instead of using the traditional lookup tables for inversion, it performs online radiative transfer calculations with the VLIDORT (linearized pseudo-spherical vector discrete ordinate radiative transfer code) to eliminate interpolation errors and improve stability. The measurements and inversion products of the Distributed Regional Aerosol Gridded Observation Network campaign in northeast Asia (DRAGON NE-Asia 2012) were used to validate the retrieved aerosol optical thickness (AOT) and single scattering albedo (SSA). The retrieved AOT and SSA at 388 nm have a correlation with the Aerosol Robotic Network (AERONET) products that is comparable to or better than the correlation with the operational product during the campaign. The OEbased estimated error represented the variance of actual biases of AOT at 388 nm between the retrieval and AERONET measurements better than the operational error estimates. The forward model parameter errors were analyzed separately for both AOT and SSA retrievals. The surface reflectance at 388 nm, the imaginary part of the refractive index at 354 nm, and the number fine-mode fraction (FMF) were found to be the most important parameters affecting the retrieval accuracy of AOT, while FMF was the most important parameter for the SSA retrieval. The additional information provided with the retrievals, including the estimated error and degrees of freedom, is expected to be valuable for relevant studies. Detailed advantages of using the OE method were described and discussed in this paper.
Explicit error bounds for the α-quasi-periodic Helmholtz problem.
Lord, Natacha H; Mulholland, Anthony J
2013-10-01
This paper considers a finite element approach to modeling electromagnetic waves in a periodic diffraction grating. In particular, an a priori error estimate associated with the α-quasi-periodic transformation is derived. This involves the solution of the associated Helmholtz problem being written as a product of e(iαx) and an unknown function called the α-quasi-periodic solution. To begin with, the well-posedness of the continuous problem is examined using a variational formulation. The problem is then discretized, and a rigorous a priori error estimate, which guarantees the uniqueness of this approximate solution, is derived. In previous studies, the continuity of the Dirichlet-to-Neumann map has simply been assumed and the dependency of the regularity constant on the system parameters, such as the wavenumber, has not been shown. To address this deficiency, in this paper an explicit dependence on the wavenumber and the degree of the polynomial basis in the a priori error estimate is obtained. Since the finite element method is well known for dealing with any geometries, comparison of numerical results obtained using the α-quasi-periodic transformation with a lattice sum technique is then presented.
NASA Astrophysics Data System (ADS)
Farrell, Patricio; Koprucki, Thomas; Fuhrmann, Jürgen
2017-10-01
We compare three thermodynamically consistent numerical fluxes known in the literature, appearing in a Voronoï finite volume discretization of the van Roosbroeck system with general charge carrier statistics. Our discussion includes an extension of the Scharfetter-Gummel scheme to non-Boltzmann (e.g. Fermi-Dirac) statistics. It is based on the analytical solution of a two-point boundary value problem obtained by projecting the continuous differential equation onto the interval between neighboring collocation points. Hence, it serves as a reference flux. The exact solution of the boundary value problem can be approximated by computationally cheaper fluxes which modify certain physical quantities. One alternative scheme averages the nonlinear diffusion (caused by the non-Boltzmann nature of the problem), another one modifies the effective density of states. To study the differences between these three schemes, we analyze the Taylor expansions, derive an error estimate, visualize the flux error and show how the schemes perform for a carefully designed p-i-n benchmark simulation. We present strong evidence that the flux discretization based on averaging the nonlinear diffusion has an edge over the scheme based on modifying the effective density of states.
Bayesian phylogenetic estimation of fossil ages.
Drummond, Alexei J; Stadler, Tanja
2016-07-19
Recent advances have allowed for both morphological fossil evidence and molecular sequences to be integrated into a single combined inference of divergence dates under the rule of Bayesian probability. In particular, the fossilized birth-death tree prior and the Lewis-Mk model of discrete morphological evolution allow for the estimation of both divergence times and phylogenetic relationships between fossil and extant taxa. We exploit this statistical framework to investigate the internal consistency of these models by producing phylogenetic estimates of the age of each fossil in turn, within two rich and well-characterized datasets of fossil and extant species (penguins and canids). We find that the estimation accuracy of fossil ages is generally high with credible intervals seldom excluding the true age and median relative error in the two datasets of 5.7% and 13.2%, respectively. The median relative standard error (RSD) was 9.2% and 7.2%, respectively, suggesting good precision, although with some outliers. In fact, in the two datasets we analyse, the phylogenetic estimate of fossil age is on average less than 2 Myr from the mid-point age of the geological strata from which it was excavated. The high level of internal consistency found in our analyses suggests that the Bayesian statistical model employed is an adequate fit for both the geological and morphological data, and provides evidence from real data that the framework used can accurately model the evolution of discrete morphological traits coded from fossil and extant taxa. We anticipate that this approach will have diverse applications beyond divergence time dating, including dating fossils that are temporally unconstrained, testing of the 'morphological clock', and for uncovering potential model misspecification and/or data errors when controversial phylogenetic hypotheses are obtained based on combined divergence dating analyses.This article is part of the themed issue 'Dating species divergences using rocks and clocks'. © 2016 The Authors.
Bayesian phylogenetic estimation of fossil ages
Drummond, Alexei J.; Stadler, Tanja
2016-01-01
Recent advances have allowed for both morphological fossil evidence and molecular sequences to be integrated into a single combined inference of divergence dates under the rule of Bayesian probability. In particular, the fossilized birth–death tree prior and the Lewis-Mk model of discrete morphological evolution allow for the estimation of both divergence times and phylogenetic relationships between fossil and extant taxa. We exploit this statistical framework to investigate the internal consistency of these models by producing phylogenetic estimates of the age of each fossil in turn, within two rich and well-characterized datasets of fossil and extant species (penguins and canids). We find that the estimation accuracy of fossil ages is generally high with credible intervals seldom excluding the true age and median relative error in the two datasets of 5.7% and 13.2%, respectively. The median relative standard error (RSD) was 9.2% and 7.2%, respectively, suggesting good precision, although with some outliers. In fact, in the two datasets we analyse, the phylogenetic estimate of fossil age is on average less than 2 Myr from the mid-point age of the geological strata from which it was excavated. The high level of internal consistency found in our analyses suggests that the Bayesian statistical model employed is an adequate fit for both the geological and morphological data, and provides evidence from real data that the framework used can accurately model the evolution of discrete morphological traits coded from fossil and extant taxa. We anticipate that this approach will have diverse applications beyond divergence time dating, including dating fossils that are temporally unconstrained, testing of the ‘morphological clock', and for uncovering potential model misspecification and/or data errors when controversial phylogenetic hypotheses are obtained based on combined divergence dating analyses. This article is part of the themed issue ‘Dating species divergences using rocks and clocks’. PMID:27325827
Leak Detection and Location of Water Pipes Using Vibration Sensors and Modified ML Prefilter.
Choi, Jihoon; Shin, Joonho; Song, Choonggeun; Han, Suyong; Park, Doo Il
2017-09-13
This paper proposes a new leak detection and location method based on vibration sensors and generalised cross-correlation techniques. Considering the estimation errors of the power spectral densities (PSDs) and the cross-spectral density (CSD), the proposed method employs a modified maximum-likelihood (ML) prefilter with a regularisation factor. We derive a theoretical variance of the time difference estimation error through summation in the discrete-frequency domain, and find the optimal regularisation factor that minimises the theoretical variance in practical water pipe channels. The proposed method is compared with conventional correlation-based techniques via numerical simulations using a water pipe channel model, and it is shown through field measurement that the proposed modified ML prefilter outperforms conventional prefilters for the generalised cross-correlation. In addition, we provide a formula to calculate the leak location using the time difference estimate when different types of pipes are connected.
Leak Detection and Location of Water Pipes Using Vibration Sensors and Modified ML Prefilter
Shin, Joonho; Song, Choonggeun; Han, Suyong; Park, Doo Il
2017-01-01
This paper proposes a new leak detection and location method based on vibration sensors and generalised cross-correlation techniques. Considering the estimation errors of the power spectral densities (PSDs) and the cross-spectral density (CSD), the proposed method employs a modified maximum-likelihood (ML) prefilter with a regularisation factor. We derive a theoretical variance of the time difference estimation error through summation in the discrete-frequency domain, and find the optimal regularisation factor that minimises the theoretical variance in practical water pipe channels. The proposed method is compared with conventional correlation-based techniques via numerical simulations using a water pipe channel model, and it is shown through field measurement that the proposed modified ML prefilter outperforms conventional prefilters for the generalised cross-correlation. In addition, we provide a formula to calculate the leak location using the time difference estimate when different types of pipes are connected. PMID:28902154
Prediction of discretization error using the error transport equation
NASA Astrophysics Data System (ADS)
Celik, Ismail B.; Parsons, Don Roscoe
2017-06-01
This study focuses on an approach to quantify the discretization error associated with numerical solutions of partial differential equations by solving an error transport equation (ETE). The goal is to develop a method that can be used to adequately predict the discretization error using the numerical solution on only one grid/mesh. The primary problem associated with solving the ETE is the formulation of the error source term which is required for accurately predicting the transport of the error. In this study, a novel approach is considered which involves fitting the numerical solution with a series of locally smooth curves and then blending them together with a weighted spline approach. The result is a continuously differentiable analytic expression that can be used to determine the error source term. Once the source term has been developed, the ETE can easily be solved using the same solver that is used to obtain the original numerical solution. The new methodology is applied to the two-dimensional Navier-Stokes equations in the laminar flow regime. A simple unsteady flow case is also considered. The discretization error predictions based on the methodology presented in this study are in good agreement with the 'true error'. While in most cases the error predictions are not quite as accurate as those from Richardson extrapolation, the results are reasonable and only require one numerical grid. The current results indicate that there is much promise going forward with the newly developed error source term evaluation technique and the ETE.
A Comparison of Error-Correction Procedures on Skill Acquisition during Discrete-Trial Instruction
ERIC Educational Resources Information Center
Carroll, Regina A.; Joachim, Brad T.; St. Peter, Claire C.; Robinson, Nicole
2015-01-01
Previous research supports the use of a variety of error-correction procedures to facilitate skill acquisition during discrete-trial instruction. We used an adapted alternating treatments design to compare the effects of 4 commonly used error-correction procedures on skill acquisition for 2 children with attention deficit hyperactivity disorder…
An Evaluation of Programmed Treatment-integrity Errors during Discrete-trial Instruction
ERIC Educational Resources Information Center
Carroll, Regina A.; Kodak, Tiffany; Fisher, Wayne W.
2013-01-01
This study evaluated the effects of programmed treatment-integrity errors on skill acquisition for children with an autism spectrum disorder (ASD) during discrete-trial instruction (DTI). In Study 1, we identified common treatment-integrity errors that occur during academic instruction in schools. In Study 2, we simultaneously manipulated 3…
Adjoint-Based Mesh Adaptation for the Sonic Boom Signature Loudness
NASA Technical Reports Server (NTRS)
Rallabhandi, Sriram K.; Park, Michael A.
2017-01-01
The mesh adaptation functionality of FUN3D is utilized to obtain a mesh optimized to calculate sonic boom ground signature loudness. During this process, the coupling between the discrete-adjoints of the computational fluid dynamics tool FUN3D and the atmospheric propagation tool sBOOM is exploited to form the error estimate. This new mesh adaptation methodology will allow generation of suitable meshes adapted to reduce the estimated errors in the ground loudness, which is an optimization metric employed in supersonic aircraft design. This new output-based adaptation could allow new insights into meshing for sonic boom analysis and design, and complements existing output-based adaptation techniques such as adaptation to reduce estimated errors in off-body pressure functional. This effort could also have implications for other coupled multidisciplinary adjoint capabilities (e.g., aeroelasticity) as well as inclusion of propagation specific parameters such as prevailing winds or non-standard atmospheric conditions. Results are discussed in the context of existing methods and appropriate conclusions are drawn as to the efficacy and efficiency of the developed capability.
Reduced discretization error in HZETRN
DOE Office of Scientific and Technical Information (OSTI.GOV)
Slaba, Tony C., E-mail: Tony.C.Slaba@nasa.gov; Blattnig, Steve R., E-mail: Steve.R.Blattnig@nasa.gov; Tweed, John, E-mail: jtweed@odu.edu
2013-02-01
The deterministic particle transport code HZETRN is an efficient analysis tool for studying the effects of space radiation on humans, electronics, and shielding materials. In a previous work, numerical methods in the code were reviewed, and new methods were developed that further improved efficiency and reduced overall discretization error. It was also shown that the remaining discretization error could be attributed to low energy light ions (A < 4) with residual ranges smaller than the physical step-size taken by the code. Accurately resolving the spectrum of low energy light particles is important in assessing risk associated with astronaut radiation exposure.more » In this work, modifications to the light particle transport formalism are presented that accurately resolve the spectrum of low energy light ion target fragments. The modified formalism is shown to significantly reduce overall discretization error and allows a physical approximation to be removed. For typical step-sizes and energy grids used in HZETRN, discretization errors for the revised light particle transport algorithms are shown to be less than 4% for aluminum and water shielding thicknesses as large as 100 g/cm{sup 2} exposed to both solar particle event and galactic cosmic ray environments.« less
NASA Astrophysics Data System (ADS)
D'Ambrosio, Raffaele; Moccaldi, Martina; Paternoster, Beatrice
2018-05-01
In this paper, an adapted numerical scheme for reaction-diffusion problems generating periodic wavefronts is introduced. Adapted numerical methods for such evolutionary problems are specially tuned to follow prescribed qualitative behaviors of the solutions, making the numerical scheme more accurate and efficient as compared with traditional schemes already known in the literature. Adaptation through the so-called exponential fitting technique leads to methods whose coefficients depend on unknown parameters related to the dynamics and aimed to be numerically computed. Here we propose a strategy for a cheap and accurate estimation of such parameters, which consists essentially in minimizing the leading term of the local truncation error whose expression is provided in a rigorous accuracy analysis. In particular, the presented estimation technique has been applied to a numerical scheme based on combining an adapted finite difference discretization in space with an implicit-explicit time discretization. Numerical experiments confirming the effectiveness of the approach are also provided.
Aagten-Murphy, David; Cappagli, Giulia; Burr, David
2014-03-01
Expert musicians are able to time their actions accurately and consistently during a musical performance. We investigated how musical expertise influences the ability to reproduce auditory intervals and how this generalises across different techniques and sensory modalities. We first compared various reproduction strategies and interval length, to examine the effects in general and to optimise experimental conditions for testing the effect of music, and found that the effects were robust and consistent across different paradigms. Focussing on a 'ready-set-go' paradigm subjects reproduced time intervals drawn from distributions varying in total length (176, 352 or 704 ms) or in the number of discrete intervals within the total length (3, 5, 11 or 21 discrete intervals). Overall, Musicians performed more veridical than Non-Musicians, and all subjects reproduced auditory-defined intervals more accurately than visually-defined intervals. However, Non-Musicians, particularly with visual stimuli, consistently exhibited a substantial and systematic regression towards the mean interval. When subjects judged intervals from distributions of longer total length they tended to regress more towards the mean, while the ability to discriminate between discrete intervals within the distribution had little influence on subject error. These results are consistent with a Bayesian model that minimizes reproduction errors by incorporating a central tendency prior weighted by the subject's own temporal precision relative to the current distribution of intervals. Finally a strong correlation was observed between all durations of formal musical training and total reproduction errors in both modalities (accounting for 30% of the variance). Taken together these results demonstrate that formal musical training improves temporal reproduction, and that this improvement transfers from audition to vision. They further demonstrate the flexibility of sensorimotor mechanisms in adapting to different task conditions to minimise temporal estimation errors. © 2013.
Effects of Mesh Irregularities on Accuracy of Finite-Volume Discretization Schemes
NASA Technical Reports Server (NTRS)
Diskin, Boris; Thomas, James L.
2012-01-01
The effects of mesh irregularities on accuracy of unstructured node-centered finite-volume discretizations are considered. The focus is on an edge-based approach that uses unweighted least-squares gradient reconstruction with a quadratic fit. For inviscid fluxes, the discretization is nominally third order accurate on general triangular meshes. For viscous fluxes, the scheme is an average-least-squares formulation that is nominally second order accurate and contrasted with a common Green-Gauss discretization scheme. Gradient errors, truncation errors, and discretization errors are separately studied according to a previously introduced comprehensive methodology. The methodology considers three classes of grids: isotropic grids in a rectangular geometry, anisotropic grids typical of adapted grids, and anisotropic grids over a curved surface typical of advancing layer grids. The meshes within the classes range from regular to extremely irregular including meshes with random perturbation of nodes. Recommendations are made concerning the discretization schemes that are expected to be least sensitive to mesh irregularities in applications to turbulent flows in complex geometries.
A Nonlinear Adaptive Filter for Gyro Thermal Bias Error Cancellation
NASA Technical Reports Server (NTRS)
Galante, Joseph M.; Sanner, Robert M.
2012-01-01
Deterministic errors in angular rate gyros, such as thermal biases, can have a significant impact on spacecraft attitude knowledge. In particular, thermal biases are often the dominant error source in MEMS gyros after calibration. Filters, such as J\\,fEKFs, are commonly used to mitigate the impact of gyro errors and gyro noise on spacecraft closed loop pointing accuracy, but often have difficulty in rapidly changing thermal environments and can be computationally expensive. In this report an existing nonlinear adaptive filter is used as the basis for a new nonlinear adaptive filter designed to estimate and cancel thermal bias effects. A description of the filter is presented along with an implementation suitable for discrete-time applications. A simulation analysis demonstrates the performance of the filter in the presence of noisy measurements and provides a comparison with existing techniques.
Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.
Wei, Qinglai; Li, Benkai; Song, Ruizhuo
2018-04-01
In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.
Barnette, Daniel W.
2002-01-01
The present invention provides a method of grid generation that uses the geometry of the problem space and the governing relations to generate a grid. The method can generate a grid with minimized discretization errors, and with minimal user interaction. The method of the present invention comprises assigning grid cell locations so that, when the governing relations are discretized using the grid, at least some of the discretization errors are substantially zero. Conventional grid generation is driven by the problem space geometry; grid generation according to the present invention is driven by problem space geometry and by governing relations. The present invention accordingly can provide two significant benefits: more efficient and accurate modeling since discretization errors are minimized, and reduced cost grid generation since less human interaction is required.
Estimation of chromatic errors from broadband images for high contrast imaging: sensitivity analysis
NASA Astrophysics Data System (ADS)
Sirbu, Dan; Belikov, Ruslan
2016-01-01
Many concepts have been proposed to enable direct imaging of planets around nearby stars, and which would enable spectroscopic observations of their atmospheric observations and the potential discovery of biomarkers. The main technical challenge associated with direct imaging of exoplanets is to effectively control both the diffraction and scattered light from the star so that the dim planetary companion can be seen. Usage of an internal coronagraph with an adaptive optical system for wavefront correction is one of the most mature methods and is being developed as an instrument addition to the WFIRST-AFTA space mission. In addition, such instruments as GPI and SPHERE are already being used on the ground and are yielding spectra of giant planets. For the deformable mirror (DM) to recover a dark hole region with sufficiently high contrast in the image plane, mid-spatial frequency wavefront errors must be estimated. To date, most broadband lab demonstrations use narrowband filters to obtain an estimate of the the chromaticity of the wavefront error and this can result in usage of a large percentage of the total integration time. Previously, we have proposed a method to estimate the chromaticity of wavefront errors using only broadband images; we have demonstrated that under idealized conditions wavefront errors can be estimated from images composed of discrete wavelengths. This is achieved by using DM probes with sufficient spatially-localized chromatic diversity. Here we report on the results of a study of the performance of this method with respect to realistic broadband images including noise. Additionally, we study optimal probe patterns that enable reduction of the number of probes used and compare the integration time with narrowband and IFS estimation methods.
Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong
2015-01-23
In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.
NASA Technical Reports Server (NTRS)
Lee-Rausch, E. M.; Park, M. A.; Jones, W. T.; Hammond, D. P.; Nielsen, E. J.
2005-01-01
This paper demonstrates the extension of error estimation and adaptation methods to parallel computations enabling larger, more realistic aerospace applications and the quantification of discretization errors for complex 3-D solutions. Results were shown for an inviscid sonic-boom prediction about a double-cone configuration and a wing/body segmented leading edge (SLE) configuration where the output function of the adjoint was pressure integrated over a part of the cylinder in the near field. After multiple cycles of error estimation and surface/field adaptation, a significant improvement in the inviscid solution for the sonic boom signature of the double cone was observed. Although the double-cone adaptation was initiated from a very coarse mesh, the near-field pressure signature from the final adapted mesh compared very well with the wind-tunnel data which illustrates that the adjoint-based error estimation and adaptation process requires no a priori refinement of the mesh. Similarly, the near-field pressure signature for the SLE wing/body sonic boom configuration showed a significant improvement from the initial coarse mesh to the final adapted mesh in comparison with the wind tunnel results. Error estimation and field adaptation results were also presented for the viscous transonic drag prediction of the DLR-F6 wing/body configuration, and results were compared to a series of globally refined meshes. Two of these globally refined meshes were used as a starting point for the error estimation and field-adaptation process where the output function for the adjoint was the total drag. The field-adapted results showed an improvement in the prediction of the drag in comparison with the finest globally refined mesh and a reduction in the estimate of the remaining drag error. The adjoint-based adaptation parameter showed a need for increased resolution in the surface of the wing/body as well as a need for wake resolution downstream of the fuselage and wing trailing edge in order to achieve the requested drag tolerance. Although further adaptation was required to meet the requested tolerance, no further cycles were computed in order to avoid large discrepancies between the surface mesh spacing and the refined field spacing.
NASA Astrophysics Data System (ADS)
Becker, Roland; Vexler, Boris
2005-06-01
We consider the calibration of parameters in physical models described by partial differential equations. This task is formulated as a constrained optimization problem with a cost functional of least squares type using information obtained from measurements. An important issue in the numerical solution of this type of problem is the control of the errors introduced, first, by discretization of the equations describing the physical model, and second, by measurement errors or other perturbations. Our strategy is as follows: we suppose that the user defines an interest functional I, which might depend on both the state variable and the parameters and which represents the goal of the computation. First, we propose an a posteriori error estimator which measures the error with respect to this functional. This error estimator is used in an adaptive algorithm to construct economic meshes by local mesh refinement. The proposed estimator requires the solution of an auxiliary linear equation. Second, we address the question of sensitivity. Applying similar techniques as before, we derive quantities which describe the influence of small changes in the measurements on the value of the interest functional. These numbers, which we call relative condition numbers, give additional information on the problem under consideration. They can be computed by means of the solution of the auxiliary problem determined before. Finally, we demonstrate our approach at hand of a parameter calibration problem for a model flow problem.
Cheng, Jian; Deriche, Rachid; Jiang, Tianzi; Shen, Dinggang; Yap, Pew-Thian
2014-11-01
Spherical Deconvolution (SD) is commonly used for estimating fiber Orientation Distribution Functions (fODFs) from diffusion-weighted signals. Existing SD methods can be classified into two categories: 1) Continuous Representation based SD (CR-SD), where typically Spherical Harmonic (SH) representation is used for convenient analytical solutions, and 2) Discrete Representation based SD (DR-SD), where the signal profile is represented by a discrete set of basis functions uniformly oriented on the unit sphere. A feasible fODF should be non-negative and should integrate to unity throughout the unit sphere S(2). However, to our knowledge, most existing SH-based SD methods enforce non-negativity only on discretized points and not the whole continuum of S(2). Maximum Entropy SD (MESD) and Cartesian Tensor Fiber Orientation Distributions (CT-FOD) are the only SD methods that ensure non-negativity throughout the unit sphere. They are however computational intensive and are susceptible to errors caused by numerical spherical integration. Existing SD methods are also known to overestimate the number of fiber directions, especially in regions with low anisotropy. DR-SD introduces additional error in peak detection owing to the angular discretization of the unit sphere. This paper proposes a SD framework, called Non-Negative SD (NNSD), to overcome all the limitations above. NNSD is significantly less susceptible to the false-positive peaks, uses SH representation for efficient analytical spherical deconvolution, and allows accurate peak detection throughout the whole unit sphere. We further show that NNSD and most existing SD methods can be extended to work on multi-shell data by introducing a three-dimensional fiber response function. We evaluated NNSD in comparison with Constrained SD (CSD), a quadratic programming variant of CSD, MESD, and an L1-norm regularized non-negative least-squares DR-SD. Experiments on synthetic and real single-/multi-shell data indicate that NNSD improves estimation performance in terms of mean difference of angles, peak detection consistency, and anisotropy contrast between isotropic and anisotropic regions. Copyright © 2014 Elsevier Inc. All rights reserved.
Parallel Processing of Broad-Band PPM Signals
NASA Technical Reports Server (NTRS)
Gray, Andrew; Kang, Edward; Lay, Norman; Vilnrotter, Victor; Srinivasan, Meera; Lee, Clement
2010-01-01
A parallel-processing algorithm and a hardware architecture to implement the algorithm have been devised for timeslot synchronization in the reception of pulse-position-modulated (PPM) optical or radio signals. As in the cases of some prior algorithms and architectures for parallel, discrete-time, digital processing of signals other than PPM, an incoming broadband signal is divided into multiple parallel narrower-band signals by means of sub-sampling and filtering. The number of parallel streams is chosen so that the frequency content of the narrower-band signals is low enough to enable processing by relatively-low speed complementary metal oxide semiconductor (CMOS) electronic circuitry. The algorithm and architecture are intended to satisfy requirements for time-varying time-slot synchronization and post-detection filtering, with correction of timing errors independent of estimation of timing errors. They are also intended to afford flexibility for dynamic reconfiguration and upgrading. The architecture is implemented in a reconfigurable CMOS processor in the form of a field-programmable gate array. The algorithm and its hardware implementation incorporate three separate time-varying filter banks for three distinct functions: correction of sub-sample timing errors, post-detection filtering, and post-detection estimation of timing errors. The design of the filter bank for correction of timing errors, the method of estimating timing errors, and the design of a feedback-loop filter are governed by a host of parameters, the most critical one, with regard to processing very broadband signals with CMOS hardware, being the number of parallel streams (equivalently, the rate-reduction parameter).
Carroll, Regina A; Kodak, Tiffany; Adolf, Kari J
2016-03-01
We used an adapted alternating treatments design to compare skill acquisition during discrete-trial instruction using immediate reinforcement, delayed reinforcement with immediate praise, and delayed reinforcement for 2 children with autism spectrum disorder. Participants acquired the skills taught with immediate reinforcement; however, delayed reinforcement decreased the efficiency and effectiveness of discrete-trial instruction. We discuss the importance of evaluating the influence of treatment-integrity errors on skill acquisition during discrete-trial instruction. © 2015 Society for the Experimental Analysis of Behavior.
DART: a practical reconstruction algorithm for discrete tomography.
Batenburg, Kees Joost; Sijbers, Jan
2011-09-01
In this paper, we present an iterative reconstruction algorithm for discrete tomography, called discrete algebraic reconstruction technique (DART). DART can be applied if the scanned object is known to consist of only a few different compositions, each corresponding to a constant gray value in the reconstruction. Prior knowledge of the gray values for each of the compositions is exploited to steer the current reconstruction towards a reconstruction that contains only these gray values. Based on experiments with both simulated CT data and experimental μCT data, it is shown that DART is capable of computing more accurate reconstructions from a small number of projection images, or from a small angular range, than alternative methods. It is also shown that DART can deal effectively with noisy projection data and that the algorithm is robust with respect to errors in the estimation of the gray values.
A compressed sensing based approach on Discrete Algebraic Reconstruction Technique.
Demircan-Tureyen, Ezgi; Kamasak, Mustafa E
2015-01-01
Discrete tomography (DT) techniques are capable of computing better results, even using less number of projections than the continuous tomography techniques. Discrete Algebraic Reconstruction Technique (DART) is an iterative reconstruction method proposed to achieve this goal by exploiting a prior knowledge on the gray levels and assuming that the scanned object is composed from a few different densities. In this paper, DART method is combined with an initial total variation minimization (TvMin) phase to ensure a better initial guess and extended with a segmentation procedure in which the threshold values are estimated from a finite set of candidates to minimize both the projection error and the total variation (TV) simultaneously. The accuracy and the robustness of the algorithm is compared with the original DART by the simulation experiments which are done under (1) limited number of projections, (2) limited view problem and (3) noisy projections conditions.
Chen, Weisheng
2009-07-01
This paper focuses on the problem of adaptive neural network tracking control for a class of discrete-time pure-feedback systems with unknown control direction under amplitude and rate actuator constraints. Two novel state-feedback and output-feedback dynamic control laws are established where the function tanh(.) is employed to solve the saturation constraint problem. Implicit function theorem and mean value theorem are exploited to deal with non-affine variables that are used as actual control. Radial basis function neural networks are used to approximate the desired input function. Discrete Nussbaum gain is used to estimate the unknown sign of control gain. The uniform boundedness of all closed-loop signals is guaranteed. The tracking error is proved to converge to a small residual set around the origin. A simulation example is provided to illustrate the effectiveness of control schemes proposed in this paper.
Solving Upwind-Biased Discretizations. 2; Multigrid Solver Using Semicoarsening
NASA Technical Reports Server (NTRS)
Diskin, Boris
1999-01-01
This paper studies a novel multigrid approach to the solution for a second order upwind biased discretization of the convection equation in two dimensions. This approach is based on semi-coarsening and well balanced explicit correction terms added to coarse-grid operators to maintain on coarse-grid the same cross-characteristic interaction as on the target (fine) grid. Colored relaxation schemes are used on all the levels allowing a very efficient parallel implementation. The results of the numerical tests can be summarized as follows: 1) The residual asymptotic convergence rate of the proposed V(0, 2) multigrid cycle is about 3 per cycle. This convergence rate far surpasses the theoretical limit (4/3) predicted for standard multigrid algorithms using full coarsening. The reported efficiency does not deteriorate with increasing the cycle, depth (number of levels) and/or refining the target-grid mesh spacing. 2) The full multi-grid algorithm (FMG) with two V(0, 2) cycles on the target grid and just one V(0, 2) cycle on all the coarse grids always provides an approximate solution with the algebraic error less than the discretization error. Estimates of the total work in the FMG algorithm are ranged between 18 and 30 minimal work units (depending on the target (discretizatioin). Thus, the overall efficiency of the FMG solver closely approaches (if does not achieve) the goal of the textbook multigrid efficiency. 3) A novel approach to deriving a discrete solution approximating the true continuous solution with a relative accuracy given in advance is developed. An adaptive multigrid algorithm (AMA) using comparison of the solutions on two successive target grids to estimate the accuracy of the current target-grid solution is defined. A desired relative accuracy is accepted as an input parameter. The final target grid on which this accuracy can be achieved is chosen automatically in the solution process. the actual relative accuracy of the discrete solution approximation obtained by AMA is always better than the required accuracy; the computational complexity of the AMA algorithm is (nearly) optimal (comparable with the complexity of the FMG algorithm applied to solve the problem on the optimally spaced target grid).
1984-06-01
space discretization error . 1. I 3 1. INTRODUCTION Reaction- diffusion processes occur in many branches of biology and physical chemistry. Examples...to model reaction- diffusion phenomena. The primary goal of this adaptive method is to keep a particular norm of the space discretization error less...AD-A142 253 AN ADAPTIVE MET6 OFD LNES WITH ERROR CONTROL FOR 1 INST FOR PHYSICAL SCIENCE AND TECH. I BABUSKAAAO C7 EA OH S UMR AN UNVC EEP R
Research on the Factors Influencing the Measurement Errors of the Discrete Rogowski Coil †
Xu, Mengyuan; Yan, Jing; Geng, Yingsan; Zhang, Kun; Sun, Chao
2018-01-01
An innovative array of magnetic coils (the discrete Rogowski coil—RC) with the advantages of flexible structure, miniaturization and mass producibility is investigated. First, the mutual inductance between the discrete RC and circular and rectangular conductors are calculated using the magnetic vector potential (MVP) method. The results are found to be consistent with those calculated using the finite element method, but the MVP method is simpler and more practical. Then, the influence of conductor section parameters, inclination, and eccentricity on the accuracy of the discrete RC is calculated to provide a reference. Studying the influence of an external current on the discrete RC’s interference error reveals optimal values for length, winding density, and position arrangement of the solenoids. It has also found that eccentricity and interference errors decreasing with increasing number of solenoids. Finally, a discrete RC prototype is devised and manufactured. The experimental results show consistent output characteristics, with the calculated sensitivity and mutual inductance of the discrete RC being very close to the experimental results. The influence of an external conductor on the measurement of the discrete RC is analyzed experimentally, and the results show that interference from an external current decreases with increasing distance between the external and measured conductors. PMID:29534006
Research on the Factors Influencing the Measurement Errors of the Discrete Rogowski Coil.
Xu, Mengyuan; Yan, Jing; Geng, Yingsan; Zhang, Kun; Sun, Chao
2018-03-13
An innovative array of magnetic coils (the discrete Rogowski coil-RC) with the advantages of flexible structure, miniaturization and mass producibility is investigated. First, the mutual inductance between the discrete RC and circular and rectangular conductors are calculated using the magnetic vector potential (MVP) method. The results are found to be consistent with those calculated using the finite element method, but the MVP method is simpler and more practical. Then, the influence of conductor section parameters, inclination, and eccentricity on the accuracy of the discrete RC is calculated to provide a reference. Studying the influence of an external current on the discrete RC's interference error reveals optimal values for length, winding density, and position arrangement of the solenoids. It has also found that eccentricity and interference errors decreasing with increasing number of solenoids. Finally, a discrete RC prototype is devised and manufactured. The experimental results show consistent output characteristics, with the calculated sensitivity and mutual inductance of the discrete RC being very close to the experimental results. The influence of an external conductor on the measurement of the discrete RC is analyzed experimentally, and the results show that interference from an external current decreases with increasing distance between the external and measured conductors.
Brehm, Laurel; Goldrick, Matthew
2017-10-01
The current work uses memory errors to examine the mental representation of verb-particle constructions (VPCs; e.g., make up the story, cut up the meat). Some evidence suggests that VPCs are represented by a cline in which the relationship between the VPC and its component elements ranges from highly transparent (cut up) to highly idiosyncratic (make up). Other evidence supports a multiple class representation, characterizing VPCs as belonging to discretely separated classes differing in semantic and syntactic structure. We outline a novel paradigm to investigate the representation of VPCs in which we elicit illusory conjunctions, or memory errors sensitive to syntactic structure. We then use a novel application of piecewise regression to demonstrate that the resulting error pattern follows a cline rather than discrete classes. A preregistered replication verifies these findings, and a final preregistered study verifies that these errors reflect syntactic structure. This provides evidence for gradient rather than discrete representations across levels of representation in language processing. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
EAC: A program for the error analysis of STAGS results for plates
NASA Technical Reports Server (NTRS)
Sistla, Rajaram; Thurston, Gaylen A.; Bains, Nancy Jane C.
1989-01-01
A computer code is now available for estimating the error in results from the STAGS finite element code for a shell unit consisting of a rectangular orthotropic plate. This memorandum contains basic information about the computer code EAC (Error Analysis and Correction) and describes the connection between the input data for the STAGS shell units and the input data necessary to run the error analysis code. The STAGS code returns a set of nodal displacements and a discrete set of stress resultants; the EAC code returns a continuous solution for displacements and stress resultants. The continuous solution is defined by a set of generalized coordinates computed in EAC. The theory and the assumptions that determine the continuous solution are also outlined in this memorandum. An example of application of the code is presented and instructions on its usage on the Cyber and the VAX machines have been provided.
NASA Technical Reports Server (NTRS)
Menard, Richard; Chang, Lang-Ping
1998-01-01
A Kalman filter system designed for the assimilation of limb-sounding observations of stratospheric chemical tracers, which has four tunable covariance parameters, was developed in Part I (Menard et al. 1998) The assimilation results of CH4 observations from the Cryogenic Limb Array Etalon Sounder instrument (CLAES) and the Halogen Observation Experiment instrument (HALOE) on board of the Upper Atmosphere Research Satellite are described in this paper. A robust (chi)(sup 2) criterion, which provides a statistical validation of the forecast and observational error covariances, was used to estimate the tunable variance parameters of the system. In particular, an estimate of the model error variance was obtained. The effect of model error on the forecast error variance became critical after only three days of assimilation of CLAES observations, although it took 14 days of forecast to double the initial error variance. We further found that the model error due to numerical discretization as arising in the standard Kalman filter algorithm, is comparable in size to the physical model error due to wind and transport modeling errors together. Separate assimilations of CLAES and HALOE observations were compared to validate the state estimate away from the observed locations. A wave-breaking event that took place several thousands of kilometers away from the HALOE observation locations was well captured by the Kalman filter due to highly anisotropic forecast error correlations. The forecast error correlation in the assimilation of the CLAES observations was found to have a structure similar to that in pure forecast mode except for smaller length scales. Finally, we have conducted an analysis of the variance and correlation dynamics to determine their relative importance in chemical tracer assimilation problems. Results show that the optimality of a tracer assimilation system depends, for the most part, on having flow-dependent error correlation rather than on evolving the error variance.
Influence of transport uncertainty on annual mean and seasonal inversions of atmospheric CO2 data
NASA Astrophysics Data System (ADS)
Peylin, Philippe; Baker, David; Sarmiento, Jorge; Ciais, Philippe; Bousquet, Philippe
2002-10-01
Inversion methods are often used to estimate surface CO2 fluxes from atmospheric CO2 concentration measurements, given an atmospheric transport model to relate the two. The published estimates disagree strongly on the location of the main sources and sinks, however. Are these differences due to the different time spans considered, or are they artifacts of the method and data used? Here we assess the uncertainty in such estimates due to the choice of time discretization of the measurements and fluxes, the spatial resolution of the fluxes, and the transport model. A suite of 27 Bayesian least squares inversions has been run, given by varying the number of flux regions solved for (7, 12, and 17), the time discretization (annual/annual, annual/monthly, and monthly/monthly for the fluxes/data), and the transport model (TM2, TM3, and GCTM), while holding all other inversion details constant. The estimated fluxes from this ensemble of inversions for the land + ocean sum are stable over large zonal bands, but the spread in the results increases when considering the longitudinal flux distribution inside these bands. On average for 1990-1994 the inversions place a large CO2 uptake north of 30°N (3.2 ± 0.3 GtC yr-1), mostly over the land regions, with more in Eurasia than North America. The ocean fluxes are generally smaller than given by [1999], especially south of 15°S and in the global total, where they are less than half as large. A small uptake is found for the tropical land regions, suggesting that growth more than compensates for deforestation there. The results for the different transport models are consistent with their known mixing properties; the longitudinal pattern of their land biosphere rectifier, in particular, strongly influences the regional partitioning of the flux in the north. While differences between the transport models contribute significantly to the spread of the results, an equivalent or even larger spread is due to the time discretization method used: Solving for annual mean fluxes with monthly mean measurements tended to give spurious land/ocean flux partition in the north. We suggest then that this time discretization method be avoided. Overall, the uncertainty quoted for the estimated fluxes should include not only the random error calculated by the inversion equations but also all the systematic errors in the problem, such as those addressed in this study.
An evaluation of programmed treatment-integrity errors during discrete-trial instruction.
Carroll, Regina A; Kodak, Tiffany; Fisher, Wayne W
2013-01-01
This study evaluated the effects of programmed treatment-integrity errors on skill acquisition for children with an autism spectrum disorder (ASD) during discrete-trial instruction (DTI). In Study 1, we identified common treatment-integrity errors that occur during academic instruction in schools. In Study 2, we simultaneously manipulated 3 integrity errors during DTI. In Study 3, we evaluated the effects of each of the 3 integrity errors separately on skill acquisition during DTI. Results showed that participants either demonstrated slower skill acquisition or did not acquire the target skills when instruction included treatment-integrity errors. © Society for the Experimental Analysis of Behavior.
NASA Astrophysics Data System (ADS)
Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel
2018-05-01
We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.
46 CFR 520.14 - Special permission.
Code of Federal Regulations, 2010 CFR
2010-10-01
... the Commission, in its discretion and for good cause shown, to permit increases or decreases in rates... its discretion and for good cause shown, permit departures from the requirements of this part. (b) Clerical errors. Typographical and/or clerical errors constitute good cause for the exercise of special...
46 CFR 520.14 - Special permission.
Code of Federal Regulations, 2011 CFR
2011-10-01
... the Commission, in its discretion and for good cause shown, to permit increases or decreases in rates... its discretion and for good cause shown, permit departures from the requirements of this part. (b) Clerical errors. Typographical and/or clerical errors constitute good cause for the exercise of special...
DOE Office of Scientific and Technical Information (OSTI.GOV)
Woods, M. P.; Centre for Quantum Technologies, National University of Singapore; QuTech, Delft University of Technology, Lorentzweg 1, 2611 CJ Delft
2016-02-15
Instances of discrete quantum systems coupled to a continuum of oscillators are ubiquitous in physics. Often the continua are approximated by a discrete set of modes. We derive error bounds on expectation values of system observables that have been time evolved under such discretised Hamiltonians. These bounds take on the form of a function of time and the number of discrete modes, where the discrete modes are chosen according to Gauss quadrature rules. The derivation makes use of tools from the field of Lieb-Robinson bounds and the theory of orthonormal polynomials.
First-Order System Least-Squares for the Navier-Stokes Equations
NASA Technical Reports Server (NTRS)
Bochev, P.; Cai, Z.; Manteuffel, T. A.; McCormick, S. F.
1996-01-01
This paper develops a least-squares approach to the solution of the incompressible Navier-Stokes equations in primitive variables. As with our earlier work on Stokes equations, we recast the Navier-Stokes equations as a first-order system by introducing a velocity flux variable and associated curl and trace equations. We show that the resulting system is well-posed, and that an associated least-squares principle yields optimal discretization error estimates in the H(sup 1) norm in each variable (including the velocity flux) and optimal multigrid convergence estimates for the resulting algebraic system.
Estimated spectrum adaptive postfilter and the iterative prepost filtering algirighms
NASA Technical Reports Server (NTRS)
Linares, Irving (Inventor)
2004-01-01
The invention presents The Estimated Spectrum Adaptive Postfilter (ESAP) and the Iterative Prepost Filter (IPF) algorithms. These algorithms model a number of image-adaptive post-filtering and pre-post filtering methods. They are designed to minimize Discrete Cosine Transform (DCT) blocking distortion caused when images are highly compressed with the Joint Photographic Expert Group (JPEG) standard. The ESAP and the IPF techniques of the present invention minimize the mean square error (MSE) to improve the objective and subjective quality of low-bit-rate JPEG gray-scale images while simultaneously enhancing perceptual visual quality with respect to baseline JPEG images.
Unified Computational Methods for Regression Analysis of Zero-Inflated and Bound-Inflated Data
Yang, Yan; Simpson, Douglas
2010-01-01
Bounded data with excess observations at the boundary are common in many areas of application. Various individual cases of inflated mixture models have been studied in the literature for bound-inflated data, yet the computational methods have been developed separately for each type of model. In this article we use a common framework for computing these models, and expand the range of models for both discrete and semi-continuous data with point inflation at the lower boundary. The quasi-Newton and EM algorithms are adapted and compared for estimation of model parameters. The numerical Hessian and generalized Louis method are investigated as means for computing standard errors after optimization. Correlated data are included in this framework via generalized estimating equations. The estimation of parameters and effectiveness of standard errors are demonstrated through simulation and in the analysis of data from an ultrasound bioeffect study. The unified approach enables reliable computation for a wide class of inflated mixture models and comparison of competing models. PMID:20228950
Pratte, Michael S.; Park, Young Eun; Rademaker, Rosanne L.; Tong, Frank
2016-01-01
If we view a visual scene that contains many objects, then momentarily close our eyes, some details persist while others seem to fade. Discrete models of visual working memory (VWM) assume that only a few items can be actively maintained in memory, beyond which pure guessing will emerge. Alternatively, continuous resource models assume that all items in a visual scene can be stored with some precision. Distinguishing between these competing models is challenging, however, as resource models that allow for stochastically variable precision (across items and trials) can produce error distributions that resemble random guessing behavior. Here, we evaluated the hypothesis that a major source of variability in VWM performance arises from systematic variation in precision across the stimuli themselves; such stimulus-specific variability can be incorporated into both discrete-capacity and variable-precision resource models. Participants viewed multiple oriented gratings, and then reported the orientation of a cued grating from memory. When modeling the overall distribution of VWM errors, we found that the variable-precision resource model outperformed the discrete model. However, VWM errors revealed a pronounced “oblique effect”, with larger errors for oblique than cardinal orientations. After this source of variability was incorporated into both models, we found that the discrete model provided a better account of VWM errors. Our results demonstrate that variable precision across the stimulus space can lead to an unwarranted advantage for resource models that assume stochastically variable precision. When these deterministic sources are adequately modeled, human working memory performance reveals evidence of a discrete capacity limit. PMID:28004957
Pratte, Michael S; Park, Young Eun; Rademaker, Rosanne L; Tong, Frank
2017-01-01
If we view a visual scene that contains many objects, then momentarily close our eyes, some details persist while others seem to fade. Discrete models of visual working memory (VWM) assume that only a few items can be actively maintained in memory, beyond which pure guessing will emerge. Alternatively, continuous resource models assume that all items in a visual scene can be stored with some precision. Distinguishing between these competing models is challenging, however, as resource models that allow for stochastically variable precision (across items and trials) can produce error distributions that resemble random guessing behavior. Here, we evaluated the hypothesis that a major source of variability in VWM performance arises from systematic variation in precision across the stimuli themselves; such stimulus-specific variability can be incorporated into both discrete-capacity and variable-precision resource models. Participants viewed multiple oriented gratings, and then reported the orientation of a cued grating from memory. When modeling the overall distribution of VWM errors, we found that the variable-precision resource model outperformed the discrete model. However, VWM errors revealed a pronounced "oblique effect," with larger errors for oblique than cardinal orientations. After this source of variability was incorporated into both models, we found that the discrete model provided a better account of VWM errors. Our results demonstrate that variable precision across the stimulus space can lead to an unwarranted advantage for resource models that assume stochastically variable precision. When these deterministic sources are adequately modeled, human working memory performance reveals evidence of a discrete capacity limit. (PsycINFO Database Record (c) 2016 APA, all rights reserved).
CADNA: a library for estimating round-off error propagation
NASA Astrophysics Data System (ADS)
Jézéquel, Fabienne; Chesneaux, Jean-Marie
2008-06-01
The CADNA library enables one to estimate round-off error propagation using a probabilistic approach. With CADNA the numerical quality of any simulation program can be controlled. Furthermore by detecting all the instabilities which may occur at run time, a numerical debugging of the user code can be performed. CADNA provides new numerical types on which round-off errors can be estimated. Slight modifications are required to control a code with CADNA, mainly changes in variable declarations, input and output. This paper describes the features of the CADNA library and shows how to interpret the information it provides concerning round-off error propagation in a code. Program summaryProgram title:CADNA Catalogue identifier:AEAT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAT_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.:53 420 No. of bytes in distributed program, including test data, etc.:566 495 Distribution format:tar.gz Programming language:Fortran Computer:PC running LINUX with an i686 or an ia64 processor, UNIX workstations including SUN, IBM Operating system:LINUX, UNIX Classification:4.14, 6.5, 20 Nature of problem:A simulation program which uses floating-point arithmetic generates round-off errors, due to the rounding performed at each assignment and at each arithmetic operation. Round-off error propagation may invalidate the result of a program. The CADNA library enables one to estimate round-off error propagation in any simulation program and to detect all numerical instabilities that may occur at run time. Solution method:The CADNA library [1] implements Discrete Stochastic Arithmetic [2-4] which is based on a probabilistic model of round-off errors. The program is run several times with a random rounding mode generating different results each time. From this set of results, CADNA estimates the number of exact significant digits in the result that would have been computed with standard floating-point arithmetic. Restrictions:CADNA requires a Fortran 90 (or newer) compiler. In the program to be linked with the CADNA library, round-off errors on complex variables cannot be estimated. Furthermore array functions such as product or sum must not be used. Only the arithmetic operators and the abs, min, max and sqrt functions can be used for arrays. Running time:The version of a code which uses CADNA runs at least three times slower than its floating-point version. This cost depends on the computer architecture and can be higher if the detection of numerical instabilities is enabled. In this case, the cost may be related to the number of instabilities detected. References:The CADNA library, URL address: http://www.lip6.fr/cadna. J.-M. Chesneaux, L'arithmétique Stochastique et le Logiciel CADNA, Habilitation á diriger des recherches, Université Pierre et Marie Curie, Paris, 1995. J. Vignes, A stochastic arithmetic for reliable scientific computation, Math. Comput. Simulation 35 (1993) 233-261. J. Vignes, Discrete stochastic arithmetic for validating results of numerical software, Numer. Algorithms 37 (2004) 377-390.
Accuracy Analysis for Finite-Volume Discretization Schemes on Irregular Grids
NASA Technical Reports Server (NTRS)
Diskin, Boris; Thomas, James L.
2010-01-01
A new computational analysis tool, downscaling test, is introduced and applied for studying the convergence rates of truncation and discretization errors of nite-volume discretization schemes on general irregular (e.g., unstructured) grids. The study shows that the design-order convergence of discretization errors can be achieved even when truncation errors exhibit a lower-order convergence or, in some cases, do not converge at all. The downscaling test is a general, efficient, accurate, and practical tool, enabling straightforward extension of verification and validation to general unstructured grid formulations. It also allows separate analysis of the interior, boundaries, and singularities that could be useful even in structured-grid settings. There are several new findings arising from the use of the downscaling test analysis. It is shown that the discretization accuracy of a common node-centered nite-volume scheme, known to be second-order accurate for inviscid equations on triangular grids, degenerates to first order for mixed grids. Alternative node-centered schemes are presented and demonstrated to provide second and third order accuracies on general mixed grids. The local accuracy deterioration at intersections of tangency and in flow/outflow boundaries is demonstrated using the DS tests tailored to examining the local behavior of the boundary conditions. The discretization-error order reduction within inviscid stagnation regions is demonstrated. The accuracy deterioration is local, affecting mainly the velocity components, but applies to any order scheme.
An automatic frequency control loop using overlapping DFTs (Discrete Fourier Transforms)
NASA Technical Reports Server (NTRS)
Aguirre, S.
1988-01-01
An automatic frequency control (AFC) loop is introduced and analyzed in detail. The new scheme is a generalization of the well known Cross Product AFC loop that uses running overlapping discrete Fourier transforms (DFTs) to create a discriminator curve. Linear analysis is included and supported with computer simulations. The algorithm is tested in a low carrier to noise ratio (CNR) dynamic environment, and the probability of loss of lock is estimated via computer simulations. The algorithm discussed is a suboptimum tracking scheme with a larger frequency error variance compared to an optimum strategy, but offers simplicity of implementation and a very low operating threshold CNR. This technique can be applied during the carrier acquisition and re-acquisition process in the Advanced Receiver.
Parallel, adaptive finite element methods for conservation laws
NASA Technical Reports Server (NTRS)
Biswas, Rupak; Devine, Karen D.; Flaherty, Joseph E.
1994-01-01
We construct parallel finite element methods for the solution of hyperbolic conservation laws in one and two dimensions. Spatial discretization is performed by a discontinuous Galerkin finite element method using a basis of piecewise Legendre polynomials. Temporal discretization utilizes a Runge-Kutta method. Dissipative fluxes and projection limiting prevent oscillations near solution discontinuities. A posteriori estimates of spatial errors are obtained by a p-refinement technique using superconvergence at Radau points. The resulting method is of high order and may be parallelized efficiently on MIMD computers. We compare results using different limiting schemes and demonstrate parallel efficiency through computations on an NCUBE/2 hypercube. We also present results using adaptive h- and p-refinement to reduce the computational cost of the method.
The nonconforming virtual element method for eigenvalue problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gardini, Francesca; Manzini, Gianmarco; Vacca, Giuseppe
We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible formulations of the discrete problem, derived respectively by the nonstabilized and stabilized approximation of the L 2-inner product, and we study the convergence properties of the corresponding discrete eigenvalue problems. The proposed schemes provide a correct approximation of the spectrum and we prove optimal-order error estimates for the eigenfunctions and the usual double order of convergence of the eigenvalues. Finally we show a large set of numericalmore » tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.« less
New Statistical Techniques for Evaluating Longitudinal Models.
ERIC Educational Resources Information Center
Murray, James R.; Wiley, David E.
A basic methodological approach in developmental studies is the collection of longitudinal data. Behavioral data cen take at least two forms, qualitative (or discrete) and quantitative. Both types are fallible. Measurement errors can occur in quantitative data and measures of these are based on error variance. Qualitative or discrete data can…
Finite Volume Methods: Foundation and Analysis
NASA Technical Reports Server (NTRS)
Barth, Timothy; Ohlberger, Mario
2003-01-01
Finite volume methods are a class of discretization schemes that have proven highly successful in approximating the solution of a wide variety of conservation law systems. They are extensively used in fluid mechanics, porous media flow, meteorology, electromagnetics, models of biological processes, semi-conductor device simulation and many other engineering areas governed by conservative systems that can be written in integral control volume form. This article reviews elements of the foundation and analysis of modern finite volume methods. The primary advantages of these methods are numerical robustness through the obtention of discrete maximum (minimum) principles, applicability on very general unstructured meshes, and the intrinsic local conservation properties of the resulting schemes. Throughout this article, specific attention is given to scalar nonlinear hyperbolic conservation laws and the development of high order accurate schemes for discretizing them. A key tool in the design and analysis of finite volume schemes suitable for non-oscillatory discontinuity capturing is discrete maximum principle analysis. A number of building blocks used in the development of numerical schemes possessing local discrete maximum principles are reviewed in one and several space dimensions, e.g. monotone fluxes, E-fluxes, TVD discretization, non-oscillatory reconstruction, slope limiters, positive coefficient schemes, etc. When available, theoretical results concerning a priori and a posteriori error estimates are given. Further advanced topics are then considered such as high order time integration, discretization of diffusion terms and the extension to systems of nonlinear conservation laws.
Valeri, Linda; Lin, Xihong; VanderWeele, Tyler J.
2014-01-01
Mediation analysis is a popular approach to examine the extent to which the effect of an exposure on an outcome is through an intermediate variable (mediator) and the extent to which the effect is direct. When the mediator is mis-measured the validity of mediation analysis can be severely undermined. In this paper we first study the bias of classical, non-differential measurement error on a continuous mediator in the estimation of direct and indirect causal effects in generalized linear models when the outcome is either continuous or discrete and exposure-mediator interaction may be present. Our theoretical results as well as a numerical study demonstrate that in the presence of non-linearities the bias of naive estimators for direct and indirect effects that ignore measurement error can take unintuitive directions. We then develop methods to correct for measurement error. Three correction approaches using method of moments, regression calibration and SIMEX are compared. We apply the proposed method to the Massachusetts General Hospital lung cancer study to evaluate the effect of genetic variants mediated through smoking on lung cancer risk. PMID:25220625
NASA Astrophysics Data System (ADS)
Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.
2016-07-01
This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.
Craig, Benjamin M; Busschbach, Jan JV
2009-01-01
Background To present an episodic random utility model that unifies time trade-off and discrete choice approaches in health state valuation. Methods First, we introduce two alternative random utility models (RUMs) for health preferences: the episodic RUM and the more common instant RUM. For the interpretation of time trade-off (TTO) responses, we show that the episodic model implies a coefficient estimator, and the instant model implies a mean slope estimator. Secondly, we demonstrate these estimators and the differences between the estimates for 42 health states using TTO responses from the seminal Measurement and Valuation in Health (MVH) study conducted in the United Kingdom. Mean slopes are estimates with and without Dolan's transformation of worse-than-death (WTD) responses. Finally, we demonstrate an exploded probit estimator, an extension of the coefficient estimator for discrete choice data that accommodates both TTO and rank responses. Results By construction, mean slopes are less than or equal to coefficients, because slopes are fractions and, therefore, magnify downward errors in WTD responses. The Dolan transformation of WTD responses causes mean slopes to increase in similarity to coefficient estimates, yet they are not equivalent (i.e., absolute mean difference = 0.179). Unlike mean slopes, coefficient estimates demonstrate strong concordance with rank-based predictions (Lin's rho = 0.91). Combining TTO and rank responses under the exploded probit model improves the identification of health state values, decreasing the average width of confidence intervals from 0.057 to 0.041 compared to TTO only results. Conclusion The episodic RUM expands upon the theoretical framework underlying health state valuation and contributes to health econometrics by motivating the selection of coefficient and exploded probit estimators for the analysis of TTO and rank responses. In future MVH surveys, sample size requirements may be reduced through the incorporation of multiple responses under a single estimator. PMID:19144115
Wind estimates from cloud motions: Phase 1 of an in situ aircraft verification experiment
NASA Technical Reports Server (NTRS)
Hasler, A. F.; Shenk, W. E.; Skillman, W.
1974-01-01
An initial experiment was conducted to verify geostationary satellite derived cloud motion wind estimates with in situ aircraft wind velocity measurements. Case histories of one-half hour to two hours were obtained for 3-10km diameter cumulus cloud systems on 6 days. Also, one cirrus cloud case was obtained. In most cases the clouds were discrete enough that both the cloud motion and the ambient wind could be measured with the same aircraft Inertial Navigation System (INS). Since the INS drift error is the same for both the cloud motion and wind measurements, the drift error subtracts out of the relative motion determinations. The magnitude of the vector difference between the cloud motion and the ambient wind at the cloud base averaged 1.2 m/sec. The wind vector at higher levels in the cloud layer differed by about 3 m/sec to 5 m/sec from the cloud motion vector.
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.
Galerkin v. discrete-optimal projection in nonlinear model reduction
DOE Office of Scientific and Technical Information (OSTI.GOV)
Carlberg, Kevin Thomas; Barone, Matthew Franklin; Antil, Harbir
Discrete-optimal model-reduction techniques such as the Gauss{Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible ow problems where standard Galerkin techniques have failed. However, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform projection at the time-continuous level, while discrete-optimal techniques do so at the time-discrete level. This work provides a detailed theoretical and experimental comparison of the two techniques for two common classes of time integrators: linear multistep schemes and Runge{Kutta schemes.more » We present a number of new ndings, including conditions under which the discrete-optimal ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and experimentally that decreasing the time step does not necessarily decrease the error for the discrete-optimal ROM; instead, the time step should be `matched' to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible- ow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the discrete-optimal reduced-order model by an order of magnitude.« less
Zhang, Zhi-Hui; Yang, Guang-Hong
2017-05-01
This paper provides a novel event-triggered fault detection (FD) scheme for discrete-time linear systems. First, an event-triggered interval observer is proposed to generate the upper and lower residuals by taking into account the influence of the disturbances and the event error. Second, the robustness of the residual interval against the disturbances and the fault sensitivity are improved by introducing l 1 and H ∞ performances. Third, dilated linear matrix inequalities are used to decouple the Lyapunov matrices from the system matrices. The nonnegative conditions for the estimation error variables are presented with the aid of the slack matrix variables. This technique allows considering a more general Lyapunov function. Furthermore, the FD decision scheme is proposed by monitoring whether the zero value belongs to the residual interval. It is shown that the information communication burden is reduced by designing the event-triggering mechanism, while the FD performance can still be guaranteed. Finally, simulation results demonstrate the effectiveness of the proposed method. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Eigenvalue sensitivity of sampled time systems operating in closed loop
NASA Astrophysics Data System (ADS)
Bernal, Dionisio
2018-05-01
The use of feedback to create closed-loop eigenstructures with high sensitivity has received some attention in the Structural Health Monitoring field. Although practical implementation is necessarily digital, and thus in sampled time, work thus far has center on the continuous time framework, both in design and in checking performance. It is shown in this paper that the performance in discrete time, at typical sampling rates, can differ notably from that anticipated in the continuous time formulation and that discrepancies can be particularly large on the real part of the eigenvalue sensitivities; a consequence being important error on the (linear estimate) of the level of damage at which closed-loop stability is lost. As one anticipates, explicit consideration of the sampling rate poses no special difficulties in the closed-loop eigenstructure design and the relevant expressions are developed in the paper, including a formula for the efficient evaluation of the derivative of the matrix exponential based on the theory of complex perturbations. The paper presents an easily reproduced numerical example showing the level of error that can result when the discrete time implementation of the controller is not considered.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Antonova, A. O., E-mail: aoantonova@mail.ru; Savyolova, T. I.
2016-05-15
A two-dimensional mathematical model of a polycrystalline sample and an experiment on electron backscattering diffraction (EBSD) is considered. The measurement parameters are taken to be the scanning step and threshold grain-boundary angle. Discrete pole figures for materials with hexagonal symmetry have been calculated based on the results of the model experiment. Discrete and smoothed (by the kernel method) pole figures of the model sample and the samples in the model experiment are compared using homogeneity criterion χ{sup 2}, an estimate of the pole figure maximum and its coordinate, a deviation of the pole figures of the model in the experimentmore » from the sample in the space of L{sub 1} measurable functions, and the RP-criterion for estimating the pole figure errors. Is is shown that the problem of calculating pole figures is ill-posed and their determination with respect to measurement parameters is not reliable.« less
Energy and Quality-Aware Multimedia Signal Processing
NASA Astrophysics Data System (ADS)
Emre, Yunus
Today's mobile devices have to support computation-intensive multimedia applications with a limited energy budget. In this dissertation, we present architecture level and algorithm-level techniques that reduce energy consumption of these devices with minimal impact on system quality. First, we present novel techniques to mitigate the effects of SRAM memory failures in JPEG2000 implementations operating in scaled voltages. We investigate error control coding schemes and propose an unequal error protection scheme tailored for JPEG2000 that reduces overhead without affecting the performance. Furthermore, we propose algorithm-specific techniques for error compensation that exploit the fact that in JPEG2000 the discrete wavelet transform outputs have larger values for low frequency subband coefficients and smaller values for high frequency subband coefficients. Next, we present use of voltage overscaling to reduce the data-path power consumption of JPEG codecs. We propose an algorithm-specific technique which exploits the characteristics of the quantized coefficients after zig-zag scan to mitigate errors introduced by aggressive voltage scaling. Third, we investigate the effect of reducing dynamic range for datapath energy reduction. We analyze the effect of truncation error and propose a scheme that estimates the mean value of the truncation error during the pre-computation stage and compensates for this error. Such a scheme is very effective for reducing the noise power in applications that are dominated by additions and multiplications such as FIR filter and transform computation. We also present a novel sum of absolute difference (SAD) scheme that is based on most significant bit truncation. The proposed scheme exploits the fact that most of the absolute difference (AD) calculations result in small values, and most of the large AD values do not contribute to the SAD values of the blocks that are selected. Such a scheme is highly effective in reducing the energy consumption of motion estimation and intra-prediction kernels in video codecs. Finally, we present several hybrid energy-saving techniques based on combination of voltage scaling, computation reduction and dynamic range reduction that further reduce the energy consumption while keeping the performance degradation very low. For instance, a combination of computation reduction and dynamic range reduction for Discrete Cosine Transform shows on average, 33% to 46% reduction in energy consumption while incurring only 0.5dB to 1.5dB loss in PSNR.
Lee, Michael T.; Asquith, William H.; Oden, Timothy D.
2012-01-01
In December 2005, the U.S. Geological Survey (USGS), in cooperation with the City of Houston, Texas, began collecting discrete water-quality samples for nutrients, total organic carbon, bacteria (Escherichia coli and total coliform), atrazine, and suspended sediment at two USGS streamflow-gaging stations that represent watersheds contributing to Lake Houston (08068500 Spring Creek near Spring, Tex., and 08070200 East Fork San Jacinto River near New Caney, Tex.). Data from the discrete water-quality samples collected during 2005–9, in conjunction with continuously monitored real-time data that included streamflow and other physical water-quality properties (specific conductance, pH, water temperature, turbidity, and dissolved oxygen), were used to develop regression models for the estimation of concentrations of water-quality constituents of substantial source watersheds to Lake Houston. The potential explanatory variables included discharge (streamflow), specific conductance, pH, water temperature, turbidity, dissolved oxygen, and time (to account for seasonal variations inherent in some water-quality data). The response variables (the selected constituents) at each site were nitrite plus nitrate nitrogen, total phosphorus, total organic carbon, E. coli, atrazine, and suspended sediment. The explanatory variables provide easily measured quantities to serve as potential surrogate variables to estimate concentrations of the selected constituents through statistical regression. Statistical regression also facilitates accompanying estimates of uncertainty in the form of prediction intervals. Each regression model potentially can be used to estimate concentrations of a given constituent in real time. Among other regression diagnostics, the diagnostics used as indicators of general model reliability and reported herein include the adjusted R-squared, the residual standard error, residual plots, and p-values. Adjusted R-squared values for the Spring Creek models ranged from .582–.922 (dimensionless). The residual standard errors ranged from .073–.447 (base-10 logarithm). Adjusted R-squared values for the East Fork San Jacinto River models ranged from .253–.853 (dimensionless). The residual standard errors ranged from .076–.388 (base-10 logarithm). In conjunction with estimated concentrations, constituent loads can be estimated by multiplying the estimated concentration by the corresponding streamflow and by applying the appropriate conversion factor. The regression models presented in this report are site specific, that is, they are specific to the Spring Creek and East Fork San Jacinto River streamflow-gaging stations; however, the general methods that were developed and documented could be applied to most perennial streams for the purpose of estimating real-time water quality data.
Statistical plant set estimation using Schroeder-phased multisinusoidal input design
NASA Technical Reports Server (NTRS)
Bayard, D. S.
1992-01-01
A frequency domain method is developed for plant set estimation. The estimation of a plant 'set' rather than a point estimate is required to support many methods of modern robust control design. The approach here is based on using a Schroeder-phased multisinusoid input design which has the special property of placing input energy only at the discrete frequency points used in the computation. A detailed analysis of the statistical properties of the frequency domain estimator is given, leading to exact expressions for the probability distribution of the estimation error, and many important properties. It is shown that, for any nominal parametric plant estimate, one can use these results to construct an overbound on the additive uncertainty to any prescribed statistical confidence. The 'soft' bound thus obtained can be used to replace 'hard' bounds presently used in many robust control analysis and synthesis methods.
A novel approach to evaluation of pest insect abundance in the presence of noise.
Embleton, Nina; Petrovskaya, Natalia
2014-03-01
Evaluation of pest abundance is an important task of integrated pest management. It has recently been shown that evaluation of pest population size from discrete sampling data can be done by using the ideas of numerical integration. Numerical integration of the pest population density function is a computational technique that readily gives us an estimate of the pest population size, where the accuracy of the estimate depends on the number of traps installed in the agricultural field to collect the data. However, in a standard mathematical problem of numerical integration, it is assumed that the data are precise, so that the random error is zero when the data are collected. This assumption does not hold in ecological applications. An inherent random error is often present in field measurements, and therefore it may strongly affect the accuracy of evaluation. In our paper, we offer a novel approach to evaluate the pest insect population size under the assumption that the data about the pest population include a random error. The evaluation is not based on statistical methods but is done using a spatially discrete method of numerical integration where the data obtained by trapping as in pest insect monitoring are converted to values of the population density. It will be discussed in the paper how the accuracy of evaluation differs from the case where the same evaluation method is employed to handle precise data. We also consider how the accuracy of the pest insect abundance evaluation can be affected by noise when the data available from trapping are sparse. In particular, we show that, contrary to intuitive expectations, noise does not have any considerable impact on the accuracy of evaluation when the number of traps is small as is conventional in ecological applications.
Shape functions for velocity interpolation in general hexahedral cells
Naff, R.L.; Russell, T.F.; Wilson, J.D.
2002-01-01
Numerical methods for grids with irregular cells require discrete shape functions to approximate the distribution of quantities across cells. For control-volume mixed finite-element (CVMFE) methods, vector shape functions approximate velocities and vector test functions enforce a discrete form of Darcy's law. In this paper, a new vector shape function is developed for use with irregular, hexahedral cells (trilinear images of cubes). It interpolates velocities and fluxes quadratically, because as shown here, the usual Piola-transformed shape functions, which interpolate linearly, cannot match uniform flow on general hexahedral cells. Truncation-error estimates for the shape function are demonstrated. CVMFE simulations of uniform and non-uniform flow with irregular meshes show first- and second-order convergence of fluxes in the L2 norm in the presence and absence of singularities, respectively.
Damageable contact between an elastic body and a rigid foundation
NASA Astrophysics Data System (ADS)
Campo, M.; Fernández, J. R.; Silva, A.
2009-02-01
In this work, the contact problem between an elastic body and a rigid obstacle is studied, including the development of material damage which results from internal compression or tension. The variational problem is formulated as a first-kind variational inequality for the displacements coupled with a parabolic partial differential equation for the damage field. The existence of a unique local weak solution is stated. Then, a fully discrete scheme is introduced using the finite element method to approximate the spatial variable and an Euler scheme to discretize the time derivatives. Error estimates are derived on the approximate solutions, from which the linear convergence of the algorithm is deduced under suitable regularity conditions. Finally, three two-dimensional numerical simulations are performed to demonstrate the accuracy and the behaviour of the scheme.
NASA Astrophysics Data System (ADS)
Lin, Yinwei
2018-06-01
A three-dimensional modeling of fish school performed by a modified Adomian decomposition method (ADM) discretized by the finite difference method is proposed. To our knowledge, few studies of the fish school are documented due to expensive cost of numerical computing and tedious three-dimensional data analysis. Here, we propose a simple model replied on the Adomian decomposition method to estimate the efficiency of energy saving of the flow motion of the fish school. First, the analytic solutions of Navier-Stokes equations are used for numerical validation. The influences of the distance between the side-by-side two fishes are studied on the energy efficiency of the fish school. In addition, the complete error analysis for this method is presented.
A new systematic calibration method of ring laser gyroscope inertial navigation system
NASA Astrophysics Data System (ADS)
Wei, Guo; Gao, Chunfeng; Wang, Qi; Wang, Qun; Xiong, Zhenyu; Long, Xingwu
2016-10-01
Inertial navigation system has been the core component of both military and civil navigation systems. Before the INS is put into application, it is supposed to be calibrated in the laboratory in order to compensate repeatability error caused by manufacturing. Discrete calibration method cannot fulfill requirements of high-accurate calibration of the mechanically dithered ring laser gyroscope navigation system with shock absorbers. This paper has analyzed theories of error inspiration and separation in detail and presented a new systematic calibration method for ring laser gyroscope inertial navigation system. Error models and equations of calibrated Inertial Measurement Unit are given. Then proper rotation arrangement orders are depicted in order to establish the linear relationships between the change of velocity errors and calibrated parameter errors. Experiments have been set up to compare the systematic errors calculated by filtering calibration result with those obtained by discrete calibration result. The largest position error and velocity error of filtering calibration result are only 0.18 miles and 0.26m/s compared with 2 miles and 1.46m/s of discrete calibration result. These results have validated the new systematic calibration method and proved its importance for optimal design and accuracy improvement of calibration of mechanically dithered ring laser gyroscope inertial navigation system.
On land-use modeling: A treatise of satellite imagery data and misclassification error
NASA Astrophysics Data System (ADS)
Sandler, Austin M.
Recent availability of satellite-based land-use data sets, including data sets with contiguous spatial coverage over large areas, relatively long temporal coverage, and fine-scale land cover classifications, is providing new opportunities for land-use research. However, care must be used when working with these datasets due to misclassification error, which causes inconsistent parameter estimates in the discrete choice models typically used to model land-use. I therefore adapt the empirical correction methods developed for other contexts (e.g., epidemiology) so that they can be applied to land-use modeling. I then use a Monte Carlo simulation, and an empirical application using actual satellite imagery data from the Northern Great Plains, to compare the results of a traditional model ignoring misclassification to those from models accounting for misclassification. Results from both the simulation and application indicate that ignoring misclassification will lead to biased results. Even seemingly insignificant levels of misclassification error (e.g., 1%) result in biased parameter estimates, which alter marginal effects enough to affect policy inference. At the levels of misclassification typical in current satellite imagery datasets (e.g., as high as 35%), ignoring misclassification can lead to systematically erroneous land-use probabilities and substantially biased marginal effects. The correction methods I propose, however, generate consistent parameter estimates and therefore consistent estimates of marginal effects and predicted land-use probabilities.
Signal processing of white-light interferometric low-finesse fiber-optic Fabry-Perot sensors.
Ma, Cheng; Wang, Anbo
2013-01-10
Signal processing for low-finesse fiber-optic Fabry-Perot sensors based on white-light interferometry is investigated. The problem is demonstrated as analogous to the parameter estimation of a noisy, real, discrete harmonic of finite length. The Cramer-Rao bounds for the estimators are given, and three algorithms are evaluated and proven to approach the bounds. A long-standing problem with these types of sensors is the unpredictable jumps in the phase estimation. Emphasis is made on the property and mechanism of the "total phase" estimator in reducing the estimation error, and a varying phase term in the total phase is identified to be responsible for the unwanted demodulation jumps. The theories are verified by simulation and experiment. A solution to reducing the probability of jump is demonstrated. © 2013 Optical Society of America
High-accuracy self-calibration method for dual-axis rotation-modulating RLG-INS
NASA Astrophysics Data System (ADS)
Wei, Guo; Gao, Chunfeng; Wang, Qi; Wang, Qun; Long, Xingwu
2017-05-01
Inertial navigation system has been the core component of both military and civil navigation systems. Dual-axis rotation modulation can completely eliminate the inertial elements constant errors of the three axes to improve the system accuracy. But the error caused by the misalignment angles and the scale factor error cannot be eliminated through dual-axis rotation modulation. And discrete calibration method cannot fulfill requirements of high-accurate calibration of the mechanically dithered ring laser gyroscope navigation system with shock absorbers. This paper has analyzed the effect of calibration error during one modulated period and presented a new systematic self-calibration method for dual-axis rotation-modulating RLG-INS. Procedure for self-calibration of dual-axis rotation-modulating RLG-INS has been designed. The results of self-calibration simulation experiment proved that: this scheme can estimate all the errors in the calibration error model, the calibration precision of the inertial sensors scale factor error is less than 1ppm and the misalignment is less than 5″. These results have validated the systematic self-calibration method and proved its importance for accuracy improvement of dual -axis rotation inertial navigation system with mechanically dithered ring laser gyroscope.
NASA Astrophysics Data System (ADS)
Marra, Francesco; Morin, Efrat
2017-04-01
Forecasting the occurrence of flash floods and debris flows is fundamental to save lives and protect infrastructures and properties. These natural hazards are generated by high-intensity convective storms, on space-time scales that cannot be properly monitored by conventional instrumentation. Consequently, a number of early-warning systems are nowadays based on remote sensing precipitation observations, e.g. from weather radars or satellites, that proved effective in a wide range of situations. However, the uncertainty affecting rainfall estimates represents an important issue undermining the operational use of early-warning systems. The uncertainty related to remote sensing estimates results from (a) an instrumental component, intrinsic of the measurement operation, and (b) a discretization component, caused by the discretization of the continuous rainfall process. Improved understanding on these sources of uncertainty will provide crucial information to modelers and decision makers. This study aims at advancing knowledge on the (b) discretization component. To do so, we take advantage of an extremely-high resolution X-Band weather radar (60 m, 1 min) recently installed in the Eastern Mediterranean. The instrument monitors a semiarid to arid transition area also covered by an accurate C-Band weather radar and by a relatively sparse rain gauge network ( 1 gauge/ 450 km2). Radar quantitative precipitation estimation includes corrections reducing the errors due to ground echoes, orographic beam blockage and attenuation of the signal in heavy rain. Intense, convection-rich, flooding events recently occurred in the area serve as study cases. We (i) describe with very high detail the spatiotemporal characteristics of the convective cores, and (ii) quantify the uncertainty due to spatial aggregation (spatial discretization) and temporal sampling (temporal discretization) operated by coarser resolution remote sensing instruments. We show that instantaneous rain intensity decreases very steeply with the distance from the core of convection with intensity observed at 1 km (2 km) being 10-40% (1-20%) of the core value. The use of coarser temporal resolutions leads to gaps in the observed rainfall and even relatively high resolutions (5 min) can be affected by the problem. We conclude providing to the final user indications about the effects of the discretization component of estimation uncertainty and suggesting viable ways to decrease them.
NASA Technical Reports Server (NTRS)
Menga, G.
1975-01-01
An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.
A mathematical theory of learning control for linear discrete multivariable systems
NASA Technical Reports Server (NTRS)
Phan, Minh; Longman, Richard W.
1988-01-01
When tracking control systems are used in repetitive operations such as robots in various manufacturing processes, the controller will make the same errors repeatedly. Here consideration is given to learning controllers that look at the tracking errors in each repetition of the process and adjust the control to decrease these errors in the next repetition. A general formalism is developed for learning control of discrete-time (time-varying or time-invariant) linear multivariable systems. Methods of specifying a desired trajectory (such that the trajectory can actually be performed by the discrete system) are discussed, and learning controllers are developed. Stability criteria are obtained which are relatively easy to use to insure convergence of the learning process, and proper gain settings are discussed in light of measurement noise and system uncertainties.
NASA Astrophysics Data System (ADS)
Bhargava, K.; Kalnay, E.; Carton, J.; Yang, F.
2017-12-01
Systematic forecast errors, arising from model deficiencies, form a significant portion of the total forecast error in weather prediction models like the Global Forecast System (GFS). While much effort has been expended to improve models, substantial model error remains. The aim here is to (i) estimate the model deficiencies in the GFS that lead to systematic forecast errors, (ii) implement an online correction (i.e., within the model) scheme to correct GFS following the methodology of Danforth et al. [2007] and Danforth and Kalnay [2008, GRL]. Analysis Increments represent the corrections that new observations make on, in this case, the 6-hr forecast in the analysis cycle. Model bias corrections are estimated from the time average of the analysis increments divided by 6-hr, assuming that initial model errors grow linearly and first ignoring the impact of observation bias. During 2012-2016, seasonal means of the 6-hr model bias are generally robust despite changes in model resolution and data assimilation systems, and their broad continental scales explain their insensitivity to model resolution. The daily bias dominates the sub-monthly analysis increments and consists primarily of diurnal and semidiurnal components, also requiring a low dimensional correction. Analysis increments in 2015 and 2016 are reduced over oceans, which is attributed to improvements in the specification of the SSTs. These results encourage application of online correction, as suggested by Danforth and Kalnay, for mean, seasonal and diurnal and semidiurnal model biases in GFS to reduce both systematic and random errors. As the error growth in the short-term is still linear, estimated model bias corrections can be added as a forcing term in the model tendency equation to correct online. Preliminary experiments with GFS, correcting temperature and specific humidity online show reduction in model bias in 6-hr forecast. This approach can then be used to guide and optimize the design of sub-grid scale physical parameterizations, more accurate discretization of the model dynamics, boundary conditions, radiative transfer codes, and other potential model improvements which can then replace the empirical correction scheme. The analysis increments also provide guidance in testing new physical parameterizations.
Variationally consistent discretization schemes and numerical algorithms for contact problems
NASA Astrophysics Data System (ADS)
Wohlmuth, Barbara
We consider variationally consistent discretization schemes for mechanical contact problems. Most of the results can also be applied to other variational inequalities, such as those for phase transition problems in porous media, for plasticity or for option pricing applications from finance. The starting point is to weakly incorporate the constraint into the setting and to reformulate the inequality in the displacement in terms of a saddle-point problem. Here, the Lagrange multiplier represents the surface forces, and the constraints are restricted to the boundary of the simulation domain. Having a uniform inf-sup bound, one can then establish optimal low-order a priori convergence rates for the discretization error in the primal and dual variables. In addition to the abstract framework of linear saddle-point theory, complementarity terms have to be taken into account. The resulting inequality system is solved by rewriting it equivalently by means of the non-linear complementarity function as a system of equations. Although it is not differentiable in the classical sense, semi-smooth Newton methods, yielding super-linear convergence rates, can be applied and easily implemented in terms of a primal-dual active set strategy. Quite often the solution of contact problems has a low regularity, and the efficiency of the approach can be improved by using adaptive refinement techniques. Different standard types, such as residual- and equilibrated-based a posteriori error estimators, can be designed based on the interpretation of the dual variable as Neumann boundary condition. For the fully dynamic setting it is of interest to apply energy-preserving time-integration schemes. However, the differential algebraic character of the system can result in high oscillations if standard methods are applied. A possible remedy is to modify the fully discretized system by a local redistribution of the mass. Numerical results in two and three dimensions illustrate the wide range of possible applications and show the performance of the space discretization scheme, non-linear solver, adaptive refinement process and time integration.
2012-08-01
small data noise and model error, the discrete Hessian can be approximated by a low-rank matrix. This in turn enables fast solution of an appropriately...implication of the compactness of the Hessian is that for small data noise and model error, the discrete Hessian can be approximated by a low-rank matrix. This...probability distribution is given by the inverse of the Hessian of the negative log likelihood function. For Gaussian data noise and model error, this
An error bound for a discrete reduced order model of a linear multivariable system
NASA Technical Reports Server (NTRS)
Al-Saggaf, Ubaid M.; Franklin, Gene F.
1987-01-01
The design of feasible controllers for high dimension multivariable systems can be greatly aided by a method of model reduction. In order for the design based on the order reduction to include a guarantee of stability, it is sufficient to have a bound on the model error. Previous work has provided such a bound for continuous-time systems for algorithms based on balancing. In this note an L-infinity bound is derived for model error for a method of order reduction of discrete linear multivariable systems based on balancing.
NASA Astrophysics Data System (ADS)
Wu, Ming; Wu, Jianfeng; Wu, Jichun
2017-10-01
When the dense nonaqueous phase liquid (DNAPL) comes into the subsurface environment, its migration behavior is crucially affected by the permeability and entry pressure of subsurface porous media. A prerequisite for accurately simulating DNAPL migration in aquifers is then the determination of the permeability, entry pressure and corresponding representative elementary volumes (REV) of porous media. However, the permeability, entry pressure and corresponding representative elementary volumes (REV) are hard to determine clearly. This study utilizes the light transmission micro-tomography (LTM) method to determine the permeability and entry pressure of two dimensional (2D) translucent porous media and integrates the LTM with a criterion of relative gradient error to quantify the corresponding REV of porous media. As a result, the DNAPL migration in porous media might be accurately simulated by discretizing the model at the REV dimension. To validate the quantification methods, an experiment of perchloroethylene (PCE) migration is conducted in a two-dimensional heterogeneous bench-scale aquifer cell. Based on the quantifications of permeability, entry pressure and REV scales of 2D porous media determined by the LTM and relative gradient error, different models with different sizes of discretization grid are used to simulate the PCE migration. It is shown that the model based on REV size agrees well with the experimental results over the entire migration period including calibration, verification and validation processes. This helps to better understand the microstructures of porous media and achieve accurately simulating DNAPL migration in aquifers based on the REV estimation.
Henshall, John M; Dierens, Leanne; Sellars, Melony J
2014-09-02
While much attention has focused on the development of high-density single nucleotide polymorphism (SNP) assays, the costs of developing and running low-density assays have fallen dramatically. This makes it feasible to develop and apply SNP assays for agricultural species beyond the major livestock species. Although low-cost low-density assays may not have the accuracy of the high-density assays widely used in human and livestock species, we show that when combined with statistical analysis approaches that use quantitative instead of discrete genotypes, their utility may be improved. The data used in this study are from a 63-SNP marker Sequenom® iPLEX Platinum panel for the Black Tiger shrimp, for which high-density SNP assays are not currently available. For quantitative genotypes that could be estimated, in 5% of cases the most likely genotype for an individual at a SNP had a probability of less than 0.99. Matrix formulations of maximum likelihood equations for parentage assignment were developed for the quantitative genotypes and also for discrete genotypes perturbed by an assumed error term. Assignment rates that were based on maximum likelihood with quantitative genotypes were similar to those based on maximum likelihood with perturbed genotypes but, for more than 50% of cases, the two methods resulted in individuals being assigned to different families. Treating genotypes as quantitative values allows the same analysis framework to be used for pooled samples of DNA from multiple individuals. Resulting correlations between allele frequency estimates from pooled DNA and individual samples were consistently greater than 0.90, and as high as 0.97 for some pools. Estimates of family contributions to the pools based on quantitative genotypes in pooled DNA had a correlation of 0.85 with estimates of contributions from DNA-derived pedigree. Even with low numbers of SNPs of variable quality, parentage testing and family assignment from pooled samples are sufficiently accurate to provide useful information for a breeding program. Treating genotypes as quantitative values is an alternative to perturbing genotypes using an assumed error distribution, but can produce very different results. An understanding of the distribution of the error is required for SNP genotyping platforms.
Distributed Optimal Consensus Control for Multiagent Systems With Input Delay.
Zhang, Huaipin; Yue, Dong; Zhao, Wei; Hu, Songlin; Dou, Chunxia; Huaipin Zhang; Dong Yue; Wei Zhao; Songlin Hu; Chunxia Dou; Hu, Songlin; Zhang, Huaipin; Dou, Chunxia; Yue, Dong; Zhao, Wei
2018-06-01
This paper addresses the problem of distributed optimal consensus control for a continuous-time heterogeneous linear multiagent system subject to time varying input delays. First, by discretization and model transformation, the continuous-time input-delayed system is converted into a discrete-time delay-free system. Two delicate performance index functions are defined for these two systems. It is shown that the performance index functions are equivalent and the optimal consensus control problem of the input-delayed system can be cast into that of the delay-free system. Second, by virtue of the Hamilton-Jacobi-Bellman (HJB) equations, an optimal control policy for each agent is designed based on the delay-free system and a novel value iteration algorithm is proposed to learn the solutions to the HJB equations online. The proposed adaptive dynamic programming algorithm is implemented on the basis of a critic-action neural network (NN) structure. Third, it is proved that local consensus errors of the two systems and weight estimation errors of the critic-action NNs are uniformly ultimately bounded while the approximated control policies converge to their target values. Finally, two simulation examples are presented to illustrate the effectiveness of the developed method.
NASA Astrophysics Data System (ADS)
Gu, Zhou; Fei, Shumin; Yue, Dong; Tian, Engang
2014-07-01
This paper deals with the problem of H∞ filtering for discrete-time systems with stochastic missing measurements. A new missing measurement model is developed by decomposing the interval of the missing rate into several segments. The probability of the missing rate in each subsegment is governed by its corresponding random variables. We aim to design a linear full-order filter such that the estimation error converges to zero exponentially in the mean square with a less conservatism while the disturbance rejection attenuation is constrained to a given level by means of an H∞ performance index. Based on Lyapunov theory, the reliable filter parameters are characterised in terms of the feasibility of a set of linear matrix inequalities. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.
Fast and Accurate Learning When Making Discrete Numerical Estimates.
Sanborn, Adam N; Beierholm, Ulrik R
2016-04-01
Many everyday estimation tasks have an inherently discrete nature, whether the task is counting objects (e.g., a number of paint buckets) or estimating discretized continuous variables (e.g., the number of paint buckets needed to paint a room). While Bayesian inference is often used for modeling estimates made along continuous scales, discrete numerical estimates have not received as much attention, despite their common everyday occurrence. Using two tasks, a numerosity task and an area estimation task, we invoke Bayesian decision theory to characterize how people learn discrete numerical distributions and make numerical estimates. Across three experiments with novel stimulus distributions we found that participants fell between two common decision functions for converting their uncertain representation into a response: drawing a sample from their posterior distribution and taking the maximum of their posterior distribution. While this was consistent with the decision function found in previous work using continuous estimation tasks, surprisingly the prior distributions learned by participants in our experiments were much more adaptive: When making continuous estimates, participants have required thousands of trials to learn bimodal priors, but in our tasks participants learned discrete bimodal and even discrete quadrimodal priors within a few hundred trials. This makes discrete numerical estimation tasks good testbeds for investigating how people learn and make estimates.
Fast and Accurate Learning When Making Discrete Numerical Estimates
Sanborn, Adam N.; Beierholm, Ulrik R.
2016-01-01
Many everyday estimation tasks have an inherently discrete nature, whether the task is counting objects (e.g., a number of paint buckets) or estimating discretized continuous variables (e.g., the number of paint buckets needed to paint a room). While Bayesian inference is often used for modeling estimates made along continuous scales, discrete numerical estimates have not received as much attention, despite their common everyday occurrence. Using two tasks, a numerosity task and an area estimation task, we invoke Bayesian decision theory to characterize how people learn discrete numerical distributions and make numerical estimates. Across three experiments with novel stimulus distributions we found that participants fell between two common decision functions for converting their uncertain representation into a response: drawing a sample from their posterior distribution and taking the maximum of their posterior distribution. While this was consistent with the decision function found in previous work using continuous estimation tasks, surprisingly the prior distributions learned by participants in our experiments were much more adaptive: When making continuous estimates, participants have required thousands of trials to learn bimodal priors, but in our tasks participants learned discrete bimodal and even discrete quadrimodal priors within a few hundred trials. This makes discrete numerical estimation tasks good testbeds for investigating how people learn and make estimates. PMID:27070155
Non-Rigid Structure Estimation in Trajectory Space from Monocular Vision
Wang, Yaming; Tong, Lingling; Jiang, Mingfeng; Zheng, Junbao
2015-01-01
In this paper, the problem of non-rigid structure estimation in trajectory space from monocular vision is investigated. Similar to the Point Trajectory Approach (PTA), based on characteristic points’ trajectories described by a predefined Discrete Cosine Transform (DCT) basis, the structure matrix was also calculated by using a factorization method. To further optimize the non-rigid structure estimation from monocular vision, the rank minimization problem about structure matrix is proposed to implement the non-rigid structure estimation by introducing the basic low-rank condition. Moreover, the Accelerated Proximal Gradient (APG) algorithm is proposed to solve the rank minimization problem, and the initial structure matrix calculated by the PTA method is optimized. The APG algorithm can converge to efficient solutions quickly and lessen the reconstruction error obviously. The reconstruction results of real image sequences indicate that the proposed approach runs reliably, and effectively improves the accuracy of non-rigid structure estimation from monocular vision. PMID:26473863
A comparison of methods for DPLL loop filter design
NASA Technical Reports Server (NTRS)
Aguirre, S.; Hurd, W. J.; Kumar, R.; Statman, J.
1986-01-01
Four design methodologies for loop filters for a class of digital phase-locked loops (DPLLs) are presented. The first design maps an optimum analog filter into the digital domain; the second approach designs a filter that minimizes in discrete time weighted combination of the variance of the phase error due to noise and the sum square of the deterministic phase error component; the third method uses Kalman filter estimation theory to design a filter composed of a least squares fading memory estimator and a predictor. The last design relies on classical theory, including rules for the design of compensators. Linear analysis is used throughout the article to compare different designs, and includes stability, steady state performance and transient behavior of the loops. Design methodology is not critical when the loop update rate can be made high relative to loop bandwidth, as the performance approaches that of continuous time. For low update rates, however, the miminization method is significantly superior to the other methods.
A robust nonparametric framework for reconstruction of stochastic differential equation models
NASA Astrophysics Data System (ADS)
Rajabzadeh, Yalda; Rezaie, Amir Hossein; Amindavar, Hamidreza
2016-05-01
In this paper, we employ a nonparametric framework to robustly estimate the functional forms of drift and diffusion terms from discrete stationary time series. The proposed method significantly improves the accuracy of the parameter estimation. In this framework, drift and diffusion coefficients are modeled through orthogonal Legendre polynomials. We employ the least squares regression approach along with the Euler-Maruyama approximation method to learn coefficients of stochastic model. Next, a numerical discrete construction of mean squared prediction error (MSPE) is established to calculate the order of Legendre polynomials in drift and diffusion terms. We show numerically that the new method is robust against the variation in sample size and sampling rate. The performance of our method in comparison with the kernel-based regression (KBR) method is demonstrated through simulation and real data. In case of real dataset, we test our method for discriminating healthy electroencephalogram (EEG) signals from epilepsy ones. We also demonstrate the efficiency of the method through prediction in the financial data. In both simulation and real data, our algorithm outperforms the KBR method.
Yang, Xiong; Liu, Derong; Wang, Ding; Wei, Qinglai
2014-07-01
In this paper, a reinforcement-learning-based direct adaptive control is developed to deliver a desired tracking performance for a class of discrete-time (DT) nonlinear systems with unknown bounded disturbances. We investigate multi-input-multi-output unknown nonaffine nonlinear DT systems and employ two neural networks (NNs). By using Implicit Function Theorem, an action NN is used to generate the control signal and it is also designed to cancel the nonlinearity of unknown DT systems, for purpose of utilizing feedback linearization methods. On the other hand, a critic NN is applied to estimate the cost function, which satisfies the recursive equations derived from heuristic dynamic programming. The weights of both the action NN and the critic NN are directly updated online instead of offline training. By utilizing Lyapunov's direct method, the closed-loop tracking errors and the NN estimated weights are demonstrated to be uniformly ultimately bounded. Two numerical examples are provided to show the effectiveness of the present approach. Copyright © 2014 Elsevier Ltd. All rights reserved.
Sheng, Li; Wang, Zidong; Zou, Lei; Alsaadi, Fuad E
2017-10-01
In this paper, the event-based finite-horizon H ∞ state estimation problem is investigated for a class of discrete time-varying stochastic dynamical networks with state- and disturbance-dependent noises [also called (x,v) -dependent noises]. An event-triggered scheme is proposed to decrease the frequency of the data transmission between the sensors and the estimator, where the signal is transmitted only when certain conditions are satisfied. The purpose of the problem addressed is to design a time-varying state estimator in order to estimate the network states through available output measurements. By employing the completing-the-square technique and the stochastic analysis approach, sufficient conditions are established to ensure that the error dynamics of the state estimation satisfies a prescribed H ∞ performance constraint over a finite horizon. The desired estimator parameters can be designed via solving coupled backward recursive Riccati difference equations. Finally, a numerical example is exploited to demonstrate the effectiveness of the developed state estimation scheme.
Code of Federal Regulations, 2010 CFR
2010-07-01
... ALLOWANCE SYSTEM Allowance Tracking System § 73.37 Account error. The Administrator may, at his or her sole discretion and on his or her own motion, correct any error in any Allowance Tracking System account. Within...
40 CFR 60.4156 - Account error.
Code of Federal Regulations, 2011 CFR
2011-07-01
... Generating Units Hg Allowance Tracking System § 60.4156 Account error. The Administrator may, at his or her sole discretion and on his or her own motion, correct any error in any Hg Allowance Tracking System...
Code of Federal Regulations, 2011 CFR
2011-07-01
... ALLOWANCE SYSTEM Allowance Tracking System § 73.37 Account error. The Administrator may, at his or her sole discretion and on his or her own motion, correct any error in any Allowance Tracking System account. Within...
Conforming and nonconforming virtual element methods for elliptic problems
Cangiani, Andrea; Manzini, Gianmarco; Sutton, Oliver J.
2016-08-03
Here we present, in a unified framework, new conforming and nonconforming virtual element methods for general second-order elliptic problems in two and three dimensions. The differential operator is split into its symmetric and nonsymmetric parts and conditions for stability and accuracy on their discrete counterparts are established. These conditions are shown to lead to optimal H 1- and L 2-error estimates, confirmed by numerical experiments on a set of polygonal meshes. The accuracy of the numerical approximation provided by the two methods is shown to be comparable.
1981-12-01
I I I I I o-F--o -- oIl lI I I 0--0------0I Im I I o--G--o ] II I I ...C-0076, the Department of Energy (DOE Grant DE-AC02-77ET53053), The National Science Foundation (Graduate Fellowship), and Yale University. " i o V.IM...element method, the choice of discretization i eft to the user, who must base his decision on experience with similar equations. - In recent years,
Conforming and nonconforming virtual element methods for elliptic problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cangiani, Andrea; Manzini, Gianmarco; Sutton, Oliver J.
Here we present, in a unified framework, new conforming and nonconforming virtual element methods for general second-order elliptic problems in two and three dimensions. The differential operator is split into its symmetric and nonsymmetric parts and conditions for stability and accuracy on their discrete counterparts are established. These conditions are shown to lead to optimal H 1- and L 2-error estimates, confirmed by numerical experiments on a set of polygonal meshes. The accuracy of the numerical approximation provided by the two methods is shown to be comparable.
NASA Technical Reports Server (NTRS)
Choe, C. Y.; Tapley, B. D.
1975-01-01
A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.
Statistical properties of Fourier-based time-lag estimates
NASA Astrophysics Data System (ADS)
Epitropakis, A.; Papadakis, I. E.
2016-06-01
Context. The study of X-ray time-lag spectra in active galactic nuclei (AGN) is currently an active research area, since it has the potential to illuminate the physics and geometry of the innermost region (I.e. close to the putative super-massive black hole) in these objects. To obtain reliable information from these studies, the statistical properties of time-lags estimated from data must be known as accurately as possible. Aims: We investigated the statistical properties of Fourier-based time-lag estimates (I.e. based on the cross-periodogram), using evenly sampled time series with no missing points. Our aim is to provide practical "guidelines" on estimating time-lags that are minimally biased (I.e. whose mean is close to their intrinsic value) and have known errors. Methods: Our investigation is based on both analytical work and extensive numerical simulations. The latter consisted of generating artificial time series with various signal-to-noise ratios and sampling patterns/durations similar to those offered by AGN observations with present and past X-ray satellites. We also considered a range of different model time-lag spectra commonly assumed in X-ray analyses of compact accreting systems. Results: Discrete sampling, binning and finite light curve duration cause the mean of the time-lag estimates to have a smaller magnitude than their intrinsic values. Smoothing (I.e. binning over consecutive frequencies) of the cross-periodogram can add extra bias at low frequencies. The use of light curves with low signal-to-noise ratio reduces the intrinsic coherence, and can introduce a bias to the sample coherence, time-lag estimates, and their predicted error. Conclusions: Our results have direct implications for X-ray time-lag studies in AGN, but can also be applied to similar studies in other research fields. We find that: a) time-lags should be estimated at frequencies lower than ≈ 1/2 the Nyquist frequency to minimise the effects of discrete binning of the observed time series; b) smoothing of the cross-periodogram should be avoided, as this may introduce significant bias to the time-lag estimates, which can be taken into account by assuming a model cross-spectrum (and not just a model time-lag spectrum); c) time-lags should be estimated by dividing observed time series into a number, say m, of shorter data segments and averaging the resulting cross-periodograms; d) if the data segments have a duration ≳ 20 ks, the time-lag bias is ≲15% of its intrinsic value for the model cross-spectra and power-spectra considered in this work. This bias should be estimated in practise (by considering possible intrinsic cross-spectra that may be applicable to the time-lag spectra at hand) to assess the reliability of any time-lag analysis; e) the effects of experimental noise can be minimised by only estimating time-lags in the frequency range where the sample coherence is larger than 1.2/(1 + 0.2m). In this range, the amplitude of noise variations caused by measurement errors is smaller than the amplitude of the signal's intrinsic variations. As long as m ≳ 20, time-lags estimated by averaging over individual data segments have analytical error estimates that are within 95% of the true scatter around their mean, and their distribution is similar, albeit not identical, to a Gaussian.
Design of an optimal preview controller for linear discrete-time descriptor systems with state delay
NASA Astrophysics Data System (ADS)
Cao, Mengjuan; Liao, Fucheng
2015-04-01
In this paper, the linear discrete-time descriptor system with state delay is studied, and a design method for an optimal preview controller is proposed. First, by using the discrete lifting technique, the original system is transformed into a general descriptor system without state delay in form. Then, taking advantage of the first-order forward difference operator, we construct a descriptor augmented error system, including the state vectors of the lifted system, error vectors, and desired target signals. Rigorous mathematical proofs are given for the regularity, stabilisability, causal controllability, and causal observability of the descriptor augmented error system. Based on these, the optimal preview controller with preview feedforward compensation for the original system is obtained by using the standard optimal regulator theory of the descriptor system. The effectiveness of the proposed method is shown by numerical simulation.
NASA Technical Reports Server (NTRS)
Diskin, Boris; Thomas, James L.
2010-01-01
Cell-centered and node-centered approaches have been compared for unstructured finite-volume discretization of inviscid fluxes. The grids range from regular grids to irregular grids, including mixed-element grids and grids with random perturbations of nodes. Accuracy, complexity, and convergence rates of defect-correction iterations are studied for eight nominally second-order accurate schemes: two node-centered schemes with weighted and unweighted least-squares (LSQ) methods for gradient reconstruction and six cell-centered schemes two node-averaging with and without clipping and four schemes that employ different stencils for LSQ gradient reconstruction. The cell-centered nearest-neighbor (CC-NN) scheme has the lowest complexity; a version of the scheme that involves smart augmentation of the LSQ stencil (CC-SA) has only marginal complexity increase. All other schemes have larger complexity; complexity of node-centered (NC) schemes are somewhat lower than complexity of cell-centered node-averaging (CC-NA) and full-augmentation (CC-FA) schemes. On highly anisotropic grids typical of those encountered in grid adaptation, discretization errors of five of the six cell-centered schemes converge with second order on all tested grids; the CC-NA scheme with clipping degrades solution accuracy to first order. The NC schemes converge with second order on regular and/or triangular grids and with first order on perturbed quadrilaterals and mixed-element grids. All schemes may produce large relative errors in gradient reconstruction on grids with perturbed nodes. Defect-correction iterations for schemes employing weighted least-square gradient reconstruction diverge on perturbed stretched grids. Overall, the CC-NN and CC-SA schemes offer the best options of the lowest complexity and secondorder discretization errors. On anisotropic grids over a curved body typical of turbulent flow simulations, the discretization errors converge with second order and are small for the CC-NN, CC-SA, and CC-FA schemes on all grids and for NC schemes on triangular grids; the discretization errors of the CC-NA scheme without clipping do not converge on irregular grids. Accurate gradient reconstruction can be achieved by introducing a local approximate mapping; without approximate mapping, only the NC scheme with weighted LSQ method provides accurate gradients. Defect correction iterations for the CC-NA scheme without clipping diverge; for the NC scheme with weighted LSQ method, the iterations either diverge or converge very slowly. The best option in curved geometries is the CC-SA scheme that offers low complexity, second-order discretization errors, and fast convergence.
Foster, Guy M.
2014-01-01
The Neosho River and its primary tributary, the Cottonwood River, are the primary sources of inflow to the John Redmond Reservoir in east-central Kansas. Sedimentation rate in the John Redmond Reservoir was estimated as 743 acre-feet per year for 1964–2006. This estimated sedimentation rate is more than 80 percent larger than the projected design sedimentation rate of 404 acre-feet per year, and resulted in a loss of 40 percent of the conservation pool since its construction in 1964. To reduce sediment input into the reservoir, the Kansas Water Office implemented stream bank stabilization techniques along an 8.3 mile reach of the Neosho River during 2010 through 2011. The U.S. Geological Survey, in cooperation with the Kansas Water Office and funded in part through the Kansas State Water Plan Fund, operated continuous real-time water-quality monitors upstream and downstream from stream bank stabilization efforts before, during, and after construction. Continuously measured water-quality properties include streamflow, specific conductance, water temperature, and turbidity. Discrete sediment samples were collected from June 2009 through September 2012 and analyzed for suspended-sediment concentration (SSC), percentage of sediments less than 63 micrometers (sand-fine break), and loss of material on ignition (analogous to amount of organic matter). Regression models were developed to establish relations between discretely measured SSC samples, and turbidity or streamflow to estimate continuously SSC. Continuous water-quality monitors represented between 96 and 99 percent of the cross-sectional variability for turbidity, and had slopes between 0.91 and 0.98. Because consistent bias was not observed, values from continuous water-quality monitors were considered representative of stream conditions. On average, turbidity-based SSC models explained 96 percent of the variance in SSC. Streamflow-based regressions explained 53 to 60 percent of the variance. Mean squared prediction error for turbidity-based regression relations ranged from -32 to 48 percent, whereas mean square prediction error for streamflow-based regressions ranged from -69 to 218 percent. These models are useful for evaluating the variability of SSC during rapidly changing conditions, computing loads and yields to assess SSC transport through the watershed, and for providing more accurate load estimates compared to streamflow-only based estimation methods used in the past. These models can be used to evaluate the efficacy of streambank stabilization efforts.
Error analysis and correction of discrete solutions from finite element codes
NASA Technical Reports Server (NTRS)
Thurston, G. A.; Stein, P. A.; Knight, N. F., Jr.; Reissner, J. E.
1984-01-01
Many structures are an assembly of individual shell components. Therefore, results for stresses and deflections from finite element solutions for each shell component should agree with the equations of shell theory. This paper examines the problem of applying shell theory to the error analysis and the correction of finite element results. The general approach to error analysis and correction is discussed first. Relaxation methods are suggested as one approach to correcting finite element results for all or parts of shell structures. Next, the problem of error analysis of plate structures is examined in more detail. The method of successive approximations is adapted to take discrete finite element solutions and to generate continuous approximate solutions for postbuckled plates. Preliminary numerical results are included.
Minimizing finite-volume discretization errors on polyhedral meshes
NASA Astrophysics Data System (ADS)
Mouly, Quentin; Evrard, Fabien; van Wachem, Berend; Denner, Fabian
2017-11-01
Tetrahedral meshes are widely used in CFD to simulate flows in and around complex geometries, as automatic generation tools now allow tetrahedral meshes to represent arbitrary domains in a relatively accessible manner. Polyhedral meshes, however, are an increasingly popular alternative. While tetrahedron have at most four neighbours, the higher number of neighbours per polyhedral cell leads to a more accurate evaluation of gradients, essential for the numerical resolution of PDEs. The use of polyhedral meshes, nonetheless, introduces discretization errors for finite-volume methods: skewness and non-orthogonality, which occur with all sorts of unstructured meshes, as well as errors due to non-planar faces, specific to polygonal faces with more than three vertices. Indeed, polyhedral mesh generation algorithms cannot, in general, guarantee to produce meshes free of non-planar faces. The presented work focuses on the quantification and optimization of discretization errors on polyhedral meshes in the context of finite-volume methods. A quasi-Newton method is employed to optimize the relevant mesh quality measures. Various meshes are optimized and CFD results of cases with known solutions are presented to assess the improvements the optimization approach can provide.
The arbitrary order mixed mimetic finite difference method for the diffusion equation
Gyrya, Vitaliy; Lipnikov, Konstantin; Manzini, Gianmarco
2016-05-01
Here, we propose an arbitrary-order accurate mimetic finite difference (MFD) method for the approximation of diffusion problems in mixed form on unstructured polygonal and polyhedral meshes. As usual in the mimetic numerical technology, the method satisfies local consistency and stability conditions, which determines the accuracy and the well-posedness of the resulting approximation. The method also requires the definition of a high-order discrete divergence operator that is the discrete analog of the divergence operator and is acting on the degrees of freedom. The new family of mimetic methods is proved theoretically to be convergent and optimal error estimates for flux andmore » scalar variable are derived from the convergence analysis. A numerical experiment confirms the high-order accuracy of the method in solving diffusion problems with variable diffusion tensor. It is worth mentioning that the approximation of the scalar variable presents a superconvergence effect.« less
The Evolution and Discharge of Electric Fields within a Thunderstorm
NASA Astrophysics Data System (ADS)
Hager, William W.; Nisbet, John S.; Kasha, John R.
1989-05-01
A 3-dimensional electrical model for a thunderstorm is developed and finite difference approximations to the model are analyzed. If the spatial derivatives are approximated by a method akin to the ☐ scheme and if the temporal derivative is approximated by either a backward difference or the Crank-Nicholson scheme, we show that the resulting discretization is unconditionally stable. The forward difference approximation to the time derivative is stable when the time step is sufficiently small relative to the ratio between the permittivity and the conductivity. Max-norm error estimates for the discrete approximations are established. To handle the propagation of lightning, special numerical techniques are devised based on the Inverse Matrix Modification Formula and Cholesky updates. Numerical comparisons between the model and theoretical results of Wilson and Holzer-Saxon are presented. We also apply our model to a storm observed at the Kennedy Space Center on July 11, 1978.
An Exact Dual Adjoint Solution Method for Turbulent Flows on Unstructured Grids
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Lu, James; Park, Michael A.; Darmofal, David L.
2003-01-01
An algorithm for solving the discrete adjoint system based on an unstructured-grid discretization of the Navier-Stokes equations is presented. The method is constructed such that an adjoint solution exactly dual to a direct differentiation approach is recovered at each time step, yielding a convergence rate which is asymptotically equivalent to that of the primal system. The new approach is implemented within a three-dimensional unstructured-grid framework and results are presented for inviscid, laminar, and turbulent flows. Improvements to the baseline solution algorithm, such as line-implicit relaxation and a tight coupling of the turbulence model, are also presented. By storing nearest-neighbor terms in the residual computation, the dual scheme is computationally efficient, while requiring twice the memory of the flow solution. The scheme is expected to have a broad impact on computational problems related to design optimization as well as error estimation and grid adaptation efforts.
NASA Astrophysics Data System (ADS)
Bhrawy, A. H.; Zaky, M. A.
2015-01-01
In this paper, we propose and analyze an efficient operational formulation of spectral tau method for multi-term time-space fractional differential equation with Dirichlet boundary conditions. The shifted Jacobi operational matrices of Riemann-Liouville fractional integral, left-sided and right-sided Caputo fractional derivatives are presented. By using these operational matrices, we propose a shifted Jacobi tau method for both temporal and spatial discretizations, which allows us to present an efficient spectral method for solving such problem. Furthermore, the error is estimated and the proposed method has reasonable convergence rates in spatial and temporal discretizations. In addition, some known spectral tau approximations can be derived as special cases from our algorithm if we suitably choose the corresponding special cases of Jacobi parameters θ and ϑ. Finally, in order to demonstrate its accuracy, we compare our method with those reported in the literature.
NASA Astrophysics Data System (ADS)
Zhang, Fangliu; He, Jing; Deng, Rui; Chen, Qinghui; Chen, Lin
2016-10-01
A modulation format, orthogonal pulse amplitude modulation and discrete multitone modulation (O-PAM-DMT), is experimentally demonstrated in a hybrid fiber-visible laser light communication (fiber-VLLC) system using a cost-effective directly modulated laser and blue laser diode. In addition, low overhead is achieved by utilizing only one training sequence to implement synchronization and channel estimation. Through adjusting the ratio of PAM and DMT signal, three types of O-PAM-DMT signals are investigated. After transmission over a 20-km standard single-mode fiber and 5-m free-space VLLC, the receiver sensitivity for 4.36-Gbit/s O-PAM-DMT signals can be improved by 0.4, 1.4, and 2.7 dB, respectively, at a bit error rate of 1×10-3, compared with a conventional DMT signal.
Sahoo, Avimanyu; Xu, Hao; Jagannathan, Sarangapani
2016-01-01
This paper presents a novel adaptive neural network (NN) control of single-input and single-output uncertain nonlinear discrete-time systems under event sampled NN inputs. In this control scheme, the feedback signals are transmitted, and the NN weights are tuned in an aperiodic manner at the event sampled instants. After reviewing the NN approximation property with event sampled inputs, an adaptive state estimator (SE), consisting of linearly parameterized NNs, is utilized to approximate the unknown system dynamics in an event sampled context. The SE is viewed as a model and its approximated dynamics and the state vector, during any two events, are utilized for the event-triggered controller design. An adaptive event-trigger condition is derived by using both the estimated NN weights and a dead-zone operator to determine the event sampling instants. This condition both facilitates the NN approximation and reduces the transmission of feedback signals. The ultimate boundedness of both the NN weight estimation error and the system state vector is demonstrated through the Lyapunov approach. As expected, during an initial online learning phase, events are observed more frequently. Over time with the convergence of the NN weights, the inter-event times increase, thereby lowering the number of triggered events. These claims are illustrated through the simulation results.
Semimajor Axis Estimation Strategies
NASA Technical Reports Server (NTRS)
How, Jonathan P.; Alfriend, Kyle T.; Breger, Louis; Mitchell, Megan
2004-01-01
This paper extends previous analysis on the impact of sensing noise for the navigation and control aspects of formation flying spacecraft. We analyze the use of Carrier-phase Differential GPS (CDGPS) in relative navigation filters, with a particular focus on the filter correlation coefficient. This work was motivated by previous publications which suggested that a "good" navigation filter would have a strong correlation (i.e., coefficient near -1) to reduce the semimajor axis (SMA) error, and therefore, the overall fuel use. However, practical experience with CDGPS-based filters has shown this strong correlation seldom occurs (typical correlations approx. -0.1), even when the estimation accuracies are very good. We derive an analytic estimate of the filter correlation coefficient and demonstrate that, for the process and sensor noises levels expected with CDGPS, the expected value will be very low. It is also demonstrated that this correlation can be improved by increasing the time step of the discrete Kalman filter, but since the balance condition is not satisfied, the SMA error also increases. These observations are verified with several linear simulations. The combination of these simulations and analysis provide new insights on the crucial role of the process noise in determining the semimajor axis knowledge.
Proximity Navigation of Highly Constrained Spacecraft
NASA Technical Reports Server (NTRS)
Scarritt, S.; Swartwout, M.
2007-01-01
Bandit is a 3-kg automated spacecraft in development at Washington University in St. Louis. Bandit's primary mission is to demonstrate proximity navigation, including docking, around a 25-kg student-built host spacecraft. However, because of extreme constraints in mass, power and volume, traditional sensing and actuation methods are not available. In particular, Bandit carries only 8 fixed-magnitude cold-gas thrusters to control its 6 DOF motion. Bandit lacks true inertial sensing, and the ability to sense position relative to the host has error bounds that approach the size of the Bandit itself. Some of the navigation problems are addressed through an extremely robust, error-tolerant soft dock. In addition, we have identified a control methodology that performs well in this constrained environment: behavior-based velocity potential functions, which use a minimum-seeking method similar to Lyapunov functions. We have also adapted the discrete Kalman filter for use on Bandit for position estimation and have developed a similar measurement vs. propagation weighting algorithm for attitude estimation. This paper provides an overview of Bandit and describes the control and estimation approach. Results using our 6DOF flight simulator are provided, demonstrating that these methods show promise for flight use.
NASA Astrophysics Data System (ADS)
Fisher, B. L.; Wolff, D. B.; Silberstein, D. S.; Marks, D. M.; Pippitt, J. L.
2007-12-01
The Tropical Rainfall Measuring Mission's (TRMM) Ground Validation (GV) Program was originally established with the principal long-term goal of determining the random errors and systematic biases stemming from the application of the TRMM rainfall algorithms. The GV Program has been structured around two validation strategies: 1) determining the quantitative accuracy of the integrated monthly rainfall products at GV regional sites over large areas of about 500 km2 using integrated ground measurements and 2) evaluating the instantaneous satellite and GV rain rate statistics at spatio-temporal scales compatible with the satellite sensor resolution (Simpson et al. 1988, Thiele 1988). The GV Program has continued to evolve since the launch of the TRMM satellite on November 27, 1997. This presentation will discuss current GV methods of validating TRMM operational rain products in conjunction with ongoing research. The challenge facing TRMM GV has been how to best utilize rain information from the GV system to infer the random and systematic error characteristics of the satellite rain estimates. A fundamental problem of validating space-borne rain estimates is that the true mean areal rainfall is an ideal, scale-dependent parameter that cannot be directly measured. Empirical validation uses ground-based rain estimates to determine the error characteristics of the satellite-inferred rain estimates, but ground estimates also incur measurement errors and contribute to the error covariance. Furthermore, sampling errors, associated with the discrete, discontinuous temporal sampling by the rain sensors aboard the TRMM satellite, become statistically entangled in the monthly estimates. Sampling errors complicate the task of linking biases in the rain retrievals to the physics of the satellite algorithms. The TRMM Satellite Validation Office (TSVO) has made key progress towards effective satellite validation. For disentangling the sampling and retrieval errors, TSVO has developed and applied a methodology that statistically separates the two error sources. Using TRMM monthly estimates and high-resolution radar and gauge data, this method has been used to estimate sampling and retrieval error budgets over GV sites. More recently, a multi- year data set of instantaneous rain rates from the TRMM microwave imager (TMI), the precipitation radar (PR), and the combined algorithm was spatio-temporally matched and inter-compared to GV radar rain rates collected during satellite overpasses of select GV sites at the scale of the TMI footprint. The analysis provided a more direct probe of the satellite rain algorithms using ground data as an empirical reference. TSVO has also made significant advances in radar quality control through the development of the Relative Calibration Adjustment (RCA) technique. The RCA is currently being used to provide a long-term record of radar calibration for the radar at Kwajalein, a strategically important GV site in the tropical Pacific. The RCA technique has revealed previously undetected alterations in the radar sensitivity due to engineering changes (e.g., system modifications, antenna offsets, alterations of the receiver, or the data processor), making possible the correction of the radar rainfall measurements and ensuring the integrity of nearly a decade of TRMM GV observations and resources.
Fractional kalman filter to estimate the concentration of air pollution
NASA Astrophysics Data System (ADS)
Vita Oktaviana, Yessy; Apriliani, Erna; Khusnul Arif, Didik
2018-04-01
Air pollution problem gives important effect in quality environment and quality of human’s life. Air pollution can be caused by nature sources or human activities. Pollutant for example Ozone, a harmful gas formed by NOx and volatile organic compounds (VOCs) emitted from various sources. The air pollution problem can be modeled by TAPM-CTM (The Air Pollution Model with Chemical Transport Model). The model shows concentration of pollutant in the air. Therefore, it is important to estimate concentration of air pollutant. Estimation method can be used for forecast pollutant concentration in future and keep stability of air quality. In this research, an algorithm is developed, based on Fractional Kalman Filter to solve the model of air pollution’s problem. The model will be discretized first and then it will be estimated by the method. The result shows that estimation of Fractional Kalman Filter has better accuracy than estimation of Kalman Filter. The accuracy was tested by applying RMSE (Root Mean Square Error).
Optimum projection pattern generation for grey-level coded structured light illumination systems
NASA Astrophysics Data System (ADS)
Porras-Aguilar, Rosario; Falaggis, Konstantinos; Ramos-Garcia, Ruben
2017-04-01
Structured light illumination (SLI) systems are well-established optical inspection techniques for noncontact 3D surface measurements. A common technique is multi-frequency sinusoidal SLI that obtains the phase map at various fringe periods in order to estimate the absolute phase, and hence, the 3D surface information. Nevertheless, multi-frequency SLI systems employ multiple measurement planes (e.g. four phase shifted frames) to obtain the phase at a given fringe period. It is therefore an age old challenge to obtain the absolute surface information using fewer measurement frames. Grey level (GL) coding techniques have been developed as an attempt to reduce the number of planes needed, because a spatio-temporal GL sequence employing p discrete grey-levels and m frames has the potential to unwrap up to pm fringes. Nevertheless, one major disadvantage of GL based SLI techniques is that there are often errors near the border of each stripe, because an ideal stepwise intensity change cannot be measured. If the step-change in intensity is a single discrete grey-level unit, this problem can usually be overcome by applying an appropriate threshold. However, severe errors occur if the intensity change at the border of the stripe exceeds several discrete grey-level units. In this work, an optimum GL based technique is presented that generates a series of projection patterns with a minimal gradient in the intensity. It is shown that when using this technique, the errors near the border of the stripes can be significantly reduced. This improvement is achieved with the choice generated patterns, and does not involve additional hardware or special post-processing techniques. The performance of that method is validated using both simulations and experiments. The reported technique is generic, works with an arbitrary number of frames, and can employ an arbitrary number of grey-levels.
Solution of elastic-plastic stress analysis problems by the p-version of the finite element method
NASA Technical Reports Server (NTRS)
Szabo, Barna A.; Actis, Ricardo L.; Holzer, Stefan M.
1993-01-01
The solution of small strain elastic-plastic stress analysis problems by the p-version of the finite element method is discussed. The formulation is based on the deformation theory of plasticity and the displacement method. Practical realization of controlling discretization errors for elastic-plastic problems is the main focus. Numerical examples which include comparisons between the deformation and incremental theories of plasticity under tight control of discretization errors are presented.
NASA Astrophysics Data System (ADS)
Nüske, Feliks; Wu, Hao; Prinz, Jan-Hendrik; Wehmeyer, Christoph; Clementi, Cecilia; Noé, Frank
2017-03-01
Many state-of-the-art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are integrated. In this context, Markov state models (MSMs) are extremely popular because they can be used to compute stationary quantities and long-time kinetics from ensembles of short simulations, provided that these short simulations are in "local equilibrium" within the MSM states. However, over the last 15 years since the inception of MSMs, it has been controversially discussed and not yet been answered how deviations from local equilibrium can be detected, whether these deviations induce a practical bias in MSM estimation, and how to correct for them. In this paper, we address these issues: We systematically analyze the estimation of MSMs from short non-equilibrium simulations, and we provide an expression for the error between unbiased transition probabilities and the expected estimate from many short simulations. We show that the unbiased MSM estimate can be obtained even from relatively short non-equilibrium simulations in the limit of long lag times and good discretization. Further, we exploit observable operator model (OOM) theory to derive an unbiased estimator for the MSM transition matrix that corrects for the effect of starting out of equilibrium, even when short lag times are used. Finally, we show how the OOM framework can be used to estimate the exact eigenvalues or relaxation time scales of the system without estimating an MSM transition matrix, which allows us to practically assess the discretization quality of the MSM. Applications to model systems and molecular dynamics simulation data of alanine dipeptide are included for illustration. The improved MSM estimator is implemented in PyEMMA of version 2.3.
Using regression methods to estimate stream phosphorus loads at the Illinois River, Arkansas
Haggard, B.E.; Soerens, T.S.; Green, W.R.; Richards, R.P.
2003-01-01
The development of total maximum daily loads (TMDLs) requires evaluating existing constituent loads in streams. Accurate estimates of constituent loads are needed to calibrate watershed and reservoir models for TMDL development. The best approach to estimate constituent loads is high frequency sampling, particularly during storm events, and mass integration of constituents passing a point in a stream. Most often, resources are limited and discrete water quality samples are collected on fixed intervals and sometimes supplemented with directed sampling during storm events. When resources are limited, mass integration is not an accurate means to determine constituent loads and other load estimation techniques such as regression models are used. The objective of this work was to determine a minimum number of water-quality samples needed to provide constituent concentration data adequate to estimate constituent loads at a large stream. Twenty sets of water quality samples with and without supplemental storm samples were randomly selected at various fixed intervals from a database at the Illinois River, northwest Arkansas. The random sets were used to estimate total phosphorus (TP) loads using regression models. The regression-based annual TP loads were compared to the integrated annual TP load estimated using all the data. At a minimum, monthly sampling plus supplemental storm samples (six samples per year) was needed to produce a root mean square error of less than 15%. Water quality samples should be collected at least semi-monthly (every 15 days) in studies less than two years if seasonal time factors are to be used in the regression models. Annual TP loads estimated from independently collected discrete water quality samples further demonstrated the utility of using regression models to estimate annual TP loads in this stream system.
Inference of emission rates from multiple sources using Bayesian probability theory.
Yee, Eugene; Flesch, Thomas K
2010-03-01
The determination of atmospheric emission rates from multiple sources using inversion (regularized least-squares or best-fit technique) is known to be very susceptible to measurement and model errors in the problem, rendering the solution unusable. In this paper, a new perspective is offered for this problem: namely, it is argued that the problem should be addressed as one of inference rather than inversion. Towards this objective, Bayesian probability theory is used to estimate the emission rates from multiple sources. The posterior probability distribution for the emission rates is derived, accounting fully for the measurement errors in the concentration data and the model errors in the dispersion model used to interpret the data. The Bayesian inferential methodology for emission rate recovery is validated against real dispersion data, obtained from a field experiment involving various source-sensor geometries (scenarios) consisting of four synthetic area sources and eight concentration sensors. The recovery of discrete emission rates from three different scenarios obtained using Bayesian inference and singular value decomposition inversion are compared and contrasted.
Triangular covariance factorizations for. Ph.D. Thesis. - Calif. Univ.
NASA Technical Reports Server (NTRS)
Thornton, C. L.
1976-01-01
An improved computational form of the discrete Kalman filter is derived using an upper triangular factorization of the error covariance matrix. The covariance P is factored such that P = UDUT where U is unit upper triangular and D is diagonal. Recursions are developed for propagating the U-D covariance factors together with the corresponding state estimate. The resulting algorithm, referred to as the U-D filter, combines the superior numerical precision of square root filtering techniques with an efficiency comparable to that of Kalman's original formula. Moreover, this method is easily implemented and involves no more computer storage than the Kalman algorithm. These characteristics make the U-D method an attractive realtime filtering technique. A new covariance error analysis technique is obtained from an extension of the U-D filter equations. This evaluation method is flexible and efficient and may provide significantly improved numerical results. Cost comparisons show that for a large class of problems the U-D evaluation algorithm is noticeably less expensive than conventional error analysis methods.
Mroz, T A
1999-10-01
This paper contains a Monte Carlo evaluation of estimators used to control for endogeneity of dummy explanatory variables in continuous outcome regression models. When the true model has bivariate normal disturbances, estimators using discrete factor approximations compare favorably to efficient estimators in terms of precision and bias; these approximation estimators dominate all the other estimators examined when the disturbances are non-normal. The experiments also indicate that one should liberally add points of support to the discrete factor distribution. The paper concludes with an application of the discrete factor approximation to the estimation of the impact of marriage on wages.
Aliasing errors in measurements of beam position and ellipticity
NASA Astrophysics Data System (ADS)
Ekdahl, Carl
2005-09-01
Beam position monitors (BPMs) are used in accelerators and ion experiments to measure currents, position, and azimuthal asymmetry. These usually consist of discrete arrays of electromagnetic field detectors, with detectors located at several equally spaced azimuthal positions at the beam tube wall. The discrete nature of these arrays introduces systematic errors into the data, independent of uncertainties resulting from signal noise, lack of recording dynamic range, etc. Computer simulations were used to understand and quantify these aliasing errors. If required, aliasing errors can be significantly reduced by employing more than the usual four detectors in the BPMs. These simulations show that the error in measurements of the centroid position of a large beam is indistinguishable from the error in the position of a filament. The simulations also show that aliasing errors in the measurement of beam ellipticity are very large unless the beam is accurately centered. The simulations were used to quantify the aliasing errors in beam parameter measurements during early experiments on the DARHT-II accelerator, demonstrating that they affected the measurements only slightly, if at all.
Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
NASA Astrophysics Data System (ADS)
Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki
2014-10-01
A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.
NASA Technical Reports Server (NTRS)
Barth, Timothy; Saini, Subhash (Technical Monitor)
1999-01-01
This talk considers simplified finite element discretization techniques for first-order systems of conservation laws equipped with a convex (entropy) extension. Using newly developed techniques in entropy symmetrization theory, simplified forms of the Galerkin least-squares (GLS) and the discontinuous Galerkin (DG) finite element method have been developed and analyzed. The use of symmetrization variables yields numerical schemes which inherit global entropy stability properties of the POE system. Central to the development of the simplified GLS and DG methods is the Degenerative Scaling Theorem which characterizes right symmetrizes of an arbitrary first-order hyperbolic system in terms of scaled eigenvectors of the corresponding flux Jacobean matrices. A constructive proof is provided for the Eigenvalue Scaling Theorem with detailed consideration given to the Euler, Navier-Stokes, and magnetohydrodynamic (MHD) equations. Linear and nonlinear energy stability is proven for the simplified GLS and DG methods. Spatial convergence properties of the simplified GLS and DO methods are numerical evaluated via the computation of Ringleb flow on a sequence of successively refined triangulations. Finally, we consider a posteriori error estimates for the GLS and DG demoralization assuming error functionals related to the integrated lift and drag of a body. Sample calculations in 20 are shown to validate the theory and implementation.
Structure Calculation and Reconstruction of Discrete-State Dynamics from Residual Dipolar Couplings.
Cole, Casey A; Mukhopadhyay, Rishi; Omar, Hanin; Hennig, Mirko; Valafar, Homayoun
2016-04-12
Residual dipolar couplings (RDCs) acquired by nuclear magnetic resonance (NMR) spectroscopy are an indispensable source of information in investigation of molecular structures and dynamics. Here, we present a comprehensive strategy for structure calculation and reconstruction of discrete-state dynamics from RDC data that is based on the singular value decomposition (SVD) method of order tensor estimation. In addition to structure determination, we provide a mechanism of producing an ensemble of conformations for the dynamical regions of a protein from RDC data. The developed methodology has been tested on simulated RDC data with ±1 Hz of error from an 83 residue α protein (PDB ID 1A1Z ) and a 213 residue α/β protein DGCR8 (PDB ID 2YT4 ). In nearly all instances, our method reproduced the structure of the protein including the conformational ensemble to within less than 2 Å. On the basis of our investigations, arc motions with more than 30° of rotation are identified as internal dynamics and are reconstructed with sufficient accuracy. Furthermore, states with relative occupancies above 20% are consistently recognized and reconstructed successfully. Arc motions with a magnitude of 15° or relative occupancy of less than 10% are consistently unrecognizable as dynamical regions within the context of ±1 Hz of error.
A spatial error model with continuous random effects and an application to growth convergence
NASA Astrophysics Data System (ADS)
Laurini, Márcio Poletti
2017-10-01
We propose a spatial error model with continuous random effects based on Matérn covariance functions and apply this model for the analysis of income convergence processes (β -convergence). The use of a model with continuous random effects permits a clearer visualization and interpretation of the spatial dependency patterns, avoids the problems of defining neighborhoods in spatial econometrics models, and allows projecting the spatial effects for every possible location in the continuous space, circumventing the existing aggregations in discrete lattice representations. We apply this model approach to analyze the economic growth of Brazilian municipalities between 1991 and 2010 using unconditional and conditional formulations and a spatiotemporal model of convergence. The results indicate that the estimated spatial random effects are consistent with the existence of income convergence clubs for Brazilian municipalities in this period.
Hazel, Joseph E.; Kaplinski, Matt; Parnell, Rod; Kohl, Keith; Topping, David J.
2007-01-01
This report presents stage-discharge relations for 47 discrete locations along the Colorado River, downstream from Glen Canyon Dam. Predicting the river stage that results from changes in flow regime is important for many studies investigating the effects of dam operations on resources in and along the Colorado River. The empirically based stage-discharge relations were developed from water-surface elevation data surveyed at known discharges at all 47 locations. The rating curves accurately predict stage at each location for discharges between 141 cubic meters per second and 1,274 cubic meters per second. The coefficient of determination (R2) of the fit to the data ranged from 0.993 to 1.00. Given the various contributing errors to the method, a conservative error estimate of ?0.05 m was assigned to the rating curves.
K(L) - K(S) mass difference from lattice QCD.
Bai, Z; Christ, N H; Izubuchi, T; Sachrajda, C T; Soni, A; Yu, J
2014-09-12
We report on the first complete calculation of the K_{L}-K_{S} mass difference, ΔM_{K}, using lattice QCD. The calculation is performed on a 2+1 flavor, domain wall fermion ensemble with a 330 MeV pion mass and a 575 MeV kaon mass. We use a quenched charm quark with a 949 MeV mass to implement Glashow-Iliopoulos-Maiani cancellation. For these heavier-than-physical particle masses, we obtain ΔM_{K}=3.19(41)(96)×10^{-12} MeV, quite similar to the experimental value. Here the first error is statistical, and the second is an estimate of the systematic discretization error. An interesting aspect of this calculation is the importance of the disconnected diagrams, a dramatic failure of the Okubo-Zweig-Iizuka rule.
Two-photon decay of the neutral pion in lattice QCD.
Feng, Xu; Aoki, Sinya; Fukaya, Hidenori; Hashimoto, Shoji; Kaneko, Takashi; Noaki, Jun-Ichi; Shintani, Eigo
2012-11-02
We perform a nonperturbative calculation of the π(0) → γγ transition form factor and the associated decay width using lattice QCD. The amplitude for a two-photon final state, which is not an eigenstate of QCD, is extracted through a Euclidean time integral of the relevant three-point function. We utilize the all-to-all quark propagator technique to carry out this integration as well as to include the disconnected quark diagram contributions. The overlap fermion formulation is employed on the lattice to ensure exact chiral symmetry on the lattice. After examining various sources of systematic effects, except for a possible discretization effect, we obtain Γπ(0) → γγ = 7.83(31)(49) eV for the pion decay width, where the first error is statistical and the second is our estimate of the systematic error.
On higher order discrete phase-locked loops.
NASA Technical Reports Server (NTRS)
Gill, G. S.; Gupta, S. C.
1972-01-01
An exact mathematical model is developed for a discrete loop of a general order particularly suitable for digital computation. The deterministic response of the loop to the phase step and the frequency step is investigated. The design of the digital filter for the second-order loop is considered. Use is made of the incremental phase plane to study the phase error behavior of the loop. The model of the noisy loop is derived and the optimization of the loop filter for minimum mean-square error is considered.
NASA Astrophysics Data System (ADS)
Paul, Prakash
2009-12-01
The finite element method (FEM) is used to solve three-dimensional electromagnetic scattering and radiation problems. Finite element (FE) solutions of this kind contain two main types of error: discretization error and boundary error. Discretization error depends on the number of free parameters used to model the problem, and on how effectively these parameters are distributed throughout the problem space. To reduce the discretization error, the polynomial order of the finite elements is increased, either uniformly over the problem domain or selectively in those areas with the poorest solution quality. Boundary error arises from the condition applied to the boundary that is used to truncate the computational domain. To reduce the boundary error, an iterative absorbing boundary condition (IABC) is implemented. The IABC starts with an inexpensive boundary condition and gradually improves the quality of the boundary condition as the iteration continues. An automatic error control (AEC) is implemented to balance the two types of error. With the AEC, the boundary condition is improved when the discretization error has fallen to a low enough level to make this worth doing. The AEC has these characteristics: (i) it uses a very inexpensive truncation method initially; (ii) it allows the truncation boundary to be very close to the scatterer/radiator; (iii) it puts more computational effort on the parts of the problem domain where it is most needed; and (iv) it can provide as accurate a solution as needed depending on the computational price one is willing to pay. To further reduce the computational cost, disjoint scatterers and radiators that are relatively far from each other are bounded separately and solved using a multi-region method (MRM), which leads to savings in computational cost. A simple analytical way to decide whether the MRM or the single region method will be computationally cheaper is also described. To validate the accuracy and savings in computation time, different shaped metallic and dielectric obstacles (spheres, ogives, cube, flat plate, multi-layer slab etc.) are used for the scattering problems. For the radiation problems, waveguide excited antennas (horn antenna, waveguide with flange, microstrip patch antenna) are used. Using the AEC the peak reduction in computation time during the iteration is typically a factor of 2, compared to the IABC using the same element orders throughout. In some cases, it can be as high as a factor of 4.
Discrete-to-continuous transition in quantum phase estimation
NASA Astrophysics Data System (ADS)
Rządkowski, Wojciech; Demkowicz-Dobrzański, Rafał
2017-09-01
We analyze the problem of quantum phase estimation in which the set of allowed phases forms a discrete N -element subset of the whole [0 ,2 π ] interval, φn=2 π n /N , n =0 ,⋯,N -1 , and study the discrete-to-continuous transition N →∞ for various cost functions as well as the mutual information. We also analyze the relation between the problems of phase discrimination and estimation by considering a step cost function of a given width σ around the true estimated value. We show that in general a direct application of the theory of covariant measurements for a discrete subgroup of the U(1 ) group leads to suboptimal strategies due to an implicit requirement of estimating only the phases that appear in the prior distribution. We develop the theory of subcovariant measurements to remedy this situation and demonstrate truly optimal estimation strategies when performing a transition from discrete to continuous phase estimation.
42 CFR 412.278 - Administrator's review.
Code of Federal Regulations, 2014 CFR
2014-10-01
... or computational errors, or to correct the decision if the evidence that was considered in making the... discretion, may amend the decision to correct mathematical or computational errors, or to correct the...
42 CFR 412.278 - Administrator's review.
Code of Federal Regulations, 2011 CFR
2011-10-01
... or computational errors, or to correct the decision if the evidence that was considered in making the... discretion, may amend the decision to correct mathematical or computational errors, or to correct the...
42 CFR 412.278 - Administrator's review.
Code of Federal Regulations, 2012 CFR
2012-10-01
... or computational errors, or to correct the decision if the evidence that was considered in making the... discretion, may amend the decision to correct mathematical or computational errors, or to correct the...
42 CFR 412.278 - Administrator's review.
Code of Federal Regulations, 2013 CFR
2013-10-01
... or computational errors, or to correct the decision if the evidence that was considered in making the... discretion, may amend the decision to correct mathematical or computational errors, or to correct the...
Robust preview control for a class of uncertain discrete-time systems with time-varying delay.
Li, Li; Liao, Fucheng
2018-02-01
This paper proposes a concept of robust preview tracking control for uncertain discrete-time systems with time-varying delay. Firstly, a model transformation is employed for an uncertain discrete system with time-varying delay. Then, the auxiliary variables related to the system state and input are introduced to derive an augmented error system that includes future information on the reference signal. This leads to the tracking problem being transformed into a regulator problem. Finally, for the augmented error system, a sufficient condition of asymptotic stability is derived and the preview controller design method is proposed based on the scaled small gain theorem and linear matrix inequality (LMI) technique. The method proposed in this paper not only solves the difficulty problem of applying the difference operator to the time-varying matrices but also simplifies the structure of the augmented error system. The numerical simulation example also illustrates the effectiveness of the results presented in the paper. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Prevention 0f Unwanted Free-Declaration of Static Obstacles in Probability Occupancy Grids
NASA Astrophysics Data System (ADS)
Krause, Stefan; Scholz, M.; Hohmann, R.
2017-10-01
Obstacle detection and avoidance are major research fields in unmanned aviation. Map based obstacle detection approaches often use discrete world representations such as probabilistic grid maps to fuse incremental environment data from different views or sensors to build a comprehensive representation. The integration of continuous measurements into a discrete representation can result in rounding errors which, in turn, leads to differences between the artificial model and real environment. The cause of these deviations is a low spatial resolution of the world representation comparison to the used sensor data. Differences between artificial representations which are used for path planning or obstacle avoidance and the real world can lead to unexpected behavior up to collisions with unmapped obstacles. This paper presents three approaches to the treatment of errors that can occur during the integration of continuous laser measurement in the discrete probabilistic grid. Further, the quality of the error prevention and the processing performance are compared with real sensor data.
An extended sequential goodness-of-fit multiple testing method for discrete data.
Castro-Conde, Irene; Döhler, Sebastian; de Uña-Álvarez, Jacobo
2017-10-01
The sequential goodness-of-fit (SGoF) multiple testing method has recently been proposed as an alternative to the familywise error rate- and the false discovery rate-controlling procedures in high-dimensional problems. For discrete data, the SGoF method may be very conservative. In this paper, we introduce an alternative SGoF-type procedure that takes into account the discreteness of the test statistics. Like the original SGoF, our new method provides weak control of the false discovery rate/familywise error rate but attains false discovery rate levels closer to the desired nominal level, and thus it is more powerful. We study the performance of this method in a simulation study and illustrate its application to a real pharmacovigilance data set.
A modern control theory based algorithm for control of the NASA/JPL 70-meter antenna axis servos
NASA Technical Reports Server (NTRS)
Hill, R. E.
1987-01-01
A digital computer-based state variable controller was designed and applied to the 70-m antenna axis servos. The general equations and structure of the algorithm and provisions for alternate position error feedback modes to accommodate intertarget slew, encoder referenced tracking, and precision tracking modes are descibed. Development of the discrete time domain control model and computation of estimator and control gain parameters based on closed loop pole placement criteria are discussed. The new algorithm was successfully implemented and tested in the 70-m antenna at Deep Space Network station 63 in Spain.
Sampling Versus Filtering in Large-Eddy Simulations
NASA Technical Reports Server (NTRS)
Debliquy, O.; Knaepen, B.; Carati, D.; Wray, A. A.
2004-01-01
A LES formalism in which the filter operator is replaced by a sampling operator is proposed. The unknown quantities that appear in the LES equations originate only from inadequate resolution (Discretization errors). The resulting viewpoint seems to make a link between finite difference approaches and finite element methods. Sampling operators are shown to commute with nonlinearities and to be purely projective. Moreover, their use allows an unambiguous definition of the LES numerical grid. The price to pay is that sampling never commutes with spatial derivatives and the commutation errors must be modeled. It is shown that models for the discretization errors may be treated using the dynamic procedure. Preliminary results, using the Smagorinsky model, are very encouraging.
Ortiz, Roderick F.; Stogner, Sr., Robert W.
2001-01-01
A comprehensive sampling network was implemented in the Alamosa River Basin from 1995 to 1997 to address data gaps identified as part of the ecological risk assessment of the Summitville Superfund site. Aluminum, copper, iron, and zinc were identified as the constituents of concern for the risk assessment. Water-quality samples were collected at six sites on the Alamosa River and Wightman Fork by automatic samplers. Several discrete (instantaneous) samples were collected over 24 hours at each site during periods of high diurnal variations in streamflow (May through September). The discrete samples were analyzed individually and duplicate samples were composited to produce a single sample that represented the daily-mean concentration. The diurnal variations in concentration with respect to the theoretical daily-mean concentration (maximum minus minimum divided by daily mean) are presented. Diurnal metal concentrations were highly variable in the Alamosa River and Wightman Fork. The concentration of a metal at a single site could change by several hundred percent during one diurnal cycle. The largest percent change in metal concentrations was observed for aluminum and iron. Zinc concentrations varied the least of the four metals. No discernible or predictable pattern was indicated in the timing of the daily mean, maximum, or minimum concentrations. The percentage of discrete sample concentrations that varied from the daily-mean concentration by thresholds of plus or minus 10, 25, and 50 percent was evaluated. Between 50 and 75 percent of discrete-sample concentrations varied from the daily-mean concentration by more than plus or minus 10 percent. The percentage of samples exceeding given thresholds generally was smaller during the summer period than the snowmelt period. Sampling strategies are critical to accurately define variability in constituent concentration, and conversely, understanding constituent variability is important in determining appropriate sampling strategies. During nonsteady-state periods, considerable errors in estimates of daily-mean concentration are possible if based on one discrete sample. Flow-weighting multiple discrete samples collected over a diurnal cycle provides a better estimate of daily-mean concentrations during nonsteady-state periods.
Analysis and computation of a least-squares method for consistent mesh tying
Day, David; Bochev, Pavel
2007-07-10
We report in the finite element method, a standard approach to mesh tying is to apply Lagrange multipliers. If the interface is curved, however, discretization generally leads to adjoining surfaces that do not coincide spatially. Straightforward Lagrange multiplier methods lead to discrete formulations failing a first-order patch test [T.A. Laursen, M.W. Heinstein, Consistent mesh-tying methods for topologically distinct discretized surfaces in non-linear solid mechanics, Internat. J. Numer. Methods Eng. 57 (2003) 1197–1242]. This paper presents a theoretical and computational study of a least-squares method for mesh tying [P. Bochev, D.M. Day, A least-squares method for consistent mesh tying, Internat. J.more » Numer. Anal. Modeling 4 (2007) 342–352], applied to the partial differential equation -∇ 2φ+αφ=f. We prove optimal convergence rates for domains represented as overlapping subdomains and show that the least-squares method passes a patch test of the order of the finite element space by construction. To apply the method to subdomain configurations with gaps and overlaps we use interface perturbations to eliminate the gaps. Finally, theoretical error estimates are illustrated by numerical experiments.« less
Accurate position estimation methods based on electrical impedance tomography measurements
NASA Astrophysics Data System (ADS)
Vergara, Samuel; Sbarbaro, Daniel; Johansen, T. A.
2017-08-01
Electrical impedance tomography (EIT) is a technology that estimates the electrical properties of a body or a cross section. Its main advantages are its non-invasiveness, low cost and operation free of radiation. The estimation of the conductivity field leads to low resolution images compared with other technologies, and high computational cost. However, in many applications the target information lies in a low intrinsic dimensionality of the conductivity field. The estimation of this low-dimensional information is addressed in this work. It proposes optimization-based and data-driven approaches for estimating this low-dimensional information. The accuracy of the results obtained with these approaches depends on modelling and experimental conditions. Optimization approaches are sensitive to model discretization, type of cost function and searching algorithms. Data-driven methods are sensitive to the assumed model structure and the data set used for parameter estimation. The system configuration and experimental conditions, such as number of electrodes and signal-to-noise ratio (SNR), also have an impact on the results. In order to illustrate the effects of all these factors, the position estimation of a circular anomaly is addressed. Optimization methods based on weighted error cost functions and derivate-free optimization algorithms provided the best results. Data-driven approaches based on linear models provided, in this case, good estimates, but the use of nonlinear models enhanced the estimation accuracy. The results obtained by optimization-based algorithms were less sensitive to experimental conditions, such as number of electrodes and SNR, than data-driven approaches. Position estimation mean squared errors for simulation and experimental conditions were more than twice for the optimization-based approaches compared with the data-driven ones. The experimental position estimation mean squared error of the data-driven models using a 16-electrode setup was less than 0.05% of the tomograph radius value. These results demonstrate that the proposed approaches can estimate an object’s position accurately based on EIT measurements if enough process information is available for training or modelling. Since they do not require complex calculations it is possible to use them in real-time applications without requiring high-performance computers.
Representation of deformable motion for compression of dynamic cardiac image data
NASA Astrophysics Data System (ADS)
Weinlich, Andreas; Amon, Peter; Hutter, Andreas; Kaup, André
2012-02-01
We present a new approach for efficient estimation and storage of tissue deformation in dynamic medical image data like 3-D+t computed tomography reconstructions of human heart acquisitions. Tissue deformation between two points in time can be described by means of a displacement vector field indicating for each voxel of a slice, from which position in the previous slice at a fixed position in the third dimension it has moved to this position. Our deformation model represents the motion in a compact manner using a down-sampled potential function of the displacement vector field. This function is obtained by a Gauss-Newton minimization of the estimation error image, i. e., the difference between the current and the deformed previous slice. For lossless or lossy compression of volume slices, the potential function and the error image can afterwards be coded separately. By assuming deformations instead of translational motion, a subsequent coding algorithm using this method will achieve better compression ratios for medical volume data than with conventional block-based motion compensation known from video coding. Due to the smooth prediction without block artifacts, particularly whole-image transforms like wavelet decomposition as well as intra-slice prediction methods can benefit from this approach. We show that with discrete cosine as well as with Karhunen-Lo`eve transform the method can achieve a better energy compaction of the error image than block-based motion compensation while reaching approximately the same prediction error energy.
A numerical identifiability test for state-space models--application to optimal experimental design.
Hidalgo, M E; Ayesa, E
2001-01-01
This paper describes a mathematical tool for identifiability analysis, easily applicable to high order non-linear systems modelled in state-space and implementable in simulators with a time-discrete approach. This procedure also permits a rigorous analysis of the expected estimation errors (average and maximum) in calibration experiments. The methodology is based on the recursive numerical evaluation of the information matrix during the simulation of a calibration experiment and in the setting-up of a group of information parameters based on geometric interpretations of this matrix. As an example of the utility of the proposed test, the paper presents its application to an optimal experimental design of ASM Model No. 1 calibration, in order to estimate the maximum specific growth rate microH and the concentration of heterotrophic biomass XBH.
Distributed consensus for discrete-time heterogeneous multi-agent systems
NASA Astrophysics Data System (ADS)
Zhao, Huanyu; Fei, Shumin
2018-06-01
This paper studies the consensus problem for a class of discrete-time heterogeneous multi-agent systems. Two kinds of consensus algorithms will be considered. The heterogeneous multi-agent systems considered are converted into equivalent error systems by a model transformation. Then we analyse the consensus problem of the original systems by analysing the stability problem of the error systems. Some sufficient conditions for consensus of heterogeneous multi-agent systems are obtained by applying algebraic graph theory and matrix theory. Simulation examples are presented to show the usefulness of the results.
Limited-memory adaptive snapshot selection for proper orthogonal decomposition
DOE Office of Scientific and Technical Information (OSTI.GOV)
Oxberry, Geoffrey M.; Kostova-Vassilevska, Tanya; Arrighi, Bill
2015-04-02
Reduced order models are useful for accelerating simulations in many-query contexts, such as optimization, uncertainty quantification, and sensitivity analysis. However, offline training of reduced order models can have prohibitively expensive memory and floating-point operation costs in high-performance computing applications, where memory per core is limited. To overcome this limitation for proper orthogonal decomposition, we propose a novel adaptive selection method for snapshots in time that limits offline training costs by selecting snapshots according an error control mechanism similar to that found in adaptive time-stepping ordinary differential equation solvers. The error estimator used in this work is related to theory boundingmore » the approximation error in time of proper orthogonal decomposition-based reduced order models, and memory usage is minimized by computing the singular value decomposition using a single-pass incremental algorithm. Results for a viscous Burgers’ test problem demonstrate convergence in the limit as the algorithm error tolerances go to zero; in this limit, the full order model is recovered to within discretization error. The resulting method can be used on supercomputers to generate proper orthogonal decomposition-based reduced order models, or as a subroutine within hyperreduction algorithms that require taking snapshots in time, or within greedy algorithms for sampling parameter space.« less
Helmholtz and parabolic equation solutions to a benchmark problem in ocean acoustics.
Larsson, Elisabeth; Abrahamsson, Leif
2003-05-01
The Helmholtz equation (HE) describes wave propagation in applications such as acoustics and electromagnetics. For realistic problems, solving the HE is often too expensive. Instead, approximations like the parabolic wave equation (PE) are used. For low-frequency shallow-water environments, one persistent problem is to assess the accuracy of the PE model. In this work, a recently developed HE solver that can handle a smoothly varying bathymetry, variable material properties, and layered materials, is used for an investigation of the errors in PE solutions. In the HE solver, a preconditioned Krylov subspace method is applied to the discretized equations. The preconditioner combines domain decomposition and fast transform techniques. A benchmark problem with upslope-downslope propagation over a penetrable lossy seamount is solved. The numerical experiments show that, for the same bathymetry, a soft and slow bottom gives very similar HE and PE solutions, whereas the PE model is far from accurate for a hard and fast bottom. A first attempt to estimate the error is made by computing the relative deviation from the energy balance for the PE solution. This measure gives an indication of the magnitude of the error, but cannot be used as a strict error bound.
Robust inference in discrete hazard models for randomized clinical trials.
Nguyen, Vinh Q; Gillen, Daniel L
2012-10-01
Time-to-event data in which failures are only assessed at discrete time points are common in many clinical trials. Examples include oncology studies where events are observed through periodic screenings such as radiographic scans. When the survival endpoint is acknowledged to be discrete, common methods for the analysis of observed failure times include the discrete hazard models (e.g., the discrete-time proportional hazards and the continuation ratio model) and the proportional odds model. In this manuscript, we consider estimation of a marginal treatment effect in discrete hazard models where the constant treatment effect assumption is violated. We demonstrate that the estimator resulting from these discrete hazard models is consistent for a parameter that depends on the underlying censoring distribution. An estimator that removes the dependence on the censoring mechanism is proposed and its asymptotic distribution is derived. Basing inference on the proposed estimator allows for statistical inference that is scientifically meaningful and reproducible. Simulation is used to assess the performance of the presented methodology in finite samples.
McGrath, Timothy; Fineman, Richard; Stirling, Leia
2018-06-08
Inertial measurement units (IMUs) have been demonstrated to reliably measure human joint angles—an essential quantity in the study of biomechanics. However, most previous literature proposed IMU-based joint angle measurement systems that required manual alignment or prescribed calibration motions. This paper presents a simple, physically-intuitive method for IMU-based measurement of the knee flexion/extension angle in gait without requiring alignment or discrete calibration, based on computationally-efficient and easy-to-implement Principle Component Analysis (PCA). The method is compared against an optical motion capture knee flexion/extension angle modeled through OpenSim. The method is evaluated using both measured and simulated IMU data in an observational study ( n = 15) with an absolute root-mean-square-error (RMSE) of 9.24∘ and a zero-mean RMSE of 3.49∘. Variation in error across subjects was found, made emergent by the larger subject population than previous literature considers. Finally, the paper presents an explanatory model of RMSE on IMU mounting location. The observational data suggest that RMSE of the method is a function of thigh IMU perturbation and axis estimation quality. However, the effect size for these parameters is small in comparison to potential gains from improved IMU orientation estimations. Results also highlight the need to set relevant datums from which to interpret joint angles for both truth references and estimated data.
Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra
NASA Astrophysics Data System (ADS)
Rezakhah, Saeid; Maleki, Yasaman
2016-07-01
Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a second continuous time DSI process which provides a proper approximation of the first one. This enables us to provide a bilateral relation between covariance functions of the subsidiary process and the new continuous time processes. The time varying spectral representation of such continuous time DSI process is characterized, and its spectrum is estimated. Also, a new method for estimation time dependent Hurst parameter of such processes is provided which gives a more accurate estimation. The performance of this estimation method is studied via simulation. Finally this method is applied to the real data of S & P500 and Dow Jones indices for some special periods.
Dube, Blaire; Emrich, Stephen M; Al-Aidroos, Naseem
2017-10-01
Across 2 experiments we revisited the filter account of how feature-based attention regulates visual working memory (VWM). Originally drawing from discrete-capacity ("slot") models, the filter account proposes that attention operates like the "bouncer in the brain," preventing distracting information from being encoded so that VWM resources are reserved for relevant information. Given recent challenges to the assumptions of discrete-capacity models, we investigated whether feature-based attention plays a broader role in regulating memory. Both experiments used partial report tasks in which participants memorized the colors of circle and square stimuli, and we provided a feature-based goal by manipulating the likelihood that 1 shape would be probed over the other across a range of probabilities. By decomposing participants' responses using mixture and variable-precision models, we estimated the contributions of guesses, nontarget responses, and imprecise memory representations to their errors. Consistent with the filter account, participants were less likely to guess when the probed memory item matched the feature-based goal. Interestingly, this effect varied with goal strength, even across high probabilities where goal-matching information should always be prioritized, demonstrating strategic control over filter strength. Beyond this effect of attention on which stimuli were encoded, we also observed effects on how they were encoded: Estimates of both memory precision and nontarget errors varied continuously with feature-based attention. The results offer support for an extension to the filter account, where feature-based attention dynamically regulates the distribution of resources within working memory so that the most relevant items are encoded with the greatest precision. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Synthesis of a combined system for precise stabilization of the Spektr-UF observatory: II
NASA Astrophysics Data System (ADS)
Bychkov, I. V.; Voronov, V. A.; Druzhinin, E. I.; Kozlov, R. I.; Ul'yanov, S. A.; Belyaev, B. B.; Telepnev, P. P.; Ul'yashin, A. I.
2014-03-01
The paper presents the second part of the results of search studies for the development of a combined system of high-precision stabilization of the optical telescope for the designed Spectr-UF international observatory [1]. A new modification of the strict method of the synthesis of nonlinear discrete-continuous stabilization systems with uncertainties is described, which is based on the minimization of the guaranteed accuracy estimate calculated using vector Lyapunov functions. Using this method, the synthesis of the feedback parameters in the mode of precise inertial stabilization of the optical telescope axis is performed taking the design nonrigidity, quantization of signals over time and level, and errors of orientation meters, as well as the errors and limitation of control moments of executive engine-flywheels into account. The results of numerical experiments that demonstrate the quality of the synthesized system are presented.
A hybrid demodulation method of fiber-optic Fabry-Perot pressure sensor
NASA Astrophysics Data System (ADS)
Yu, Le; Lang, Jianjun; Pan, Yong; Wu, Di; Zhang, Min
2013-12-01
The fiber-optic Fabry-Perot pressure sensors have been widely applied to measure pressure in oilfield. For multi-well it will take a long time (dozens of seconds) to demodulate downhole pressure values of all wells by using only one demodulation system and it will cost a lot when every well is equipped with one system, which heavily limits the sensor applied in oilfield. In present paper, a new hybrid demodulation method, combining the windowed nonequispaced discrete Fourier Transform (nDFT) method with segment search minimum mean square error estimation (MMSE) method, was developed, by which the demodulation time can be reduced to 200ms, i.e., measuring 10 channels/wells was less than 2s. Besides, experimental results showed the demodulation cavity length of the fiber-optic Fabry-Perot sensor has a maximum error of 0.5 nm and consequently pressure measurement accuracy can reach 0.4% F.S.
Anisotropic scattering of discrete particle arrays.
Paul, Joseph S; Fu, Wai Chong; Dokos, Socrates; Box, Michael
2010-05-01
Far-field intensities of light scattered from a linear centro-symmetric array illuminated by a plane wave of incident light are estimated at a series of detector angles. The intensities are computed from the superposition of E-fields scattered by the individual array elements. An average scattering phase function is used to model the scattered fields of individual array elements. The nature of scattering from the array is investigated using an image (theta-phi plot) of the far-field intensities computed at a series of locations obtained by rotating the detector angle from 0 degrees to 360 degrees, corresponding to each angle of incidence in the interval [0 degrees 360 degrees]. The diffraction patterns observed from the theta-Phi plot are compared with those for isotropic scattering. In the absence of prior information on the array geometry, the intensities corresponding to theta-Phi pairs satisfying the Bragg condition are used to estimate the phase function. An algorithmic procedure is presented for this purpose and tested using synthetic data. The relative error between estimated and theoretical values of the phase function is shown to be determined by the mean spacing factor, the number of elements, and the far-field distance. An empirical relationship is presented to calculate the optimal far-field distance for a given specification of the percentage error.
ESTIMATION OF THE NUMBER OF INFECTIOUS BACTERIAL OR VIRAL PARTICLES BY THE DILUTION METHOD
Seligman, Stephen J.; Mickey, M. Ray
1964-01-01
Seligman, Stephen J. (University of California, Los Angeles), and M. Ray Mickey. Estimation of the number of infectious bacterial or viral particles by the dilution method. J. Bacteriol. 88:31–36. 1964.—For viral or bacterial systems in which discrete foci of infection are not obtainable, it is possible to obtain an estimate of the number of infectious particles by use of the quantal response if the assay system is such that one infectious particle can elicit the response. Unfortunately, the maximum likelihood estimate is difficult to calculate, but, by the use of a modification of Haldane's approximation, it is possible to construct a table which facilitates calculation of both the average number of infectious particles and its relative error. Additional advantages of the method are that the number of test units per dilution can be varied, the dilutions need not bear any fixed relation to each other, and the one-particle hypothesis can be readily tested. PMID:14197902
Sheng, Li; Wang, Zidong; Tian, Engang; Alsaadi, Fuad E
2016-12-01
This paper deals with the H ∞ state estimation problem for a class of discrete-time neural networks with stochastic delays subject to state- and disturbance-dependent noises (also called (x,v)-dependent noises) and fading channels. The time-varying stochastic delay takes values on certain intervals with known probability distributions. The system measurement is transmitted through fading channels described by the Rice fading model. The aim of the addressed problem is to design a state estimator such that the estimation performance is guaranteed in the mean-square sense against admissible stochastic time-delays, stochastic noises as well as stochastic fading signals. By employing the stochastic analysis approach combined with the Kronecker product, several delay-distribution-dependent conditions are derived to ensure that the error dynamics of the neuron states is stochastically stable with prescribed H ∞ performance. Finally, a numerical example is provided to illustrate the effectiveness of the obtained results. Copyright © 2016 Elsevier Ltd. All rights reserved.
Accuracy of a continuous glucose monitoring system in dogs and cats with diabetic ketoacidosis.
Reineke, Erica L; Fletcher, Daniel J; King, Lesley G; Drobatz, Kenneth J
2010-06-01
(1) To determine the ability of a continuous interstitial glucose monitoring system (CGMS) to accurately estimate blood glucose (BG) in dogs and cats with diabetic ketoacidosis. (2) To determine the effect of perfusion, hydration, body condition score, severity of ketosis, and frequency of calibration on the accuracy of the CGMS. Prospective study. University Teaching Hospital. Thirteen dogs and 11 cats diagnosed with diabetic ketoacidosis were enrolled in the study within 24 hours of presentation. Once BG dropped below 22.2 mmol/L (400 mg/dL), a sterile flexible glucose sensor was placed aseptically in the interstitial space and attached to the continuous glucose monitoring device for estimation of the interstitial glucose every 5 minutes. BG measurements were taken with a portable BG meter every 2-4 hours at the discretion of the primary clinician and compared with CGMS glucose measurements. The CGMS estimates of BG and BG measured on the glucometer were strongly associated regardless of calibration frequency (calibration every 8 h: r=0.86, P<0.001; calibration every 12 h: r=0.85, P<0.001). Evaluation of this data using both the Clarke and Consensus error grids showed that 96.7% and 99% of the CGMS readings, respectively, were deemed clinically acceptable (Zones A and B errors). Interpatient variability in the accuracy of the CGMS glucose measurements was found but was not associated with body condition, perfusion, or degree of ketosis. A weak association between hydration status of the patient as assessed with the visual analog scale and absolute percent error (Spearman's rank correlation, rho=-0.079, 95% CI=-0.15 to -0.01, P=0.03) was found, with the device being more accurate in the more hydrated patients. The CGMS provides clinically accurate estimates of BG in patients with diabetic ketoacidosis.
ERIC Educational Resources Information Center
O'Connell, Redmond G.; Bellgrove, Mark A.; Dockree, Paul M.; Lau, Adam; Hester, Robert; Garavan, Hugh; Fitzgerald, Michael; Foxe, John J.; Robertson, Ian H.
2009-01-01
The ability to detect and correct errors is critical to adaptive control of behaviour and represents a discrete neuropsychological function. A number of studies have highlighted that attention-deficit hyperactivity disorder (ADHD) is associated with abnormalities in behavioural and neural responsiveness to performance errors. One limitation of…
Temperature-dependent errors in nuclear lattice simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lee, Dean; Thomson, Richard
2007-06-15
We study the temperature dependence of discretization errors in nuclear lattice simulations. We find that for systems with strong attractive interactions the predominant error arises from the breaking of Galilean invariance. We propose a local 'well-tempered' lattice action which eliminates much of this error. The well-tempered action can be readily implemented in lattice simulations for nuclear systems as well as cold atomic Fermi systems.
A high precision dual feedback discrete control system designed for satellite trajectory simulator
NASA Astrophysics Data System (ADS)
Liu, Ximin; Liu, Liren; Sun, Jianfeng; Xu, Nan
2005-08-01
Cooperating with the free-space laser communication terminals, the satellite trajectory simulator is used to test the acquisition, pointing, tracking and communicating performances of the terminals. So the satellite trajectory simulator plays an important role in terminal ground test and verification. Using the double-prism, Sun etc in our group designed a satellite trajectory simulator. In this paper, a high precision dual feedback discrete control system designed for the simulator is given and a digital fabrication of the simulator is made correspondingly. In the dual feedback discrete control system, Proportional- Integral controller is used in velocity feedback loop and Proportional- Integral- Derivative controller is used in position feedback loop. In the controller design, simplex method is introduced and an improvement to the method is made. According to the transfer function of the control system in Z domain, the digital fabrication of the simulator is given when it is exposed to mechanism error and moment disturbance. Typically, when the mechanism error is 100urad, the residual standard error of pitching angle, azimuth angle, x-coordinate position and y-coordinate position are 0.49urad, 6.12urad, 4.56urad, 4.09urad respectively. When the moment disturbance is 0.1rad, the residual standard error of pitching angle, azimuth angle, x-coordinate position and y-coordinate position are 0.26urad, 0.22urad, 0.16urad, 0.15urad respectively. The digital fabrication results demonstrate that the dual feedback discrete control system designed for the simulator can achieve the anticipated high precision performance.
Bahaz, Mohamed; Benzid, Redha
2018-03-01
Electrocardiogram (ECG) signals are often contaminated with artefacts and noises which can lead to incorrect diagnosis when they are visually inspected by cardiologists. In this paper, the well-known discrete Fourier series (DFS) is re-explored and an efficient DFS-based method is proposed to reduce contribution of both baseline wander (BW) and powerline interference (PLI) noises in ECG records. In the first step, the determination of the exact number of low frequency harmonics contributing in BW is achieved. Next, the baseline drift is estimated by the sum of all associated Fourier sinusoids components. Then, the baseline shift is discarded efficiently by a subtraction of its approximated version from the original biased ECG signal. Concerning the PLI, the subtraction of the contributing harmonics calculated in the same manner reduces efficiently such type of noise. In addition of visual quality results, the proposed algorithm shows superior performance in terms of higher signal-to-noise ratio and smaller mean square error when faced to the DCT-based algorithm.
Wang, Jinfeng; Zhao, Meng; Zhang, Min; Liu, Yang; Li, Hong
2014-01-01
We discuss and analyze an H 1-Galerkin mixed finite element (H 1-GMFE) method to look for the numerical solution of time fractional telegraph equation. We introduce an auxiliary variable to reduce the original equation into lower-order coupled equations and then formulate an H 1-GMFE scheme with two important variables. We discretize the Caputo time fractional derivatives using the finite difference methods and approximate the spatial direction by applying the H 1-GMFE method. Based on the discussion on the theoretical error analysis in L 2-norm for the scalar unknown and its gradient in one dimensional case, we obtain the optimal order of convergence in space-time direction. Further, we also derive the optimal error results for the scalar unknown in H 1-norm. Moreover, we derive and analyze the stability of H 1-GMFE scheme and give the results of a priori error estimates in two- or three-dimensional cases. In order to verify our theoretical analysis, we give some results of numerical calculation by using the Matlab procedure. PMID:25184148
Linear quadratic stochastic control of atomic hydrogen masers.
Koppang, P; Leland, R
1999-01-01
Data are given showing the results of using the linear quadratic Gaussian (LQG) technique to steer remote hydrogen masers to Coordinated Universal Time (UTC) as given by the United States Naval Observatory (USNO) via two-way satellite time transfer and the Global Positioning System (GPS). Data also are shown from the results of steering a hydrogen maser to the real-time USNO mean. A general overview of the theory behind the LQG technique also is given. The LQG control is a technique that uses Kalman filtering to estimate time and frequency errors used as input into a control calculation. A discrete frequency steer is calculated by minimizing a quadratic cost function that is dependent on both the time and frequency errors and the control effort. Different penalties, chosen by the designer, are assessed by the controller as the time and frequency errors and control effort vary from zero. With this feature, controllers can be designed to force the time and frequency differences between two standards to zero, either more or less aggressively depending on the application.
NASA Astrophysics Data System (ADS)
Hardy, Ryan A.; Nerem, R. Steven; Wiese, David N.
2017-12-01
Systematic errors in Gravity Recovery and Climate Experiment (GRACE) monthly mass estimates over the Greenland and Antarctic ice sheets can originate from low-frequency biases in the European Centre for Medium-Range Weather Forecasts (ECMWF) Operational Analysis model, the atmospheric component of the Atmospheric and Ocean Dealising Level-1B (AOD1B) product used to forward model atmospheric and ocean gravity signals in GRACE processing. These biases are revealed in differences in surface pressure between the ECMWF Operational Analysis model, state-of-the-art reanalyses, and in situ surface pressure measurements. While some of these errors are attributable to well-understood discrete model changes and have published corrections, we examine errors these corrections do not address. We compare multiple models and in situ data in Antarctica and Greenland to determine which models have the most skill relative to monthly averages of the dealiasing model. We also evaluate linear combinations of these models and synthetic pressure fields generated from direct interpolation of pressure observations. These models consistently reveal drifts in the dealiasing model that cause the acceleration of Antarctica's mass loss between April 2002 and August 2016 to be underestimated by approximately 4 Gt yr-2. We find similar results after attempting to solve the inverse problem, recovering pressure biases directly from the GRACE Jet Propulsion Laboratory RL05.1 M mascon solutions. Over Greenland, we find a 2 Gt yr-1 bias in mass trend. While our analysis focuses on errors in Release 05 of AOD1B, we also evaluate the new AOD1B RL06 product. We find that this new product mitigates some of the aforementioned biases.
Fully decoupled monolithic projection method for natural convection problems
NASA Astrophysics Data System (ADS)
Pan, Xiaomin; Kim, Kyoungyoun; Lee, Changhoon; Choi, Jung-Il
2017-04-01
To solve time-dependent natural convection problems, we propose a fully decoupled monolithic projection method. The proposed method applies the Crank-Nicolson scheme in time and the second-order central finite difference in space. To obtain a non-iterative monolithic method from the fully discretized nonlinear system, we first adopt linearizations of the nonlinear convection terms and the general buoyancy term with incurring second-order errors in time. Approximate block lower-upper decompositions, along with an approximate factorization technique, are additionally employed to a global linearly coupled system, which leads to several decoupled subsystems, i.e., a fully decoupled monolithic procedure. We establish global error estimates to verify the second-order temporal accuracy of the proposed method for velocity, pressure, and temperature in terms of a discrete l2-norm. Moreover, according to the energy evolution, the proposed method is proved to be stable if the time step is less than or equal to a constant. In addition, we provide numerical simulations of two-dimensional Rayleigh-Bénard convection and periodic forced flow. The results demonstrate that the proposed method significantly mitigates the time step limitation, reduces the computational cost because only one Poisson equation is required to be solved, and preserves the second-order temporal accuracy for velocity, pressure, and temperature. Finally, the proposed method reasonably predicts a three-dimensional Rayleigh-Bénard convection for different Rayleigh numbers.
Estimation of rates-across-sites distributions in phylogenetic substitution models.
Susko, Edward; Field, Chris; Blouin, Christian; Roger, Andrew J
2003-10-01
Previous work has shown that it is often essential to account for the variation in rates at different sites in phylogenetic models in order to avoid phylogenetic artifacts such as long branch attraction. In most current models, the gamma distribution is used for the rates-across-sites distributions and is implemented as an equal-probability discrete gamma. In this article, we introduce discrete distribution estimates with large numbers of equally spaced rate categories allowing us to investigate the appropriateness of the gamma model. With large numbers of rate categories, these discrete estimates are flexible enough to approximate the shape of almost any distribution. Likelihood ratio statistical tests and a nonparametric bootstrap confidence-bound estimation procedure based on the discrete estimates are presented that can be used to test the fit of a parametric family. We applied the methodology to several different protein data sets, and found that although the gamma model often provides a good parametric model for this type of data, rate estimates from an equal-probability discrete gamma model with a small number of categories will tend to underestimate the largest rates. In cases when the gamma model assumption is in doubt, rate estimates coming from the discrete rate distribution estimate with a large number of rate categories provide a robust alternative to gamma estimates. An alternative implementation of the gamma distribution is proposed that, for equal numbers of rate categories, is computationally more efficient during optimization than the standard gamma implementation and can provide more accurate estimates of site rates.
Optimal generalized multistep integration formulae for real-time digital simulation
NASA Technical Reports Server (NTRS)
Moerder, D. D.; Halyo, N.
1985-01-01
The problem of discretizing a dynamical system for real-time digital simulation is considered. Treating the system and its simulation as stochastic processes leads to a statistical characterization of simulator fidelity. A plant discretization procedure based on an efficient matrix generalization of explicit linear multistep discrete integration formulae is introduced, which minimizes a weighted sum of the mean squared steady-state and transient error between the system and simulator outputs.
2004-08-04
rewrite the residual as: R(u0,p) = R(u0,p0) + R(u0, ε0) (22) = R(u0,p0) + B(e0, ε0) (23) where p0 = Πp0, p0 being the influence function for the surrogate...lattice solutions are shown in Fig. 5 for the 11 × 11 and 31 × 31 lattices. We show in Figs. 6 and 7 the continuum influence function p0 and lattice...the influence function becomes more localized as the lattice width decreases since, in all cases, the quantity of interest is defined with respect to
DOE Office of Scientific and Technical Information (OSTI.GOV)
Manzini, Gianmarco
2012-07-13
We develop and analyze a new family of virtual element methods on unstructured polygonal meshes for the diffusion problem in primal form, that use arbitrarily regular discrete spaces V{sub h} {contained_in} C{sup {alpha}} {element_of} N. The degrees of freedom are (a) solution and derivative values of various degree at suitable nodes and (b) solution moments inside polygons. The convergence of the method is proven theoretically and an optimal error estimate is derived. The connection with the Mimetic Finite Difference method is also discussed. Numerical experiments confirm the convergence rate that is expected from the theory.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yoon, Boram; Engelhardt, Michael; Gupta, Rajan
Lattice QCD calculations of transverse momentum-dependent parton distribution functions (TMDs) in nucleons are presented in this paper, based on the evaluation of nucleon matrix elements of quark bilocal operators with a staple-shaped gauge connection. Both time-reversal odd effects, namely, the generalized Sivers and Boer-Mulders transverse momentum shifts, as well as time-reversal even effects, namely, the generalized transversity and one of the generalized worm-gear shifts, are studied. Results are obtained on two different n f = 2 + 1 flavor ensembles with approximately matching pion masses but very different discretization schemes: domain-wall fermions (DWF) with lattice spacing a = 0.084 fmmore » and pion mass 297 MeV, and Wilson-clover fermions with a = 0.114 fm and pion mass 317 MeV. Comparison of the results on the two ensembles yields insight into the length scales at which lattice discretization errors are small, and into the extent to which the renormalization pattern obeyed by the continuum QCD TMD operator continues to apply in the lattice formulation. For the studied TMD observables, the results are found to be consistent between the two ensembles at sufficiently large separation of the quark fields within the operator, whereas deviations are observed in the local limit and in the case of a straight link gauge connection, which is relevant to the studies of parton distribution functions. Finally and furthermore, the lattice estimates of the generalized Sivers shift obtained here are confronted with, and are seen to tend towards, a phenomenological estimate extracted from experimental data.« less
Wang, Xuefeng; Lee, Seunggeun; Zhu, Xiaofeng; Redline, Susan; Lin, Xihong
2013-12-01
Family-based genetic association studies of related individuals provide opportunities to detect genetic variants that complement studies of unrelated individuals. Most statistical methods for family association studies for common variants are single marker based, which test one SNP a time. In this paper, we consider testing the effect of an SNP set, e.g., SNPs in a gene, in family studies, for both continuous and discrete traits. Specifically, we propose a generalized estimating equations (GEEs) based kernel association test, a variance component based testing method, to test for the association between a phenotype and multiple variants in an SNP set jointly using family samples. The proposed approach allows for both continuous and discrete traits, where the correlation among family members is taken into account through the use of an empirical covariance estimator. We derive the theoretical distribution of the proposed statistic under the null and develop analytical methods to calculate the P-values. We also propose an efficient resampling method for correcting for small sample size bias in family studies. The proposed method allows for easily incorporating covariates and SNP-SNP interactions. Simulation studies show that the proposed method properly controls for type I error rates under both random and ascertained sampling schemes in family studies. We demonstrate through simulation studies that our approach has superior performance for association mapping compared to the single marker based minimum P-value GEE test for an SNP-set effect over a range of scenarios. We illustrate the application of the proposed method using data from the Cleveland Family GWAS Study. © 2013 WILEY PERIODICALS, INC.
Shih, Peter; Kaul, Brian C; Jagannathan, Sarangapani; Drallmeier, James A
2009-10-01
A novel reinforcement-learning-based output adaptive neural network (NN) controller, which is also referred to as the adaptive-critic NN controller, is developed to deliver the desired tracking performance for a class of nonlinear discrete-time systems expressed in nonstrict feedback form in the presence of bounded and unknown disturbances. The adaptive-critic NN controller consists of an observer, a critic, and two action NNs. The observer estimates the states and output, and the two action NNs provide virtual and actual control inputs to the nonlinear discrete-time system. The critic approximates a certain strategic utility function, and the action NNs minimize the strategic utility function and control inputs. All NN weights adapt online toward minimization of a performance index, utilizing the gradient-descent-based rule, in contrast with iteration-based adaptive-critic schemes. Lyapunov functions are used to show the stability of the closed-loop tracking error, weights, and observer estimates. Separation and certainty equivalence principles, persistency of excitation condition, and linearity in the unknown parameter assumption are not needed. Experimental results on a spark ignition (SI) engine operating lean at an equivalence ratio of 0.75 show a significant (25%) reduction in cyclic dispersion in heat release with control, while the average fuel input changes by less than 1% compared with the uncontrolled case. Consequently, oxides of nitrogen (NO(x)) drop by 30%, and unburned hydrocarbons drop by 16% with control. Overall, NO(x)'s are reduced by over 80% compared with stoichiometric levels.
Yoon, Boram; Engelhardt, Michael; Gupta, Rajan; ...
2017-11-21
Lattice QCD calculations of transverse momentum-dependent parton distribution functions (TMDs) in nucleons are presented in this paper, based on the evaluation of nucleon matrix elements of quark bilocal operators with a staple-shaped gauge connection. Both time-reversal odd effects, namely, the generalized Sivers and Boer-Mulders transverse momentum shifts, as well as time-reversal even effects, namely, the generalized transversity and one of the generalized worm-gear shifts, are studied. Results are obtained on two different n f = 2 + 1 flavor ensembles with approximately matching pion masses but very different discretization schemes: domain-wall fermions (DWF) with lattice spacing a = 0.084 fmmore » and pion mass 297 MeV, and Wilson-clover fermions with a = 0.114 fm and pion mass 317 MeV. Comparison of the results on the two ensembles yields insight into the length scales at which lattice discretization errors are small, and into the extent to which the renormalization pattern obeyed by the continuum QCD TMD operator continues to apply in the lattice formulation. For the studied TMD observables, the results are found to be consistent between the two ensembles at sufficiently large separation of the quark fields within the operator, whereas deviations are observed in the local limit and in the case of a straight link gauge connection, which is relevant to the studies of parton distribution functions. Finally and furthermore, the lattice estimates of the generalized Sivers shift obtained here are confronted with, and are seen to tend towards, a phenomenological estimate extracted from experimental data.« less
Varieties of quantity estimation in children.
Sella, Francesco; Berteletti, Ilaria; Lucangeli, Daniela; Zorzi, Marco
2015-06-01
In the number-to-position task, with increasing age and numerical expertise, children's pattern of estimates shifts from a biased (nonlinear) to a formal (linear) mapping. This widely replicated finding concerns symbolic numbers, whereas less is known about other types of quantity estimation. In Experiment 1, Preschool, Grade 1, and Grade 3 children were asked to map continuous quantities, discrete nonsymbolic quantities (numerosities), and symbolic (Arabic) numbers onto a visual line. Numerical quantity was matched for the symbolic and discrete nonsymbolic conditions, whereas cumulative surface area was matched for the continuous and discrete quantity conditions. Crucially, in the discrete condition children's estimation could rely either on the cumulative area or numerosity. All children showed a linear mapping for continuous quantities, whereas a developmental shift from a logarithmic to a linear mapping was observed for both nonsymbolic and symbolic numerical quantities. Analyses on individual estimates suggested the presence of two distinct strategies in estimating discrete nonsymbolic quantities: one based on numerosity and the other based on spatial extent. In Experiment 2, a non-spatial continuous quantity (shades of gray) and new discrete nonsymbolic conditions were added to the set used in Experiment 1. Results confirmed the linear patterns for the continuous tasks, as well as the presence of a subset of children relying on numerosity for the discrete nonsymbolic numerosity conditions despite the availability of continuous visual cues. Overall, our findings demonstrate that estimation of numerical and non-numerical quantities is based on different processing strategies and follow different developmental trajectories. (c) 2015 APA, all rights reserved).
5 CFR 1605.22 - Claims for correction of Board or TSP record keeper errors; time limitations.
Code of Federal Regulations, 2010 CFR
2010-01-01
... record keeper errors; time limitations. 1605.22 Section 1605.22 Administrative Personnel FEDERAL... § 1605.22 Claims for correction of Board or TSP record keeper errors; time limitations. (a) Filing claims... after that time, the Board or TSP record keeper may use its sound discretion in deciding whether to...
Residual-based Methods for Controlling Discretization Error in CFD
2015-08-24
discrete equations uh into Equation (3), then subtracting the original (continuous) governing equation 0)~( uL gives 0)()~()( hhh uuLuL . If...error from Equation (1) results in )()( hhh uL (4) which for Burgers’ equation becomes 4 2 4 42 3 3 2 2 126 xO x dx udx dx ud u dx d dx d u...GTEE given in Equation (3) gives the continuous residual )()( hhh uuL (8) which is analogous to the finite element residual (Ainsworth and
Estimates of Single Sensor Error Statistics for the MODIS Matchup Database Using Machine Learning
NASA Astrophysics Data System (ADS)
Kumar, C.; Podesta, G. P.; Minnett, P. J.; Kilpatrick, K. A.
2017-12-01
Sea surface temperature (SST) is a fundamental quantity for understanding weather and climate dynamics. Although sensors aboard satellites provide global and repeated SST coverage, a characterization of SST precision and bias is necessary for determining the suitability of SST retrievals in various applications. Guidance on how to derive meaningful error estimates is still being developed. Previous methods estimated retrieval uncertainty based on geophysical factors, e.g. season or "wet" and "dry" atmospheres, but the discrete nature of these bins led to spatial discontinuities in SST maps. Recently, a new approach clustered retrievals based on the terms (excluding offset) in the statistical algorithm used to estimate SST. This approach resulted in over 600 clusters - too many to understand the geophysical conditions that influence retrieval error. Using MODIS and buoy SST matchups (2002 - 2016), we use machine learning algorithms (recursive and conditional trees, random forests) to gain insight into geophysical conditions leading to the different signs and magnitudes of MODIS SST residuals (satellite SSTs minus buoy SSTs). MODIS retrievals were first split into three categories: < -0.4 C, -0.4 C ≤ residual ≤ 0.4 C, and > 0.4 C. These categories are heavily unbalanced, with residuals > 0.4 C being much less frequent. Performance of classification algorithms is affected by imbalance, thus we tested various rebalancing algorithms (oversampling, undersampling, combinations of the two). We consider multiple features for the decision tree algorithms: regressors from the MODIS SST algorithm, proxies for temperature deficit, and spatial homogeneity of brightness temperatures (BTs), e.g., the range of 11 μm BTs inside a 25 km2 area centered on the buoy location. These features and a rebalancing of classes led to an 81.9% accuracy when classifying SST retrievals into the < -0.4 C and -0.4 C ≤ residual ≤ 0.4 C categories. Spatial homogeneity in BTs consistently appears as a very important variable for classification, suggesting that unidentified cloud contamination still is one of the causes leading to negative SST residuals. Precision and accuracy of error estimates from our decision tree classifier are enhanced using this knowledge.
NASA Astrophysics Data System (ADS)
Taylor, Thomas E.; L'Ecuyer, Tristan; Slusser, James; Stephens, Graeme; Krotkov, Nick; Davis, John; Goering, Christian
2005-08-01
Extensive sensitivity and error characteristics of a recently developed optimal estimation retrieval algorithm which simultaneously determines aerosol optical depth (AOD), aerosol single scatter albedo (SSA) and total ozone column (TOC) from ultra-violet irradiances are described. The algorithm inverts measured diffuse and direct irradiances at 7 channels in the UV spectral range obtained from the United States Department of Agriculture's (USDA) UV-B Monitoring and Research Program's (UVMRP) network of 33 ground-based UV-MFRSR instruments to produce aerosol optical properties and TOC at all seven wavelengths. Sensitivity studies of the Tropospheric Ultra-violet/Visible (TUV) radiative transfer model performed for various operating modes (Delta-Eddington versus n-stream Discrete Ordinate) over domains of AOD, SSA, TOC, asymmetry parameter and surface albedo show that the solutions are well constrained. Realistic input error budgets and diagnostic and error outputs from the retrieval are analyzed to demonstrate the atmospheric conditions under which the retrieval provides useful and significant results. After optimizing the algorithm for the USDA site in Panther Junction, Texas the retrieval algorithm was run on a cloud screened set of irradiance measurements for the month of May 2003. Comparisons to independently derived AOD's are favorable with root mean square (RMS) differences of about 3% to 7% at 300nm and less than 1% at 368nm, on May 12 and 22, 2003. This retrieval method will be used to build an aerosol climatology and provide ground-truthing of satellite measurements by running it operationally on the USDA UV network database.
The effect of misclassification errors on case mix measurement.
Sutherland, Jason M; Botz, Chas K
2006-12-01
Case mix systems have been implemented for hospital reimbursement and performance measurement across Europe and North America. Case mix categorizes patients into discrete groups based on clinical information obtained from patient charts in an attempt to identify clinical or cost difference amongst these groups. The diagnosis related group (DRG) case mix system is the most common methodology, with variants adopted in many countries. External validation studies of coding quality have confirmed that widespread variability exists between originally recorded diagnoses and re-abstracted clinical information. DRG assignment errors in hospitals that share patient level cost data for the purpose of establishing cost weights affects cost weight accuracy. The purpose of this study is to estimate bias in cost weights due to measurement error of reported clinical information. DRG assignment error rates are simulated based on recent clinical re-abstraction study results. Our simulation study estimates that 47% of cost weights representing the least severe cases are over weight by 10%, while 32% of cost weights representing the most severe cases are under weight by 10%. Applying the simulated weights to a cross-section of hospitals, we find that teaching hospitals tend to be under weight. Since inaccurate cost weights challenges the ability of case mix systems to accurately reflect patient mix and may lead to potential distortions in hospital funding, bias in hospital case mix measurement highlights the role clinical data quality plays in hospital funding in countries that use DRG-type case mix systems. Quality of clinical information should be carefully considered from hospitals that contribute financial data for establishing cost weights.
Estimating the proportion of true null hypotheses when the statistics are discrete.
Dialsingh, Isaac; Austin, Stefanie R; Altman, Naomi S
2015-07-15
In high-dimensional testing problems π0, the proportion of null hypotheses that are true is an important parameter. For discrete test statistics, the P values come from a discrete distribution with finite support and the null distribution may depend on an ancillary statistic such as a table margin that varies among the test statistics. Methods for estimating π0 developed for continuous test statistics, which depend on a uniform or identical null distribution of P values, may not perform well when applied to discrete testing problems. This article introduces a number of π0 estimators, the regression and 'T' methods that perform well with discrete test statistics and also assesses how well methods developed for or adapted from continuous tests perform with discrete tests. We demonstrate the usefulness of these estimators in the analysis of high-throughput biological RNA-seq and single-nucleotide polymorphism data. implemented in R. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Effects of adaptive refinement on the inverse EEG solution
NASA Astrophysics Data System (ADS)
Weinstein, David M.; Johnson, Christopher R.; Schmidt, John A.
1995-10-01
One of the fundamental problems in electroencephalography can be characterized by an inverse problem. Given a subset of electrostatic potentials measured on the surface of the scalp and the geometry and conductivity properties within the head, calculate the current vectors and potential fields within the cerebrum. Mathematically the generalized EEG problem can be stated as solving Poisson's equation of electrical conduction for the primary current sources. The resulting problem is mathematically ill-posed i.e., the solution does not depend continuously on the data, such that small errors in the measurement of the voltages on the scalp can yield unbounded errors in the solution, and, for the general treatment of a solution of Poisson's equation, the solution is non-unique. However, if accurate solutions the general treatment of a solution of Poisson's equation, the solution is non-unique. However, if accurate solutions to such problems could be obtained, neurologists would gain noninvasive accesss to patient-specific cortical activity. Access to such data would ultimately increase the number of patients who could be effectively treated for pathological cortical conditions such as temporal lobe epilepsy. In this paper, we present the effects of spatial adaptive refinement on the inverse EEG problem and show that the use of adaptive methods allow for significantly better estimates of electric and potential fileds within the brain through an inverse procedure. To test these methods, we have constructed several finite element head models from magneteic resonance images of a patient. The finite element meshes ranged in size from 2724 nodes and 12,812 elements to 5224 nodes and 29,135 tetrahedral elements, depending on the level of discretization. We show that an adaptive meshing algorithm minimizes the error in the forward problem due to spatial discretization and thus increases the accuracy of the inverse solution.
Analyzing animal movements using Brownian bridges.
Horne, Jon S; Garton, Edward O; Krone, Stephen M; Lewis, Jesse S
2007-09-01
By studying animal movements, researchers can gain insight into many of the ecological characteristics and processes important for understanding population-level dynamics. We developed a Brownian bridge movement model (BBMM) for estimating the expected movement path of an animal, using discrete location data obtained at relatively short time intervals. The BBMM is based on the properties of a conditional random walk between successive pairs of locations, dependent on the time between locations, the distance between locations, and the Brownian motion variance that is related to the animal's mobility. We describe two critical developments that enable widespread use of the BBMM, including a derivation of the model when location data are measured with error and a maximum likelihood approach for estimating the Brownian motion variance. After the BBMM is fitted to location data, an estimate of the animal's probability of occurrence can be generated for an area during the time of observation. To illustrate potential applications, we provide three examples: estimating animal home ranges, estimating animal migration routes, and evaluating the influence of fine-scale resource selection on animal movement patterns.
A Framework for Estimating Stratospheric Wind Speeds from Infrasound Noise
NASA Astrophysics Data System (ADS)
Arrowsmith, S.; Marcillo, O. E.
2012-12-01
We present a methodology for infrasonic remote sensing of winds in the stratosphere that does not require discrete ground-truth events. Our method uses measured time delays between arrays of sensors to provide group velocities and then minimizes the difference between observed and predicted group velocities. Because we focus on inter-array propagation effects, it is not necessary to simulate the full propagation path from source to receiver. This feature allows us to use a relatively simple forward model that is applicable over short-regional distances. By focusing on stratospheric returns, we show that our nonlinear inversion scheme converges much better if the starting model contains a strong stratospheric duct. Using the HWM/MSISE model, we demonstrate that the inversion scheme is robust to large uncertainties in backazimuth, but that uncertainties in the measured trace velocity and group velocity should be controlled through the addition of adjoint constraints. Using realistic estimates of measurement error, our results show that the inversion scheme will nevertheless improve upon a starting model under most scenarios for the 9-array Utah infrasound network. Future research should investigate the effects of model error associated with these measurements.
Using the lead vehicle as preview sensor in convoy vehicle active suspension control
NASA Astrophysics Data System (ADS)
Rahman, Mustafizur; Rideout, Geoff
2012-12-01
Both ride quality and roadholding of actively suspended vehicles can be improved by sensing the road ahead of the vehicle and using this information in a preview controller. Previous applications have used look-ahead sensors mounted on the front bumper to measure terrain beneath. Such sensors are vulnerable, potentially confused by water, snow, or other soft obstacles and offer a fixed preview time. For convoy vehicle applications, this paper proposes using the overall response of the preceding vehicle(s) to generate preview controller information for follower vehicles. A robust observer is used to estimate the states of a quarter-car vehicle model, from which road profile is estimated and passed on to the follower vehicle(s) to generate a preview function. The preview-active suspension, implemented in discrete time using a shift register approach to improve simulation time, reduces sprung mass acceleration and dynamic tyre deflection peaks by more than 50% and 40%, respectively. Terrain can change from one vehicle to the next if a loose obstacle is dislodged, or if the vehicle paths are sufficiently different so that one vehicle misses a discrete road event. The resulting spurious preview information can give suspension performance worse than that of a passive or conventional active system. In this paper, each vehicle can effectively estimate the road profile based on its own state trajectory. By comparing its own road estimate with the preview information, preview errors can be detected and suspension control quickly switched from preview to conventional active control to preserve performance improvements compared to passive suspensions.
Faster and more accurate transport procedures for HZETRN
NASA Astrophysics Data System (ADS)
Slaba, T. C.; Blattnig, S. R.; Badavi, F. F.
2010-12-01
The deterministic transport code HZETRN was developed for research scientists and design engineers studying the effects of space radiation on astronauts and instrumentation protected by various shielding materials and structures. In this work, several aspects of code verification are examined. First, a detailed derivation of the light particle ( A ⩽ 4) and heavy ion ( A > 4) numerical marching algorithms used in HZETRN is given. References are given for components of the derivation that already exist in the literature, and discussions are given for details that may have been absent in the past. The present paper provides a complete description of the numerical methods currently used in the code and is identified as a key component of the verification process. Next, a new numerical method for light particle transport is presented, and improvements to the heavy ion transport algorithm are discussed. A summary of round-off error is also given, and the impact of this error on previously predicted exposure quantities is shown. Finally, a coupled convergence study is conducted by refining the discretization parameters (step-size and energy grid-size). From this study, it is shown that past efforts in quantifying the numerical error in HZETRN were hindered by single precision calculations and computational resources. It is determined that almost all of the discretization error in HZETRN is caused by the use of discretization parameters that violate a numerical convergence criterion related to charged target fragments below 50 AMeV. Total discretization errors are given for the old and new algorithms to 100 g/cm 2 in aluminum and water, and the improved accuracy of the new numerical methods is demonstrated. Run time comparisons between the old and new algorithms are given for one, two, and three layer slabs of 100 g/cm 2 of aluminum, polyethylene, and water. The new algorithms are found to be almost 100 times faster for solar particle event simulations and almost 10 times faster for galactic cosmic ray simulations.
Faster and more accurate transport procedures for HZETRN
DOE Office of Scientific and Technical Information (OSTI.GOV)
Slaba, T.C., E-mail: Tony.C.Slaba@nasa.go; Blattnig, S.R., E-mail: Steve.R.Blattnig@nasa.go; Badavi, F.F., E-mail: Francis.F.Badavi@nasa.go
The deterministic transport code HZETRN was developed for research scientists and design engineers studying the effects of space radiation on astronauts and instrumentation protected by various shielding materials and structures. In this work, several aspects of code verification are examined. First, a detailed derivation of the light particle (A {<=} 4) and heavy ion (A > 4) numerical marching algorithms used in HZETRN is given. References are given for components of the derivation that already exist in the literature, and discussions are given for details that may have been absent in the past. The present paper provides a complete descriptionmore » of the numerical methods currently used in the code and is identified as a key component of the verification process. Next, a new numerical method for light particle transport is presented, and improvements to the heavy ion transport algorithm are discussed. A summary of round-off error is also given, and the impact of this error on previously predicted exposure quantities is shown. Finally, a coupled convergence study is conducted by refining the discretization parameters (step-size and energy grid-size). From this study, it is shown that past efforts in quantifying the numerical error in HZETRN were hindered by single precision calculations and computational resources. It is determined that almost all of the discretization error in HZETRN is caused by the use of discretization parameters that violate a numerical convergence criterion related to charged target fragments below 50 AMeV. Total discretization errors are given for the old and new algorithms to 100 g/cm{sup 2} in aluminum and water, and the improved accuracy of the new numerical methods is demonstrated. Run time comparisons between the old and new algorithms are given for one, two, and three layer slabs of 100 g/cm{sup 2} of aluminum, polyethylene, and water. The new algorithms are found to be almost 100 times faster for solar particle event simulations and almost 10 times faster for galactic cosmic ray simulations.« less
Discrete Tchebycheff orthonormal polynomials and applications
NASA Technical Reports Server (NTRS)
Lear, W. M.
1980-01-01
Discrete Tchebycheff orthonormal polynomials offer a convenient way to make least squares polynomial fits of uniformly spaced discrete data. Computer programs to do so are simple and fast, and appear to be less affected by computer roundoff error, for the higher order fits, than conventional least squares programs. They are useful for any application of polynomial least squares fits: approximation of mathematical functions, noise analysis of radar data, and real time smoothing of noisy data, to name a few.
NASA Technical Reports Server (NTRS)
Montesano, P. M.; Cook, B. D.; Sun, G.; Simard, M.; Zhang, Z.; Nelson, R. F.; Ranson, K. J.; Lutchke, S.; Blair, J. B.
2012-01-01
The synergistic use of active and passive remote sensing (i.e., data fusion) demonstrates the ability of spaceborne light detection and ranging (LiDAR), synthetic aperture radar (SAR) and multispectral imagery for achieving the accuracy requirements of a global forest biomass mapping mission. This data fusion approach also provides a means to extend 3D information from discrete spaceborne LiDAR measurements of forest structure across scales much larger than that of the LiDAR footprint. For estimating biomass, these measurements mix a number of errors including those associated with LiDAR footprint sampling over regional - global extents. A general framework for mapping above ground live forest biomass (AGB) with a data fusion approach is presented and verified using data from NASA field campaigns near Howland, ME, USA, to assess AGB and LiDAR sampling errors across a regionally representative landscape. We combined SAR and Landsat-derived optical (passive optical) image data to identify forest patches, and used image and simulated spaceborne LiDAR data to compute AGB and estimate LiDAR sampling error for forest patches and 100m, 250m, 500m, and 1km grid cells. Forest patches were delineated with Landsat-derived data and airborne SAR imagery, and simulated spaceborne LiDAR (SSL) data were derived from orbit and cloud cover simulations and airborne data from NASA's Laser Vegetation Imaging Sensor (L VIS). At both the patch and grid scales, we evaluated differences in AGB estimation and sampling error from the combined use of LiDAR with both SAR and passive optical and with either SAR or passive optical alone. This data fusion approach demonstrates that incorporating forest patches into the AGB mapping framework can provide sub-grid forest information for coarser grid-level AGB reporting, and that combining simulated spaceborne LiDAR with SAR and passive optical data are most useful for estimating AGB when measurements from LiDAR are limited because they minimized forest AGB sampling errors by 15 - 38%. Furthermore, spaceborne global scale accuracy requirements were achieved. At least 80% of the grid cells at 100m, 250m, 500m, and 1km grid levels met AGB density accuracy requirements using a combination of passive optical and SAR along with machine learning methods to predict vegetation structure metrics for forested areas without LiDAR samples. Finally, using either passive optical or SAR, accuracy requirements were met at the 500m and 250m grid level, respectively.
Gouta, Houssemeddine; Hadj Saïd, Salim; Barhoumi, Nabil; M'Sahli, Faouzi
2017-03-01
This paper deals with the problem of the observer based control design for a coupled four-tank liquid level system. For this MIMO system's dynamics, motivated by a desire to provide precise and sensorless liquid level control, a nonlinear predictive controller based on a continuous-discrete observer is presented. First, an analytical solution from the model predictive control (MPC) technique is developed for a particular class of nonlinear MIMO systems and its corresponding exponential stability is proven. Then, a high gain observer that runs in continuous-time with an output error correction time that is updated in a mixed continuous-discrete fashion is designed in order to estimate the liquid levels in the two upper tanks. The effectiveness of the designed control schemes are validated by two tests; The first one is maintaining a constant level in the first bottom tank while making the level in the second bottom tank to follow a sinusoidal reference signal. The second test is more difficult and it is made using two trapezoidal reference signals in order to see the decoupling performance of the system's outputs. Simulation and experimental results validate the objective of the paper. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Numerical solution of the time fractional reaction-diffusion equation with a moving boundary
NASA Astrophysics Data System (ADS)
Zheng, Minling; Liu, Fawang; Liu, Qingxia; Burrage, Kevin; Simpson, Matthew J.
2017-06-01
A fractional reaction-diffusion model with a moving boundary is presented in this paper. An efficient numerical method is constructed to solve this moving boundary problem. Our method makes use of a finite difference approximation for the temporal discretization, and spectral approximation for the spatial discretization. The stability and convergence of the method is studied, and the errors of both the semi-discrete and fully-discrete schemes are derived. Numerical examples, motivated by problems from developmental biology, show a good agreement with the theoretical analysis and illustrate the efficiency of our method.
Faster and More Accurate Transport Procedures for HZETRN
NASA Technical Reports Server (NTRS)
Slaba, Tony C.; Blattnig, Steve R.; Badavi, Francis F.
2010-01-01
Several aspects of code verification are examined for HZETRN. First, a detailed derivation of the numerical marching algorithms is given. Next, a new numerical method for light particle transport is presented, and improvements to the heavy ion transport algorithm are discussed. A summary of various coding errors is also given, and the impact of these errors on exposure quantities is shown. Finally, a coupled convergence study is conducted. From this study, it is shown that past efforts in quantifying the numerical error in HZETRN were hindered by single precision calculations and computational resources. It is also determined that almost all of the discretization error in HZETRN is caused by charged target fragments below 50 AMeV. Total discretization errors are given for the old and new algorithms, and the improved accuracy of the new numerical methods is demonstrated. Run time comparisons are given for three applications in which HZETRN is commonly used. The new algorithms are found to be almost 100 times faster for solar particle event simulations and almost 10 times faster for galactic cosmic ray simulations.
Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations
NASA Astrophysics Data System (ADS)
Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.
2017-09-01
This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.
Temporal rainfall estimation using input data reduction and model inversion
NASA Astrophysics Data System (ADS)
Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.
2016-12-01
Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.
NASA Astrophysics Data System (ADS)
Yurkin, Maxim A.; Hoekstra, Alfons G.
2016-03-01
The review [1] is still widely used as a general reference to the discrete dipole approximation, which motivates keeping it as accurate as possible. In the following we correct several errors, mostly typographical ones, which were uncovered over the years.
A Simple Approach to Fourier Aliasing
ERIC Educational Resources Information Center
Foadi, James
2007-01-01
In the context of discrete Fourier transforms the idea of aliasing as due to approximation errors in the integral defining Fourier coefficients is introduced and explained. This has the positive pedagogical effect of getting to the heart of sampling and the discrete Fourier transform without having to delve into effective, but otherwise long and…
ERIC Educational Resources Information Center
Carroll, Regina A.; Kodak, Tiffany; Adolf, Kari J.
2016-01-01
We used an adapted alternating treatments design to compare skill acquisition during discrete-trial instruction using immediate reinforcement, delayed reinforcement with immediate praise, and delayed reinforcement for 2 children with autism spectrum disorder. Participants acquired the skills taught with immediate reinforcement; however, delayed…
Optimizing the learning rate for adaptive estimation of neural encoding models
2018-01-01
Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains. PMID:29813069
Optimizing the learning rate for adaptive estimation of neural encoding models.
Hsieh, Han-Lin; Shanechi, Maryam M
2018-05-01
Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains.
Choi, Hyun Duck; Ahn, Choon Ki; Karimi, Hamid Reza; Lim, Myo Taeg
2017-10-01
This paper studies delay-dependent exponential dissipative and l 2 - l ∞ filtering problems for discrete-time switched neural networks (DSNNs) including time-delayed states. By introducing a novel discrete-time inequality, which is a discrete-time version of the continuous-time Wirtinger-type inequality, we establish new sets of linear matrix inequality (LMI) criteria such that discrete-time filtering error systems are exponentially stable with guaranteed performances in the exponential dissipative and l 2 - l ∞ senses. The design of the desired exponential dissipative and l 2 - l ∞ filters for DSNNs can be achieved by solving the proposed sets of LMI conditions. Via numerical simulation results, we show the validity of the desired discrete-time filter design approach.
Increasing accuracy of dispersal kernels in grid-based population models
Slone, D.H.
2011-01-01
Dispersal kernels in grid-based population models specify the proportion, distance and direction of movements within the model landscape. Spatial errors in dispersal kernels can have large compounding effects on model accuracy. Circular Gaussian and Laplacian dispersal kernels at a range of spatial resolutions were investigated, and methods for minimizing errors caused by the discretizing process were explored. Kernels of progressively smaller sizes relative to the landscape grid size were calculated using cell-integration and cell-center methods. These kernels were convolved repeatedly, and the final distribution was compared with a reference analytical solution. For large Gaussian kernels (σ > 10 cells), the total kernel error was <10 &sup-11; compared to analytical results. Using an invasion model that tracked the time a population took to reach a defined goal, the discrete model results were comparable to the analytical reference. With Gaussian kernels that had σ ≤ 0.12 using the cell integration method, or σ ≤ 0.22 using the cell center method, the kernel error was greater than 10%, which resulted in invasion times that were orders of magnitude different than theoretical results. A goal-seeking routine was developed to adjust the kernels to minimize overall error. With this, corrections for small kernels were found that decreased overall kernel error to <10-11 and invasion time error to <5%.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Naughton, M.J.; Bourke, W.; Browning, G.L.
The convergence of spectral model numerical solutions of the global shallow-water equations is examined as a function of the time step and the spectral truncation. The contributions to the errors due to the spatial and temporal discretizations are separately identified and compared. Numerical convergence experiments are performed with the inviscid equations from smooth (Rossby-Haurwitz wave) and observed (R45 atmospheric analysis) initial conditions, and also with the diffusive shallow-water equations. Results are compared with the forced inviscid shallow-water equations case studied by Browning et al. Reduction of the time discretization error by the removal of fast waves from the solution usingmore » initialization is shown. The effects of forcing and diffusion on the convergence are discussed. Time truncation errors are found to dominate when a feature is large scale and well resolved; spatial truncation errors dominate for small-scale features and also for large scale after the small scales have affected them. Possible implications of these results for global atmospheric modeling are discussed. 31 refs., 14 figs., 4 tabs.« less
Error Correcting Codes and Related Designs
1990-09-30
Theory, IT-37 (1991), 1222-1224. 6. Codes and designs, existence and uniqueness, Discrete Math ., to appear. 7. (with R. Brualdi and N. Cai), Orphan...structure of the first order Reed-Muller codes, Discrete Math ., to appear. 8. (with J. H. Conway and N.J.A. Sloane), The binary self-dual codes of length up...18, 1988. 4. "Codes and Designs," Mathematics Colloquium, Technion, Haifa, Israel, March 6, 1989. 5. "On the Covering Radius of Codes," Discrete Math . Group
CTER-rapid estimation of CTF parameters with error assessment.
Penczek, Pawel A; Fang, Jia; Li, Xueming; Cheng, Yifan; Loerke, Justus; Spahn, Christian M T
2014-05-01
In structural electron microscopy, the accurate estimation of the Contrast Transfer Function (CTF) parameters, particularly defocus and astigmatism, is of utmost importance for both initial evaluation of micrograph quality and for subsequent structure determination. Due to increases in the rate of data collection on modern microscopes equipped with new generation cameras, it is also important that the CTF estimation can be done rapidly and with minimal user intervention. Finally, in order to minimize the necessity for manual screening of the micrographs by a user it is necessary to provide an assessment of the errors of fitted parameters values. In this work we introduce CTER, a CTF parameters estimation method distinguished by its computational efficiency. The efficiency of the method makes it suitable for high-throughput EM data collection, and enables the use of a statistical resampling technique, bootstrap, that yields standard deviations of estimated defocus and astigmatism amplitude and angle, thus facilitating the automation of the process of screening out inferior micrograph data. Furthermore, CTER also outputs the spatial frequency limit imposed by reciprocal space aliasing of the discrete form of the CTF and the finite window size. We demonstrate the efficiency and accuracy of CTER using a data set collected on a 300kV Tecnai Polara (FEI) using the K2 Summit DED camera in super-resolution counting mode. Using CTER we obtained a structure of the 80S ribosome whose large subunit had a resolution of 4.03Å without, and 3.85Å with, inclusion of astigmatism parameters. Copyright © 2014 Elsevier B.V. All rights reserved.
A more accurate scheme for calculating Earth's skin temperature
NASA Astrophysics Data System (ADS)
Tsuang, Ben-Jei; Tu, Chia-Ying; Tsai, Jeng-Lin; Dracup, John A.; Arpe, Klaus; Meyers, Tilden
2009-02-01
The theoretical framework of the vertical discretization of a ground column for calculating Earth’s skin temperature is presented. The suggested discretization is derived from the evenly heat-content discretization with the optimal effective thickness for layer-temperature simulation. For the same level number, the suggested discretization is more accurate in skin temperature as well as surface ground heat flux simulations than those used in some state-of-the-art models. A proposed scheme (“op(3,2,0)”) can reduce the normalized root-mean-square error (or RMSE/STD ratio) of the calculated surface ground heat flux of a cropland site significantly to 2% (or 0.9 W m-2), from 11% (or 5 W m-2) by a 5-layer scheme used in ECMWF, from 19% (or 8 W m-2) by a 5-layer scheme used in ECHAM, and from 74% (or 32 W m-2) by a single-layer scheme used in the UCLA GCM. Better accuracy can be achieved by including more layers to the vertical discretization. Similar improvements are expected for other locations with different land types since the numerical error is inherited into the models for all the land types. The proposed scheme can be easily implemented into state-of-the-art climate models for the temperature simulation of snow, ice and soil.
NASA Astrophysics Data System (ADS)
Wai Kuan, Yip; Teoh, Andrew B. J.; Ngo, David C. L.
2006-12-01
We introduce a novel method for secure computation of biometric hash on dynamic hand signatures using BioPhasor mixing and[InlineEquation not available: see fulltext.] discretization. The use of BioPhasor as the mixing process provides a one-way transformation that precludes exact recovery of the biometric vector from compromised hashes and stolen tokens. In addition, our user-specific[InlineEquation not available: see fulltext.] discretization acts both as an error correction step as well as a real-to-binary space converter. We also propose a new method of extracting compressed representation of dynamic hand signatures using discrete wavelet transform (DWT) and discrete fourier transform (DFT). Without the conventional use of dynamic time warping, the proposed method avoids storage of user's hand signature template. This is an important consideration for protecting the privacy of the biometric owner. Our results show that the proposed method could produce stable and distinguishable bit strings with equal error rates (EERs) of[InlineEquation not available: see fulltext.] and[InlineEquation not available: see fulltext.] for random and skilled forgeries for stolen token (worst case) scenario, and[InlineEquation not available: see fulltext.] for both forgeries in the genuine token (optimal) scenario.
GOME Total Ozone and Calibration Error Derived Usign Version 8 TOMS Algorithm
NASA Technical Reports Server (NTRS)
Gleason, J.; Wellemeyer, C.; Qin, W.; Ahn, C.; Gopalan, A.; Bhartia, P.
2003-01-01
The Global Ozone Monitoring Experiment (GOME) is a hyper-spectral satellite instrument measuring the ultraviolet backscatter at relatively high spectral resolution. GOME radiances have been slit averaged to emulate measurements of the Total Ozone Mapping Spectrometer (TOMS) made at discrete wavelengths and processed using the new TOMS Version 8 Ozone Algorithm. Compared to Differential Optical Absorption Spectroscopy (DOAS) techniques based on local structure in the Huggins Bands, the TOMS uses differential absorption between a pair of wavelengths including the local stiucture as well as the background continuum. This makes the TOMS Algorithm more sensitive to ozone, but it also makes the algorithm more sensitive to instrument calibration errors. While calibration adjustments are not needed for the fitting techniques like the DOAS employed in GOME algorithms, some adjustment is necessary when applying the TOMS Algorithm to GOME. Using spectral discrimination at near ultraviolet wavelength channels unabsorbed by ozone, the GOME wavelength dependent calibration drift is estimated and then checked using pair justification. In addition, the day one calibration offset is estimated based on the residuals of the Version 8 TOMS Algorithm. The estimated drift in the 2b detector of GOME is small through the first four years and then increases rapidly to +5% in normalized radiance at 331 nm relative to 385 nm by mid 2000. The lb detector appears to be quite well behaved throughout this time period.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nelson, P.; Seth, D.L.; Ray, A.K.
A detailed and systematic study of the nature of the discretization error associated with the upwind finite-difference method is presented. A basic model problem has been identified and based upon the results for this problem, a basic hypothesis regarding the accuracy of the computational solution of the Spencer-Lewis equation is formulated. The basic hypothesis is then tested under various systematic single complexifications of the basic model problem. The results of these tests provide the framework of the refined hypothesis presented in the concluding comments. 27 refs., 3 figs., 14 tabs.
Research on Signature Verification Method Based on Discrete Fréchet Distance
NASA Astrophysics Data System (ADS)
Fang, J. L.; Wu, W.
2018-05-01
This paper proposes a multi-feature signature template based on discrete Fréchet distance, which breaks through the limitation of traditional signature authentication using a single signature feature. It solves the online handwritten signature authentication signature global feature template extraction calculation workload, signature feature selection unreasonable problem. In this experiment, the false recognition rate (FAR) and false rejection rate (FRR) of the statistical signature are calculated and the average equal error rate (AEER) is calculated. The feasibility of the combined template scheme is verified by comparing the average equal error rate of the combination template and the original template.
Tadpole-improved SU(2) lattice gauge theory
NASA Astrophysics Data System (ADS)
Shakespeare, Norman H.; Trottier, Howard D.
1999-01-01
A comprehensive analysis of tadpole-improved SU(2) lattice gauge theory is made. Simulations are done on isotropic and anisotropic lattices, with and without improvement. Two tadpole renormalization schemes are employed, one using average plaquettes, the other using mean links in the Landau gauge. Simulations are done with spatial lattice spacings as in the range of about 0.1-0.4 fm. Results are presented for the static quark potential, the renormalized lattice anisotropy at/as (where at is the ``temporal'' lattice spacing), and for the scalar and tensor glueball masses. Tadpole improvement significantly reduces discretization errors in the static quark potential and in the scalar glueball mass, and results in very little renormalization of the bare anisotropy that is input to the action. We also find that tadpole improvement using mean links in the Landau gauge results in smaller discretization errors in the scalar glueball mass (as well as in the static quark potential), compared to when average plaquettes are used. The possibility is also raised that further improvement in the scalar glueball mass may result when the coefficients of the operators which correct for discretization errors in the action are computed beyond the tree level.
Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.
Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A
2007-10-01
In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.
Modeling and analysis of pinhole occulter experiment
NASA Technical Reports Server (NTRS)
Ring, J. R.
1986-01-01
The objectives were to improve pointing control system implementation by converting the dynamic compensator from a continuous domain representation to a discrete one; to determine pointing stability sensitivites to sensor and actuator errors by adding sensor and actuator error models to treetops and by developing an error budget for meeting pointing stability requirements; and to determine pointing performance for alternate mounting bases (space station for example).
Kim, Tane; Hao, Weilong
2014-09-27
The study of discrete characters is crucial for the understanding of evolutionary processes. Even though great advances have been made in the analysis of nucleotide sequences, computer programs for non-DNA discrete characters are often dedicated to specific analyses and lack flexibility. Discrete characters often have different transition rate matrices, variable rates among sites and sometimes contain unobservable states. To obtain the ability to accurately estimate a variety of discrete characters, programs with sophisticated methodologies and flexible settings are desired. DiscML performs maximum likelihood estimation for evolutionary rates of discrete characters on a provided phylogeny with the options that correct for unobservable data, rate variations, and unknown prior root probabilities from the empirical data. It gives users options to customize the instantaneous transition rate matrices, or to choose pre-determined matrices from models such as birth-and-death (BD), birth-death-and-innovation (BDI), equal rates (ER), symmetric (SYM), general time-reversible (GTR) and all rates different (ARD). Moreover, we show application examples of DiscML on gene family data and on intron presence/absence data. DiscML was developed as a unified R program for estimating evolutionary rates of discrete characters with no restriction on the number of character states, and with flexibility to use different transition models. DiscML is ideal for the analyses of binary (1s/0s) patterns, multi-gene families, and multistate discrete morphological characteristics.
Multigrid method for the equilibrium equations of elasticity using a compact scheme
NASA Technical Reports Server (NTRS)
Taasan, S.
1986-01-01
A compact difference scheme is derived for treating the equilibrium equations of elasticity. The scheme is inconsistent and unstable. A multigrid method which takes into account these properties is described. The solution of the discrete equations, up to the level of discretization errors, is obtained by this method in just two multigrid cycles.
Vigan, Marie; Stirnemann, Jérôme; Mentré, France
2014-05-01
Analysis of repeated time-to-event data is increasingly performed in pharmacometrics using parametric frailty models. The aims of this simulation study were (1) to assess estimation performance of Stochastic Approximation Expectation Maximization (SAEM) algorithm in MONOLIX, Adaptive Gaussian Quadrature (AGQ), and Laplace algorithm in PROC NLMIXED of SAS and (2) to evaluate properties of test of a dichotomous covariate on occurrence of events. The simulation setting is inspired from an analysis of occurrence of bone events after the initiation of treatment by imiglucerase in patients with Gaucher Disease (GD). We simulated repeated events with an exponential model and various dropout rates: no, low, or high. Several values of baseline hazard model, variability, number of subject, and effect of covariate were studied. For each scenario, 100 datasets were simulated for estimation performance and 500 for test performance. We evaluated estimation performance through relative bias and relative root mean square error (RRMSE). We studied properties of Wald and likelihood ratio test (LRT). We used these methods to analyze occurrence of bone events in patients with GD after starting an enzyme replacement therapy. SAEM with three chains and AGQ algorithms provided good estimates of parameters much better than SAEM with one chain and Laplace which often provided poor estimates. Despite a small number of repeated events, SAEM with three chains and AGQ gave small biases and RRMSE. Type I errors were closed to 5%, and power varied as expected for SAEM with three chains and AGQ. Probability of having at least one event under treatment was 19.1%.
ECG fiducial point extraction using switching Kalman filter.
Akhbari, Mahsa; Ghahjaverestan, Nasim Montazeri; Shamsollahi, Mohammad B; Jutten, Christian
2018-04-01
In this paper, we propose a novel method for extracting fiducial points (FPs) of the beats in electrocardiogram (ECG) signals using switching Kalman filter (SKF). In this method, according to McSharry's model, ECG waveforms (P-wave, QRS complex and T-wave) are modeled with Gaussian functions and ECG baselines are modeled with first order auto regressive models. In the proposed method, a discrete state variable called "switch" is considered that affects only the observation equations. We denote a mode as a specific observation equation and switch changes between 7 modes and corresponds to different segments of an ECG beat. At each time instant, the probability of each mode is calculated and compared among two consecutive modes and a path is estimated, which shows the relation of each part of the ECG signal to the mode with the maximum probability. ECG FPs are found from the estimated path. For performance evaluation, the Physionet QT database is used and the proposed method is compared with methods based on wavelet transform, partially collapsed Gibbs sampler (PCGS) and extended Kalman filter. For our proposed method, the mean error and the root mean square error across all FPs are 2 ms (i.e. less than one sample) and 14 ms, respectively. These errors are significantly smaller than those obtained using other methods. The proposed method achieves lesser RMSE and smaller variability with respect to others. Copyright © 2018 Elsevier B.V. All rights reserved.
Bukaveckas, P.A.; Likens, G.E.; Winter, T.C.; Buso, D.C.
1998-01-01
Calculation of chemical flux rates for streams requires integration of continuous measurements of discharge with discrete measurements of solute concentrations. We compared two commonly used methods for interpolating chemistry data (time-averaging and flow-weighting) to determine whether discrepancies between the two methods were large relative to other sources of error in estimating flux rates. Flux rates of dissolved Si and SO42- were calculated from 10 years of data (1981-1990) for the NW inlet and Outlet of Mirror Lake and for a 40-day period (March 22 to April 30, 1993) during which we augmented our routine (weekly) chemical monitoring with collection of daily samples. The time-averaging method yielded higher estimates of solute flux during high-flow periods if no chemistry samples were collected corresponding to peak discharge. Concentration-discharge relationships should be used to interpolate stream chemistry during changing flow conditions if chemical changes are large. Caution should be used in choosing the appropriate time-scale over which data are pooled to derive the concentration-discharge regressions because the model parameters (slope and intercept) were found to be sensitive to seasonal and inter-annual variation. Both methods approximated solute flux to within 2-10% for a range of solutes that were monitored during the intensive sampling period. Our results suggest that errors arising from interpolation of stream chemistry data are small compared with other sources of error in developing watershed mass balances.
Elucidating Reaction Mechanisms on Quantum Computers
NASA Astrophysics Data System (ADS)
Wiebe, Nathan; Reiher, Markus; Svore, Krysta; Wecker, Dave; Troyer, Matthias
We show how a quantum computer can be employed to elucidate reaction mechanisms in complex chemical systems, using the open problem of biological nitrogen fixation in nitrogenase as an example. We discuss how quantum computers can augment classical-computer simulations for such problems, to significantly increase their accuracy and enable hitherto intractable simulations. Detailed resource estimates show that, even when taking into account the substantial overhead of quantum error correction, and the need to compile into discrete gate sets, the necessary computations can be performed in reasonable time on small quantum computers. This demonstrates that quantum computers will realistically be able to tackle important problems in chemistry that are both scientifically and economically significant.
NASA Astrophysics Data System (ADS)
Han, Weimin; Shillor, Meir; Sofonea, Mircea
2001-12-01
We consider a model for quasistatic frictional contact between a viscoelastic body and a foundation. The material constitutive relation is assumed to be nonlinear. The mechanical damage of the material, caused by excessive stress or strain, is described by the damage function, the evolution of which is determined by a parabolic inclusion. The contact is modeled with the normal compliance condition and the associated version of Coulomb's law of dry friction. We derive a variational formulation for the problem and prove the existence of its unique weak solution. We then study a fully discrete scheme for the numerical solutions of the problem and obtain error estimates on the approximate solutions.
NASA Technical Reports Server (NTRS)
Kaneko, Hideaki; Bey, Kim S.; Hou, Gene J. W.
2004-01-01
A recent paper is generalized to a case where the spatial region is taken in R(sup 3). The region is assumed to be a thin body, such as a panel on the wing or fuselage of an aerospace vehicle. The traditional h- as well as hp-finite element methods are applied to the surface defined in the x - y variables, while, through the thickness, the technique of the p-element is employed. Time and spatial discretization scheme based upon an assumption of certain weak singularity of double vertical line u(sub t) double vertical line 2, is used to derive an optimal a priori error estimate for the current method.
The method of fundamental solutions for computing acoustic interior transmission eigenvalues
NASA Astrophysics Data System (ADS)
Kleefeld, Andreas; Pieronek, Lukas
2018-03-01
We analyze the method of fundamental solutions (MFS) in two different versions with focus on the computation of approximate acoustic interior transmission eigenvalues in 2D for homogeneous media. Our approach is mesh- and integration free, but suffers in general from the ill-conditioning effects of the discretized eigenoperator, which we could then successfully balance using an approved stabilization scheme. Our numerical examples cover many of the common scattering objects and prove to be very competitive in accuracy with the standard methods for PDE-related eigenvalue problems. We finally give an approximation analysis for our framework and provide error estimates, which bound interior transmission eigenvalue deviations in terms of some generalized MFS output.
Algorithms for adaptive stochastic control for a class of linear systems
NASA Technical Reports Server (NTRS)
Toda, M.; Patel, R. V.
1977-01-01
Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.
Slope Estimation in Noisy Piecewise Linear Functions✩
Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy
2014-01-01
This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure. PMID:25419020
Slope Estimation in Noisy Piecewise Linear Functions.
Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy
2015-03-01
This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure.
Worst case estimation of homology design by convex analysis
NASA Technical Reports Server (NTRS)
Yoshikawa, N.; Elishakoff, Isaac; Nakagiri, S.
1998-01-01
The methodology of homology design is investigated for optimum design of advanced structures. for which the achievement of delicate tasks by the aid of active control system is demanded. The proposed formulation of homology design, based on the finite element sensitivity analysis, necessarily requires the specification of external loadings. The formulation to evaluate the worst case for homology design caused by uncertain fluctuation of loadings is presented by means of the convex model of uncertainty, in which uncertainty variables are assigned to discretized nodal forces and are confined within a conceivable convex hull given as a hyperellipse. The worst case of the distortion from objective homologous deformation is estimated by the Lagrange multiplier method searching the point to maximize the error index on the boundary of the convex hull. The validity of the proposed method is demonstrated in a numerical example using the eleven-bar truss structure.
Accuracy improvement of laser line scanning for feature measurements on CMM
NASA Astrophysics Data System (ADS)
Bešić, Igor; Van Gestel, Nick; Kruth, Jean-Pierre; Bleys, Philip; Hodolič, Janko
2011-11-01
Because of its high speed and high detail output, laser line scanning is increasingly included in coordinate metrology applications where its performance can satisfy specified tolerances. Increasing its accuracy will open the possibility to use it in other areas where contact methods are still dominant. Multi-sensor systems allow to select discrete probing or scanning methods to measure part elements. Decision is often based on the principle that tight toleranced elements should be measured by contact methods, while other more loose toleranced elements can be laser scanned. This paper aims to introduce a method for improving the output of a CMM mounted laser line scanner for metrology applications. This improvement is achieved by filtering of the scanner's random error and by combination with widely spread and reliable but slow touch trigger probing. The filtered point cloud is used to estimate the form deviation of the inspected element while few tactile obtained points were used to effectively compensate for errors in the point cloud position.
Predicting thunderstorm evolution using ground-based lightning detection networks
NASA Technical Reports Server (NTRS)
Goodman, Steven J.
1990-01-01
Lightning measurements acquired principally by a ground-based network of magnetic direction finders are used to diagnose and predict the existence, temporal evolution, and decay of thunderstorms over a wide range of space and time scales extending over four orders of magnitude. The non-linear growth and decay of thunderstorms and their accompanying cloud-to-ground lightning activity is described by the three parameter logistic growth model. The growth rate is shown to be a function of the storm size and duration, and the limiting value of the total lightning activity is related to the available energy in the environment. A new technique is described for removing systematic bearing errors from direction finder data where radar echoes are used to constrain site error correction and optimization (best point estimate) algorithms. A nearest neighbor pattern recognition algorithm is employed to cluster the discrete lightning discharges into storm cells and the advantages and limitations of different clustering strategies for storm identification and tracking are examined.
Phase Retrieval Using a Genetic Algorithm on the Systematic Image-Based Optical Alignment Testbed
NASA Technical Reports Server (NTRS)
Taylor, Jaime R.
2003-01-01
NASA s Marshall Space Flight Center s Systematic Image-Based Optical Alignment (SIBOA) Testbed was developed to test phase retrieval algorithms and hardware techniques. Individuals working with the facility developed the idea of implementing phase retrieval by breaking the determination of the tip/tilt of each mirror apart from the piston motion (or translation) of each mirror. Presented in this report is an algorithm that determines the optimal phase correction associated only with the piston motion of the mirrors. A description of the Phase Retrieval problem is first presented. The Systematic Image-Based Optical Alignment (SIBOA) Testbeb is then described. A Discrete Fourier Transform (DFT) is necessary to transfer the incoming wavefront (or estimate of phase error) into the spatial frequency domain to compare it with the image. A method for reducing the DFT to seven scalar/matrix multiplications is presented. A genetic algorithm is then used to search for the phase error. The results of this new algorithm on a test problem are presented.
Yu, Jinpeng; Shi, Peng; Yu, Haisheng; Chen, Bing; Lin, Chong
2015-07-01
This paper considers the problem of discrete-time adaptive position tracking control for a interior permanent magnet synchronous motor (IPMSM) based on fuzzy-approximation. Fuzzy logic systems are used to approximate the nonlinearities of the discrete-time IPMSM drive system which is derived by direct discretization using Euler method, and a discrete-time fuzzy position tracking controller is designed via backstepping approach. In contrast to existing results, the advantage of the scheme is that the number of the adjustable parameters is reduced to two only and the problem of coupling nonlinearity can be overcome. It is shown that the proposed discrete-time fuzzy controller can guarantee the tracking error converges to a small neighborhood of the origin and all the signals are bounded. Simulation results illustrate the effectiveness and the potentials of the theoretic results obtained.
Charmed Hadron Spectrum and Interactions
NASA Astrophysics Data System (ADS)
Liu, Liuming
Studying hadrons containing heavy quarks in lattice QCD is challenging mainly due to finite lattice spacing effects. To control the discretization errors, mQa is required to be much less than 1, where mQ is the quark mass and a is the lattice spacing. For currently accessible lattice spacings, the charm quark mass doesn't satisfy this requirement. One approach to simulate heavy quarks on the lattice is non-relativestic QCD, which treats heavy quark as a static source and expand the lattice quark action in powers of 1mQa . Unfortunately, the charm quark is not heavy enough to justify this expansion. An other is Heavy Quark Effective Theory (HQET) matched on QCD. Non-relativestic QCD and HQET are mainly used for bottom quark. Relativistic heavy-quark action, which incorporates both small mass and large mass formulations, is better suited to study the charm quark sector. The discretization errors can be reduced systematically following Symanzik improvement. In this work, we use the relativistic heavy quark action to study the charmed hadron spectrum and interactions in full lattice QCD. For the light quarks we use domain-wall fermions in the valence sector and improved Kogut-Susskind sea quarks. The parameters in the heavy quark action are tuned to reduce lattice artifacts and match the charm quark mass and the action is tested by calculating the low-lying charmonium spectrum. We compute the masses of the spin-1/2 singly and doubly charmed baryons. For the singly charmed baryons, our results are in good agreement with experiment within our systematics. For the doubly charmed baryon xicc we find the isospin-averaged mass to be MXcc = 3665 +/- 17 +/- 14+0-78 MeV; the three given uncertainties are statistical, systematic and an estimate of lattice discretization errors, respectively. In addition, we predict the mass splitting of the (isospin-averaged) spin-1/2 O cc with the xicc to be MWcc-MXcc = 98 +/- 9 +/- 22 +/- 13 MeV (in this mass splitting, the leading discretization errors are also suppressed by SU(3) symmetry). Combining this splitting with our determination of MXcc leads to our prediction of the spin-1/2 Occ mass, MWcc = 3763 +/- 19 +/- 26+13-79 MeV. We calculate the scattering lengths of the charmed mesons with the light pseudoscalar mesons. The calculation is performed for four different light quark masses and extrapolated to the physical point using chiral perturbation formulas to next-to-next-to-leading order. The low energy constants are determined and used to make predictions. We find relatively strong attractive interaction in DK channels, which is closely related to the structure of DsJ(2317) state. The scattering of charmonium with light hadrons is also studied. Particularly, we find very weak attractive interaction between J/Psi and nucleon, in this channel the dominate interaction is attractive gluonic van der Walls and it could lead to molecular-like bound states.
GY SAMPLING THEORY AND GEOSTATISTICS: ALTERNATE MODELS OF VARIABILITY IN CONTINUOUS MEDIA
In the sampling theory developed by Pierre Gy, sample variability is modeled as the sum of a set of seven discrete error components. The variogram used in geostatisties provides an alternate model in which several of Gy's error components are combined in a continuous mode...
A framework for analyzing the impact of data integrity/quality on electricity market operations
NASA Astrophysics Data System (ADS)
Choi, Dae Hyun
This dissertation examines the impact of data integrity/quality in the supervisory control and data acquisition (SCADA) system on real-time locational marginal price (LMP) in electricity market operations. Measurement noise and/or manipulated sensor errors in a SCADA system may mislead system operators about real-time conditions in a power system, which, in turn, may impact the price signals in real-time power markets. This dissertation serves as a first attempt to analytically investigate the impact of bad/malicious data on electric power market operations. In future power system operations, which will probably involve many more sensors, the impact of sensor data integrity/quality on grid operations will become increasingly important. The first part of this dissertation studies from a market participant's perspective a new class of malicious data attacks on state estimation, which subsequently influences the result of the newly emerging look-ahead dispatch models in the real-time power market. In comparison with prior work of cyber-attack on static dispatch where no inter-temporal ramping constraint is considered, we propose a novel attack strategy, named ramp-induced data (RID) attack, with which the attacker can manipulate the limits of ramp constraints of generators in look-ahead dispatch. It is demonstrated that the proposed attack can lead to financial profits via malicious capacity withholding of selected generators, while being undetected by the existing bad data detection algorithm embedded in today's state estimation software. In the second part, we investigate from a system operator's perspective the sensitivity of locational marginal price (LMP) with respect to data corruption-induced state estimation error in real-time power market. Two data corruption scenarios are considered, in which corrupted continuous data (e.g., the power injection/flow and voltage magnitude) falsify power flow estimate whereas corrupted discrete data (e.g., the on/off status of a circuit breaker) do network topology estimate, thus leading to the distortion of LMP. We present an analytical framework to quantify real-time LMP sensitivity subject to continuous and discrete data corruption via state estimation. The proposed framework offers system operators an analytical tool to identify economically sensitive buses and transmission lines to data corruption as well as find sensors that impact LMP changes significantly. This dissertation serves as a first step towards rigorous understanding of the fundamental coupling among cyber, physical and economical layers of operations in future smart grid.
NASA Astrophysics Data System (ADS)
Mohamed, Mamdouh S.; Hirani, Anil N.; Samtaney, Ravi
2016-05-01
A conservative discretization of incompressible Navier-Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product. The governing equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. The discretization is then carried out by substituting with the corresponding discrete operators based on the DEC framework. Numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured-triangular meshes, and first order accuracy for otherwise unstructured meshes. By construction, the method is conservative in that both mass and vorticity are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step.
Space-time mesh adaptation for solute transport in randomly heterogeneous porous media.
Dell'Oca, Aronne; Porta, Giovanni Michele; Guadagnini, Alberto; Riva, Monica
2018-05-01
We assess the impact of an anisotropic space and time grid adaptation technique on our ability to solve numerically solute transport in heterogeneous porous media. Heterogeneity is characterized in terms of the spatial distribution of hydraulic conductivity, whose natural logarithm, Y, is treated as a second-order stationary random process. We consider nonreactive transport of dissolved chemicals to be governed by an Advection Dispersion Equation at the continuum scale. The flow field, which provides the advective component of transport, is obtained through the numerical solution of Darcy's law. A suitable recovery-based error estimator is analyzed to guide the adaptive discretization. We investigate two diverse strategies guiding the (space-time) anisotropic mesh adaptation. These are respectively grounded on the definition of the guiding error estimator through the spatial gradients of: (i) the concentration field only; (ii) both concentration and velocity components. We test the approach for two-dimensional computational scenarios with moderate and high levels of heterogeneity, the latter being expressed in terms of the variance of Y. As quantities of interest, we key our analysis towards the time evolution of section-averaged and point-wise solute breakthrough curves, second centered spatial moment of concentration, and scalar dissipation rate. As a reference against which we test our results, we consider corresponding solutions associated with uniform space-time grids whose level of refinement is established through a detailed convergence study. We find a satisfactory comparison between results for the adaptive methodologies and such reference solutions, our adaptive technique being associated with a markedly reduced computational cost. Comparison of the two adaptive strategies tested suggests that: (i) defining the error estimator relying solely on concentration fields yields some advantages in grasping the key features of solute transport taking place within low velocity regions, where diffusion-dispersion mechanisms are dominant; and (ii) embedding the velocity field in the error estimator guiding strategy yields an improved characterization of the forward fringe of solute fronts which propagate through high velocity regions. Copyright © 2017 Elsevier B.V. All rights reserved.
Nonlinear grid error effects on numerical solution of partial differential equations
NASA Technical Reports Server (NTRS)
Dey, S. K.
1980-01-01
Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.
Error compensation for thermally induced errors on a machine tool
DOE Office of Scientific and Technical Information (OSTI.GOV)
Krulewich, D.A.
1996-11-08
Heat flow from internal and external sources and the environment create machine deformations, resulting in positioning errors between the tool and workpiece. There is no industrially accepted method for thermal error compensation. A simple model has been selected that linearly relates discrete temperature measurements to the deflection. The biggest problem is how to locate the temperature sensors and to determine the number of required temperature sensors. This research develops a method to determine the number and location of temperature measurements.
NASA Astrophysics Data System (ADS)
Baykiev, Eldar; Ebbing, Jörg; Brönner, Marco; Fabian, Karl
2016-11-01
A newly developed software package to calculate the magnetic field in a spherical coordinate system near the Earth's surface and on satellite height is shown to produce reliable modeling results for global and regional applications. The discretization cells of the model are uniformly magnetized spherical prisms, so called tesseroids. The presented algorithm extends an existing code for gravity calculations by applying Poisson's relation to identify the magnetic potential with the sum over pseudogravity fields of tesseroids. By testing different lithosphere discretization grids it is possible to determine the optimal size of tesseroids for field calculations on satellite altitude within realistic measurement error bounds. Also the influence of the Earth's ellipticity upon the modeling result is estimated and global examples are studied. The new software calculates induced and remanent magnetic fields for models at global and regional scale. For regional models far-field effects are evaluated and discussed. This provides bounds for the minimal size of a regional model that is necessary to predict meaningful satellite total field anomalies over the corresponding area.
NASA Astrophysics Data System (ADS)
Qin, Shanlin; Liu, Fawang; Turner, Ian W.
2018-03-01
The consideration of diffusion processes in magnetic resonance imaging (MRI) signal attenuation is classically described by the Bloch-Torrey equation. However, many recent works highlight the distinct deviation in MRI signal decay due to anomalous diffusion, which motivates the fractional order generalization of the Bloch-Torrey equation. In this work, we study the two-dimensional multi-term time and space fractional diffusion equation generalized from the time and space fractional Bloch-Torrey equation. By using the Galerkin finite element method with a structured mesh consisting of rectangular elements to discretize in space and the L1 approximation of the Caputo fractional derivative in time, a fully discrete numerical scheme is derived. A rigorous analysis of stability and error estimation is provided. Numerical experiments in the square and L-shaped domains are performed to give an insight into the efficiency and reliability of our method. Then the scheme is applied to solve the multi-term time and space fractional Bloch-Torrey equation, which shows that the extra time derivative terms impact the relaxation process.
Liao, Bolin; Zhang, Yunong; Jin, Long
2016-02-01
In this paper, a new Taylor-type numerical differentiation formula is first presented to discretize the continuous-time Zhang neural network (ZNN), and obtain higher computational accuracy. Based on the Taylor-type formula, two Taylor-type discrete-time ZNN models (termed Taylor-type discrete-time ZNNK and Taylor-type discrete-time ZNNU models) are then proposed and discussed to perform online dynamic equality-constrained quadratic programming. For comparison, Euler-type discrete-time ZNN models (called Euler-type discrete-time ZNNK and Euler-type discrete-time ZNNU models) and Newton iteration, with interesting links being found, are also presented. It is proved herein that the steady-state residual errors of the proposed Taylor-type discrete-time ZNN models, Euler-type discrete-time ZNN models, and Newton iteration have the patterns of O(h(3)), O(h(2)), and O(h), respectively, with h denoting the sampling gap. Numerical experiments, including the application examples, are carried out, of which the results further substantiate the theoretical findings and the efficacy of Taylor-type discrete-time ZNN models. Finally, the comparisons with Taylor-type discrete-time derivative model and other Lagrange-type discrete-time ZNN models for dynamic equality-constrained quadratic programming substantiate the superiority of the proposed Taylor-type discrete-time ZNN models once again.
Fast discrete cosine transform structure suitable for implementation with integer computation
NASA Astrophysics Data System (ADS)
Jeong, Yeonsik; Lee, Imgeun
2000-10-01
The discrete cosine transform (DCT) has wide applications in speech and image coding. We propose a fast DCT scheme with the property of reduced multiplication stages and fewer additions and multiplications. The proposed algorithm is structured so that most multiplications are performed at the final stage, which reduces the propagation error that could occur in the integer computation.
Rotational wind indicator enhances control of rotated displays
NASA Technical Reports Server (NTRS)
Cunningham, H. A.; Pavel, Misha
1991-01-01
Rotation by 108 deg of the spatial mapping between a visual display and a manual input device produces large spatial errors in a discrete aiming task. These errors are not easily corrected by voluntary mental effort, but the central nervous system does adapt gradually to the new mapping. Bernotat (1970) showed that adding true hand position to a 90 deg rotated display improved performance of a compensatory tracking task, but tracking error rose again upon removal of the explicit cue. This suggests that the explicit error signal did not induce changes in the neural mapping, but rather allowed the operator to reduce tracking error using a higher mental strategy. In this report, we describe an explicit visual display enhancement applied to a 108 deg rotated discrete aiming task. A 'wind indicator' corresponding to the effect of the mapping rotation is displayed on the operator-controlled cursor. The human operator is instructed to oppose the virtual force represented by the indicator, as one would do if flying an airplane in a crosswind. This enhancement reduces spatial aiming error in the first 10 minutes of practice by an average of 70 percent when compared to a no enhancement control condition. Moreover, it produces adaptation aftereffect, which is evidence of learning by neural adaptation rather than by mental strategy. Finally, aiming error does not rise upon removal of the explicit cue.
Double Density Dual Tree Discrete Wavelet Transform implementation for Degraded Image Enhancement
NASA Astrophysics Data System (ADS)
Vimala, C.; Aruna Priya, P.
2018-04-01
Wavelet transform is a main tool for image processing applications in modern existence. A Double Density Dual Tree Discrete Wavelet Transform is used and investigated for image denoising. Images are considered for the analysis and the performance is compared with discrete wavelet transform and the Double Density DWT. Peak Signal to Noise Ratio values and Root Means Square error are calculated in all the three wavelet techniques for denoised images and the performance has evaluated. The proposed techniques give the better performance when comparing other two wavelet techniques.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jerban, Saeed, E-mail: saeed.jerban@usherbrooke.ca
2016-08-15
The pore interconnection size of β-tricalcium phosphate scaffolds plays an essential role in the bone repair process. Although, the μCT technique is widely used in the biomaterial community, it is rarely used to measure the interconnection size because of the lack of algorithms. In addition, discrete nature of the μCT introduces large systematic errors due to the convex geometry of interconnections. We proposed, verified and validated a novel pore-level algorithm to accurately characterize the individual pores and interconnections. Specifically, pores and interconnections were isolated, labeled, and individually analyzed with high accuracy. The technique was verified thoroughly by visually inspecting andmore » verifying over 3474 properties of randomly selected pores. This extensive verification process has passed a one-percent accuracy criterion. Scanning errors inherent in the discretization, which lead to both dummy and significantly overestimated interconnections, have been examined using computer-based simulations and additional high-resolution scanning. Then accurate correction charts were developed and used to reduce the scanning errors. Only after the corrections, both the μCT and SEM-based results converged, and the novel algorithm was validated. Material scientists with access to all geometrical properties of individual pores and interconnections, using the novel algorithm, will have a more-detailed and accurate description of the substitute architecture and a potentially deeper understanding of the link between the geometric and biological interaction. - Highlights: •An algorithm is developed to analyze individually all pores and interconnections. •After pore isolating, the discretization errors in interconnections were corrected. •Dummy interconnections and overestimated sizes were due to thin material walls. •The isolating algorithm was verified through visual inspection (99% accurate). •After correcting for the systematic errors, algorithm was validated successfully.« less
NASA Technical Reports Server (NTRS)
Lau, William K. M. (Technical Monitor); Bell, Thomas L.; Steiner, Matthias; Zhang, Yu; Wood, Eric F.
2002-01-01
The uncertainty of rainfall estimated from averages of discrete samples collected by a satellite is assessed using a multi-year radar data set covering a large portion of the United States. The sampling-related uncertainty of rainfall estimates is evaluated for all combinations of 100 km, 200 km, and 500 km space domains, 1 day, 5 day, and 30 day rainfall accumulations, and regular sampling time intervals of 1 h, 3 h, 6 h, 8 h, and 12 h. These extensive analyses are combined to characterize the sampling uncertainty as a function of space and time domain, sampling frequency, and rainfall characteristics by means of a simple scaling law. Moreover, it is shown that both parametric and non-parametric statistical techniques of estimating the sampling uncertainty produce comparable results. Sampling uncertainty estimates, however, do depend on the choice of technique for obtaining them. They can also vary considerably from case to case, reflecting the great variability of natural rainfall, and should therefore be expressed in probabilistic terms. Rainfall calibration errors are shown to affect comparison of results obtained by studies based on data from different climate regions and/or observation platforms.
The value of continuity: Refined isogeometric analysis and fast direct solvers
Garcia, Daniel; Pardo, David; Dalcin, Lisandro; ...
2016-08-24
Here, we propose the use of highly continuous finite element spaces interconnected with low continuity hyperplanes to maximize the performance of direct solvers. Starting from a highly continuous Isogeometric Analysis (IGA) discretization, we introduce C0-separators to reduce the interconnection between degrees of freedom in the mesh. By doing so, both the solution time and best approximation errors are simultaneously improved. We call the resulting method “refined Isogeometric Analysis (rIGA)”. To illustrate the impact of the continuity reduction, we analyze the number of Floating Point Operations (FLOPs), computational times, and memory required to solve the linear system obtained by discretizing themore » Laplace problem with structured meshes and uniform polynomial orders. Theoretical estimates demonstrate that an optimal continuity reduction may decrease the total computational time by a factor between p 2 and p 3, with pp being the polynomial order of the discretization. Numerical results indicate that our proposed refined isogeometric analysis delivers a speed-up factor proportional to p 2. In a 2D mesh with four million elements and p=5, the linear system resulting from rIGA is solved 22 times faster than the one from highly continuous IGA. In a 3D mesh with one million elements and p=3, the linear system is solved 15 times faster for the refined than the maximum continuity isogeometric analysis.« less
Kreilinger, Alex; Hiebel, Hannah; Müller-Putz, Gernot R
2016-03-01
This work aimed to find and evaluate a new method for detecting errors in continuous brain-computer interface (BCI) applications. Instead of classifying errors on a single-trial basis, the new method was based on multiple events (MEs) analysis to increase the accuracy of error detection. In a BCI-driven car game, based on motor imagery (MI), discrete events were triggered whenever subjects collided with coins and/or barriers. Coins counted as correct events, whereas barriers were errors. This new method, termed ME method, combined and averaged the classification results of single events (SEs) and determined the correctness of MI trials, which consisted of event sequences instead of SEs. The benefit of this method was evaluated in an offline simulation. In an online experiment, the new method was used to detect erroneous MI trials. Such MI trials were discarded and could be repeated by the users. We found that, even with low SE error potential (ErrP) detection rates, feasible accuracies can be achieved when combining MEs to distinguish erroneous from correct MI trials. Online, all subjects reached higher scores with error detection than without, at the cost of longer times needed for completing the game. Findings suggest that ErrP detection may become a reliable tool for monitoring continuous states in BCI applications when combining MEs. This paper demonstrates a novel technique for detecting errors in online continuous BCI applications, which yields promising results even with low single-trial detection rates.
Precision of Four Acoustic Bone Measurement Devices
NASA Technical Reports Server (NTRS)
Miller, Christopher; Feiveson, Alan H.; Shackelford, Linda; Rianon, Nahida; LeBlanc, Adrian
2000-01-01
Though many studies have quantified the precision of various acoustic bone measurement devices, it is difficult to directly compare the results among the studies, because they used disparate subject pools, did not specify the estimation methodology, or did not use consistent definitions for various precision characteristics. In this study, we used a repeated measures design protocol to directly determine the precision characteristics of four acoustic bone measurement devices: the Mechanical Response Tissue Analyzer (MRTA), the UBA-575+, the SoundScan 2000 (S2000), and the Sahara Ultrasound Done Analyzer. Ten men and ten women were scanned on all four devices by two different operators at five discrete time points: Week 1, Week 2, Week 3, Month 3 and Month 6. The percent coefficient of variation (%CV) and standardized coefficient of variation were computed for the following precision characteristics: interoperator effect, operator-subject interaction, short-term error variance, and long-term drift, The MRTA had high interoperator errors for its ulnar and tibial stiffness measures and a large long-term drift in its tibial stiffness measurement. The UBA-575+ exhibited large short-term error variances and long-term drift for all three of its measurements. The S2000's tibial speed of sound measurement showed a high short-term error variance and a significant operator-subject interaction but very good values ( < 1%) for the other precision characteristics. The Sahara seemed to have the best overall performance, but was hampered by a large %CV for short-term error variance in its broadband ultrasound attenuation measure.
Magnetospheric Multiscale (MMS) Mission Commissioning Phase Orbit Determination Error Analysis
NASA Technical Reports Server (NTRS)
Chung, Lauren R.; Novak, Stefan; Long, Anne; Gramling, Cheryl
2009-01-01
The Magnetospheric MultiScale (MMS) mission commissioning phase starts in a 185 km altitude x 12 Earth radii (RE) injection orbit and lasts until the Phase 1 mission orbits and orientation to the Earth-Sun li ne are achieved. During a limited time period in the early part of co mmissioning, five maneuvers are performed to raise the perigee radius to 1.2 R E, with a maneuver every other apogee. The current baseline is for the Goddard Space Flight Center Flight Dynamics Facility to p rovide MMS orbit determination support during the early commissioning phase using all available two-way range and Doppler tracking from bo th the Deep Space Network and Space Network. This paper summarizes th e results from a linear covariance analysis to determine the type and amount of tracking data required to accurately estimate the spacecraf t state, plan each perigee raising maneuver, and support thruster cal ibration during this phase. The primary focus of this study is the na vigation accuracy required to plan the first and the final perigee ra ising maneuvers. Absolute and relative position and velocity error hi stories are generated for all cases and summarized in terms of the ma ximum root-sum-square consider and measurement noise error contributi ons over the definitive and predictive arcs and at discrete times inc luding the maneuver planning and execution times. Details of the meth odology, orbital characteristics, maneuver timeline, error models, and error sensitivities are provided.
Precision of Four Acoustic Bone Measurement Devices
NASA Technical Reports Server (NTRS)
Miller, Christopher; Rianon, Nahid; Feiveson, Alan; Shackelford, Linda; LeBlanc, Adrian
2000-01-01
Though many studies have quantified the precision of various acoustic bone measurement devices, it is difficult to directly compare the results among the studies, because they used disparate subject pools, did not specify the estimation methodology, or did not use consistent definitions for various precision characteristics. In this study, we used a repeated measures design protocol to directly determine the precision characteristics of four acoustic bone measurement devices: the Mechanical Response Tissue Analyzer (MRTA), the UBA-575+, the SoundScan 2000 (S2000), and the Sahara Ultrasound Bone Analyzer. Ten men and ten women were scanned on all four devices by two different operators at five discrete time points: Week 1, Week 2, Week 3, Month 3 and Month 6. The percent coefficient of variation (%CV) and standardized coefficient of variation were computed for the following precision characteristics: interoperator effect, operator-subject interaction, short-term error variance, and long-term drift. The MRTA had high interoperator errors for its ulnar and tibial stiffness measures and a large long-term drift in its tibial stiffness measurement. The UBA-575+ exhibited large short-term error variances and long-term drift for all three of its measurements. The S2000's tibial speed of sound measurement showed a high short-term error variance and a significant operator-subject interaction but very good values (less than 1%) for the other precision characteristics. The Sahara seemed to have the best overall performance, but was hampered by a large %CV for short-term error variance in its broadband ultrasound attenuation measure.
ERIC Educational Resources Information Center
Bowe, Melissa; Sellers, Tyra P.
2018-01-01
The Performance Diagnostic Checklist-Human Services (PDC-HS) has been used to assess variables contributing to undesirable staff performance. In this study, three preschool teachers completed the PDC-HS to identify the factors contributing to four paraprofessionals' inaccurate implementation of error-correction procedures during discrete trial…
A Discrete Constraint for Entropy Conservation and Sound Waves in Cloud-Resolving Modeling
NASA Technical Reports Server (NTRS)
Zeng, Xi-Ping; Tao, Wei-Kuo; Simpson, Joanne
2003-01-01
Ideal cloud-resolving models contain little-accumulative errors. When their domain is so large that synoptic large-scale circulations are accommodated, they can be used for the simulation of the interaction between convective clouds and the large-scale circulations. This paper sets up a framework for the models, using moist entropy as a prognostic variable and employing conservative numerical schemes. The models possess no accumulative errors of thermodynamic variables when they comply with a discrete constraint on entropy conservation and sound waves. Alternatively speaking, the discrete constraint is related to the correct representation of the large-scale convergence and advection of moist entropy. Since air density is involved in entropy conservation and sound waves, the challenge is how to compute sound waves efficiently under the constraint. To address the challenge, a compensation method is introduced on the basis of a reference isothermal atmosphere whose governing equations are solved analytically. Stability analysis and numerical experiments show that the method allows the models to integrate efficiently with a large time step.
Meta‐analysis of test accuracy studies using imputation for partial reporting of multiple thresholds
Deeks, J.J.; Martin, E.C.; Riley, R.D.
2017-01-01
Introduction For tests reporting continuous results, primary studies usually provide test performance at multiple but often different thresholds. This creates missing data when performing a meta‐analysis at each threshold. A standard meta‐analysis (no imputation [NI]) ignores such missing data. A single imputation (SI) approach was recently proposed to recover missing threshold results. Here, we propose a new method that performs multiple imputation of the missing threshold results using discrete combinations (MIDC). Methods The new MIDC method imputes missing threshold results by randomly selecting from the set of all possible discrete combinations which lie between the results for 2 known bounding thresholds. Imputed and observed results are then synthesised at each threshold. This is repeated multiple times, and the multiple pooled results at each threshold are combined using Rubin's rules to give final estimates. We compared the NI, SI, and MIDC approaches via simulation. Results Both imputation methods outperform the NI method in simulations. There was generally little difference in the SI and MIDC methods, but the latter was noticeably better in terms of estimating the between‐study variances and generally gave better coverage, due to slightly larger standard errors of pooled estimates. Given selective reporting of thresholds, the imputation methods also reduced bias in the summary receiver operating characteristic curve. Simulations demonstrate the imputation methods rely on an equal threshold spacing assumption. A real example is presented. Conclusions The SI and, in particular, MIDC methods can be used to examine the impact of missing threshold results in meta‐analysis of test accuracy studies. PMID:29052347
Abraham, Leandro; Bromberg, Facundo; Forradellas, Raymundo
2018-04-01
Muscle activation level is currently being captured using impractical and expensive devices which make their use in telemedicine settings extremely difficult. To address this issue, a prototype is presented of a non-invasive, easy-to-install system for the estimation of a discrete level of muscle activation of the biceps muscle from 3D point clouds captured with RGB-D cameras. A methodology is proposed that uses the ensemble of shape functions point cloud descriptor for the geometric characterization of 3D point clouds, together with support vector machines to learn a classifier that, based on this geometric characterization for some points of view of the biceps, provides a model for the estimation of muscle activation for all neighboring points of view. This results in a classifier that is robust to small perturbations in the point of view of the capturing device, greatly simplifying the installation process for end-users. In the discrimination of five levels of effort with values up to the maximum voluntary contraction (MVC) of the biceps muscle (3800 g), the best variant of the proposed methodology achieved mean absolute errors of about 9.21% MVC - an acceptable performance for telemedicine settings where the electric measurement of muscle activation is impractical. The results prove that the correlations between the external geometry of the arm and biceps muscle activation are strong enough to consider computer vision and supervised learning an alternative with great potential for practical applications in tele-physiotherapy. Copyright © 2018 Elsevier Ltd. All rights reserved.
A Simulation of Readiness-Based Sparing Policies
2017-06-01
variant of a greedy heuristic algorithm to set stock levels and estimate overall WS availability. Our discrete event simulation is then used to test the...available in the optimization tools. 14. SUBJECT TERMS readiness-based sparing, discrete event simulation, optimization, multi-indenture...variant of a greedy heuristic algorithm to set stock levels and estimate overall WS availability. Our discrete event simulation is then used to test the
Continuous slope-area discharge records in Maricopa County, Arizona, 2004–2012
Wiele, Stephen M.; Heaton, John W.; Bunch, Claire E.; Gardner, David E.; Smith, Christopher F.
2015-12-29
Analyses of sources of errors and the impact stage data errors have on calculated discharge time series are considered, along with issues in data reduction. Steeper, longer stream reaches are generally less sensitive to measurement error. Other issues considered are pressure transducer drawdown, capture of flood peaks with discrete stage data, selection of stage record for development of rating curves, and minimum stages for the calculation of discharge.
40 CFR 403.16 - Upset provision.
Code of Federal Regulations, 2010 CFR
2010-07-01
... operational error, improperly designed treatment facilities, inadequate treatment facilities, lack of... usual exercise of prosecutorial discretion, Agency enforcement personnel should review any claims that...
NASA Astrophysics Data System (ADS)
Horstmann, Jan Tobias; Le Garrec, Thomas; Mincu, Daniel-Ciprian; Lévêque, Emmanuel
2017-11-01
Despite the efficiency and low dissipation of the stream-collide scheme of the discrete-velocity Boltzmann equation, which is nowadays implemented in many lattice Boltzmann solvers, a major drawback exists over alternative discretization schemes, i.e. finite-volume or finite-difference, that is the limitation to Cartesian uniform grids. In this paper, an algorithm is presented that combines the positive features of each scheme in a hybrid lattice Boltzmann method. In particular, the node-based streaming of the distribution functions is coupled with a second-order finite-volume discretization of the advection term of the Boltzmann equation under the Bhatnagar-Gross-Krook approximation. The algorithm is established on a multi-domain configuration, with the individual schemes being solved on separate sub-domains and connected by an overlapping interface of at least 2 grid cells. A critical parameter in the coupling is the CFL number equal to unity, which is imposed by the stream-collide algorithm. Nevertheless, a semi-implicit treatment of the collision term in the finite-volume formulation allows us to obtain a stable solution for this condition. The algorithm is validated in the scope of three different test cases on a 2D periodic mesh. It is shown that the accuracy of the combined discretization schemes agrees with the order of each separate scheme involved. The overall numerical error of the hybrid algorithm in the macroscopic quantities is contained between the error of the two individual algorithms. Finally, we demonstrate how such a coupling can be used to adapt to anisotropic flows with some gradual mesh refinement in the FV domain.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wu, Hao; Mey, Antonia S. J. S.; Noé, Frank
2014-12-07
We propose a discrete transition-based reweighting analysis method (dTRAM) for analyzing configuration-space-discretized simulation trajectories produced at different thermodynamic states (temperatures, Hamiltonians, etc.) dTRAM provides maximum-likelihood estimates of stationary quantities (probabilities, free energies, expectation values) at any thermodynamic state. In contrast to the weighted histogram analysis method (WHAM), dTRAM does not require data to be sampled from global equilibrium, and can thus produce superior estimates for enhanced sampling data such as parallel/simulated tempering, replica exchange, umbrella sampling, or metadynamics. In addition, dTRAM provides optimal estimates of Markov state models (MSMs) from the discretized state-space trajectories at all thermodynamic states. Under suitablemore » conditions, these MSMs can be used to calculate kinetic quantities (e.g., rates, timescales). In the limit of a single thermodynamic state, dTRAM estimates a maximum likelihood reversible MSM, while in the limit of uncorrelated sampling data, dTRAM is identical to WHAM. dTRAM is thus a generalization to both estimators.« less
A Bayesian hierarchical model for discrete choice data in health care.
Antonio, Anna Liza M; Weiss, Robert E; Saigal, Christopher S; Dahan, Ely; Crespi, Catherine M
2017-01-01
In discrete choice experiments, patients are presented with sets of health states described by various attributes and asked to make choices from among them. Discrete choice experiments allow health care researchers to study the preferences of individual patients by eliciting trade-offs between different aspects of health-related quality of life. However, many discrete choice experiments yield data with incomplete ranking information and sparsity due to the limited number of choice sets presented to each patient, making it challenging to estimate patient preferences. Moreover, methods to identify outliers in discrete choice data are lacking. We develop a Bayesian hierarchical random effects rank-ordered multinomial logit model for discrete choice data. Missing ranks are accounted for by marginalizing over all possible permutations of unranked alternatives to estimate individual patient preferences, which are modeled as a function of patient covariates. We provide a Bayesian version of relative attribute importance, and adapt the use of the conditional predictive ordinate to identify outlying choice sets and outlying individuals with unusual preferences compared to the population. The model is applied to data from a study using a discrete choice experiment to estimate individual patient preferences for health states related to prostate cancer treatment.
Pedestrian dead reckoning employing simultaneous activity recognition cues
NASA Astrophysics Data System (ADS)
Altun, Kerem; Barshan, Billur
2012-02-01
We consider the human localization problem using body-worn inertial/magnetic sensor units. Inertial sensors are characterized by a drift error caused by the integration of their rate output to obtain position information. Because of this drift, the position and orientation data obtained from inertial sensors are reliable over only short periods of time. Therefore, position updates from externally referenced sensors are essential. However, if the map of the environment is known, the activity context of the user can provide information about his position. In particular, the switches in the activity context correspond to discrete locations on the map. By performing localization simultaneously with activity recognition, we detect the activity context switches and use the corresponding position information as position updates in a localization filter. The localization filter also involves a smoother that combines the two estimates obtained by running the zero-velocity update algorithm both forward and backward in time. We performed experiments with eight subjects in indoor and outdoor environments involving walking, turning and standing activities. Using a spatial error criterion, we show that the position errors can be decreased by about 85% on the average. We also present the results of two 3D experiments performed in realistic indoor environments and demonstrate that it is possible to achieve over 90% error reduction in position by performing localization simultaneously with activity recognition.
NASA Astrophysics Data System (ADS)
Moslehi, M.; de Barros, F.; Rajagopal, R.
2014-12-01
Hydrogeological models that represent flow and transport in subsurface domains are usually large-scale with excessive computational complexity and uncertain characteristics. Uncertainty quantification for predicting flow and transport in heterogeneous formations often entails utilizing a numerical Monte Carlo framework, which repeatedly simulates the model according to a random field representing hydrogeological characteristics of the field. The physical resolution (e.g. grid resolution associated with the physical space) for the simulation is customarily chosen based on recommendations in the literature, independent of the number of Monte Carlo realizations. This practice may lead to either excessive computational burden or inaccurate solutions. We propose an optimization-based methodology that considers the trade-off between the following conflicting objectives: time associated with computational costs, statistical convergence of the model predictions and physical errors corresponding to numerical grid resolution. In this research, we optimally allocate computational resources by developing a modeling framework for the overall error based on a joint statistical and numerical analysis and optimizing the error model subject to a given computational constraint. The derived expression for the overall error explicitly takes into account the joint dependence between the discretization error of the physical space and the statistical error associated with Monte Carlo realizations. The accuracy of the proposed framework is verified in this study by applying it to several computationally extensive examples. Having this framework at hand aims hydrogeologists to achieve the optimum physical and statistical resolutions to minimize the error with a given computational budget. Moreover, the influence of the available computational resources and the geometric properties of the contaminant source zone on the optimum resolutions are investigated. We conclude that the computational cost associated with optimal allocation can be substantially reduced compared with prevalent recommendations in the literature.
A visual detection model for DCT coefficient quantization
NASA Technical Reports Server (NTRS)
Ahumada, Albert J., Jr.; Watson, Andrew B.
1994-01-01
The discrete cosine transform (DCT) is widely used in image compression and is part of the JPEG and MPEG compression standards. The degree of compression and the amount of distortion in the decompressed image are controlled by the quantization of the transform coefficients. The standards do not specify how the DCT coefficients should be quantized. One approach is to set the quantization level for each coefficient so that the quantization error is near the threshold of visibility. Results from previous work are combined to form the current best detection model for DCT coefficient quantization noise. This model predicts sensitivity as a function of display parameters, enabling quantization matrices to be designed for display situations varying in luminance, veiling light, and spatial frequency related conditions (pixel size, viewing distance, and aspect ratio). It also allows arbitrary color space directions for the representation of color. A model-based method of optimizing the quantization matrix for an individual image was developed. The model described above provides visual thresholds for each DCT frequency. These thresholds are adjusted within each block for visual light adaptation and contrast masking. For given quantization matrix, the DCT quantization errors are scaled by the adjusted thresholds to yield perceptual errors. These errors are pooled nonlinearly over the image to yield total perceptual error. With this model one may estimate the quantization matrix for a particular image that yields minimum bit rate for a given total perceptual error, or minimum perceptual error for a given bit rate. Custom matrices for a number of images show clear improvement over image-independent matrices. Custom matrices are compatible with the JPEG standard, which requires transmission of the quantization matrix.
NASA Astrophysics Data System (ADS)
Xiao, Q.; Liu, Y.; Strickland, M. J.; Chang, H. H.; Kan, H.
2017-12-01
Background: Satellite remote sensing data have been employed for air pollution exposure assessment, with the intent of better characterizing exposure spatio-temproal variations. However, non-random missingness in satellite data may lead to exposure error. Objectives: We explored the differences in health effect estimates due to different exposure metrics, with and without satellite data, when analyzing the associations between maternal PM2.5 exposure and birth outcomes. Methods: We obtained birth registration records of 132,783 singleton live births during 2011-2014 in Shanghai. Trimester-specific and total pregnancy exposures were estimated from satellite PM2.5 predictions with missingness, gap-filled satellite PM2.5 predictions with complete coverage and regional average PM2.5 measurements from monitoring stations. Linear regressions estimated associations between birth weight and maternal PM2.5 exposure. Logistic regressions estimated associations between preterm birth and the first and second trimester exposure. Discrete-time models estimated third trimester and total pregnancy associations with preterm birth. Effect modifications by maternal age and parental education levels were investigated. Results: we observed statistically significant associations between maternal PM2.5 exposure during all exposure windows and adverse birth outcomes. A 10 µg/m3 increase in pregnancy PM2.5 exposure was associated with a 12.85 g (95% CI: 18.44, 7.27) decrease in birth weight for term births, and a 27% (95% CI: 20%, 36%) increase in the risk of preterm birth. Greater effects were observed between first and third trimester exposure and birth weight, as well as between first trimester exposure and preterm birth. Mothers older than 35 years and without college education tended to have higher associations with preterm birth. Conclusions: Gap-filled satellite data derived PM2.5 exposure estimates resulted in reduced exposure error and more precise health effect estimates.
NASA Astrophysics Data System (ADS)
Ratliff, Bradley M.; LeMaster, Daniel A.
2012-06-01
Pixel-to-pixel response nonuniformity is a common problem that affects nearly all focal plane array sensors. This results in a frame-to-frame fixed pattern noise (FPN) that causes an overall degradation in collected data. FPN is often compensated for through the use of blackbody calibration procedures; however, FPN is a particularly challenging problem because the detector responsivities drift relative to one another in time, requiring that the sensor be recalibrated periodically. The calibration process is obstructive to sensor operation and is therefore only performed at discrete intervals in time. Thus, any drift that occurs between calibrations (along with error in the calibration sources themselves) causes varying levels of residual calibration error to be present in the data at all times. Polarimetric microgrid sensors are particularly sensitive to FPN due to the spatial differencing involved in estimating the Stokes vector images. While many techniques exist in the literature to estimate FPN for conventional video sensors, few have been proposed to address the problem in microgrid imaging sensors. Here we present a scene-based nonuniformity correction technique for microgrid sensors that is able to reduce residual fixed pattern noise while preserving radiometry under a wide range of conditions. The algorithm requires a low number of temporal data samples to estimate the spatial nonuniformity and is computationally efficient. We demonstrate the algorithm's performance using real data from the AFRL PIRATE and University of Arizona LWIR microgrid sensors.
NASA Astrophysics Data System (ADS)
Asadzadeh, M.; Maclean, A.; Tolson, B. A.; Burn, D. H.
2009-05-01
Hydrologic model calibration aims to find a set of parameters that adequately simulates observations of watershed behavior, such as streamflow, or a state variable, such as snow water equivalent (SWE). There are different metrics for evaluating calibration effectiveness that involve quantifying prediction errors, such as the Nash-Sutcliffe (NS) coefficient and bias evaluated for the entire calibration period, on a seasonal basis, for low flows, or for high flows. Many of these metrics are conflicting such that the set of parameters that maximizes the high flow NS differs from the set of parameters that maximizes the low flow NS. Conflicting objectives are very likely when different calibration objectives are based on different fluxes and/or state variables (e.g., NS based on streamflow versus SWE). One of the most popular ways to balance different metrics is to aggregate them based on their importance and find the set of parameters that optimizes a weighted sum of the efficiency metrics. Comparing alternative hydrologic models (e.g., assessing model improvement when a process or more detail is added to the model) based on the aggregated objective might be misleading since it represents one point on the tradeoff of desired error metrics. To derive a more comprehensive model comparison, we solved a bi-objective calibration problem to estimate the tradeoff between two error metrics for each model. Although this approach is computationally more expensive than the aggregation approach, it results in a better understanding of the effectiveness of selected models at each level of every error metric and therefore provides a better rationale for judging relative model quality. The two alternative models used in this study are two MESH hydrologic models (version 1.2) of the Wolf Creek Research basin that differ in their watershed spatial discretization (a single Grouped Response Unit, GRU, versus multiple GRUs). The MESH model, currently under development by Environment Canada, is a coupled land-surface and hydrologic model. Results will demonstrate the conclusions a modeller might make regarding the value of additional watershed spatial discretization under both an aggregated (single-objective) and multi-objective model comparison framework.
The nonlinear modified equation approach to analyzing finite difference schemes
NASA Technical Reports Server (NTRS)
Klopfer, G. H.; Mcrae, D. S.
1981-01-01
The nonlinear modified equation approach is taken in this paper to analyze the generalized Lax-Wendroff explicit scheme approximation to the unsteady one- and two-dimensional equations of gas dynamics. Three important applications of the method are demonstrated. The nonlinear modified equation analysis is used to (1) generate higher order accurate schemes, (2) obtain more accurate estimates of the discretization error for nonlinear systems of partial differential equations, and (3) generate an adaptive mesh procedure for the unsteady gas dynamic equations. Results are obtained for all three areas. For the adaptive mesh procedure, mesh point requirements for equal resolution of discontinuities were reduced by a factor of five for a 1-D shock tube problem solved by the explicit MacCormack scheme.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Punjabi, Alkesh; Ali, Halima
2011-02-15
Any canonical transformation of Hamiltonian equations is symplectic, and any area-preserving transformation in 2D is a symplectomorphism. Based on these, a discrete symplectic map and its continuous symplectic analog are derived for forward magnetic field line trajectories in natural canonical coordinates. The unperturbed axisymmetric Hamiltonian for magnetic field lines is constructed from the experimental data in the DIII-D [J. L. Luxon and L. E. Davis, Fusion Technol. 8, 441 (1985)]. The equilibrium Hamiltonian is a highly accurate, analytic, and realistic representation of the magnetic geometry of the DIII-D. These symplectic mathematical maps are used to calculate the magnetic footprint onmore » the inboard collector plate in the DIII-D. Internal statistical topological noise and field errors are irreducible and ubiquitous in magnetic confinement schemes for fusion. It is important to know the stochasticity and magnetic footprint from noise and error fields. The estimates of the spectrum and mode amplitudes of the spatial topological noise and magnetic errors in the DIII-D are used as magnetic perturbation. The discrete and continuous symplectic maps are used to calculate the magnetic footprint on the inboard collector plate of the DIII-D by inverting the natural coordinates to physical coordinates. The combination of highly accurate equilibrium generating function, natural canonical coordinates, symplecticity, and small step-size together gives a very accurate calculation of magnetic footprint. Radial variation of magnetic perturbation and the response of plasma to perturbation are not included. The inboard footprint from noise and errors are dominated by m=3, n=1 mode. The footprint is in the form of a toroidally winding helical strip. The width of stochastic layer scales as (1/2) power of amplitude. The area of footprint scales as first power of amplitude. The physical parameters such as toroidal angle, length, and poloidal angle covered before striking, and the safety factor all have fractal structure. The average field diffusion near the X-point for lines that strike and that do not strike differs by about three to four orders of magnitude. The magnetic footprint gives the maximal bounds on size and heat flux density on collector plate.« less
Computations of Aerodynamic Performance Databases Using Output-Based Refinement
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.
2009-01-01
Objectives: Handle complex geometry problems; Control discretization errors via solution-adaptive mesh refinement; Focus on aerodynamic databases of parametric and optimization studies: 1. Accuracy: satisfy prescribed error bounds 2. Robustness and speed: may require over 105 mesh generations 3. Automation: avoid user supervision Obtain "expert meshes" independent of user skill; and Run every case adaptively in production settings.
Inserting Mastered Targets during Error Correction When Teaching Skills to Children with Autism
ERIC Educational Resources Information Center
Plaisance, Lauren; Lerman, Dorothea C.; Laudont, Courtney; Wu, Wai-Ling
2016-01-01
Research has identified a variety of effective approaches for responding to errors during discrete-trial training. In one commonly used method, the therapist delivers a prompt contingent on the occurrence of an incorrect response and then re-presents the trial so that the learner has an opportunity to perform the correct response independently.…
Relative and Absolute Error Control in a Finite-Difference Method Solution of Poisson's Equation
ERIC Educational Resources Information Center
Prentice, J. S. C.
2012-01-01
An algorithm for error control (absolute and relative) in the five-point finite-difference method applied to Poisson's equation is described. The algorithm is based on discretization of the domain of the problem by means of three rectilinear grids, each of different resolution. We discuss some hardware limitations associated with the algorithm,…
Damage Initiation in Two-Dimensional, Woven, Carbon-Carbon Composites
1988-12-01
biaxial stress interaction were themselves a function of the applied biaxial stress ratio and thus the error in measuring F12 depended on F12. To find the...the supported directions. Discretizing the model will tend to induce error in the computed nodal displacements when compared to an exact continuum...solution, however, for an increasing number of elements in the structural model, the net error should converge to zero (3:94). The inherent flexibility in
NASA Astrophysics Data System (ADS)
Lannutti, E.; Lenzano, M. G.; Toth, C.; Lenzano, L.; Rivera, A.
2016-06-01
In this work, we assessed the feasibility of using optical flow to obtain the motion estimation of a glacier. In general, former investigations used to detect glacier changes involve solutions that require repeated observations which are many times based on extensive field work. Taking into account glaciers are usually located in geographically complex and hard to access areas, deploying time-lapse imaging sensors, optical flow may provide an efficient solution at good spatial and temporal resolution to describe mass motion. Several studies in computer vision and image processing community have used this method to detect large displacements. Therefore, we carried out a test of the proposed Large Displacement Optical Flow method at the Viedma Glacier, located at South Patagonia Icefield, Argentina. We collected monoscopic terrestrial time-lapse imagery, acquired by a calibrated camera at every 24 hour from April 2014 until April 2015. A filter based on temporal correlation and RGB color discretization between the images was applied to minimize errors related to changes in lighting, shadows, clouds and snow. This selection allowed discarding images that do not follow a sequence of similarity. Our results show a flow field in the direction of the glacier movement with acceleration in the terminus. We analyzed the errors between image pairs, and the matching generally appears to be adequate, although some areas show random gross errors related to the presence of changes in lighting. The proposed technique allowed the determination of glacier motion during one year, providing accurate and reliable motion data for subsequent analysis.
Simultaneous optical flow and source estimation: Space–time discretization and preconditioning
Andreev, R.; Scherzer, O.; Zulehner, W.
2015-01-01
We consider the simultaneous estimation of an optical flow field and an illumination source term in a movie sequence. The particular optical flow equation is obtained by assuming that the image intensity is a conserved quantity up to possible sources and sinks which represent varying illumination. We formulate this problem as an energy minimization problem and propose a space–time simultaneous discretization for the optimality system in saddle-point form. We investigate a preconditioning strategy that renders the discrete system well-conditioned uniformly in the discretization resolution. Numerical experiments complement the theory. PMID:26435561
NASA Technical Reports Server (NTRS)
Klein, V.
1980-01-01
A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.
Madi, Mahmoud K; Karameh, Fadi N
2017-01-01
Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements.
2017-01-01
Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements. PMID:28727850
GOSAILT: A hybrid of GOMS and SAILT with topography consideration
NASA Astrophysics Data System (ADS)
Wu, S.; Wen, J.
2017-12-01
Heterogeneous terrain significantly complicated the energy, mass and momentum exchange between the atmosphere and terrestrial ecosystem. Understanding of topographic effect on the forest reflectance is critical for biophysical parameters retrieval over rugged area. In this paper, a new hybrid bidirectional reflectance distribution function (BRDF) model of geometric optical mutual shadowing and scattering-from-arbitrarily-inclined-leaves model coupled topography (GOSAILT) for sloping forest was proposed. The effects of slope, aspect, gravity field of tree crown, multiple scattering scheme, and diffuse skylight are considered. The area proportions of scene components estimated by the GOSAILT model were compared with the geometric optical model for sloping terrains (GOST) model. The 3-D discrete anisotropic radiative transfer (DART) simulations were used to evaluate the performance of GOSAILT. The results indicate that the canopy reflectance is distorted by the slopes with a maximum variation of 78.3% in the red band and 17.3% in the NIR band on a steep 60 º slope. Compared with the DART simulations, the proposed GOSAILT model can capture anisotropic reflectance well with a determine coefficient (R2) of 0.9720 and 0.6701, root-mean-square error (RMSE) of 0.0024 and 0.0393, mean absolute percentage error of 2.4% and 4.61% for the red and near-infrared (NIR) band. The comparison results indicate the GOSAIL model can accurately reproducing the angular feature of discrete canopy over rugged terrain conditions. The GOSAILT model is promising for the land surface biophysical parameters retrieval (e.g. albedo, leaf area index) over the heterogeneous terrain.
Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation
NASA Astrophysics Data System (ADS)
Fishelov, D.; Ben-Artzi, M.; Croisille, J.-P.
2012-09-01
The convergence of a fourth-order compact scheme to the one-dimensional biharmonic problem is established in the case of general Dirichlet boundary conditions. The compact scheme invokes value of the unknown function as well as Pade approximations of its first-order derivative. Using the Pade approximation allows us to approximate the first-order derivative within fourth-order accuracy. However, although the truncation error of the discrete biharmonic scheme is of fourth-order at interior point, the truncation error drops to first-order at near-boundary points. Nonetheless, we prove that the scheme retains its fourth-order (optimal) accuracy. This is done by a careful inspection of the matrix elements of the discrete biharmonic operator. A number of numerical examples corroborate this effect. We also present a study of the eigenvalue problem uxxxx = νu. We compute and display the eigenvalues and the eigenfunctions related to the continuous and the discrete problems. By the positivity of the eigenvalues, one can deduce the stability of of the related time-dependent problem ut = -uxxxx. In addition, we study the eigenvalue problem uxxxx = νuxx. This is related to the stability of the linear time-dependent equation uxxt = νuxxxx. Its continuous and discrete eigenvalues and eigenfunction (or eigenvectors) are computed and displayed graphically.
Information Hiding In Digital Video Using DCT, DWT and CvT
NASA Astrophysics Data System (ADS)
Abed Shukur, Wisam; Najah Abdullah, Wathiq; Kareem Qurban, Luheb
2018-05-01
The type of video that used in this proposed hiding a secret information technique is .AVI; the proposed technique of a data hiding to embed a secret information into video frames by using Discrete Cosine Transform (DCT), Discrete Wavelet Transform (DWT) and Curvelet Transform (CvT). An individual pixel consists of three color components (RGB), the secret information is embedded in Red (R) color channel. On the receiver side, the secret information is extracted from received video. After extracting secret information, robustness of proposed hiding a secret information technique is measured and obtained by computing the degradation of the extracted secret information by comparing it with the original secret information via calculating the Normalized cross Correlation (NC). The experiments shows the error ratio of the proposed technique is (8%) while accuracy ratio is (92%) when the Curvelet Transform (CvT) is used, but compared with Discrete Wavelet Transform (DWT) and Discrete Cosine Transform (DCT), the error rates are 11% and 14% respectively, while the accuracy ratios are (89%) and (86%) respectively. So, the experiments shows the Poisson noise gives better results than other types of noises, while the speckle noise gives worst results compared with other types of noises. The proposed technique has been established by using MATLAB R2016a programming language.
Validation of a RANS transition model using a high-order weighted compact nonlinear scheme
NASA Astrophysics Data System (ADS)
Tu, GuoHua; Deng, XiaoGang; Mao, MeiLiang
2013-04-01
A modified transition model is given based on the shear stress transport (SST) turbulence model and an intermittency transport equation. The energy gradient term in the original model is replaced by flow strain rate to saving computational costs. The model employs local variables only, and then it can be conveniently implemented in modern computational fluid dynamics codes. The fifth-order weighted compact nonlinear scheme and the fourth-order staggered scheme are applied to discrete the governing equations for the purpose of minimizing discretization errors, so as to mitigate the confusion between numerical errors and transition model errors. The high-order package is compared with a second-order TVD method on simulating the transitional flow of a flat plate. Numerical results indicate that the high-order package give better grid convergence property than that of the second-order method. Validation of the transition model is performed for transitional flows ranging from low speed to hypersonic speed.
Textbook Multigrid Efficiency for Leading Edge Stagnation
NASA Technical Reports Server (NTRS)
Diskin, Boris; Thomas, James L.; Mineck, Raymond E.
2004-01-01
A multigrid solver is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work which is a small (less than 10) multiple of the operation count in evaluating the discrete residuals. TME in solving the incompressible inviscid fluid equations is demonstrated for leading-edge stagnation flows. The contributions of this paper include (1) a special formulation of the boundary conditions near stagnation allowing convergence of the Newton iterations on coarse grids, (2) the boundary relaxation technique to facilitate relaxation and residual restriction near the boundaries, (3) a modified relaxation scheme to prevent initial error amplification, and (4) new general analysis techniques for multigrid solvers. Convergence of algebraic errors below the level of discretization errors is attained by a full multigrid (FMG) solver with one full approximation scheme (FAS) cycle per grid. Asymptotic convergence rates of the FAS cycles for the full system of flow equations are very fast, approaching those for scalar elliptic equations.
Textbook Multigrid Efficiency for Leading Edge Stagnation
NASA Technical Reports Server (NTRS)
Diskin, Boris; Thomas, James L.; Mineck, Raymond E.
2004-01-01
A multigrid solver is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work which is a small (less than 10) multiple of the operation count in evaluating the discrete residuals. TME in solving the incompressible inviscid fluid equations is demonstrated for leading- edge stagnation flows. The contributions of this paper include (1) a special formulation of the boundary conditions near stagnation allowing convergence of the Newton iterations on coarse grids, (2) the boundary relaxation technique to facilitate relaxation and residual restriction near the boundaries, (3) a modified relaxation scheme to prevent initial error amplification, and (4) new general analysis techniques for multigrid solvers. Convergence of algebraic errors below the level of discretization errors is attained by a full multigrid (FMG) solver with one full approximation scheme (F.4S) cycle per grid. Asymptotic convergence rates of the F.4S cycles for the full system of flow equations are very fast, approaching those for scalar elliptic equations.
NASA Astrophysics Data System (ADS)
Musselman, K. N.; Molotch, N. P.; Margulis, S. A.
2012-12-01
Forest architecture dictates sub-canopy solar irradiance and the resulting patterns can vary seasonally and over short spatial distances. These radiation dynamics are thought to have significant implications on snowmelt processes, regional hydrology, and remote sensing signatures. The variability calls into question many assumptions inherent in traditional canopy models (e.g. Beer's Law) when applied at high resolution (i.e. 1 m). We present a method of estimating solar canopy transmissivity using airborne LiDAR data. The canopy structure is represented in 3-D voxel space (i.e. a cubic discretization of a 3-D domain analogous to a pixel representation of a 2-D space). The solar direct beam canopy transmissivity (DBT) is estimated with a ray-tracing algorithm and the diffuse component is estimated from LiDAR-derived effective LAI. Results from one year at five-minute temporal and 1 m spatial resolutions are presented from Sequoia National Park. Compared to estimates from 28 hemispherical photos, the ray-tracing model estimated daily mean DBT with a 10% average error, while the errors from a Beer's-type DBT estimate exceeded 20%. Compared to the ray-tracing estimates, the Beer's-type transmissivity method was unable to resolve complex spatial patterns resulting from canopy gaps, individual tree canopies and boles, and steep variable terrain. The snowmelt model SNOWPACK was applied at locations of ultrasonic snow depth sensors. Two scenarios were tested; 1) a nominal case where canopy model parameters were obtained from hemispherical photographs, and 2) an explicit scenario where the model was modified to accept LiDAR-derived time-variant DBT. The bulk canopy treatment was generally unable to simulate the sub-canopy snowmelt dynamics observed at the depth sensor locations. The explicit treatment reduced error in the snow disappearance date by one week and both positive and negative melt-season SWE biases were reduced. The results highlight the utility of LiDAR canopy measurements and physically based snowmelt models to simulate spatially distributed stand- and slope-scale snowmelt dynamics at resolutions necessary to capture the inherent underlying variability.iDAR-derived solar direct beam canopy transmissivity computed as the daily average for March 1st and May 1st.
Ogungbenro, Kayode; Aarons, Leon
2011-08-01
In the recent years, interest in the application of experimental design theory to population pharmacokinetic (PK) and pharmacodynamic (PD) experiments has increased. The aim is to improve the efficiency and the precision with which parameters are estimated during data analysis and sometimes to increase the power and reduce the sample size required for hypothesis testing. The population Fisher information matrix (PFIM) has been described for uniresponse and multiresponse population PK experiments for design evaluation and optimisation. Despite these developments and availability of tools for optimal design of population PK and PD experiments much of the effort has been focused on repeated continuous variable measurements with less work being done on repeated discrete type measurements. Discrete data arise mainly in PDs e.g. ordinal, nominal, dichotomous or count measurements. This paper implements expressions for the PFIM for repeated ordinal, dichotomous and count measurements based on analysis by a mixed-effects modelling technique. Three simulation studies were used to investigate the performance of the expressions. Example 1 is based on repeated dichotomous measurements, Example 2 is based on repeated count measurements and Example 3 is based on repeated ordinal measurements. Data simulated in MATLAB were analysed using NONMEM (Laplace method) and the glmmML package in R (Laplace and adaptive Gauss-Hermite quadrature methods). The results obtained for Examples 1 and 2 showed good agreement between the relative standard errors obtained using the PFIM and simulations. The results obtained for Example 3 showed the importance of sampling at the most informative time points. Implementation of these expressions will provide the opportunity for efficient design of population PD experiments that involve discrete type data through design evaluation and optimisation.
Self-calibration method without joint iteration for distributed small satellite SAR systems
NASA Astrophysics Data System (ADS)
Xu, Qing; Liao, Guisheng; Liu, Aifei; Zhang, Juan
2013-12-01
The performance of distributed small satellite synthetic aperture radar systems degrades significantly due to the unavoidable array errors, including gain, phase, and position errors, in real operating scenarios. In the conventional method proposed in (IEEE T Aero. Elec. Sys. 42:436-451, 2006), the spectrum components within one Doppler bin are considered as calibration sources. However, it is found in this article that the gain error estimation and the position error estimation in the conventional method can interact with each other. The conventional method may converge to suboptimal solutions in large position errors since it requires the joint iteration between gain-phase error estimation and position error estimation. In addition, it is also found that phase errors can be estimated well regardless of position errors when the zero Doppler bin is chosen. In this article, we propose a method obtained by modifying the conventional one, based on these two observations. In this modified method, gain errors are firstly estimated and compensated, which eliminates the interaction between gain error estimation and position error estimation. Then, by using the zero Doppler bin data, the phase error estimation can be performed well independent of position errors. Finally, position errors are estimated based on the Taylor-series expansion. Meanwhile, the joint iteration between gain-phase error estimation and position error estimation is not required. Therefore, the problem of suboptimal convergence, which occurs in the conventional method, can be avoided with low computational method. The modified method has merits of faster convergence and lower estimation error compared to the conventional one. Theoretical analysis and computer simulation results verified the effectiveness of the modified method.
A vision-based method for planar position measurement
NASA Astrophysics Data System (ADS)
Chen, Zong-Hao; Huang, Peisen S.
2016-12-01
In this paper, a vision-based method is proposed for three-degree-of-freedom (3-DOF) planar position (XY{θZ} ) measurement. This method uses a single camera to capture the image of a 2D periodic pattern and then uses the 2D discrete Fourier transform (2D DFT) method to estimate the phase of its fundamental frequency component for position measurement. To improve position measurement accuracy, the phase estimation error of 2D DFT is analyzed and a phase estimation method is proposed. Different simulations are done to verify the feasibility of this method and study the factors that influence the accuracy and precision of phase estimation. To demonstrate the performance of the proposed method for position measurement, a prototype encoder consisting of a black-and-white industrial camera with VGA resolution (480 × 640 pixels) and an iPhone 4s has been developed. Experimental results show the peak-to-peak resolutions to be 3.5 nm in X axis, 8 nm in Y axis and 4 μ \\text{rad} in {θZ} axis. The corresponding RMS resolutions are 0.52 nm, 1.06 nm, and 0.60 μ \\text{rad} respectively.
Optimizing focal plane electric field estimation for detecting exoplanets
NASA Astrophysics Data System (ADS)
Groff, T.; Kasdin, N. J.; Riggs, A. J. E.
Detecting extrasolar planets with angular separations and contrast levels similar to Earth requires a large space-based observatory and advanced starlight suppression techniques. This paper focuses on techniques employing an internal coronagraph, which is highly sensitive to optical errors and must rely on focal plane wavefront control techniques to achieve the necessary contrast levels. To maximize the available science time for a coronagraphic mission we demonstrate an estimation scheme using a discrete time Kalman filter. The state estimate feedback inherent to the filter allows us to minimize the number of exposures required to estimate the electric field. We also show progress including a bias estimate into the Kalman filter to eliminate incoherent light from the estimate. Since the exoplanets themselves are incoherent to the star, this has the added benefit of using the control history to gain certainty in the location of exoplanet candidates as the signal-to-noise between the planets and speckles improves. Having established a purely focal plane based wavefront estimation technique, we discuss a sensor fusion concept where alternate wavefront sensors feedforward a time update to the focal plane estimate to improve robustness to time varying speckle. The overall goal of this work is to reduce the time required for wavefront control on a target, thereby improving the observatory's planet detection performance by increasing the number of targets reachable during the lifespan of the mission.
NASA Astrophysics Data System (ADS)
Haddock, C.; Crawford, B.; Fox, W.; Francis, I.; Holley, A.; Magers, S.; Sarsour, M.; Snow, W. M.; Vanderwerp, J.
2018-03-01
We discuss the design and construction of a novel target array of nonmagnetic test masses used in a neutron polarimetry measurement made in search for new possible exotic spin dependent neutron-atominteractions of Nature at sub-mm length scales. This target was designed to accept and efficiently transmit a transversely polarized slow neutron beam through a series of long open parallel slots bounded by flat rectangular plates. These openings possessed equal atom density gradients normal to the slots from the flat test masses with dimensions optimized to achieve maximum sensitivity to an exotic spin-dependent interaction from vector boson exchanges with ranges in the mm - μm regime. The parallel slots were oriented differently in four quadrants that can be rotated about the neutron beam axis in discrete 90°increments using a Geneva drive. The spin rotation signals from the 4 quadrants were measured using a segmented neutron ion chamber to suppress possible systematic errors from stray magnetic fields in the target region. We discuss the per-neutron sensitivity of the target to the exotic interaction, the design constraints, the potential sources of systematic errors which could be present in this design, and our estimate of the achievable sensitivity using this method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Preston, Leiph
Although using standard Taylor series coefficients for finite-difference operators is optimal in the sense that in the limit of infinitesimal space and time discretization, the solution approaches the correct analytic solution to the acousto-dynamic system of differential equations, other finite-difference operators may provide optimal computational run time given certain error bounds or source bandwidth constraints. This report describes the results of investigation of alternative optimal finite-difference coefficients based on several optimization/accuracy scenarios and provides recommendations for minimizing run time while retaining error within given error bounds.
Harte, Philip T.
1994-01-01
Proper discretization of a ground-water-flow field is necessary for the accurate simulation of ground-water flow by models. Although discretiza- tion guidelines are available to ensure numerical stability, current guidelines arc flexible enough (particularly in vertical discretization) to allow for some ambiguity of model results. Testing of two common types of vertical-discretization schemes (horizontal and nonhorizontal-model-layer approach) were done to simulate sloping hydrogeologic units characteristic of New England. Differences of results of model simulations using these two approaches are small. Numerical errors associated with use of nonhorizontal model layers are small (4 percent). even though this discretization technique does not adhere to the strict formulation of the finite-difference method. It was concluded that vertical discretization by means of the nonhorizontal layer approach has advantages in representing the hydrogeologic units tested and in simplicity of model-data input. In addition, vertical distortion of model cells by this approach may improve the representation of shallow flow processes.
Discrete Variational Approach for Modeling Laser-Plasma Interactions
NASA Astrophysics Data System (ADS)
Reyes, J. Paxon; Shadwick, B. A.
2014-10-01
The traditional approach for fluid models of laser-plasma interactions begins by approximating fields and derivatives on a grid in space and time, leading to difference equations that are manipulated to create a time-advance algorithm. In contrast, by introducing the spatial discretization at the level of the action, the resulting Euler-Lagrange equations have particular differencing approximations that will exactly satisfy discrete versions of the relevant conservation laws. For example, applying a spatial discretization in the Lagrangian density leads to continuous-time, discrete-space equations and exact energy conservation regardless of the spatial grid resolution. We compare the results of two discrete variational methods using the variational principles from Chen and Sudan and Brizard. Since the fluid system conserves energy and momentum, the relative errors in these conserved quantities are well-motivated physically as figures of merit for a particular method. This work was supported by the U. S. Department of Energy under Contract No. DE-SC0008382 and by the National Science Foundation under Contract No. PHY-1104683.
NASA Astrophysics Data System (ADS)
Samtaney, Ravi; Mohamed, Mamdouh; Hirani, Anil
2015-11-01
We present examples of numerical solutions of incompressible flow on 2D curved domains. The Navier-Stokes equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. A conservative discretization of Navier-Stokes equations on simplicial meshes is developed based on discrete exterior calculus (DEC). The discretization is then carried out by substituting the corresponding discrete operators based on the DEC framework. By construction, the method is conservative in that both the discrete divergence and circulation are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step. Numerical examples include Taylor vortices on a sphere, Stuart vortices on a sphere, and flow past a cylinder on domains with varying curvature. Supported by the KAUST Office of Competitive Research Funds under Award No. URF/1/1401-01.
A Study Into the Effects of Kalman Filtered Noise in Advanced Guidance Laws of Missile Navigation
2014-03-01
Kalman filtering algorithm is a highly effective linear state estimator . Known as the workhorse of estimation , the discrete time Kalman filter uses ...15]. At any discrete time 1k the state estimate can be determined by (3.7). A Kalman filter estimates the state using the process described in...acceleration is calculated using Kalman filter outputs. It is not available to the Kalman filter for
Algorithms for Brownian first-passage-time estimation
NASA Astrophysics Data System (ADS)
Adib, Artur B.
2009-09-01
A class of algorithms in discrete space and continuous time for Brownian first-passage-time estimation is considered. A simple algorithm is derived that yields exact mean first-passage times (MFPTs) for linear potentials in one dimension, regardless of the lattice spacing. When applied to nonlinear potentials and/or higher spatial dimensions, numerical evidence suggests that this algorithm yields MFPT estimates that either outperform or rival Langevin-based (discrete time and continuous space) estimates.
NASA Astrophysics Data System (ADS)
Rizvi, Syed S.; Shah, Dipali; Riasat, Aasia
The Time Wrap algorithm [3] offers a run time recovery mechanism that deals with the causality errors. These run time recovery mechanisms consists of rollback, anti-message, and Global Virtual Time (GVT) techniques. For rollback, there is a need to compute GVT which is used in discrete-event simulation to reclaim the memory, commit the output, detect the termination, and handle the errors. However, the computation of GVT requires dealing with transient message problem and the simultaneous reporting problem. These problems can be dealt in an efficient manner by the Samadi's algorithm [8] which works fine in the presence of causality errors. However, the performance of both Time Wrap and Samadi's algorithms depends on the latency involve in GVT computation. Both algorithms give poor latency for large simulation systems especially in the presence of causality errors. To improve the latency and reduce the processor ideal time, we implement tree and butterflies barriers with the optimistic algorithm. Our analysis shows that the use of synchronous barriers such as tree and butterfly with the optimistic algorithm not only minimizes the GVT latency but also minimizes the processor idle time.
Walther, Dirk; Bartha, Gábor; Morris, Macdonald
2001-01-01
A pivotal step in electrophoresis sequencing is the conversion of the raw, continuous chromatogram data into the actual sequence of discrete nucleotides, a process referred to as basecalling. We describe a novel algorithm for basecalling implemented in the program LifeTrace. Like Phred, currently the most widely used basecalling software program, LifeTrace takes processed trace data as input. It was designed to be tolerant to variable peak spacing by means of an improved peak-detection algorithm that emphasizes local chromatogram information over global properties. LifeTrace is shown to generate high-quality basecalls and reliable quality scores. It proved particularly effective when applied to MegaBACE capillary sequencing machines. In a benchmark test of 8372 dye-primer MegaBACE chromatograms, LifeTrace generated 17% fewer substitution errors, 16% fewer insertion/deletion errors, and 2.4% more aligned bases to the finished sequence than did Phred. For two sets totaling 6624 dye-terminator chromatograms, the performance improvement was 15% fewer substitution errors, 10% fewer insertion/deletion errors, and 2.1% more aligned bases. The processing time required by LifeTrace is comparable to that of Phred. The predicted quality scores were in line with observed quality scores, permitting direct use for quality clipping and in silico single nucleotide polymorphism (SNP) detection. Furthermore, we introduce a new type of quality score associated with every basecall: the gap-quality. It estimates the probability of a deletion error between the current and the following basecall. This additional quality score improves detection of single basepair deletions when used for locating potential basecalling errors during the alignment. We also describe a new protocol for benchmarking that we believe better discerns basecaller performance differences than methods previously published. PMID:11337481
NASA Astrophysics Data System (ADS)
Fasnacht, Z.; Qin, W.; Haffner, D. P.; Loyola, D. G.; Joiner, J.; Krotkov, N. A.; Vasilkov, A. P.; Spurr, R. J. D.
2017-12-01
In order to estimate surface reflectance used in trace gas retrieval algorithms, radiative transfer models (RTM) such as the Vector Linearized Discrete Ordinate Radiative Transfer Model (VLIDORT) can be used to simulate the top of the atmosphere (TOA) radiances with advanced models of surface properties. With large volumes of satellite data, these model simulations can become computationally expensive. Look up table interpolation can improve the computational cost of the calculations, but the non-linear nature of the radiances requires a dense node structure if interpolation errors are to be minimized. In order to reduce our computational effort and improve the performance of look-up tables, neural networks can be trained to predict these radiances. We investigate the impact of using look-up table interpolation versus a neural network trained using the smart sampling technique, and show that neural networks can speed up calculations and reduce errors while using significantly less memory and RTM calls. In future work we will implement a neural network in operational processing to meet growing demands for reflectance modeling in support of high spatial resolution satellite missions.
Analytical approximation of a distorted reflector surface defined by a discrete set of points
NASA Technical Reports Server (NTRS)
Acosta, Roberto J.; Zaman, Afroz A.
1988-01-01
Reflector antennas on Earth orbiting spacecrafts generally cannot be described analytically. The reflector surface is subjected to a large temperature fluctuation and gradients, and is thus warped from its true geometrical shape. Aside from distortion by thermal stresses, reflector surfaces are often purposely shaped to minimize phase aberrations and scanning losses. To analyze distorted reflector antennas defined by discrete surface points, a numerical technique must be applied to compute an interpolatory surface passing through a grid of discrete points. In this paper, the distorted reflector surface points are approximated by two analytical components: an undistorted surface component and a surface error component. The undistorted surface component is a best fit paraboloid polynomial for the given set of points and the surface error component is a Fourier series expansion of the deviation of the actual surface points, from the best fit paraboloid. By applying the numerical technique to approximate the surface normals of the distorted reflector surface, the induced surface current can be obtained using physical optics technique. These surface currents are integrated to find the far field radiation pattern.
Mixed finite-difference scheme for analysis of simply supported thick plates.
NASA Technical Reports Server (NTRS)
Noor, A. K.
1973-01-01
A mixed finite-difference scheme is presented for the stress and free vibration analysis of simply supported nonhomogeneous and layered orthotropic thick plates. The analytical formulation is based on the linear, three-dimensional theory of orthotropic elasticity and a Fourier approach is used to reduce the governing equations to six first-order ordinary differential equations in the thickness coordinate. The governing equations possess a symmetric coefficient matrix and are free of derivatives of the elastic characteristics of the plate. In the finite difference discretization two interlacing grids are used for the different fundamental unknowns in such a way as to reduce both the local discretization error and the bandwidth of the resulting finite-difference field equations. Numerical studies are presented for the effects of reducing the interior and boundary discretization errors and of mesh refinement on the accuracy and convergence of solutions. It is shown that the proposed scheme, in addition to a number of other advantages, leads to highly accurate results, even when a small number of finite difference intervals is used.
Riegel, Joseph B.; Bernhardt, Emily; Swenson, Jennifer
2013-01-01
Developing accurate but inexpensive methods for estimating above-ground carbon biomass is an important technical challenge that must be overcome before a carbon offset market can be successfully implemented in the United States. Previous studies have shown that LiDAR (light detection and ranging) is well-suited for modeling above-ground biomass in mature forests; however, there has been little previous research on the ability of LiDAR to model above-ground biomass in areas with young, aggrading vegetation. This study compared the abilities of discrete-return LiDAR and high resolution optical imagery to model above-ground carbon biomass at a young restored forested wetland site in eastern North Carolina. We found that the optical imagery model explained more of the observed variation in carbon biomass than the LiDAR model (adj-R2 values of 0.34 and 0.18 respectively; root mean squared errors of 0.14 Mg C/ha and 0.17 Mg C/ha respectively). Optical imagery was also better able to predict high and low biomass extremes than the LiDAR model. Combining both the optical and LiDAR improved upon the optical model but only marginally (adj-R2 of 0.37). These results suggest that the ability of discrete-return LiDAR to model above-ground biomass may be rather limited in areas with young, small trees and that high spatial resolution optical imagery may be the better tool in such areas. PMID:23840837
Adaptive time stepping for fluid-structure interaction solvers
Mayr, M.; Wall, W. A.; Gee, M. W.
2017-12-22
In this work, a novel adaptive time stepping scheme for fluid-structure interaction (FSI) problems is proposed that allows for controlling the accuracy of the time-discrete solution. Furthermore, it eases practical computations by providing an efficient and very robust time step size selection. This has proven to be very useful, especially when addressing new physical problems, where no educated guess for an appropriate time step size is available. The fluid and the structure field, but also the fluid-structure interface are taken into account for the purpose of a posteriori error estimation, rendering it easy to implement and only adding negligible additionalmore » cost. The adaptive time stepping scheme is incorporated into a monolithic solution framework, but can straightforwardly be applied to partitioned solvers as well. The basic idea can be extended to the coupling of an arbitrary number of physical models. Accuracy and efficiency of the proposed method are studied in a variety of numerical examples ranging from academic benchmark tests to complex biomedical applications like the pulsatile blood flow through an abdominal aortic aneurysm. Finally, the demonstrated accuracy of the time-discrete solution in combination with reduced computational cost make this algorithm very appealing in all kinds of FSI applications.« less
NASA Technical Reports Server (NTRS)
Johnson, F. T.; Samant, S. S.; Bieterman, M. B.; Melvin, R. G.; Young, D. P.; Bussoletti, J. E.; Hilmes, C. L.
1992-01-01
A new computer program, called TranAir, for analyzing complex configurations in transonic flow (with subsonic or supersonic freestream) was developed. This program provides accurate and efficient simulations of nonlinear aerodynamic flows about arbitrary geometries with the ease and flexibility of a typical panel method program. The numerical method implemented in TranAir is described. The method solves the full potential equation subject to a set of general boundary conditions and can handle regions with differing total pressure and temperature. The boundary value problem is discretized using the finite element method on a locally refined rectangular grid. The grid is automatically constructed by the code and is superimposed on the boundary described by networks of panels; thus no surface fitted grid generation is required. The nonlinear discrete system arising from the finite element method is solved using a preconditioned Krylov subspace method embedded in an inexact Newton method. The solution is obtained on a sequence of successively refined grids which are either constructed adaptively based on estimated solution errors or are predetermined based on user inputs. Many results obtained by using TranAir to analyze aerodynamic configurations are presented.
Adaptive time stepping for fluid-structure interaction solvers
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mayr, M.; Wall, W. A.; Gee, M. W.
In this work, a novel adaptive time stepping scheme for fluid-structure interaction (FSI) problems is proposed that allows for controlling the accuracy of the time-discrete solution. Furthermore, it eases practical computations by providing an efficient and very robust time step size selection. This has proven to be very useful, especially when addressing new physical problems, where no educated guess for an appropriate time step size is available. The fluid and the structure field, but also the fluid-structure interface are taken into account for the purpose of a posteriori error estimation, rendering it easy to implement and only adding negligible additionalmore » cost. The adaptive time stepping scheme is incorporated into a monolithic solution framework, but can straightforwardly be applied to partitioned solvers as well. The basic idea can be extended to the coupling of an arbitrary number of physical models. Accuracy and efficiency of the proposed method are studied in a variety of numerical examples ranging from academic benchmark tests to complex biomedical applications like the pulsatile blood flow through an abdominal aortic aneurysm. Finally, the demonstrated accuracy of the time-discrete solution in combination with reduced computational cost make this algorithm very appealing in all kinds of FSI applications.« less
Surface Fitting Filtering of LIDAR Point Cloud with Waveform Information
NASA Astrophysics Data System (ADS)
Xing, S.; Li, P.; Xu, Q.; Wang, D.; Li, P.
2017-09-01
Full-waveform LiDAR is an active technology of photogrammetry and remote sensing. It provides more detailed information about objects along the path of a laser pulse than discrete-return topographic LiDAR. The point cloud and waveform information with high quality can be obtained by waveform decomposition, which could make contributions to accurate filtering. The surface fitting filtering method with waveform information is proposed to present such advantage. Firstly, discrete point cloud and waveform parameters are resolved by global convergent Levenberg Marquardt decomposition. Secondly, the ground seed points are selected, of which the abnormal ones are detected by waveform parameters and robust estimation. Thirdly, the terrain surface is fitted and the height difference threshold is determined in consideration of window size and mean square error. Finally, the points are classified gradually with the rising of window size. The filtering process is finished until window size is larger than threshold. The waveform data in urban, farmland and mountain areas from "WATER (Watershed Allied Telemetry Experimental Research)" are selected for experiments. Results prove that compared with traditional method, the accuracy of point cloud filtering is further improved and the proposed method has highly practical value.
A new flux-conserving numerical scheme for the steady, incompressible Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Scott, James R.
1994-01-01
This paper is concerned with the continued development of a new numerical method, the space-time solution element (STS) method, for solving conservation laws. The present work focuses on the two-dimensional, steady, incompressible Navier-Stokes equations. Using first an integral approach, and then a differential approach, the discrete flux conservation equations presented in a recent paper are rederived. Here a simpler method for determining the flux expressions at cell interfaces is given; a systematic and rigorous derivation of the conditions used to simulate the differential form of the governing conservation law(s) is provided; necessary and sufficient conditions for a discrete approximation to satisfy a conservation law in E2 are derived; and an estimate of the local truncation error is given. A specific scheme is then constructed for the solution of the thin airfoil boundary layer problem. Numerical results are presented which demonstrate the ability of the scheme to accurately resolve the developing boundary layer and wake regions using grids which are much coarser than those employed by other numerical methods. It is shown that ten cells in the cross-stream direction are sufficient to accurately resolve the developing airfoil boundary layer.
Field evaluation of distance-estimation error during wetland-dependent bird surveys
Nadeau, Christopher P.; Conway, Courtney J.
2012-01-01
Context: The most common methods to estimate detection probability during avian point-count surveys involve recording a distance between the survey point and individual birds detected during the survey period. Accurately measuring or estimating distance is an important assumption of these methods; however, this assumption is rarely tested in the context of aural avian point-count surveys. Aims: We expand on recent bird-simulation studies to document the error associated with estimating distance to calling birds in a wetland ecosystem. Methods: We used two approaches to estimate the error associated with five surveyor's distance estimates between the survey point and calling birds, and to determine the factors that affect a surveyor's ability to estimate distance. Key results: We observed biased and imprecise distance estimates when estimating distance to simulated birds in a point-count scenario (x̄error = -9 m, s.d.error = 47 m) and when estimating distances to real birds during field trials (x̄error = 39 m, s.d.error = 79 m). The amount of bias and precision in distance estimates differed among surveyors; surveyors with more training and experience were less biased and more precise when estimating distance to both real and simulated birds. Three environmental factors were important in explaining the error associated with distance estimates, including the measured distance from the bird to the surveyor, the volume of the call and the species of bird. Surveyors tended to make large overestimations to birds close to the survey point, which is an especially serious error in distance sampling. Conclusions: Our results suggest that distance-estimation error is prevalent, but surveyor training may be the easiest way to reduce distance-estimation error. Implications: The present study has demonstrated how relatively simple field trials can be used to estimate the error associated with distance estimates used to estimate detection probability during avian point-count surveys. Evaluating distance-estimation errors will allow investigators to better evaluate the accuracy of avian density and trend estimates. Moreover, investigators who evaluate distance-estimation errors could employ recently developed models to incorporate distance-estimation error into analyses. We encourage further development of such models, including the inclusion of such models into distance-analysis software.
Performance Analysis of Digital Tracking Loops for Telemetry Ranging Applications
NASA Astrophysics Data System (ADS)
Vilnrotter, V.; Hamkins, J.; Xie, H.; Ashrafi, S.
2015-08-01
In this article, we analyze mathematical models of digital loops used to track the phase and timing of communications and navigation signals. The limits on the accuracy of phase and timing estimates play a critical role in the accuracy achievable in telemetry ranging applications. We describe in detail a practical algorithm to compute the loop parameters for discrete update (DU) and continuous update (CU) loop formulations, and we show that a simple power-series approximation to the DU model is valid over a large range of time-bandwidth product . Several numerical examples compare the estimation error variance of the DU and CU models to each other and to Cramer-Rao lower bounds. Finally, the results are applied to the problem of ranging, by evaluating the performance of a phase-locked loop designed to track a typical ambiguity-resolving pseudonoise (PN) code received and demodulated at the spacecraft on the uplink part of the two-way ranging link, and a data transition tracking loop (DTTL) on the downlink part.
Multivariate localization methods for ensemble Kalman filtering
NASA Astrophysics Data System (ADS)
Roh, S.; Jun, M.; Szunyogh, I.; Genton, M. G.
2015-05-01
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.
Optimum quantum receiver for detecting weak signals in PAM communication systems
NASA Astrophysics Data System (ADS)
Sharma, Navneet; Rawat, Tarun Kumar; Parthasarathy, Harish; Gautam, Kumar
2017-09-01
This paper deals with the modeling of an optimum quantum receiver for pulse amplitude modulator (PAM) communication systems. The information bearing sequence {I_k}_{k=0}^{N-1} is estimated using the maximum likelihood (ML) method. The ML method is based on quantum mechanical measurements of an observable X in the Hilbert space of the quantum system at discrete times, when the Hamiltonian of the system is perturbed by an operator obtained by modulating a potential V with a PAM signal derived from the information bearing sequence {I_k}_{k=0}^{N-1}. The measurement process at each time instant causes collapse of the system state to an observable eigenstate. All probabilities of getting different outcomes from an observable are calculated using the perturbed evolution operator combined with the collapse postulate. For given probability densities, calculation of the mean square error evaluates the performance of the receiver. Finally, we present an example involving estimating an information bearing sequence that modulates a quantum electromagnetic field incident on a quantum harmonic oscillator.
Uncertainty in simulated groundwater-quality trends in transient flow
Starn, J. Jeffrey; Bagtzoglou, Amvrossios; Robbins, Gary A.
2013-01-01
In numerical modeling of groundwater flow, the result of a given solution method is affected by the way in which transient flow conditions and geologic heterogeneity are simulated. An algorithm is demonstrated that simulates breakthrough curves at a pumping well by convolution-based particle tracking in a transient flow field for several synthetic basin-scale aquifers. In comparison to grid-based (Eulerian) methods, the particle (Lagrangian) method is better able to capture multimodal breakthrough caused by changes in pumping at the well, although the particle method may be apparently nonlinear because of the discrete nature of particle arrival times. Trial-and-error choice of number of particles and release times can perhaps overcome the apparent nonlinearity. Heterogeneous aquifer properties tend to smooth the effects of transient pumping, making it difficult to separate their effects in parameter estimation. Porosity, a new parameter added for advective transport, can be accurately estimated using both grid-based and particle-based methods, but predictions can be highly uncertain, even in the simple, nonreactive case.
Optimal Runge-Kutta Schemes for High-order Spatial and Temporal Discretizations
2015-06-01
using larger time steps versus lower-order time integration with smaller time steps.4 In the present work, an attempt is made to gener - alize these... generality and because of interest in multi-speed and high Reynolds number, wall-bounded flow regimes, a dual-time framework is adopted in the present work...errors of general combinations of high-order spatial and temporal discretizations. Different Runge-Kutta time integrators are applied to central
Zhang, Zheshen; Voss, Paul L
2009-07-06
We propose a continuous variable based quantum key distribution protocol that makes use of discretely signaled coherent light and reverse error reconciliation. We present a rigorous security proof against collective attacks with realistic lossy, noisy quantum channels, imperfect detector efficiency, and detector electronic noise. This protocol is promising for convenient, high-speed operation at link distances up to 50 km with the use of post-selection.
Sjögren, Erik; Nyberg, Joakim; Magnusson, Mats O; Lennernäs, Hans; Hooker, Andrew; Bredberg, Ulf
2011-05-01
A penalized expectation of determinant (ED)-optimal design with a discrete parameter distribution was used to find an optimal experimental design for assessment of enzyme kinetics in a screening environment. A data set for enzyme kinetic data (V(max) and K(m)) was collected from previously reported studies, and every V(max)/K(m) pair (n = 76) was taken to represent a unique drug compound. The design was restricted to 15 samples, an incubation time of up to 40 min, and starting concentrations (C(0)) for the incubation between 0.01 and 100 μM. The optimization was performed by finding the sample times and C(0) returning the lowest uncertainty (S.E.) of the model parameter estimates. Individual optimal designs, one general optimal design and one, for laboratory practice suitable, pragmatic optimal design (OD) were obtained. In addition, a standard design (STD-D), representing a commonly applied approach for metabolic stability investigations, was constructed. Simulations were performed for OD and STD-D by using the Michaelis-Menten (MM) equation, and enzyme kinetic parameters were estimated with both MM and a monoexponential decay. OD generated a better result (relative standard error) for 99% of the compounds and an equal or better result [(root mean square error (RMSE)] for 78% of the compounds in estimation of metabolic intrinsic clearance. Furthermore, high-quality estimates (RMSE < 30%) of both V(max) and K(m) could be obtained for a considerable number (26%) of the investigated compounds by using the suggested OD. The results presented in this study demonstrate that the output could generally be improved compared with that obtained from the standard approaches used today.
Differential porosimetry and permeametry for random porous media.
Hilfer, R; Lemmer, A
2015-07-01
Accurate determination of geometrical and physical properties of natural porous materials is notoriously difficult. Continuum multiscale modeling has provided carefully calibrated realistic microstructure models of reservoir rocks with floating point accuracy. Previous measurements using synthetic microcomputed tomography (μ-CT) were based on extrapolation of resolution-dependent properties for discrete digitized approximations of the continuum microstructure. This paper reports continuum measurements of volume and specific surface with full floating point precision. It also corrects an incomplete description of rotations in earlier publications. More importantly, the methods of differential permeametry and differential porosimetry are introduced as precision tools. The continuum microstructure chosen to exemplify the methods is a homogeneous, carefully calibrated and characterized model for Fontainebleau sandstone. The sample has been publicly available since 2010 on the worldwide web as a benchmark for methodical studies of correlated random media. High-precision porosimetry gives the volume and internal surface area of the sample with floating point accuracy. Continuum results with floating point precision are compared to discrete approximations. Differential porosities and differential surface area densities allow geometrical fluctuations to be discriminated from discretization effects and numerical noise. Differential porosimetry and Fourier analysis reveal subtle periodic correlations. The findings uncover small oscillatory correlations with a period of roughly 850μm, thus implying that the sample is not strictly stationary. The correlations are attributed to the deposition algorithm that was used to ensure the grain overlap constraint. Differential permeabilities are introduced and studied. Differential porosities and permeabilities provide scale-dependent information on geometry fluctuations, thereby allowing quantitative error estimates.
Refined discrete and empirical horizontal gradients in VLBI analysis
NASA Astrophysics Data System (ADS)
Landskron, Daniel; Böhm, Johannes
2018-02-01
Missing or incorrect consideration of azimuthal asymmetry of troposphere delays is a considerable error source in space geodetic techniques such as Global Navigation Satellite Systems (GNSS) or Very Long Baseline Interferometry (VLBI). So-called horizontal troposphere gradients are generally utilized for modeling such azimuthal variations and are particularly required for observations at low elevation angles. Apart from estimating the gradients within the data analysis, which has become common practice in space geodetic techniques, there is also the possibility to determine the gradients beforehand from different data sources than the actual observations. Using ray-tracing through Numerical Weather Models (NWMs), we determined discrete gradient values referred to as GRAD for VLBI observations, based on the standard gradient model by Chen and Herring (J Geophys Res 102(B9):20489-20502, 1997. https://doi.org/10.1029/97JB01739) and also for new, higher-order gradient models. These gradients are produced on the same data basis as the Vienna Mapping Functions 3 (VMF3) (Landskron and Böhm in J Geod, 2017.https://doi.org/10.1007/s00190-017-1066-2), so they can also be regarded as the VMF3 gradients as they are fully consistent with each other. From VLBI analyses of the Vienna VLBI and Satellite Software (VieVS), it becomes evident that baseline length repeatabilities (BLRs) are improved on average by 5% when using a priori gradients GRAD instead of estimating the gradients. The reason for this improvement is that the gradient estimation yields poor results for VLBI sessions with a small number of observations, while the GRAD a priori gradients are unaffected from this. We also developed a new empirical gradient model applicable for any time and location on Earth, which is included in the Global Pressure and Temperature 3 (GPT3) model. Although being able to describe only the systematic component of azimuthal asymmetry and no short-term variations at all, even these empirical a priori gradients slightly reduce (improve) the BLRs with respect to the estimation of gradients. In general, this paper addresses that a priori horizontal gradients are actually more important for VLBI analysis than previously assumed, as particularly the discrete model GRAD as well as the empirical model GPT3 are indeed able to refine and improve the results.
Mathematical construction and perturbation analysis of Zernike discrete orthogonal points.
Shi, Zhenguang; Sui, Yongxin; Liu, Zhenyu; Peng, Ji; Yang, Huaijiang
2012-06-20
Zernike functions are orthogonal within the unit circle, but they are not over the discrete points such as CCD arrays or finite element grids. This will result in reconstruction errors for loss of orthogonality. By using roots of Legendre polynomials, a set of points within the unit circle can be constructed so that Zernike functions over the set are discretely orthogonal. Besides that, the location tolerances of the points are studied by perturbation analysis, and the requirements of the positioning precision are not very strict. Computer simulations show that this approach provides a very accurate wavefront reconstruction with the proposed sampling set.
ERIC Educational Resources Information Center
Samejima, Fumiko
A method is proposed that increases the accuracies of estimation of the operating characteristics of discrete item responses, especially when the true operating characteristic is represented by a steep curve, and also at the lower and upper ends of the ability distribution where the estimation tends to be inaccurate because of the smaller number…
Maximum likelihood estimation of signal-to-noise ratio and combiner weight
NASA Technical Reports Server (NTRS)
Kalson, S.; Dolinar, S. J.
1986-01-01
An algorithm for estimating signal to noise ratio and combiner weight parameters for a discrete time series is presented. The algorithm is based upon the joint maximum likelihood estimate of the signal and noise power. The discrete-time series are the sufficient statistics obtained after matched filtering of a biphase modulated signal in additive white Gaussian noise, before maximum likelihood decoding is performed.
Bias in the Wagner-Nelson estimate of the fraction of drug absorbed.
Wang, Yibin; Nedelman, Jerry
2002-04-01
To examine and quantify bias in the Wagner-Nelson estimate of the fraction of drug absorbed resulting from the estimation error of the elimination rate constant (k), measurement error of the drug concentration, and the truncation error in the area under the curve. Bias in the Wagner-Nelson estimate was derived as a function of post-dosing time (t), k, ratio of absorption rate constant to k (r), and the coefficient of variation for estimates of k (CVk), or CV% for the observed concentration, by assuming a one-compartment model and using an independent estimate of k. The derived functions were used for evaluating the bias with r = 0.5, 3, or 6; k = 0.1 or 0.2; CV, = 0.2 or 0.4; and CV, =0.2 or 0.4; for t = 0 to 30 or 60. Estimation error of k resulted in an upward bias in the Wagner-Nelson estimate that could lead to the estimate of the fraction absorbed being greater than unity. The bias resulting from the estimation error of k inflates the fraction of absorption vs. time profiles mainly in the early post-dosing period. The magnitude of the bias in the Wagner-Nelson estimate resulting from estimation error of k was mainly determined by CV,. The bias in the Wagner-Nelson estimate resulting from to estimation error in k can be dramatically reduced by use of the mean of several independent estimates of k, as in studies for development of an in vivo-in vitro correlation. The truncation error in the area under the curve can introduce a negative bias in the Wagner-Nelson estimate. This can partially offset the bias resulting from estimation error of k in the early post-dosing period. Measurement error of concentration does not introduce bias in the Wagner-Nelson estimate. Estimation error of k results in an upward bias in the Wagner-Nelson estimate, mainly in the early drug absorption phase. The truncation error in AUC can result in a downward bias, which may partially offset the upward bias due to estimation error of k in the early absorption phase. Measurement error of concentration does not introduce bias. The joint effect of estimation error of k and truncation error in AUC can result in a non-monotonic fraction-of-drug-absorbed-vs-time profile. However, only estimation error of k can lead to the Wagner-Nelson estimate of fraction of drug absorbed greater than unity.
Developpement d'un estimateur d'etat energetique d'un chauffe-eau pour un controle par champ moyen
NASA Astrophysics Data System (ADS)
Solis, Jerome
Domestic electric water heaters (EWH) provide an interesting energy storage potential that can be exploited in the context of smart grids. For example, a variation of 1 °C of the water temperature of an EWH of 270 liters corresponds to 0.313 kWh of energy. For utilities like Hydro-Quebec, which has about 2 million EWH connected to its grid, this represents a strong storage potential. This storage source already present on the network could allow, using an adequate control strategy, to smooth the electricity consumption curve by moving some of the load occurring during peak periods to trough periods. This thesis position itself in the context of developing a simulation platform to implement a mean field control strategy of water heaters on the grid. This innovative approach enables control of all water heaters to meet a global objective while respecting local constraints of each. To be functional, the strategy requires several components to be integrated into the simulation platform. Specifically, this thesis focuses on the development of a numerical model and the estimation of the state in temperature and energy of an EWH. The proposed model for predicting the behavior of a EWH is a multi-nodal model. This approach allows discretizing the tank of an EWH into smaller volumes. The energy conservation equation is solved for each of these sub-volumes and it is possible to predict changes in the output mean temperature with an average error of 2.4 °C. The results from the multi-nodal model compare favorably with numerical reference models, found in the TRNSYS thermal simulation software, as well as experimental measurements of temperature of an electric water heater. In this model, the temperature is assumed to be uniform for each sub-volume and the standby losses are considered constants. Although the model is linear, a correction routine allows redistributing adequately heat within the tank while respecting the thermal dynamics of the heater, including the presence of temperature stratification at the heating elements, hence breaking the linearity. The multi-nodal model is used primarily to simulate the load of a large water heater population on the power grid. It is also useful to the scheduler, which generates the desired temperature for the whole population, as well as by mean field controller, which generates the optimal control for this same group. The estimation process takes place in two distinct steps: estimating the sequence of hot water draw (discrete state of the system) and the reconstruction of the temperature inside the tank (continuous system state). To perform the estimation of the drawing sequence, a maximum likelihood test is used with a set of measurements of the average temperature of the system. Under the assumption that the statistics of random events, modeled by a two state Markov chain (active and inactive) are known a priori, a set of possible drawing scenarios is generated. By comparing the prediction for each scenario with the actions of the system, the one minimizing the error between the predicted and measured temperature is retained. This method predicts the discrete state of the system correctly 93.7 % of the time. Then, based on the multi-nodal model, a routine for estimating the continuous state of an EWH is developed. This model should be simplified by removing the temperature correction routine in order to keep it linear. This is required in order to build more easily a state observer, a tool that allows the full reconstruction of the temperature state from measurements. This simplification results in limiting the use of the observer to periods of drawing, because without drawing, there is no heat exchange in the system, resulting in aberrations in the simplified model. Those aberrations are corrected under the assumption that the power of the heating elements is distributed in all layers of the system in proportion to their respective volume. Each node is hence heated by an intermediate element. To realize the reconstruction of the continuous state of temperature, two different approaches are considered: the multivariate observer and the Kalman filter. With at most 3 temperature measurements, either in the highest layer of the tank, near the top heating element and the latter at the bottom of the tank of the water heater, a global average error of -440 Wh on all estimated components of the water heater state is obtained by using the multivariate observer, which translates into a global mean percentage error (MPE) of -2.9 % on the energy stocking capacity. Taking advantage of an independent use of the discrete state of the system, the Kalman filter was able to reconstruct the continuous state with a global MPE of -2.0 %, or -270 Wh. For these reasons, the Kalman filter is preferred to the multivariate observer to complete the process of estimating the complete state of the water heater. Moreover, the estimation made by the Kalman filter or the multivariate observer may deviate around +/-10-15 % compared to the total energy stored in the water heater. This thesis presents innovative tools allowing the use of a mean field control strategy in a context of smart grids. This brand new approach presents many challenges and significant improvements can be envisioned, especially for estimating the state of the water heater. Mainly, a more accurate description of the process of extracting hot water, integrating several types of different drawing intensity, allow a more accurate and robust estimation of the hot water drawing sequence.
Landsat D Thematic Mapper image dimensionality reduction and geometric correction accuracy
NASA Technical Reports Server (NTRS)
Ford, G. E.
1986-01-01
To characterize and quantify the performance of the Landsat thematic mapper (TM), techniques for dimensionality reduction by linear transformation have been studied and evaluated and the accuracy of the correction of geometric errors in TM images analyzed. Theoretical evaluations and comparisons for existing methods for the design of linear transformation for dimensionality reduction are presented. These methods include the discrete Karhunen Loeve (KL) expansion, Multiple Discriminant Analysis (MDA), Thematic Mapper (TM)-Tasseled Cap Linear Transformation and Singular Value Decomposition (SVD). A unified approach to these design problems is presented in which each method involves optimizing an objective function with respect to the linear transformation matrix. From these studies, four modified methods are proposed. They are referred to as the Space Variant Linear Transformation, the KL Transform-MDA hybrid method, and the First and Second Version of the Weighted MDA method. The modifications involve the assignment of weights to classes to achieve improvements in the class conditional probability of error for classes with high weights. Experimental evaluations of the existing and proposed methods have been performed using the six reflective bands of the TM data. It is shown that in terms of probability of classification error and the percentage of the cumulative eigenvalues, the six reflective bands of the TM data require only a three dimensional feature space. It is shown experimentally as well that for the proposed methods, the classes with high weights have improvements in class conditional probability of error estimates as expected.
Trial Maneuver Generation and Selection in the Paladin Tactical Decision Generation System
NASA Technical Reports Server (NTRS)
Chappell, Alan R.; McManus, John W.; Goodrich, Kenneth H.
1992-01-01
To date, increased levels of maneuverability and controllability in aircraft have been postulated as tactically advantageous, but little research has studied maneuvers or tactics that make use of these capabilities. In order to help fill this void, a real time tactical decision generation system for air combat engagements, Paladin, has been developed. Paladin models an air combat engagement as a series of discrete decisions. A detailed description of Paladin's decision making process is presented. This includes the sources of data used, methods of generating reasonable maneuvers for the Paladin aircraft, and selection criteria for choosing the "best" maneuver. Simulation results are presented that show Paladin to be relatively insensitive to errors introduced into the decision process by estimation of future positional and geometric data.
Trial maneuver generation and selection in the Paladin tactical decision generation system
NASA Technical Reports Server (NTRS)
Chappell, Alan R.; Mcmanus, John W.; Goodrich, Kenneth H.
1993-01-01
To date, increased levels of maneuverability and controllability in aircraft have been postulated as tactically advantageous, but little research has studied maneuvers or tactics that make use of these capabilities. In order to help fill this void, a real-time tactical decision generation system for air combat engagements, Paladin, has been developed. Paladin models an air combat engagement as a series of discrete decisions. A detailed description of Paladin's decision making process is presented. This includes the sources of data used, methods of generating reasonable maneuvers for the Paladin aircraft, and selection criteria for choosing the 'best' maneuver. Simulation results are presented that show Paladin to be relatively insensitive to errors introduced into the decision process by estimation of future positional and geometric data.
UDU/T/ covariance factorization for Kalman filtering
NASA Technical Reports Server (NTRS)
Thornton, C. L.; Bierman, G. J.
1980-01-01
There has been strong motivation to produce numerically stable formulations of the Kalman filter algorithms because it has long been known that the original discrete-time Kalman formulas are numerically unreliable. Numerical instability can be avoided by propagating certain factors of the estimate error covariance matrix rather than the covariance matrix itself. This paper documents filter algorithms that correspond to the covariance factorization P = UDU(T), where U is a unit upper triangular matrix and D is diagonal. Emphasis is on computational efficiency and numerical stability, since these properties are of key importance in real-time filter applications. The history of square-root and U-D covariance filters is reviewed. Simple examples are given to illustrate the numerical inadequacy of the Kalman covariance filter algorithms; these examples show how factorization techniques can give improved computational reliability.
Stochastic control system parameter identifiability
NASA Technical Reports Server (NTRS)
Lee, C. H.; Herget, C. J.
1975-01-01
The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.
Joeng, Hee-Koung; Chen, Ming-Hui; Kang, Sangwook
2015-01-01
Discrete survival data are routinely encountered in many fields of study including behavior science, economics, epidemiology, medicine, and social science. In this paper, we develop a class of proportional exponentiated link transformed hazards (ELTH) models. We carry out a detailed examination of the role of links in fitting discrete survival data and estimating regression coefficients. Several interesting results are established regarding the choice of links and baseline hazards. We also characterize the conditions for improper survival functions and the conditions for existence of the maximum likelihood estimates under the proposed ELTH models. An extensive simulation study is conducted to examine the empirical performance of the parameter estimates under the Cox proportional hazards model by treating discrete survival times as continuous survival times, and the model comparison criteria, AIC and BIC, in determining links and baseline hazards. A SEER breast cancer dataset is analyzed in details to further demonstrate the proposed methodology. PMID:25772374
Tsai, Chen-An; Lee, Kuan-Ting; Liu, Jen-Pei
2016-01-01
A key feature of precision medicine is that it takes individual variability at the genetic or molecular level into account in determining the best treatment for patients diagnosed with diseases detected by recently developed novel biotechnologies. The enrichment design is an efficient design that enrolls only the patients testing positive for specific molecular targets and randomly assigns them for the targeted treatment or the concurrent control. However there is no diagnostic device with perfect accuracy and precision for detecting molecular targets. In particular, the positive predictive value (PPV) can be quite low for rare diseases with low prevalence. Under the enrichment design, some patients testing positive for specific molecular targets may not have the molecular targets. The efficacy of the targeted therapy may be underestimated in the patients that actually do have the molecular targets. To address the loss of efficiency due to misclassification error, we apply the discrete mixture modeling for time-to-event data proposed by Eng and Hanlon [8] to develop an inferential procedure, based on the Cox proportional hazard model, for treatment effects of the targeted treatment effect for the true-positive patients with the molecular targets. Our proposed procedure incorporates both inaccuracy of diagnostic devices and uncertainty of estimated accuracy measures. We employed the expectation-maximization algorithm in conjunction with the bootstrap technique for estimation of the hazard ratio and its estimated variance. We report the results of simulation studies which empirically investigated the performance of the proposed method. Our proposed method is illustrated by a numerical example.
Estimating Climatological Bias Errors for the Global Precipitation Climatology Project (GPCP)
NASA Technical Reports Server (NTRS)
Adler, Robert; Gu, Guojun; Huffman, George
2012-01-01
A procedure is described to estimate bias errors for mean precipitation by using multiple estimates from different algorithms, satellite sources, and merged products. The Global Precipitation Climatology Project (GPCP) monthly product is used as a base precipitation estimate, with other input products included when they are within +/- 50% of the GPCP estimates on a zonal-mean basis (ocean and land separately). The standard deviation s of the included products is then taken to be the estimated systematic, or bias, error. The results allow one to examine monthly climatologies and the annual climatology, producing maps of estimated bias errors, zonal-mean errors, and estimated errors over large areas such as ocean and land for both the tropics and the globe. For ocean areas, where there is the largest question as to absolute magnitude of precipitation, the analysis shows spatial variations in the estimated bias errors, indicating areas where one should have more or less confidence in the mean precipitation estimates. In the tropics, relative bias error estimates (s/m, where m is the mean precipitation) over the eastern Pacific Ocean are as large as 20%, as compared with 10%-15% in the western Pacific part of the ITCZ. An examination of latitudinal differences over ocean clearly shows an increase in estimated bias error at higher latitudes, reaching up to 50%. Over land, the error estimates also locate regions of potential problems in the tropics and larger cold-season errors at high latitudes that are due to snow. An empirical technique to area average the gridded errors (s) is described that allows one to make error estimates for arbitrary areas and for the tropics and the globe (land and ocean separately, and combined). Over the tropics this calculation leads to a relative error estimate for tropical land and ocean combined of 7%, which is considered to be an upper bound because of the lack of sign-of-the-error canceling when integrating over different areas with a different number of input products. For the globe the calculated relative error estimate from this study is about 9%, which is also probably a slight overestimate. These tropical and global estimated bias errors provide one estimate of the current state of knowledge of the planet's mean precipitation.
Test functions for three-dimensional control-volume mixed finite-element methods on irregular grids
Naff, R.L.; Russell, T.F.; Wilson, J.D.; ,; ,; ,; ,; ,
2000-01-01
Numerical methods based on unstructured grids, with irregular cells, usually require discrete shape functions to approximate the distribution of quantities across cells. For control-volume mixed finite-element methods, vector shape functions are used to approximate the distribution of velocities across cells and vector test functions are used to minimize the error associated with the numerical approximation scheme. For a logically cubic mesh, the lowest-order shape functions are chosen in a natural way to conserve intercell fluxes that vary linearly in logical space. Vector test functions, while somewhat restricted by the mapping into the logical reference cube, admit a wider class of possibilities. Ideally, an error minimization procedure to select the test function from an acceptable class of candidates would be the best procedure. Lacking such a procedure, we first investigate the effect of possible test functions on the pressure distribution over the control volume; specifically, we look for test functions that allow for the elimination of intermediate pressures on cell faces. From these results, we select three forms for the test function for use in a control-volume mixed method code and subject them to an error analysis for different forms of grid irregularity; errors are reported in terms of the discrete L2 norm of the velocity error. Of these three forms, one appears to produce optimal results for most forms of grid irregularity.
NASA Astrophysics Data System (ADS)
Carter, Jeffrey R.; Simon, Wayne E.
1990-08-01
Neural networks are trained using Recursive Error Minimization (REM) equations to perform statistical classification. Using REM equations with continuous input variables reduces the required number of training experiences by factors of one to two orders of magnitude over standard back propagation. Replacing the continuous input variables with discrete binary representations reduces the number of connections by a factor proportional to the number of variables reducing the required number of experiences by another order of magnitude. Undesirable effects of using recurrent experience to train neural networks for statistical classification problems are demonstrated and nonrecurrent experience used to avoid these undesirable effects. 1. THE 1-41 PROBLEM The statistical classification problem which we address is is that of assigning points in ddimensional space to one of two classes. The first class has a covariance matrix of I (the identity matrix) the covariance matrix of the second class is 41. For this reason the problem is known as the 1-41 problem. Both classes have equal probability of occurrence and samples from both classes may appear anywhere throughout the ddimensional space. Most samples near the origin of the coordinate system will be from the first class while most samples away from the origin will be from the second class. Since the two classes completely overlap it is impossible to have a classifier with zero error. The minimum possible error is known as the Bayes error and
Method and Apparatus for Evaluating the Visual Quality of Processed Digital Video Sequences
NASA Technical Reports Server (NTRS)
Watson, Andrew B. (Inventor)
2002-01-01
A Digital Video Quality (DVQ) apparatus and method that incorporate a model of human visual sensitivity to predict the visibility of artifacts. The DVQ method and apparatus are used for the evaluation of the visual quality of processed digital video sequences and for adaptively controlling the bit rate of the processed digital video sequences without compromising the visual quality. The DVQ apparatus minimizes the required amount of memory and computation. The input to the DVQ apparatus is a pair of color image sequences: an original (R) non-compressed sequence, and a processed (T) sequence. Both sequences (R) and (T) are sampled, cropped, and subjected to color transformations. The sequences are then subjected to blocking and discrete cosine transformation, and the results are transformed to local contrast. The next step is a time filtering operation which implements the human sensitivity to different time frequencies. The results are converted to threshold units by dividing each discrete cosine transform coefficient by its respective visual threshold. At the next stage the two sequences are subtracted to produce an error sequence. The error sequence is subjected to a contrast masking operation, which also depends upon the reference sequence (R). The masked errors can be pooled in various ways to illustrate the perceptual error over various dimensions, and the pooled error can be converted to a visual quality measure.
NASA Astrophysics Data System (ADS)
Godoy, William F.; DesJardin, Paul E.
2010-05-01
The application of flux limiters to the discrete ordinates method (DOM), SN, for radiative transfer calculations is discussed and analyzed for 3D enclosures for cases in which the intensities are strongly coupled to each other such as: radiative equilibrium and scattering media. A Newton-Krylov iterative method (GMRES) solves the final systems of linear equations along with a domain decomposition strategy for parallel computation using message passing libraries in a distributed memory system. Ray effects due to angular discretization and errors due to domain decomposition are minimized until small variations are introduced by these effects in order to focus on the influence of flux limiters on errors due to spatial discretization, known as numerical diffusion, smearing or false scattering. Results are presented for the DOM-integrated quantities such as heat flux, irradiation and emission. A variety of flux limiters are compared to "exact" solutions available in the literature, such as the integral solution of the RTE for pure absorbing-emitting media and isotropic scattering cases and a Monte Carlo solution for a forward scattering case. Additionally, a non-homogeneous 3D enclosure is included to extend the use of flux limiters to more practical cases. The overall balance of convergence, accuracy, speed and stability using flux limiters is shown to be superior compared to step schemes for any test case.
Montgomery, Erwin B.; He, Huang
2016-01-01
The efficacy of Deep Brain Stimulation (DBS) for an expanding array of neurological and psychiatric disorders demonstrates directly that DBS affects the basic electroneurophysiological mechanisms of the brain. The increasing array of active electrode configurations, stimulation currents, pulse widths, frequencies, and pulse patterns provides valuable tools to probe electroneurophysiological mechanisms. The extension of basic electroneurophysiological and anatomical concepts using sophisticated computational modeling and simulation has provided relatively straightforward explanations of all the DBS parameters except frequency. This article summarizes current thought about frequency and relevant observations. Current methodological and conceptual errors are critically examined in the hope that future work will not replicate these errors. One possible alternative theory is presented to provide a contrast to many current theories. DBS, conceptually, is a noisy discrete oscillator interacting with the basal ganglia–thalamic–cortical system of multiple re-entrant, discrete oscillators. Implications for positive and negative resonance, stochastic resonance and coherence, noisy synchronization, and holographic memory (related to movement generation) are presented. The time course of DBS neuronal responses demonstrates evolution of the DBS response consistent with the dynamics of re-entrant mechanisms. Finally, computational modeling demonstrates identical dynamics as seen by neuronal activities recorded from human and nonhuman primates, illustrating the differences of discrete from continuous harmonic oscillators and the power of conceptualizing the nervous system as composed on interacting discrete nonlinear oscillators. PMID:27548234
Uncertainty analysis for fluorescence tomography with Monte Carlo method
NASA Astrophysics Data System (ADS)
Reinbacher-Köstinger, Alice; Freiberger, Manuel; Scharfetter, Hermann
2011-07-01
Fluorescence tomography seeks to image an inaccessible fluorophore distribution inside an object like a small animal by injecting light at the boundary and measuring the light emitted by the fluorophore. Optical parameters (e.g. the conversion efficiency or the fluorescence life-time) of certain fluorophores depend on physiologically interesting quantities like the pH value or the oxygen concentration in the tissue, which allows functional rather than just anatomical imaging. To reconstruct the concentration and the life-time from the boundary measurements, a nonlinear inverse problem has to be solved. It is, however, difficult to estimate the uncertainty of the reconstructed parameters in case of iterative algorithms and a large number of degrees of freedom. Uncertainties in fluorescence tomography applications arise from model inaccuracies, discretization errors, data noise and a priori errors. Thus, a Markov chain Monte Carlo method (MCMC) was used to consider all these uncertainty factors exploiting Bayesian formulation of conditional probabilities. A 2-D simulation experiment was carried out for a circular object with two inclusions. Both inclusions had a 2-D Gaussian distribution of the concentration and constant life-time inside of a representative area of the inclusion. Forward calculations were done with the diffusion approximation of Boltzmann's transport equation. The reconstruction results show that the percent estimation error of the lifetime parameter is by a factor of approximately 10 lower than that of the concentration. This finding suggests that lifetime imaging may provide more accurate information than concentration imaging only. The results must be interpreted with caution, however, because the chosen simulation setup represents a special case and a more detailed analysis remains to be done in future to clarify if the findings can be generalized.
NASA Astrophysics Data System (ADS)
Yaparova, N.
2017-10-01
We consider the problem of heating a cylindrical body with an internal thermal source when the main characteristics of the material such as specific heat, thermal conductivity and material density depend on the temperature at each point of the body. We can control the surface temperature and the heat flow from the surface inside the cylinder, but it is impossible to measure the temperature on axis and the initial temperature in the entire body. This problem is associated with the temperature measurement challenge and appears in non-destructive testing, in thermal monitoring of heat treatment and technical diagnostics of operating equipment. The mathematical model of heating is represented as nonlinear parabolic PDE with the unknown initial condition. In this problem, both the Dirichlet and Neumann boundary conditions are given and it is required to calculate the temperature values at the internal points of the body. To solve this problem, we propose the numerical method based on using of finite-difference equations and a regularization technique. The computational scheme involves solving the problem at each spatial step. As a result, we obtain the temperature function at each internal point of the cylinder beginning from the surface down to the axis. The application of the regularization technique ensures the stability of the scheme and allows us to significantly simplify the computational procedure. We investigate the stability of the computational scheme and prove the dependence of the stability on the discretization steps and error level of the measurement results. To obtain the experimental temperature error estimates, computational experiments were carried out. The computational results are consistent with the theoretical error estimates and confirm the efficiency and reliability of the proposed computational scheme.
Image Data Compression Having Minimum Perceptual Error
NASA Technical Reports Server (NTRS)
Watson, Andrew B. (Inventor)
1997-01-01
A method is presented for performing color or grayscale image compression that eliminates redundant and invisible image components. The image compression uses a Discrete Cosine Transform (DCT) and each DCT coefficient yielded by the transform is quantized by an entry in a quantization matrix which determines the perceived image quality and the bit rate of the image being compressed. The quantization matrix comprises visual masking by luminance and contrast technique all resulting in a minimum perceptual error for any given bit rate, or minimum bit rate for a given perceptual error.
Palmer, Tom M; Holmes, Michael V; Keating, Brendan J; Sheehan, Nuala A
2017-01-01
Abstract Mendelian randomization studies use genotypes as instrumental variables to test for and estimate the causal effects of modifiable risk factors on outcomes. Two-stage residual inclusion (TSRI) estimators have been used when researchers are willing to make parametric assumptions. However, researchers are currently reporting uncorrected or heteroscedasticity-robust standard errors for these estimates. We compared several different forms of the standard error for linear and logistic TSRI estimates in simulations and in real-data examples. Among others, we consider standard errors modified from the approach of Newey (1987), Terza (2016), and bootstrapping. In our simulations Newey, Terza, bootstrap, and corrected 2-stage least squares (in the linear case) standard errors gave the best results in terms of coverage and type I error. In the real-data examples, the Newey standard errors were 0.5% and 2% larger than the unadjusted standard errors for the linear and logistic TSRI estimators, respectively. We show that TSRI estimators with modified standard errors have correct type I error under the null. Researchers should report TSRI estimates with modified standard errors instead of reporting unadjusted or heteroscedasticity-robust standard errors. PMID:29106476
Image data compression having minimum perceptual error
NASA Technical Reports Server (NTRS)
Watson, Andrew B. (Inventor)
1995-01-01
A method for performing image compression that eliminates redundant and invisible image components is described. The image compression uses a Discrete Cosine Transform (DCT) and each DCT coefficient yielded by the transform is quantized by an entry in a quantization matrix which determines the perceived image quality and the bit rate of the image being compressed. The present invention adapts or customizes the quantization matrix to the image being compressed. The quantization matrix comprises visual masking by luminance and contrast techniques and by an error pooling technique all resulting in a minimum perceptual error for any given bit rate, or minimum bit rate for a given perceptual error.
Error minimizing algorithms for nearest eighbor classifiers
DOE Office of Scientific and Technical Information (OSTI.GOV)
Porter, Reid B; Hush, Don; Zimmer, G. Beate
2011-01-03
Stack Filters define a large class of discrete nonlinear filter first introd uced in image and signal processing for noise removal. In recent years we have suggested their application to classification problems, and investigated their relationship to other types of discrete classifiers such as Decision Trees. In this paper we focus on a continuous domain version of Stack Filter Classifiers which we call Ordered Hypothesis Machines (OHM), and investigate their relationship to Nearest Neighbor classifiers. We show that OHM classifiers provide a novel framework in which to train Nearest Neighbor type classifiers by minimizing empirical error based loss functions. Wemore » use the framework to investigate a new cost sensitive loss function that allows us to train a Nearest Neighbor type classifier for low false alarm rate applications. We report results on both synthetic data and real-world image data.« less
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.
2017-01-09
We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.
We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less
Li, Yunji; Wu, QingE; Peng, Li
2018-01-23
In this paper, a synthesized design of fault-detection filter and fault estimator is considered for a class of discrete-time stochastic systems in the framework of event-triggered transmission scheme subject to unknown disturbances and deception attacks. A random variable obeying the Bernoulli distribution is employed to characterize the phenomena of the randomly occurring deception attacks. To achieve a fault-detection residual is only sensitive to faults while robust to disturbances, a coordinate transformation approach is exploited. This approach can transform the considered system into two subsystems and the unknown disturbances are removed from one of the subsystems. The gain of fault-detection filter is derived by minimizing an upper bound of filter error covariance. Meanwhile, system faults can be reconstructed by the remote fault estimator. An recursive approach is developed to obtain fault estimator gains as well as guarantee the fault estimator performance. Furthermore, the corresponding event-triggered sensor data transmission scheme is also presented for improving working-life of the wireless sensor node when measurement information are aperiodically transmitted. Finally, a scaled version of an industrial system consisting of local PC, remote estimator and wireless sensor node is used to experimentally evaluate the proposed theoretical results. In particular, a novel fault-alarming strategy is proposed so that the real-time capacity of fault-detection is guaranteed when the event condition is triggered.
NASA Technical Reports Server (NTRS)
Rodriguez, G.
1981-01-01
A function space approach to smoothing is used to obtain a set of model error estimates inherent in a reduced-order model. By establishing knowledge of inevitable deficiencies in the truncated model, the error estimates provide a foundation for updating the model and thereby improving system performance. The function space smoothing solution leads to a specification of a method for computation of the model error estimates and development of model error analysis techniques for comparison between actual and estimated errors. The paper summarizes the model error estimation approach as well as an application arising in the area of modeling for spacecraft attitude control.
Model error estimation for distributed systems described by elliptic equations
NASA Technical Reports Server (NTRS)
Rodriguez, G.
1983-01-01
A function space approach is used to develop a theory for estimation of the errors inherent in an elliptic partial differential equation model for a distributed parameter system. By establishing knowledge of the inevitable deficiencies in the model, the error estimates provide a foundation for updating the model. The function space solution leads to a specification of a method for computation of the model error estimates and development of model error analysis techniques for comparison between actual and estimated errors. The paper summarizes the model error estimation approach as well as an application arising in the area of modeling for static shape determination of large flexible systems.
Force-Time Entropy of Isometric Impulse.
Hsieh, Tsung-Yu; Newell, Karl M
2016-01-01
The relation between force and temporal variability in discrete impulse production has been viewed as independent (R. A. Schmidt, H. Zelaznik, B. Hawkins, J. S. Frank, & J. T. Quinn, 1979 ) or dependent on the rate of force (L. G. Carlton & K. M. Newell, 1993 ). Two experiments in an isometric single finger force task investigated the joint force-time entropy with (a) fixed time to peak force and different percentages of force level and (b) fixed percentage of force level and different times to peak force. The results showed that the peak force variability increased either with the increment of force level or through a shorter time to peak force that also reduced timing error variability. The peak force entropy and entropy of time to peak force increased on the respective dimension as the parameter conditions approached either maximum force or a minimum rate of force production. The findings show that force error and timing error are dependent but complementary when considered in the same framework with the joint force-time entropy at a minimum in the middle parameter range of discrete impulse.
On Some Parabolic Type Problems from Thin Film Theory and Chemical Reaction-Diffusion Networks
NASA Astrophysics Data System (ADS)
Mohamed, Fatma Naser Ali
This dissertation considers some parabolic type problems from thin film theory and chemical reaction-diffusion networks. The dissertation consists of two parts: In the first part, we study the evolution of a thin film of fluid modeled by the lubrication approximation for thin viscous films. We prove an existence of (dissipative) strong solutions for the Cauchy problem when the sub-diffusive exponent ranges between 3/8 and 2; then we show that these solutions tend to zero at rates matching the decay of the source-type self-similar solutions with zero contact angle. We introduce the weaker concept of dissipative mild solutions and we show that, in this case, the surface-tension energy dissipation is the mechanism responsible for the H1-norm decay to zero of the thickness of the film at an explicit rate. Relaxed problems, with second-order nonlinear terms of porous media type, are also successfully treated by the same means. [special characters omitted]. In the second part, we are concerned with the convergence of a certain space-discretization scheme -the so-called method of lines- for mass-action reaction-diffusion systems. First, we start with a toy model, namely. [special characters omitted]. and prove convergence of method of lines for this linear case. Here weak convergence in L2(0,1) is enough to prove convergence of the method of lines. Then we adopt the framework for convergence analysis introduced in [23] and concentrate on the proof-of-concept reaction. within 1D space, while at the same time noting that our techniques are readily generalizable to other reaction-diffusion networks and to more than one space dimension. Indeed, it will be obvious how to extend our proofs to the multi-dimensional case; we only note that the proof of the comparison principle (the continuous and the discrete versions; see chapter 6) imposes a limitation on the spatial dimension (should be at most five; see [24] for details). The Method of Lines (MOL) is not a mainstream numerical tool and the specialized literature is rather scarce. The method amounts to discretizing evolutionary PDE's in space only, so it produces a semi-discrete numerical scheme which consists of a system of ODE's (in the time variable). To prove convergence of the semi-discrete MOL scheme to the original PDE one needs to perform some more or less traditional analysis: it is necessary to show that the scheme is consistent with the continuous problem and that the discretized version of the spatial differential operator retains sufficient dissipative properties in order to allow an application of Gronwall's Lemma to the error term. As shown in [23], a uniform (in time) consistency estimate is sufficient to obtain convergence; however, the consistency estimate we proved is not uniform for a small time, so we cannot directly employ the results in [23] to prove convergence in our case. Instead, we prove all the required estimates "from the scratch", then we use their exact quantitative form in order to conclude convergence.
Encoder fault analysis system based on Moire fringe error signal
NASA Astrophysics Data System (ADS)
Gao, Xu; Chen, Wei; Wan, Qiu-hua; Lu, Xin-ran; Xie, Chun-yu
2018-02-01
Aiming at the problem of any fault and wrong code in the practical application of photoelectric shaft encoder, a fast and accurate encoder fault analysis system is researched from the aspect of Moire fringe photoelectric signal processing. DSP28335 is selected as the core processor and high speed serial A/D converter acquisition card is used. And temperature measuring circuit using AD7420 is designed. Discrete data of Moire fringe error signal is collected at different temperatures and it is sent to the host computer through wireless transmission. The error signal quality index and fault type is displayed on the host computer based on the error signal identification method. The error signal quality can be used to diagnosis the state of error code through the human-machine interface.