Advances in parameter estimation techniques applied to flexible structures

NASA Technical Reports Server (NTRS)

Maben, Egbert; Zimmerman, David C.

1994-01-01

In this work, various parameter estimation techniques are investigated in the context of structural system identification utilizing distributed parameter models and 'measured' time-domain data. Distributed parameter models are formulated using the PDEMOD software developed by Taylor. Enhancements made to PDEMOD for this work include the following: (1) a Wittrick-Williams based root solving algorithm; (2) a time simulation capability; and (3) various parameter estimation algorithms. The parameter estimations schemes will be contrasted using the NASA Mini-Mast as the focus structure.

Impact of the time scale of model sensitivity response on coupled model parameter estimation

NASA Astrophysics Data System (ADS)

Liu, Chang; Zhang, Shaoqing; Li, Shan; Liu, Zhengyu

2017-11-01

That a model has sensitivity responses to parameter uncertainties is a key concept in implementing model parameter estimation using filtering theory and methodology. Depending on the nature of associated physics and characteristic variability of the fluid in a coupled system, the response time scales of a model to parameters can be different, from hourly to decadal. Unlike state estimation, where the update frequency is usually linked with observational frequency, the update frequency for parameter estimation must be associated with the time scale of the model sensitivity response to the parameter being estimated. Here, with a simple coupled model, the impact of model sensitivity response time scales on coupled model parameter estimation is studied. The model includes characteristic synoptic to decadal scales by coupling a long-term varying deep ocean with a slow-varying upper ocean forced by a chaotic atmosphere. Results show that, using the update frequency determined by the model sensitivity response time scale, both the reliability and quality of parameter estimation can be improved significantly, and thus the estimated parameters make the model more consistent with the observation. These simple model results provide a guideline for when real observations are used to optimize the parameters in a coupled general circulation model for improving climate analysis and prediction initialization.

A Systematic Approach for Model-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A requirement for effective aircraft engine performance estimation is the ability to account for engine degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. This paper presents a linear point design methodology for minimizing the degradation-induced error in model-based aircraft engine performance estimation applications. The technique specifically focuses on the underdetermined estimation problem, where there are more unknown health parameters than available sensor measurements. A condition for Kalman filter-based estimation is that the number of health parameters estimated cannot exceed the number of sensed measurements. In this paper, the estimated health parameter vector will be replaced by a reduced order tuner vector whose dimension is equivalent to the sensed measurement vector. The reduced order tuner vector is systematically selected to minimize the theoretical mean squared estimation error of a maximum a posteriori estimator formulation. This paper derives theoretical estimation errors at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the estimation accuracy achieved through conventional maximum a posteriori and Kalman filter estimation approaches. Maximum a posteriori estimation results demonstrate that reduced order tuning parameter vectors can be found that approximate the accuracy of estimating all health parameters directly. Kalman filter estimation results based on the same reduced order tuning parameter vectors demonstrate that significantly improved estimation accuracy can be achieved over the conventional approach of selecting a subset of health parameters to serve as the tuner vector. However, additional development is necessary to fully extend the methodology to Kalman filter-based estimation applications.

Improved Estimates of Thermodynamic Parameters

NASA Technical Reports Server (NTRS)

Lawson, D. D.

1982-01-01

Techniques refined for estimating heat of vaporization and other parameters from molecular structure. Using parabolic equation with three adjustable parameters, heat of vaporization can be used to estimate boiling point, and vice versa. Boiling points and vapor pressures for some nonpolar liquids were estimated by improved method and compared with previously reported values. Technique for estimating thermodynamic parameters should make it easier for engineers to choose among candidate heat-exchange fluids for thermochemical cycles.

Estimating Convection Parameters in the GFDL CM2.1 Model Using Ensemble Data Assimilation

NASA Astrophysics Data System (ADS)

Li, Shan; Zhang, Shaoqing; Liu, Zhengyu; Lu, Lv; Zhu, Jiang; Zhang, Xuefeng; Wu, Xinrong; Zhao, Ming; Vecchi, Gabriel A.; Zhang, Rong-Hua; Lin, Xiaopei

2018-04-01

Parametric uncertainty in convection parameterization is one major source of model errors that cause model climate drift. Convection parameter tuning has been widely studied in atmospheric models to help mitigate the problem. However, in a fully coupled general circulation model (CGCM), convection parameters which impact the ocean as well as the climate simulation may have different optimal values. This study explores the possibility of estimating convection parameters with an ensemble coupled data assimilation method in a CGCM. Impacts of the convection parameter estimation on climate analysis and forecast are analyzed. In a twin experiment framework, five convection parameters in the GFDL coupled model CM2.1 are estimated individually and simultaneously under both perfect and imperfect model regimes. Results show that the ensemble data assimilation method can help reduce the bias in convection parameters. With estimated convection parameters, the analyses and forecasts for both the atmosphere and the ocean are generally improved. It is also found that information in low latitudes is relatively more important for estimating convection parameters. This study further suggests that when important parameters in appropriate physical parameterizations are identified, incorporating their estimation into traditional ensemble data assimilation procedure could improve the final analysis and climate prediction.

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter

PubMed Central

Reddy, Chinthala P.; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts. PMID:27147956

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter.

PubMed

Reddy, Chinthala P; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts.

Real-Time Parameter Estimation in the Frequency Domain

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2000-01-01

A method for real-time estimation of parameters in a linear dynamic state-space model was developed and studied. The application is aircraft dynamic model parameter estimation from measured data in flight. Equation error in the frequency domain was used with a recursive Fourier transform for the real-time data analysis. Linear and nonlinear simulation examples and flight test data from the F-18 High Alpha Research Vehicle were used to demonstrate that the technique produces accurate model parameter estimates with appropriate error bounds. Parameter estimates converged in less than one cycle of the dominant dynamic mode, using no a priori information, with control surface inputs measured in flight during ordinary piloted maneuvers. The real-time parameter estimation method has low computational requirements and could be implemented

Linear Parameter Varying Control Synthesis for Actuator Failure, Based on Estimated Parameter

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Wu, N. Eva; Belcastro, Christine

2002-01-01

The design of a linear parameter varying (LPV) controller for an aircraft at actuator failure cases is presented. The controller synthesis for actuator failure cases is formulated into linear matrix inequality (LMI) optimizations based on an estimated failure parameter with pre-defined estimation error bounds. The inherent conservatism of an LPV control synthesis methodology is reduced using a scaling factor on the uncertainty block which represents estimated parameter uncertainties. The fault parameter is estimated using the two-stage Kalman filter. The simulation results of the designed LPV controller for a HiMXT (Highly Maneuverable Aircraft Technology) vehicle with the on-line estimator show that the desired performance and robustness objectives are achieved for actuator failure cases.

Multi-objective optimization in quantum parameter estimation

NASA Astrophysics Data System (ADS)

Gong, BeiLi; Cui, Wei

2018-04-01

We investigate quantum parameter estimation based on linear and Kerr-type nonlinear controls in an open quantum system, and consider the dissipation rate as an unknown parameter. We show that while the precision of parameter estimation is improved, it usually introduces a significant deformation to the system state. Moreover, we propose a multi-objective model to optimize the two conflicting objectives: (1) maximizing the Fisher information, improving the parameter estimation precision, and (2) minimizing the deformation of the system state, which maintains its fidelity. Finally, simulations of a simplified ɛ-constrained model demonstrate the feasibility of the Hamiltonian control in improving the precision of the quantum parameter estimation.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 2. Applications

USGS Publications Warehouse

Cooley, Richard L.

1983-01-01

This paper investigates factors influencing the degree of improvement in estimates of parameters of a nonlinear regression groundwater flow model by incorporating prior information of unknown reliability. Consideration of expected behavior of the regression solutions and results of a hypothetical modeling problem lead to several general conclusions. First, if the parameters are properly scaled, linearized expressions for the mean square error (MSE) in parameter estimates of a nonlinear model will often behave very nearly as if the model were linear. Second, by using prior information, the MSE in properly scaled parameters can be reduced greatly over the MSE of ordinary least squares estimates of parameters. Third, plots of estimated MSE and the estimated standard deviation of MSE versus an auxiliary parameter (the ridge parameter) specifying the degree of influence of the prior information on regression results can help determine the potential for improvement of parameter estimates. Fourth, proposed criteria can be used to make appropriate choices for the ridge parameter and another parameter expressing degree of overall bias in the prior information. Results of a case study of Truckee Meadows, Reno-Sparks area, Washoe County, Nevada, conform closely to the results of the hypothetical problem. In the Truckee Meadows case, incorporation of prior information did not greatly change the parameter estimates from those obtained by ordinary least squares. However, the analysis showed that both sets of estimates are more reliable than suggested by the standard errors from ordinary least squares.

Bayesian Modal Estimation of the Four-Parameter Item Response Model in Real, Realistic, and Idealized Data Sets.

PubMed

Waller, Niels G; Feuerstahler, Leah

2017-01-01

In this study, we explored item and person parameter recovery of the four-parameter model (4PM) in over 24,000 real, realistic, and idealized data sets. In the first analyses, we fit the 4PM and three alternative models to data from three Minnesota Multiphasic Personality Inventory-Adolescent form factor scales using Bayesian modal estimation (BME). Our results indicated that the 4PM fits these scales better than simpler item Response Theory (IRT) models. Next, using the parameter estimates from these real data analyses, we estimated 4PM item parameters in 6,000 realistic data sets to establish minimum sample size requirements for accurate item and person parameter recovery. Using a factorial design that crossed discrete levels of item parameters, sample size, and test length, we also fit the 4PM to an additional 18,000 idealized data sets to extend our parameter recovery findings. Our combined results demonstrated that 4PM item parameters and parameter functions (e.g., item response functions) can be accurately estimated using BME in moderate to large samples (N ⩾ 5, 000) and person parameters can be accurately estimated in smaller samples (N ⩾ 1, 000). In the supplemental files, we report annotated [Formula: see text] code that shows how to estimate 4PM item and person parameters in [Formula: see text] (Chalmers, 2012 ).

Performance comparison of first-order conditional estimation with interaction and Bayesian estimation methods for estimating the population parameters and its distribution from data sets with a low number of subjects.

PubMed

Pradhan, Sudeep; Song, Byungjeong; Lee, Jaeyeon; Chae, Jung-Woo; Kim, Kyung Im; Back, Hyun-Moon; Han, Nayoung; Kwon, Kwang-Il; Yun, Hwi-Yeol

2017-12-01

Exploratory preclinical, as well as clinical trials, may involve a small number of patients, making it difficult to calculate and analyze the pharmacokinetic (PK) parameters, especially if the PK parameters show very high inter-individual variability (IIV). In this study, the performance of a classical first-order conditional estimation with interaction (FOCE-I) and expectation maximization (EM)-based Markov chain Monte Carlo Bayesian (BAYES) estimation methods were compared for estimating the population parameters and its distribution from data sets having a low number of subjects. In this study, 100 data sets were simulated with eight sampling points for each subject and with six different levels of IIV (5%, 10%, 20%, 30%, 50%, and 80%) in their PK parameter distribution. A stochastic simulation and estimation (SSE) study was performed to simultaneously simulate data sets and estimate the parameters using four different methods: FOCE-I only, BAYES(C) (FOCE-I and BAYES composite method), BAYES(F) (BAYES with all true initial parameters and fixed ω 2 ), and BAYES only. Relative root mean squared error (rRMSE) and relative estimation error (REE) were used to analyze the differences between true and estimated values. A case study was performed with a clinical data of theophylline available in NONMEM distribution media. NONMEM software assisted by Pirana, PsN, and Xpose was used to estimate population PK parameters, and R program was used to analyze and plot the results. The rRMSE and REE values of all parameter (fixed effect and random effect) estimates showed that all four methods performed equally at the lower IIV levels, while the FOCE-I method performed better than other EM-based methods at higher IIV levels (greater than 30%). In general, estimates of random-effect parameters showed significant bias and imprecision, irrespective of the estimation method used and the level of IIV. Similar performance of the estimation methods was observed with theophylline dataset. The classical FOCE-I method appeared to estimate the PK parameters more reliably than the BAYES method when using a simple model and data containing only a few subjects. EM-based estimation methods can be considered for adapting to the specific needs of a modeling project at later steps of modeling.

Control system estimation and design for aerospace vehicles

NASA Technical Reports Server (NTRS)

Stefani, R. T.; Williams, T. L.; Yakowitz, S. J.

1972-01-01

The selection of an estimator which is unbiased when applied to structural parameter estimation is discussed. The mathematical relationships for structural parameter estimation are defined. It is shown that a conventional weighted least squares (CWLS) estimate is biased when applied to structural parameter estimation. Two approaches to bias removal are suggested: (1) change the CWLS estimator or (2) change the objective function. The advantages of each approach are analyzed.

Fuzzy C-mean clustering on kinetic parameter estimation with generalized linear least square algorithm in SPECT

NASA Astrophysics Data System (ADS)

Choi, Hon-Chit; Wen, Lingfeng; Eberl, Stefan; Feng, Dagan

2006-03-01

Dynamic Single Photon Emission Computed Tomography (SPECT) has the potential to quantitatively estimate physiological parameters by fitting compartment models to the tracer kinetics. The generalized linear least square method (GLLS) is an efficient method to estimate unbiased kinetic parameters and parametric images. However, due to the low sensitivity of SPECT, noisy data can cause voxel-wise parameter estimation by GLLS to fail. Fuzzy C-Mean (FCM) clustering and modified FCM, which also utilizes information from the immediate neighboring voxels, are proposed to improve the voxel-wise parameter estimation of GLLS. Monte Carlo simulations were performed to generate dynamic SPECT data with different noise levels and processed by general and modified FCM clustering. Parametric images were estimated by Logan and Yokoi graphical analysis and GLLS. The influx rate (K I), volume of distribution (V d) were estimated for the cerebellum, thalamus and frontal cortex. Our results show that (1) FCM reduces the bias and improves the reliability of parameter estimates for noisy data, (2) GLLS provides estimates of micro parameters (K I-k 4) as well as macro parameters, such as volume of distribution (Vd) and binding potential (BP I & BP II) and (3) FCM clustering incorporating neighboring voxel information does not improve the parameter estimates, but improves noise in the parametric images. These findings indicated that it is desirable for pre-segmentation with traditional FCM clustering to generate voxel-wise parametric images with GLLS from dynamic SPECT data.

Rasch Model Parameter Estimation in the Presence of a Nonnormal Latent Trait Using a Nonparametric Bayesian Approach

ERIC Educational Resources Information Center

Finch, Holmes; Edwards, Julianne M.

2016-01-01

Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…

An Integrated Approach for Aircraft Engine Performance Estimation and Fault Diagnostics

NASA Technical Reports Server (NTRS)

imon, Donald L.; Armstrong, Jeffrey B.

2012-01-01

A Kalman filter-based approach for integrated on-line aircraft engine performance estimation and gas path fault diagnostics is presented. This technique is specifically designed for underdetermined estimation problems where there are more unknown system parameters representing deterioration and faults than available sensor measurements. A previously developed methodology is applied to optimally design a Kalman filter to estimate a vector of tuning parameters, appropriately sized to enable estimation. The estimated tuning parameters can then be transformed into a larger vector of health parameters representing system performance deterioration and fault effects. The results of this study show that basing fault isolation decisions solely on the estimated health parameter vector does not provide ideal results. Furthermore, expanding the number of the health parameters to address additional gas path faults causes a decrease in the estimation accuracy of those health parameters representative of turbomachinery performance deterioration. However, improved fault isolation performance is demonstrated through direct analysis of the estimated tuning parameters produced by the Kalman filter. This was found to provide equivalent or superior accuracy compared to the conventional fault isolation approach based on the analysis of sensed engine outputs, while simplifying online implementation requirements. Results from the application of these techniques to an aircraft engine simulation are presented and discussed.

Estimation of soil saturated hydraulic conductivity by artificial neural networks ensemble in smectitic soils

NASA Astrophysics Data System (ADS)

Sedaghat, A.; Bayat, H.; Safari Sinegani, A. A.

2016-03-01

The saturated hydraulic conductivity ( K s ) of the soil is one of the main soil physical properties. Indirect estimation of this parameter using pedo-transfer functions (PTFs) has received considerable attention. The Purpose of this study was to improve the estimation of K s using fractal parameters of particle and micro-aggregate size distributions in smectitic soils. In this study 260 disturbed and undisturbed soil samples were collected from Guilan province, the north of Iran. The fractal model of Bird and Perrier was used to compute the fractal parameters of particle and micro-aggregate size distributions. The PTFs were developed by artificial neural networks (ANNs) ensemble to estimate K s by using available soil data and fractal parameters. There were found significant correlations between K s and fractal parameters of particles and microaggregates. Estimation of K s was improved significantly by using fractal parameters of soil micro-aggregates as predictors. But using geometric mean and geometric standard deviation of particles diameter did not improve K s estimations significantly. Using fractal parameters of particles and micro-aggregates simultaneously, had the most effect in the estimation of K s . Generally, fractal parameters can be successfully used as input parameters to improve the estimation of K s in the PTFs in smectitic soils. As a result, ANNs ensemble successfully correlated the fractal parameters of particles and micro-aggregates to K s .

Adaptive Modal Identification for Flutter Suppression Control

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.; Drew, Michael; Swei, Sean S.

2016-01-01

In this paper, we will develop an adaptive modal identification method for identifying the frequencies and damping of a flutter mode based on model-reference adaptive control (MRAC) and least-squares methods. The least-squares parameter estimation will achieve parameter convergence in the presence of persistent excitation whereas the MRAC parameter estimation does not guarantee parameter convergence. Two adaptive flutter suppression control approaches are developed: one based on MRAC and the other based on the least-squares method. The MRAC flutter suppression control is designed as an integral part of the parameter estimation where the feedback signal is used to estimate the modal information. On the other hand, the separation principle of control and estimation is applied to the least-squares method. The least-squares modal identification is used to perform parameter estimation.

Extremes in ecology: Avoiding the misleading effects of sampling variation in summary analyses

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.

1996-01-01

Surveys such as the North American Breeding Bird Survey (BBS) produce large collections of parameter estimates. One's natural inclination when confronted with lists of parameter estimates is to look for the extreme values: in the BBS, these correspond to the species that appear to have the greatest changes in population size through time. Unfortunately, extreme estimates are liable to correspond to the most poorly estimated parameters. Consequently, the most extreme parameters may not match up with the most extreme parameter estimates. The ranking of parameter values on the basis of their estimates are a difficult statistical problem. We use data from the BBS and simulations to illustrate the potential misleading effects of sampling variation in rankings of parameters. We describe empirical Bayes and constrained empirical Bayes procedures which provide partial solutions to the problem of ranking in the presence of sampling variation.

Estimation of parameters in rational reaction rates of molecular biological systems via weighted least squares

NASA Astrophysics Data System (ADS)

Wu, Fang-Xiang; Mu, Lei; Shi, Zhong-Ke

2010-01-01

The models of gene regulatory networks are often derived from statistical thermodynamics principle or Michaelis-Menten kinetics equation. As a result, the models contain rational reaction rates which are nonlinear in both parameters and states. It is challenging to estimate parameters nonlinear in a model although there have been many traditional nonlinear parameter estimation methods such as Gauss-Newton iteration method and its variants. In this article, we develop a two-step method to estimate the parameters in rational reaction rates of gene regulatory networks via weighted linear least squares. This method takes the special structure of rational reaction rates into consideration. That is, in the rational reaction rates, the numerator and the denominator are linear in parameters. By designing a special weight matrix for the linear least squares, parameters in the numerator and the denominator can be estimated by solving two linear least squares problems. The main advantage of the developed method is that it can produce the analytical solutions to the estimation of parameters in rational reaction rates which originally is nonlinear parameter estimation problem. The developed method is applied to a couple of gene regulatory networks. The simulation results show the superior performance over Gauss-Newton method.

A new Bayesian recursive technique for parameter estimation

NASA Astrophysics Data System (ADS)

Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

2006-08-01

The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

Sample Size and Item Parameter Estimation Precision When Utilizing the One-Parameter "Rasch" Model

ERIC Educational Resources Information Center

Custer, Michael

2015-01-01

This study examines the relationship between sample size and item parameter estimation precision when utilizing the one-parameter model. Item parameter estimates are examined relative to "true" values by evaluating the decline in root mean squared deviation (RMSD) and the number of outliers as sample size increases. This occurs across…

A Comparative Study of Distribution System Parameter Estimation Methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun, Yannan; Williams, Tess L.; Gourisetti, Sri Nikhil Gup

2016-07-17

In this paper, we compare two parameter estimation methods for distribution systems: residual sensitivity analysis and state-vector augmentation with a Kalman filter. These two methods were originally proposed for transmission systems, and are still the most commonly used methods for parameter estimation. Distribution systems have much lower measurement redundancy than transmission systems. Therefore, estimating parameters is much more difficult. To increase the robustness of parameter estimation, the two methods are applied with combined measurement snapshots (measurement sets taken at different points in time), so that the redundancy for computing the parameter values is increased. The advantages and disadvantages of bothmore » methods are discussed. The results of this paper show that state-vector augmentation is a better approach for parameter estimation in distribution systems. Simulation studies are done on a modified version of IEEE 13-Node Test Feeder with varying levels of measurement noise and non-zero error in the other system model parameters.« less

Unscented Kalman filter with parameter identifiability analysis for the estimation of multiple parameters in kinetic models

PubMed Central

2011-01-01

In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison. PMID:21989173

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

NASA Technical Reports Server (NTRS)

Popovici, Alexandru; Zaal, Peter M. T.; Pool, Daan M.

2017-01-01

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

A computer program (MODFLOWP) for estimating parameters of a transient, three-dimensional ground-water flow model using nonlinear regression

USGS Publications Warehouse

Hill, Mary Catherine

1992-01-01

This report documents a new version of the U.S. Geological Survey modular, three-dimensional, finite-difference, ground-water flow model (MODFLOW) which, with the new Parameter-Estimation Package that also is documented in this report, can be used to estimate parameters by nonlinear regression. The new version of MODFLOW is called MODFLOWP (pronounced MOD-FLOW*P), and functions nearly identically to MODFLOW when the ParameterEstimation Package is not used. Parameters are estimated by minimizing a weighted least-squares objective function by the modified Gauss-Newton method or by a conjugate-direction method. Parameters used to calculate the following MODFLOW model inputs can be estimated: Transmissivity and storage coefficient of confined layers; hydraulic conductivity and specific yield of unconfined layers; vertical leakance; vertical anisotropy (used to calculate vertical leakance); horizontal anisotropy; hydraulic conductance of the River, Streamflow-Routing, General-Head Boundary, and Drain Packages; areal recharge rates; maximum evapotranspiration; pumpage rates; and the hydraulic head at constant-head boundaries. Any spatial variation in parameters can be defined by the user. Data used to estimate parameters can include existing independent estimates of parameter values, observed hydraulic heads or temporal changes in hydraulic heads, and observed gains and losses along head-dependent boundaries (such as streams). Model output includes statistics for analyzing the parameter estimates and the model; these statistics can be used to quantify the reliability of the resulting model, to suggest changes in model construction, and to compare results of models constructed in different ways.

Nonlinear adaptive control system design with asymptotically stable parameter estimation error

NASA Astrophysics Data System (ADS)

Mishkov, Rumen; Darmonski, Stanislav

2018-01-01

The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.

Data-Adaptive Bias-Reduced Doubly Robust Estimation.

PubMed

Vermeulen, Karel; Vansteelandt, Stijn

2016-05-01

Doubly robust estimators have now been proposed for a variety of target parameters in the causal inference and missing data literature. These consistently estimate the parameter of interest under a semiparametric model when one of two nuisance working models is correctly specified, regardless of which. The recently proposed bias-reduced doubly robust estimation procedure aims to partially retain this robustness in more realistic settings where both working models are misspecified. These so-called bias-reduced doubly robust estimators make use of special (finite-dimensional) nuisance parameter estimators that are designed to locally minimize the squared asymptotic bias of the doubly robust estimator in certain directions of these finite-dimensional nuisance parameters under misspecification of both parametric working models. In this article, we extend this idea to incorporate the use of data-adaptive estimators (infinite-dimensional nuisance parameters), by exploiting the bias reduction estimation principle in the direction of only one nuisance parameter. We additionally provide an asymptotic linearity theorem which gives the influence function of the proposed doubly robust estimator under correct specification of a parametric nuisance working model for the missingness mechanism/propensity score but a possibly misspecified (finite- or infinite-dimensional) outcome working model. Simulation studies confirm the desirable finite-sample performance of the proposed estimators relative to a variety of other doubly robust estimators.

Identifyability measures to select the parameters to be estimated in a solid-state fermentation distributed parameter model.

PubMed

da Silveira, Christian L; Mazutti, Marcio A; Salau, Nina P G

2016-07-08

Process modeling can lead to of advantages such as helping in process control, reducing process costs and product quality improvement. This work proposes a solid-state fermentation distributed parameter model composed by seven differential equations with seventeen parameters to represent the process. Also, parameters estimation with a parameters identifyability analysis (PIA) is performed to build an accurate model with optimum parameters. Statistical tests were made to verify the model accuracy with the estimated parameters considering different assumptions. The results have shown that the model assuming substrate inhibition better represents the process. It was also shown that eight from the seventeen original model parameters were nonidentifiable and better results were obtained with the removal of these parameters from the estimation procedure. Therefore, PIA can be useful to estimation procedure, since it may reduce the number of parameters that can be evaluated. Further, PIA improved the model results, showing to be an important procedure to be taken. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:905-917, 2016. © 2016 American Institute of Chemical Engineers.

Estimation of the Parameters in a Two-State System Coupled to a Squeezed Bath

NASA Astrophysics Data System (ADS)

Hu, Yao-Hua; Yang, Hai-Feng; Tan, Yong-Gang; Tao, Ya-Ping

2018-04-01

Estimation of the phase and weight parameters of a two-state system in a squeezed bath by calculating quantum Fisher information is investigated. The results show that, both for the phase estimation and for the weight estimation, the quantum Fisher information always decays with time and changes periodically with the phases. The estimation precision can be enhanced by choosing the proper values of the phases and the squeezing parameter. These results can be provided as an analysis reference for the practical application of the parameter estimation in a squeezed bath.

Experimental design and efficient parameter estimation in preclinical pharmacokinetic studies.

PubMed

Ette, E I; Howie, C A; Kelman, A W; Whiting, B

1995-05-01

Monte Carlo simulation technique used to evaluate the effect of the arrangement of concentrations on the efficiency of estimation of population pharmacokinetic parameters in the preclinical setting is described. Although the simulations were restricted to the one compartment model with intravenous bolus input, they provide the basis of discussing some structural aspects involved in designing a destructive ("quantic") preclinical population pharmacokinetic study with a fixed sample size as is usually the case in such studies. The efficiency of parameter estimation obtained with sampling strategies based on the three and four time point designs were evaluated in terms of the percent prediction error, design number, individual and joint confidence intervals coverage for parameter estimates approaches, and correlation analysis. The data sets contained random terms for both inter- and residual intra-animal variability. The results showed that the typical population parameter estimates for clearance and volume were efficiently (accurately and precisely) estimated for both designs, while interanimal variability (the only random effect parameter that could be estimated) was inefficiently (inaccurately and imprecisely) estimated with most sampling schedules of the two designs. The exact location of the third and fourth time point for the three and four time point designs, respectively, was not critical to the efficiency of overall estimation of all population parameters of the model. However, some individual population pharmacokinetic parameters were sensitive to the location of these times.

Robust gaze-steering of an active vision system against errors in the estimated parameters

NASA Astrophysics Data System (ADS)

Han, Youngmo

2015-01-01

Gaze-steering is often used to broaden the viewing range of an active vision system. Gaze-steering procedures are usually based on estimated parameters such as image position, image velocity, depth and camera calibration parameters. However, there may be uncertainties in these estimated parameters because of measurement noise and estimation errors. In this case, robust gaze-steering cannot be guaranteed. To compensate for such problems, this paper proposes a gaze-steering method based on a linear matrix inequality (LMI). In this method, we first propose a proportional derivative (PD) control scheme on the unit sphere that does not use depth parameters. This proposed PD control scheme can avoid uncertainties in the estimated depth and camera calibration parameters, as well as inconveniences in their estimation process, including the use of auxiliary feature points and highly non-linear computation. Furthermore, the control gain of the proposed PD control scheme on the unit sphere is designed using LMI such that the designed control is robust in the presence of uncertainties in the other estimated parameters, such as image position and velocity. Simulation results demonstrate that the proposed method provides a better compensation for uncertainties in the estimated parameters than the contemporary linear method and steers the gaze of the camera more steadily over time than the contemporary non-linear method.

An Evaluation of Hierarchical Bayes Estimation for the Two- Parameter Logistic Model.

ERIC Educational Resources Information Center

Kim, Seock-Ho

Hierarchical Bayes procedures for the two-parameter logistic item response model were compared for estimating item parameters. Simulated data sets were analyzed using two different Bayes estimation procedures, the two-stage hierarchical Bayes estimation (HB2) and the marginal Bayesian with known hyperparameters (MB), and marginal maximum…

Estimation Methods for One-Parameter Testlet Models

ERIC Educational Resources Information Center

Jiao, Hong; Wang, Shudong; He, Wei

2013-01-01

This study demonstrated the equivalence between the Rasch testlet model and the three-level one-parameter testlet model and explored the Markov Chain Monte Carlo (MCMC) method for model parameter estimation in WINBUGS. The estimation accuracy from the MCMC method was compared with those from the marginalized maximum likelihood estimation (MMLE)…

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel.

PubMed

Dansirikul, Chantaratsamon; Choi, Malcolm; Duffull, Stephen B

2005-06-01

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel spreadsheet was implemented with the use of Solver and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.

SBML-PET-MPI: a parallel parameter estimation tool for Systems Biology Markup Language based models.

PubMed

Zi, Zhike

2011-04-01

Parameter estimation is crucial for the modeling and dynamic analysis of biological systems. However, implementing parameter estimation is time consuming and computationally demanding. Here, we introduced a parallel parameter estimation tool for Systems Biology Markup Language (SBML)-based models (SBML-PET-MPI). SBML-PET-MPI allows the user to perform parameter estimation and parameter uncertainty analysis by collectively fitting multiple experimental datasets. The tool is developed and parallelized using the message passing interface (MPI) protocol, which provides good scalability with the number of processors. SBML-PET-MPI is freely available for non-commercial use at http://www.bioss.uni-freiburg.de/cms/sbml-pet-mpi.html or http://sites.google.com/site/sbmlpetmpi/.

Bootstrap Standard Errors for Maximum Likelihood Ability Estimates When Item Parameters Are Unknown

ERIC Educational Resources Information Center

Patton, Jeffrey M.; Cheng, Ying; Yuan, Ke-Hai; Diao, Qi

2014-01-01

When item parameter estimates are used to estimate the ability parameter in item response models, the standard error (SE) of the ability estimate must be corrected to reflect the error carried over from item calibration. For maximum likelihood (ML) ability estimates, a corrected asymptotic SE is available, but it requires a long test and the…

Comparison of stability and control parameters for a light, single-engine, high-winged aircraft using different flight test and parameter estimation techniques

NASA Technical Reports Server (NTRS)

Suit, W. T.; Cannaday, R. L.

1979-01-01

The longitudinal and lateral stability and control parameters for a high wing, general aviation, airplane are examined. Estimations using flight data obtained at various flight conditions within the normal range of the aircraft are presented. The estimations techniques, an output error technique (maximum likelihood) and an equation error technique (linear regression), are presented. The longitudinal static parameters are estimated from climbing, descending, and quasi steady state flight data. The lateral excitations involve a combination of rudder and ailerons. The sensitivity of the aircraft modes of motion to variations in the parameter estimates are discussed.

Determination of stability and control parameters of a light airplane from flight data using two estimation methods. [equation error and maximum likelihood methods

NASA Technical Reports Server (NTRS)

Klein, V.

1979-01-01

Two identification methods, the equation error method and the output error method, are used to estimate stability and control parameter values from flight data for a low-wing, single-engine, general aviation airplane. The estimated parameters from both methods are in very good agreement primarily because of sufficient accuracy of measured data. The estimated static parameters also agree with the results from steady flights. The effect of power different input forms are demonstrated. Examination of all results available gives the best values of estimated parameters and specifies their accuracies.

Ensemble-Based Parameter Estimation in a Coupled GCM Using the Adaptive Spatial Average Method

DOE PAGES

Liu, Y.; Liu, Z.; Zhang, S.; ...

2014-05-29

Ensemble-based parameter estimation for a climate model is emerging as an important topic in climate research. And for a complex system such as a coupled ocean–atmosphere general circulation model, the sensitivity and response of a model variable to a model parameter could vary spatially and temporally. An adaptive spatial average (ASA) algorithm is proposed to increase the efficiency of parameter estimation. Refined from a previous spatial average method, the ASA uses the ensemble spread as the criterion for selecting “good” values from the spatially varying posterior estimated parameter values; these good values are then averaged to give the final globalmore » uniform posterior parameter. In comparison with existing methods, the ASA parameter estimation has a superior performance: faster convergence and enhanced signal-to-noise ratio.« less

A Systematic Approach to Sensor Selection for Aircraft Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2009-01-01

A systematic approach for selecting an optimal suite of sensors for on-board aircraft gas turbine engine health estimation is presented. The methodology optimally chooses the engine sensor suite and the model tuning parameter vector to minimize the Kalman filter mean squared estimation error in the engine s health parameters or other unmeasured engine outputs. This technique specifically addresses the underdetermined estimation problem where there are more unknown system health parameters representing degradation than available sensor measurements. This paper presents the theoretical estimation error equations, and describes the optimization approach that is applied to select the sensors and model tuning parameters to minimize these errors. Two different model tuning parameter vector selection approaches are evaluated: the conventional approach of selecting a subset of health parameters to serve as the tuning parameters, and an alternative approach that selects tuning parameters as a linear combination of all health parameters. Results from the application of the technique to an aircraft engine simulation are presented, and compared to those from an alternative sensor selection strategy.

Estimating Soil Hydraulic Parameters using Gradient Based Approach

NASA Astrophysics Data System (ADS)

Rai, P. K.; Tripathi, S.

2017-12-01

The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.

A variational approach to parameter estimation in ordinary differential equations.

PubMed

Kaschek, Daniel; Timmer, Jens

2012-08-14

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields.

Estimation of distributional parameters for censored trace level water quality data: 2. Verification and applications

USGS Publications Warehouse

Helsel, Dennis R.; Gilliom, Robert J.

1986-01-01

Estimates of distributional parameters (mean, standard deviation, median, interquartile range) are often desired for data sets containing censored observations. Eight methods for estimating these parameters have been evaluated by R. J. Gilliom and D. R. Helsel (this issue) using Monte Carlo simulations. To verify those findings, the same methods are now applied to actual water quality data. The best method (lowest root-mean-squared error (rmse)) over all parameters, sample sizes, and censoring levels is log probability regression (LR), the method found best in the Monte Carlo simulations. Best methods for estimating moment or percentile parameters separately are also identical to the simulations. Reliability of these estimates can be expressed as confidence intervals using rmse and bias values taken from the simulation results. Finally, a new simulation study shows that best methods for estimating uncensored sample statistics from censored data sets are identical to those for estimating population parameters. Thus this study and the companion study by Gilliom and Helsel form the basis for making the best possible estimates of either population parameters or sample statistics from censored water quality data, and for assessments of their reliability.

Parameter estimation of qubit states with unknown phase parameter

NASA Astrophysics Data System (ADS)

Suzuki, Jun

2015-02-01

We discuss a problem of parameter estimation for quantum two-level system, qubit system, in presence of unknown phase parameter. We analyze trade-off relations for mean square errors (MSEs) when estimating relevant parameters with separable measurements based on known precision bounds; the symmetric logarithmic derivative (SLD) Cramér-Rao (CR) bound and Hayashi-Gill-Massar (HGM) bound. We investigate the optimal measurement which attains the HGM bound and discuss its properties. We show that the HGM bound for relevant parameters can be attained asymptotically by using some fraction of given n quantum states to estimate the phase parameter. We also discuss the Holevo bound which can be attained asymptotically by a collective measurement.

Image informative maps for component-wise estimating parameters of signal-dependent noise

NASA Astrophysics Data System (ADS)

Uss, Mykhail L.; Vozel, Benoit; Lukin, Vladimir V.; Chehdi, Kacem

2013-01-01

We deal with the problem of blind parameter estimation of signal-dependent noise from mono-component image data. Multispectral or color images can be processed in a component-wise manner. The main results obtained rest on the assumption that the image texture and noise parameters estimation problems are interdependent. A two-dimensional fractal Brownian motion (fBm) model is used for locally describing image texture. A polynomial model is assumed for the purpose of describing the signal-dependent noise variance dependence on image intensity. Using the maximum likelihood approach, estimates of both fBm-model and noise parameters are obtained. It is demonstrated that Fisher information (FI) on noise parameters contained in an image is distributed nonuniformly over intensity coordinates (an image intensity range). It is also shown how to find the most informative intensities and the corresponding image areas for a given noisy image. The proposed estimator benefits from these detected areas to improve the estimation accuracy of signal-dependent noise parameters. Finally, the potential estimation accuracy (Cramér-Rao Lower Bound, or CRLB) of noise parameters is derived, providing confidence intervals of these estimates for a given image. In the experiment, the proposed and existing state-of-the-art noise variance estimators are compared for a large image database using CRLB-based statistical efficiency criteria.

The Model Parameter Estimation Experiment (MOPEX): Its structure, connection to other international initiatives and future directions

USGS Publications Warehouse

Wagener, T.; Hogue, T.; Schaake, J.; Duan, Q.; Gupta, H.; Andreassian, V.; Hall, A.; Leavesley, G.

2006-01-01

The Model Parameter Estimation Experiment (MOPEX) is an international project aimed at developing enhanced techniques for the a priori estimation of parameters in hydrological models and in land surface parameterization schemes connected to atmospheric models. The MOPEX science strategy involves: database creation, a priori parameter estimation methodology development, parameter refinement or calibration, and the demonstration of parameter transferability. A comprehensive MOPEX database has been developed that contains historical hydrometeorological data and land surface characteristics data for many hydrological basins in the United States (US) and in other countries. This database is being continuously expanded to include basins from various hydroclimatic regimes throughout the world. MOPEX research has largely been driven by a series of international workshops that have brought interested hydrologists and land surface modellers together to exchange knowledge and experience in developing and applying parameter estimation techniques. With its focus on parameter estimation, MOPEX plays an important role in the international context of other initiatives such as GEWEX, HEPEX, PUB and PILPS. This paper outlines the MOPEX initiative, discusses its role in the scientific community, and briefly states future directions.

Transit Project Planning Guidance : Estimation of Transit Supply Parameters

DOT National Transportation Integrated Search

1984-04-01

This report discusses techniques applicable to the estimation of transit vehicle fleet requirements, vehicle-hours and vehicle-miles, and other related transit supply parameters. These parameters are used for estimating operating costs and certain ca...

Time Domain Estimation of Arterial Parameters using the Windkessel Model and the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gostuski, Vladimir; Pastore, Ignacio; Rodriguez Palacios, Gaspar; Vaca Diez, Gustavo; Moscoso-Vasquez, H. Marcela; Risk, Marcelo

2016-04-01

Numerous parameter estimation techniques exist for characterizing the arterial system using electrical circuit analogs. However, they are often limited by their requirements and usually high computational burdain. Therefore, a new method for estimating arterial parameters based on Monte Carlo simulation is proposed. A three element Windkessel model was used to represent the arterial system. The approach was to reduce the error between the calculated and physiological aortic pressure by randomly generating arterial parameter values, while keeping constant the arterial resistance. This last value was obtained for each subject using the arterial flow, and was a necessary consideration in order to obtain a unique set of values for the arterial compliance and peripheral resistance. The estimation technique was applied to in vivo data containing steady beats in mongrel dogs, and it reliably estimated Windkessel arterial parameters. Further, this method appears to be computationally efficient for on-line time-domain estimation of these parameters.

SBML-PET: a Systems Biology Markup Language-based parameter estimation tool.

PubMed

Zi, Zhike; Klipp, Edda

2006-11-01

The estimation of model parameters from experimental data remains a bottleneck for a major breakthrough in systems biology. We present a Systems Biology Markup Language (SBML) based Parameter Estimation Tool (SBML-PET). The tool is designed to enable parameter estimation for biological models including signaling pathways, gene regulation networks and metabolic pathways. SBML-PET supports import and export of the models in the SBML format. It can estimate the parameters by fitting a variety of experimental data from different experimental conditions. SBML-PET has a unique feature of supporting event definition in the SMBL model. SBML models can also be simulated in SBML-PET. Stochastic Ranking Evolution Strategy (SRES) is incorporated in SBML-PET for parameter estimation jobs. A classic ODE Solver called ODEPACK is used to solve the Ordinary Differential Equation (ODE) system. http://sysbio.molgen.mpg.de/SBML-PET/. The website also contains detailed documentation for SBML-PET.

Estimation of genetic parameters and their sampling variances of quantitative traits in the type 2 modified augmented design

USDA-ARS?s Scientific Manuscript database

We proposed a method to estimate the error variance among non-replicated genotypes, thus to estimate the genetic parameters by using replicated controls. We derived formulas to estimate sampling variances of the genetic parameters. Computer simulation indicated that the proposed methods of estimatin...

Space Shuttle propulsion parameter estimation using optimal estimation techniques, volume 1

NASA Technical Reports Server (NTRS)

1983-01-01

The mathematical developments and their computer program implementation for the Space Shuttle propulsion parameter estimation project are summarized. The estimation approach chosen is the extended Kalman filtering with a modified Bryson-Frazier smoother. Its use here is motivated by the objective of obtaining better estimates than those available from filtering and to eliminate the lag associated with filtering. The estimation technique uses as the dynamical process the six degree equations-of-motion resulting in twelve state vector elements. In addition to these are mass and solid propellant burn depth as the ""system'' state elements. The ""parameter'' state elements can include aerodynamic coefficient, inertia, center-of-gravity, atmospheric wind, etc. deviations from referenced values. Propulsion parameter state elements have been included not as options just discussed but as the main parameter states to be estimated. The mathematical developments were completed for all these parameters. Since the systems dynamics and measurement processes are non-linear functions of the states, the mathematical developments are taken up almost entirely by the linearization of these equations as required by the estimation algorithms.

Catchment Tomography - Joint Estimation of Surface Roughness and Hydraulic Conductivity with the EnKF

NASA Astrophysics Data System (ADS)

Baatz, D.; Kurtz, W.; Hendricks Franssen, H. J.; Vereecken, H.; Kollet, S. J.

2017-12-01

Parameter estimation for physically based, distributed hydrological models becomes increasingly challenging with increasing model complexity. The number of parameters is usually large and the number of observations relatively small, which results in large uncertainties. A moving transmitter - receiver concept to estimate spatially distributed hydrological parameters is presented by catchment tomography. In this concept, precipitation, highly variable in time and space, serves as a moving transmitter. As response to precipitation, runoff and stream discharge are generated along different paths and time scales, depending on surface and subsurface flow properties. Stream water levels are thus an integrated signal of upstream parameters, measured by stream gauges which serve as the receivers. These stream water level observations are assimilated into a distributed hydrological model, which is forced with high resolution, radar based precipitation estimates. Applying a joint state-parameter update with the Ensemble Kalman Filter, the spatially distributed Manning's roughness coefficient and saturated hydraulic conductivity are estimated jointly. The sequential data assimilation continuously integrates new information into the parameter estimation problem, especially during precipitation events. Every precipitation event constrains the possible parameter space. In the approach, forward simulations are performed with ParFlow, a variable saturated subsurface and overland flow model. ParFlow is coupled to the Parallel Data Assimilation Framework for the data assimilation and the joint state-parameter update. In synthetic, 3-dimensional experiments including surface and subsurface flow, hydraulic conductivity and the Manning's coefficient are efficiently estimated with the catchment tomography approach. A joint update of the Manning's coefficient and hydraulic conductivity tends to improve the parameter estimation compared to a single parameter update, especially in cases of biased initial parameter ensembles. The computational experiments additionally show to which degree of spatial heterogeneity and to which degree of uncertainty of subsurface flow parameters the Manning's coefficient and hydraulic conductivity can be estimated efficiently.

Quantifying Transmission Heterogeneity Using Both Pathogen Phylogenies and Incidence Time Series

PubMed Central

Li, Lucy M.; Grassly, Nicholas C.; Fraser, Christophe

2017-01-01

Abstract Heterogeneity in individual-level transmissibility can be quantified by the dispersion parameter k of the offspring distribution. Quantifying heterogeneity is important as it affects other parameter estimates, it modulates the degree of unpredictability of an epidemic, and it needs to be accounted for in models of infection control. Aggregated data such as incidence time series are often not sufficiently informative to estimate k. Incorporating phylogenetic analysis can help to estimate k concurrently with other epidemiological parameters. We have developed an inference framework that uses particle Markov Chain Monte Carlo to estimate k and other epidemiological parameters using both incidence time series and the pathogen phylogeny. Using the framework to fit a modified compartmental transmission model that includes the parameter k to simulated data, we found that more accurate and less biased estimates of the reproductive number were obtained by combining epidemiological and phylogenetic analyses. However, k was most accurately estimated using pathogen phylogeny alone. Accurately estimating k was necessary for unbiased estimates of the reproductive number, but it did not affect the accuracy of reporting probability and epidemic start date estimates. We further demonstrated that inference was possible in the presence of phylogenetic uncertainty by sampling from the posterior distribution of phylogenies. Finally, we used the inference framework to estimate transmission parameters from epidemiological and genetic data collected during a poliovirus outbreak. Despite the large degree of phylogenetic uncertainty, we demonstrated that incorporating phylogenetic data in parameter inference improved the accuracy and precision of estimates. PMID:28981709

Effects of control inputs on the estimation of stability and control parameters of a light airplane

NASA Technical Reports Server (NTRS)

Cannaday, R. L.; Suit, W. T.

1977-01-01

The maximum likelihood parameter estimation technique was used to determine the values of stability and control derivatives from flight test data for a low-wing, single-engine, light airplane. Several input forms were used during the tests to investigate the consistency of parameter estimates as it relates to inputs. These consistencies were compared by using the ensemble variance and estimated Cramer-Rao lower bound. In addition, the relationship between inputs and parameter correlations was investigated. Results from the stabilator inputs are inconclusive but the sequence of rudder input followed by aileron input or aileron followed by rudder gave more consistent estimates than did rudder or ailerons individually. Also, square-wave inputs appeared to provide slightly improved consistency in the parameter estimates when compared to sine-wave inputs.

Comparing Parameter Estimation Techniques for an Electrical Power Transformer Oil Temperature Prediction Model

NASA Technical Reports Server (NTRS)

Morris, A. Terry

1999-01-01

This paper examines various sources of error in MIT's improved top oil temperature rise over ambient temperature model and estimation process. The sources of error are the current parameter estimation technique, quantization noise, and post-processing of the transformer data. Results from this paper will show that an output error parameter estimation technique should be selected to replace the current least squares estimation technique. The output error technique obtained accurate predictions of transformer behavior, revealed the best error covariance, obtained consistent parameter estimates, and provided for valid and sensible parameters. This paper will also show that the output error technique should be used to minimize errors attributed to post-processing (decimation) of the transformer data. Models used in this paper are validated using data from a large transformer in service.

Generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test.

PubMed

Munir, Mohammad

2018-06-01

Generalized sensitivity functions characterize the sensitivity of the parameter estimates with respect to the nominal parameters. We observe from the generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test that the measurements of insulin, 62 min after the administration of the glucose bolus into the experimental subject's body, possess no information about the parameter estimates. The glucose measurements possess the information about the parameter estimates up to three hours. These observations have been verified by the parameter estimation of the minimal model. The standard errors of the estimates and crude Monte Carlo process also confirm this observation. Copyright © 2018 Elsevier Inc. All rights reserved.

Estimating system parameters for solvent-water and plant cuticle-water using quantum chemically estimated Abraham solute parameters.

PubMed

Liang, Yuzhen; Torralba-Sanchez, Tifany L; Di Toro, Dominic M

2018-04-18

Polyparameter Linear Free Energy Relationships (pp-LFERs) using Abraham system parameters have many useful applications. However, developing the Abraham system parameters depends on the availability and quality of the Abraham solute parameters. Using Quantum Chemically estimated Abraham solute Parameters (QCAP) is shown to produce pp-LFERs that have lower root mean square errors (RMSEs) of predictions for solvent-water partition coefficients than parameters that are estimated using other presently available methods. pp-LFERs system parameters are estimated for solvent-water, plant cuticle-water systems, and for novel compounds using QCAP solute parameters and experimental partition coefficients. Refitting the system parameter improves the calculation accuracy and eliminates the bias. Refitted models for solvent-water partition coefficients using QCAP solute parameters give better results (RMSE = 0.278 to 0.506 log units for 24 systems) than those based on ABSOLV (0.326 to 0.618) and QSPR (0.294 to 0.700) solute parameters. For munition constituents and munition-like compounds not included in the calibration of the refitted model, QCAP solute parameters produce pp-LFER models with much lower RMSEs for solvent-water partition coefficients (RMSE = 0.734 and 0.664 for original and refitted model, respectively) than ABSOLV (4.46 and 5.98) and QSPR (2.838 and 2.723). Refitting plant cuticle-water pp-LFER including munition constituents using QCAP solute parameters also results in lower RMSE (RMSE = 0.386) than that using ABSOLV (0.778) and QSPR (0.512) solute parameters. Therefore, for fitting a model in situations for which experimental data exist and system parameters can be re-estimated, or for which system parameters do not exist and need to be developed, QCAP is the quantum chemical method of choice.

Uncertainties in the Item Parameter Estimates and Robust Automated Test Assembly

ERIC Educational Resources Information Center

Veldkamp, Bernard P.; Matteucci, Mariagiulia; de Jong, Martijn G.

2013-01-01

Item response theory parameters have to be estimated, and because of the estimation process, they do have uncertainty in them. In most large-scale testing programs, the parameters are stored in item banks, and automated test assembly algorithms are applied to assemble operational test forms. These algorithms treat item parameters as fixed values,…

Summary of the DREAM8 Parameter Estimation Challenge: Toward Parameter Identification for Whole-Cell Models.

PubMed

Karr, Jonathan R; Williams, Alex H; Zucker, Jeremy D; Raue, Andreas; Steiert, Bernhard; Timmer, Jens; Kreutz, Clemens; Wilkinson, Simon; Allgood, Brandon A; Bot, Brian M; Hoff, Bruce R; Kellen, Michael R; Covert, Markus W; Stolovitzky, Gustavo A; Meyer, Pablo

2015-05-01

Whole-cell models that explicitly represent all cellular components at the molecular level have the potential to predict phenotype from genotype. However, even for simple bacteria, whole-cell models will contain thousands of parameters, many of which are poorly characterized or unknown. New algorithms are needed to estimate these parameters and enable researchers to build increasingly comprehensive models. We organized the Dialogue for Reverse Engineering Assessments and Methods (DREAM) 8 Whole-Cell Parameter Estimation Challenge to develop new parameter estimation algorithms for whole-cell models. We asked participants to identify a subset of parameters of a whole-cell model given the model's structure and in silico "experimental" data. Here we describe the challenge, the best performing methods, and new insights into the identifiability of whole-cell models. We also describe several valuable lessons we learned toward improving future challenges. Going forward, we believe that collaborative efforts supported by inexpensive cloud computing have the potential to solve whole-cell model parameter estimation.

Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

NASA Astrophysics Data System (ADS)

Nakanishi, W.; Fuse, T.; Ishikawa, T.

2015-05-01

This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.

Tube-Load Model Parameter Estimation for Monitoring Arterial Hemodynamics

PubMed Central

Zhang, Guanqun; Hahn, Jin-Oh; Mukkamala, Ramakrishna

2011-01-01

A useful model of the arterial system is the uniform, lossless tube with parametric load. This tube-load model is able to account for wave propagation and reflection (unlike lumped-parameter models such as the Windkessel) while being defined by only a few parameters (unlike comprehensive distributed-parameter models). As a result, the parameters may be readily estimated by accurate fitting of the model to available arterial pressure and flow waveforms so as to permit improved monitoring of arterial hemodynamics. In this paper, we review tube-load model parameter estimation techniques that have appeared in the literature for monitoring wave reflection, large artery compliance, pulse transit time, and central aortic pressure. We begin by motivating the use of the tube-load model for parameter estimation. We then describe the tube-load model, its assumptions and validity, and approaches for estimating its parameters. We next summarize the various techniques and their experimental results while highlighting their advantages over conventional techniques. We conclude the review by suggesting future research directions and describing potential applications. PMID:22053157

Summary of the DREAM8 Parameter Estimation Challenge: Toward Parameter Identification for Whole-Cell Models

PubMed Central

Karr, Jonathan R.; Williams, Alex H.; Zucker, Jeremy D.; Raue, Andreas; Steiert, Bernhard; Timmer, Jens; Kreutz, Clemens; Wilkinson, Simon; Allgood, Brandon A.; Bot, Brian M.; Hoff, Bruce R.; Kellen, Michael R.; Covert, Markus W.; Stolovitzky, Gustavo A.; Meyer, Pablo

2015-01-01

Whole-cell models that explicitly represent all cellular components at the molecular level have the potential to predict phenotype from genotype. However, even for simple bacteria, whole-cell models will contain thousands of parameters, many of which are poorly characterized or unknown. New algorithms are needed to estimate these parameters and enable researchers to build increasingly comprehensive models. We organized the Dialogue for Reverse Engineering Assessments and Methods (DREAM) 8 Whole-Cell Parameter Estimation Challenge to develop new parameter estimation algorithms for whole-cell models. We asked participants to identify a subset of parameters of a whole-cell model given the model’s structure and in silico “experimental” data. Here we describe the challenge, the best performing methods, and new insights into the identifiability of whole-cell models. We also describe several valuable lessons we learned toward improving future challenges. Going forward, we believe that collaborative efforts supported by inexpensive cloud computing have the potential to solve whole-cell model parameter estimation. PMID:26020786

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L. (Inventor); Garg, Sanjay (Inventor)

2013-01-01

A methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

Standard Errors of Estimated Latent Variable Scores with Estimated Structural Parameters

ERIC Educational Resources Information Center

Hoshino, Takahiro; Shigemasu, Kazuo

2008-01-01

The authors propose a concise formula to evaluate the standard error of the estimated latent variable score when the true values of the structural parameters are not known and must be estimated. The formula can be applied to factor scores in factor analysis or ability parameters in item response theory, without bootstrap or Markov chain Monte…

Impacts of different types of measurements on estimating unsaturated flow parameters

NASA Astrophysics Data System (ADS)

Shi, Liangsheng; Song, Xuehang; Tong, Juxiu; Zhu, Yan; Zhang, Qiuru

2015-05-01

This paper assesses the value of different types of measurements for estimating soil hydraulic parameters. A numerical method based on ensemble Kalman filter (EnKF) is presented to solely or jointly assimilate point-scale soil water head data, point-scale soil water content data, surface soil water content data and groundwater level data. This study investigates the performance of EnKF under different types of data, the potential worth contained in these data, and the factors that may affect estimation accuracy. Results show that for all types of data, smaller measurements errors lead to faster convergence to the true values. Higher accuracy measurements are required to improve the parameter estimation if a large number of unknown parameters need to be identified simultaneously. The data worth implied by the surface soil water content data and groundwater level data is prone to corruption by a deviated initial guess. Surface soil moisture data are capable of identifying soil hydraulic parameters for the top layers, but exert less or no influence on deeper layers especially when estimating multiple parameters simultaneously. Groundwater level is one type of valuable information to infer the soil hydraulic parameters. However, based on the approach used in this study, the estimates from groundwater level data may suffer severe degradation if a large number of parameters must be identified. Combined use of two or more types of data is helpful to improve the parameter estimation.

Impacts of Different Types of Measurements on Estimating Unsaturatedflow Parameters

NASA Astrophysics Data System (ADS)

Shi, L.

2015-12-01

This study evaluates the value of different types of measurements for estimating soil hydraulic parameters. A numerical method based on ensemble Kalman filter (EnKF) is presented to solely or jointly assimilate point-scale soil water head data, point-scale soil water content data, surface soil water content data and groundwater level data. This study investigates the performance of EnKF under different types of data, the potential worth contained in these data, and the factors that may affect estimation accuracy. Results show that for all types of data, smaller measurements errors lead to faster convergence to the true values. Higher accuracy measurements are required to improve the parameter estimation if a large number of unknown parameters need to be identified simultaneously. The data worth implied by the surface soil water content data and groundwater level data is prone to corruption by a deviated initial guess. Surface soil moisture data are capable of identifying soil hydraulic parameters for the top layers, but exert less or no influence on deeper layers especially when estimating multiple parameters simultaneously. Groundwater level is one type of valuable information to infer the soil hydraulic parameters. However, based on the approach used in this study, the estimates from groundwater level data may suffer severe degradation if a large number of parameters must be identified. Combined use of two or more types of data is helpful to improve the parameter estimation.

Accuracy Estimation and Parameter Advising for Protein Multiple Sequence Alignment

PubMed Central

DeBlasio, Dan

2013-01-01

Abstract We develop a novel and general approach to estimating the accuracy of multiple sequence alignments without knowledge of a reference alignment, and use our approach to address a new task that we call parameter advising: the problem of choosing values for alignment scoring function parameters from a given set of choices to maximize the accuracy of a computed alignment. For protein alignments, we consider twelve independent features that contribute to a quality alignment. An accuracy estimator is learned that is a polynomial function of these features; its coefficients are determined by minimizing its error with respect to true accuracy using mathematical optimization. Compared to prior approaches for estimating accuracy, our new approach (a) introduces novel feature functions that measure nonlocal properties of an alignment yet are fast to evaluate, (b) considers more general classes of estimators beyond linear combinations of features, and (c) develops new regression formulations for learning an estimator from examples; in addition, for parameter advising, we (d) determine the optimal parameter set of a given cardinality, which specifies the best parameter values from which to choose. Our estimator, which we call Facet (for “feature-based accuracy estimator”), yields a parameter advisor that on the hardest benchmarks provides more than a 27% improvement in accuracy over the best default parameter choice, and for parameter advising significantly outperforms the best prior approaches to assessing alignment quality. PMID:23489379

Further comments on sensitivities, parameter estimation, and sampling design in one-dimensional analysis of solute transport in porous media

USGS Publications Warehouse

Knopman, Debra S.; Voss, Clifford I.

1988-01-01

Sensitivities of solute concentration to parameters associated with first-order chemical decay, boundary conditions, initial conditions, and multilayer transport are examined in one-dimensional analytical models of transient solute transport in porous media. A sensitivity is a change in solute concentration resulting from a change in a model parameter. Sensitivity analysis is important because minimum information required in regression on chemical data for the estimation of model parameters by regression is expressed in terms of sensitivities. Nonlinear regression models of solute transport were tested on sets of noiseless observations from known models that exceeded the minimum sensitivity information requirements. Results demonstrate that the regression models consistently converged to the correct parameters when the initial sets of parameter values substantially deviated from the correct parameters. On the basis of the sensitivity analysis, several statements may be made about design of sampling for parameter estimation for the models examined: (1) estimation of parameters associated with solute transport in the individual layers of a multilayer system is possible even when solute concentrations in the individual layers are mixed in an observation well; (2) when estimating parameters in a decaying upstream boundary condition, observations are best made late in the passage of the front near a time chosen by adding the inverse of an hypothesized value of the source decay parameter to the estimated mean travel time at a given downstream location; (3) estimation of a first-order chemical decay parameter requires observations to be made late in the passage of the front, preferably near a location corresponding to a travel time of √2 times the half-life of the solute; and (4) estimation of a parameter relating to spatial variability in an initial condition requires observations to be made early in time relative to passage of the solute front.

Parameter Estimation of Partial Differential Equation Models.

PubMed

Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

2013-01-01

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

Reconstructing the hidden states in time course data of stochastic models.

PubMed

Zimmer, Christoph

2015-11-01

Parameter estimation is central for analyzing models in Systems Biology. The relevance of stochastic modeling in the field is increasing. Therefore, the need for tailored parameter estimation techniques is increasing as well. Challenges for parameter estimation are partial observability, measurement noise, and the computational complexity arising from the dimension of the parameter space. This article extends the multiple shooting for stochastic systems' method, developed for inference in intrinsic stochastic systems. The treatment of extrinsic noise and the estimation of the unobserved states is improved, by taking into account the correlation between unobserved and observed species. This article demonstrates the power of the method on different scenarios of a Lotka-Volterra model, including cases in which the prey population dies out or explodes, and a Calcium oscillation system. Besides showing how the new extension improves the accuracy of the parameter estimates, this article analyzes the accuracy of the state estimates. In contrast to previous approaches, the new approach is well able to estimate states and parameters for all the scenarios. As it does not need stochastic simulations, it is of the same order of speed as conventional least squares parameter estimation methods with respect to computational time. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Estimation of correlation functions by stochastic approximation.

NASA Technical Reports Server (NTRS)

Habibi, A.; Wintz, P. A.

1972-01-01

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

A statistical methodology for estimating transport parameters: Theory and applications to one-dimensional advectivec-dispersive systems

USGS Publications Warehouse

Wagner, Brian J.; Gorelick, Steven M.

1986-01-01

A simulation nonlinear multiple-regression methodology for estimating parameters that characterize the transport of contaminants is developed and demonstrated. Finite difference contaminant transport simulation is combined with a nonlinear weighted least squares multiple-regression procedure. The technique provides optimal parameter estimates and gives statistics for assessing the reliability of these estimates under certain general assumptions about the distributions of the random measurement errors. Monte Carlo analysis is used to estimate parameter reliability for a hypothetical homogeneous soil column for which concentration data contain large random measurement errors. The value of data collected spatially versus data collected temporally was investigated for estimation of velocity, dispersion coefficient, effective porosity, first-order decay rate, and zero-order production. The use of spatial data gave estimates that were 2–3 times more reliable than estimates based on temporal data for all parameters except velocity. Comparison of estimated linear and nonlinear confidence intervals based upon Monte Carlo analysis showed that the linear approximation is poor for dispersion coefficient and zero-order production coefficient when data are collected over time. In addition, examples demonstrate transport parameter estimation for two real one-dimensional systems. First, the longitudinal dispersivity and effective porosity of an unsaturated soil are estimated using laboratory column data. We compare the reliability of estimates based upon data from individual laboratory experiments versus estimates based upon pooled data from several experiments. Second, the simulation nonlinear regression procedure is extended to include an additional governing equation that describes delayed storage during contaminant transport. The model is applied to analyze the trends, variability, and interrelationship of parameters in a mourtain stream in northern California.

The Inverse Problem for Confined Aquifer Flow: Identification and Estimation With Extensions

NASA Astrophysics Data System (ADS)

Loaiciga, Hugo A.; MariñO, Miguel A.

1987-01-01

The contributions of this work are twofold. First, a methodology for estimating the elements of parameter matrices in the governing equation of flow in a confined aquifer is developed. The estimation techniques for the distributed-parameter inverse problem pertain to linear least squares and generalized least squares methods. The linear relationship among the known heads and unknown parameters of the flow equation provides the background for developing criteria for determining the identifiability status of unknown parameters. Under conditions of exact or overidentification it is possible to develop statistically consistent parameter estimators and their asymptotic distributions. The estimation techniques, namely, two-stage least squares and three stage least squares, are applied to a specific groundwater inverse problem and compared between themselves and with an ordinary least squares estimator. The three-stage estimator provides the closer approximation to the actual parameter values, but it also shows relatively large standard errors as compared to the ordinary and two-stage estimators. The estimation techniques provide the parameter matrices required to simulate the unsteady groundwater flow equation. Second, a nonlinear maximum likelihood estimation approach to the inverse problem is presented. The statistical properties of maximum likelihood estimators are derived, and a procedure to construct confidence intervals and do hypothesis testing is given. The relative merits of the linear and maximum likelihood estimators are analyzed. Other topics relevant to the identification and estimation methodologies, i.e., a continuous-time solution to the flow equation, coping with noise-corrupted head measurements, and extension of the developed theory to nonlinear cases are also discussed. A simulation study is used to evaluate the methods developed in this study.

Estimation of teleported and gained parameters in a non-inertial frame

NASA Astrophysics Data System (ADS)

Metwally, N.

2017-04-01

Quantum Fisher information is introduced as a measure of estimating the teleported information between two users, one of which is uniformly accelerated. We show that the final teleported state depends on the initial parameters, in addition to the gained parameters during the teleportation process. The estimation degree of these parameters depends on the value of the acceleration, the used single mode approximation (within/beyond), the type of encoded information (classic/quantum) in the teleported state, and the entanglement of the initial communication channel. The estimation degree of the parameters can be maximized if the partners teleport classical information.

Sequential Feedback Scheme Outperforms the Parallel Scheme for Hamiltonian Parameter Estimation.

PubMed

Yuan, Haidong

2016-10-14

Measurement and estimation of parameters are essential for science and engineering, where the main quest is to find the highest achievable precision with the given resources and design schemes to attain it. Two schemes, the sequential feedback scheme and the parallel scheme, are usually studied in the quantum parameter estimation. While the sequential feedback scheme represents the most general scheme, it remains unknown whether it can outperform the parallel scheme for any quantum estimation tasks. In this Letter, we show that the sequential feedback scheme has a threefold improvement over the parallel scheme for Hamiltonian parameter estimations on two-dimensional systems, and an order of O(d+1) improvement for Hamiltonian parameter estimation on d-dimensional systems. We also show that, contrary to the conventional belief, it is possible to simultaneously achieve the highest precision for estimating all three components of a magnetic field, which sets a benchmark on the local precision limit for the estimation of a magnetic field.

Extended Kalman Filter for Estimation of Parameters in Nonlinear State-Space Models of Biochemical Networks

PubMed Central

Sun, Xiaodian; Jin, Li; Xiong, Momiao

2008-01-01

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks. PMID:19018286

Robust guaranteed-cost adaptive quantum phase estimation

NASA Astrophysics Data System (ADS)

Roy, Shibdas; Berry, Dominic W.; Petersen, Ian R.; Huntington, Elanor H.

2017-05-01

Quantum parameter estimation plays a key role in many fields like quantum computation, communication, and metrology. Optimal estimation allows one to achieve the most precise parameter estimates, but requires accurate knowledge of the model. Any inevitable uncertainty in the model parameters may heavily degrade the quality of the estimate. It is therefore desired to make the estimation process robust to such uncertainties. Robust estimation was previously studied for a varying phase, where the goal was to estimate the phase at some time in the past, using the measurement results from both before and after that time within a fixed time interval up to current time. Here, we consider a robust guaranteed-cost filter yielding robust estimates of a varying phase in real time, where the current phase is estimated using only past measurements. Our filter minimizes the largest (worst-case) variance in the allowable range of the uncertain model parameter(s) and this determines its guaranteed cost. It outperforms in the worst case the optimal Kalman filter designed for the model with no uncertainty, which corresponds to the center of the possible range of the uncertain parameter(s). Moreover, unlike the Kalman filter, our filter in the worst case always performs better than the best achievable variance for heterodyne measurements, which we consider as the tolerable threshold for our system. Furthermore, we consider effective quantum efficiency and effective noise power, and show that our filter provides the best results by these measures in the worst case.

The Sensitivity of Parameter Estimates to the Latent Ability Distribution. Research Report. ETS RR-11-40

ERIC Educational Resources Information Center

Xu, Xueli; Jia, Yue

2011-01-01

Estimation of item response model parameters and ability distribution parameters has been, and will remain, an important topic in the educational testing field. Much research has been dedicated to addressing this task. Some studies have focused on item parameter estimation when the latent ability was assumed to follow a normal distribution,…

A Normalized Direct Approach for Estimating the Parameters of the Normal Ogive Three-Parameter Model for Ability Tests.

ERIC Educational Resources Information Center

Gugel, John F.

A new method for estimating the parameters of the normal ogive three-parameter model for multiple-choice test items--the normalized direct (NDIR) procedure--is examined. The procedure is compared to a more commonly used estimation procedure, Lord's LOGIST, using computer simulations. The NDIR procedure uses the normalized (mid-percentile)…

HIV Model Parameter Estimates from Interruption Trial Data including Drug Efficacy and Reservoir Dynamics

PubMed Central

Luo, Rutao; Piovoso, Michael J.; Martinez-Picado, Javier; Zurakowski, Ryan

2012-01-01

Mathematical models based on ordinary differential equations (ODE) have had significant impact on understanding HIV disease dynamics and optimizing patient treatment. A model that characterizes the essential disease dynamics can be used for prediction only if the model parameters are identifiable from clinical data. Most previous parameter identification studies for HIV have used sparsely sampled data from the decay phase following the introduction of therapy. In this paper, model parameters are identified from frequently sampled viral-load data taken from ten patients enrolled in the previously published AutoVac HAART interruption study, providing between 69 and 114 viral load measurements from 3–5 phases of viral decay and rebound for each patient. This dataset is considerably larger than those used in previously published parameter estimation studies. Furthermore, the measurements come from two separate experimental conditions, which allows for the direct estimation of drug efficacy and reservoir contribution rates, two parameters that cannot be identified from decay-phase data alone. A Markov-Chain Monte-Carlo method is used to estimate the model parameter values, with initial estimates obtained using nonlinear least-squares methods. The posterior distributions of the parameter estimates are reported and compared for all patients. PMID:22815727

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Boyle, Richard D.

2014-01-01

Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

Aircraft parameter estimation

NASA Technical Reports Server (NTRS)

Iliff, Kenneth W.

1987-01-01

The aircraft parameter estimation problem is used to illustrate the utility of parameter estimation, which applies to many engineering and scientific fields. Maximum likelihood estimation has been used to extract stability and control derivatives from flight data for many years. This paper presents some of the basic concepts of aircraft parameter estimation and briefly surveys the literature in the field. The maximum likelihood estimator is discussed, and the basic concepts of minimization and estimation are examined for a simple simulated aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the simulated example are also developed for the analysis of flight data from the F-14, highly maneuverable aircraft technology (HiMAT), and space shuttle vehicles.

Recovery of Item Parameters in the Nominal Response Model: A Comparison of Marginal Maximum Likelihood Estimation and Markov Chain Monte Carlo Estimation.

ERIC Educational Resources Information Center

Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun

2002-01-01

Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)

A Particle Smoother with Sequential Importance Resampling for soil hydraulic parameter estimation: A lysimeter experiment

NASA Astrophysics Data System (ADS)

Montzka, Carsten; Hendricks Franssen, Harrie-Jan; Moradkhani, Hamid; Pütz, Thomas; Han, Xujun; Vereecken, Harry

2013-04-01

An adequate description of soil hydraulic properties is essential for a good performance of hydrological forecasts. So far, several studies showed that data assimilation could reduce the parameter uncertainty by considering soil moisture observations. However, these observations and also the model forcings were recorded with a specific measurement error. It seems a logical step to base state updating and parameter estimation on observations made at multiple time steps, in order to reduce the influence of outliers at single time steps given measurement errors and unknown model forcings. Such outliers could result in erroneous state estimation as well as inadequate parameters. This has been one of the reasons to use a smoothing technique as implemented for Bayesian data assimilation methods such as the Ensemble Kalman Filter (i.e. Ensemble Kalman Smoother). Recently, an ensemble-based smoother has been developed for state update with a SIR particle filter. However, this method has not been used for dual state-parameter estimation. In this contribution we present a Particle Smoother with sequentially smoothing of particle weights for state and parameter resampling within a time window as opposed to the single time step data assimilation used in filtering techniques. This can be seen as an intermediate variant between a parameter estimation technique using global optimization with estimation of single parameter sets valid for the whole period, and sequential Monte Carlo techniques with estimation of parameter sets evolving from one time step to another. The aims are i) to improve the forecast of evaporation and groundwater recharge by estimating hydraulic parameters, and ii) to reduce the impact of single erroneous model inputs/observations by a smoothing method. In order to validate the performance of the proposed method in a real world application, the experiment is conducted in a lysimeter environment.

Linear least squares approach for evaluating crack tip fracture parameters using isochromatic and isoclinic data from digital photoelasticity

NASA Astrophysics Data System (ADS)

Patil, Prataprao; Vyasarayani, C. P.; Ramji, M.

2017-06-01

In this work, digital photoelasticity technique is used to estimate the crack tip fracture parameters for different crack configurations. Conventionally, only isochromatic data surrounding the crack tip is used for SIF estimation, but with the advent of digital photoelasticity, pixel-wise availability of both isoclinic and isochromatic data could be exploited for SIF estimation in a novel way. A linear least square approach is proposed to estimate the mixed-mode crack tip fracture parameters by solving the multi-parameter stress field equation. The stress intensity factor (SIF) is extracted from those estimated fracture parameters. The isochromatic and isoclinic data around the crack tip is estimated using the ten-step phase shifting technique. To get the unwrapped data, the adaptive quality guided phase unwrapping algorithm (AQGPU) has been used. The mixed mode fracture parameters, especially SIF are estimated for specimen configurations like single edge notch (SEN), center crack and straight crack ahead of inclusion using the proposed algorithm. The experimental SIF values estimated using the proposed method are compared with analytical/finite element analysis (FEA) results, and are found to be in good agreement.

Subsonic flight test evaluation of a propulsion system parameter estimation process for the F100 engine

NASA Technical Reports Server (NTRS)

Orme, John S.; Gilyard, Glenn B.

1992-01-01

Integrated engine-airframe optimal control technology may significantly improve aircraft performance. This technology requires a reliable and accurate parameter estimator to predict unmeasured variables. To develop this technology base, NASA Dryden Flight Research Facility (Edwards, CA), McDonnell Aircraft Company (St. Louis, MO), and Pratt & Whitney (West Palm Beach, FL) have developed and flight-tested an adaptive performance seeking control system which optimizes the quasi-steady-state performance of the F-15 propulsion system. This paper presents flight and ground test evaluations of the propulsion system parameter estimation process used by the performance seeking control system. The estimator consists of a compact propulsion system model and an extended Kalman filter. The extended Laman filter estimates five engine component deviation parameters from measured inputs. The compact model uses measurements and Kalman-filter estimates as inputs to predict unmeasured propulsion parameters such as net propulsive force and fan stall margin. The ability to track trends and estimate absolute values of propulsion system parameters was demonstrated. For example, thrust stand results show a good correlation, especially in trends, between the performance seeking control estimated and measured thrust.

Parameter estimation of kinetic models from metabolic profiles: two-phase dynamic decoupling method.

PubMed

Jia, Gengjie; Stephanopoulos, Gregory N; Gunawan, Rudiyanto

2011-07-15

Time-series measurements of metabolite concentration have become increasingly more common, providing data for building kinetic models of metabolic networks using ordinary differential equations (ODEs). In practice, however, such time-course data are usually incomplete and noisy, and the estimation of kinetic parameters from these data is challenging. Practical limitations due to data and computational aspects, such as solving stiff ODEs and finding global optimal solution to the estimation problem, give motivations to develop a new estimation procedure that can circumvent some of these constraints. In this work, an incremental and iterative parameter estimation method is proposed that combines and iterates between two estimation phases. One phase involves a decoupling method, in which a subset of model parameters that are associated with measured metabolites, are estimated using the minimization of slope errors. Another phase follows, in which the ODE model is solved one equation at a time and the remaining model parameters are obtained by minimizing concentration errors. The performance of this two-phase method was tested on a generic branched metabolic pathway and the glycolytic pathway of Lactococcus lactis. The results showed that the method is efficient in getting accurate parameter estimates, even when some information is missing.

Quadratic semiparametric Von Mises calculus

PubMed Central

Robins, James; Li, Lingling; Tchetgen, Eric

2009-01-01

We discuss a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on U-statistics constructed from quadratic influence functions. The latter extend ordinary linear influence functions of the parameter of interest as defined in semiparametric theory, and represent second order derivatives of this parameter. For parameters for which the matching cannot be perfect the method leads to a bias-variance trade-off, and results in estimators that converge at a slower than n–1/2-rate. In a number of examples the resulting rate can be shown to be optimal. We are particularly interested in estimating parameters in models with a nuisance parameter of high dimension or low regularity, where the parameter of interest cannot be estimated at n–1/2-rate. PMID:23087487

Estimation of the ARNO model baseflow parameters using daily streamflow data

NASA Astrophysics Data System (ADS)

Abdulla, F. A.; Lettenmaier, D. P.; Liang, Xu

1999-09-01

An approach is described for estimation of baseflow parameters of the ARNO model, using historical baseflow recession sequences extracted from daily streamflow records. This approach allows four of the model parameters to be estimated without rainfall data, and effectively facilitates partitioning of the parameter estimation procedure so that parsimonious search procedures can be used to estimate the remaining storm response parameters separately. Three methods of optimization are evaluated for estimation of four baseflow parameters. These methods are the downhill Simplex (S), Simulated Annealing combined with the Simplex method (SA) and Shuffled Complex Evolution (SCE). These estimation procedures are explored in conjunction with four objective functions: (1) ordinary least squares; (2) ordinary least squares with Box-Cox transformation; (3) ordinary least squares on prewhitened residuals; (4) ordinary least squares applied to prewhitened with Box-Cox transformation of residuals. The effects of changing the seed random generator for both SA and SCE methods are also explored, as are the effects of the bounds of the parameters. Although all schemes converge to the same values of the objective function, SCE method was found to be less sensitive to these issues than both the SA and the Simplex schemes. Parameter uncertainty and interactions are investigated through estimation of the variance-covariance matrix and confidence intervals. As expected the parameters were found to be correlated and the covariance matrix was found to be not diagonal. Furthermore, the linearized confidence interval theory failed for about one-fourth of the catchments while the maximum likelihood theory did not fail for any of the catchments.

Information fusion methods based on physical laws.

PubMed

Rao, Nageswara S V; Reister, David B; Barhen, Jacob

2005-01-01

We consider systems whose parameters satisfy certain easily computable physical laws. Each parameter is directly measured by a number of sensors, or estimated using measurements, or both. The measurement process may introduce both systematic and random errors which may then propagate into the estimates. Furthermore, the actual parameter values are not known since every parameter is measured or estimated, which makes the existing sample-based fusion methods inapplicable. We propose a fusion method for combining the measurements and estimators based on the least violation of physical laws that relate the parameters. Under fairly general smoothness and nonsmoothness conditions on the physical laws, we show the asymptotic convergence of our method and also derive distribution-free performance bounds based on finite samples. For suitable choices of the fuser classes, we show that for each parameter the fused estimate is probabilistically at least as good as its best measurement as well as best estimate. We illustrate the effectiveness of this method for a practical problem of fusing well-log data in methane hydrate exploration.

Resimulation of noise: a precision estimator for least square error curve-fitting tested for axial strain time constant imaging

NASA Astrophysics Data System (ADS)

Nair, S. P.; Righetti, R.

2015-05-01

Recent elastography techniques focus on imaging information on properties of materials which can be modeled as viscoelastic or poroelastic. These techniques often require the fitting of temporal strain data, acquired from either a creep or stress-relaxation experiment to a mathematical model using least square error (LSE) parameter estimation. It is known that the strain versus time relationships for tissues undergoing creep compression have a non-linear relationship. In non-linear cases, devising a measure of estimate reliability can be challenging. In this article, we have developed and tested a method to provide non linear LSE parameter estimate reliability: which we called Resimulation of Noise (RoN). RoN provides a measure of reliability by estimating the spread of parameter estimates from a single experiment realization. We have tested RoN specifically for the case of axial strain time constant parameter estimation in poroelastic media. Our tests show that the RoN estimated precision has a linear relationship to the actual precision of the LSE estimator. We have also compared results from the RoN derived measure of reliability against a commonly used reliability measure: the correlation coefficient (CorrCoeff). Our results show that CorrCoeff is a poor measure of estimate reliability for non-linear LSE parameter estimation. While the RoN is specifically tested only for axial strain time constant imaging, a general algorithm is provided for use in all LSE parameter estimation.

Selecting Sensitive Parameter Subsets in Dynamical Models With Application to Biomechanical System Identification.

PubMed

Ramadan, Ahmed; Boss, Connor; Choi, Jongeun; Peter Reeves, N; Cholewicki, Jacek; Popovich, John M; Radcliffe, Clark J

2018-07-01

Estimating many parameters of biomechanical systems with limited data may achieve good fit but may also increase 95% confidence intervals in parameter estimates. This results in poor identifiability in the estimation problem. Therefore, we propose a novel method to select sensitive biomechanical model parameters that should be estimated, while fixing the remaining parameters to values obtained from preliminary estimation. Our method relies on identifying the parameters to which the measurement output is most sensitive. The proposed method is based on the Fisher information matrix (FIM). It was compared against the nonlinear least absolute shrinkage and selection operator (LASSO) method to guide modelers on the pros and cons of our FIM method. We present an application identifying a biomechanical parametric model of a head position-tracking task for ten human subjects. Using measured data, our method (1) reduced model complexity by only requiring five out of twelve parameters to be estimated, (2) significantly reduced parameter 95% confidence intervals by up to 89% of the original confidence interval, (3) maintained goodness of fit measured by variance accounted for (VAF) at 82%, (4) reduced computation time, where our FIM method was 164 times faster than the LASSO method, and (5) selected similar sensitive parameters to the LASSO method, where three out of five selected sensitive parameters were shared by FIM and LASSO methods.

On-line implementation of nonlinear parameter estimation for the Space Shuttle main engine

NASA Technical Reports Server (NTRS)

Buckland, Julia H.; Musgrave, Jeffrey L.; Walker, Bruce K.

1992-01-01

We investigate the performance of a nonlinear estimation scheme applied to the estimation of several parameters in a performance model of the Space Shuttle Main Engine. The nonlinear estimator is based upon the extended Kalman filter which has been augmented to provide estimates of several key performance variables. The estimated parameters are directly related to the efficiency of both the low pressure and high pressure fuel turbopumps. Decreases in the parameter estimates may be interpreted as degradations in turbine and/or pump efficiencies which can be useful measures for an online health monitoring algorithm. This paper extends previous work which has focused on off-line parameter estimation by investigating the filter's on-line potential from a computational standpoint. ln addition, we examine the robustness of the algorithm to unmodeled dynamics. The filter uses a reduced-order model of the engine that includes only fuel-side dynamics. The on-line results produced during this study are comparable to off-line results generated previously. The results show that the parameter estimates are sensitive to dynamics not included in the filter model. Off-line results using an extended Kalman filter with a full order engine model to address the robustness problems of the reduced-order model are also presented.

Efficient estimation of Pareto model: Some modified percentile estimators.

PubMed

Bhatti, Sajjad Haider; Hussain, Shahzad; Ahmad, Tanvir; Aslam, Muhammad; Aftab, Muhammad; Raza, Muhammad Ali

2018-01-01

The article proposes three modified percentile estimators for parameter estimation of the Pareto distribution. These modifications are based on median, geometric mean and expectation of empirical cumulative distribution function of first-order statistic. The proposed modified estimators are compared with traditional percentile estimators through a Monte Carlo simulation for different parameter combinations with varying sample sizes. Performance of different estimators is assessed in terms of total mean square error and total relative deviation. It is determined that modified percentile estimator based on expectation of empirical cumulative distribution function of first-order statistic provides efficient and precise parameter estimates compared to other estimators considered. The simulation results were further confirmed using two real life examples where maximum likelihood and moment estimators were also considered.

Quantifying Key Climate Parameter Uncertainties Using an Earth System Model with a Dynamic 3D Ocean

NASA Astrophysics Data System (ADS)

Olson, R.; Sriver, R. L.; Goes, M. P.; Urban, N.; Matthews, D.; Haran, M.; Keller, K.

2011-12-01

Climate projections hinge critically on uncertain climate model parameters such as climate sensitivity, vertical ocean diffusivity and anthropogenic sulfate aerosol forcings. Climate sensitivity is defined as the equilibrium global mean temperature response to a doubling of atmospheric CO2 concentrations. Vertical ocean diffusivity parameterizes sub-grid scale ocean vertical mixing processes. These parameters are typically estimated using Intermediate Complexity Earth System Models (EMICs) that lack a full 3D representation of the oceans, thereby neglecting the effects of mixing on ocean dynamics and meridional overturning. We improve on these studies by employing an EMIC with a dynamic 3D ocean model to estimate these parameters. We carry out historical climate simulations with the University of Victoria Earth System Climate Model (UVic ESCM) varying parameters that affect climate sensitivity, vertical ocean mixing, and effects of anthropogenic sulfate aerosols. We use a Bayesian approach whereby the likelihood of each parameter combination depends on how well the model simulates surface air temperature and upper ocean heat content. We use a Gaussian process emulator to interpolate the model output to an arbitrary parameter setting. We use Markov Chain Monte Carlo method to estimate the posterior probability distribution function (pdf) of these parameters. We explore the sensitivity of the results to prior assumptions about the parameters. In addition, we estimate the relative skill of different observations to constrain the parameters. We quantify the uncertainty in parameter estimates stemming from climate variability, model and observational errors. We explore the sensitivity of key decision-relevant climate projections to these parameters. We find that climate sensitivity and vertical ocean diffusivity estimates are consistent with previously published results. The climate sensitivity pdf is strongly affected by the prior assumptions, and by the scaling parameter for the aerosols. The estimation method is computationally fast and can be used with more complex models where climate sensitivity is diagnosed rather than prescribed. The parameter estimates can be used to create probabilistic climate projections using the UVic ESCM model in future studies.

Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models

ERIC Educational Resources Information Center

Raykov, Tenko

2005-01-01

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…

Parameter estimation in 3D affine and similarity transformation: implementation of variance component estimation

NASA Astrophysics Data System (ADS)

Amiri-Simkooei, A. R.

2018-01-01

Three-dimensional (3D) coordinate transformations, generally consisting of origin shifts, axes rotations, scale changes, and skew parameters, are widely used in many geomatics applications. Although in some geodetic applications simplified transformation models are used based on the assumption of small transformation parameters, in other fields of applications such parameters are indeed large. The algorithms of two recent papers on the weighted total least-squares (WTLS) problem are used for the 3D coordinate transformation. The methodology can be applied to the case when the transformation parameters are generally large of which no approximate values of the parameters are required. Direct linearization of the rotation and scale parameters is thus not required. The WTLS formulation is employed to take into consideration errors in both the start and target systems on the estimation of the transformation parameters. Two of the well-known 3D transformation methods, namely affine (12, 9, and 8 parameters) and similarity (7 and 6 parameters) transformations, can be handled using the WTLS theory subject to hard constraints. Because the method can be formulated by the standard least-squares theory with constraints, the covariance matrix of the transformation parameters can directly be provided. The above characteristics of the 3D coordinate transformation are implemented in the presence of different variance components, which are estimated using the least squares variance component estimation. In particular, the estimability of the variance components is investigated. The efficacy of the proposed formulation is verified on two real data sets.

Cosmological parameter estimation using Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Prasad, J.; Souradeep, T.

2014-03-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

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).

Quantitative body DW-MRI biomarkers uncertainty estimation using unscented wild-bootstrap.

PubMed

Freiman, M; Voss, S D; Mulkern, R V; Perez-Rossello, J M; Warfield, S K

2011-01-01

We present a new method for the uncertainty estimation of diffusion parameters for quantitative body DW-MRI assessment. Diffusion parameters uncertainty estimation from DW-MRI is necessary for clinical applications that use these parameters to assess pathology. However, uncertainty estimation using traditional techniques requires repeated acquisitions, which is undesirable in routine clinical use. Model-based bootstrap techniques, for example, assume an underlying linear model for residuals rescaling and cannot be utilized directly for body diffusion parameters uncertainty estimation due to the non-linearity of the body diffusion model. To offset this limitation, our method uses the Unscented transform to compute the residuals rescaling parameters from the non-linear body diffusion model, and then applies the wild-bootstrap method to infer the body diffusion parameters uncertainty. Validation through phantom and human subject experiments shows that our method identify the regions with higher uncertainty in body DWI-MRI model parameters correctly with realtive error of -36% in the uncertainty values.

Estimating parameter of influenza transmission using regularized least square

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

NASA Astrophysics Data System (ADS)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Parameter estimating state reconstruction

NASA Technical Reports Server (NTRS)

George, E. B.

1976-01-01

Parameter estimation is considered for systems whose entire state cannot be measured. Linear observers are designed to recover the unmeasured states to a sufficient accuracy to permit the estimation process. There are three distinct dynamics that must be accommodated in the system design: the dynamics of the plant, the dynamics of the observer, and the system updating of the parameter estimation. The latter two are designed to minimize interaction of the involved systems. These techniques are extended to weakly nonlinear systems. The application to a simulation of a space shuttle POGO system test is of particular interest. A nonlinear simulation of the system is developed, observers designed, and the parameters estimated.

Parameter Estimation in Atmospheric Data Sets

NASA Technical Reports Server (NTRS)

Wenig, Mark; Colarco, Peter

2004-01-01

In this study the structure tensor technique is used to estimate dynamical parameters in atmospheric data sets. The structure tensor is a common tool for estimating motion in image sequences. This technique can be extended to estimate other dynamical parameters such as diffusion constants or exponential decay rates. A general mathematical framework was developed for the direct estimation of the physical parameters that govern the underlying processes from image sequences. This estimation technique can be adapted to the specific physical problem under investigation, so it can be used in a variety of applications in trace gas, aerosol, and cloud remote sensing. As a test scenario this technique will be applied to modeled dust data. In this case vertically integrated dust concentrations were used to derive wind information. Those results can be compared to the wind vector fields which served as input to the model. Based on this analysis, a method to compute atmospheric data parameter fields will be presented. .

Estimation of delays and other parameters in nonlinear functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Lamm, P. K. D.

1983-01-01

A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

Improved battery parameter estimation method considering operating scenarios for HEV/EV applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Jufeng; Xia, Bing; Shang, Yunlong

This study presents an improved battery parameter estimation method based on typical operating scenarios in hybrid electric vehicles and pure electric vehicles. Compared with the conventional estimation methods, the proposed method takes both the constant-current charging and the dynamic driving scenarios into account, and two separate sets of model parameters are estimated through different parts of the pulse-rest test. The model parameters for the constant-charging scenario are estimated from the data in the pulse-charging periods, while the model parameters for the dynamic driving scenario are estimated from the data in the rest periods, and the length of the fitted datasetmore » is determined by the spectrum analysis of the load current. In addition, the unsaturated phenomenon caused by the long-term resistor-capacitor (RC) network is analyzed, and the initial voltage expressions of the RC networks in the fitting functions are improved to ensure a higher model fidelity. Simulation and experiment results validated the feasibility of the developed estimation method.« less

Improved battery parameter estimation method considering operating scenarios for HEV/EV applications

DOE PAGES

Yang, Jufeng; Xia, Bing; Shang, Yunlong; ...

2016-12-22

This study presents an improved battery parameter estimation method based on typical operating scenarios in hybrid electric vehicles and pure electric vehicles. Compared with the conventional estimation methods, the proposed method takes both the constant-current charging and the dynamic driving scenarios into account, and two separate sets of model parameters are estimated through different parts of the pulse-rest test. The model parameters for the constant-charging scenario are estimated from the data in the pulse-charging periods, while the model parameters for the dynamic driving scenario are estimated from the data in the rest periods, and the length of the fitted datasetmore » is determined by the spectrum analysis of the load current. In addition, the unsaturated phenomenon caused by the long-term resistor-capacitor (RC) network is analyzed, and the initial voltage expressions of the RC networks in the fitting functions are improved to ensure a higher model fidelity. Simulation and experiment results validated the feasibility of the developed estimation method.« less

Detecting changes in ultrasound backscattered statistics by using Nakagami parameters: Comparisons of moment-based and maximum likelihood estimators.

PubMed

Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang

2017-05-01

The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE 1 and MLE 2 , respectively), and Greenwood approximation (MLE gw ) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE 1 , the MLE 2 and MLE gw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE 2 and MLE gw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE 2 and MLE gw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization. Copyright © 2017 Elsevier B.V. All rights reserved.

Quantification of tumor perfusion using dynamic contrast-enhanced ultrasound: impact of mathematical modeling

NASA Astrophysics Data System (ADS)

Doury, Maxime; Dizeux, Alexandre; de Cesare, Alain; Lucidarme, Olivier; Pellot-Barakat, Claire; Bridal, S. Lori; Frouin, Frédérique

2017-02-01

Dynamic contrast-enhanced ultrasound has been proposed to monitor tumor therapy, as a complement to volume measurements. To assess the variability of perfusion parameters in ideal conditions, four consecutive test-retest studies were acquired in a mouse tumor model, using controlled injections. The impact of mathematical modeling on parameter variability was then investigated. Coefficients of variation (CV) of tissue blood volume (BV) and tissue blood flow (BF) based-parameters were estimated inside 32 sub-regions of the tumors, comparing the log-normal (LN) model with a one-compartment model fed by an arterial input function (AIF) and improved by the introduction of a time delay parameter. Relative perfusion parameters were also estimated by normalization of the LN parameters and normalization of the one-compartment parameters estimated with the AIF, using a reference tissue (RT) region. A direct estimation (rRTd) of relative parameters, based on the one-compartment model without using the AIF, was also obtained by using the kinetics inside the RT region. Results of test-retest studies show that absolute regional parameters have high CV, whatever the approach, with median values of about 30% for BV, and 40% for BF. The positive impact of normalization was established, showing a coherent estimation of relative parameters, with reduced CV (about 20% for BV and 30% for BF using the rRTd approach). These values were significantly lower (p  <  0.05) than the CV of absolute parameters. The rRTd approach provided the smallest CV and should be preferred for estimating relative perfusion parameters.

Noise normalization and windowing functions for VALIDAR in wind parameter estimation

NASA Astrophysics Data System (ADS)

Beyon, Jeffrey Y.; Koch, Grady J.; Li, Zhiwen

2006-05-01

The wind parameter estimates from a state-of-the-art 2-μm coherent lidar system located at NASA Langley, Virginia, named VALIDAR (validation lidar), were compared after normalizing the noise by its estimated power spectra via the periodogram and the linear predictive coding (LPC) scheme. The power spectra and the Doppler shift estimates were the main parameter estimates for comparison. Different types of windowing functions were implemented in VALIDAR data processing algorithm and their impact on the wind parameter estimates was observed. Time and frequency independent windowing functions such as Rectangular, Hanning, and Kaiser-Bessel and time and frequency dependent apodized windowing function were compared. The briefing of current nonlinear algorithm development for Doppler shift correction subsequently follows.

Estimation of Graded Response Model Parameters Using MULTILOG.

ERIC Educational Resources Information Center

Baker, Frank B.

1997-01-01

Describes an idiosyncracy of the MULTILOG (D. Thissen, 1991) parameter estimation process discovered during a simulation study involving the graded response model. A misordering reflected in boundary function location parameter estimates resulted in a large negative contribution to the true score followed by a large positive contribution. These…

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Estimation of sum-to-one constrained parameters with non-Gaussian extensions of ensemble-based Kalman filters: application to a 1D ocean biogeochemical model

NASA Astrophysics Data System (ADS)

Simon, E.; Bertino, L.; Samuelsen, A.

2011-12-01

Combined state-parameter estimation in ocean biogeochemical models with ensemble-based Kalman filters is a challenging task due to the non-linearity of the models, the constraints of positiveness that apply to the variables and parameters, and the non-Gaussian distribution of the variables in which they result. Furthermore, these models are sensitive to numerous parameters that are poorly known. Previous works [1] demonstrated that the Gaussian anamorphosis extensions of ensemble-based Kalman filters were relevant tools to perform combined state-parameter estimation in such non-Gaussian framework. In this study, we focus on the estimation of the grazing preferences parameters of zooplankton species. These parameters are introduced to model the diet of zooplankton species among phytoplankton species and detritus. They are positive values and their sum is equal to one. Because the sum-to-one constraint cannot be handled by ensemble-based Kalman filters, a reformulation of the parameterization is proposed. We investigate two types of changes of variables for the estimation of sum-to-one constrained parameters. The first one is based on Gelman [2] and leads to the estimation of normal distributed parameters. The second one is based on the representation of the unit sphere in spherical coordinates and leads to the estimation of parameters with bounded distributions (triangular or uniform). These formulations are illustrated and discussed in the framework of twin experiments realized in the 1D coupled model GOTM-NORWECOM with Gaussian anamorphosis extensions of the deterministic ensemble Kalman filter (DEnKF). [1] Simon E., Bertino L. : Gaussian anamorphosis extension of the DEnKF for combined state and parameter estimation : application to a 1D ocean ecosystem model. Journal of Marine Systems, 2011. doi :10.1016/j.jmarsys.2011.07.007 [2] Gelman A. : Method of Moments Using Monte Carlo Simulation. Journal of Computational and Graphical Statistics, 4, 1, 36-54, 1995.

Relative effects of survival and reproduction on the population dynamics of emperor geese

USGS Publications Warehouse

Schmutz, Joel A.; Rockwell, Robert F.; Petersen, Margaret R.

1997-01-01

Populations of emperor geese (Chen canagica) in Alaska declined sometime between the mid-1960s and the mid-1980s and have increased little since. To promote recovery of this species to former levels, managers need to know how much their perturbations of survival and/or reproduction would affect population growth rate (λ). We constructed an individual-based population model to evaluate the relative effect of altering mean values of various survival and reproductive parameters on λ and fall age structure (AS, defined as the proportion of juv), assuming additive rather than compensatory relations among parameters. Altering survival of adults had markedly greater relative effects on λ than did equally proportionate changes in either juvenile survival or reproductive parameters. We found the opposite pattern for relative effects on AS. Due to concerns about bias in the initial parameter estimates used in our model, we used 5 additional sets of parameter estimates with this model structure. We found that estimates of survival based on aerial survey data gathered each fall resulted in models that corresponded more closely to independent estimates of λ than did models that used mark-recapture estimates of survival. This disparity suggests that mark-recapture estimates of survival are biased low. To further explore how parameter estimates affected estimates of λ, we used values of survival and reproduction found in other goose species, and we examined the effect of an hypothesized correlation between an individual's clutch size and the subsequent survival of her young. The rank order of parameters in their relative effects on λ was consistent for all 6 parameter sets we examined. The observed variation in relative effects on λ among the 6 parameter sets is indicative of how relative effects on λ may vary among goose populations. With this knowledge of the relative effects of survival and reproductive parameters on λ, managers can make more informed decisions about which parameters to influence through management or to target for future study.

Reference tissue modeling with parameter coupling: application to a study of SERT binding in HIV

NASA Astrophysics Data System (ADS)

Endres, Christopher J.; Hammoud, Dima A.; Pomper, Martin G.

2011-04-01

When applicable, it is generally preferred to evaluate positron emission tomography (PET) studies using a reference tissue-based approach as that avoids the need for invasive arterial blood sampling. However, most reference tissue methods have been shown to have a bias that is dependent on the level of tracer binding, and the variability of parameter estimates may be substantially affected by noise level. In a study of serotonin transporter (SERT) binding in HIV dementia, it was determined that applying parameter coupling to the simplified reference tissue model (SRTM) reduced the variability of parameter estimates and yielded the strongest between-group significant differences in SERT binding. The use of parameter coupling makes the application of SRTM more consistent with conventional blood input models and reduces the total number of fitted parameters, thus should yield more robust parameter estimates. Here, we provide a detailed evaluation of the application of parameter constraint and parameter coupling to [11C]DASB PET studies. Five quantitative methods, including three methods that constrain the reference tissue clearance (kr2) to a common value across regions were applied to the clinical and simulated data to compare measurement of the tracer binding potential (BPND). Compared with standard SRTM, either coupling of kr2 across regions or constraining kr2 to a first-pass estimate improved the sensitivity of SRTM to measuring a significant difference in BPND between patients and controls. Parameter coupling was particularly effective in reducing the variance of parameter estimates, which was less than 50% of the variance obtained with standard SRTM. A linear approach was also improved when constraining kr2 to a first-pass estimate, although the SRTM-based methods yielded stronger significant differences when applied to the clinical study. This work shows that parameter coupling reduces the variance of parameter estimates and may better discriminate between-group differences in specific binding.

Table look-up estimation of signal and noise parameters from quantized observables

NASA Technical Reports Server (NTRS)

Vilnrotter, V. A.; Rodemich, E. R.

1986-01-01

A table look-up algorithm for estimating underlying signal and noise parameters from quantized observables is examined. A general mathematical model is developed, and a look-up table designed specifically for estimating parameters from four-bit quantized data is described. Estimator performance is evaluated both analytically and by means of numerical simulation, and an example is provided to illustrate the use of the look-up table for estimating signal-to-noise ratios commonly encountered in Voyager-type data.

Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model

ERIC Educational Resources Information Center

Lamsal, Sunil

2015-01-01

Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…

GGOS and the EOP - the key role of SLR for a stable estimation of highly accurate Earth orientation parameters

NASA Astrophysics Data System (ADS)

Bloßfeld, Mathis; Panzetta, Francesca; Müller, Horst; Gerstl, Michael

2016-04-01

The GGOS vision is to integrate geometric and gravimetric observation techniques to estimate consistent geodetic-geophysical parameters. In order to reach this goal, the common estimation of station coordinates, Stokes coefficients and Earth Orientation Parameters (EOP) is necessary. Satellite Laser Ranging (SLR) provides the ability to study correlations between the different parameter groups since the observed satellite orbit dynamics are sensitive to the above mentioned geodetic parameters. To decrease the correlations, SLR observations to multiple satellites have to be combined. In this paper, we compare the estimated EOP of (i) single satellite SLR solutions and (ii) multi-satellite SLR solutions. Therefore, we jointly estimate station coordinates, EOP, Stokes coefficients and orbit parameters using different satellite constellations. A special focus in this investigation is put on the de-correlation of different geodetic parameter groups due to the combination of SLR observations. Besides SLR observations to spherical satellites (commonly used), we discuss the impact of SLR observations to non-spherical satellites such as, e.g., the JASON-2 satellite. The goal of this study is to discuss the existing parameter interactions and to present a strategy how to obtain reliable estimates of station coordinates, EOP, orbit parameter and Stokes coefficients in one common adjustment. Thereby, the benefits of a multi-satellite SLR solution are evaluated.

Blood viscosity monitoring during cardiopulmonary bypass based on pressure-flow characteristics of a Newtonian fluid.

PubMed

Okahara, Shigeyuki; Zu Soh; Takahashi, Shinya; Sueda, Taijiro; Tsuji, Toshio

2016-08-01

We proposed a blood viscosity estimation method based on pressure-flow characteristics of oxygenators used during cardiopulmonary bypass (CPB) in a previous study that showed the estimated viscosity to correlate well with the measured viscosity. However, the determination of the parameters included in the method required the use of blood, thereby leading to high cost of calibration. Therefore, in this study we propose a new method to monitor blood viscosity, which approximates the pressure-flow characteristics of blood considered as a non-Newtonian fluid with characteristics of a Newtonian fluid by using the parameters derived from glycerin solution to enable ease of acquisition. Because parameters used in the estimation method are based on fluid types, bovine blood parameters were used to calculate estimated viscosity (ηe), and glycerin parameters were used to estimate deemed viscosity (ηdeem). Three samples of whole bovine blood with different hematocrit levels (21.8%, 31.0%, and 39.8%) were prepared and perfused into the oxygenator. As the temperature changed from 37 °C to 27 °C, the oxygenator mean inlet pressure and outlet pressure were recorded for flows of 2 L/min and 4 L/min, and the viscosity was estimated. The value of deemed viscosity calculated with the glycerin parameters was lower than estimated viscosity calculated with bovine blood parameters by 20-33% at 21.8% hematocrit, 12-27% at 31.0% hematocrit, and 10-15% at 39.8% hematocrit. Furthermore, deemed viscosity was lower than estimated viscosity by 10-30% at 2 L/min and 30-40% at 4 L/min. Nevertheless, estimated and deemed viscosities varied with a similar slope. Therefore, this shows that deemed viscosity achieved using glycerin parameters may be capable of successfully monitoring relative viscosity changes of blood in a perfusing oxygenator.

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles.

PubMed

Nam, Kanghyun

2015-11-11

This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle's cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.

An architecture for efficient gravitational wave parameter estimation with multimodal linear surrogate models

NASA Astrophysics Data System (ADS)

O'Shaughnessy, Richard; Blackman, Jonathan; Field, Scott E.

2017-07-01

The recent direct observation of gravitational waves has further emphasized the desire for fast, low-cost, and accurate methods to infer the parameters of gravitational wave sources. Due to expense in waveform generation and data handling, the cost of evaluating the likelihood function limits the computational performance of these calculations. Building on recently developed surrogate models and a novel parameter estimation pipeline, we show how to quickly generate the likelihood function as an analytic, closed-form expression. Using a straightforward variant of a production-scale parameter estimation code, we demonstrate our method using surrogate models of effective-one-body and numerical relativity waveforms. Our study is the first time these models have been used for parameter estimation and one of the first ever parameter estimation calculations with multi-modal numerical relativity waveforms, which include all \\ell ≤slant 4 modes. Our grid-free method enables rapid parameter estimation for any waveform with a suitable reduced-order model. The methods described in this paper may also find use in other data analysis studies, such as vetting coincident events or the computation of the coalescing-compact-binary detection statistic.

Overview and benchmark analysis of fuel cell parameters estimation for energy management purposes

NASA Astrophysics Data System (ADS)

Kandidayeni, M.; Macias, A.; Amamou, A. A.; Boulon, L.; Kelouwani, S.; Chaoui, H.

2018-03-01

Proton exchange membrane fuel cells (PEMFCs) have become the center of attention for energy conversion in many areas such as automotive industry, where they confront a high dynamic behavior resulting in their characteristics variation. In order to ensure appropriate modeling of PEMFCs, accurate parameters estimation is in demand. However, parameter estimation of PEMFC models is highly challenging due to their multivariate, nonlinear, and complex essence. This paper comprehensively reviews PEMFC models parameters estimation methods with a specific view to online identification algorithms, which are considered as the basis of global energy management strategy design, to estimate the linear and nonlinear parameters of a PEMFC model in real time. In this respect, different PEMFC models with different categories and purposes are discussed first. Subsequently, a thorough investigation of PEMFC parameter estimation methods in the literature is conducted in terms of applicability. Three potential algorithms for online applications, Recursive Least Square (RLS), Kalman filter, and extended Kalman filter (EKF), which has escaped the attention in previous works, have been then utilized to identify the parameters of two well-known semi-empirical models in the literature, Squadrito et al. and Amphlett et al. Ultimately, the achieved results and future challenges are discussed.

A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

1998-01-01

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…

Reliability analysis of structural ceramic components using a three-parameter Weibull distribution

NASA Technical Reports Server (NTRS)

Duffy, Stephen F.; Powers, Lynn M.; Starlinger, Alois

1992-01-01

Described here are nonlinear regression estimators for the three-Weibull distribution. Issues relating to the bias and invariance associated with these estimators are examined numerically using Monte Carlo simulation methods. The estimators were used to extract parameters from sintered silicon nitride failure data. A reliability analysis was performed on a turbopump blade utilizing the three-parameter Weibull distribution and the estimates from the sintered silicon nitride data.

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.

Determining wave direction using curvature parameters.

PubMed

de Queiroz, Eduardo Vitarelli; de Carvalho, João Luiz Baptista

2016-01-01

The curvature of the sea wave was tested as a parameter for estimating wave direction in the search for better results in estimates of wave direction in shallow waters, where waves of different sizes, frequencies and directions intersect and it is difficult to characterize. We used numerical simulations of the sea surface to determine wave direction calculated from the curvature of the waves. Using 1000 numerical simulations, the statistical variability of the wave direction was determined. The results showed good performance by the curvature parameter for estimating wave direction. Accuracy in the estimates was improved by including wave slope parameters in addition to curvature. The results indicate that the curvature is a promising technique to estimate wave directions.•In this study, the accuracy and precision of curvature parameters to measure wave direction are analyzed using a model simulation that generates 1000 wave records with directional resolution.•The model allows the simultaneous simulation of time-series wave properties such as sea surface elevation, slope and curvature and they were used to analyze the variability of estimated directions.•The simultaneous acquisition of slope and curvature parameters can contribute to estimates wave direction, thus increasing accuracy and precision of results.

Modeling motor vehicle crashes using Poisson-gamma models: examining the effects of low sample mean values and small sample size on the estimation of the fixed dispersion parameter.

PubMed

Lord, Dominique

2006-07-01

There has been considerable research conducted on the development of statistical models for predicting crashes on highway facilities. Despite numerous advancements made for improving the estimation tools of statistical models, the most common probabilistic structure used for modeling motor vehicle crashes remains the traditional Poisson and Poisson-gamma (or Negative Binomial) distribution; when crash data exhibit over-dispersion, the Poisson-gamma model is usually the model of choice most favored by transportation safety modelers. Crash data collected for safety studies often have the unusual attributes of being characterized by low sample mean values. Studies have shown that the goodness-of-fit of statistical models produced from such datasets can be significantly affected. This issue has been defined as the "low mean problem" (LMP). Despite recent developments on methods to circumvent the LMP and test the goodness-of-fit of models developed using such datasets, no work has so far examined how the LMP affects the fixed dispersion parameter of Poisson-gamma models used for modeling motor vehicle crashes. The dispersion parameter plays an important role in many types of safety studies and should, therefore, be reliably estimated. The primary objective of this research project was to verify whether the LMP affects the estimation of the dispersion parameter and, if it is, to determine the magnitude of the problem. The secondary objective consisted of determining the effects of an unreliably estimated dispersion parameter on common analyses performed in highway safety studies. To accomplish the objectives of the study, a series of Poisson-gamma distributions were simulated using different values describing the mean, the dispersion parameter, and the sample size. Three estimators commonly used by transportation safety modelers for estimating the dispersion parameter of Poisson-gamma models were evaluated: the method of moments, the weighted regression, and the maximum likelihood method. In an attempt to complement the outcome of the simulation study, Poisson-gamma models were fitted to crash data collected in Toronto, Ont. characterized by a low sample mean and small sample size. The study shows that a low sample mean combined with a small sample size can seriously affect the estimation of the dispersion parameter, no matter which estimator is used within the estimation process. The probability the dispersion parameter becomes unreliably estimated increases significantly as the sample mean and sample size decrease. Consequently, the results show that an unreliably estimated dispersion parameter can significantly undermine empirical Bayes (EB) estimates as well as the estimation of confidence intervals for the gamma mean and predicted response. The paper ends with recommendations about minimizing the likelihood of producing Poisson-gamma models with an unreliable dispersion parameter for modeling motor vehicle crashes.

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.

A Two-Stage Algorithm for Origin-Destination Matrices Estimation Considering Dynamic Dispersion Parameter for Route Choice

PubMed Central

Wang, Yong; Ma, Xiaolei; Liu, Yong; Gong, Ke; Henricakson, Kristian C.; Xu, Maozeng; Wang, Yinhai

2016-01-01

This paper proposes a two-stage algorithm to simultaneously estimate origin-destination (OD) matrix, link choice proportion, and dispersion parameter using partial traffic counts in a congested network. A non-linear optimization model is developed which incorporates a dynamic dispersion parameter, followed by a two-stage algorithm in which Generalized Least Squares (GLS) estimation and a Stochastic User Equilibrium (SUE) assignment model are iteratively applied until the convergence is reached. To evaluate the performance of the algorithm, the proposed approach is implemented in a hypothetical network using input data with high error, and tested under a range of variation coefficients. The root mean squared error (RMSE) of the estimated OD demand and link flows are used to evaluate the model estimation results. The results indicate that the estimated dispersion parameter theta is insensitive to the choice of variation coefficients. The proposed approach is shown to outperform two established OD estimation methods and produce parameter estimates that are close to the ground truth. In addition, the proposed approach is applied to an empirical network in Seattle, WA to validate the robustness and practicality of this methodology. In summary, this study proposes and evaluates an innovative computational approach to accurately estimate OD matrices using link-level traffic flow data, and provides useful insight for optimal parameter selection in modeling travelers’ route choice behavior. PMID:26761209

Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

NASA Astrophysics Data System (ADS)

Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

2016-08-01

Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

Improving the precision of dynamic forest parameter estimates using Landsat

Treesearch

Evan B. Brooks; John W. Coulston; Randolph H. Wynne; Valerie A. Thomas

2016-01-01

The use of satellite-derived classification maps to improve post-stratified forest parameter estimates is wellestablished.When reducing the variance of post-stratification estimates for forest change parameters such as forestgrowth, it is logical to use a change-related strata map. At the stand level, a time series of Landsat images is

Adaptive estimation of nonlinear parameters of a nonholonomic spherical robot using a modified fuzzy-based speed gradient algorithm

NASA Astrophysics Data System (ADS)

Roozegar, Mehdi; Mahjoob, Mohammad J.; Ayati, Moosa

2017-05-01

This paper deals with adaptive estimation of the unknown parameters and states of a pendulum-driven spherical robot (PDSR), which is a nonlinear in parameters (NLP) chaotic system with parametric uncertainties. Firstly, the mathematical model of the robot is deduced by applying the Newton-Euler methodology for a system of rigid bodies. Then, based on the speed gradient (SG) algorithm, the states and unknown parameters of the robot are estimated online for different step length gains and initial conditions. The estimated parameters are updated adaptively according to the error between estimated and true state values. Since the errors of the estimated states and parameters as well as the convergence rates depend significantly on the value of step length gain, this gain should be chosen optimally. Hence, a heuristic fuzzy logic controller is employed to adjust the gain adaptively. Simulation results indicate that the proposed approach is highly encouraging for identification of this NLP chaotic system even if the initial conditions change and the uncertainties increase; therefore, it is reliable to be implemented on a real robot.

K-ε Turbulence Model Parameter Estimates Using an Approximate Self-similar Jet-in-Crossflow Solution

DOE PAGES

DeChant, Lawrence; Ray, Jaideep; Lefantzi, Sophia; ...

2017-06-09

The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnelmore » data has yielded parameter estimates that are far more predictive than nominal parameter values. In this paper, we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. Finally, the close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.« less

Estimation of Community Land Model parameters for an improved assessment of net carbon fluxes at European sites

NASA Astrophysics Data System (ADS)

Post, Hanna; Vrugt, Jasper A.; Fox, Andrew; Vereecken, Harry; Hendricks Franssen, Harrie-Jan

2017-03-01

The Community Land Model (CLM) contains many parameters whose values are uncertain and thus require careful estimation for model application at individual sites. Here we used Bayesian inference with the DiffeRential Evolution Adaptive Metropolis (DREAM(zs)) algorithm to estimate eight CLM v.4.5 ecosystem parameters using 1 year records of half-hourly net ecosystem CO2 exchange (NEE) observations of four central European sites with different plant functional types (PFTs). The posterior CLM parameter distributions of each site were estimated per individual season and on a yearly basis. These estimates were then evaluated using NEE data from an independent evaluation period and data from "nearby" FLUXNET sites at 600 km distance to the original sites. Latent variables (multipliers) were used to treat explicitly uncertainty in the initial carbon-nitrogen pools. The posterior parameter estimates were superior to their default values in their ability to track and explain the measured NEE data of each site. The seasonal parameter values reduced with more than 50% (averaged over all sites) the bias in the simulated NEE values. The most consistent performance of CLM during the evaluation period was found for the posterior parameter values of the forest PFTs, and contrary to the C3-grass and C3-crop sites, the latent variables of the initial pools further enhanced the quality-of-fit. The carbon sink function of the forest PFTs significantly increased with the posterior parameter estimates. We thus conclude that land surface model predictions of carbon stocks and fluxes require careful consideration of uncertain ecological parameters and initial states.

How does the host population's network structure affect the estimation accuracy of epidemic parameters?

NASA Astrophysics Data System (ADS)

Yashima, Kenta; Ito, Kana; Nakamura, Kazuyuki

2013-03-01

When an Infectious disease where to prevail throughout the population, epidemic parameters such as the basic reproduction ratio, initial point of infection etc. are estimated from the time series data of infected population. However, it is unclear how does the structure of host population affects this estimation accuracy. In other words, what kind of city is difficult to estimate its epidemic parameters? To answer this question, epidemic data are simulated by constructing a commuting network with different network structure and running the infection process over this network. From the given time series data for each network structure, we would like to analyzed estimation accuracy of epidemic parameters.

Polarimetric image reconstruction algorithms

NASA Astrophysics Data System (ADS)

Valenzuela, John R.

In the field of imaging polarimetry Stokes parameters are sought and must be inferred from noisy and blurred intensity measurements. Using a penalized-likelihood estimation framework we investigate reconstruction quality when estimating intensity images and then transforming to Stokes parameters (traditional estimator), and when estimating Stokes parameters directly (Stokes estimator). We define our cost function for reconstruction by a weighted least squares data fit term and a regularization penalty. It is shown that under quadratic regularization, the traditional and Stokes estimators can be made equal by appropriate choice of regularization parameters. It is empirically shown that, when using edge preserving regularization, estimating the Stokes parameters directly leads to lower RMS error in reconstruction. Also, the addition of a cross channel regularization term further lowers the RMS error for both methods especially in the case of low SNR. The technique of phase diversity has been used in traditional incoherent imaging systems to jointly estimate an object and optical system aberrations. We extend the technique of phase diversity to polarimetric imaging systems. Specifically, we describe penalized-likelihood methods for jointly estimating Stokes images and optical system aberrations from measurements that contain phase diversity. Jointly estimating Stokes images and optical system aberrations involves a large parameter space. A closed-form expression for the estimate of the Stokes images in terms of the aberration parameters is derived and used in a formulation that reduces the dimensionality of the search space to the number of aberration parameters only. We compare the performance of the joint estimator under both quadratic and edge-preserving regularization. The joint estimator with edge-preserving regularization yields higher fidelity polarization estimates than with quadratic regularization. Under quadratic regularization, using the reduced-parameter search strategy, accurate aberration estimates can be obtained without recourse to regularization "tuning". Phase-diverse wavefront sensing is emerging as a viable candidate wavefront sensor for adaptive-optics systems. In a quadratically penalized weighted least squares estimation framework a closed form expression for the object being imaged in terms of the aberrations in the system is available. This expression offers a dramatic reduction of the dimensionality of the estimation problem and thus is of great interest for practical applications. We have derived an expression for an approximate joint covariance matrix for object and aberrations in the phase diversity context. Our expression for the approximate joint covariance is compared with the "known-object" Cramer-Rao lower bound that is typically used for system parameter optimization. Estimates of the optimal amount of defocus in a phase-diverse wavefront sensor derived from the joint-covariance matrix, the known-object Cramer-Rao bound, and Monte Carlo simulations are compared for an extended scene and a point object. It is found that our variance approximation, that incorporates the uncertainty of the object, leads to an improvement in predicting the optimal amount of defocus to use in a phase-diverse wavefront sensor.

Fuzzy multinomial logistic regression analysis: A multi-objective programming approach

NASA Astrophysics Data System (ADS)

Abdalla, Hesham A.; El-Sayed, Amany A.; Hamed, Ramadan

2017-05-01

Parameter estimation for multinomial logistic regression is usually based on maximizing the likelihood function. For large well-balanced datasets, Maximum Likelihood (ML) estimation is a satisfactory approach. Unfortunately, ML can fail completely or at least produce poor results in terms of estimated probabilities and confidence intervals of parameters, specially for small datasets. In this study, a new approach based on fuzzy concepts is proposed to estimate parameters of the multinomial logistic regression. The study assumes that the parameters of multinomial logistic regression are fuzzy. Based on the extension principle stated by Zadeh and Bárdossy's proposition, a multi-objective programming approach is suggested to estimate these fuzzy parameters. A simulation study is used to evaluate the performance of the new approach versus Maximum likelihood (ML) approach. Results show that the new proposed model outperforms ML in cases of small datasets.

Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kane, V.E.

1982-01-01

A class of goodness-of-fit estimators is found to provide a useful alternative in certain situations to the standard maximum likelihood method which has some undesirable estimation characteristics for estimation from the three-parameter lognormal distribution. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Filliben tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Robustness of the procedures are examined and example data sets analyzed.

An improved estimator for the hydration of fat-free mass from in vivo measurements subject to additive technical errors.

PubMed

Kinnamon, Daniel D; Lipsitz, Stuart R; Ludwig, David A; Lipshultz, Steven E; Miller, Tracie L

2010-04-01

The hydration of fat-free mass, or hydration fraction (HF), is often defined as a constant body composition parameter in a two-compartment model and then estimated from in vivo measurements. We showed that the widely used estimator for the HF parameter in this model, the mean of the ratios of measured total body water (TBW) to fat-free mass (FFM) in individual subjects, can be inaccurate in the presence of additive technical errors. We then proposed a new instrumental variables estimator that accurately estimates the HF parameter in the presence of such errors. In Monte Carlo simulations, the mean of the ratios of TBW to FFM was an inaccurate estimator of the HF parameter, and inferences based on it had actual type I error rates more than 13 times the nominal 0.05 level under certain conditions. The instrumental variables estimator was accurate and maintained an actual type I error rate close to the nominal level in all simulations. When estimating and performing inference on the HF parameter, the proposed instrumental variables estimator should yield accurate estimates and correct inferences in the presence of additive technical errors, but the mean of the ratios of TBW to FFM in individual subjects may not.

Assessing Interval Estimation Methods for Hill Model ...

EPA Pesticide Factsheets

The Hill model of concentration-response is ubiquitous in toxicology, perhaps because its parameters directly relate to biologically significant metrics of toxicity such as efficacy and potency. Point estimates of these parameters obtained through least squares regression or maximum likelihood are commonly used in high-throughput risk assessment, but such estimates typically fail to include reliable information concerning confidence in (or precision of) the estimates. To address this issue, we examined methods for assessing uncertainty in Hill model parameter estimates derived from concentration-response data. In particular, using a sample of ToxCast concentration-response data sets, we applied four methods for obtaining interval estimates that are based on asymptotic theory, bootstrapping (two varieties), and Bayesian parameter estimation, and then compared the results. These interval estimation methods generally did not agree, so we devised a simulation study to assess their relative performance. We generated simulated data by constructing four statistical error models capable of producing concentration-response data sets comparable to those observed in ToxCast. We then applied the four interval estimation methods to the simulated data and compared the actual coverage of the interval estimates to the nominal coverage (e.g., 95%) in order to quantify performance of each of the methods in a variety of cases (i.e., different values of the true Hill model paramet

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex

2014-06-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

Kalman filter data assimilation: Targeting observations and parameter estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bellsky, Thomas, E-mail: bellskyt@asu.edu; Kostelich, Eric J.; Mahalov, Alex

2014-06-15

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly locatedmore » observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.« less

Effect of Small Numbers of Test Results on Accuracy of Hoek-Brown Strength Parameter Estimations: A Statistical Simulation Study

NASA Astrophysics Data System (ADS)

Bozorgzadeh, Nezam; Yanagimura, Yoko; Harrison, John P.

2017-12-01

The Hoek-Brown empirical strength criterion for intact rock is widely used as the basis for estimating the strength of rock masses. Estimations of the intact rock H-B parameters, namely the empirical constant m and the uniaxial compressive strength σc, are commonly obtained by fitting the criterion to triaxial strength data sets of small sample size. This paper investigates how such small sample sizes affect the uncertainty associated with the H-B parameter estimations. We use Monte Carlo (MC) simulation to generate data sets of different sizes and different combinations of H-B parameters, and then investigate the uncertainty in H-B parameters estimated from these limited data sets. We show that the uncertainties depend not only on the level of variability but also on the particular combination of parameters being investigated. As particular combinations of H-B parameters can informally be considered to represent specific rock types, we discuss that as the minimum number of required samples depends on rock type it should correspond to some acceptable level of uncertainty in the estimations. Also, a comparison of the results from our analysis with actual rock strength data shows that the probability of obtaining reliable strength parameter estimations using small samples may be very low. We further discuss the impact of this on ongoing implementation of reliability-based design protocols and conclude with suggestions for improvements in this respect.

Inference of reactive transport model parameters using a Bayesian multivariate approach

NASA Astrophysics Data System (ADS)

Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

2014-08-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

Parameter estimation for a cohesive sediment transport model by assimilating satellite observations in the Hangzhou Bay: Temporal variations and spatial distributions

NASA Astrophysics Data System (ADS)

Wang, Daosheng; Zhang, Jicai; He, Xianqiang; Chu, Dongdong; Lv, Xianqing; Wang, Ya Ping; Yang, Yang; Fan, Daidu; Gao, Shu

2018-01-01

Model parameters in the suspended cohesive sediment transport models are critical for the accurate simulation of suspended sediment concentrations (SSCs). Difficulties in estimating the model parameters still prevent numerical modeling of the sediment transport from achieving a high level of predictability. Based on a three-dimensional cohesive sediment transport model and its adjoint model, the satellite remote sensing data of SSCs during both spring tide and neap tide, retrieved from Geostationary Ocean Color Imager (GOCI), are assimilated to synchronously estimate four spatially and temporally varying parameters in the Hangzhou Bay in China, including settling velocity, resuspension rate, inflow open boundary conditions and initial conditions. After data assimilation, the model performance is significantly improved. Through several sensitivity experiments, the spatial and temporal variation tendencies of the estimated model parameters are verified to be robust and not affected by model settings. The pattern for the variations of the estimated parameters is analyzed and summarized. The temporal variations and spatial distributions of the estimated settling velocity are negatively correlated with current speed, which can be explained using the combination of flocculation process and Stokes' law. The temporal variations and spatial distributions of the estimated resuspension rate are also negatively correlated with current speed, which are related to the grain size of the seabed sediments under different current velocities. Besides, the estimated inflow open boundary conditions reach the local maximum values near the low water slack conditions and the estimated initial conditions are negatively correlated with water depth, which is consistent with the general understanding. The relationships between the estimated parameters and the hydrodynamic fields can be suggestive for improving the parameterization in cohesive sediment transport models.

On-line estimation of error covariance parameters for atmospheric data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1995-01-01

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

Behavior of sensitivities in the one-dimensional advection-dispersion equation: Implications for parameter estimation and sampling design

USGS Publications Warehouse

Knopman, Debra S.; Voss, Clifford I.

1987-01-01

The spatial and temporal variability of sensitivities has a significant impact on parameter estimation and sampling design for studies of solute transport in porous media. Physical insight into the behavior of sensitivities is offered through an analysis of analytically derived sensitivities for the one-dimensional form of the advection-dispersion equation. When parameters are estimated in regression models of one-dimensional transport, the spatial and temporal variability in sensitivities influences variance and covariance of parameter estimates. Several principles account for the observed influence of sensitivities on parameter uncertainty. (1) Information about a physical parameter may be most accurately gained at points in space and time with a high sensitivity to the parameter. (2) As the distance of observation points from the upstream boundary increases, maximum sensitivity to velocity during passage of the solute front increases and the consequent estimate of velocity tends to have lower variance. (3) The frequency of sampling must be “in phase” with the S shape of the dispersion sensitivity curve to yield the most information on dispersion. (4) The sensitivity to the dispersion coefficient is usually at least an order of magnitude less than the sensitivity to velocity. (5) The assumed probability distribution of random error in observations of solute concentration determines the form of the sensitivities. (6) If variance in random error in observations is large, trends in sensitivities of observation points may be obscured by noise and thus have limited value in predicting variance in parameter estimates among designs. (7) Designs that minimize the variance of one parameter may not necessarily minimize the variance of other parameters. (8) The time and space interval over which an observation point is sensitive to a given parameter depends on the actual values of the parameters in the underlying physical system.

Fisher information of a single qubit interacts with a spin-qubit in the presence of a magnetic field

NASA Astrophysics Data System (ADS)

Metwally, N.

2018-06-01

In this contribution, quantum Fisher information is utilized to estimate the parameters of a central qubit interacting with a single-spin qubit. The effect of the longitudinal, transverse and the rotating strengths of the magnetic field on the estimation degree is discussed. It is shown that, in the resonance case, the number of peaks and consequently the size of the estimation regions increase as the rotating magnetic field strength increases. The precision estimation of the central qubit parameters depends on the initial state settings of the central and the spin-qubit, either encode classical or quantum information. It is displayed that, the upper bounds of the estimation degree are large if the two qubits encode classical information. In the non-resonance case, the estimation degree depends on which of the longitudinal/transverse strength is larger. The coupling constant between the central qubit and the spin-qubit has a different effect on the estimation degree of the weight and the phase parameters, where the possibility of estimating the weight parameter decreases as the coupling constant increases, while it increases for the phase parameter. For large number of spin-particles, namely, we have a spin-bath particles, the upper bounds of the Fisher information with respect to the weight parameter of the central qubit decreases as the number of the spin particle increases. As the interaction time increases, the upper bounds appear at different initial values of the weight parameter.

GEODYN system description, volume 1. [computer program for estimation of orbit and geodetic parameters

NASA Technical Reports Server (NTRS)

Chin, M. M.; Goad, C. C.; Martin, T. V.

1972-01-01

A computer program for the estimation of orbit and geodetic parameters is presented. The areas in which the program is operational are defined. The specific uses of the program are given as: (1) determination of definitive orbits, (2) tracking instrument calibration, (3) satellite operational predictions, and (4) geodetic parameter estimation. The relationship between the various elements in the solution of the orbit and geodetic parameter estimation problem is analyzed. The solution of the problems corresponds to the orbit generation mode in the first case and to the data reduction mode in the second case.

A simulation of water pollution model parameter estimation

NASA Technical Reports Server (NTRS)

Kibler, J. F.

1976-01-01

A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.

ESTIMATION OF CONSTANT AND TIME-VARYING DYNAMIC PARAMETERS OF HIV INFECTION IN A NONLINEAR DIFFERENTIAL EQUATION MODEL.

PubMed

Liang, Hua; Miao, Hongyu; Wu, Hulin

2010-03-01

Modeling viral dynamics in HIV/AIDS studies has resulted in deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral dynamics models based on nonlinear differential equations have been proposed and well developed over the past few decades. However, it is quite challenging to use experimental or clinical data to estimate the unknown parameters (both constant and time-varying parameters) in complex nonlinear differential equation models. Therefore, investigators usually fix some parameter values, from the literature or by experience, to obtain only parameter estimates of interest from clinical or experimental data. However, when such prior information is not available, it is desirable to determine all the parameter estimates from data. In this paper, we intend to combine the newly developed approaches, a multi-stage smoothing-based (MSSB) method and the spline-enhanced nonlinear least squares (SNLS) approach, to estimate all HIV viral dynamic parameters in a nonlinear differential equation model. In particular, to the best of our knowledge, this is the first attempt to propose a comparatively thorough procedure, accounting for both efficiency and accuracy, to rigorously estimate all key kinetic parameters in a nonlinear differential equation model of HIV dynamics from clinical data. These parameters include the proliferation rate and death rate of uninfected HIV-targeted cells, the average number of virions produced by an infected cell, and the infection rate which is related to the antiviral treatment effect and is time-varying. To validate the estimation methods, we verified the identifiability of the HIV viral dynamic model and performed simulation studies. We applied the proposed techniques to estimate the key HIV viral dynamic parameters for two individual AIDS patients treated with antiretroviral therapies. We demonstrate that HIV viral dynamics can be well characterized and quantified for individual patients. As a result, personalized treatment decision based on viral dynamic models is possible.

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles

PubMed Central

Nam, Kanghyun

2015-01-01

This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle’s cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data. PMID:26569246

MARSnet: Mission-aware Autonomous Radar Sensor Network for Future Combat Systems

DTIC Science & Technology

2007-05-03

34Parameter estimation for 3-parameter log-logistic distribution (LLD3) by Porne ", Parameter estimation for 3-parameter log-logistic distribu- tion...section V we physical security, air traffic control, traffic monitoring, andvidefaconu s cribedy. video surveillance, industrial automation etc. Each

Optimal Linking Design for Response Model Parameters

ERIC Educational Resources Information Center

Barrett, Michelle D.; van der Linden, Wim J.

2017-01-01

Linking functions adjust for differences between identifiability restrictions used in different instances of the estimation of item response model parameters. These adjustments are necessary when results from those instances are to be compared. As linking functions are derived from estimated item response model parameters, parameter estimation…

Task-oriented comparison of power spectral density estimation methods for quantifying acoustic attenuation in diagnostic ultrasound using a reference phantom method.

PubMed

Rosado-Mendez, Ivan M; Nam, Kibo; Hall, Timothy J; Zagzebski, James A

2013-07-01

Reported here is a phantom-based comparison of methods for determining the power spectral density (PSD) of ultrasound backscattered signals. Those power spectral density values are then used to estimate parameters describing α(f), the frequency dependence of the acoustic attenuation coefficient. Phantoms were scanned with a clinical system equipped with a research interface to obtain radiofrequency echo data. Attenuation, modeled as a power law α(f)= α0 f (β), was estimated using a reference phantom method. The power spectral density was estimated using the short-time Fourier transform (STFT), Welch's periodogram, and Thomson's multitaper technique, and performance was analyzed when limiting the size of the parameter-estimation region. Errors were quantified by the bias and standard deviation of the α0 and β estimates, and by the overall power-law fit error (FE). For parameter estimation regions larger than ~34 pulse lengths (~1 cm for this experiment), an overall power-law FE of 4% was achieved with all spectral estimation methods. With smaller parameter estimation regions as in parametric image formation, the bias and standard deviation of the α0 and β estimates depended on the size of the parameter estimation region. Here, the multitaper method reduced the standard deviation of the α0 and β estimates compared with those using the other techniques. The results provide guidance for choosing methods for estimating the power spectral density in quantitative ultrasound methods.

Evaluation of dynamically downscaled extreme temperature using a spatially-aggregated generalized extreme value (GEV) model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Jiali; Han, Yuefeng; Stein, Michael L.

2016-02-10

The Weather Research and Forecast (WRF) model downscaling skill in extreme maximum daily temperature is evaluated by using the generalized extreme value (GEV) distribution. While the GEV distribution has been used extensively in climatology and meteorology for estimating probabilities of extreme events, accurately estimating GEV parameters based on data from a single pixel can be difficult, even with fairly long data records. This work proposes a simple method assuming that the shape parameter, the most difficult of the three parameters to estimate, does not vary over a relatively large region. This approach is applied to evaluate 31-year WRF-downscaled extreme maximummore » temperature through comparison with North American Regional Reanalysis (NARR) data. Uncertainty in GEV parameter estimates and the statistical significance in the differences of estimates between WRF and NARR are accounted for by conducting bootstrap resampling. Despite certain biases over parts of the United States, overall, WRF shows good agreement with NARR in the spatial pattern and magnitudes of GEV parameter estimates. Both WRF and NARR show a significant increase in extreme maximum temperature over the southern Great Plains and southeastern United States in January and over the western United States in July. The GEV model shows clear benefits from the regionally constant shape parameter assumption, for example, leading to estimates of the location and scale parameters of the model that show coherent spatial patterns.« less

Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models

NASA Astrophysics Data System (ADS)

Xia, Wei; Dai, Xiao-Xia; Feng, Yuan

2015-12-01

When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).

Parameter Estimation for Geoscience Applications Using a Measure-Theoretic Approach

NASA Astrophysics Data System (ADS)

Dawson, C.; Butler, T.; Mattis, S. A.; Graham, L.; Westerink, J. J.; Vesselinov, V. V.; Estep, D.

2016-12-01

Effective modeling of complex physical systems arising in the geosciences is dependent on knowing parameters which are often difficult or impossible to measure in situ. In this talk we focus on two such problems, estimating parameters for groundwater flow and contaminant transport, and estimating parameters within a coastal ocean model. The approach we will describe, proposed by collaborators D. Estep, T. Butler and others, is based on a novel stochastic inversion technique based on measure theory. In this approach, given a probability space on certain observable quantities of interest, one searches for the sets of highest probability in parameter space which give rise to these observables. When viewed as mappings between sets, the stochastic inversion problem is well-posed in certain settings, but there are computational challenges related to the set construction. We will focus the talk on estimating scalar parameters and fields in a contaminant transport setting, and in estimating bottom friction in a complicated near-shore coastal application.

Chaos synchronization and Nelder-Mead search for parameter estimation in nonlinear pharmacological systems: Estimating tumor antigenicity in a model of immunotherapy.

PubMed

Pillai, Nikhil; Craig, Morgan; Dokoumetzidis, Aristeidis; Schwartz, Sorell L; Bies, Robert; Freedman, Immanuel

2018-06-19

In mathematical pharmacology, models are constructed to confer a robust method for optimizing treatment. The predictive capability of pharmacological models depends heavily on the ability to track the system and to accurately determine parameters with reference to the sensitivity in projected outcomes. To closely track chaotic systems, one may choose to apply chaos synchronization. An advantageous byproduct of this methodology is the ability to quantify model parameters. In this paper, we illustrate the use of chaos synchronization combined with Nelder-Mead search to estimate parameters of the well-known Kirschner-Panetta model of IL-2 immunotherapy from noisy data. Chaos synchronization with Nelder-Mead search is shown to provide more accurate and reliable estimates than Nelder-Mead search based on an extended least squares (ELS) objective function. Our results underline the strength of this approach to parameter estimation and provide a broader framework of parameter identification for nonlinear models in pharmacology. Copyright © 2018 Elsevier Ltd. All rights reserved.

The "covariation method" for estimating the parameters of the standard Dynamic Energy Budget model II: Properties and preliminary patterns

NASA Astrophysics Data System (ADS)

Lika, Konstadia; Kearney, Michael R.; Kooijman, Sebastiaan A. L. M.

2011-11-01

The covariation method for estimating the parameters of the standard Dynamic Energy Budget (DEB) model provides a single-step method of accessing all the core DEB parameters from commonly available empirical data. In this study, we assess the robustness of this parameter estimation procedure and analyse the role of pseudo-data using elasticity coefficients. In particular, we compare the performance of Maximum Likelihood (ML) vs. Weighted Least Squares (WLS) approaches and find that the two approaches tend to converge in performance as the number of uni-variate data sets increases, but that WLS is more robust when data sets comprise single points (zero-variate data). The efficiency of the approach is shown to be high, and the prior parameter estimates (pseudo-data) have very little influence if the real data contain information about the parameter values. For instance, the effects of the pseudo-value for the allocation fraction κ is reduced when there is information for both growth and reproduction, that for the energy conductance is reduced when information on age at birth and puberty is given, and the effects of the pseudo-value for the maturity maintenance rate coefficient are insignificant. The estimation of some parameters (e.g., the zoom factor and the shape coefficient) requires little information, while that of others (e.g., maturity maintenance rate, puberty threshold and reproduction efficiency) require data at several food levels. The generality of the standard DEB model, in combination with the estimation of all of its parameters, allows comparison of species on the basis of parameter values. We discuss a number of preliminary patterns emerging from the present collection of parameter estimates across a wide variety of taxa. We make the observation that the estimated value of the fraction κ of mobilised reserve that is allocated to soma is far away from the value that maximises reproduction. We recognise this as the reason why two very different parameter sets must exist that fit most data set reasonably well, and give arguments why, in most cases, the set with the large value of κ should be preferred. The continued development of a parameter database through the estimation procedures described here will provide a strong basis for understanding evolutionary patterns in metabolic organisation across the diversity of life.

Fast super-resolution estimation of DOA and DOD in bistatic MIMO Radar with off-grid targets

NASA Astrophysics Data System (ADS)

Zhang, Dong; Zhang, Yongshun; Zheng, Guimei; Feng, Cunqian; Tang, Jun

2018-05-01

In this paper, we focus on the problem of joint DOA and DOD estimation in Bistatic MIMO Radar using sparse reconstruction method. In traditional ways, we usually convert the 2D parameter estimation problem into 1D parameter estimation problem by Kronecker product which will enlarge the scale of the parameter estimation problem and bring more computational burden. Furthermore, it requires that the targets must fall on the predefined grids. In this paper, a 2D-off-grid model is built which can solve the grid mismatch problem of 2D parameters estimation. Then in order to solve the joint 2D sparse reconstruction problem directly and efficiently, three kinds of fast joint sparse matrix reconstruction methods are proposed which are Joint-2D-OMP algorithm, Joint-2D-SL0 algorithm and Joint-2D-SOONE algorithm. Simulation results demonstrate that our methods not only can improve the 2D parameter estimation accuracy but also reduce the computational complexity compared with the traditional Kronecker Compressed Sensing method.

Quantitative CT: technique dependence of volume estimation on pulmonary nodules

NASA Astrophysics Data System (ADS)

Chen, Baiyu; Barnhart, Huiman; Richard, Samuel; Colsher, James; Amurao, Maxwell; Samei, Ehsan

2012-03-01

Current estimation of lung nodule size typically relies on uni- or bi-dimensional techniques. While new three-dimensional volume estimation techniques using MDCT have improved size estimation of nodules with irregular shapes, the effect of acquisition and reconstruction parameters on accuracy (bias) and precision (variance) of the new techniques has not been fully investigated. To characterize the volume estimation performance dependence on these parameters, an anthropomorphic chest phantom containing synthetic nodules was scanned and reconstructed with protocols across various acquisition and reconstruction parameters. Nodule volumes were estimated by a clinical lung analysis software package, LungVCAR. Precision and accuracy of the volume assessment were calculated across the nodules and compared between protocols via a generalized estimating equation analysis. Results showed that the precision and accuracy of nodule volume quantifications were dependent on slice thickness, with different dependences for different nodule characteristics. Other parameters including kVp, pitch, and reconstruction kernel had lower impact. Determining these technique dependences enables better volume quantification via protocol optimization and highlights the importance of consistent imaging parameters in sequential examinations.

The Equivalence of Two Methods of Parameter Estimation for the Rasch Model.

ERIC Educational Resources Information Center

Blackwood, Larry G.; Bradley, Edwin L.

1989-01-01

Two methods of estimating parameters in the Rasch model are compared. The equivalence of likelihood estimations from the model of G. J. Mellenbergh and P. Vijn (1981) and from usual unconditional maximum likelihood (UML) estimation is demonstrated. Mellenbergh and Vijn's model is a convenient method of calculating UML estimates. (SLD)

System health monitoring using multiple-model adaptive estimation techniques

NASA Astrophysics Data System (ADS)

Sifford, Stanley Ryan

Monitoring system health for fault detection and diagnosis by tracking system parameters concurrently with state estimates is approached using a new multiple-model adaptive estimation (MMAE) method. This novel method is called GRid-based Adaptive Parameter Estimation (GRAPE). GRAPE expands existing MMAE methods by using new techniques to sample the parameter space. GRAPE expands on MMAE with the hypothesis that sample models can be applied and resampled without relying on a predefined set of models. GRAPE is initially implemented in a linear framework using Kalman filter models. A more generalized GRAPE formulation is presented using extended Kalman filter (EKF) models to represent nonlinear systems. GRAPE can handle both time invariant and time varying systems as it is designed to track parameter changes. Two techniques are presented to generate parameter samples for the parallel filter models. The first approach is called selected grid-based stratification (SGBS). SGBS divides the parameter space into equally spaced strata. The second approach uses Latin Hypercube Sampling (LHS) to determine the parameter locations and minimize the total number of required models. LHS is particularly useful when the parameter dimensions grow. Adding more parameters does not require the model count to increase for LHS. Each resample is independent of the prior sample set other than the location of the parameter estimate. SGBS and LHS can be used for both the initial sample and subsequent resamples. Furthermore, resamples are not required to use the same technique. Both techniques are demonstrated for both linear and nonlinear frameworks. The GRAPE framework further formalizes the parameter tracking process through a general approach for nonlinear systems. These additional methods allow GRAPE to either narrow the focus to converged values within a parameter range or expand the range in the appropriate direction to track the parameters outside the current parameter range boundary. Customizable rules define the specific resample behavior when the GRAPE parameter estimates converge. Convergence itself is determined from the derivatives of the parameter estimates using a simple moving average window to filter out noise. The system can be tuned to match the desired performance goals by making adjustments to parameters such as the sample size, convergence criteria, resample criteria, initial sampling method, resampling method, confidence in prior sample covariances, sample delay, and others.

Estimation of some transducer parameters in a broadband piezoelectric transmitter by using an artificial intelligence technique.

PubMed

Ruíz, A; Ramos, A; San Emeterio, J L

2004-04-01

An estimation procedure to efficiently find approximate values of internal parameters in ultrasonic transducers intended for broadband operation would be a valuable tool to discover internal construction data. This information is necessary in the modelling and simulation of acoustic and electrical behaviour related to ultrasonic systems containing commercial transducers. There is not a general solution for this generic problem of parameter estimation in the case of broadband piezoelectric probes. In this paper, this general problem is briefly analysed for broadband conditions. The viability of application in this field of an artificial intelligence technique supported on the modelling of the transducer internal components is studied. A genetic algorithm (GA) procedure is presented and applied to the estimation of different parameters, related to two transducers which are working as pulsed transmitters. The efficiency of this GA technique is studied, considering the influence of the number and variation range of the estimated parameters. Estimation results are experimentally ratified.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

An Indirect System Identification Technique for Stable Estimation of Continuous-Time Parameters of the Vestibulo-Ocular Reflex (VOR)

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Wallin, Ragnar; Boyle, Richard D.

2013-01-01

The vestibulo-ocular reflex (VOR) is a well-known dual mode bifurcating system that consists of slow and fast modes associated with nystagmus and saccade, respectively. Estimation of continuous-time parameters of nystagmus and saccade models are known to be sensitive to estimation methodology, noise and sampling rate. The stable and accurate estimation of these parameters are critical for accurate disease modelling, clinical diagnosis, robotic control strategies, mission planning for space exploration and pilot safety, etc. This paper presents a novel indirect system identification method for the estimation of continuous-time parameters of VOR employing standardised least-squares with dual sampling rates in a sparse structure. This approach permits the stable and simultaneous estimation of both nystagmus and saccade data. The efficacy of this approach is demonstrated via simulation of a continuous-time model of VOR with typical parameters found in clinical studies and in the presence of output additive noise.

Estimation of suspended-sediment rating curves and mean suspended-sediment loads

USGS Publications Warehouse

Crawford, Charles G.

1991-01-01

A simulation study was done to evaluate: (1) the accuracy and precision of parameter estimates for the bias-corrected, transformed-linear and non-linear models obtained by the method of least squares; (2) the accuracy of mean suspended-sediment loads calculated by the flow-duration, rating-curve method using model parameters obtained by the alternative methods. Parameter estimates obtained by least squares for the bias-corrected, transformed-linear model were considerably more precise than those obtained for the non-linear or weighted non-linear model. The accuracy of parameter estimates obtained for the biascorrected, transformed-linear and weighted non-linear model was similar and was much greater than the accuracy obtained by non-linear least squares. The improved parameter estimates obtained by the biascorrected, transformed-linear or weighted non-linear model yield estimates of mean suspended-sediment load calculated by the flow-duration, rating-curve method that are more accurate and precise than those obtained for the non-linear model.

Load forecasting via suboptimal seasonal autoregressive models and iteratively reweighted least squares estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mbamalu, G.A.N.; El-Hawary, M.E.

The authors propose suboptimal least squares or IRWLS procedures for estimating the parameters of a seasonal multiplicative AR model encountered during power system load forecasting. The proposed method involves using an interactive computer environment to estimate the parameters of a seasonal multiplicative AR process. The method comprises five major computational steps. The first determines the order of the seasonal multiplicative AR process, and the second uses the least squares or the IRWLS to estimate the optimal nonseasonal AR model parameters. In the third step one obtains the intermediate series by back forecast, which is followed by using the least squaresmore » or the IRWLS to estimate the optimal season AR parameters. The final step uses the estimated parameters to forecast future load. The method is applied to predict the Nova Scotia Power Corporation's 168 lead time hourly load. The results obtained are documented and compared with results based on the Box and Jenkins method.« less

Item Parameter Estimation for the MIRT Model: Bias and Precision of Confirmatory Factor Analysis-Based Models

ERIC Educational Resources Information Center

Finch, Holmes

2010-01-01

The accuracy of item parameter estimates in the multidimensional item response theory (MIRT) model context is one that has not been researched in great detail. This study examines the ability of two confirmatory factor analysis models specifically for dichotomous data to properly estimate item parameters using common formulae for converting factor…

Parameter Estimates in Differential Equation Models for Chemical Kinetics

ERIC Educational Resources Information Center

Winkel, Brian

2011-01-01

We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

Estimation of Time-Varying Pilot Model Parameters

NASA Technical Reports Server (NTRS)

Zaal, Peter M. T.; Sweet, Barbara T.

2011-01-01

Human control behavior is rarely completely stationary over time due to fatigue or loss of attention. In addition, there are many control tasks for which human operators need to adapt their control strategy to vehicle dynamics that vary in time. In previous studies on the identification of time-varying pilot control behavior wavelets were used to estimate the time-varying frequency response functions. However, the estimation of time-varying pilot model parameters was not considered. Estimating these parameters can be a valuable tool for the quantification of different aspects of human time-varying manual control. This paper presents two methods for the estimation of time-varying pilot model parameters, a two-step method using wavelets and a windowed maximum likelihood estimation method. The methods are evaluated using simulations of a closed-loop control task with time-varying pilot equalization and vehicle dynamics. Simulations are performed with and without remnant. Both methods give accurate results when no pilot remnant is present. The wavelet transform is very sensitive to measurement noise, resulting in inaccurate parameter estimates when considerable pilot remnant is present. Maximum likelihood estimation is less sensitive to pilot remnant, but cannot detect fast changes in pilot control behavior.

Aerodynamic parameters of High-Angle-of attack Research Vehicle (HARV) estimated from flight data

NASA Technical Reports Server (NTRS)

Klein, Vladislav; Ratvasky, Thomas R.; Cobleigh, Brent R.

1990-01-01

Aerodynamic parameters of the High-Angle-of-Attack Research Aircraft (HARV) were estimated from flight data at different values of the angle of attack between 10 degrees and 50 degrees. The main part of the data was obtained from small amplitude longitudinal and lateral maneuvers. A small number of large amplitude maneuvers was also used in the estimation. The measured data were first checked for their compatibility. It was found that the accuracy of air data was degraded by unexplained bias errors. Then, the data were analyzed by a stepwise regression method for obtaining a structure of aerodynamic model equations and least squares parameter estimates. Because of high data collinearity in several maneuvers, some of the longitudinal and all lateral maneuvers were reanalyzed by using two biased estimation techniques, the principal components regression and mixed estimation. The estimated parameters in the form of stability and control derivatives, and aerodynamic coefficients were plotted against the angle of attack and compared with the wind tunnel measurements. The influential parameters are, in general, estimated with acceptable accuracy and most of them are in agreement with wind tunnel results. The simulated responses of the aircraft showed good prediction capabilities of the resulting model.

The Rangeland Hydrology and Erosion Model: A Dynamic Approach for Predicting Soil Loss on Rangelands

NASA Astrophysics Data System (ADS)

Hernandez, Mariano; Nearing, Mark A.; Al-Hamdan, Osama Z.; Pierson, Frederick B.; Armendariz, Gerardo; Weltz, Mark A.; Spaeth, Kenneth E.; Williams, C. Jason; Nouwakpo, Sayjro K.; Goodrich, David C.; Unkrich, Carl L.; Nichols, Mary H.; Holifield Collins, Chandra D.

2017-11-01

In this study, we present the improved Rangeland Hydrology and Erosion Model (RHEM V2.3), a process-based erosion prediction tool specific for rangeland application. The article provides the mathematical formulation of the model and parameter estimation equations. Model performance is assessed against data collected from 23 runoff and sediment events in a shrub-dominated semiarid watershed in Arizona, USA. To evaluate the model, two sets of primary model parameters were determined using the RHEM V2.3 and RHEM V1.0 parameter estimation equations. Testing of the parameters indicated that RHEM V2.3 parameter estimation equations provided a 76% improvement over RHEM V1.0 parameter estimation equations. Second, the RHEM V2.3 model was calibrated to measurements from the watershed. The parameters estimated by the new equations were within the lowest and highest values of the calibrated parameter set. These results suggest that the new parameter estimation equations can be applied for this environment to predict sediment yield at the hillslope scale. Furthermore, we also applied the RHEM V2.3 to demonstrate the response of the model as a function of foliar cover and ground cover for 124 data points across Arizona and New Mexico. The dependence of average sediment yield on surface ground cover was moderately stronger than that on foliar cover. These results demonstrate that RHEM V2.3 predicts runoff volume, peak runoff, and sediment yield with sufficient accuracy for broad application to assess and manage rangeland systems.

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

Neurons, although tiny in size, are vastly complicated systems, which are responsible for the most basic yet essential functions of any nervous system. Even the most simple models of single neurons are usually high dimensional, nonlinear, and contain many parameters and states which are unobservable in a typical neurophysiological experiment. One of the most fundamental problems in experimental neurophysiology is the estimation of these parameters and states, since knowing their values is essential in identification, model construction, and forward prediction of biological neurons. Common methods of parameter and state estimation do not perform well for neural models due to their high dimensionality and nonlinearity. In this dissertation, two alternative approaches for parameters and state estimation of biological neurons have been demonstrated: dynamical parameter estimation (DPE) and a Markov Chain Monte Carlo (MCMC) method. The first method uses elements of chaos control and synchronization theory for parameter and state estimation. MCMC is a statistical approach which uses a path integral formulation to evaluate a mean and an error bound for these unobserved parameters and states. These methods have been applied to biological system of neurons in Bed Nucleus of Stria Termialis neurons (BNST) of rats. State and parameters of neurons in both systems were estimated, and their value were used for recreating a realistic model and predicting the behavior of the neurons successfully. The knowledge of biological parameters can ultimately provide a better understanding of the internal dynamics of a neuron in order to build robust models of neuron networks.

The Impact of Three Factors on the Recovery of Item Parameters for the Three-Parameter Logistic Model

ERIC Educational Resources Information Center

Kim, Kyung Yong; Lee, Won-Chan

2017-01-01

This article provides a detailed description of three factors (specification of the ability distribution, numerical integration, and frame of reference for the item parameter estimates) that might affect the item parameter estimation of the three-parameter logistic model, and compares five item calibration methods, which are combinations of the…

A new method for parameter estimation in nonlinear dynamical equations

NASA Astrophysics Data System (ADS)

Wang, Liu; He, Wen-Ping; Liao, Le-Jian; Wan, Shi-Quan; He, Tao

2015-01-01

Parameter estimation is an important scientific problem in various fields such as chaos control, chaos synchronization and other mathematical models. In this paper, a new method for parameter estimation in nonlinear dynamical equations is proposed based on evolutionary modelling (EM). This will be achieved by utilizing the following characteristics of EM which includes self-organizing, adaptive and self-learning features which are inspired by biological natural selection, and mutation and genetic inheritance. The performance of the new method is demonstrated by using various numerical tests on the classic chaos model—Lorenz equation (Lorenz 1963). The results indicate that the new method can be used for fast and effective parameter estimation irrespective of whether partial parameters or all parameters are unknown in the Lorenz equation. Moreover, the new method has a good convergence rate. Noises are inevitable in observational data. The influence of observational noises on the performance of the presented method has been investigated. The results indicate that the strong noises, such as signal noise ratio (SNR) of 10 dB, have a larger influence on parameter estimation than the relatively weak noises. However, it is found that the precision of the parameter estimation remains acceptable for the relatively weak noises, e.g. SNR is 20 or 30 dB. It indicates that the presented method also has some anti-noise performance.

Bias in error estimation when using cross-validation for model selection.

PubMed

Varma, Sudhir; Simon, Richard

2006-02-23

Cross-validation (CV) is an effective method for estimating the prediction error of a classifier. Some recent articles have proposed methods for optimizing classifiers by choosing classifier parameter values that minimize the CV error estimate. We have evaluated the validity of using the CV error estimate of the optimized classifier as an estimate of the true error expected on independent data. We used CV to optimize the classification parameters for two kinds of classifiers; Shrunken Centroids and Support Vector Machines (SVM). Random training datasets were created, with no difference in the distribution of the features between the two classes. Using these "null" datasets, we selected classifier parameter values that minimized the CV error estimate. 10-fold CV was used for Shrunken Centroids while Leave-One-Out-CV (LOOCV) was used for the SVM. Independent test data was created to estimate the true error. With "null" and "non null" (with differential expression between the classes) data, we also tested a nested CV procedure, where an inner CV loop is used to perform the tuning of the parameters while an outer CV is used to compute an estimate of the error. The CV error estimate for the classifier with the optimal parameters was found to be a substantially biased estimate of the true error that the classifier would incur on independent data. Even though there is no real difference between the two classes for the "null" datasets, the CV error estimate for the Shrunken Centroid with the optimal parameters was less than 30% on 18.5% of simulated training data-sets. For SVM with optimal parameters the estimated error rate was less than 30% on 38% of "null" data-sets. Performance of the optimized classifiers on the independent test set was no better than chance. The nested CV procedure reduces the bias considerably and gives an estimate of the error that is very close to that obtained on the independent testing set for both Shrunken Centroids and SVM classifiers for "null" and "non-null" data distributions. We show that using CV to compute an error estimate for a classifier that has itself been tuned using CV gives a significantly biased estimate of the true error. Proper use of CV for estimating true error of a classifier developed using a well defined algorithm requires that all steps of the algorithm, including classifier parameter tuning, be repeated in each CV loop. A nested CV procedure provides an almost unbiased estimate of the true error.

Error vector magnitude based parameter estimation for digital filter back-propagation mitigating SOA distortions in 16-QAM.

PubMed

Amiralizadeh, Siamak; Nguyen, An T; Rusch, Leslie A

2013-08-26

We investigate the performance of digital filter back-propagation (DFBP) using coarse parameter estimation for mitigating SOA nonlinearity in coherent communication systems. We introduce a simple, low overhead method for parameter estimation for DFBP based on error vector magnitude (EVM) as a figure of merit. The bit error rate (BER) penalty achieved with this method has negligible penalty as compared to DFBP with fine parameter estimation. We examine different bias currents for two commercial SOAs used as booster amplifiers in our experiments to find optimum operating points and experimentally validate our method. The coarse parameter DFBP efficiently compensates SOA-induced nonlinearity for both SOA types in 80 km propagation of 16-QAM signal at 22 Gbaud.

A covariance correction that accounts for correlation estimation to improve finite-sample inference with generalized estimating equations: A study on its applicability with structured correlation matrices

PubMed Central

Westgate, Philip M.

2016-01-01

When generalized estimating equations (GEE) incorporate an unstructured working correlation matrix, the variances of regression parameter estimates can inflate due to the estimation of the correlation parameters. In previous work, an approximation for this inflation that results in a corrected version of the sandwich formula for the covariance matrix of regression parameter estimates was derived. Use of this correction for correlation structure selection also reduces the over-selection of the unstructured working correlation matrix. In this manuscript, we conduct a simulation study to demonstrate that an increase in variances of regression parameter estimates can occur when GEE incorporates structured working correlation matrices as well. Correspondingly, we show the ability of the corrected version of the sandwich formula to improve the validity of inference and correlation structure selection. We also study the relative influences of two popular corrections to a different source of bias in the empirical sandwich covariance estimator. PMID:27818539

A covariance correction that accounts for correlation estimation to improve finite-sample inference with generalized estimating equations: A study on its applicability with structured correlation matrices.

PubMed

Westgate, Philip M

2016-01-01

When generalized estimating equations (GEE) incorporate an unstructured working correlation matrix, the variances of regression parameter estimates can inflate due to the estimation of the correlation parameters. In previous work, an approximation for this inflation that results in a corrected version of the sandwich formula for the covariance matrix of regression parameter estimates was derived. Use of this correction for correlation structure selection also reduces the over-selection of the unstructured working correlation matrix. In this manuscript, we conduct a simulation study to demonstrate that an increase in variances of regression parameter estimates can occur when GEE incorporates structured working correlation matrices as well. Correspondingly, we show the ability of the corrected version of the sandwich formula to improve the validity of inference and correlation structure selection. We also study the relative influences of two popular corrections to a different source of bias in the empirical sandwich covariance estimator.

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

Maine, R. E.; Iliff, K. W.

1985-01-01

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

Estimation and confidence intervals for empirical mixing distributions

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.

1995-01-01

Questions regarding collections of parameter estimates can frequently be expressed in terms of an empirical mixing distribution (EMD). This report discusses empirical Bayes estimation of an EMD, with emphasis on the construction of interval estimates. Estimation of the EMD is accomplished by substitution of estimates of prior parameters in the posterior mean of the EMD. This procedure is examined in a parametric model (the normal-normal mixture) and in a semi-parametric model. In both cases, the empirical Bayes bootstrap of Laird and Louis (1987, Journal of the American Statistical Association 82, 739-757) is used to assess the variability of the estimated EMD arising from the estimation of prior parameters. The proposed methods are applied to a meta-analysis of population trend estimates for groups of birds.

Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors.

PubMed

Wu, Jibo

2016-01-01

In this article, a generalized difference-based ridge estimator is proposed for the vector parameter in a partial linear model when the errors are dependent. It is supposed that some additional linear constraints may hold to the whole parameter space. Its mean-squared error matrix is compared with the generalized restricted difference-based estimator. Finally, the performance of the new estimator is explained by a simulation study and a numerical example.

orbit-estimation: Fast orbital parameters estimator

NASA Astrophysics Data System (ADS)

Mackereth, J. Ted; Bovy, Jo

2018-04-01

orbit-estimation tests and evaluates the Stäckel approximation method for estimating orbit parameters in galactic potentials. It relies on the approximation of the Galactic potential as a Stäckel potential, in a prolate confocal coordinate system, under which the vertical and horizontal motions decouple. By solving the Hamilton Jacobi equations at the turning points of the horizontal and vertical motions, it is possible to determine the spatial boundary of the orbit, and hence calculate the desired orbit parameters.

Linear and Nonlinear Time-Frequency Analysis for Parameter Estimation of Resident Space Objects

DTIC Science & Technology

2017-02-22

AFRL-AFOSR-UK-TR-2017-0023 Linear and Nonlinear Time -Frequency Analysis for Parameter Estimation of Resident Space Objects Marco Martorella...estimated to average 1 hour per response, including the time for reviewing instructions, searching existing   data sources, gathering and maintaining the...Nonlinear Time -Frequency Analysis for Parameter Estimation of Resident Space Objects 5a.  CONTRACT NUMBER 5b.  GRANT NUMBER FA9550-14-1-0183 5c.  PROGRAM

Estimating soil hydraulic parameters from transient flow experiments in a centrifuge using parameter optimization technique

USGS Publications Warehouse

Šimůnek, Jirka; Nimmo, John R.

2005-01-01

A modified version of the Hydrus software package that can directly or inversely simulate water flow in a transient centrifugal field is presented. The inverse solver for parameter estimation of the soil hydraulic parameters is then applied to multirotation transient flow experiments in a centrifuge. Using time‐variable water contents measured at a sequence of several rotation speeds, soil hydraulic properties were successfully estimated by numerical inversion of transient experiments. The inverse method was then evaluated by comparing estimated soil hydraulic properties with those determined independently using an equilibrium analysis. The optimized soil hydraulic properties compared well with those determined using equilibrium analysis and steady state experiment. Multirotation experiments in a centrifuge not only offer significant time savings by accelerating time but also provide significantly more information for the parameter estimation procedure compared to multistep outflow experiments in a gravitational field.

Profile-likelihood Confidence Intervals in Item Response Theory Models.

PubMed

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2015-01-01

A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.

A biphasic parameter estimation method for quantitative analysis of dynamic renal scintigraphic data

NASA Astrophysics Data System (ADS)

Koh, T. S.; Zhang, Jeff L.; Ong, C. K.; Shuter, B.

2006-06-01

Dynamic renal scintigraphy is an established method in nuclear medicine, commonly used for the assessment of renal function. In this paper, a biphasic model fitting method is proposed for simultaneous estimation of both vascular and parenchymal parameters from renal scintigraphic data. These parameters include the renal plasma flow, vascular and parenchymal mean transit times, and the glomerular extraction rate. Monte Carlo simulation was used to evaluate the stability and confidence of the parameter estimates obtained by the proposed biphasic method, before applying the method on actual patient study cases to compare with the conventional fitting approach and other established renal indices. The various parameter estimates obtained using the proposed method were found to be consistent with the respective pathologies of the study cases. The renal plasma flow and extraction rate estimated by the proposed method were in good agreement with those previously obtained using dynamic computed tomography and magnetic resonance imaging.

Online Estimation of Model Parameters of Lithium-Ion Battery Using the Cubature Kalman Filter

NASA Astrophysics Data System (ADS)

Tian, Yong; Yan, Rusheng; Tian, Jindong; Zhou, Shijie; Hu, Chao

2017-11-01

Online estimation of state variables, including state-of-charge (SOC), state-of-energy (SOE) and state-of-health (SOH) is greatly crucial for the operation safety of lithium-ion battery. In order to improve estimation accuracy of these state variables, a precise battery model needs to be established. As the lithium-ion battery is a nonlinear time-varying system, the model parameters significantly vary with many factors, such as ambient temperature, discharge rate and depth of discharge, etc. This paper presents an online estimation method of model parameters for lithium-ion battery based on the cubature Kalman filter. The commonly used first-order resistor-capacitor equivalent circuit model is selected as the battery model, based on which the model parameters are estimated online. Experimental results show that the presented method can accurately track the parameters variation at different scenarios.

A framework for scalable parameter estimation of gene circuit models using structural information.

PubMed

Kuwahara, Hiroyuki; Fan, Ming; Wang, Suojin; Gao, Xin

2013-07-01

Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. http://sfb.kaust.edu.sa/Pages/Software.aspx. Supplementary data are available at Bioinformatics online.

Estimation and Simulation of Slow Crack Growth Parameters from Constant Stress Rate Data

NASA Technical Reports Server (NTRS)

Salem, Jonathan A.; Weaver, Aaron S.

2003-01-01

Closed form, approximate functions for estimating the variances and degrees-of-freedom associated with the slow crack growth parameters n, D, B, and A(sup *) as measured using constant stress rate ('dynamic fatigue') testing were derived by using propagation of errors. Estimates made with the resulting functions and slow crack growth data for a sapphire window were compared to the results of Monte Carlo simulations. The functions for estimation of the variances of the parameters were derived both with and without logarithmic transformation of the initial slow crack growth equations. The transformation was performed to make the functions both more linear and more normal. Comparison of the Monte Carlo results and the closed form expressions derived with propagation of errors indicated that linearization is not required for good estimates of the variances of parameters n and D by the propagation of errors method. However, good estimates variances of the parameters B and A(sup *) could only be made when the starting slow crack growth equation was transformed and the coefficients of variation of the input parameters were not too large. This was partially a result of the skewered distributions of B and A(sup *). Parametric variation of the input parameters was used to determine an acceptable range for using closed form approximate equations derived from propagation of errors.

Optimal feedback scheme and universal time scaling for Hamiltonian parameter estimation.

PubMed

Yuan, Haidong; Fung, Chi-Hang Fred

2015-09-11

Time is a valuable resource and it is expected that a longer time period should lead to better precision in Hamiltonian parameter estimation. However, recent studies in quantum metrology have shown that in certain cases more time may even lead to worse estimations, which puts this intuition into question. In this Letter we show that by including feedback controls this intuition can be restored. By deriving asymptotically optimal feedback controls we quantify the maximal improvement feedback controls can provide in Hamiltonian parameter estimation and show a universal time scaling for the precision limit under the optimal feedback scheme. Our study reveals an intriguing connection between noncommutativity in the dynamics and the gain of feedback controls in Hamiltonian parameter estimation.

A preliminary evaluation of an F100 engine parameter estimation process using flight data

NASA Technical Reports Server (NTRS)

Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.

1990-01-01

The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the compact engine model (CEM). In this step, the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion control law development.

A preliminary evaluation of an F100 engine parameter estimation process using flight data

NASA Technical Reports Server (NTRS)

Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.

1990-01-01

The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the 'compact engine model' (CEM). In this step the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion-control-law development.

Estimation of position and velocity for a low dynamic vehicle in near space using nonresolved photometric and astrometric data.

PubMed

Jing, Nan; Li, Chuang; Chong, Yaqin

2017-01-20

An estimation method for indirectly observable parameters for a typical low dynamic vehicle (LDV) is presented. The estimation method utilizes apparent magnitude, azimuth angle, and elevation angle to estimate the position and velocity of a typical LDV, such as a high altitude balloon (HAB). In order to validate the accuracy of the estimated parameters gained from an unscented Kalman filter, two sets of experiments are carried out to obtain the nonresolved photometric and astrometric data. In the experiments, a HAB launch is planned; models of the HAB dynamics and kinematics and observation models are built to use as time update and measurement update functions, respectively. When the HAB is launched, a ground-based optoelectronic detector is used to capture the object images, which are processed using aperture photometry technology to obtain the time-varying apparent magnitude of the HAB. Two sets of actual and estimated parameters are given to clearly indicate the parameter differences. Two sets of errors between the actual and estimated parameters are also given to show how the estimated position and velocity differ with respect to the observation time. The similar distribution curve results from the two scenarios, which agree within 3σ, verify that nonresolved photometric and astrometric data can be used to estimate the indirectly observable state parameters (position and velocity) for a typical LDV. This technique can be applied to small and dim space objects in the future.

Overcoming the winner's curse: estimating penetrance parameters from case-control data.

PubMed

Zollner, Sebastian; Pritchard, Jonathan K

2007-04-01

Genomewide association studies are now a widely used approach in the search for loci that affect complex traits. After detection of significant association, estimates of penetrance and allele-frequency parameters for the associated variant indicate the importance of that variant and facilitate the planning of replication studies. However, when these estimates are based on the original data used to detect the variant, the results are affected by an ascertainment bias known as the "winner's curse." The actual genetic effect is typically smaller than its estimate. This overestimation of the genetic effect may cause replication studies to fail because the necessary sample size is underestimated. Here, we present an approach that corrects for the ascertainment bias and generates an estimate of the frequency of a variant and its penetrance parameters. The method produces a point estimate and confidence region for the parameter estimates. We study the performance of this method using simulated data sets and show that it is possible to greatly reduce the bias in the parameter estimates, even when the original association study had low power. The uncertainty of the estimate decreases with increasing sample size, independent of the power of the original test for association. Finally, we show that application of the method to case-control data can improve the design of replication studies considerably.

On robust parameter estimation in brain-computer interfacing

NASA Astrophysics Data System (ADS)

Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert

2017-12-01

Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.

On the applicability of surrogate-based Markov chain Monte Carlo-Bayesian inversion to the Community Land Model: Case studies at flux tower sites: SURROGATE-BASED MCMC FOR CLM

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan

2016-07-04

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically-average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based MCMC-Bayesian inversion to the Community Land Model: Case studies at Flux tower sites

DOE PAGES

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; ...

2016-06-01

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. As a result, analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based MCMC-Bayesian inversion to the Community Land Model: Case studies at Flux tower sites

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. As a result, analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based Markov chain Monte Carlo-Bayesian inversion to the Community Land Model: Case studies at flux tower sites

NASA Astrophysics Data System (ADS)

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; Ren, Huiying; Liu, Ying; Swiler, Laura

2016-07-01

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesian model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.

Performance in population models for count data, part II: a new SAEM algorithm

PubMed Central

Savic, Radojka; Lavielle, Marc

2009-01-01

Analysis of count data from clinical trials using mixed effect analysis has recently become widely used. However, algorithms available for the parameter estimation, including LAPLACE and Gaussian quadrature (GQ), are associated with certain limitations, including bias in parameter estimates and the long analysis runtime. The stochastic approximation expectation maximization (SAEM) algorithm has proven to be a very efficient and powerful tool in the analysis of continuous data. The aim of this study was to implement and investigate the performance of a new SAEM algorithm for application to count data. A new SAEM algorithm was implemented in MATLAB for estimation of both, parameters and the Fisher information matrix. Stochastic Monte Carlo simulations followed by re-estimation were performed according to scenarios used in previous studies (part I) to investigate properties of alternative algorithms (1). A single scenario was used to explore six probability distribution models. For parameter estimation, the relative bias was less than 0.92% and 4.13 % for fixed and random effects, for all models studied including ones accounting for over- or under-dispersion. Empirical and estimated relative standard errors were similar, with distance between them being <1.7 % for all explored scenarios. The longest CPU time was 95s for parameter estimation and 56s for SE estimation. The SAEM algorithm was extended for analysis of count data. It provides accurate estimates of both, parameters and standard errors. The estimation is significantly faster compared to LAPLACE and GQ. The algorithm is implemented in Monolix 3.1, (beta-version available in July 2009). PMID:19680795

Patient-specific pharmacokinetic parameter estimation on dynamic contrast-enhanced MRI of prostate: Preliminary evaluation of a novel AIF-free estimation method.

PubMed

Ginsburg, Shoshana B; Taimen, Pekka; Merisaari, Harri; Vainio, Paula; Boström, Peter J; Aronen, Hannu J; Jambor, Ivan; Madabhushi, Anant

2016-12-01

To develop and evaluate a prostate-based method (PBM) for estimating pharmacokinetic parameters on dynamic contrast-enhanced (DCE) magnetic resonance imaging (MRI) by leveraging inherent differences in pharmacokinetic characteristics between the peripheral zone (PZ) and transition zone (TZ). This retrospective study, approved by the Institutional Review Board, included 40 patients who underwent a multiparametric 3T MRI examination and subsequent radical prostatectomy. A two-step PBM for estimating pharmacokinetic parameters exploited the inherent differences in pharmacokinetic characteristics associated with the TZ and PZ. First, the reference region model was implemented to estimate ratios of K trans between normal TZ and PZ. Subsequently, the reference region model was leveraged again to estimate values for K trans and v e for every prostate voxel. The parameters of PBM were compared with those estimated using an arterial input function (AIF) derived from the femoral arteries. The ability of the parameters to differentiate prostate cancer (PCa) from benign tissue was evaluated on a voxel and lesion level. Additionally, the effect of temporal downsampling of the DCE MRI data was assessed. Significant differences (P < 0.05) in PBM K trans between PCa lesions and benign tissue were found in 26/27 patients with TZ lesions and in 33/38 patients with PZ lesions; significant differences in AIF-based K trans occurred in 26/27 and 30/38 patients, respectively. The 75 th and 100 th percentiles of K trans and v e estimated using PBM positively correlated with lesion size (P < 0.05). Pharmacokinetic parameters estimated via PBM outperformed AIF-based parameters in PCa detection. J. Magn. Reson. Imaging 2016;44:1405-1414. © 2016 International Society for Magnetic Resonance in Medicine.

Patient-Specific Pharmacokinetic Parameter Estimation on Dynamic Contrast-Enhanced MRI of Prostate: Preliminary Evaluation of a Novel AIF-Free Estimation Method

PubMed Central

Ginsburg, Shoshana B.; Taimen, Pekka; Merisaari, Harri; Vainio, Paula; Boström, Peter J.; Aronen, Hannu J.; Jambor, Ivan; Madabhushi, Anant

2017-01-01

Purpose To develop and evaluate a prostate-based method (PBM) for estimating pharmacokinetic parameters on dynamic contrast-enhanced (DCE) magnetic resonance imaging (MRI) by leveraging inherent differences in pharmacokinetic characteristics between the peripheral zone (PZ) and transition zone (TZ). Materials and Methods This retrospective study, approved by the Institutional Review Board, included 40 patients who underwent a multiparametric 3T MRI examination and subsequent radical prostatectomy. A two-step PBM for estimating pharmacokinetic parameters exploited the inherent differences in pharmacokinetic characteristics associated with the TZ and PZ. First, the reference region model was implemented to estimate ratios of Ktrans between normal TZ and PZ. Subsequently, the reference region model was leveraged again to estimate values for Ktrans and ve for every prostate voxel. The parameters of PBM were compared with those estimated using an arterial input function (AIF) derived from the femoral arteries. The ability of the parameters to differentiate prostate cancer (PCa) from benign tissue was evaluated on a voxel and lesion level. Additionally, the effect of temporal downsampling of the DCE MRI data was assessed. Results Significant differences (P < 0.05) in PBM Ktrans between PCa lesions and benign tissue were found in 26/27 patients with TZ lesions and in 33/38 patients with PZ lesions; significant differences in AIF-based Ktrans occurred in 26/27 and 30/38 patients, respectively. The 75th and 100th percentiles of Ktrans and ve estimated using PBM positively correlated with lesion size (P < 0.05). Conclusion Pharmacokinetic parameters estimated via PBM outperformed AIF-based parameters in PCa detection. PMID:27285161

Poster — Thur Eve — 44: Linearization of Compartmental Models for More Robust Estimates of Regional Hemodynamic, Metabolic and Functional Parameters using DCE-CT/PET Imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Blais, AR; Dekaban, M; Lee, T-Y

2014-08-15

Quantitative analysis of dynamic positron emission tomography (PET) data usually involves minimizing a cost function with nonlinear regression, wherein the choice of starting parameter values and the presence of local minima affect the bias and variability of the estimated kinetic parameters. These nonlinear methods can also require lengthy computation time, making them unsuitable for use in clinical settings. Kinetic modeling of PET aims to estimate the rate parameter k{sub 3}, which is the binding affinity of the tracer to a biological process of interest and is highly susceptible to noise inherent in PET image acquisition. We have developed linearized kineticmore » models for kinetic analysis of dynamic contrast enhanced computed tomography (DCE-CT)/PET imaging, including a 2-compartment model for DCE-CT and a 3-compartment model for PET. Use of kinetic parameters estimated from DCE-CT can stabilize the kinetic analysis of dynamic PET data, allowing for more robust estimation of k{sub 3}. Furthermore, these linearized models are solved with a non-negative least squares algorithm and together they provide other advantages including: 1) only one possible solution and they do not require a choice of starting parameter values, 2) parameter estimates are comparable in accuracy to those from nonlinear models, 3) significantly reduced computational time. Our simulated data show that when blood volume and permeability are estimated with DCE-CT, the bias of k{sub 3} estimation with our linearized model is 1.97 ± 38.5% for 1,000 runs with a signal-to-noise ratio of 10. In summary, we have developed a computationally efficient technique for accurate estimation of k{sub 3} from noisy dynamic PET data.« less

Effect of correlated observation error on parameters, predictions, and uncertainty

USGS Publications Warehouse

Tiedeman, Claire; Green, Christopher T.

2013-01-01

Correlations among observation errors are typically omitted when calculating observation weights for model calibration by inverse methods. We explore the effects of omitting these correlations on estimates of parameters, predictions, and uncertainties. First, we develop a new analytical expression for the difference in parameter variance estimated with and without error correlations for a simple one-parameter two-observation inverse model. Results indicate that omitting error correlations from both the weight matrix and the variance calculation can either increase or decrease the parameter variance, depending on the values of error correlation (ρ) and the ratio of dimensionless scaled sensitivities (rdss). For small ρ, the difference in variance is always small, but for large ρ, the difference varies widely depending on the sign and magnitude of rdss. Next, we consider a groundwater reactive transport model of denitrification with four parameters and correlated geochemical observation errors that are computed by an error-propagation approach that is new for hydrogeologic studies. We compare parameter estimates, predictions, and uncertainties obtained with and without the error correlations. Omitting the correlations modestly to substantially changes parameter estimates, and causes both increases and decreases of parameter variances, consistent with the analytical expression. Differences in predictions for the models calibrated with and without error correlations can be greater than parameter differences when both are considered relative to their respective confidence intervals. These results indicate that including observation error correlations in weighting for nonlinear regression can have important effects on parameter estimates, predictions, and their respective uncertainties.

Combined Yamamoto approach for simultaneous estimation of adsorption isotherm and kinetic parameters in ion-exchange chromatography.

PubMed

Rüdt, Matthias; Gillet, Florian; Heege, Stefanie; Hitzler, Julian; Kalbfuss, Bernd; Guélat, Bertrand

2015-09-25

Application of model-based design is appealing to support the development of protein chromatography in the biopharmaceutical industry. However, the required efforts for parameter estimation are frequently perceived as time-consuming and expensive. In order to speed-up this work, a new parameter estimation approach for modelling ion-exchange chromatography in linear conditions was developed. It aims at reducing the time and protein demand for the model calibration. The method combines the estimation of kinetic and thermodynamic parameters based on the simultaneous variation of the gradient slope and the residence time in a set of five linear gradient elutions. The parameters are estimated from a Yamamoto plot and a gradient-adjusted Van Deemter plot. The combined approach increases the information extracted per experiment compared to the individual methods. As a proof of concept, the combined approach was successfully applied for a monoclonal antibody on a cation-exchanger and for a Fc-fusion protein on an anion-exchange resin. The individual parameter estimations for the mAb confirmed that the new approach maintained the accuracy of the usual Yamamoto and Van Deemter plots. In the second case, offline size-exclusion chromatography was performed in order to estimate the thermodynamic parameters of an impurity (high molecular weight species) simultaneously with the main product. Finally, the parameters obtained from the combined approach were used in a lumped kinetic model to simulate the chromatography runs. The simulated chromatograms obtained for a wide range of gradient lengths and residence times showed only small deviations compared to the experimental data. Copyright © 2015 Elsevier B.V. All rights reserved.

Weighted linear least squares estimation of diffusion MRI parameters: strengths, limitations, and pitfalls.

PubMed

Veraart, Jelle; Sijbers, Jan; Sunaert, Stefan; Leemans, Alexander; Jeurissen, Ben

2013-11-01

Linear least squares estimators are widely used in diffusion MRI for the estimation of diffusion parameters. Although adding proper weights is necessary to increase the precision of these linear estimators, there is no consensus on how to practically define them. In this study, the impact of the commonly used weighting strategies on the accuracy and precision of linear diffusion parameter estimators is evaluated and compared with the nonlinear least squares estimation approach. Simulation and real data experiments were done to study the performance of the weighted linear least squares estimators with weights defined by (a) the squares of the respective noisy diffusion-weighted signals; and (b) the squares of the predicted signals, which are reconstructed from a previous estimate of the diffusion model parameters. The negative effect of weighting strategy (a) on the accuracy of the estimator was surprisingly high. Multi-step weighting strategies yield better performance and, in some cases, even outperformed the nonlinear least squares estimator. If proper weighting strategies are applied, the weighted linear least squares approach shows high performance characteristics in terms of accuracy/precision and may even be preferred over nonlinear estimation methods. Copyright © 2013 Elsevier Inc. All rights reserved.

Normalized sensitivities and parameter identifiability of in situ diffusion experiments on Callovo Oxfordian clay at Bure site

NASA Astrophysics Data System (ADS)

Samper, J.; Dewonck, S.; Zheng, L.; Yang, Q.; Naves, A.

Diffusion of inert and reactive tracers (DIR) is an experimental program performed by ANDRA at Bure underground research laboratory in Meuse/Haute Marne (France) to characterize diffusion and retention of radionuclides in Callovo-Oxfordian (C-Ox) argillite. In situ diffusion experiments were performed in vertical boreholes to determine diffusion and retention parameters of selected radionuclides. C-Ox clay exhibits a mild diffusion anisotropy due to stratification. Interpretation of in situ diffusion experiments is complicated by several non-ideal effects caused by the presence of a sintered filter, a gap between the filter and borehole wall and an excavation disturbed zone (EdZ). The relevance of such non-ideal effects and their impact on estimated clay parameters have been evaluated with numerical sensitivity analyses and synthetic experiments having similar parameters and geometric characteristics as real DIR experiments. Normalized dimensionless sensitivities of tracer concentrations at the test interval have been computed numerically. Tracer concentrations are found to be sensitive to all key parameters. Sensitivities are tracer dependent and vary with time. These sensitivities are useful to identify which are the parameters that can be estimated with less uncertainty and find the times at which tracer concentrations begin to be sensitive to each parameter. Synthetic experiments generated with prescribed known parameters have been interpreted automatically with INVERSE-CORE 2D and used to evaluate the relevance of non-ideal effects and ascertain parameter identifiability in the presence of random measurement errors. Identifiability analysis of synthetic experiments reveals that data noise makes difficult the estimation of clay parameters. Parameters of clay and EdZ cannot be estimated simultaneously from noisy data. Models without an EdZ fail to reproduce synthetic data. Proper interpretation of in situ diffusion experiments requires accounting for filter, gap and EdZ. Estimates of the effective diffusion coefficient and the porosity of clay are highly correlated, indicating that these parameters cannot be estimated simultaneously. Accurate estimation of De and porosities of clay and EdZ is only possible when the standard deviation of random noise is less than 0.01. Small errors in the volume of the circulation system do not affect clay parameter estimates. Normalized sensitivities as well as the identifiability analysis of synthetic experiments provide additional insight on inverse estimation of in situ diffusion experiments and will be of great benefit for the interpretation of real DIR in situ diffusion experiments.

HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.

PubMed

Wiecki, Thomas V; Sofer, Imri; Frank, Michael J

2013-01-01

The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/

Bridging the gaps between non-invasive genetic sampling and population parameter estimation

Treesearch

Francesca Marucco; Luigi Boitani; Daniel H. Pletscher; Michael K. Schwartz

2011-01-01

Reliable estimates of population parameters are necessary for effective management and conservation actions. The use of genetic data for capture­recapture (CR) analyses has become an important tool to estimate population parameters for elusive species. Strong emphasis has been placed on the genetic analysis of non-invasive samples, or on the CR analysis; however,...

The Effect of Error in Item Parameter Estimates on the Test Response Function Method of Linking.

ERIC Educational Resources Information Center

Kaskowitz, Gary S.; De Ayala, R. J.

2001-01-01

Studied the effect of item parameter estimation for computation of linking coefficients for the test response function (TRF) linking/equating method. Simulation results showed that linking was more accurate when there was less error in the parameter estimates, and that 15 or 25 common items provided better results than 5 common items under both…

Estimation of Two-Parameter Logistic Item Response Curves. Research Report 83-1. Mathematical Sciences Technical Report No. 130.

ERIC Educational Resources Information Center

Tsutakawa, Robert K.

This paper presents a method for estimating certain characteristics of test items which are designed to measure ability, or knowledge, in a particular area. Under the assumption that ability parameters are sampled from a normal distribution, the EM algorithm is used to derive maximum likelihood estimates to item parameters of the two-parameter…

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico

2011-09-01

We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.

Parameter estimation accuracies of Galactic binaries with eLISA

NASA Astrophysics Data System (ADS)

Błaut, Arkadiusz

2018-09-01

We study parameter estimation accuracy of nearly monochromatic sources of gravitational waves with the future eLISA-like detectors. eLISA will be capable of observing millions of such signals generated by orbiting pairs of compact binaries consisting of white dwarf, neutron star or black hole and to resolve and estimate parameters of several thousands of them providing crucial information regarding their orbital dynamics, formation rates and evolutionary paths. Using the Fisher matrix analysis we compare accuracies of the estimated parameters for different mission designs defined by the GOAT advisory team established to asses the scientific capabilities and the technological issues of the eLISA-like missions.

Deep convolutional neural networks for estimating porous material parameters with ultrasound tomography

NASA Astrophysics Data System (ADS)

Lähivaara, Timo; Kärkkäinen, Leo; Huttunen, Janne M. J.; Hesthaven, Jan S.

2018-02-01

We study the feasibility of data based machine learning applied to ultrasound tomography to estimate water-saturated porous material parameters. In this work, the data to train the neural networks is simulated by solving wave propagation in coupled poroviscoelastic-viscoelastic-acoustic media. As the forward model, we consider a high-order discontinuous Galerkin method while deep convolutional neural networks are used to solve the parameter estimation problem. In the numerical experiment, we estimate the material porosity and tortuosity while the remaining parameters which are of less interest are successfully marginalized in the neural networks-based inversion. Computational examples confirms the feasibility and accuracy of this approach.

Kalman filter estimation of human pilot-model parameters

NASA Technical Reports Server (NTRS)

Schiess, J. R.; Roland, V. R.

1975-01-01

The parameters of a human pilot-model transfer function are estimated by applying the extended Kalman filter to the corresponding retarded differential-difference equations in the time domain. Use of computer-generated data indicates that most of the parameters, including the implicit time delay, may be reasonably estimated in this way. When applied to two sets of experimental data obtained from a closed-loop tracking task performed by a human, the Kalman filter generated diverging residuals for one of the measurement types, apparently because of model assumption errors. Application of a modified adaptive technique was found to overcome the divergence and to produce reasonable estimates of most of the parameters.

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

Parameter estimation for chaotic systems using improved bird swarm algorithm

NASA Astrophysics Data System (ADS)

Xu, Chuangbiao; Yang, Renhuan

2017-12-01

Parameter estimation of chaotic systems is an important problem in nonlinear science and has aroused increasing interest of many research fields, which can be basically reduced to a multidimensional optimization problem. In this paper, an improved boundary bird swarm algorithm is used to estimate the parameters of chaotic systems. This algorithm can combine the good global convergence and robustness of the bird swarm algorithm and the exploitation capability of improved boundary learning strategy. Experiments are conducted on the Lorenz system and the coupling motor system. Numerical simulation results reveal the effectiveness and with desirable performance of IBBSA for parameter estimation of chaotic systems.

Transmuted of Rayleigh Distribution with Estimation and Application on Noise Signal

NASA Astrophysics Data System (ADS)

Ahmed, Suhad; Qasim, Zainab

2018-05-01

This paper deals with transforming one parameter Rayleigh distribution, into transmuted probability distribution through introducing a new parameter (λ), since this studied distribution is necessary in representing signal data distribution and failure data model the value of this transmuted parameter |λ| ≤ 1, is also estimated as well as the original parameter (⊖) by methods of moments and maximum likelihood using different sample size (n=25, 50, 75, 100) and comparing the results of estimation by statistical measure (mean square error, MSE).

A simulation to study the feasibility of improving the temporal resolution of LAGEOS geodynamic solutions by using a sequential process noise filter

NASA Technical Reports Server (NTRS)

Hartman, Brian Davis

1995-01-01

A key drawback to estimating geodetic and geodynamic parameters over time based on satellite laser ranging (SLR) observations is the inability to accurately model all the forces acting on the satellite. Errors associated with the observations and the measurement model can detract from the estimates as well. These 'model errors' corrupt the solutions obtained from the satellite orbit determination process. Dynamical models for satellite motion utilize known geophysical parameters to mathematically detail the forces acting on the satellite. However, these parameters, while estimated as constants, vary over time. These temporal variations must be accounted for in some fashion to maintain meaningful solutions. The primary goal of this study is to analyze the feasibility of using a sequential process noise filter for estimating geodynamic parameters over time from the Laser Geodynamics Satellite (LAGEOS) SLR data. This evaluation is achieved by first simulating a sequence of realistic LAGEOS laser ranging observations. These observations are generated using models with known temporal variations in several geodynamic parameters (along track drag and the J(sub 2), J(sub 3), J(sub 4), and J(sub 5) geopotential coefficients). A standard (non-stochastic) filter and a stochastic process noise filter are then utilized to estimate the model parameters from the simulated observations. The standard non-stochastic filter estimates these parameters as constants over consecutive fixed time intervals. Thus, the resulting solutions contain constant estimates of parameters that vary in time which limits the temporal resolution and accuracy of the solution. The stochastic process noise filter estimates these parameters as correlated process noise variables. As a result, the stochastic process noise filter has the potential to estimate the temporal variations more accurately since the constraint of estimating the parameters as constants is eliminated. A comparison of the temporal resolution of solutions obtained from standard sequential filtering methods and process noise sequential filtering methods shows that the accuracy is significantly improved using process noise. The results show that the positional accuracy of the orbit is improved as well. The temporal resolution of the resulting solutions are detailed, and conclusions drawn about the results. Benefits and drawbacks of using process noise filtering in this type of scenario are also identified.

Probabilistic parameter estimation of activated sludge processes using Markov Chain Monte Carlo.

PubMed

Sharifi, Soroosh; Murthy, Sudhir; Takács, Imre; Massoudieh, Arash

2014-03-01

One of the most important challenges in making activated sludge models (ASMs) applicable to design problems is identifying the values of its many stoichiometric and kinetic parameters. When wastewater characteristics data from full-scale biological treatment systems are used for parameter estimation, several sources of uncertainty, including uncertainty in measured data, external forcing (e.g. influent characteristics), and model structural errors influence the value of the estimated parameters. This paper presents a Bayesian hierarchical modeling framework for the probabilistic estimation of activated sludge process parameters. The method provides the joint probability density functions (JPDFs) of stoichiometric and kinetic parameters by updating prior information regarding the parameters obtained from expert knowledge and literature. The method also provides the posterior correlations between the parameters, as well as a measure of sensitivity of the different constituents with respect to the parameters. This information can be used to design experiments to provide higher information content regarding certain parameters. The method is illustrated using the ASM1 model to describe synthetically generated data from a hypothetical biological treatment system. The results indicate that data from full-scale systems can narrow down the ranges of some parameters substantially whereas the amount of information they provide regarding other parameters is small, due to either large correlations between some of the parameters or a lack of sensitivity with respect to the parameters. Copyright © 2013 Elsevier Ltd. All rights reserved.

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang

2011-01-01

The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.

Estimation and identification study for flexible vehicles

NASA Technical Reports Server (NTRS)

Jazwinski, A. H.; Englar, T. S., Jr.

1973-01-01

Techniques are studied for the estimation of rigid body and bending states and the identification of model parameters associated with the single-axis attitude dynamics of a flexible vehicle. This problem is highly nonlinear but completely observable provided sufficient attitude and attitude rate data is available and provided all system bending modes are excited in the observation interval. A sequential estimator tracks the system states in the presence of model parameter errors. A batch estimator identifies all model parameters with high accuracy.

Parameter estimation in plasmonic QED

NASA Astrophysics Data System (ADS)

Jahromi, H. Rangani

2018-03-01

We address the problem of parameter estimation in the presence of plasmonic modes manipulating emitted light via the localized surface plasmons in a plasmonic waveguide at the nanoscale. The emitter that we discuss is the nitrogen vacancy centre (NVC) in diamond modelled as a qubit. Our goal is to estimate the β factor measuring the fraction of emitted energy captured by waveguide surface plasmons. The best strategy to obtain the most accurate estimation of the parameter, in terms of the initial state of the probes and different control parameters, is investigated. In particular, for two-qubit estimation, it is found although we may achieve the best estimation at initial instants by using the maximally entangled initial states, at long times, the optimal estimation occurs when the initial state of the probes is a product one. We also find that decreasing the interqubit distance or increasing the propagation length of the plasmons improve the precision of the estimation. Moreover, decrease of spontaneous emission rate of the NVCs retards the quantum Fisher information (QFI) reduction and therefore the vanishing of the QFI, measuring the precision of the estimation, is delayed. In addition, if the phase parameter of the initial state of the two NVCs is equal to πrad, the best estimation with the two-qubit system is achieved when initially the NVCs are maximally entangled. Besides, the one-qubit estimation has been also analysed in detail. Especially, we show that, using a two-qubit probe, at any arbitrary time, enhances considerably the precision of estimation in comparison with one-qubit estimation.

Statistical inference involving binomial and negative binomial parameters.

PubMed

García-Pérez, Miguel A; Núñez-Antón, Vicente

2009-05-01

Statistical inference about two binomial parameters implies that they are both estimated by binomial sampling. There are occasions in which one aims at testing the equality of two binomial parameters before and after the occurrence of the first success along a sequence of Bernoulli trials. In these cases, the binomial parameter before the first success is estimated by negative binomial sampling whereas that after the first success is estimated by binomial sampling, and both estimates are related. This paper derives statistical tools to test two hypotheses, namely, that both binomial parameters equal some specified value and that both parameters are equal though unknown. Simulation studies are used to show that in small samples both tests are accurate in keeping the nominal Type-I error rates, and also to determine sample size requirements to detect large, medium, and small effects with adequate power. Additional simulations also show that the tests are sufficiently robust to certain violations of their assumptions.

Modification of a rainfall-runoff model for distributed modeling in a GIS and its validation

NASA Astrophysics Data System (ADS)

Nyabeze, W. R.

A rainfall-runoff model, which can be inter-faced with a Geographical Information System (GIS) to integrate definition, measurement, calculating parameter values for spatial features, presents considerable advantages. The modification of the GWBasic Wits Rainfall-Runoff Erosion Model (GWBRafler) to enable parameter value estimation in a GIS (GISRafler) is presented in this paper. Algorithms are applied to estimate parameter values reducing the number of input parameters and the effort to populate them. The use of a GIS makes the relationship between parameter estimates and cover characteristics more evident. This paper has been produced as part of research to generalize the GWBRafler on a spatially distributed basis. Modular data structures are assumed and parameter values are weighted relative to the module area and centroid properties. Modifications to the GWBRafler enable better estimation of low flows, which are typical in drought conditions.

Consistency of Rasch Model Parameter Estimation: A Simulation Study.

ERIC Educational Resources Information Center

van den Wollenberg, Arnold L.; And Others

1988-01-01

The unconditional--simultaneous--maximum likelihood (UML) estimation procedure for the one-parameter logistic model produces biased estimators. The UML method is inconsistent and is not a good alternative to conditional maximum likelihood method, at least with small numbers of items. The minimum Chi-square estimation procedure produces unbiased…

State estimation bias induced by optimization under uncertainty and error cost asymmetry is likely reflected in perception.

PubMed

Shimansky, Y P

2011-05-01

It is well known from numerous studies that perception can be significantly affected by intended action in many everyday situations, indicating that perception and related decision-making is not a simple, one-way sequence, but a complex iterative cognitive process. However, the underlying functional mechanisms are yet unclear. Based on an optimality approach, a quantitative computational model of one such mechanism has been developed in this study. It is assumed in the model that significant uncertainty about task-related parameters of the environment results in parameter estimation errors and an optimal control system should minimize the cost of such errors in terms of the optimality criterion. It is demonstrated that, if the cost of a parameter estimation error is significantly asymmetrical with respect to error direction, the tendency to minimize error cost creates a systematic deviation of the optimal parameter estimate from its maximum likelihood value. Consequently, optimization of parameter estimate and optimization of control action cannot be performed separately from each other under parameter uncertainty combined with asymmetry of estimation error cost, thus making the certainty equivalence principle non-applicable under those conditions. A hypothesis that not only the action, but also perception itself is biased by the above deviation of parameter estimate is supported by ample experimental evidence. The results provide important insights into the cognitive mechanisms of interaction between sensory perception and planning an action under realistic conditions. Implications for understanding related functional mechanisms of optimal control in the CNS are discussed.

Linear Parameter Varying Control for Actuator Failure

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Wu, N. Eva; Belcastro, Christine; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

A robust linear parameter varying (LPV) control synthesis is carried out for an HiMAT vehicle subject to loss of control effectiveness. The scheduling parameter is selected to be a function of the estimates of the control effectiveness factors. The estimates are provided on-line by a two-stage Kalman estimator. The inherent conservatism of the LPV design is reducing through the use of a scaling factor on the uncertainty block that represents the estimation errors of the effectiveness factors. Simulations of the controlled system with the on-line estimator show that a superior fault-tolerance can be achieved.

Precision Parameter Estimation and Machine Learning

NASA Astrophysics Data System (ADS)

Wandelt, Benjamin D.

2008-12-01

I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.

Evaluation of the information content of long-term wastewater characteristics data in relation to activated sludge model parameters.

PubMed

Alikhani, Jamal; Takacs, Imre; Al-Omari, Ahmed; Murthy, Sudhir; Massoudieh, Arash

2017-03-01

A parameter estimation framework was used to evaluate the ability of observed data from a full-scale nitrification-denitrification bioreactor to reduce the uncertainty associated with the bio-kinetic and stoichiometric parameters of an activated sludge model (ASM). Samples collected over a period of 150 days from the effluent as well as from the reactor tanks were used. A hybrid genetic algorithm and Bayesian inference were used to perform deterministic and parameter estimations, respectively. The main goal was to assess the ability of the data to obtain reliable parameter estimates for a modified version of the ASM. The modified ASM model includes methylotrophic processes which play the main role in methanol-fed denitrification. Sensitivity analysis was also used to explain the ability of the data to provide information about each of the parameters. The results showed that the uncertainty in the estimates of the most sensitive parameters (including growth rate, decay rate, and yield coefficients) decreased with respect to the prior information.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

PubMed

Ding, A Adam; Wu, Hulin

2014-10-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression

PubMed Central

Ding, A. Adam; Wu, Hulin

2015-01-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method. PMID:26401093

Development of advanced techniques for rotorcraft state estimation and parameter identification

NASA Technical Reports Server (NTRS)

Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.

1980-01-01

An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.

Dynamic Modeling from Flight Data with Unknown Time Skews

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2016-01-01

A method for estimating dynamic model parameters from flight data with unknown time skews is described and demonstrated. The method combines data reconstruction, nonlinear optimization, and equation-error parameter estimation in the frequency domain to accurately estimate both dynamic model parameters and the relative time skews in the data. Data from a nonlinear F-16 aircraft simulation with realistic noise, instrumentation errors, and arbitrary time skews were used to demonstrate the approach. The approach was further evaluated using flight data from a subscale jet transport aircraft, where the measured data were known to have relative time skews. Comparison of modeling results obtained from time-skewed and time-synchronized data showed that the method accurately estimates both dynamic model parameters and relative time skew parameters from flight data with unknown time skews.

A Sparse Bayesian Learning Algorithm for White Matter Parameter Estimation from Compressed Multi-shell Diffusion MRI.

PubMed

Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Sapiro, Guillermo; Lenglet, Christophe

2017-09-01

We propose a sparse Bayesian learning algorithm for improved estimation of white matter fiber parameters from compressed (under-sampled q-space) multi-shell diffusion MRI data. The multi-shell data is represented in a dictionary form using a non-monoexponential decay model of diffusion, based on continuous gamma distribution of diffusivities. The fiber volume fractions with predefined orientations, which are the unknown parameters, form the dictionary weights. These unknown parameters are estimated with a linear un-mixing framework, using a sparse Bayesian learning algorithm. A localized learning of hyperparameters at each voxel and for each possible fiber orientations improves the parameter estimation. Our experiments using synthetic data from the ISBI 2012 HARDI reconstruction challenge and in-vivo data from the Human Connectome Project demonstrate the improvements.

Brute force meets Bruno force in parameter optimisation: introduction of novel constraints for parameter accuracy improvement by symbolic computation.

PubMed

Nakatsui, M; Horimoto, K; Lemaire, F; Ürgüplü, A; Sedoglavic, A; Boulier, F

2011-09-01

Recent remarkable advances in computer performance have enabled us to estimate parameter values by the huge power of numerical computation, the so-called 'Brute force', resulting in the high-speed simultaneous estimation of a large number of parameter values. However, these advancements have not been fully utilised to improve the accuracy of parameter estimation. Here the authors review a novel method for parameter estimation using symbolic computation power, 'Bruno force', named after Bruno Buchberger, who found the Gröbner base. In the method, the objective functions combining the symbolic computation techniques are formulated. First, the authors utilise a symbolic computation technique, differential elimination, which symbolically reduces an equivalent system of differential equations to a system in a given model. Second, since its equivalent system is frequently composed of large equations, the system is further simplified by another symbolic computation. The performance of the authors' method for parameter accuracy improvement is illustrated by two representative models in biology, a simple cascade model and a negative feedback model in comparison with the previous numerical methods. Finally, the limits and extensions of the authors' method are discussed, in terms of the possible power of 'Bruno force' for the development of a new horizon in parameter estimation.

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

DOE PAGES

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-15

In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less

Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

NASA Astrophysics Data System (ADS)

Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

2018-05-01

Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

Establish Effective Lower Bounds of Watershed Slope for Traditional Hydrologic Methods

DOT National Transportation Integrated Search

2012-06-01

Equations to estimate timing parameters for a watershed contain watershed slope as a principal parameter and : estimates are usually inversely proportional to topographic slope. Hence as slope vanishes, the estimates approach : infinity. The research...

Estimation of single plane unbalance parameters of a rotor-bearing system using Kalman filtering based force estimation technique

NASA Astrophysics Data System (ADS)

Shrivastava, Akash; Mohanty, A. R.

2018-03-01

This paper proposes a model-based method to estimate single plane unbalance parameters (amplitude and phase angle) in a rotor using Kalman filter and recursive least square based input force estimation technique. Kalman filter based input force estimation technique requires state-space model and response measurements. A modified system equivalent reduction expansion process (SEREP) technique is employed to obtain a reduced-order model of the rotor system so that limited response measurements can be used. The method is demonstrated using numerical simulations on a rotor-disk-bearing system. Results are presented for different measurement sets including displacement, velocity, and rotational response. Effects of measurement noise level, filter parameters (process noise covariance and forgetting factor), and modeling error are also presented and it is observed that the unbalance parameter estimation is robust with respect to measurement noise.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth

2016-01-01

We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815

The Hildebrand solubility parameters of ionic liquids-part 2.

PubMed

Marciniak, Andrzej

2011-01-01

The Hildebrand solubility parameters have been calculated for eight ionic liquids. Retention data from the inverse gas chromatography measurements of the activity coefficients at infinite dilution were used for the calculation. From the solubility parameters, the enthalpies of vaporization of ionic liquids were estimated. Results are compared with solubility parameters estimated by different methods.

A Phenomenological Model for Circadian and Sleep Allostatic Modulation of Plasma Cortisol Concentration

DTIC Science & Technology

2012-09-25

amplitudes of the model’s produc- tion parameters (w, , s) and degradation parameters (kp, dc) because the estimates for all of these parameters... degradation parameters (kp, dc), because the estimates for all of these parameters are higher for group A than for group C. E1194 A MODEL OF...values of both production and degradation parameters (Table 3), but there is significant variability between subjects that is caused by underlying

Refinement of a Bias-Correction Procedure for the Weighted Likelihood Estimator of Ability. Research Report. ETS RR-07-23

ERIC Educational Resources Information Center

Zhang, Jinming; Lu, Ting

2007-01-01

In practical applications of item response theory (IRT), item parameters are usually estimated first from a calibration sample. After treating these estimates as fixed and known, ability parameters are then estimated. However, the statistical inferences based on the estimated abilities can be misleading if the uncertainty of the item parameter…

Mammalian cell culture process for monoclonal antibody production: nonlinear modelling and parameter estimation.

PubMed

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad; Roman, Monica

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.

Mammalian Cell Culture Process for Monoclonal Antibody Production: Nonlinear Modelling and Parameter Estimation

PubMed Central

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies. PMID:25685797

State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

NASA Astrophysics Data System (ADS)

Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna

2016-05-01

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

A computer-based matrix for rapid calculation of pulmonary hemodynamic parameters in congenital heart disease

PubMed Central

Lopes, Antonio Augusto; dos Anjos Miranda, Rogério; Gonçalves, Rilvani Cavalcante; Thomaz, Ana Maria

2009-01-01

BACKGROUND: In patients with congenital heart disease undergoing cardiac catheterization for hemodynamic purposes, parameter estimation by the indirect Fick method using a single predicted value of oxygen consumption has been a matter of criticism. OBJECTIVE: We developed a computer-based routine for rapid estimation of replicate hemodynamic parameters using multiple predicted values of oxygen consumption. MATERIALS AND METHODS: Using Microsoft® Excel facilities, we constructed a matrix containing 5 models (equations) for prediction of oxygen consumption, and all additional formulas needed to obtain replicate estimates of hemodynamic parameters. RESULTS: By entering data from 65 patients with ventricular septal defects, aged 1 month to 8 years, it was possible to obtain multiple predictions for oxygen consumption, with clear between-age groups (P <.001) and between-methods (P <.001) differences. Using these predictions in the individual patient, it was possible to obtain the upper and lower limits of a likely range for any given parameter, which made estimation more realistic. CONCLUSION: The organized matrix allows for rapid obtainment of replicate parameter estimates, without error due to exhaustive calculations. PMID:19641642

New fast least-squares algorithm for estimating the best-fitting parameters due to simple geometric-structures from gravity anomalies.

PubMed

Essa, Khalid S

2014-01-01

A new fast least-squares method is developed to estimate the shape factor (q-parameter) of a buried structure using normalized residual anomalies obtained from gravity data. The problem of shape factor estimation is transformed into a problem of finding a solution of a non-linear equation of the form f(q) = 0 by defining the anomaly value at the origin and at different points on the profile (N-value). Procedures are also formulated to estimate the depth (z-parameter) and the amplitude coefficient (A-parameter) of the buried structure. The method is simple and rapid for estimating parameters that produced gravity anomalies. This technique is used for a class of geometrically simple anomalous bodies, including the semi-infinite vertical cylinder, the infinitely long horizontal cylinder, and the sphere. The technique is tested and verified on theoretical models with and without random errors. It is also successfully applied to real data sets from Senegal and India, and the inverted-parameters are in good agreement with the known actual values.

Evaluation of unconfined-aquifer parameters from pumping test data by nonlinear least squares

NASA Astrophysics Data System (ADS)

Heidari, Manoutchehr; Wench, Allen

1997-05-01

Nonlinear least squares (NLS) with automatic differentiation was used to estimate aquifer parameters from drawdown data obtained from published pumping tests conducted in homogeneous, water-table aquifers. The method is based on a technique that seeks to minimize the squares of residuals between observed and calculated drawdown subject to bounds that are placed on the parameter of interest. The analytical model developed by Neuman for flow to a partially penetrating well of infinitesimal diameter situated in an infinite, homogeneous and anisotropic aquifer was used to obtain calculated drawdown. NLS was first applied to synthetic drawdown data from a hypothetical but realistic aquifer to demonstrate that the relevant hydraulic parameters (storativity, specific yield, and horizontal and vertical hydraulic conductivity) can be evaluated accurately. Next the method was used to estimate the parameters at three field sites with widely varying hydraulic properties. NLS produced unbiased estimates of the aquifer parameters that are close to the estimates obtained with the same data using a visual curve-matching approach. Small differences in the estimates are a consequence of subjective interpretation introduced in the visual approach.

Evaluation of unconfined-aquifer parameters from pumping test data by nonlinear least squares

USGS Publications Warehouse

Heidari, M.; Moench, A.

1997-01-01

Nonlinear least squares (NLS) with automatic differentiation was used to estimate aquifer parameters from drawdown data obtained from published pumping tests conducted in homogeneous, water-table aquifers. The method is based on a technique that seeks to minimize the squares of residuals between observed and calculated drawdown subject to bounds that are placed on the parameter of interest. The analytical model developed by Neuman for flow to a partially penetrating well of infinitesimal diameter situated in an infinite, homogeneous and anisotropic aquifer was used to obtain calculated drawdown. NLS was first applied to synthetic drawdown data from a hypothetical but realistic aquifer to demonstrate that the relevant hydraulic parameters (storativity, specific yield, and horizontal and vertical hydraulic conductivity) can be evaluated accurately. Next the method was used to estimate the parameters at three field sites with widely varying hydraulic properties. NLS produced unbiased estimates of the aquifer parameters that are close to the estimates obtained with the same data using a visual curve-matching approach. Small differences in the estimates are a consequence of subjective interpretation introduced in the visual approach.

New fast least-squares algorithm for estimating the best-fitting parameters due to simple geometric-structures from gravity anomalies

PubMed Central

Essa, Khalid S.

2013-01-01

A new fast least-squares method is developed to estimate the shape factor (q-parameter) of a buried structure using normalized residual anomalies obtained from gravity data. The problem of shape factor estimation is transformed into a problem of finding a solution of a non-linear equation of the form f(q) = 0 by defining the anomaly value at the origin and at different points on the profile (N-value). Procedures are also formulated to estimate the depth (z-parameter) and the amplitude coefficient (A-parameter) of the buried structure. The method is simple and rapid for estimating parameters that produced gravity anomalies. This technique is used for a class of geometrically simple anomalous bodies, including the semi-infinite vertical cylinder, the infinitely long horizontal cylinder, and the sphere. The technique is tested and verified on theoretical models with and without random errors. It is also successfully applied to real data sets from Senegal and India, and the inverted-parameters are in good agreement with the known actual values. PMID:25685472

On Obtaining Estimates of the Fraction of Missing Information from Full Information Maximum Likelihood

ERIC Educational Resources Information Center

Savalei, Victoria; Rhemtulla, Mijke

2012-01-01

Fraction of missing information [lambda][subscript j] is a useful measure of the impact of missing data on the quality of estimation of a particular parameter. This measure can be computed for all parameters in the model, and it communicates the relative loss of efficiency in the estimation of a particular parameter due to missing data. It has…

Quasi-Newton methods for parameter estimation in functional differential equations

NASA Technical Reports Server (NTRS)

Brewer, Dennis W.

1988-01-01

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

Comparing Different Approaches of Bias Correction for Ability Estimation in IRT Models. Research Report. ETS RR-08-13

ERIC Educational Resources Information Center

Lee, Yi-Hsuan; Zhang, Jinming

2008-01-01

The method of maximum-likelihood is typically applied to item response theory (IRT) models when the ability parameter is estimated while conditioning on the true item parameters. In practice, the item parameters are unknown and need to be estimated first from a calibration sample. Lewis (1985) and Zhang and Lu (2007) proposed the expected response…

Use of an anaerobic sequencing batch reactor for parameter estimation in modelling of anaerobic digestion.

PubMed

Batstone, D J; Torrijos, M; Ruiz, C; Schmidt, J E

2004-01-01

The model structure in anaerobic digestion has been clarified following publication of the IWA Anaerobic Digestion Model No. 1 (ADM1). However, parameter values are not well known, and uncertainty and variability in the parameter values given is almost unknown. Additionally, platforms for identification of parameters, namely continuous-flow laboratory digesters, and batch tests suffer from disadvantages such as long run times, and difficulty in defining initial conditions, respectively. Anaerobic sequencing batch reactors (ASBRs) are sequenced into fill-react-settle-decant phases, and offer promising possibilities for estimation of parameters, as they are by nature, dynamic in behaviour, and allow repeatable behaviour to establish initial conditions, and evaluate parameters. In this study, we estimated parameters describing winery wastewater (most COD as ethanol) degradation using data from sequencing operation, and validated these parameters using unsequenced pulses of ethanol and acetate. The model used was the ADM1, with an extension for ethanol degradation. Parameter confidence spaces were found by non-linear, correlated analysis of the two main Monod parameters; maximum uptake rate (k(m)), and half saturation concentration (K(S)). These parameters could be estimated together using only the measured acetate concentration (20 points per cycle). From interpolating the single cycle acetate data to multiple cycles, we estimate that a practical "optimal" identifiability could be achieved after two cycles for the acetate parameters, and three cycles for the ethanol parameters. The parameters found performed well in the short term, and represented the pulses of acetate and ethanol (within 4 days of the winery-fed cycles) very well. The main discrepancy was poor prediction of pH dynamics, which could be due to an unidentified buffer with an overall influence the same as a weak base (possibly CaCO3). Based on this work, ASBR systems are effective for parameter estimation, especially for comparative wastewater characterisation. The main disadvantages are heavy computational requirements for multiple cycles, and difficulty in establishing the correct biomass concentration in the reactor, though the last is also a disadvantage for continuous fixed film reactors, and especially, batch tests.

Estimation of distributional parameters for censored trace level water quality data: 1. Estimation techniques

USGS Publications Warehouse

Gilliom, Robert J.; Helsel, Dennis R.

1986-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations, for determining the best performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.

Estimation of distributional parameters for censored trace level water quality data. 1. Estimation Techniques

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gilliom, R.J.; Helsel, D.R.

1986-02-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensoredmore » observations, for determining the best performing parameter estimation method for any particular data det. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.« less

Model-based estimation for dynamic cardiac studies using ECT.

PubMed

Chiao, P C; Rogers, W L; Clinthorne, N H; Fessler, J A; Hero, A O

1994-01-01

The authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (emission computed tomography). They construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. They also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, the authors discuss model assumptions and potential uses of the joint estimation strategy.

Method and system for diagnostics of apparatus

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry (Inventor)

2012-01-01

Proposed is a method, implemented in software, for estimating fault state of an apparatus outfitted with sensors. At each execution period the method processes sensor data from the apparatus to obtain a set of parity parameters, which are further used for estimating fault state. The estimation method formulates a convex optimization problem for each fault hypothesis and employs a convex solver to compute fault parameter estimates and fault likelihoods for each fault hypothesis. The highest likelihoods and corresponding parameter estimates are transmitted to a display device or an automated decision and control system. The obtained accurate estimate of fault state can be used to improve safety, performance, or maintenance processes for the apparatus.

The effect of heart motion on parameter bias in dynamic cardiac SPECT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ross, S.G.; Gullberg, G.T.; Huesman, R.H.

1996-12-31

Dynamic cardiac SPECT can be used to estimate kinetic rate parameters which describe the wash-in and wash-out of tracer activity between the blood and the myocardial tissue. These kinetic parameters can in turn be correlated to myocardial perfusion. There are, however, many physical aspects associated with dynamic SPECT which can introduce errors into the estimates. This paper describes a study which investigates the effect of heart motion on kinetic parameter estimates. Dynamic SPECT simulations are performed using a beating version of the MCAT phantom. The results demonstrate that cardiac motion has a significant effect on the blood, tissue, and backgroundmore » content of regions of interest. This in turn affects estimates of wash-in, while it has very little effect on estimates of wash-out. The effect of cardiac motion on parameter estimates appears not to be as great as effects introduced by photon noise and geometric collimator response. It is also shown that cardiac motion results in little extravascular contamination of the left ventricle blood region of interest.« less

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Estimating hydraulic parameters of a heterogeneous aquitard using long-term multi-extensometer and groundwater level data

NASA Astrophysics Data System (ADS)

Zhuang, Chao; Zhou, Zhifang; Illman, Walter A.; Guo, Qiaona; Wang, Jinguo

2017-09-01

The classical aquitard-drainage model COMPAC has been modified to simulate the compaction process of a heterogeneous aquitard consisting of multiple sub-units (Multi-COMPAC). By coupling Multi-COMPAC with the parameter estimation code PEST++, the vertical hydraulic conductivity ( K v) and elastic ( S ske) and inelastic ( S skp) skeletal specific-storage values of each sub-unit can be estimated using observed long-term multi-extensometer and groundwater level data. The approach was first tested through a synthetic case with known parameters. Results of the synthetic case revealed that it was possible to accurately estimate the three parameters for each sub-unit. Next, the methodology was applied to a field site located in Changzhou city, China. Based on the detailed stratigraphic information and extensometer data, the aquitard of interest was subdivided into three sub-units. Parameters K v, S ske and S skp of each sub-unit were estimated simultaneously and then were compared with laboratory results and with bulk values and geologic data from previous studies, demonstrating the reliability of parameter estimates. Estimated S skp values ranged within the magnitude of 10-4 m-1, while K v ranged over 10-10-10-8 m/s, suggesting moderately high heterogeneity of the aquitard. However, the elastic deformation of the third sub-unit, consisting of soft plastic silty clay, is masked by delayed drainage, and the inverse procedure leads to large uncertainty in the S ske estimate for this sub-unit.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.

PubMed

Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf

2010-05-25

Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks

PubMed Central

2010-01-01

Background Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. Results In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. Conclusions The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates. PMID:20500862

Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises

NASA Astrophysics Data System (ADS)

Basin, M.; Maldonado, J. J.; Zendejo, O.

2016-07-01

This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.

Sequential ensemble-based optimal design for parameter estimation: SEQUENTIAL ENSEMBLE-BASED OPTIMAL DESIGN

DOE Office of Scientific and Technical Information (OSTI.GOV)

Man, Jun; Zhang, Jiangjiang; Li, Weixuan

2016-10-01

The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees ofmore » freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. The effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.« less

Oracle estimation of parametric models under boundary constraints.

PubMed

Wong, Kin Yau; Goldberg, Yair; Fine, Jason P

2016-12-01

In many classical estimation problems, the parameter space has a boundary. In most cases, the standard asymptotic properties of the estimator do not hold when some of the underlying true parameters lie on the boundary. However, without knowledge of the true parameter values, confidence intervals constructed assuming that the parameters lie in the interior are generally over-conservative. A penalized estimation method is proposed in this article to address this issue. An adaptive lasso procedure is employed to shrink the parameters to the boundary, yielding oracle inference which adapt to whether or not the true parameters are on the boundary. When the true parameters are on the boundary, the inference is equivalent to that which would be achieved with a priori knowledge of the boundary, while if the converse is true, the inference is equivalent to that which is obtained in the interior of the parameter space. The method is demonstrated under two practical scenarios, namely the frailty survival model and linear regression with order-restricted parameters. Simulation studies and real data analyses show that the method performs well with realistic sample sizes and exhibits certain advantages over standard methods. © 2016, The International Biometric Society.

Uncertainty Estimation in Elastic Full Waveform Inversion by Utilising the Hessian Matrix

NASA Astrophysics Data System (ADS)

Hagen, V. S.; Arntsen, B.; Raknes, E. B.

2017-12-01

Elastic Full Waveform Inversion (EFWI) is a computationally intensive iterative method for estimating elastic model parameters. A key element of EFWI is the numerical solution of the elastic wave equation which lies as a foundation to quantify the mismatch between synthetic (modelled) and true (real) measured seismic data. The misfit between the modelled and true receiver data is used to update the parameter model to yield a better fit between the modelled and true receiver signal. A common approach to the EFWI model update problem is to use a conjugate gradient search method. In this approach the resolution and cross-coupling for the estimated parameter update can be found by computing the full Hessian matrix. Resolution of the estimated model parameters depend on the chosen parametrisation, acquisition geometry, and temporal frequency range. Although some understanding has been gained, it is still not clear which elastic parameters can be reliably estimated under which conditions. With few exceptions, previous analyses have been based on arguments using radiation pattern analysis. We use the known adjoint-state technique with an expansion to compute the Hessian acting on a model perturbation to conduct our study. The Hessian is used to infer parameter resolution and cross-coupling for different selections of models, acquisition geometries, and data types, including streamer and ocean bottom seismic recordings. Information about the model uncertainty is obtained from the exact Hessian, and is essential when evaluating the quality of estimated parameters due to the strong influence of source-receiver geometry and frequency content. Investigation is done on both a homogeneous model and the Gullfaks model where we illustrate the influence of offset on parameter resolution and cross-coupling as a way of estimating uncertainty.

Performance of Random Effects Model Estimators under Complex Sampling Designs

ERIC Educational Resources Information Center

Jia, Yue; Stokes, Lynne; Harris, Ian; Wang, Yan

2011-01-01

In this article, we consider estimation of parameters of random effects models from samples collected via complex multistage designs. Incorporation of sampling weights is one way to reduce estimation bias due to unequal probabilities of selection. Several weighting methods have been proposed in the literature for estimating the parameters of…

Assessing statistical differences between parameters estimates in Partial Least Squares path modeling.

PubMed

Rodríguez-Entrena, Macario; Schuberth, Florian; Gelhard, Carsten

2018-01-01

Structural equation modeling using partial least squares (PLS-SEM) has become a main-stream modeling approach in various disciplines. Nevertheless, prior literature still lacks a practical guidance on how to properly test for differences between parameter estimates. Whereas existing techniques such as parametric and non-parametric approaches in PLS multi-group analysis solely allow to assess differences between parameters that are estimated for different subpopulations, the study at hand introduces a technique that allows to also assess whether two parameter estimates that are derived from the same sample are statistically different. To illustrate this advancement to PLS-SEM, we particularly refer to a reduced version of the well-established technology acceptance model.

Trends in shuttle entry heating from the correction of flight test maneuvers

NASA Technical Reports Server (NTRS)

Hodge, J. K.

1983-01-01

A new technique was developed to systematically expand the aerothermodynamic envelope of the Space Shuttle Protection System (TPS). The technique required transient flight test maneuvers which were performed on the second, fourth, and fifth Shuttle reentries. Kalman filtering and parameter estimation were used for the reduction of embedded thermocouple data to obtain best estimates of aerothermal parameters. Difficulties in reducing the data were overcome or minimized. Thermal parameters were estimated to minimize uncertainties, and heating rate parameters were estimated to correlate with angle of attack, sideslip, deflection angle, and Reynolds number changes. Heating trends from the maneuvers allow for rapid and safe envelope expansion needed for future missions, except for some local areas.

Parameters estimation of sandwich beam model with rigid polyurethane foam core

NASA Astrophysics Data System (ADS)

Barbieri, Nilson; Barbieri, Renato; Winikes, Luiz Carlos

2010-02-01

In this work, the physical parameters of sandwich beams made with the association of hot-rolled steel, Polyurethane rigid foam and High Impact Polystyrene, used for the assembly of household refrigerators and food freezers are estimated using measured and numeric frequency response functions (FRFs). The mathematical models are obtained using the finite element method (FEM) and the Timoshenko beam theory. The physical parameters are estimated using the amplitude correlation coefficient and genetic algorithm (GA). The experimental data are obtained using the impact hammer and four accelerometers displaced along the sample (cantilevered beam). The parameters estimated are Young's modulus and the loss factor of the Polyurethane rigid foam and the High Impact Polystyrene.

Robust Diagnosis Method Based on Parameter Estimation for an Interturn Short-Circuit Fault in Multipole PMSM under High-Speed Operation.

PubMed

Lee, Jewon; Moon, Seokbae; Jeong, Hyeyun; Kim, Sang Woo

2015-11-20

This paper proposes a diagnosis method for a multipole permanent magnet synchronous motor (PMSM) under an interturn short circuit fault. Previous works in this area have suffered from the uncertainties of the PMSM parameters, which can lead to misdiagnosis. The proposed method estimates the q-axis inductance (Lq) of the faulty PMSM to solve this problem. The proposed method also estimates the faulty phase and the value of G, which serves as an index of the severity of the fault. The q-axis current is used to estimate the faulty phase, the values of G and Lq. For this reason, two open-loop observers and an optimization method based on a particle-swarm are implemented. The q-axis current of a healthy PMSM is estimated by the open-loop observer with the parameters of a healthy PMSM. The Lq estimation significantly compensates for the estimation errors in high-speed operation. The experimental results demonstrate that the proposed method can estimate the faulty phase, G, and Lq besides exhibiting robustness against parameter uncertainties.

Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy

The logic of comparative life history studies for estimating key parameters, with a focus on natural mortality rate

USGS Publications Warehouse

Hoenig, John M; Then, Amy Y.-H.; Babcock, Elizabeth A.; Hall, Norman G.; Hewitt, David A.; Hesp, Sybrand A.

2016-01-01

There are a number of key parameters in population dynamics that are difficult to estimate, such as natural mortality rate, intrinsic rate of population growth, and stock-recruitment relationships. Often, these parameters of a stock are, or can be, estimated indirectly on the basis of comparative life history studies. That is, the relationship between a difficult to estimate parameter and life history correlates is examined over a wide variety of species in order to develop predictive equations. The form of these equations may be derived from life history theory or simply be suggested by exploratory data analysis. Similarly, population characteristics such as potential yield can be estimated by making use of a relationship between the population parameter and bio-chemico–physical characteristics of the ecosystem. Surprisingly, little work has been done to evaluate how well these indirect estimators work and, in fact, there is little guidance on how to conduct comparative life history studies and how to evaluate them. We consider five issues arising in such studies: (i) the parameters of interest may be ill-defined idealizations of the real world, (ii) true values of the parameters are not known for any species, (iii) selecting data based on the quality of the estimates can introduce a host of problems, (iv) the estimates that are available for comparison constitute a non-random sample of species from an ill-defined population of species of interest, and (v) the hierarchical nature of the data (e.g. stocks within species within genera within families, etc., with multiple observations at each level) warrants consideration. We discuss how these issues can be handled and how they shape the kinds of questions that can be asked of a database of life history studies.

Improving the realism of hydrologic model through multivariate parameter estimation

NASA Astrophysics Data System (ADS)

Rakovec, Oldrich; Kumar, Rohini; Attinger, Sabine; Samaniego, Luis

2017-04-01

Increased availability and quality of near real-time observations should improve understanding of predictive skills of hydrological models. Recent studies have shown the limited capability of river discharge data alone to adequately constrain different components of distributed model parameterizations. In this study, the GRACE satellite-based total water storage (TWS) anomaly is used to complement the discharge data with an aim to improve the fidelity of mesoscale hydrologic model (mHM) through multivariate parameter estimation. The study is conducted in 83 European basins covering a wide range of hydro-climatic regimes. The model parameterization complemented with the TWS anomalies leads to statistically significant improvements in (1) discharge simulations during low-flow period, and (2) evapotranspiration estimates which are evaluated against independent (FLUXNET) data. Overall, there is no significant deterioration in model performance for the discharge simulations when complemented by information from the TWS anomalies. However, considerable changes in the partitioning of precipitation into runoff components are noticed by in-/exclusion of TWS during the parameter estimation. A cross-validation test carried out to assess the transferability and robustness of the calibrated parameters to other locations further confirms the benefit of complementary TWS data. In particular, the evapotranspiration estimates show more robust performance when TWS data are incorporated during the parameter estimation, in comparison with the benchmark model constrained against discharge only. This study highlights the value for incorporating multiple data sources during parameter estimation to improve the overall realism of hydrologic model and its applications over large domains. Rakovec, O., Kumar, R., Attinger, S. and Samaniego, L. (2016): Improving the realism of hydrologic model functioning through multivariate parameter estimation. Water Resour. Res., 52, http://dx.doi.org/10.1002/2016WR019430

Inclusion of unsteady aerodynamics in longitudinal parameter estimation from flight data. [use of vortices and mathematical models for parameterization from flight characteristics

NASA Technical Reports Server (NTRS)

Queijo, M. J.; Wells, W. R.; Keskar, D. A.

1979-01-01

A simple vortex system, used to model unsteady aerodynamic effects into the rigid body longitudinal equations of motion of an aircraft, is described. The equations are used in the development of a parameter extraction algorithm. Use of the two parameter-estimation modes, one including and the other omitting unsteady aerodynamic modeling, is discussed as a means of estimating some acceleration derivatives. Computer generated data and flight data, used to demonstrate the use of the parameter-extraction algorithm are studied.

Kinetic parameter estimation model for anaerobic co-digestion of waste activated sludge and microalgae.

PubMed

Lee, Eunyoung; Cumberbatch, Jewel; Wang, Meng; Zhang, Qiong

2017-03-01

Anaerobic co-digestion has a potential to improve biogas production, but limited kinetic information is available for co-digestion. This study introduced regression-based models to estimate the kinetic parameters for the co-digestion of microalgae and Waste Activated Sludge (WAS). The models were developed using the ratios of co-substrates and the kinetic parameters for the single substrate as indicators. The models were applied to the modified first-order kinetics and Monod model to determine the rate of hydrolysis and methanogenesis for the co-digestion. The results showed that the model using a hyperbola function was better for the estimation of the first-order kinetic coefficients, while the model using inverse tangent function closely estimated the Monod kinetic parameters. The models can be used for estimating kinetic parameters for not only microalgae-WAS co-digestion but also other substrates' co-digestion such as microalgae-swine manure and WAS-aquatic plants. Copyright © 2016 Elsevier Ltd. All rights reserved.

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Linear functional minimization for inverse modeling

DOE PAGES

Barajas-Solano, David A.; Wohlberg, Brendt Egon; Vesselinov, Velimir Valentinov; ...

2015-06-01

In this paper, we present a novel inverse modeling strategy to estimate spatially distributed parameters of nonlinear models. The maximum a posteriori (MAP) estimators of these parameters are based on a likelihood functional, which contains spatially discrete measurements of the system parameters and spatiotemporally discrete measurements of the transient system states. The piecewise continuity prior for the parameters is expressed via Total Variation (TV) regularization. The MAP estimator is computed by minimizing a nonquadratic objective equipped with the TV operator. We apply this inversion algorithm to estimate hydraulic conductivity of a synthetic confined aquifer from measurements of conductivity and hydraulicmore » head. The synthetic conductivity field is composed of a low-conductivity heterogeneous intrusion into a high-conductivity heterogeneous medium. Our algorithm accurately reconstructs the location, orientation, and extent of the intrusion from the steady-state data only. Finally, addition of transient measurements of hydraulic head improves the parameter estimation, accurately reconstructing the conductivity field in the vicinity of observation locations.« less

Parameter Estimation with Almost No Public Communication for Continuous-Variable Quantum Key Distribution

NASA Astrophysics Data System (ADS)

Lupo, Cosmo; Ottaviani, Carlo; Papanastasiou, Panagiotis; Pirandola, Stefano

2018-06-01

One crucial step in any quantum key distribution (QKD) scheme is parameter estimation. In a typical QKD protocol the users have to sacrifice part of their raw data to estimate the parameters of the communication channel as, for example, the error rate. This introduces a trade-off between the secret key rate and the accuracy of parameter estimation in the finite-size regime. Here we show that continuous-variable QKD is not subject to this constraint as the whole raw keys can be used for both parameter estimation and secret key generation, without compromising the security. First, we show that this property holds for measurement-device-independent (MDI) protocols, as a consequence of the fact that in a MDI protocol the correlations between Alice and Bob are postselected by the measurement performed by an untrusted relay. This result is then extended beyond the MDI framework by exploiting the fact that MDI protocols can simulate device-dependent one-way QKD with arbitrarily high precision.

The Beta-Geometric Model Applied to Fecundability in a Sample of Married Women

NASA Astrophysics Data System (ADS)

Adekanmbi, D. B.; Bamiduro, T. A.

2006-10-01

The time required to achieve pregnancy among married couples termed fecundability has been proposed to follow a beta-geometric distribution. The accuracy of the method used in estimating the parameters of the model has an implication on the goodness of fit of the model. In this study, the parameters of the model are estimated using the Method of Moments and Newton-Raphson estimation procedure. The goodness of fit of the model was considered, using estimates from the two methods of estimation, as well as the asymptotic relative efficiency of the estimates. A noticeable improvement in the fit of the model to the data on time to conception was observed, when the parameters are estimated by Newton-Raphson procedure, and thereby estimating reasonable expectations of fecundability for married female population in the country.

Implicit assimilation for marine ecological models

NASA Astrophysics Data System (ADS)

Weir, B.; Miller, R.; Spitz, Y. H.

2012-12-01

We use a new data assimilation method to estimate the parameters of a marine ecological model. At a given point in the ocean, the estimated values of the parameters determine the behaviors of the modeled planktonic groups, and thus indicate which species are dominant. To begin, we assimilate in situ observations, e.g., the Bermuda Atlantic Time-series Study, the Hawaii Ocean Time-series, and Ocean Weather Station Papa. From there, we estimate the parameters at surrounding points in space based on satellite observations of ocean color. Given the variation of the estimated parameters, we divide the ocean into regions meant to represent distinct ecosystems. An important feature of the data assimilation approach is that it refines the confidence limits of the optimal Gaussian approximation to the distribution of the parameters. This enables us to determine the ecological divisions with greater accuracy.

Research on Radar Micro-Doppler Feature Parameter Estimation of Propeller Aircraft

NASA Astrophysics Data System (ADS)

He, Zhihua; Tao, Feixiang; Duan, Jia; Luo, Jingsheng

2018-01-01

The micro-motion modulation effect of the rotated propellers to radar echo can be a steady feature for aircraft target recognition. Thus, micro-Doppler feature parameter estimation is a key to accurate target recognition. In this paper, the radar echo of rotated propellers is modelled and simulated. Based on which, the distribution characteristics of the micro-motion modulation energy in time, frequency and time-frequency domain are analyzed. The micro-motion modulation energy produced by the scattering points of rotating propellers is accumulated using the Inverse-Radon (I-Radon) transform, which can be used to accomplish the estimation of micro-modulation parameter. Finally, it is proved that the proposed parameter estimation method is effective with measured data. The micro-motion parameters of aircraft can be used as the features of radar target recognition.

Developing an Interpretation of Item Parameters for Personality Items: Content Correlates of Parameter Estimates.

ERIC Educational Resources Information Center

Zickar, Michael J.; Ury, Karen L.

2002-01-01

Attempted to relate content features of personality items to item parameter estimates from the partial credit model of E. Muraki (1990) by administering the Adjective Checklist (L. Goldberg, 1992) to 329 undergraduates. As predicted, the discrimination parameter was related to the item subtlety ratings of personality items but the level of word…

The Hildebrand Solubility Parameters of Ionic Liquids—Part 2

PubMed Central

Marciniak, Andrzej

2011-01-01

The Hildebrand solubility parameters have been calculated for eight ionic liquids. Retention data from the inverse gas chromatography measurements of the activity coefficients at infinite dilution were used for the calculation. From the solubility parameters, the enthalpies of vaporization of ionic liquids were estimated. Results are compared with solubility parameters estimated by different methods. PMID:21747694

The Multiple-Choice Model: Some Solutions for Estimation of Parameters in the Presence of Omitted Responses

ERIC Educational Resources Information Center

Abad, Francisco J.; Olea, Julio; Ponsoda, Vicente

2009-01-01

This article deals with some of the problems that have hindered the application of Samejima's and Thissen and Steinberg's multiple-choice models: (a) parameter estimation difficulties owing to the large number of parameters involved, (b) parameter identifiability problems in the Thissen and Steinberg model, and (c) their treatment of omitted…

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1975-01-01

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

Parameters Estimation For A Patellofemoral Joint Of A Human Knee Using A Vector Method

NASA Astrophysics Data System (ADS)

Ciszkiewicz, A.; Knapczyk, J.

2015-08-01

Position and displacement analysis of a spherical model of a human knee joint using the vector method was presented. Sensitivity analysis and parameter estimation were performed using the evolutionary algorithm method. Computer simulations for the mechanism with estimated parameters proved the effectiveness of the prepared software. The method itself can be useful when solving problems concerning the displacement and loads analysis in the knee joint.

Approximation techniques for parameter estimation and feedback control for distributed models of large flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Rosen, I. G.

1984-01-01

Approximation ideas are discussed that can be used in parameter estimation and feedback control for Euler-Bernoulli models of elastic systems. Focusing on parameter estimation problems, ways by which one can obtain convergence results for cubic spline based schemes for hybrid models involving an elastic cantilevered beam with tip mass and base acceleration are outlined. Sample numerical findings are also presented.

SP_Ace: Stellar Parameters And Chemical abundances Estimator

NASA Astrophysics Data System (ADS)

Boeche, C.; Grebel, E. K.

2018-05-01

SP_Ace (Stellar Parameters And Chemical abundances Estimator) estimates the stellar parameters Teff, log g, [M/H], and elemental abundances. It employs 1D stellar atmosphere models in Local Thermodynamic Equilibrium (LTE). The code is highly automated and suitable for analyzing the spectra of large spectroscopic surveys with low or medium spectral resolution (R = 2000-20 000). A web service for calculating these values with the software is also available.

Estimation of key parameters in adaptive neuron model according to firing patterns based on improved particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Yuan, Chunhua; Wang, Jiang; Yi, Guosheng

2017-03-01

Estimation of ion channel parameters is crucial to spike initiation of neurons. The biophysical neuron models have numerous ion channel parameters, but only a few of them play key roles in the firing patterns of the models. So we choose three parameters featuring the adaptation in the Ermentrout neuron model to be estimated. However, the traditional particle swarm optimization (PSO) algorithm is still easy to fall into local optimum and has the premature convergence phenomenon in the study of some problems. In this paper, we propose an improved method that uses a concave function and dynamic logistic chaotic mapping mixed to adjust the inertia weights of the fitness value, effectively improve the global convergence ability of the algorithm. The perfect predicting firing trajectories of the rebuilt model using the estimated parameters prove that only estimating a few important ion channel parameters can establish the model well and the proposed algorithm is effective. Estimations using two classic PSO algorithms are also compared to the improved PSO to verify that the algorithm proposed in this paper can avoid local optimum and quickly converge to the optimal value. The results provide important theoretical foundations for building biologically realistic neuron models.

Least-squares sequential parameter and state estimation for large space structures

NASA Technical Reports Server (NTRS)

Thau, F. E.; Eliazov, T.; Montgomery, R. C.

1982-01-01

This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.

Quantum Parameter Estimation: From Experimental Design to Constructive Algorithm

NASA Astrophysics Data System (ADS)

Yang, Le; Chen, Xi; Zhang, Ming; Dai, Hong-Yi

2017-11-01

In this paper we design the following two-step scheme to estimate the model parameter ω 0 of the quantum system: first we utilize the Fisher information with respect to an intermediate variable v=\\cos ({ω }0t) to determine an optimal initial state and to seek optimal parameters of the POVM measurement operators; second we explore how to estimate ω 0 from v by choosing t when a priori information knowledge of ω 0 is available. Our optimal initial state can achieve the maximum quantum Fisher information. The formulation of the optimal time t is obtained and the complete algorithm for parameter estimation is presented. We further explore how the lower bound of the estimation deviation depends on the a priori information of the model. Supported by the National Natural Science Foundation of China under Grant Nos. 61273202, 61673389, and 61134008

Computing maximum-likelihood estimates for parameters of the National Descriptive Model of Mercury in Fish

USGS Publications Warehouse

Donato, David I.

2012-01-01

This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.

Efficient Ensemble State-Parameters Estimation Techniques in Ocean Ecosystem Models: Application to the North Atlantic

NASA Astrophysics Data System (ADS)

El Gharamti, M.; Bethke, I.; Tjiputra, J.; Bertino, L.

2016-02-01

Given the recent strong international focus on developing new data assimilation systems for biological models, we present in this comparative study the application of newly developed state-parameters estimation tools to an ocean ecosystem model. It is quite known that the available physical models are still too simple compared to the complexity of the ocean biology. Furthermore, various biological parameters remain poorly unknown and hence wrong specifications of such parameters can lead to large model errors. Standard joint state-parameters augmentation technique using the ensemble Kalman filter (Stochastic EnKF) has been extensively tested in many geophysical applications. Some of these assimilation studies reported that jointly updating the state and the parameters might introduce significant inconsistency especially for strongly nonlinear models. This is usually the case for ecosystem models particularly during the period of the spring bloom. A better handling of the estimation problem is often carried out by separating the update of the state and the parameters using the so-called Dual EnKF. The dual filter is computationally more expensive than the Joint EnKF but is expected to perform more accurately. Using a similar separation strategy, we propose a new EnKF estimation algorithm in which we apply a one-step-ahead smoothing to the state. The new state-parameters estimation scheme is derived in a consistent Bayesian filtering framework and results in separate update steps for the state and the parameters. Unlike the classical filtering path, the new scheme starts with an update step and later a model propagation step is performed. We test the performance of the new smoothing-based schemes against the standard EnKF in a one-dimensional configuration of the Norwegian Earth System Model (NorESM) in the North Atlantic. We use nutrients profile (up to 2000 m deep) data and surface partial CO2 measurements from Mike weather station (66o N, 2o E) to estimate different biological parameters of phytoplanktons and zooplanktons. We analyze the performance of the filters in terms of complexity and accuracy of the state and parameters estimates.

A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.

PubMed

Faya, Paul; Stamey, James D; Seaman, John W

2017-01-01

For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.

Parameter estimation methods for gene circuit modeling from time-series mRNA data: a comparative study.

PubMed

Fan, Ming; Kuwahara, Hiroyuki; Wang, Xiaolei; Wang, Suojin; Gao, Xin

2015-11-01

Parameter estimation is a challenging computational problem in the reverse engineering of biological systems. Because advances in biotechnology have facilitated wide availability of time-series gene expression data, systematic parameter estimation of gene circuit models from such time-series mRNA data has become an important method for quantitatively dissecting the regulation of gene expression. By focusing on the modeling of gene circuits, we examine here the performance of three types of state-of-the-art parameter estimation methods: population-based methods, online methods and model-decomposition-based methods. Our results show that certain population-based methods are able to generate high-quality parameter solutions. The performance of these methods, however, is heavily dependent on the size of the parameter search space, and their computational requirements substantially increase as the size of the search space increases. In comparison, online methods and model decomposition-based methods are computationally faster alternatives and are less dependent on the size of the search space. Among other things, our results show that a hybrid approach that augments computationally fast methods with local search as a subsequent refinement procedure can substantially increase the quality of their parameter estimates to the level on par with the best solution obtained from the population-based methods while maintaining high computational speed. These suggest that such hybrid methods can be a promising alternative to the more commonly used population-based methods for parameter estimation of gene circuit models when limited prior knowledge about the underlying regulatory mechanisms makes the size of the parameter search space vastly large. © The Author 2015. Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.

Inverse modeling for seawater intrusion in coastal aquifers: Insights about parameter sensitivities, variances, correlations and estimation procedures derived from the Henry problem

USGS Publications Warehouse

Sanz, E.; Voss, C.I.

2006-01-01

Inverse modeling studies employing data collected from the classic Henry seawater intrusion problem give insight into several important aspects of inverse modeling of seawater intrusion problems and effective measurement strategies for estimation of parameters for seawater intrusion. Despite the simplicity of the Henry problem, it embodies the behavior of a typical seawater intrusion situation in a single aquifer. Data collected from the numerical problem solution are employed without added noise in order to focus on the aspects of inverse modeling strategies dictated by the physics of variable-density flow and solute transport during seawater intrusion. Covariances of model parameters that can be estimated are strongly dependent on the physics. The insights gained from this type of analysis may be directly applied to field problems in the presence of data errors, using standard inverse modeling approaches to deal with uncertainty in data. Covariance analysis of the Henry problem indicates that in order to generally reduce variance of parameter estimates, the ideal places to measure pressure are as far away from the coast as possible, at any depth, and the ideal places to measure concentration are near the bottom of the aquifer between the center of the transition zone and its inland fringe. These observations are located in and near high-sensitivity regions of system parameters, which may be identified in a sensitivity analysis with respect to several parameters. However, both the form of error distribution in the observations and the observation weights impact the spatial sensitivity distributions, and different choices for error distributions or weights can result in significantly different regions of high sensitivity. Thus, in order to design effective sampling networks, the error form and weights must be carefully considered. For the Henry problem, permeability and freshwater inflow can be estimated with low estimation variance from only pressure or only concentration observations. Permeability, freshwater inflow, solute molecular diffusivity, and porosity can be estimated with roughly equivalent confidence using observations of only the logarithm of concentration. Furthermore, covariance analysis allows a logical reduction of the number of estimated parameters for ill-posed inverse seawater intrusion problems. Ill-posed problems may exhibit poor estimation convergence, have a non-unique solution, have multiple minima, or require excessive computational effort, and the condition often occurs when estimating too many or co-dependent parameters. For the Henry problem, such analysis allows selection of the two parameters that control system physics from among all possible system parameters. ?? 2005 Elsevier Ltd. All rights reserved.

An improved state-parameter analysis of ecosystem models using data assimilation

USGS Publications Warehouse

Chen, M.; Liu, S.; Tieszen, L.L.; Hollinger, D.Y.

2008-01-01

Much of the effort spent in developing data assimilation methods for carbon dynamics analysis has focused on estimating optimal values for either model parameters or state variables. The main weakness of estimating parameter values alone (i.e., without considering state variables) is that all errors from input, output, and model structure are attributed to model parameter uncertainties. On the other hand, the accuracy of estimating state variables may be lowered if the temporal evolution of parameter values is not incorporated. This research develops a smoothed ensemble Kalman filter (SEnKF) by combining ensemble Kalman filter with kernel smoothing technique. SEnKF has following characteristics: (1) to estimate simultaneously the model states and parameters through concatenating unknown parameters and state variables into a joint state vector; (2) to mitigate dramatic, sudden changes of parameter values in parameter sampling and parameter evolution process, and control narrowing of parameter variance which results in filter divergence through adjusting smoothing factor in kernel smoothing algorithm; (3) to assimilate recursively data into the model and thus detect possible time variation of parameters; and (4) to address properly various sources of uncertainties stemming from input, output and parameter uncertainties. The SEnKF is tested by assimilating observed fluxes of carbon dioxide and environmental driving factor data from an AmeriFlux forest station located near Howland, Maine, USA, into a partition eddy flux model. Our analysis demonstrates that model parameters, such as light use efficiency, respiration coefficients, minimum and optimum temperatures for photosynthetic activity, and others, are highly constrained by eddy flux data at daily-to-seasonal time scales. The SEnKF stabilizes parameter values quickly regardless of the initial values of the parameters. Potential ecosystem light use efficiency demonstrates a strong seasonality. Results show that the simultaneous parameter estimation procedure significantly improves model predictions. Results also show that the SEnKF can dramatically reduce the variance in state variables stemming from the uncertainty of parameters and driving variables. The SEnKF is a robust and effective algorithm in evaluating and developing ecosystem models and in improving the understanding and quantification of carbon cycle parameters and processes. ?? 2008 Elsevier B.V.

Uncertainty estimation of the self-thinning process by Maximum-Entropy Principle

Treesearch

Shoufan Fang; George Z. Gertner

2000-01-01

When available information is scarce, the Maximum-Entropy Principle can estimate the distributions of parameters. In our case study, we estimated the distributions of the parameters of the forest self-thinning process based on literature information, and we derived the conditional distribution functions and estimated the 95 percent confidence interval (CI) of the self-...

Model-based estimation for dynamic cardiac studies using ECT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chiao, P.C.; Rogers, W.L.; Clinthorne, N.H.

1994-06-01

In this paper, the authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (Emission Computed Tomography). The authors construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. The authors also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performancemore » to the Cramer-Rao lower bound. Finally, model assumptions and potential uses of the joint estimation strategy are discussed.« less

[Atmospheric parameter estimation for LAMOST/GUOSHOUJING spectra].

PubMed

Lu, Yu; Li, Xiang-Ru; Yang, Tan

2014-11-01

It is a key task to estimate the atmospheric parameters from the observed stellar spectra in exploring the nature of stars and universe. With our Large Sky Area Multi-Object Fiber Spectroscopy Telescope (LAMOST) which begun its formal Sky Survey in September 2012, we are obtaining a mass of stellar spectra in an unprecedented speed. It has brought a new opportunity and a challenge for the research of galaxies. Due to the complexity of the observing system, the noise in the spectrum is relatively large. At the same time, the preprocessing procedures of spectrum are also not ideal, such as the wavelength calibration and the flow calibration. Therefore, there is a slight distortion of the spectrum. They result in the high difficulty of estimating the atmospheric parameters for the measured stellar spectra. It is one of the important issues to estimate the atmospheric parameters for the massive stellar spectra of LAMOST. The key of this study is how to eliminate noise and improve the accuracy and robustness of estimating the atmospheric parameters for the measured stellar spectra. We propose a regression model for estimating the atmospheric parameters of LAMOST stellar(SVM(lasso)). The basic idea of this model is: First, we use the Haar wavelet to filter spectrum, suppress the adverse effects of the spectral noise and retain the most discrimination information of spectrum. Secondly, We use the lasso algorithm for feature selection and extract the features of strongly correlating with the atmospheric parameters. Finally, the features are input to the support vector regression model for estimating the parameters. Because the model has better tolerance to the slight distortion and the noise of the spectrum, the accuracy of the measurement is improved. To evaluate the feasibility of the above scheme, we conduct experiments extensively on the 33 963 pilot surveys spectrums by LAMOST. The accuracy of three atmospheric parameters is log Teff: 0.006 8 dex, log g: 0.155 1 dex, [Fe/H]: 0.104 0 dex.

Estimation and correction of different flavors of surface observation biases in ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Lorente-Plazas, Raquel; Hacker, Josua P.; Collins, Nancy; Lee, Jared A.

2017-04-01

The impact of assimilating surface observations has been shown in several publications, for improving weather prediction inside of the boundary layer as well as the flow aloft. However, the assimilation of surface observations is often far from optimal due to the presence of both model and observation biases. The sources of these biases can be diverse: an instrumental offset, errors associated to the comparison of point-based observations and grid-cell average, etc. To overcome this challenge, a method was developed using the ensemble Kalman filter. The approach consists on representing each observation bias as a parameter. These bias parameters are added to the forward operator and they extend the state vector. As opposed to the observation bias estimation approaches most common in operational systems (e.g. for satellite radiances), the state vector and parameters are simultaneously updated by applying the Kalman filter equations to the augmented state. The method to estimate and correct the observation bias is evaluated using observing system simulation experiments (OSSEs) with the Weather Research and Forecasting (WRF) model. OSSEs are constructed for the conventional observation network including radiosondes, aircraft observations, atmospheric motion vectors, and surface observations. Three different kinds of biases are added to 2-meter temperature for synthetic METARs. From the simplest to more sophisticated, imposed biases are: (1) a spatially invariant bias, (2) a spatially varying bias proportional to topographic height differences between the model and the observations, and (3) bias that is proportional to the temperature. The target region characterized by complex terrain is the western U.S. on a domain with 30-km grid spacing. Observations are assimilated every 3 hours using an 80-member ensemble during September 2012. Results demonstrate that the approach is able to estimate and correct the bias when it is spatially invariant (experiment 1). More complex bias structure in experiments (2) and (3) are more difficult to estimate, but still possible. Estimated the parameter in experiments with unbiased observations results in spatial and temporal parameter variability about zero, and establishes a threshold on the accuracy of the parameter in further experiments. When the observations are biased, the mean parameter value is close to the true bias, but temporal and spatial variability in the parameter estimates is similar to the parameters used when estimating a zero bias in the observations. The distributions are related to other errors in the forecasts, indicating that the parameters are absorbing some of the forecast error from other sources. In this presentation we elucidate the reasons for the resulting parameter estimates, and their variability.

Bayesian Markov Chain Monte Carlo inversion for weak anisotropy parameters and fracture weaknesses using azimuthal elastic impedance

NASA Astrophysics Data System (ADS)

Chen, Huaizhen; Pan, Xinpeng; Ji, Yuxin; Zhang, Guangzhi

2017-08-01

A system of aligned vertical fractures and fine horizontal shale layers combine to form equivalent orthorhombic media. Weak anisotropy parameters and fracture weaknesses play an important role in the description of orthorhombic anisotropy (OA). We propose a novel approach of utilizing seismic reflection amplitudes to estimate weak anisotropy parameters and fracture weaknesses from observed seismic data, based on azimuthal elastic impedance (EI). We first propose perturbation in stiffness matrix in terms of weak anisotropy parameters and fracture weaknesses, and using the perturbation and scattering function, we derive PP-wave reflection coefficient and azimuthal EI for the case of an interface separating two OA media. Then we demonstrate an approach to first use a model constrained damped least-squares algorithm to estimate azimuthal EI from partially incidence-phase-angle-stack seismic reflection data at different azimuths, and then extract weak anisotropy parameters and fracture weaknesses from the estimated azimuthal EI using a Bayesian Markov Chain Monte Carlo inversion method. In addition, a new procedure to construct rock physics effective model is presented to estimate weak anisotropy parameters and fracture weaknesses from well log interpretation results (minerals and their volumes, porosity, saturation, fracture density, etc.). Tests on synthetic and real data indicate that unknown parameters including elastic properties (P- and S-wave impedances and density), weak anisotropy parameters and fracture weaknesses can be estimated stably in the case of seismic data containing a moderate noise, and our approach can make a reasonable estimation of anisotropy in a fractured shale reservoir.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Regularized Semiparametric Estimation for Ordinary Differential Equations

PubMed Central

Li, Yun; Zhu, Ji; Wang, Naisyin

2015-01-01

Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639

Robust time and frequency domain estimation methods in adaptive control

NASA Technical Reports Server (NTRS)

Lamaire, Richard Orville

1987-01-01

A robust identification method was developed for use in an adaptive control system. The type of estimator is called the robust estimator, since it is robust to the effects of both unmodeled dynamics and an unmeasurable disturbance. The development of the robust estimator was motivated by a need to provide guarantees in the identification part of an adaptive controller. To enable the design of a robust control system, a nominal model as well as a frequency-domain bounding function on the modeling uncertainty associated with this nominal model must be provided. Two estimation methods are presented for finding parameter estimates, and, hence, a nominal model. One of these methods is based on the well developed field of time-domain parameter estimation. In a second method of finding parameter estimates, a type of weighted least-squares fitting to a frequency-domain estimated model is used. The frequency-domain estimator is shown to perform better, in general, than the time-domain parameter estimator. In addition, a methodology for finding a frequency-domain bounding function on the disturbance is used to compute a frequency-domain bounding function on the additive modeling error due to the effects of the disturbance and the use of finite-length data. The performance of the robust estimator in both open-loop and closed-loop situations is examined through the use of simulations.

Estimates of genetic parameters in turkeys. 3. Sexual dimorphism and its implications in selection procedures.

PubMed

Toelle, V D; Havenstein, G B; Nestor, K E; Bacon, W L

1990-10-01

Live, carcass, and skeletal data taken at 16 wk of age on 504 female and 584 male turkeys from 34 sires and 168 dams were utilized to evaluate sex differences in genetic parameter estimates. Data were transformed to common mean and variance to evaluate possible scaling effects. Genetic parameters were estimated from transformed and untransformed data. Further analyses were conducted with a model that included sire by sex and dams within sire by sex interactions, and the variance estimates were used to calculate genetic correlations between the sexes and genetic regression parameters. Heritability estimates from transformed and untransformed data were similar, indicating that sex differences were present in the genetic parameters, but scaling effects were not an important factor. Genetic correlation estimates from paternal (PHS) and maternal (MHS) half-sib estimates were close to unity for BW (1.14, PHS; 1.09, MHS), shank width (.99, PHS; .93, MHS), breast muscle weight (1.23, PHS; 1.04, MHS), and shank length (1.09, PHS; .97, MHS). However, abdominal fat (.79, PHS; .59 MHS), total drumstick muscle weight (.75, PHS; 1.14, MHS), rough cleaned shank weight (.78, PHS; not estimatable, MHS), and shank bone density (1.00, PHS; .53, MHS) estimates were somewhat lower. The estimates suggest that the measurement of these latter "traits" at the same age in the two sexes may, in fact, be measuring different genetic effects and that selection procedures in turkeys need to take these correlations into account in order to make optimum progress. The genetic regression parameters indicated that more intense selection in the sex that has the smaller genetic variation could be practiced to make greater gains in the opposite sex.

A comparison between a new model and current models for estimating trunk segment inertial parameters.

PubMed

Wicke, Jason; Dumas, Genevieve A; Costigan, Patrick A

2009-01-05

Modeling of the body segments to estimate segment inertial parameters is required in the kinetic analysis of human motion. A new geometric model for the trunk has been developed that uses various cross-sectional shapes to estimate segment volume and adopts a non-uniform density function that is gender-specific. The goal of this study was to test the accuracy of the new model for estimating the trunk's inertial parameters by comparing it to the more current models used in biomechanical research. Trunk inertial parameters estimated from dual X-ray absorptiometry (DXA) were used as the standard. Twenty-five female and 24 male college-aged participants were recruited for the study. Comparisons of the new model to the accepted models were accomplished by determining the error between the models' trunk inertial estimates and that from DXA. Results showed that the new model was more accurate across all inertial estimates than the other models. The new model had errors within 6.0% for both genders, whereas the other models had higher average errors ranging from 10% to over 50% and were much more inconsistent between the genders. In addition, there was little consistency in the level of accuracy for the other models when estimating the different inertial parameters. These results suggest that the new model provides more accurate and consistent trunk inertial estimates than the other models for both female and male college-aged individuals. However, similar studies need to be performed using other populations, such as elderly or individuals from a distinct morphology (e.g. obese). In addition, the effect of using different models on the outcome of kinetic parameters, such as joint moments and forces needs to be assessed.

A three-dimensional cohesive sediment transport model with data assimilation: Model development, sensitivity analysis and parameter estimation

NASA Astrophysics Data System (ADS)

Wang, Daosheng; Cao, Anzhou; Zhang, Jicai; Fan, Daidu; Liu, Yongzhi; Zhang, Yue

2018-06-01

Based on the theory of inverse problems, a three-dimensional sigma-coordinate cohesive sediment transport model with the adjoint data assimilation is developed. In this model, the physical processes of cohesive sediment transport, including deposition, erosion and advection-diffusion, are parameterized by corresponding model parameters. These parameters are usually poorly known and have traditionally been assigned empirically. By assimilating observations into the model, the model parameters can be estimated using the adjoint method; meanwhile, the data misfit between model results and observations can be decreased. The model developed in this work contains numerous parameters; therefore, it is necessary to investigate the parameter sensitivity of the model, which is assessed by calculating a relative sensitivity function and the gradient of the cost function with respect to each parameter. The results of parameter sensitivity analysis indicate that the model is sensitive to the initial conditions, inflow open boundary conditions, suspended sediment settling velocity and resuspension rate, while the model is insensitive to horizontal and vertical diffusivity coefficients. A detailed explanation of the pattern of sensitivity analysis is also given. In ideal twin experiments, constant parameters are estimated by assimilating 'pseudo' observations. The results show that the sensitive parameters are estimated more easily than the insensitive parameters. The conclusions of this work can provide guidance for the practical applications of this model to simulate sediment transport in the study area.

Estimation of real-time runway surface contamination using flight data recorder parameters

NASA Astrophysics Data System (ADS)

Curry, Donovan

Within this research effort, the development of an analytic process for friction coefficient estimation is presented. Under static equilibrium, the sum of forces and moments acting on the aircraft, in the aircraft body coordinate system, while on the ground at any instant is equal to zero. Under this premise the longitudinal, lateral and normal forces due to landing are calculated along with the individual deceleration components existent when an aircraft comes to a rest during ground roll. In order to validate this hypothesis a six degree of freedom aircraft model had to be created and landing tests had to be simulated on different surfaces. The simulated aircraft model includes a high fidelity aerodynamic model, thrust model, landing gear model, friction model and antiskid model. Three main surfaces were defined in the friction model; dry, wet and snow/ice. Only the parameters recorded by an FDR are used directly from the aircraft model all others are estimated or known a priori. The estimation of unknown parameters is also presented in the research effort. With all needed parameters a comparison and validation with simulated and estimated data, under different runway conditions, is performed. Finally, this report presents results of a sensitivity analysis in order to provide a measure of reliability of the analytic estimation process. Linear and non-linear sensitivity analysis has been performed in order to quantify the level of uncertainty implicit in modeling estimated parameters and how they can affect the calculation of the instantaneous coefficient of friction. Using the approach of force and moment equilibrium about the CG at landing to reconstruct the instantaneous coefficient of friction appears to be a reasonably accurate estimate when compared to the simulated friction coefficient. This is also true when the FDR and estimated parameters are introduced to white noise and when crosswind is introduced to the simulation. After the linear analysis the results show the minimum frequency at which the algorithm still provides moderately accurate data is at 2Hz. In addition, the linear analysis shows that with estimated parameters increased and decreased up to 25% at random, high priority parameters have to be accurate to within at least +/-5% to have an effect of less than 1% change in the average coefficient of friction. Non-linear analysis results show that the algorithm can be considered reasonably accurate for all simulated cases when inaccuracies in the estimated parameters vary randomly and simultaneously up to +/-27%. At worst-case the maximum percentage change in average coefficient of friction is less than 10% for all surfaces.

EntrySat: A 3U CubeStat to study the reentry atmospheric environment

NASA Astrophysics Data System (ADS)

Anthony, Sournac; Raphael, Garcia; David, Mimoun; Jeremie, Chaix

2016-04-01

ISAE France Entrysat has for main scientific objective the study of uncontrolled atmospheric re-entry. This project, is developed by ISAE in collaboration with ONERA and University of Toulouse, is funded by CNES, in the overall frame of the QB50 project. This nano-satellite is a 3U Cubesat measuring 34*10*10 cm3, similar to secondary debris produced during the break up of a spacecraft. EntrySat will collect the external and internal temperatures, pressure, heat flux, attitude variations and drag force of the satellite between ≈150 and 90 km before its destruction in the atmosphere, and transmit them during the re-entry using the IRIDIUM satellite network. The result will be compared with the computations of MUSIC/FAST, a new 6-degree of freedom code developed by ONERA to predict the trajectory of space debris. In order to fulfil the scientific objectives, the satellite will acquire 18 re-entry sensors signals, convert them and compress them, thanks to an electronic board developed by ISAE students in cooperation with EREMS. In order to transmit these data every second during the re-entry phase, the satellite will use an IRIDIUM connection. In order to keep a stable enough attitudes during this phase, a simple attitude orbit and control system using magnetotorquers and an inertial measurement unit (IMU) is developed at ISAE by students. A commercial GPS board is also integrated in the satellite into Entry Sat to determine its position and velocity which are necessary during the re-entry phase. This GPS will also be used to synchronize the on-board clock with the real-time UTC data. During the orbital phase (≈2 year) EntrySat measurements will be recorded transmitted through a more classical "UHF/VHF" connection. Preference for presentation: Poster Most suitable session: Author for correspondence: Dr Raphael F. Garcia ISAE 10, ave E. Belin, 31400 Toulouse, France Raphael.GARCIA@isae.fr +33 5 61 33 81 14

An investigation of new methods for estimating parameter sensitivities

NASA Technical Reports Server (NTRS)

Beltracchi, Todd J.; Gabriele, Gary A.

1988-01-01

Parameter sensitivity is defined as the estimation of changes in the modeling functions and the design variables due to small changes in the fixed parameters of the formulation. There are currently several methods for estimating parameter sensitivities requiring either difficult to obtain second order information, or do not return reliable estimates for the derivatives. Additionally, all the methods assume that the set of active constraints does not change in a neighborhood of the estimation point. If the active set does in fact change, than any extrapolations based on these derivatives may be in error. The objective here is to investigate more efficient new methods for estimating parameter sensitivities when the active set changes. The new method is based on the recursive quadratic programming (RQP) method and in conjunction a differencing formula to produce estimates of the sensitivities. This is compared to existing methods and is shown to be very competitive in terms of the number of function evaluations required. In terms of accuracy, the method is shown to be equivalent to a modified version of the Kuhn-Tucker method, where the Hessian of the Lagrangian is estimated using the BFS method employed by the RPQ algorithm. Inital testing on a test set with known sensitivities demonstrates that the method can accurately calculate the parameter sensitivity. To handle changes in the active set, a deflection algorithm is proposed for those cases where the new set of active constraints remains linearly independent. For those cases where dependencies occur, a directional derivative is proposed. A few simple examples are included for the algorithm, but extensive testing has not yet been performed.

Estimation of distributional parameters for censored trace-level water-quality data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gilliom, R.J.; Helsel, D.R.

1984-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water-sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations,more » for determining the best-performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least-squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification. 6 figs., 6 tabs.« less

Parameter Estimation of Multiple Frequency-Hopping Signals with Two Sensors

PubMed Central

Pan, Jin; Ma, Boyuan

2018-01-01

This paper essentially focuses on parameter estimation of multiple wideband emitting sources with time-varying frequencies, such as two-dimensional (2-D) direction of arrival (DOA) and signal sorting, with a low-cost circular synthetic array (CSA) consisting of only two rotating sensors. Our basic idea is to decompose the received data, which is a superimposition of phase measurements from multiple sources into separated groups and separately estimate the DOA associated with each source. Motivated by joint parameter estimation, we propose to adopt the expectation maximization (EM) algorithm in this paper; our method involves two steps, namely, the expectation-step (E-step) and the maximization (M-step). In the E-step, the correspondence of each signal with its emitting source is found. Then, in the M-step, the maximum-likelihood (ML) estimates of the DOA parameters are obtained. These two steps are iteratively and alternatively executed to jointly determine the DOAs and sort multiple signals. Closed-form DOA estimation formulae are developed by ML estimation based on phase data, which also realize an optimal estimation. Directional ambiguity is also addressed by another ML estimation method based on received complex responses. The Cramer-Rao lower bound is derived for understanding the estimation accuracy and performance comparison. The verification of the proposed method is demonstrated with simulations. PMID:29617323

Combined Parameter and State Estimation Problem in a Complex Domain: RF Hyperthermia Treatment Using Nanoparticles

NASA Astrophysics Data System (ADS)

Bermeo Varon, L. A.; Orlande, H. R. B.; Eliçabe, G. E.

2016-09-01

The particle filter methods have been widely used to solve inverse problems with sequential Bayesian inference in dynamic models, simultaneously estimating sequential state variables and fixed model parameters. This methods are an approximation of sequences of probability distributions of interest, that using a large set of random samples, with presence uncertainties in the model, measurements and parameters. In this paper the main focus is the solution combined parameters and state estimation in the radiofrequency hyperthermia with nanoparticles in a complex domain. This domain contains different tissues like muscle, pancreas, lungs, small intestine and a tumor which is loaded iron oxide nanoparticles. The results indicated that excellent agreements between estimated and exact value are obtained.

Careful with Those Priors: A Note on Bayesian Estimation in Two-Parameter Logistic Item Response Theory Models

ERIC Educational Resources Information Center

Marcoulides, Katerina M.

2018-01-01

This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…

The Importance of Behavioral Thresholds and Objective Functions in Contaminant Transport Uncertainty Analysis

NASA Astrophysics Data System (ADS)

Sykes, J. F.; Kang, M.; Thomson, N. R.

2007-12-01

The TCE release from The Lockformer Company in Lisle Illinois resulted in a plume in a confined aquifer that is more than 4 km long and impacted more than 300 residential wells. Many of the wells are on the fringe of the plume and have concentrations that did not exceed 5 ppb. The settlement for the Chapter 11 bankruptcy protection of Lockformer involved the establishment of a trust fund that compensates individuals with cancers with payments being based on cancer type, estimated TCE concentration in the well and the duration of exposure to TCE. The estimation of early arrival times and hence low likelihood events is critical in the determination of the eligibility of an individual for compensation. Thus, an emphasis must be placed on the accuracy of the leading tail region in the likelihood distribution of possible arrival times at a well. The estimation of TCE arrival time, using a three-dimensional analytical solution, involved parameter estimation and uncertainty analysis. Parameters in the model included TCE source parameters, groundwater velocities, dispersivities and the TCE decay coefficient for both the confining layer and the bedrock aquifer. Numerous objective functions, which include the well-known L2-estimator, robust estimators (L1-estimators and M-estimators), penalty functions, and dead zones, were incorporated in the parameter estimation process to treat insufficiencies in both the model and observational data due to errors, biases, and limitations. The concept of equifinality was adopted and multiple maximum likelihood parameter sets were accepted if pre-defined physical criteria were met. The criteria ensured that a valid solution predicted TCE concentrations for all TCE impacted areas. Monte Carlo samples are found to be inadequate for uncertainty analysis of this case study due to its inability to find parameter sets that meet the predefined physical criteria. Successful results are achieved using a Dynamically-Dimensioned Search sampling methodology that inherently accounts for parameter correlations and does not require assumptions regarding parameter distributions. For uncertainty analysis, multiple parameter sets were obtained using a modified Cauchy's M-estimator. Penalty functions had to be incorporated into the objective function definitions to generate a sufficient number of acceptable parameter sets. The combined effect of optimization and the application of the physical criteria perform the function of behavioral thresholds by reducing anomalies and by removing parameter sets with high objective function values. The factors that are important to the creation of an uncertainty envelope for TCE arrival at wells are outlined in the work. In general, greater uncertainty appears to be present at the tails of the distribution. For a refinement of the uncertainty envelopes, the application of additional physical criteria or behavioral thresholds is recommended.

Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kao, Jim; Flicker, Dawn; Ide, Kayo

2006-05-20

This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from amore » single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.« less

A new Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, Hannes; Dutta, Rishabh; Jónsson, Sigurjón; Mai, Martin

2017-04-01

Modern earthquake source estimation studies increasingly use non-linear optimization strategies to estimate kinematic rupture parameters, often considering geodetic and seismic data jointly. However, the optimization process is complex and consists of several steps that need to be followed in the earthquake parameter estimation procedure. These include pre-describing or modeling the fault geometry, calculating the Green's Functions (often assuming a layered elastic half-space), and estimating the distributed final slip and possibly other kinematic source parameters. Recently, Bayesian inference has become popular for estimating posterior distributions of earthquake source model parameters given measured/estimated/assumed data and model uncertainties. For instance, some research groups consider uncertainties of the layered medium and propagate these to the source parameter uncertainties. Other groups make use of informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed that efficiently explore the often high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational demands of these methods are high and estimation codes are rarely distributed along with the published results. Even if codes are made available, it is often difficult to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in earthquake source estimations, we undertook the effort of producing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package is build on top of the pyrocko seismological toolbox (www.pyrocko.org) and makes use of the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat) and we encourage and solicit contributions to the project. In this contribution, we present our strategy for developing BEAT, show application examples, and discuss future developments.

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

PubMed Central

Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

2012-01-01

Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online. PMID:23155351

Distributed weighted least-squares estimation with fast convergence for large-scale systems.

PubMed

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods.

Distributed weighted least-squares estimation with fast convergence for large-scale systems☆

PubMed Central

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods. PMID:25641976

Fitting a Structured Juvenile-Adult Model for Green Tree Frogs to Population Estimates from Capture-Mark-Recapture Field Data

USGS Publications Warehouse

Ackleh, A.S.; Carter, J.; Deng, K.; Huang, Q.; Pal, N.; Yang, X.

2012-01-01

We derive point and interval estimates for an urban population of green tree frogs (Hyla cinerea) from capture-mark-recapture field data obtained during the years 2006-2009. We present an infinite-dimensional least-squares approach which compares a mathematical population model to the statistical population estimates obtained from the field data. The model is composed of nonlinear first-order hyperbolic equations describing the dynamics of the amphibian population where individuals are divided into juveniles (tadpoles) and adults (frogs). To solve the least-squares problem, an explicit finite difference approximation is developed. Convergence results for the computed parameters are presented. Parameter estimates for the vital rates of juveniles and adults are obtained, and standard deviations for these estimates are computed. Numerical results for the model sensitivity with respect to these parameters are given. Finally, the above-mentioned parameter estimates are used to illustrate the long-time behavior of the population under investigation. ?? 2011 Society for Mathematical Biology.

Aerodynamic Parameter Estimation for the X-43A (Hyper-X) from Flight Data

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.; Derry, Stephen D.; Smith, Mark S.

2005-01-01

Aerodynamic parameters were estimated based on flight data from the third flight of the X-43A hypersonic research vehicle, also called Hyper-X. Maneuvers were flown using multiple orthogonal phase-optimized sweep inputs applied as simultaneous control surface perturbations at Mach 8, 7, 6, 5, 4, and 3 during the vehicle descent. Aerodynamic parameters, consisting of non-dimensional longitudinal and lateral stability and control derivatives, were estimated from flight data at each Mach number. Multi-step inputs at nearly the same flight conditions were also flown to assess the prediction capability of the identified models. Prediction errors were found to be comparable in magnitude to the modeling errors, which indicates accurate modeling. Aerodynamic parameter estimates were plotted as a function of Mach number, and compared with estimates from the pre-flight aerodynamic database, which was based on wind-tunnel tests and computational fluid dynamics. Agreement between flight estimates and values computed from the aerodynamic database was excellent overall.

Parameter estimation of Monod model by the Least-Squares method for microalgae Botryococcus Braunii sp

NASA Astrophysics Data System (ADS)

See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.

2018-04-01

This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.

Estimating parameters with pre-specified accuracies in distributed parameter systems using optimal experiment design

NASA Astrophysics Data System (ADS)

Potters, M. G.; Bombois, X.; Mansoori, M.; Hof, Paul M. J. Van den

2016-08-01

Estimation of physical parameters in dynamical systems driven by linear partial differential equations is an important problem. In this paper, we introduce the least costly experiment design framework for these systems. It enables parameter estimation with an accuracy that is specified by the experimenter prior to the identification experiment, while at the same time minimising the cost of the experiment. We show how to adapt the classical framework for these systems and take into account scaling and stability issues. We also introduce a progressive subdivision algorithm that further generalises the experiment design framework in the sense that it returns the lowest cost by finding the optimal input signal, and optimal sensor and actuator locations. Our methodology is then applied to a relevant problem in heat transfer studies: estimation of conductivity and diffusivity parameters in front-face experiments. We find good correspondence between numerical and theoretical results.

Dynamic State Estimation and Parameter Calibration of DFIG based on Ensemble Kalman Filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fan, Rui; Huang, Zhenyu; Wang, Shaobu

2015-07-30

With the growing interest in the application of wind energy, doubly fed induction generator (DFIG) plays an essential role in the industry nowadays. To deal with the increasing stochastic variations introduced by intermittent wind resource and responsive loads, dynamic state estimation (DSE) are introduced in any power system associated with DFIGs. However, sometimes this dynamic analysis canould not work because the parameters of DFIGs are not accurate enough. To solve the problem, an ensemble Kalman filter (EnKF) method is proposed for the state estimation and parameter calibration tasks. In this paper, a DFIG is modeled and implemented with the EnKFmore » method. Sensitivity analysis is demonstrated regarding the measurement noise, initial state errors and parameter errors. The results indicate this EnKF method has a robust performance on the state estimation and parameter calibration of DFIGs.« less

Estimation of Slow Crack Growth Parameters for Constant Stress-Rate Test Data of Advanced Ceramics and Glass by the Individual Data and Arithmetic Mean Methods

NASA Technical Reports Server (NTRS)

Choi, Sung R.; Salem, Jonathan A.; Holland, Frederic A.

1997-01-01

The two estimation methods, individual data and arithmetic mean methods, were used to determine the slow crack growth (SCG) parameters (n and D) of advanced ceramics and glass from a large number of room- and elevated-temperature constant stress-rate ('dynamic fatigue') test data. For ceramic materials with Weibull modulus greater than 10, the difference in the SCG parameters between the two estimation methods was negligible; whereas, for glass specimens exhibiting Weibull modulus of about 3, the difference was amplified, resulting in a maximum difference of 16 and 13 %, respectively, in n and D. Of the two SCG parameters, the parameter n was more sensitive to the estimation method than the other. The coefficient of variation in n was found to be somewhat greater in the individual data method than in the arithmetic mean method.

A Bayesian approach to tracking patients having changing pharmacokinetic parameters

NASA Technical Reports Server (NTRS)

Bayard, David S.; Jelliffe, Roger W.

2004-01-01

This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.

A modified Leslie-Gower predator-prey interaction model and parameter identifiability

NASA Astrophysics Data System (ADS)

Tripathi, Jai Prakash; Meghwani, Suraj S.; Thakur, Manoj; Abbas, Syed

2018-01-01

In this work, bifurcation and a systematic approach for estimation of identifiable parameters of a modified Leslie-Gower predator-prey system with Crowley-Martin functional response and prey refuge is discussed. Global asymptotic stability is discussed by applying fluctuation lemma. The system undergoes into Hopf bifurcation with respect to parameters intrinsic growth rate of predators (s) and prey reserve (m). The stability of Hopf bifurcation is also discussed by calculating Lyapunov number. The sensitivity analysis of the considered model system with respect to all variables is performed which also supports our theoretical study. To estimate the unknown parameter from the data, an optimization procedure (pseudo-random search algorithm) is adopted. System responses and phase plots for estimated parameters are also compared with true noise free data. It is found that the system dynamics with true set of parametric values is similar to the estimated parametric values. Numerical simulations are presented to substantiate the analytical findings.

Multiparameter Estimation in Networked Quantum Sensors

NASA Astrophysics Data System (ADS)

Proctor, Timothy J.; Knott, Paul A.; Dunningham, Jacob A.

2018-02-01

We introduce a general model for a network of quantum sensors, and we use this model to consider the following question: When can entanglement between the sensors, and/or global measurements, enhance the precision with which the network can measure a set of unknown parameters? We rigorously answer this question by presenting precise theorems proving that for a broad class of problems there is, at most, a very limited intrinsic advantage to using entangled states or global measurements. Moreover, for many estimation problems separable states and local measurements are optimal, and can achieve the ultimate quantum limit on the estimation uncertainty. This immediately implies that there are broad conditions under which simultaneous estimation of multiple parameters cannot outperform individual, independent estimations. Our results apply to any situation in which spatially localized sensors are unitarily encoded with independent parameters, such as when estimating multiple linear or nonlinear optical phase shifts in quantum imaging, or when mapping out the spatial profile of an unknown magnetic field. We conclude by showing that entangling the sensors can enhance the estimation precision when the parameters of interest are global properties of the entire network.

Evaluation and interpretation of Thematic Mapper ratios in equations for estimating corn growth parameters

NASA Technical Reports Server (NTRS)

Dardner, B. R.; Blad, B. L.; Thompson, D. R.; Henderson, K. E.

1985-01-01

Reflectance and agronomic Thematic Mapper (TM) data were analyzed to determine possible data transformations for evaluating several plant parameters of corn. Three transformation forms were used: the ratio of two TM bands, logarithms of two-band ratios, and normalized differences of two bands. Normalized differences and logarithms of two-band ratios responsed similarly in the equations for estimating the plant growth parameters evaluated in this study. Two-term equations were required to obtain the maximum predictability of percent ground cover, canopy moisture content, and total wet phytomass. Standard error of estimate values were 15-26 percent lower for two-term estimates of these parameters than for one-term estimates. The terms log(TM4/TM2) and (TM4/TM5) produced the maximum predictability for leaf area and dry green leaf weight, respectively. The middle infrared bands TM5 and TM7 are essential for maximizing predictability for all measured plant parameters except leaf area index. The estimating models were evaluated over bare soil to discriminate between equations which are statistically similar. Qualitative interpretations of the resulting prediction equations are consistent with general agronomic and remote sensing theory.

Assessing Interval Estimation Methods for Hill Model Parameters in a High-Throughput Screening Context (SOT)

EPA Science Inventory

The Hill model of concentration-response is ubiquitous in toxicology, perhaps because its parameters directly relate to biologically significant metrics of toxicity such as efficacy and potency. Point estimates of these parameters obtained through least squares regression or maxi...

Assessing Interval Estimation Methods for Hill Model Parameters in a High-Throughput Screening Context (IVIVE meeting)

EPA Science Inventory

The Hill model of concentration-response is ubiquitous in toxicology, perhaps because its parameters directly relate to biologically significant metrics of toxicity such as efficacy and potency. Point estimates of these parameters obtained through least squares regression or maxi...

SUITABILITY OF USING IN VITRO AND COMPUTATIONALLY ESTIMATED PARAMETERS IN SIMPLIFIED PHARMACOKINETIC MODELS

EPA Science Inventory

A challenge in PBPK model development is estimating the parameters for absorption, distribution, metabolism, and excretion of the parent compound and metabolites of interest. One approach to reduce the number of parameters has been to simplify pharmacokinetic models by lumping p...

The concordance index C and the Mann-Whitney parameter Pr(X>Y) with randomly censored data.

PubMed

Koziol, James A; Jia, Zhenyu

2009-06-01

Harrell's c-index or concordance C has been widely used as a measure of separation of two survival distributions. In the absence of censored data, the c-index estimates the Mann-Whitney parameter Pr(X>Y), which has been repeatedly utilized in various statistical contexts. In the presence of randomly censored data, the c-index no longer estimates Pr(X>Y); rather, a parameter that involves the underlying censoring distributions. This is in contrast to Efron's maximum likelihood estimator of the Mann-Whitney parameter, which is recommended in the setting of random censorship.

Estimating rainfall time series and model parameter distributions using model data reduction and inversion techniques

NASA Astrophysics Data System (ADS)

Wright, Ashley J.; Walker, Jeffrey P.; Pauwels, Valentijn R. N.

2017-08-01

Floods are devastating natural hazards. To provide accurate, precise, and timely flood forecasts, there is a need to understand the uncertainties associated within an entire rainfall time series, even when rainfall was not observed. The estimation of an entire rainfall time series and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of entire rainfall input time series to be considered when estimating model parameters, and provides the ability to improve rainfall estimates from poorly gauged catchments. Current methods to estimate entire rainfall time series from streamflow records are unable to adequately invert complex nonlinear hydrologic systems. This study aims to explore the use of wavelets in the estimation of rainfall time series from streamflow records. Using the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia, it is shown that model parameter distributions and an entire rainfall time series can be estimated. Including rainfall in the estimation process improves streamflow simulations by a factor of up to 1.78. This is achieved while estimating an entire rainfall time series, inclusive of days when none was observed. It is shown that the choice of wavelet can have a considerable impact on the robustness of the inversion. Combining the use of a likelihood function that considers rainfall and streamflow errors with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

NASA Astrophysics Data System (ADS)

Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

2016-06-01

We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

A Review of the Effects on IRT Item Parameter Estimates with a Focus on Misbehaving Common Items in Test Equating

PubMed Central

Michaelides, Michalis P.

2010-01-01

Many studies have investigated the topic of change or drift in item parameter estimates in the context of item response theory (IRT). Content effects, such as instructional variation and curricular emphasis, as well as context effects, such as the wording, position, or exposure of an item have been found to impact item parameter estimates. The issue becomes more critical when items with estimates exhibiting differential behavior across test administrations are used as common for deriving equating transformations. This paper reviews the types of effects on IRT item parameter estimates and focuses on the impact of misbehaving or aberrant common items on equating transformations. Implications relating to test validity and the judgmental nature of the decision to keep or discard aberrant common items are discussed, with recommendations for future research into more informed and formal ways of dealing with misbehaving common items. PMID:21833230

A Review of the Effects on IRT Item Parameter Estimates with a Focus on Misbehaving Common Items in Test Equating.

PubMed

Michaelides, Michalis P

2010-01-01

Many studies have investigated the topic of change or drift in item parameter estimates in the context of item response theory (IRT). Content effects, such as instructional variation and curricular emphasis, as well as context effects, such as the wording, position, or exposure of an item have been found to impact item parameter estimates. The issue becomes more critical when items with estimates exhibiting differential behavior across test administrations are used as common for deriving equating transformations. This paper reviews the types of effects on IRT item parameter estimates and focuses on the impact of misbehaving or aberrant common items on equating transformations. Implications relating to test validity and the judgmental nature of the decision to keep or discard aberrant common items are discussed, with recommendations for future research into more informed and formal ways of dealing with misbehaving common items.

Reduced uncertainty of regional scale CLM predictions of net carbon fluxes and leaf area indices with estimated plant-specific parameters

NASA Astrophysics Data System (ADS)

Post, Hanna; Hendricks Franssen, Harrie-Jan; Han, Xujun; Baatz, Roland; Montzka, Carsten; Schmidt, Marius; Vereecken, Harry

2016-04-01

Reliable estimates of carbon fluxes and states at regional scales are required to reduce uncertainties in regional carbon balance estimates and to support decision making in environmental politics. In this work the Community Land Model version 4.5 (CLM4.5-BGC) was applied at a high spatial resolution (1 km2) for the Rur catchment in western Germany. In order to improve the model-data consistency of net ecosystem exchange (NEE) and leaf area index (LAI) for this study area, five plant functional type (PFT)-specific CLM4.5-BGC parameters were estimated with time series of half-hourly NEE data for one year in 2011/2012, using the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm, a Markov Chain Monte Carlo (MCMC) approach. The parameters were estimated separately for four different plant functional types (needleleaf evergreen temperate tree, broadleaf deciduous temperate tree, C3-grass and C3-crop) at four different sites. The four sites are located inside or close to the Rur catchment. We evaluated modeled NEE for one year in 2012/2013 with NEE measured at seven eddy covariance sites in the catchment, including the four parameter estimation sites. Modeled LAI was evaluated by means of LAI derived from remotely sensed RapidEye images of about 18 days in 2011/2012. Performance indices were based on a comparison between measurements and (i) a reference run with CLM default parameters, and (ii) a 60 instance CLM ensemble with parameters sampled from the DREAM posterior probability density functions (pdfs). The difference between the observed and simulated NEE sum reduced 23% if estimated parameters instead of default parameters were used as input. The mean absolute difference between modeled and measured LAI was reduced by 59% on average. Simulated LAI was not only improved in terms of the absolute value but in some cases also in terms of the timing (beginning of vegetation onset), which was directly related to a substantial improvement of the NEE estimates in spring. In order to obtain a more comprehensive estimate of the model uncertainty, a second CLM ensemble was set up, where initial conditions and atmospheric forcings were perturbed in addition to the parameter estimates. This resulted in very high standard deviations (STD) of the modeled annual NEE sums for C3-grass and C3-crop PFTs, ranging between 24.1 and 225.9 gC m-2 y-1, compared to STD = 0.1 - 3.4 gC m-2 y-1 (effect of parameter uncertainty only, without additional perturbation of initial states and atmospheric forcings). The higher spread of modeled NEE for the C3-crop and C3-grass indicated that the model uncertainty was notably higher for those PFTs compared to the forest-PFTs. Our findings highlight the potential of parameter and uncertainty estimation to support the understanding and further development of land surface models such as CLM.

Model Parameter Estimation Experiment (MOPEX): An overview of science strategy and major results from the second and third workshops

USGS Publications Warehouse

Duan, Q.; Schaake, J.; Andreassian, V.; Franks, S.; Goteti, G.; Gupta, H.V.; Gusev, Y.M.; Habets, F.; Hall, A.; Hay, L.; Hogue, T.; Huang, M.; Leavesley, G.; Liang, X.; Nasonova, O.N.; Noilhan, J.; Oudin, L.; Sorooshian, S.; Wagener, T.; Wood, E.F.

2006-01-01

The Model Parameter Estimation Experiment (MOPEX) is an international project aimed at developing enhanced techniques for the a priori estimation of parameters in hydrologic models and in land surface parameterization schemes of atmospheric models. The MOPEX science strategy involves three major steps: data preparation, a priori parameter estimation methodology development, and demonstration of parameter transferability. A comprehensive MOPEX database has been developed that contains historical hydrometeorological data and land surface characteristics data for many hydrologic basins in the United States (US) and in other countries. This database is being continuously expanded to include more basins in all parts of the world. A number of international MOPEX workshops have been convened to bring together interested hydrologists and land surface modelers from all over world to exchange knowledge and experience in developing a priori parameter estimation techniques. This paper describes the results from the second and third MOPEX workshops. The specific objective of these workshops is to examine the state of a priori parameter estimation techniques and how they can be potentially improved with observations from well-monitored hydrologic basins. Participants of the second and third MOPEX workshops were provided with data from 12 basins in the southeastern US and were asked to carry out a series of numerical experiments using a priori parameters as well as calibrated parameters developed for their respective hydrologic models. Different modeling groups carried out all the required experiments independently using eight different models, and the results from these models have been assembled for analysis in this paper. This paper presents an overview of the MOPEX experiment and its design. The main experimental results are analyzed. A key finding is that existing a priori parameter estimation procedures are problematic and need improvement. Significant improvement of these procedures may be achieved through model calibration of well-monitored hydrologic basins. This paper concludes with a discussion of the lessons learned, and points out further work and future strategy. ?? 2005 Elsevier Ltd. All rights reserved.

Estimation of infiltration and hydraulic resistance in furrow irrigation, with infiltration dependent on flow depth

USDA-ARS?s Scientific Manuscript database

The estimation of parameters of a flow-depth dependent furrow infiltration model and of hydraulic resistance, using irrigation evaluation data, was investigated. The estimated infiltration parameters are the saturated hydraulic conductivity and the macropore volume per unit area. Infiltration throu...

Estimation of kinetic parameters from list-mode data using an indirect apporach

NASA Astrophysics Data System (ADS)

Ortiz, Joseph Christian

This dissertation explores the possibility of using an imaging approach to model classical pharmacokinetic (PK) problems. The kinetic parameters which describe the uptake rates of a drug within a biological system, are parameters of interest. Knowledge of the drug uptake in a system is useful in expediting the drug development process, as well as providing a dosage regimen for patients. Traditionally, the uptake rate of a drug in a system is obtained via sampling the concentration of the drug in a central compartment, usually the blood, and fitting the data to a curve. In a system consisting of multiple compartments, the number of kinetic parameters is proportional to the number of compartments, and in classical PK experiments, the number of identifiable parameters is less than the total number of parameters. Using an imaging approach to model classical PK problems, the support region of each compartment within the system will be exactly known, and all the kinetic parameters are uniquely identifiable. To solve for the kinetic parameters, an indirect approach, which is a two part process, was used. First the compartmental activity was obtained from data, and next the kinetic parameters were estimated. The novel aspect of the research is using listmode data to obtain the activity curves from a system as opposed to a traditional binned approach. Using techniques from information theoretic learning, particularly kernel density estimation, a non-parametric probability density function for the voltage outputs on each photo-multiplier tube, for each event, was generated on the fly, which was used in a least squares optimization routine to estimate the compartmental activity. The estimability of the activity curves for varying noise levels as well as time sample densities were explored. Once an estimate for the activity was obtained, the kinetic parameters were obtained using multiple cost functions, and the compared to each other using the mean squared error as the figure of merit.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

On a variational approach to some parameter estimation problems

NASA Technical Reports Server (NTRS)

Banks, H. T.

1985-01-01

Examples (1-D seismic, large flexible structures, bioturbation, nonlinear population dispersal) in which a variation setting can provide a convenient framework for convergence and stability arguments in parameter estimation problems are considered. Some of these examples are 1-D seismic, large flexible structures, bioturbation, and nonlinear population dispersal. Arguments for convergence and stability via a variational approach of least squares formulations of parameter estimation problems for partial differential equations is one aspect of the problem considered.

A method for estimating both the solubility parameters and molar volumes of liquids

NASA Technical Reports Server (NTRS)

Fedors, R. F.

1974-01-01

Development of an indirect method of estimating the solubility parameter of high molecular weight polymers. The proposed method of estimating the solubility parameter, like Small's method, is based on group additive constants, but is believed to be superior to Small's method for two reasons: (1) the contribution of a much larger number of functional groups have been evaluated, and (2) the method requires only a knowledge of structural formula of the compound.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Blaut, Arkadiusz

We present the results of the estimation of parameters with LISA for nearly monochromatic gravitational waves in the low and high frequency regimes for the time-delay interferometry response. Angular resolution of the detector and the estimation errors of the signal's parameters in the high frequency regimes are calculated as functions of the position in the sky and as functions of the frequency. For the long-wavelength domain we give compact formulas for the estimation errors valid on a wide range of the parameter space.

Reducing the Knowledge Tracing Space

ERIC Educational Resources Information Center

Ritter, Steven; Harris, Thomas K.; Nixon, Tristan; Dickison, Daniel; Murray, R. Charles; Towle, Brendon

2009-01-01

In Cognitive Tutors, student skill is represented by estimates of student knowledge on various knowledge components. The estimate for each knowledge component is based on a four-parameter model developed by Corbett and Anderson [Nb]. In this paper, we investigate the nature of the parameter space defined by these four parameters by modeling data…

Quantifying model-structure- and parameter-driven uncertainties in spring wheat phenology prediction with Bayesian analysis

DOE PAGES

Alderman, Phillip D.; Stanfill, Bryan

2016-10-06

Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less

Transport, biodegradation and isotopic fractionation of chlorinated ethenes: modeling and parameter estimation methods

NASA Astrophysics Data System (ADS)

Béranger, Sandra C.; Sleep, Brent E.; Lollar, Barbara Sherwood; Monteagudo, Fernando Perez

2005-01-01

An analytical, one-dimensional, multi-species, reactive transport model for simulating the concentrations and isotopic signatures of tetrachloroethylene (PCE) and its daughter products was developed. The simulation model was coupled to a genetic algorithm (GA) combined with a gradient-based (GB) method to estimate the first order decay coefficients and enrichment factors. In testing with synthetic data, the hybrid GA-GB method reduced the computational requirements for parameter estimation by a factor as great as 300. The isotopic signature profiles were observed to be more sensitive than the concentration profiles to estimates of both the first order decay constants and enrichment factors. Including isotopic data for parameter estimation significantly increased the GA convergence rate and slightly improved the accuracy of estimation of first order decay constants.

Development of the One-Sided Nonlinear Adaptive Doppler Shift Estimation

NASA Technical Reports Server (NTRS)

Beyon, Jeffrey Y.; Koch, Grady J.; Singh, Upendra N.; Kavaya, Michael J.; Serror, Judith A.

2009-01-01

The new development of a one-sided nonlinear adaptive shift estimation technique (NADSET) is introduced. The background of the algorithm and a brief overview of NADSET are presented. The new technique is applied to the wind parameter estimates from a 2-micron wavelength coherent Doppler lidar system called VALIDAR located in NASA Langley Research Center in Virginia. The new technique enhances wind parameters such as Doppler shift and power estimates in low Signal-To-Noise-Ratio (SNR) regimes using the estimates in high SNR regimes as the algorithm scans the range bins from low to high altitude. The original NADSET utilizes the statistics in both the lower and the higher range bins to refine the wind parameter estimates in between. The results of the two different approaches of NADSET are compared.

Evaluation of Linking Methods for Placing Three-Parameter Logistic Item Parameter Estimates onto a One-Parameter Scale

ERIC Educational Resources Information Center

Karkee, Thakur B.; Wright, Karen R.

2004-01-01

Different item response theory (IRT) models may be employed for item calibration. Change of testing vendors, for example, may result in the adoption of a different model than that previously used with a testing program. To provide scale continuity and preserve cut score integrity, item parameter estimates from the new model must be linked to the…

Parameter Estimation and Sensitivity Analysis of an Urban Surface Energy Balance Parameterization at a Tropical Suburban Site

NASA Astrophysics Data System (ADS)

Harshan, S.; Roth, M.; Velasco, E.

2014-12-01

Forecasting of the urban weather and climate is of great importance as our cities become more populated and considering the combined effects of global warming and local land use changes which make urban inhabitants more vulnerable to e.g. heat waves and flash floods. In meso/global scale models, urban parameterization schemes are used to represent the urban effects. However, these schemes require a large set of input parameters related to urban morphological and thermal properties. Obtaining all these parameters through direct measurements are usually not feasible. A number of studies have reported on parameter estimation and sensitivity analysis to adjust and determine the most influential parameters for land surface schemes in non-urban areas. Similar work for urban areas is scarce, in particular studies on urban parameterization schemes in tropical cities have so far not been reported. In order to address above issues, the town energy balance (TEB) urban parameterization scheme (part of the SURFEX land surface modeling system) was subjected to a sensitivity and optimization/parameter estimation experiment at a suburban site in, tropical Singapore. The sensitivity analysis was carried out as a screening test to identify the most sensitive or influential parameters. Thereafter, an optimization/parameter estimation experiment was performed to calibrate the input parameter. The sensitivity experiment was based on the "improved Sobol's global variance decomposition method" . The analysis showed that parameters related to road, roof and soil moisture have significant influence on the performance of the model. The optimization/parameter estimation experiment was performed using the AMALGM (a multi-algorithm genetically adaptive multi-objective method) evolutionary algorithm. The experiment showed a remarkable improvement compared to the simulations using the default parameter set. The calibrated parameters from this optimization experiment can be used for further model validation studies to identify inherent deficiencies in model physics.

Targeted estimation of nuisance parameters to obtain valid statistical inference.

PubMed

van der Laan, Mark J

2014-01-01

In order to obtain concrete results, we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so-called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically unbiased at any data distribution in the statistical model, it is essential to use data-adaptive estimators of these nuisance parameters such as ensemble learning, and specifically super-learning. Because such estimators involve optimal trade-off of bias and variance w.r.t. the infinite dimensional nuisance parameter itself, they result in a sub-optimal bias/variance trade-off for the resulting real-valued estimator of the estimand. We demonstrate that additional targeting of the estimators of these nuisance parameters guarantees that this bias for the estimand is second order and thereby allows us to prove theorems that establish asymptotic linearity of the estimator of the treatment specific mean under regularity conditions. These insights result in novel targeted minimum loss-based estimators (TMLEs) that use ensemble learning with additional targeted bias reduction to construct estimators of the nuisance parameters. In particular, we construct collaborative TMLEs (C-TMLEs) with known influence curve allowing for statistical inference, even though these C-TMLEs involve variable selection for the propensity score based on a criterion that measures how effective the resulting fit of the propensity score is in removing bias for the estimand. As a particular special case, we also demonstrate the required targeting of the propensity score for the inverse probability of treatment weighted estimator using super-learning to fit the propensity score.

Semiparametric Estimation of the Impacts of Longitudinal Interventions on Adolescent Obesity using Targeted Maximum-Likelihood: Accessible Estimation with the ltmle Package

PubMed Central

Decker, Anna L.; Hubbard, Alan; Crespi, Catherine M.; Seto, Edmund Y.W.; Wang, May C.

2015-01-01

While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated, optimal semiparametric estimation of longitudinal treatment-specific means via ltmle provides an incredibly powerful, yet easy-to-use tool, removing impediments for putting theory into practice. PMID:26046009

Procedure for estimating stability and control parameters from flight test data by using maximum likelihood methods employing a real-time digital system

NASA Technical Reports Server (NTRS)

Grove, R. D.; Bowles, R. L.; Mayhew, S. C.

1972-01-01

A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.

Nonlinear regression method for estimating neutral wind and temperature from Fabry-Perot interferometer data.

PubMed

Harding, Brian J; Gehrels, Thomas W; Makela, Jonathan J

2014-02-01

The Earth's thermosphere plays a critical role in driving electrodynamic processes in the ionosphere and in transferring solar energy to the atmosphere, yet measurements of thermospheric state parameters, such as wind and temperature, are sparse. One of the most popular techniques for measuring these parameters is to use a Fabry-Perot interferometer to monitor the Doppler width and breadth of naturally occurring airglow emissions in the thermosphere. In this work, we present a technique for estimating upper-atmospheric winds and temperatures from images of Fabry-Perot fringes captured by a CCD detector. We estimate instrument parameters from fringe patterns of a frequency-stabilized laser, and we use these parameters to estimate winds and temperatures from airglow fringe patterns. A unique feature of this technique is the model used for the laser and airglow fringe patterns, which fits all fringes simultaneously and attempts to model the effects of optical defects. This technique yields accurate estimates for winds, temperatures, and the associated uncertainties in these parameters, as we show with a Monte Carlo simulation.

Impact of orbit modeling on DORIS station position and Earth rotation estimates

NASA Astrophysics Data System (ADS)

Štěpánek, Petr; Rodriguez-Solano, Carlos Javier; Hugentobler, Urs; Filler, Vratislav

2014-04-01

The high precision of estimated station coordinates and Earth rotation parameters (ERP) obtained from satellite geodetic techniques is based on the precise determination of the satellite orbit. This paper focuses on the analysis of the impact of different orbit parameterizations on the accuracy of station coordinates and the ERPs derived from DORIS observations. In a series of experiments the DORIS data from the complete year 2011 were processed with different orbit model settings. First, the impact of precise modeling of the non-conservative forces on geodetic parameters was compared with results obtained with an empirical-stochastic modeling approach. Second, the temporal spacing of drag scaling parameters was tested. Third, the impact of estimating once-per-revolution harmonic accelerations in cross-track direction was analyzed. And fourth, two different approaches for solar radiation pressure (SRP) handling were compared, namely adjusting SRP scaling parameter or fixing it on pre-defined values. Our analyses confirm that the empirical-stochastic orbit modeling approach, which does not require satellite attitude information and macro models, results for most of the monitored station parameters in comparable accuracy as the dynamical model that employs precise non-conservative force modeling. However, the dynamical orbit model leads to a reduction of the RMS values for the estimated rotation pole coordinates by 17% for x-pole and 12% for y-pole. The experiments show that adjusting atmospheric drag scaling parameters each 30 min is appropriate for DORIS solutions. Moreover, it was shown that the adjustment of cross-track once-per-revolution empirical parameter increases the RMS of the estimated Earth rotation pole coordinates. With recent data it was however not possible to confirm the previously known high annual variation in the estimated geocenter z-translation series as well as its mitigation by fixing the SRP parameters on pre-defined values.

Parameter Estimation and Model Selection in Computational Biology

PubMed Central

Lillacci, Gabriele; Khammash, Mustafa

2010-01-01

A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants) are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection. PMID:20221262

A study of parameter identification

NASA Technical Reports Server (NTRS)

Herget, C. J.; Patterson, R. E., III

1978-01-01

A set of definitions for deterministic parameter identification ability were proposed. Deterministic parameter identificability properties are presented based on four system characteristics: direct parameter recoverability, properties of the system transfer function, properties of output distinguishability, and uniqueness properties of a quadratic cost functional. Stochastic parameter identifiability was defined in terms of the existence of an estimation sequence for the unknown parameters which is consistent in probability. Stochastic parameter identifiability properties are presented based on the following characteristics: convergence properties of the maximum likelihood estimate, properties of the joint probability density functions of the observations, and properties of the information matrix.

ZASPE: A Code to Measure Stellar Atmospheric Parameters and their Covariance from Spectra

NASA Astrophysics Data System (ADS)

Brahm, Rafael; Jordán, Andrés; Hartman, Joel; Bakos, Gáspár

2017-05-01

We describe the Zonal Atmospheric Stellar Parameters Estimator (zaspe), a new algorithm, and its associated code, for determining precise stellar atmospheric parameters and their uncertainties from high-resolution echelle spectra of FGK-type stars. zaspe estimates stellar atmospheric parameters by comparing the observed spectrum against a grid of synthetic spectra only in the most sensitive spectral zones to changes in the atmospheric parameters. Realistic uncertainties in the parameters are computed from the data itself, by taking into account the systematic mismatches between the observed spectrum and the best-fitting synthetic one. The covariances between the parameters are also estimated in the process. zaspe can in principle use any pre-calculated grid of synthetic spectra, but unbiased grids are required to obtain accurate parameters. We tested the performance of two existing libraries, and we concluded that neither is suitable for computing precise atmospheric parameters. We describe a process to synthesize a new library of synthetic spectra that was found to generate consistent results when compared with parameters obtained with different methods (interferometry, asteroseismology, equivalent widths).

IRT Item Parameter Recovery with Marginal Maximum Likelihood Estimation Using Loglinear Smoothing Models

ERIC Educational Resources Information Center

Casabianca, Jodi M.; Lewis, Charles

2015-01-01

Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…

Bayesian and Frequentist Methods for Estimating Joint Uncertainty of Freundlich Adsorption Isotherm Fitting Parameters

EPA Science Inventory

In this paper, we present methods for estimating Freundlich isotherm fitting parameters (K and N) and their joint uncertainty, which have been implemented into the freeware software platforms R and WinBUGS. These estimates were determined by both Frequentist and Bayesian analyse...

On the Nature of SEM Estimates of ARMA Parameters.

ERIC Educational Resources Information Center

Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

2002-01-01

Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…

40 CFR 98.275 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.365 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.365 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.175 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.345 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.465 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.355 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter must be used in the calculations, according to the following...

40 CFR 98.215 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... for estimating missing data. (a) A complete record of all measured parameters used in the GHG... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.55 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.155 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. (a) A complete record of all measured parameters used in the GHG...), a substitute data value for the missing parameter shall be used in the calculations, according to...

40 CFR 98.125 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... unavailable, a substitute data value for the missing parameter must be used in the calculations as specified...

40 CFR 98.265 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.175 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.125 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... unavailable, a substitute data value for the missing parameter must be used in the calculations as specified...

40 CFR 98.275 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.215 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... for estimating missing data. (a) A complete record of all measured parameters used in the GHG... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.345 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.345 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.155 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. (a) A complete record of all measured parameters used in the GHG...), a substitute data value for the missing parameter shall be used in the calculations, according to...

40 CFR 98.115 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.325 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.175 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.215 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... for estimating missing data. (a) A complete record of all measured parameters used in the GHG... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.35 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. Whenever a quality-assured value of a required parameter is... substitute data value for the missing parameter shall be used in the calculations. (a) For all units subject...

40 CFR 98.55 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.325 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.275 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.215 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... for estimating missing data. (a) A complete record of all measured parameters used in the GHG... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.355 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter must be used in the calculations, according to the following...

40 CFR 98.275 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.35 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. Whenever a quality-assured value of a required parameter is... substitute data value for the missing parameter shall be used in the calculations. (a) For all units subject...

40 CFR 98.155 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. (a) A complete record of all measured parameters used in the GHG...), a substitute data value for the missing parameter shall be used in the calculations, according to...

40 CFR 98.35 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. Whenever a quality-assured value of a required parameter is... substitute data value for the missing parameter shall be used in the calculations. (a) For all units subject...

40 CFR 98.365 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.35 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. Whenever a quality-assured value of a required parameter is... substitute data value for the missing parameter shall be used in the calculations. (a) For all units subject...

40 CFR 98.65 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations, according to the following...

40 CFR 98.65 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations, according to the following...

40 CFR 98.115 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.115 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.115 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.225 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.175 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.115 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.125 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... unavailable, a substitute data value for the missing parameter must be used in the calculations as specified...

40 CFR 98.355 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter must be used in the calculations, according to the following...

40 CFR 98.465 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.325 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.365 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.465 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.225 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.345 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.65 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... 40 Protection of Environment 20 2010-07-01 2010-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations, according to the following...

40 CFR 98.125 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... unavailable, a substitute data value for the missing parameter must be used in the calculations as specified...

40 CFR 98.55 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.155 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. (a) A complete record of all measured parameters used in the GHG...), a substitute data value for the missing parameter shall be used in the calculations, according to...

40 CFR 98.35 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. Whenever a quality-assured value of a required parameter is... substitute data value for the missing parameter shall be used in the calculations. (a) For all units subject...

40 CFR 98.55 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.65 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations, according to the following...

40 CFR 98.265 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter must be used in the calculations as specified in paragraphs...

40 CFR 98.355 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter must be used in the calculations, according to the following...

40 CFR 98.345 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... for estimating missing data. A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

40 CFR 98.215 - Procedures for estimating missing data.

Code of Federal Regulations, 2014 CFR

2014-07-01

... 40 Protection of Environment 21 2014-07-01 2014-07-01 false Procedures for estimating missing data... for estimating missing data. (a) A complete record of all measured parameters used in the GHG... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.325 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.465 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, in accordance with...

40 CFR 98.175 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... unavailable, a substitute data value for the missing parameter shall be used in the calculations as specified...

40 CFR 98.225 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.155 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... Procedures for estimating missing data. (a) A complete record of all measured parameters used in the GHG...), a substitute data value for the missing parameter shall be used in the calculations, according to...

40 CFR 98.65 - Procedures for estimating missing data.

Code of Federal Regulations, 2011 CFR

2011-07-01

... 40 Protection of Environment 21 2011-07-01 2011-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations, according to the following...

40 CFR 98.225 - Procedures for estimating missing data.

Code of Federal Regulations, 2012 CFR

2012-07-01

... 40 Protection of Environment 22 2012-07-01 2012-07-01 false Procedures for estimating missing data... estimating missing data. A complete record of all measured parameters used in the GHG emissions calculations... substitute data value for the missing parameter shall be used in the calculations as specified in paragraphs...

40 CFR 98.365 - Procedures for estimating missing data.

Code of Federal Regulations, 2013 CFR

2013-07-01

... 40 Protection of Environment 22 2013-07-01 2013-07-01 false Procedures for estimating missing data... estimating missing data. (a) A complete record of all measured parameters used in the GHG emissions... substitute data value for the missing parameter shall be used in the calculations, according to the...

ON ASYMPTOTIC DISTRIBUTION AND ASYMPTOTIC EFFICIENCY OF LEAST SQUARES ESTIMATORS OF SPATIAL VARIOGRAM PARAMETERS. (R827257)

EPA Science Inventory

Abstract

In this article, we consider the least-squares approach for estimating parameters of a spatial variogram and establish consistency and asymptotic normality of these estimators under general conditions. Large-sample distributions are also established under a sp...

40 CFR 98.295 - Procedures for estimating missing data.

Code of Federal Regulations, 2010 CFR

2010-07-01

... value shall be the best available estimate(s) of the parameter(s), based on all available process data or data used for accounting purposes. (c) For each missing value collected during the performance test (hourly CO2 concentration, stack gas volumetric flow rate, or average process vent flow from mine...

The Robustness of LISREL Estimates in Structural Equation Models with Categorical Variables.

ERIC Educational Resources Information Center

Ethington, Corinna A.

1987-01-01

This study examined the effect of type of correlation matrix on the robustness of LISREL maximum likelihood and unweighted least squares structural parameter estimates for models with categorical variables. The analysis of mixed matrices produced estimates that closely approximated the model parameters except where dichotomous variables were…

An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models

ERIC Educational Resources Information Center

Lee, Taehun

2010-01-01

In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…

Multi-Axis Identifiability Using Single-Surface Parameter Estimation Maneuvers on the X-48B Blended Wing Body

NASA Technical Reports Server (NTRS)

Ratnayake, Nalin A.; Koshimoto, Ed T.; Taylor, Brian R.

2011-01-01

The problem of parameter estimation on hybrid-wing-body type aircraft is complicated by the fact that many design candidates for such aircraft involve a large number of aero- dynamic control effectors that act in coplanar motion. This fact adds to the complexity already present in the parameter estimation problem for any aircraft with a closed-loop control system. Decorrelation of system inputs must be performed in order to ascertain individual surface derivatives with any sort of mathematical confidence. Non-standard control surface configurations, such as clamshell surfaces and drag-rudder modes, further complicate the modeling task. In this paper, asymmetric, single-surface maneuvers are used to excite multiple axes of aircraft motion simultaneously. Time history reconstructions of the moment coefficients computed by the solved regression models are then compared to each other in order to assess relative model accuracy. The reduced flight-test time required for inner surface parameter estimation using multi-axis methods was found to come at the cost of slightly reduced accuracy and statistical confidence for linear regression methods. Since the multi-axis maneuvers captured parameter estimates similar to both longitudinal and lateral-directional maneuvers combined, the number of test points required for the inner, aileron-like surfaces could in theory have been reduced by 50%. While trends were similar, however, individual parameters as estimated by a multi-axis model were typically different by an average absolute difference of roughly 15-20%, with decreased statistical significance, than those estimated by a single-axis model. The multi-axis model exhibited an increase in overall fit error of roughly 1-5% for the linear regression estimates with respect to the single-axis model, when applied to flight data designed for each, respectively.

Ensemble Kalman filter inference of spatially-varying Manning's n coefficients in the coastal ocean

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Knio, Omar; Dawson, Clint; Maître, Olivier Le; Hoteit, Ibrahim

2018-07-01

Ensemble Kalman (EnKF) filtering is an established framework for large scale state estimation problems. EnKFs can also be used for state-parameter estimation, using the so-called "Joint-EnKF" approach. The idea is simply to augment the state vector with the parameters to be estimated and assign invariant dynamics for the time evolution of the parameters. In this contribution, we investigate the efficiency of the Joint-EnKF for estimating spatially-varying Manning's n coefficients used to define the bottom roughness in the Shallow Water Equations (SWEs) of a coastal ocean model. Observation System Simulation Experiments (OSSEs) are conducted using the ADvanced CIRCulation (ADCIRC) model, which solves a modified form of the Shallow Water Equations. A deterministic EnKF, the Singular Evolutive Interpolated Kalman (SEIK) filter, is used to estimate a vector of Manning's n coefficients defined at the model nodal points by assimilating synthetic water elevation data. It is found that with reasonable ensemble size (O (10)) , the filter's estimate converges to the reference Manning's field. To enhance performance, we have further reduced the dimension of the parameter search space through a Karhunen-Loéve (KL) expansion. We have also iterated on the filter update step to better account for the nonlinearity of the parameter estimation problem. We study the sensitivity of the system to the ensemble size, localization scale, dimension of retained KL modes, and number of iterations. The performance of the proposed framework in term of estimation accuracy suggests that a well-tuned Joint-EnKF provides a promising robust approach to infer spatially varying seabed roughness parameters in the context of coastal ocean modeling.

Volcano deformation source parameters estimated from InSAR: Sensitivities to uncertainties in seismic tomography

USGS Publications Warehouse

Masterlark, Timothy; Donovan, Theodore; Feigl, Kurt L.; Haney, Matt; Thurber, Clifford H.; Tung, Sui

2016-01-01

The eruption cycle of a volcano is controlled in part by the upward migration of magma. The characteristics of the magma flux produce a deformation signature at the Earth's surface. Inverse analyses use geodetic data to estimate strategic controlling parameters that describe the position and pressurization of a magma chamber at depth. The specific distribution of material properties controls how observed surface deformation translates to source parameter estimates. Seismic tomography models describe the spatial distributions of material properties that are necessary for accurate models of volcano deformation. This study investigates how uncertainties in seismic tomography models propagate into variations in the estimates of volcano deformation source parameters inverted from geodetic data. We conduct finite element model-based nonlinear inverse analyses of interferometric synthetic aperture radar (InSAR) data for Okmok volcano, Alaska, as an example. We then analyze the estimated parameters and their uncertainties to characterize the magma chamber. Analyses are performed separately for models simulating a pressurized chamber embedded in a homogeneous domain as well as for a domain having a heterogeneous distribution of material properties according to seismic tomography. The estimated depth of the source is sensitive to the distribution of material properties. The estimated depths for the homogeneous and heterogeneous domains are 2666 ± 42 and 3527 ± 56 m below mean sea level, respectively (99% confidence). A Monte Carlo analysis indicates that uncertainties of the seismic tomography cannot account for this discrepancy at the 99% confidence level. Accounting for the spatial distribution of elastic properties according to seismic tomography significantly improves the fit of the deformation model predictions and significantly influences estimates for parameters that describe the location of a pressurized magma chamber.

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

NASA Astrophysics Data System (ADS)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.

A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

NASA Astrophysics Data System (ADS)

Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

2016-08-01

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKFOSA. Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25 % more accurate state and parameter estimations than the joint and dual approaches.

Sequential weighted Wiener estimation for extraction of key tissue parameters in color imaging: a phantom study

NASA Astrophysics Data System (ADS)

Chen, Shuo; Lin, Xiaoqian; Zhu, Caigang; Liu, Quan

2014-12-01

Key tissue parameters, e.g., total hemoglobin concentration and tissue oxygenation, are important biomarkers in clinical diagnosis for various diseases. Although point measurement techniques based on diffuse reflectance spectroscopy can accurately recover these tissue parameters, they are not suitable for the examination of a large tissue region due to slow data acquisition. The previous imaging studies have shown that hemoglobin concentration and oxygenation can be estimated from color measurements with the assumption of known scattering properties, which is impractical in clinical applications. To overcome this limitation and speed-up image processing, we propose a method of sequential weighted Wiener estimation (WE) to quickly extract key tissue parameters, including total hemoglobin concentration (CtHb), hemoglobin oxygenation (StO2), scatterer density (α), and scattering power (β), from wide-band color measurements. This method takes advantage of the fact that each parameter is sensitive to the color measurements in a different way and attempts to maximize the contribution of those color measurements likely to generate correct results in WE. The method was evaluated on skin phantoms with varying CtHb, StO2, and scattering properties. The results demonstrate excellent agreement between the estimated tissue parameters and the corresponding reference values. Compared with traditional WE, the sequential weighted WE shows significant improvement in the estimation accuracy. This method could be used to monitor tissue parameters in an imaging setup in real time.

Model Parameter Estimation Using Ensemble Data Assimilation: A Case with the Nonhydrostatic Icosahedral Atmospheric Model NICAM and the Global Satellite Mapping of Precipitation Data

NASA Astrophysics Data System (ADS)

Kotsuki, Shunji; Terasaki, Koji; Yashiro, Hasashi; Tomita, Hirofumi; Satoh, Masaki; Miyoshi, Takemasa

2017-04-01

This study aims to improve precipitation forecasts from numerical weather prediction (NWP) models through effective use of satellite-derived precipitation data. Kotsuki et al. (2016, JGR-A) successfully improved the precipitation forecasts by assimilating the Japan Aerospace eXploration Agency (JAXA)'s Global Satellite Mapping of Precipitation (GSMaP) data into the Nonhydrostatic Icosahedral Atmospheric Model (NICAM) at 112-km horizontal resolution. Kotsuki et al. mitigated the non-Gaussianity of the precipitation variables by the Gaussian transform method for observed and forecasted precipitation using the previous 30-day precipitation data. This study extends the previous study by Kotsuki et al. and explores an online estimation of model parameters using ensemble data assimilation. We choose two globally-uniform parameters, one is the cloud-to-rain auto-conversion parameter of the Berry's scheme for large scale condensation and the other is the relative humidity threshold of the Arakawa-Schubert cumulus parameterization scheme. We perform the online-estimation of the two model parameters with an ensemble transform Kalman filter by assimilating the GSMaP precipitation data. The estimated parameters improve the analyzed and forecasted mixing ratio in the lower troposphere. Therefore, the parameter estimation would be a useful technique to improve the NWP models and their forecasts. This presentation will include the most recent progress up to the time of the symposium.

Estimating the Effective Sample Size of Tree Topologies from Bayesian Phylogenetic Analyses

PubMed Central

Lanfear, Robert; Hua, Xia; Warren, Dan L.

2016-01-01

Bayesian phylogenetic analyses estimate posterior distributions of phylogenetic tree topologies and other parameters using Markov chain Monte Carlo (MCMC) methods. Before making inferences from these distributions, it is important to assess their adequacy. To this end, the effective sample size (ESS) estimates how many truly independent samples of a given parameter the output of the MCMC represents. The ESS of a parameter is frequently much lower than the number of samples taken from the MCMC because sequential samples from the chain can be non-independent due to autocorrelation. Typically, phylogeneticists use a rule of thumb that the ESS of all parameters should be greater than 200. However, we have no method to calculate an ESS of tree topology samples, despite the fact that the tree topology is often the parameter of primary interest and is almost always central to the estimation of other parameters. That is, we lack a method to determine whether we have adequately sampled one of the most important parameters in our analyses. In this study, we address this problem by developing methods to estimate the ESS for tree topologies. We combine these methods with two new diagnostic plots for assessing posterior samples of tree topologies, and compare their performance on simulated and empirical data sets. Combined, the methods we present provide new ways to assess the mixing and convergence of phylogenetic tree topologies in Bayesian MCMC analyses. PMID:27435794

Re-estimating temperature-dependent consumption parameters in bioenergetics models for juvenile Chinook salmon

USGS Publications Warehouse

Plumb, John M.; Moffitt, Christine M.

2015-01-01

Researchers have cautioned against the borrowing of consumption and growth parameters from other species and life stages in bioenergetics growth models. In particular, the function that dictates temperature dependence in maximum consumption (Cmax) within the Wisconsin bioenergetics model for Chinook Salmon Oncorhynchus tshawytscha produces estimates that are lower than those measured in published laboratory feeding trials. We used published and unpublished data from laboratory feeding trials with subyearling Chinook Salmon from three stocks (Snake, Nechako, and Big Qualicum rivers) to estimate and adjust the model parameters for temperature dependence in Cmax. The data included growth measures in fish ranging from 1.5 to 7.2 g that were held at temperatures from 14°C to 26°C. Parameters for temperature dependence in Cmax were estimated based on relative differences in food consumption, and bootstrapping techniques were then used to estimate the error about the parameters. We found that at temperatures between 17°C and 25°C, the current parameter values did not match the observed data, indicating that Cmax should be shifted by about 4°C relative to the current implementation under the bioenergetics model. We conclude that the adjusted parameters for Cmax should produce more accurate predictions from the bioenergetics model for subyearling Chinook Salmon.

The estimation of parameter compaction values for pavement subgrade stabilized with lime

NASA Astrophysics Data System (ADS)

Lubis, A. S.; Muis, Z. A.; Simbolon, C. A.

2018-02-01

The type of soil material, field control, maintenance and availability of funds are several factors that must be considered in compaction of the pavement subgrade. In determining the compaction parameters in laboratory desperately requires considerable materials, time and funds, and reliable laboratory operators. If the result of soil classification values can be used to estimate the compaction parameters of a subgrade material, so it would save time, energy, materials and cost on the execution of this work. This is also a clarification (cross check) of the work that has been done by technicians in the laboratory. The study aims to estimate the compaction parameter values ie. maximum dry unit weight (γdmax) and optimum water content (Wopt) of the soil subgrade that stabilized with lime. The tests that conducted in the laboratory of soil mechanics were to determine the index properties (Fines and Liquid Limit/LL) and Standard Compaction Test. Soil samples that have Plasticity Index (PI) > 10% were made with additional 3% lime for 30 samples. By using the Goswami equation, the compaction parameter values can be estimated by equation γd max # = -0,1686 Log G + 1,8434 and Wopt # = 2,9178 log G + 17,086. From the validation calculation, there was a significant positive correlation between the compaction parameter values laboratory and the compaction parameter values estimated, with a 95% confidence interval as a strong relationship.

Earthquake source parameters determined by the SAFOD Pilot Hole seismic array

USGS Publications Warehouse

Imanishi, K.; Ellsworth, W.L.; Prejean, S.G.

2004-01-01

We estimate the source parameters of #3 microearthquakes by jointly analyzing seismograms recorded by the 32-level, 3-component seismic array installed in the SAFOD Pilot Hole. We applied an inversion procedure to estimate spectral parameters for the omega-square model (spectral level and corner frequency) and Q to displacement amplitude spectra. Because we expect spectral parameters and Q to vary slowly with depth in the well, we impose a smoothness constraint on those parameters as a function of depth using a linear first-differenfee operator. This method correctly resolves corner frequency and Q, which leads to a more accurate estimation of source parameters than can be obtained from single sensors. The stress drop of one example of the SAFOD target repeating earthquake falls in the range of typical tectonic earthquakes. Copyright 2004 by the American Geophysical Union.

First-order kinetic gas generation model parameters for wet landfills.

PubMed

Faour, Ayman A; Reinhart, Debra R; You, Huaxin

2007-01-01

Landfill gas collection data from wet landfill cells were analyzed and first-order gas generation model parameters were estimated for the US EPA landfill gas emissions model (LandGEM). Parameters were determined through statistical comparison of predicted and actual gas collection. The US EPA LandGEM model appeared to fit the data well, provided it is preceded by a lag phase, which on average was 1.5 years. The first-order reaction rate constant, k, and the methane generation potential, L(o), were estimated for a set of landfills with short-term waste placement and long-term gas collection data. Mean and 95% confidence parameter estimates for these data sets were found using mixed-effects model regression followed by bootstrap analysis. The mean values for the specific methane volume produced during the lag phase (V(sto)), L(o), and k were 33 m(3)/Megagrams (Mg), 76 m(3)/Mg, and 0.28 year(-1), respectively. Parameters were also estimated for three full scale wet landfills where waste was placed over many years. The k and L(o) estimated for these landfills were 0.21 year(-1), 115 m(3)/Mg, 0.11 year(-1), 95 m(3)/Mg, and 0.12 year(-1) and 87 m(3)/Mg, respectively. A group of data points from wet landfills cells with short-term data were also analyzed. A conservative set of parameter estimates was suggested based on the upper 95% confidence interval parameters as a k of 0.3 year(-1) and a L(o) of 100 m(3)/Mg if design is optimized and the lag is minimized.

Genomic data assimilation for estimating hybrid functional Petri net from time-course gene expression data.

PubMed

Nagasaki, Masao; Yamaguchi, Rui; Yoshida, Ryo; Imoto, Seiya; Doi, Atsushi; Tamada, Yoshinori; Matsuno, Hiroshi; Miyano, Satoru; Higuchi, Tomoyuki

2006-01-01

We propose an automatic construction method of the hybrid functional Petri net as a simulation model of biological pathways. The problems we consider are how we choose the values of parameters and how we set the network structure. Usually, we tune these unknown factors empirically so that the simulation results are consistent with biological knowledge. Obviously, this approach has the limitation in the size of network of interest. To extend the capability of the simulation model, we propose the use of data assimilation approach that was originally established in the field of geophysical simulation science. We provide genomic data assimilation framework that establishes a link between our simulation model and observed data like microarray gene expression data by using a nonlinear state space model. A key idea of our genomic data assimilation is that the unknown parameters in simulation model are converted as the parameter of the state space model and the estimates are obtained as the maximum a posteriori estimators. In the parameter estimation process, the simulation model is used to generate the system model in the state space model. Such a formulation enables us to handle both the model construction and the parameter tuning within a framework of the Bayesian statistical inferences. In particular, the Bayesian approach provides us a way of controlling overfitting during the parameter estimations that is essential for constructing a reliable biological pathway. We demonstrate the effectiveness of our approach using synthetic data. As a result, parameter estimation using genomic data assimilation works very well and the network structure is suitably selected.

SCoPE: an efficient method of Cosmological Parameter Estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Das, Santanu; Souradeep, Tarun, E-mail: santanud@iucaa.ernet.in, E-mail: tarun@iucaa.ernet.in

Markov Chain Monte Carlo (MCMC) sampler is widely used for cosmological parameter estimation from CMB and other data. However, due to the intrinsic serial nature of the MCMC sampler, convergence is often very slow. Here we present a fast and independently written Monte Carlo method for cosmological parameter estimation named as Slick Cosmological Parameter Estimator (SCoPE), that employs delayed rejection to increase the acceptance rate of a chain, and pre-fetching that helps an individual chain to run on parallel CPUs. An inter-chain covariance update is also incorporated to prevent clustering of the chains allowing faster and better mixing of themore » chains. We use an adaptive method for covariance calculation to calculate and update the covariance automatically as the chains progress. Our analysis shows that the acceptance probability of each step in SCoPE is more than 95% and the convergence of the chains are faster. Using SCoPE, we carry out some cosmological parameter estimations with different cosmological models using WMAP-9 and Planck results. One of the current research interests in cosmology is quantifying the nature of dark energy. We analyze the cosmological parameters from two illustrative commonly used parameterisations of dark energy models. We also asses primordial helium fraction in the universe can be constrained by the present CMB data from WMAP-9 and Planck. The results from our MCMC analysis on the one hand helps us to understand the workability of the SCoPE better, on the other hand it provides a completely independent estimation of cosmological parameters from WMAP-9 and Planck data.« less

An algorithm for computing moments-based flood quantile estimates when historical flood information is available

USGS Publications Warehouse

Cohn, T.A.; Lane, W.L.; Baier, W.G.

1997-01-01

This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.

Groundwater Evapotranspiration from Diurnal Water Table Fluctuation: a Modified White Based Method Using Drainable and Fillable Porosity

NASA Astrophysics Data System (ADS)

Acharya, S.; Mylavarapu, R.; Jawitz, J. W.

2012-12-01

In shallow unconfined aquifers, the water table usually shows a distinct diurnal fluctuation pattern corresponding to the twenty-four hour solar radiation cycle. This diurnal water table fluctuation (DWTF) signal can be used to estimate the groundwater evapotranspiration (ETg) by vegetation, a method known as the White [1932] method. Water table fluctuations in shallow phreatic aquifers is controlled by two distinct storage parameters, drainable porosity (or specific yield) and the fillable porosity. Yet, it is implicitly assumed in most studies that these two parameters are equal, unless hysteresis effect is considered. The White based method available in the literature is also based on a single drainable porosity parameter to estimate the ETg. In this study, we present a modification of the White based method to estimate ETg from DWTF using separate drainable (λd) and fillable porosity (λf) parameters. Separate analytical expressions based on successive steady state moisture profiles are used to estimate λd and λf, instead of the commonly employed hydrostatic moisture profile approach. The modified method is then applied to estimate ETg using the DWTF data observed in a field in northeast Florida and the results are compared with ET estimations from the standard Penman-Monteith equation. It is found that the modified method resulted in significantly better estimates of ETg than the previously available method that used only a single, hydrostatic-moisture-profile based λd. Furthermore, the modified method is also used to estimate ETg even during rainfall events which produced significantly better estimates of ETg as compared to the single λd parameter method.

An algorithm for computing moments-based flood quantile estimates when historical flood information is available

NASA Astrophysics Data System (ADS)

Cohn, T. A.; Lane, W. L.; Baier, W. G.

This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.

Multispectral imaging of absorption and scattering properties of in vivo exposed rat brain using a digital red-green-blue camera.

PubMed

Yoshida, Keiichiro; Nishidate, Izumi; Ishizuka, Tomohiro; Kawauchi, Satoko; Sato, Shunichi; Sato, Manabu

2015-05-01

In order to estimate multispectral images of the absorption and scattering properties in the cerebral cortex of in vivo rat brain, we investigated spectral reflectance images estimated by the Wiener estimation method using a digital RGB camera. A Monte Carlo simulation-based multiple regression analysis for the corresponding spectral absorbance images at nine wavelengths (500, 520, 540, 560, 570, 580, 600, 730, and 760 nm) was then used to specify the absorption and scattering parameters of brain tissue. In this analysis, the concentrations of oxygenated hemoglobin and that of deoxygenated hemoglobin were estimated as the absorption parameters, whereas the coefficient a and the exponent b of the reduced scattering coefficient spectrum approximated by a power law function were estimated as the scattering parameters. The spectra of absorption and reduced scattering coefficients were reconstructed from the absorption and scattering parameters, and the spectral images of absorption and reduced scattering coefficients were then estimated. In order to confirm the feasibility of this method, we performed in vivo experiments on exposed rat brain. The estimated images of the absorption coefficients were dominated by the spectral characteristics of hemoglobin. The estimated spectral images of the reduced scattering coefficients had a broad scattering spectrum, exhibiting a larger magnitude at shorter wavelengths, corresponding to the typical spectrum of brain tissue published in the literature. The changes in the estimated absorption and scattering parameters during normoxia, hyperoxia, and anoxia indicate the potential applicability of the method by which to evaluate the pathophysiological conditions of in vivo brain due to the loss of tissue viability.

Determination of power system component parameters using nonlinear dead beat estimation method

NASA Astrophysics Data System (ADS)

Kolluru, Lakshmi

Power systems are considered the most complex man-made wonders in existence today. In order to effectively supply the ever increasing demands of the consumers, power systems are required to remain stable at all times. Stability and monitoring of these complex systems are achieved by strategically placed computerized control centers. State and parameter estimation is an integral part of these facilities, as they deal with identifying the unknown states and/or parameters of the systems. Advancements in measurement technologies and the introduction of phasor measurement units (PMU) provide detailed and dynamic information of all measurements. Accurate availability of dynamic measurements provides engineers the opportunity to expand and explore various possibilities in power system dynamic analysis/control. This thesis discusses the development of a parameter determination algorithm for nonlinear power systems, using dynamic data obtained from local measurements. The proposed algorithm was developed by observing the dead beat estimator used in state space estimation of linear systems. The dead beat estimator is considered to be very effective as it is capable of obtaining the required results in a fixed number of steps. The number of steps required is related to the order of the system and the number of parameters to be estimated. The proposed algorithm uses the idea of dead beat estimator and nonlinear finite difference methods to create an algorithm which is user friendly and can determine the parameters fairly accurately and effectively. The proposed algorithm is based on a deterministic approach, which uses dynamic data and mathematical models of power system components to determine the unknown parameters. The effectiveness of the algorithm is tested by implementing it to identify the unknown parameters of a synchronous machine. MATLAB environment is used to create three test cases for dynamic analysis of the system with assumed known parameters. Faults are introduced in the virtual test systems and the dynamic data obtained in each case is analyzed and recorded. Ideally, actual measurements are to be provided to the algorithm. As the measurements are not readily available the data obtained from simulations is fed into the determination algorithm as inputs. The obtained results are then compared to the original (or assumed) values of the parameters. The results obtained suggest that the algorithm is able to determine the parameters of a synchronous machine when crisp data is available.

A Practical Guide to Calibration of a GSSHA Hydrologic Model Using ERDC Automated Model Calibration Software - Effective and Efficient Stochastic Global Optimization

DTIC Science & Technology

2012-02-01

parameter estimation method, but rather to carefully describe how to use the ERDC software implementation of MLSL that accommodates the PEST model...model independent LM method based parameter estimation software PEST (Doherty, 2004, 2007a, 2007b), which quantifies model to measure- ment misfit...et al. (2011) focused on one drawback associated with LM-based model independent parameter estimation as implemented in PEST ; viz., that it requires

Noise parameter estimation for poisson corrupted images using variance stabilization transforms.

PubMed

Jin, Xiaodan; Xu, Zhenyu; Hirakawa, Keigo

2014-03-01

Noise is present in all images captured by real-world image sensors. Poisson distribution is said to model the stochastic nature of the photon arrival process and agrees with the distribution of measured pixel values. We propose a method for estimating unknown noise parameters from Poisson corrupted images using properties of variance stabilization. With a significantly lower computational complexity and improved stability, the proposed estimation technique yields noise parameters that are comparable in accuracy to the state-of-art methods.

Estimation of octanol/water partition coefficients using LSER parameters

USGS Publications Warehouse

Luehrs, Dean C.; Hickey, James P.; Godbole, Kalpana A.; Rogers, Tony N.

1998-01-01

The logarithms of octanol/water partition coefficients, logKow, were regressed against the linear solvation energy relationship (LSER) parameters for a training set of 981 diverse organic chemicals. The standard deviation for logKow was 0.49. The regression equation was then used to estimate logKow for a test of 146 chemicals which included pesticides and other diverse polyfunctional compounds. Thus the octanol/water partition coefficient may be estimated by LSER parameters without elaborate software but only moderate accuracy should be expected.

Deletion Diagnostics for the Generalised Linear Mixed Model with independent random effects

PubMed Central

Ganguli, B.; Roy, S. Sen; Naskar, M.; Malloy, E. J.; Eisen, E. A.

2015-01-01

The Generalised Linear Mixed Model (GLMM) is widely used for modelling environmental data. However, such data are prone to influential observations which can distort the estimated exposure-response curve particularly in regions of high exposure. Deletion diagnostics for iterative estimation schemes commonly derive the deleted estimates based on a single iteration of the full system holding certain pivotal quantities such as the information matrix to be constant. In this paper, we present an approximate formula for the deleted estimates and Cook’s distance for the GLMM which does not assume that the estimates of variance parameters are unaffected by deletion. The procedure allows the user to calculate standardised DFBETAs for mean as well as variance parameters. In certain cases, such as when using the GLMM as a device for smoothing, such residuals for the variance parameters are interesting in their own right. In general, the procedure leads to deleted estimates of mean parameters which are corrected for the effect of deletion on variance components as estimation of the two sets of parameters is interdependent. The probabilistic behaviour of these residuals is investigated and a simulation based procedure suggested for their standardisation. The method is used to identify influential individuals in an occupational cohort exposed to silica. The results show that failure to conduct post model fitting diagnostics for variance components can lead to erroneous conclusions about the fitted curve and unstable confidence intervals. PMID:26626135

Parameter estimation and forecasting for multiplicative log-normal cascades.

PubMed

Leövey, Andrés E; Lux, Thomas

2012-04-01

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing et al. [Physica D 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica D 193, 195 (2004)] and Kiyono et al. [Phys. Rev. E 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono et al.'s procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.

L-moments and TL-moments of the generalized lambda distribution

USGS Publications Warehouse

Asquith, W.H.

2007-01-01

The 4-parameter generalized lambda distribution (GLD) is a flexible distribution capable of mimicking the shapes of many distributions and data samples including those with heavy tails. The method of L-moments and the recently developed method of trimmed L-moments (TL-moments) are attractive techniques for parameter estimation for heavy-tailed distributions for which the L- and TL-moments have been defined. Analytical solutions for the first five L- and TL-moments in terms of GLD parameters are derived. Unfortunately, numerical methods are needed to compute the parameters from the L- or TL-moments. Algorithms are suggested for parameter estimation. Application of the GLD using both L- and TL-moment parameter estimates from example data is demonstrated, and comparison of the L-moment fit of the 4-parameter kappa distribution is made. A small simulation study of the 98th percentile (far-right tail) is conducted for a heavy-tail GLD with high-outlier contamination. The simulations show, with respect to estimation of the 98th-percent quantile, that TL-moments are less biased (more robost) in the presence of high-outlier contamination. However, the robustness comes at the expense of considerably more sampling variability. ?? 2006 Elsevier B.V. All rights reserved.

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

NASA Astrophysics Data System (ADS)

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-01

In Hezaveh et al. we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational-lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data, as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single variational parameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that the application of approximate Bayesian neural networks to astrophysical modeling problems can be a fast alternative to Monte Carlo Markov Chains, allowing orders of magnitude improvement in speed.

Sensitivity of NTCP parameter values against a change of dose calculation algorithm.

PubMed

Brink, Carsten; Berg, Martin; Nielsen, Morten

2007-09-01

Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis with those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

NASA Technical Reports Server (NTRS)

Litt, Jonathan S.

2007-01-01

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs, such as thrust. The engine's performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends on knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined that accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

NASA Technical Reports Server (NTRS)

Litt, Jonathan S.

2007-01-01

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs, such as thrust. The engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends on knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined that accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least-squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

NASA Technical Reports Server (NTRS)

Litt, Jonathan S.

2005-01-01

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs such as thrust. The engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends upon knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined which accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.