Analysis of multinomial models with unknown index using data augmentation

USGS Publications Warehouse

Royle, J. Andrew; Dorazio, R.M.; Link, W.A.

2007-01-01

Multinomial models with unknown index ('sample size') arise in many practical settings. In practice, Bayesian analysis of such models has proved difficult because the dimension of the parameter space is not fixed, being in some cases a function of the unknown index. We describe a data augmentation approach to the analysis of this class of models that provides for a generic and efficient Bayesian implementation. Under this approach, the data are augmented with all-zero detection histories. The resulting augmented dataset is modeled as a zero-inflated version of the complete-data model where an estimable zero-inflation parameter takes the place of the unknown multinomial index. Interestingly, data augmentation can be justified as being equivalent to imposing a discrete uniform prior on the multinomial index. We provide three examples involving estimating the size of an animal population, estimating the number of diabetes cases in a population using the Rasch model, and the motivating example of estimating the number of species in an animal community with latent probabilities of species occurrence and detection.

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

Efficient Bayesian experimental design for contaminant source identification

NASA Astrophysics Data System (ADS)

Zhang, J.; Zeng, L.

2013-12-01

In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameter identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from indirect concentration measurements in identifying unknown source parameters such as the release time, strength and location. In this approach, the sampling location that gives the maximum relative entropy is selected as the optimal one. Once the sampling location is determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown source parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. Compared with the traditional optimal design, which is based on the Gaussian linear assumption, the method developed in this study can cope with arbitrary nonlinearity. It can be used to assist in groundwater monitor network design and identification of unknown contaminant sources. Contours of the expected information gain. The optimal observing location corresponds to the maximum value. Posterior marginal probability densities of unknown parameters, the thick solid black lines are for the designed location. For comparison, other 7 lines are for randomly chosen locations. The true values are denoted by vertical lines. It is obvious that the unknown parameters are estimated better with the desinged location.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1988-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1990-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

State, Parameter, and Unknown Input Estimation Problems in Active Automotive Safety Applications

NASA Astrophysics Data System (ADS)

Phanomchoeng, Gridsada

A variety of driver assistance systems such as traction control, electronic stability control (ESC), rollover prevention and lane departure avoidance systems are being developed by automotive manufacturers to reduce driver burden, partially automate normal driving operations, and reduce accidents. The effectiveness of these driver assistance systems can be significant enhanced if the real-time values of several vehicle parameters and state variables, namely tire-road friction coefficient, slip angle, roll angle, and rollover index, can be known. Since there are no inexpensive sensors available to measure these variables, it is necessary to estimate them. However, due to the significant nonlinear dynamics in a vehicle, due to unknown and changing plant parameters, and due to the presence of unknown input disturbances, the design of estimation algorithms for this application is challenging. This dissertation develops a new approach to observer design for nonlinear systems in which the nonlinearity has a globally (or locally) bounded Jacobian. The developed approach utilizes a modified version of the mean value theorem to express the nonlinearity in the estimation error dynamics as a convex combination of known matrices with time varying coefficients. The observer gains are then obtained by solving linear matrix inequalities (LMIs). A number of illustrative examples are presented to show that the developed approach is less conservative and more useful than the standard Lipschitz assumption based nonlinear observer. The developed nonlinear observer is utilized for estimation of slip angle, longitudinal vehicle velocity, and vehicle roll angle. In order to predict and prevent vehicle rollovers in tripped situations, it is necessary to estimate the vertical tire forces in the presence of unknown road disturbance inputs. An approach to estimate unknown disturbance inputs in nonlinear systems using dynamic model inversion and a modified version of the mean value theorem is presented. The developed theory is used to estimate vertical tire forces and predict tripped rollovers in situations involving road bumps, potholes, and lateral unknown force inputs. To estimate the tire-road friction coefficients at each individual tire of the vehicle, algorithms to estimate longitudinal forces and slip ratios at each tire are proposed. Subsequently, tire-road friction coefficients are obtained using recursive least squares parameter estimators that exploit the relationship between longitudinal force and slip ratio at each tire. The developed approaches are evaluated through simulations with industry standard software, CARSIM, with experimental tests on a Volvo XC90 sport utility vehicle and with experimental tests on a 1/8th scaled vehicle. The simulation and experimental results show that the developed approaches can reliably estimate the vehicle parameters and state variables needed for effective ESC and rollover prevention applications.

Estimating unknown input parameters when implementing the NGA ground-motion prediction equations in engineering practice

USGS Publications Warehouse

Kaklamanos, James; Baise, Laurie G.; Boore, David M.

2011-01-01

The ground-motion prediction equations (GMPEs) developed as part of the Next Generation Attenuation of Ground Motions (NGA-West) project in 2008 are becoming widely used in seismic hazard analyses. However, these new models are considerably more complicated than previous GMPEs, and they require several more input parameters. When employing the NGA models, users routinely face situations in which some of the required input parameters are unknown. In this paper, we present a framework for estimating the unknown source, path, and site parameters when implementing the NGA models in engineering practice, and we derive geometrically-based equations relating the three distance measures found in the NGA models. Our intent is for the content of this paper not only to make the NGA models more accessible, but also to help with the implementation of other present or future GMPEs.

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

NASA Technical Reports Server (NTRS)

Wilson, Edward (Inventor)

2006-01-01

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

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.

Parameter and state estimation in a Neisseria meningitidis model: A study case of Niger

NASA Astrophysics Data System (ADS)

Bowong, S.; Mountaga, L.; Bah, A.; Tewa, J. J.; Kurths, J.

2016-12-01

Neisseria meningitidis (Nm) is a major cause of bacterial meningitidis outbreaks in Africa and the Middle East. The availability of yearly reported meningitis cases in the African meningitis belt offers the opportunity to analyze the transmission dynamics and the impact of control strategies. In this paper, we propose a method for the estimation of state variables that are not accessible to measurements and an unknown parameter in a Nm model. We suppose that the yearly number of Nm induced mortality and the total population are known inputs, which can be obtained from data, and the yearly number of new Nm cases is the model output. We also suppose that the Nm transmission rate is an unknown parameter. We first show how the recruitment rate into the population can be estimated using real data of the total population and Nm induced mortality. Then, we use an auxiliary system called observer whose solutions converge exponentially to those of the original model. This observer does not use the unknown infection transmission rate but only uses the known inputs and the model output. This allows us to estimate unmeasured state variables such as the number of carriers that play an important role in the transmission of the infection and the total number of infected individuals within a human community. Finally, we also provide a simple method to estimate the unknown Nm transmission rate. In order to validate the estimation results, numerical simulations are conducted using real data of Niger.

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…

Computational methods for estimation of parameters in hyperbolic systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.; Murphy, K. A.

1983-01-01

Approximation techniques for estimating spatially varying coefficients and unknown boundary parameters in second order hyperbolic systems are discussed. Methods for state approximation (cubic splines, tau-Legendre) and approximation of function space parameters (interpolatory splines) are outlined and numerical findings for use of the resulting schemes in model "one dimensional seismic inversion' problems are summarized.

Vision System for Coarsely Estimating Motion Parameters for Unknown Fast Moving Objects in Space

PubMed Central

Chen, Min; Hashimoto, Koichi

2017-01-01

Motivated by biological interests in analyzing navigation behaviors of flying animals, we attempt to build a system measuring their motion states. To do this, in this paper, we build a vision system to detect unknown fast moving objects within a given space, calculating their motion parameters represented by positions and poses. We proposed a novel method to detect reliable interest points from images of moving objects, which can be hardly detected by general purpose interest point detectors. 3D points reconstructed using these interest points are then grouped and maintained for detected objects, according to a careful schedule, considering appearance and perspective changes. In the estimation step, a method is introduced to adapt the robust estimation procedure used for dense point set to the case for sparse set, reducing the potential risk of greatly biased estimation. Experiments are conducted against real scenes, showing the capability of the system of detecting multiple unknown moving objects and estimating their positions and poses. PMID:29206189

Characterizing unknown systematics in large scale structure surveys

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

Agarwal, Nishant; Ho, Shirley; Myers, Adam D.

Photometric large scale structure (LSS) surveys probe the largest volumes in the Universe, but are inevitably limited by systematic uncertainties. Imperfect photometric calibration leads to biases in our measurements of the density fields of LSS tracers such as galaxies and quasars, and as a result in cosmological parameter estimation. Earlier studies have proposed using cross-correlations between different redshift slices or cross-correlations between different surveys to reduce the effects of such systematics. In this paper we develop a method to characterize unknown systematics. We demonstrate that while we do not have sufficient information to correct for unknown systematics in the data,more » we can obtain an estimate of their magnitude. We define a parameter to estimate contamination from unknown systematics using cross-correlations between different redshift slices and propose discarding bins in the angular power spectrum that lie outside a certain contamination tolerance level. We show that this method improves estimates of the bias using simulated data and further apply it to photometric luminous red galaxies in the Sloan Digital Sky Survey as a case study.« less

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.

Inverse and forward modeling under uncertainty using MRE-based Bayesian approach

NASA Astrophysics Data System (ADS)

Hou, Z.; Rubin, Y.

2004-12-01

A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.

Multiparameter Estimation in Networked Quantum Sensors

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

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

We introduce a general model for a network of quantum sensors, and we use this model to consider the 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. Thismore » 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 non-linear 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.« less

Multiparameter Estimation in Networked Quantum Sensors

DOE PAGES

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

2018-02-21

We introduce a general model for a network of quantum sensors, and we use this model to consider the 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. Thismore » 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 non-linear 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.« less

Estimating the frequency interval of a regularly spaced multicomponent harmonic line signal in colored noise

NASA Astrophysics Data System (ADS)

Frazer, Gordon J.; Anderson, Stuart J.

1997-10-01

The radar returns from some classes of time-varying point targets can be represented by the discrete-time signal plus noise model: xt equals st plus [vt plus (eta) t] equals (summation)i equals o P minus 1 Aiej2(pi f(i)/f(s)t) plus vt plus (eta) t, t (epsilon) 0, . . ., N minus 1, fi equals kfI plus fo where the received signal xt corresponds to the radar return from the target of interest from one azimuth-range cell. The signal has an unknown number of components, P, unknown complex amplitudes Ai and frequencies fi. The frequency parameters fo and fI are unknown, although constrained such that fo less than fI/2 and parameter k (epsilon) {minus u, . . ., minus 2, minus 1, 0, 1, 2, . . ., v} is constrained such that the component frequencies fi are bound by (minus fs/2, fs/2). The noise term vt, is typically colored, and represents clutter, interference and various noise sources. It is unknown, except that (summation)tvt2 less than infinity; in general, vt is not well modelled as an auto-regressive process of known order. The additional noise term (eta) t represents time-invariant point targets in the same azimuth-range cell. An important characteristic of the target is the unknown parameter, fI, representing the frequency interval between harmonic lines. It is desired to determine an estimate of fI from N samples of xt. We propose an algorithm to estimate fI based on Thomson's harmonic line F-Test, which is part of the multi-window spectrum estimation method and demonstrate the proposed estimator applied to target echo time series collected using an experimental HF skywave radar.

ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative–quantitative modeling

PubMed Central

Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

2012-01-01

Summary: Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if–then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLabTM-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. Availability: ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/ Contact: stefan.streif@ovgu.de PMID:22451270

ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative-quantitative modeling.

PubMed

Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

2012-05-01

Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if-then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLab(TM)-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/

M-MRAC Backstepping for Systems with Unknown Virtual Control Coefficients

NASA Technical Reports Server (NTRS)

Stepanyan, Vahram; Krishnakumar, Kalmanje

2015-01-01

The paper presents an over-parametrization free certainty equivalence state feedback backstepping adaptive control design method for systems of any relative degree with unmatched uncertainties and unknown virtual control coefficients. It uses a fast prediction model to estimate the unknown parameters, which is independent of the control design. It is shown that the system's input and output tracking errors can be systematically decreased by the proper choice of the design parameters. The benefits of the approach are demonstrated in numerical simulations.

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.

Discrete-time switching periodic adaptive control for time-varying parameters with unknown periodicity

NASA Astrophysics Data System (ADS)

Yu, Miao; Huang, Deqing; Yang, Wanqiu

2018-06-01

In this paper, we address the problem of unknown periodicity for a class of discrete-time nonlinear parametric systems without assuming any growth conditions on the nonlinearities. The unknown periodicity hides in the parametric uncertainties, which is difficult to estimate with existing techniques. By incorporating a logic-based switching mechanism, we identify the period and bound of unknown parameter simultaneously. Lyapunov-based analysis is given to demonstrate that a finite number of switchings can guarantee the asymptotic tracking for the nonlinear parametric systems. The simulation result also shows the efficacy of the proposed switching periodic adaptive control approach.

Modern control concepts in hydrology. [parameter identification in adaptive stochastic control approach

NASA Technical Reports Server (NTRS)

Duong, N.; Winn, C. B.; Johnson, G. R.

1975-01-01

Two approaches to an identification problem in hydrology are presented, based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time-invariant or time-dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and confirm the results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Distributed parameter estimation in unreliable sensor networks via broadcast gossip algorithms.

PubMed

Wang, Huiwei; Liao, Xiaofeng; Wang, Zidong; Huang, Tingwen; Chen, Guo

2016-01-01

In this paper, we present an asynchronous algorithm to estimate the unknown parameter under an unreliable network which allows new sensors to join and old sensors to leave, and can tolerate link failures. Each sensor has access to partially informative measurements when it is awakened. In addition, the proposed algorithm can avoid the interference among messages and effectively reduce the accumulated measurement and quantization errors. Based on the theory of stochastic approximation, we prove that our proposed algorithm almost surely converges to the unknown parameter. Finally, we present a numerical example to assess the performance and the communication cost of the algorithm. Copyright © 2015 Elsevier Ltd. All rights reserved.

Optimal hemodynamic response model for functional near-infrared spectroscopy

PubMed Central

Kamran, Muhammad A.; Jeong, Myung Yung; Mannan, Malik M. N.

2015-01-01

Functional near-infrared spectroscopy (fNIRS) is an emerging non-invasive brain imaging technique and measures brain activities by means of near-infrared light of 650–950 nm wavelengths. The cortical hemodynamic response (HR) differs in attributes at different brain regions and on repetition of trials, even if the experimental paradigm is kept exactly the same. Therefore, an HR model that can estimate such variations in the response is the objective of this research. The canonical hemodynamic response function (cHRF) is modeled by two Gamma functions with six unknown parameters (four of them to model the shape and other two to scale and baseline respectively). The HRF model is supposed to be a linear combination of HRF, baseline, and physiological noises (amplitudes and frequencies of physiological noises are supposed to be unknown). An objective function is developed as a square of the residuals with constraints on 12 free parameters. The formulated problem is solved by using an iterative optimization algorithm to estimate the unknown parameters in the model. Inter-subject variations in HRF and physiological noises have been estimated for better cortical functional maps. The accuracy of the algorithm has been verified using 10 real and 15 simulated data sets. Ten healthy subjects participated in the experiment and their HRF for finger-tapping tasks have been estimated and analyzed. The statistical significance of the estimated activity strength parameters has been verified by employing statistical analysis (i.e., t-value > tcritical and p-value < 0.05). PMID:26136668

Optimal hemodynamic response model for functional near-infrared spectroscopy.

PubMed

Kamran, Muhammad A; Jeong, Myung Yung; Mannan, Malik M N

2015-01-01

Functional near-infrared spectroscopy (fNIRS) is an emerging non-invasive brain imaging technique and measures brain activities by means of near-infrared light of 650-950 nm wavelengths. The cortical hemodynamic response (HR) differs in attributes at different brain regions and on repetition of trials, even if the experimental paradigm is kept exactly the same. Therefore, an HR model that can estimate such variations in the response is the objective of this research. The canonical hemodynamic response function (cHRF) is modeled by two Gamma functions with six unknown parameters (four of them to model the shape and other two to scale and baseline respectively). The HRF model is supposed to be a linear combination of HRF, baseline, and physiological noises (amplitudes and frequencies of physiological noises are supposed to be unknown). An objective function is developed as a square of the residuals with constraints on 12 free parameters. The formulated problem is solved by using an iterative optimization algorithm to estimate the unknown parameters in the model. Inter-subject variations in HRF and physiological noises have been estimated for better cortical functional maps. The accuracy of the algorithm has been verified using 10 real and 15 simulated data sets. Ten healthy subjects participated in the experiment and their HRF for finger-tapping tasks have been estimated and analyzed. The statistical significance of the estimated activity strength parameters has been verified by employing statistical analysis (i.e., t-value > t critical and p-value < 0.05).

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.

Bayesian statistics and Monte Carlo methods

NASA Astrophysics Data System (ADS)

Koch, K. R.

2018-03-01

The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.

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.

Modern control concepts in hydrology

NASA Technical Reports Server (NTRS)

Duong, N.; Johnson, G. R.; Winn, C. B.

1974-01-01

Two approaches to an identification problem in hydrology are presented based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time invariant or time dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and conform with results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second, by using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Stochastic filtering for damage identification through nonlinear structural finite element model updating

NASA Astrophysics Data System (ADS)

Astroza, Rodrigo; Ebrahimian, Hamed; Conte, Joel P.

2015-03-01

This paper describes a novel framework that combines advanced mechanics-based nonlinear (hysteretic) finite element (FE) models and stochastic filtering techniques to estimate unknown time-invariant parameters of nonlinear inelastic material models used in the FE model. Using input-output data recorded during earthquake events, the proposed framework updates the nonlinear FE model of the structure. The updated FE model can be directly used for damage identification and further used for damage prognosis. To update the unknown time-invariant parameters of the FE model, two alternative stochastic filtering methods are used: the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). A three-dimensional, 5-story, 2-by-1 bay reinforced concrete (RC) frame is used to verify the proposed framework. The RC frame is modeled using fiber-section displacement-based beam-column elements with distributed plasticity and is subjected to the ground motion recorded at the Sylmar station during the 1994 Northridge earthquake. The results indicate that the proposed framework accurately estimate the unknown material parameters of the nonlinear FE model. The UKF outperforms the EKF when the relative root-mean-square error of the recorded responses are compared. In addition, the results suggest that the convergence of the estimate of modeling parameters is smoother and faster when the UKF is utilized.

Parametric system identification of catamaran for improving controller design

NASA Astrophysics Data System (ADS)

Timpitak, Surasak; Prempraneerach, Pradya; Pengwang, Eakkachai

2018-01-01

This paper presents an estimation of simplified dynamic model for only surge- and yaw- motions of catamaran by using system identification (SI) techniques to determine associated unknown parameters. These methods will enhance the performance of designing processes for the motion control system of Unmanned Surface Vehicle (USV). The simulation results demonstrate an effective way to solve for damping forces and to determine added masses by applying least-square and AutoRegressive Exogenous (ARX) methods. Both methods are then evaluated according to estimated parametric errors from the vehicle’s dynamic model. The ARX method, which yields better estimated accuracy, can then be applied to identify unknown parameters as well as to help improving a controller design of a real unmanned catamaran.

Handling the unknown soil hydraulic parameters in data assimilation for unsaturated flow problems

NASA Astrophysics Data System (ADS)

Lange, Natascha; Erdal, Daniel; Neuweiler, Insa

2017-04-01

Model predictions of flow in the unsaturated zone require the soil hydraulic parameters. However, these parameters cannot be determined easily in applications, in particular if observations are indirect and cover only a small range of possible states. Correlation of parameters or their correlation in the range of states that are observed is a problem, as different parameter combinations may reproduce approximately the same measured water content. In field campaigns this problem can be helped by adding more measurement devices. Often, observation networks are designed to feed models for long term prediction purposes (i.e. for weather forecasting). A popular way of making predictions with such kind of observations are data assimilation methods, like the ensemble Kalman filter (Evensen, 1994). These methods can be used for parameter estimation if the unknown parameters are included in the state vector and updated along with the model states. Given the difficulties related to estimation of the soil hydraulic parameters in general, it is questionable, though, whether these methods can really be used for parameter estimation under natural conditions. Therefore, we investigate the ability of the ensemble Kalman filter to estimate the soil hydraulic parameters. We use synthetic identical twin-experiments to guarantee full knowledge of the model and the true parameters. We use the van Genuchten model to describe the soil water retention and relative permeability functions. This model is unfortunately prone to the above mentioned pseudo-correlations of parameters. Therefore, we also test the simpler Russo Gardner model, which is less affected by that problem, in our experiments. The total number of unknown parameters is varied by considering different layers of soil. Besides, we study the influence of the parameter updates on the water content predictions. We test different iterative filter approaches and compare different observation strategies for parameter identification. Considering heterogeneous soils, we discuss the representativeness of different observation types to be used for the assimilation. G. Evensen. Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. Journal of Geophysical Research: Oceans, 99(C5):10143-10162, 1994

Inverse modeling with RZWQM2 to predict water quality

USDA-ARS?s Scientific Manuscript database

Agricultural systems models such as RZWQM2 are complex and have numerous parameters that are unknown and difficult to estimate. Inverse modeling provides an objective statistical basis for calibration that involves simultaneous adjustment of model parameters and yields parameter confidence intervals...

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.

On estimating the phase of periodic waveform in additive Gaussian noise, part 2

NASA Astrophysics Data System (ADS)

Rauch, L. L.

1984-11-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

On Estimating the Phase of Periodic Waveform in Additive Gaussian Noise, Part 2

NASA Technical Reports Server (NTRS)

Rauch, L. L.

1984-01-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

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.

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input-output direct feed-through term.

PubMed

Tsai, Jason S-H; Hsu, Wen-Teng; Lin, Long-Guei; Guo, Shu-Mei; Tann, Joseph W

2014-01-01

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input-output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Performance Analysis for Channel Estimation With 1-Bit ADC and Unknown Quantization Threshold

NASA Astrophysics Data System (ADS)

Stein, Manuel S.; Bar, Shahar; Nossek, Josef A.; Tabrikian, Joseph

2018-05-01

In this work, the problem of signal parameter estimation from measurements acquired by a low-complexity analog-to-digital converter (ADC) with $1$-bit output resolution and an unknown quantization threshold is considered. Single-comparator ADCs are energy-efficient and can be operated at ultra-high sampling rates. For analysis of such systems, a fixed and known quantization threshold is usually assumed. In the symmetric case, i.e., zero hard-limiting offset, it is known that in the low signal-to-noise ratio (SNR) regime the signal processing performance degrades moderately by ${2}/{\\pi}$ ($-1.96$ dB) when comparing to an ideal $\\infty$-bit converter. Due to hardware imperfections, low-complexity $1$-bit ADCs will in practice exhibit an unknown threshold different from zero. Therefore, we study the accuracy which can be obtained with receive data processed by a hard-limiter with unknown quantization level by using asymptotically optimal channel estimation algorithms. To characterize the estimation performance of these nonlinear algorithms, we employ analytic error expressions for different setups while modeling the offset as a nuisance parameter. In the low SNR regime, we establish the necessary condition for a vanishing loss due to missing offset knowledge at the receiver. As an application, we consider the estimation of single-input single-output wireless channels with inter-symbol interference and validate our analysis by comparing the analytic and experimental performance of the studied estimation algorithms. Finally, we comment on the extension to multiple-input multiple-output channel models.

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.

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.

Assessment of source-specific health effects associated with an unknown number of major sources of multiple air pollutants: a unified Bayesian approach.

PubMed

Park, Eun Sug; Hopke, Philip K; Oh, Man-Suk; Symanski, Elaine; Han, Daikwon; Spiegelman, Clifford H

2014-07-01

There has been increasing interest in assessing health effects associated with multiple air pollutants emitted by specific sources. A major difficulty with achieving this goal is that the pollution source profiles are unknown and source-specific exposures cannot be measured directly; rather, they need to be estimated by decomposing ambient measurements of multiple air pollutants. This estimation process, called multivariate receptor modeling, is challenging because of the unknown number of sources and unknown identifiability conditions (model uncertainty). The uncertainty in source-specific exposures (source contributions) as well as uncertainty in the number of major pollution sources and identifiability conditions have been largely ignored in previous studies. A multipollutant approach that can deal with model uncertainty in multivariate receptor models while simultaneously accounting for parameter uncertainty in estimated source-specific exposures in assessment of source-specific health effects is presented in this paper. The methods are applied to daily ambient air measurements of the chemical composition of fine particulate matter ([Formula: see text]), weather data, and counts of cardiovascular deaths from 1995 to 1997 for Phoenix, AZ, USA. Our approach for evaluating source-specific health effects yields not only estimates of source contributions along with their uncertainties and associated health effects estimates but also estimates of model uncertainty (posterior model probabilities) that have been ignored in previous studies. The results from our methods agreed in general with those from the previously conducted workshop/studies on the source apportionment of PM health effects in terms of number of major contributing sources, estimated source profiles, and contributions. However, some of the adverse source-specific health effects identified in the previous studies were not statistically significant in our analysis, which probably resulted because we incorporated parameter uncertainty in estimated source contributions that has been ignored in the previous studies into the estimation of health effects parameters. © The Author 2014. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

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.

A spline-based parameter estimation technique for static models of elastic structures

NASA Technical Reports Server (NTRS)

Dutt, P.; Taasan, S.

1986-01-01

The problem of identifying the spatially varying coefficient of elasticity using an observed solution to the forward problem is considered. Under appropriate conditions this problem can be treated as a first order hyperbolic equation in the unknown coefficient. Some continuous dependence results are developed for this problem and a spline-based technique is proposed for approximating the unknown coefficient, based on these results. The convergence of the numerical scheme is established and error estimates obtained.

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.

Application of multiple modelling to hyperthermia estimation: reducing the effects of model mismatch.

PubMed

Potocki, J K; Tharp, H S

1993-01-01

Multiple model estimation is a viable technique for dealing with the spatial perfusion model mismatch associated with hyperthermia dosimetry. Using multiple models, spatial discrimination can be obtained without increasing the number of unknown perfusion zones. Two multiple model estimators based on the extended Kalman filter (EKF) are designed and compared with two EKFs based on single models having greater perfusion zone segmentation. Results given here indicate that multiple modelling is advantageous when the number of thermal sensors is insufficient for convergence of single model estimators having greater perfusion zone segmentation. In situations where sufficient measured outputs exist for greater unknown perfusion parameter estimation, the multiple model estimators and the single model estimators yield equivalent results.

Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models.

PubMed

Garcia, Tanya P; Ma, Yanyuan

2017-10-01

We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.

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.

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

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.

Market-Based Coordination of Thermostatically Controlled Loads—Part II: Unknown Parameters and Case Studies

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

Li, Sen; Zhang, Wei; Lian, Jianming

This two-part paper considers the coordination of a population of Thermostatically Controlled Loads (TCLs) with unknown parameters to achieve group objectives. The problem involves designing the bidding and market clearing strategy to motivate self-interested users to realize efficient energy allocation subject to a peak power constraint. The companion paper (Part I) formulates the problem and proposes a load coordination framework using the mechanism design approach. To address the unknown parameters, Part II of this paper presents a joint state and parameter estimation framework based on the expectation maximization algorithm. The overall framework is then validated using real-world weather data andmore » price data, and is compared with other approaches in terms of aggregated power response. Simulation results indicate that our coordination framework can effectively improve the efficiency of the power grid operations and reduce power congestion at key times.« less

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

Estimation in SEM: A Concrete Example

ERIC Educational Resources Information Center

Ferron, John M.; Hess, Melinda R.

2007-01-01

A concrete example is used to illustrate maximum likelihood estimation of a structural equation model with two unknown parameters. The fitting function is found for the example, as are the vector of first-order partial derivatives, the matrix of second-order partial derivatives, and the estimates obtained from each iteration of the Newton-Raphson…

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

Mapping land water and energy balance relations through conditional sampling of remote sensing estimates of atmospheric forcing and surface states

NASA Astrophysics Data System (ADS)

Farhadi, Leila; Entekhabi, Dara; Salvucci, Guido

2016-04-01

In this study, we develop and apply a mapping estimation capability for key unknown parameters that link the surface water and energy balance equations. The method is applied to the Gourma region in West Africa. The accuracy of the estimation method at point scale was previously examined using flux tower data. In this study, the capability is scaled to be applicable with remotely sensed data products and hence allow mapping. Parameters of the system are estimated through a process that links atmospheric forcing (precipitation and incident radiation), surface states, and unknown parameters. Based on conditional averaging of land surface temperature and moisture states, respectively, a single objective function is posed that measures moisture and temperature-dependent errors solely in terms of observed forcings and surface states. This objective function is minimized with respect to parameters to identify evapotranspiration and drainage models and estimate water and energy balance flux components. The uncertainty of the estimated parameters (and associated statistical confidence limits) is obtained through the inverse of Hessian of the objective function, which is an approximation of the covariance matrix. This calibration-free method is applied to the mesoscale region of Gourma in West Africa using multiplatform remote sensing data. The retrievals are verified against tower-flux field site data and physiographic characteristics of the region. The focus is to find the functional form of the evaporative fraction dependence on soil moisture, a key closure function for surface and subsurface heat and moisture dynamics, using remote sensing data.

An improved method for nonlinear parameter estimation: a case study of the Rössler model

NASA Astrophysics Data System (ADS)

He, Wen-Ping; Wang, Liu; Jiang, Yun-Di; Wan, Shi-Quan

2016-08-01

Parameter estimation is an important research topic in nonlinear dynamics. Based on the evolutionary algorithm (EA), Wang et al. (2014) present a new scheme for nonlinear parameter estimation and numerical tests indicate that the estimation precision is satisfactory. However, the convergence rate of the EA is relatively slow when multiple unknown parameters in a multidimensional dynamical system are estimated simultaneously. To solve this problem, an improved method for parameter estimation of nonlinear dynamical equations is provided in the present paper. The main idea of the improved scheme is to use all of the known time series for all of the components in some dynamical equations to estimate the parameters in single component one by one, instead of estimating all of the parameters in all of the components simultaneously. Thus, we can estimate all of the parameters stage by stage. The performance of the improved method was tested using a classic chaotic system—Rössler model. The numerical tests show that the amended parameter estimation scheme can greatly improve the searching efficiency and that there is a significant increase in the convergence rate of the EA, particularly for multiparameter estimation in multidimensional dynamical equations. Moreover, the results indicate that the accuracy of parameter estimation and the CPU time consumed by the presented method have no obvious dependence on the sample size.

A Bayesian Framework for Coupled Estimation of Key Unknown Parameters of Land Water and Energy Balance Equations

NASA Astrophysics Data System (ADS)

Farhadi, L.; Abdolghafoorian, A.

2015-12-01

The land surface is a key component of climate system. It controls the partitioning of available energy at the surface between sensible and latent heat, and partitioning of available water between evaporation and runoff. Water and energy cycle are intrinsically coupled through evaporation, which represents a heat exchange as latent heat flux. Accurate estimation of fluxes of heat and moisture are of significant importance in many fields such as hydrology, climatology and meteorology. In this study we develop and apply a Bayesian framework for estimating the key unknown parameters of terrestrial water and energy balance equations (i.e. moisture and heat diffusion) and their uncertainty in land surface models. These equations are coupled through flux of evaporation. The estimation system is based on the adjoint method for solving a least-squares optimization problem. The cost function consists of aggregated errors on state (i.e. moisture and temperature) with respect to observation and parameters estimation with respect to prior values over the entire assimilation period. This cost function is minimized with respect to parameters to identify models of sensible heat, latent heat/evaporation and drainage and runoff. Inverse of Hessian of the cost function is an approximation of the posterior uncertainty of parameter estimates. Uncertainty of estimated fluxes is estimated by propagating the uncertainty for linear and nonlinear function of key parameters through the method of First Order Second Moment (FOSM). Uncertainty analysis is used in this method to guide the formulation of a well-posed estimation problem. Accuracy of the method is assessed at point scale using surface energy and water fluxes generated by the Simultaneous Heat and Water (SHAW) model at the selected AmeriFlux stations. This method can be applied to diverse climates and land surface conditions with different spatial scales, using remotely sensed measurements of surface moisture and temperature states

A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

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

Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

2008-05-15

We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less

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.

An almost-parameter-free harmony search algorithm for groundwater pollution source identification.

PubMed

Jiang, Simin; Zhang, Yali; Wang, Pei; Zheng, Maohui

2013-01-01

The spatiotemporal characterization of unknown sources of groundwater pollution is frequently encountered in environmental problems. This study adopts a simulation-optimization approach that combines a contaminant transport simulation model with a heuristic harmony search algorithm to identify unknown pollution sources. In the proposed methodology, an almost-parameter-free harmony search algorithm is developed. The performance of this methodology is evaluated on an illustrative groundwater pollution source identification problem, and the identified results indicate that the proposed almost-parameter-free harmony search algorithm-based optimization model can give satisfactory estimations, even when the irregular geometry, erroneous monitoring data, and prior information shortage of potential locations are considered.

Distributed Optimization Design of Continuous-Time Multiagent Systems With Unknown-Frequency Disturbances.

PubMed

Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu

2017-05-24

In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.

Inference regarding multiple structural changes in linear models with endogenous regressors☆

PubMed Central

Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia

2012-01-01

This paper considers the linear model with endogenous regressors and multiple changes in the parameters at unknown times. It is shown that minimization of a Generalized Method of Moments criterion yields inconsistent estimators of the break fractions, but minimization of the Two Stage Least Squares (2SLS) criterion yields consistent estimators of these parameters. We develop a methodology for estimation and inference of the parameters of the model based on 2SLS. The analysis covers the cases where the reduced form is either stable or unstable. The methodology is illustrated via an application to the New Keynesian Phillips Curve for the US. PMID:23805021

Resilient Distributed Estimation Through Adversary Detection

NASA Astrophysics Data System (ADS)

Chen, Yuan; Kar, Soummya; Moura, Jose M. F.

2018-05-01

This paper studies resilient multi-agent distributed estimation of an unknown vector parameter when a subset of the agents is adversarial. We present and analyze a Flag Raising Distributed Estimator ($\\mathcal{FRDE}$) that allows the agents under attack to perform accurate parameter estimation and detect the adversarial agents. The $\\mathcal{FRDE}$ algorithm is a consensus+innovations estimator in which agents combine estimates of neighboring agents (consensus) with local sensing information (innovations). We establish that, under $\\mathcal{FRDE}$, either the uncompromised agents' estimates are almost surely consistent or the uncompromised agents detect compromised agents if and only if the network of uncompromised agents is connected and globally observable. Numerical examples illustrate the performance of $\\mathcal{FRDE}$.

Efficient Bayesian experimental design for contaminant source identification

NASA Astrophysics Data System (ADS)

Zhang, Jiangjiang; Zeng, Lingzao; Chen, Cheng; Chen, Dingjiang; Wu, Laosheng

2015-01-01

In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameters identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from concentration measurements in identifying unknown parameters. In this approach, the sampling locations that give the maximum expected relative entropy are selected as the optimal design. After the sampling locations are determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport equation. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. It is shown that the methods can be used to assist in both single sampling location and monitoring network design for contaminant source identifications in groundwater.

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.

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

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.

An algebraic aspect of Pareto mixture parameter estimation using censored sample: A Bayesian approach.

PubMed

Saleem, Muhammad; Sharif, Kashif; Fahmi, Aliya

2018-04-27

Applications of Pareto distribution are common in reliability, survival and financial studies. In this paper, A Pareto mixture distribution is considered to model a heterogeneous population comprising of two subgroups. Each of two subgroups is characterized by the same functional form with unknown distinct shape and scale parameters. Bayes estimators have been derived using flat and conjugate priors using squared error loss function. Standard errors have also been derived for the Bayes estimators. An interesting feature of this study is the preparation of components of Fisher Information matrix.

A Modified Cramer-von Mises and Anderson-Darling Test for the Weibull Distribution with Unknown Location and Scale Parameters.

DTIC Science & Technology

1981-12-01

preventing the generation of 16 6 negative location estimators. Because of the invariant pro- perty of the EDF statistics, this transformation will...likelihood. If the parameter estimation method developed by Harter and Moore is used, care must be taken to prevent the location estimators from being...vs A 2 Critical Values, Level-.Ol, n-30 128 , 0 6N m m • w - APPENDIX E Computer Prgrams 129 Program to Calculate the Cramer-von Mises Critical Values

Highly adaptive tests for group differences in brain functional connectivity.

PubMed

Kim, Junghi; Pan, Wei

2015-01-01

Resting-state functional magnetic resonance imaging (rs-fMRI) and other technologies have been offering evidence and insights showing that altered brain functional networks are associated with neurological illnesses such as Alzheimer's disease. Exploring brain networks of clinical populations compared to those of controls would be a key inquiry to reveal underlying neurological processes related to such illnesses. For such a purpose, group-level inference is a necessary first step in order to establish whether there are any genuinely disrupted brain subnetworks. Such an analysis is also challenging due to the high dimensionality of the parameters in a network model and high noise levels in neuroimaging data. We are still in the early stage of method development as highlighted by Varoquaux and Craddock (2013) that "there is currently no unique solution, but a spectrum of related methods and analytical strategies" to learn and compare brain connectivity. In practice the important issue of how to choose several critical parameters in estimating a network, such as what association measure to use and what is the sparsity of the estimated network, has not been carefully addressed, largely because the answers are unknown yet. For example, even though the choice of tuning parameters in model estimation has been extensively discussed in the literature, as to be shown here, an optimal choice of a parameter for network estimation may not be optimal in the current context of hypothesis testing. Arbitrarily choosing or mis-specifying such parameters may lead to extremely low-powered tests. Here we develop highly adaptive tests to detect group differences in brain connectivity while accounting for unknown optimal choices of some tuning parameters. The proposed tests combine statistical evidence against a null hypothesis from multiple sources across a range of plausible tuning parameter values reflecting uncertainty with the unknown truth. These highly adaptive tests are not only easy to use, but also high-powered robustly across various scenarios. The usage and advantages of these novel tests are demonstrated on an Alzheimer's disease dataset and simulated data.

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.

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.

Model Reduction via Principe Component Analysis and Markov Chain Monte Carlo (MCMC) Methods

NASA Astrophysics Data System (ADS)

Gong, R.; Chen, J.; Hoversten, M. G.; Luo, J.

2011-12-01

Geophysical and hydrogeological inverse problems often include a large number of unknown parameters, ranging from hundreds to millions, depending on parameterization and problems undertaking. This makes inverse estimation and uncertainty quantification very challenging, especially for those problems in two- or three-dimensional spatial domains. Model reduction technique has the potential of mitigating the curse of dimensionality by reducing total numbers of unknowns while describing the complex subsurface systems adequately. In this study, we explore the use of principal component analysis (PCA) and Markov chain Monte Carlo (MCMC) sampling methods for model reduction through the use of synthetic datasets. We compare the performances of three different but closely related model reduction approaches: (1) PCA methods with geometric sampling (referred to as 'Method 1'), (2) PCA methods with MCMC sampling (referred to as 'Method 2'), and (3) PCA methods with MCMC sampling and inclusion of random effects (referred to as 'Method 3'). We consider a simple convolution model with five unknown parameters as our goal is to understand and visualize the advantages and disadvantages of each method by comparing their inversion results with the corresponding analytical solutions. We generated synthetic data with noise added and invert them under two different situations: (1) the noised data and the covariance matrix for PCA analysis are consistent (referred to as the unbiased case), and (2) the noise data and the covariance matrix are inconsistent (referred to as biased case). In the unbiased case, comparison between the analytical solutions and the inversion results show that all three methods provide good estimates of the true values and Method 1 is computationally more efficient. In terms of uncertainty quantification, Method 1 performs poorly because of relatively small number of samples obtained, Method 2 performs best, and Method 3 overestimates uncertainty due to inclusion of random effects. However, in the biased case, only Method 3 correctly estimates all the unknown parameters, and both Methods 1 and 2 provide wrong values for the biased parameters. The synthetic case study demonstrates that if the covariance matrix for PCA analysis is inconsistent with true models, the PCA methods with geometric or MCMC sampling will provide incorrect estimates.

Estimation of Key Parameters of the Coupled Energy and Water Model by Assimilating Land Surface Data

NASA Astrophysics Data System (ADS)

Abdolghafoorian, A.; Farhadi, L.

2017-12-01

Accurate estimation of land surface heat and moisture fluxes, as well as root zone soil moisture, is crucial in various hydrological, meteorological, and agricultural applications. Field measurements of these fluxes are costly and cannot be readily scaled to large areas relevant to weather and climate studies. Therefore, there is a need for techniques to make quantitative estimates of heat and moisture fluxes using land surface state observations that are widely available from remote sensing across a range of scale. In this work, we applies the variational data assimilation approach to estimate land surface fluxes and soil moisture profile from the implicit information contained Land Surface Temperature (LST) and Soil Moisture (SM) (hereafter the VDA model). The VDA model is focused on the estimation of three key parameters: 1- neutral bulk heat transfer coefficient (CHN), 2- evaporative fraction from soil and canopy (EF), and 3- saturated hydraulic conductivity (Ksat). CHN and EF regulate the partitioning of available energy between sensible and latent heat fluxes. Ksat is one of the main parameters used in determining infiltration, runoff, groundwater recharge, and in simulating hydrological processes. In this study, a system of coupled parsimonious energy and water model will constrain the estimation of three unknown parameters in the VDA model. The profile of SM (LST) at multiple depths is estimated using moisture diffusion (heat diffusion) equation. In this study, the uncertainties of retrieved unknown parameters and fluxes are estimated from the inverse of Hesian matrix of cost function which is computed using the Lagrangian methodology. Analysis of uncertainty provides valuable information about the accuracy of estimated parameters and their correlation and guide the formulation of a well-posed estimation problem. The results of proposed algorithm are validated with a series of experiments using a synthetic data set generated by the simultaneous heat and water (SHAW) model. In addition, the feasibility of extending this algorithm to use remote sensing observations that have low temporal resolution is examined by assimilating the limited number of land surface moisture and temperature observations.

The Use of One-Sample Prediction Intervals for Estimating CO2 Scrubber Canister Durations

DTIC Science & Technology

2012-10-01

Grade and 812 D-Grade Sofnolime.3 Definitions According to Devore,4 A CI (confidence interval) refers to a parameter, or population ... characteristic , whose value is fixed but unknown to us. In contrast, a future value of Y is not a parameter but instead a random variable; for this

Target Capturing Control for Space Robots with Unknown Mass Properties: A Self-Tuning Method Based on Gyros and Cameras.

PubMed

Li, Zhenyu; Wang, Bin; Liu, Hong

2016-08-30

Satellite capturing with free-floating space robots is still a challenging task due to the non-fixed base and unknown mass property issues. In this paper gyro and eye-in-hand camera data are adopted as an alternative choice for solving this problem. For this improved system, a new modeling approach that reduces the complexity of system control and identification is proposed. With the newly developed model, the space robot is equivalent to a ground-fixed manipulator system. Accordingly, a self-tuning control scheme is applied to handle such a control problem including unknown parameters. To determine the controller parameters, an estimator is designed based on the least-squares technique for identifying the unknown mass properties in real time. The proposed method is tested with a credible 3-dimensional ground verification experimental system, and the experimental results confirm the effectiveness of the proposed control scheme.

Target Capturing Control for Space Robots with Unknown Mass Properties: A Self-Tuning Method Based on Gyros and Cameras

PubMed Central

Li, Zhenyu; Wang, Bin; Liu, Hong

2016-01-01

Satellite capturing with free-floating space robots is still a challenging task due to the non-fixed base and unknown mass property issues. In this paper gyro and eye-in-hand camera data are adopted as an alternative choice for solving this problem. For this improved system, a new modeling approach that reduces the complexity of system control and identification is proposed. With the newly developed model, the space robot is equivalent to a ground-fixed manipulator system. Accordingly, a self-tuning control scheme is applied to handle such a control problem including unknown parameters. To determine the controller parameters, an estimator is designed based on the least-squares technique for identifying the unknown mass properties in real time. The proposed method is tested with a credible 3-dimensional ground verification experimental system, and the experimental results confirm the effectiveness of the proposed control scheme. PMID:27589748

Teaching-learning-based Optimization Algorithm for Parameter Identification in the Design of IIR Filters

NASA Astrophysics Data System (ADS)

Singh, R.; Verma, H. K.

2013-12-01

This paper presents a teaching-learning-based optimization (TLBO) algorithm to solve parameter identification problems in the designing of digital infinite impulse response (IIR) filter. TLBO based filter modelling is applied to calculate the parameters of unknown plant in simulations. Unlike other heuristic search algorithms, TLBO algorithm is an algorithm-specific parameter-less algorithm. In this paper big bang-big crunch (BB-BC) optimization and PSO algorithms are also applied to filter design for comparison. Unknown filter parameters are considered as a vector to be optimized by these algorithms. MATLAB programming is used for implementation of proposed algorithms. Experimental results show that the TLBO is more accurate to estimate the filter parameters than the BB-BC optimization algorithm and has faster convergence rate when compared to PSO algorithm. TLBO is used where accuracy is more essential than the convergence speed.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 1. Theory

USGS Publications Warehouse

Cooley, Richard L.

1982-01-01

Prior information on the parameters of a groundwater flow model can be used to improve parameter estimates obtained from nonlinear regression solution of a modeling problem. Two scales of prior information can be available: (1) prior information having known reliability (that is, bias and random error structure) and (2) prior information consisting of best available estimates of unknown reliability. A regression method that incorporates the second scale of prior information assumes the prior information to be fixed for any particular analysis to produce improved, although biased, parameter estimates. Approximate optimization of two auxiliary parameters of the formulation is used to help minimize the bias, which is almost always much smaller than that resulting from standard ridge regression. It is shown that if both scales of prior information are available, then a combined regression analysis may be made.

Integrated direct/indirect adaptive robust motion trajectory tracking control of pneumatic cylinders

NASA Astrophysics Data System (ADS)

Meng, Deyuan; Tao, Guoliang; Zhu, Xiaocong

2013-09-01

This paper studies the precision motion trajectory tracking control of a pneumatic cylinder driven by a proportional-directional control valve. An integrated direct/indirect adaptive robust controller is proposed. The controller employs a physical model based indirect-type parameter estimation to obtain reliable estimates of unknown model parameters, and utilises a robust control method with dynamic compensation type fast adaptation to attenuate the effects of parameter estimation errors, unmodelled dynamics and disturbances. Due to the use of projection mapping, the robust control law and the parameter adaption algorithm can be designed separately. Since the system model uncertainties are unmatched, the recursive backstepping technology is adopted to design the robust control law. Extensive comparative experimental results are presented to illustrate the effectiveness of the proposed controller and its performance robustness to parameter variations and sudden disturbances.

Desired Accuracy Estimation of Noise Function from ECG Signal by Fuzzy Approach

PubMed Central

Vahabi, Zahra; Kermani, Saeed

2012-01-01

Unknown noise and artifacts present in medical signals with non-linear fuzzy filter will be estimated and then removed. An adaptive neuro-fuzzy interference system which has a non-linear structure presented for the noise function prediction by before Samples. This paper is about a neuro-fuzzy method to estimate unknown noise of Electrocardiogram signal. Adaptive neural combined with Fuzzy System to construct a fuzzy Predictor. For this system setting parameters such as the number of Membership Functions for each input and output, training epochs, type of MFs for each input and output, learning algorithm and etc. is determined by learning data. At the end simulated experimental results are presented for proper validation. PMID:23717810

Quantum Hamiltonian identification from measurement time traces.

PubMed

Zhang, Jun; Sarovar, Mohan

2014-08-22

Precise identification of parameters governing quantum processes is a critical task for quantum information and communication technologies. In this Letter, we consider a setting where system evolution is determined by a parametrized Hamiltonian, and the task is to estimate these parameters from temporal records of a restricted set of system observables (time traces). Based on the notion of system realization from linear systems theory, we develop a constructive algorithm that provides estimates of the unknown parameters directly from these time traces. We illustrate the algorithm and its robustness to measurement noise by applying it to a one-dimensional spin chain model with variable couplings.

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.

A Multi-Resolution Nonlinear Mapping Technique for Design and Analysis Applications

NASA Technical Reports Server (NTRS)

Phan, Minh Q.

1998-01-01

This report describes a nonlinear mapping technique where the unknown static or dynamic system is approximated by a sum of dimensionally increasing functions (one-dimensional curves, two-dimensional surfaces, etc.). These lower dimensional functions are synthesized from a set of multi-resolution basis functions, where the resolutions specify the level of details at which the nonlinear system is approximated. The basis functions also cause the parameter estimation step to become linear. This feature is taken advantage of to derive a systematic procedure to determine and eliminate basis functions that are less significant for the particular system under identification. The number of unknown parameters that must be estimated is thus reduced and compact models obtained. The lower dimensional functions (identified curves and surfaces) permit a kind of "visualization" into the complexity of the nonlinearity itself.

3D tomographic reconstruction using geometrical models

NASA Astrophysics Data System (ADS)

Battle, Xavier L.; Cunningham, Gregory S.; Hanson, Kenneth M.

1997-04-01

We address the issue of reconstructing an object of constant interior density in the context of 3D tomography where there is prior knowledge about the unknown shape. We explore the direct estimation of the parameters of a chosen geometrical model from a set of radiographic measurements, rather than performing operations (segmentation for example) on a reconstructed volume. The inverse problem is posed in the Bayesian framework. A triangulated surface describes the unknown shape and the reconstruction is computed with a maximum a posteriori (MAP) estimate. The adjoint differentiation technique computes the derivatives needed for the optimization of the model parameters. We demonstrate the usefulness of the approach and emphasize the techniques of designing forward and adjoint codes. We use the system response of the University of Arizona Fast SPECT imager to illustrate this method by reconstructing the shape of a heart phantom.

A Multi-Resolution Nonlinear Mapping Technique for Design and Analysis Application

NASA Technical Reports Server (NTRS)

Phan, Minh Q.

1997-01-01

This report describes a nonlinear mapping technique where the unknown static or dynamic system is approximated by a sum of dimensionally increasing functions (one-dimensional curves, two-dimensional surfaces, etc.). These lower dimensional functions are synthesized from a set of multi-resolution basis functions, where the resolutions specify the level of details at which the nonlinear system is approximated. The basis functions also cause the parameter estimation step to become linear. This feature is taken advantage of to derive a systematic procedure to determine and eliminate basis functions that are less significant for the particular system under identification. The number of unknown parameters that must be estimated is thus reduced and compact models obtained. The lower dimensional functions (identified curves and surfaces) permit a kind of "visualization" into the complexity of the nonlinearity itself.

Estimation of Complex Permittivity of Composite Multilayer Material at Microwave Frequency Using Waveguide Measurements

NASA Technical Reports Server (NTRS)

Deshpande, Manohar D.; Dudley, Kenneth

2003-01-01

A simple method is presented to estimate the complex dielectric constants of individual layers of a multilayer composite material. Using the MatLab Optimization Tools simple MatLab scripts are written to search for electric properties of individual layers so as to match the measured and calculated S-parameters. A single layer composite material formed by using materials such as Bakelite, Nomex Felt, Fiber Glass, Woven Composite B and G, Nano Material #0, Cork, Garlock, of different thicknesses are tested using the present approach. Assuming the thicknesses of samples unknown, the present approach is shown to work well in estimating the dielectric constants and the thicknesses. A number of two layer composite materials formed by various combinations of above individual materials are tested using the present approach. However, the present approach could not provide estimate values close to their true values when the thicknesses of individual layers were assumed to be unknown. This is attributed to the difficulty in modelling the presence of airgaps between the layers while doing the measurement of S-parameters. A few examples of three layer composites are also presented.

A simulation of air pollution model parameter estimation using data from a ground-based LIDAR remote sensor

NASA Technical Reports Server (NTRS)

Kibler, J. F.; Suttles, J. T.

1977-01-01

One way to obtain estimates of the unknown parameters in a pollution dispersion model is to compare the model predictions with remotely sensed air quality data. A ground-based LIDAR sensor provides relative pollution concentration measurements as a function of space and time. The measured sensor data are compared with the dispersion model output through a numerical estimation procedure to yield parameter estimates which best fit the data. This overall process is tested in a computer simulation to study the effects of various measurement strategies. Such a simulation is useful prior to a field measurement exercise to maximize the information content in the collected data. Parametric studies of simulated data matched to a Gaussian plume dispersion model indicate the trade offs available between estimation accuracy and data acquisition strategy.

Synchronization of coupled different chaotic FitzHugh-Nagumo neurons with unknown parameters under communication-direction-dependent coupling.

PubMed

Iqbal, Muhammad; Rehan, Muhammad; Khaliq, Abdul; Saeed-ur-Rehman; Hong, Keum-Shik

2014-01-01

This paper investigates the chaotic behavior and synchronization of two different coupled chaotic FitzHugh-Nagumo (FHN) neurons with unknown parameters under external electrical stimulation (EES). The coupled FHN neurons of different parameters admit unidirectional and bidirectional gap junctions in the medium between them. Dynamical properties, such as the increase in synchronization error as a consequence of the deviation of neuronal parameters for unlike neurons, the effect of difference in coupling strengths caused by the unidirectional gap junctions, and the impact of large time-delay due to separation of neurons, are studied in exploring the behavior of the coupled system. A novel integral-based nonlinear adaptive control scheme, to cope with the infeasibility of the recovery variable, for synchronization of two coupled delayed chaotic FHN neurons of different and unknown parameters under uncertain EES is derived. Further, to guarantee robust synchronization of different neurons against disturbances, the proposed control methodology is modified to achieve the uniformly ultimately bounded synchronization. The parametric estimation errors can be reduced by selecting suitable control parameters. The effectiveness of the proposed control scheme is illustrated via numerical simulations.

Quantum State Tomography via Linear Regression Estimation

PubMed Central

Qi, Bo; Hou, Zhibo; Li, Li; Dong, Daoyi; Xiang, Guoyong; Guo, Guangcan

2013-01-01

A simple yet efficient state reconstruction algorithm of linear regression estimation (LRE) is presented for quantum state tomography. In this method, quantum state reconstruction is converted into a parameter estimation problem of a linear regression model and the least-squares method is employed to estimate the unknown parameters. An asymptotic mean squared error (MSE) upper bound for all possible states to be estimated is given analytically, which depends explicitly upon the involved measurement bases. This analytical MSE upper bound can guide one to choose optimal measurement sets. The computational complexity of LRE is O(d4) where d is the dimension of the quantum state. Numerical examples show that LRE is much faster than maximum-likelihood estimation for quantum state tomography. PMID:24336519

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

Dynamic identification of axial force and boundary restraints in tie rods and cables with uncertainty quantification using Set Inversion Via Interval Analysis

NASA Astrophysics Data System (ADS)

Kernicky, Timothy; Whelan, Matthew; Al-Shaer, Ehab

2018-06-01

A methodology is developed for the estimation of internal axial force and boundary restraints within in-service, prismatic axial force members of structural systems using interval arithmetic and contractor programming. The determination of the internal axial force and end restraints in tie rods and cables using vibration-based methods has been a long standing problem in the area of structural health monitoring and performance assessment. However, for structural members with low slenderness where the dynamics are significantly affected by the boundary conditions, few existing approaches allow for simultaneous identification of internal axial force and end restraints and none permit for quantifying the uncertainties in the parameter estimates due to measurement uncertainties. This paper proposes a new technique for approaching this challenging inverse problem that leverages the Set Inversion Via Interval Analysis algorithm to solve for the unknown axial forces and end restraints using natural frequency measurements. The framework developed offers the ability to completely enclose the feasible solutions to the parameter identification problem, given specified measurement uncertainties for the natural frequencies. This ability to propagate measurement uncertainty into the parameter space is critical towards quantifying the confidence in the individual parameter estimates to inform decision-making within structural health diagnosis and prognostication applications. The methodology is first verified with simulated data for a case with unknown rotational end restraints and then extended to a case with unknown translational and rotational end restraints. A laboratory experiment is then presented to demonstrate the application of the methodology to an axially loaded rod with progressively increased end restraint at one end.

Reconstruction of signals with unknown spectra in information field theory with parameter uncertainty

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

Ensslin, Torsten A.; Frommert, Mona

2011-05-15

The optimal reconstruction of cosmic metric perturbations and other signals requires knowledge of their power spectra and other parameters. If these are not known a priori, they have to be measured simultaneously from the same data used for the signal reconstruction. We formulate the general problem of signal inference in the presence of unknown parameters within the framework of information field theory. To solve this, we develop a generic parameter-uncertainty renormalized estimation (PURE) technique. As a concrete application, we address the problem of reconstructing Gaussian signals with unknown power-spectrum with five different approaches: (i) separate maximum-a-posteriori power-spectrum measurement and subsequentmore » reconstruction, (ii) maximum-a-posteriori reconstruction with marginalized power-spectrum, (iii) maximizing the joint posterior of signal and spectrum, (iv) guessing the spectrum from the variance in the Wiener-filter map, and (v) renormalization flow analysis of the field-theoretical problem providing the PURE filter. In all cases, the reconstruction can be described or approximated as Wiener-filter operations with assumed signal spectra derived from the data according to the same recipe, but with differing coefficients. All of these filters, except the renormalized one, exhibit a perception threshold in case of a Jeffreys prior for the unknown spectrum. Data modes with variance below this threshold do not affect the signal reconstruction at all. Filter (iv) seems to be similar to the so-called Karhune-Loeve and Feldman-Kaiser-Peacock estimators for galaxy power spectra used in cosmology, which therefore should also exhibit a marginal perception threshold if correctly implemented. We present statistical performance tests and show that the PURE filter is superior to the others, especially if the post-Wiener-filter corrections are included or in case an additional scale-independent spectral smoothness prior can be adopted.« less

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

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.

Identification of modal parameters including unmeasured forces and transient effects

NASA Astrophysics Data System (ADS)

Cauberghe, B.; Guillaume, P.; Verboven, P.; Parloo, E.

2003-08-01

In this paper, a frequency-domain method to estimate modal parameters from short data records with known input (measured) forces and unknown input forces is presented. The method can be used for an experimental modal analysis, an operational modal analysis (output-only data) and the combination of both. A traditional experimental and operational modal analysis in the frequency domain starts respectively, from frequency response functions and spectral density functions. To estimate these functions accurately sufficient data have to be available. The technique developed in this paper estimates the modal parameters directly from the Fourier spectra of the outputs and the known input. Instead of using Hanning windows on these short data records the transient effects are estimated simultaneously with the modal parameters. The method is illustrated, tested and validated by Monte Carlo simulations and experiments. The presented method to process short data sequences leads to unbiased estimates with a small variance in comparison to the more traditional approaches.

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.

Numerical solution to generalized Burgers'-Fisher equation using Exp-function method hybridized with heuristic computation.

PubMed

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems.

Numerical Solution to Generalized Burgers'-Fisher Equation Using Exp-Function Method Hybridized with Heuristic Computation

PubMed Central

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems. PMID:25811858

Prediction of Unsteady Aerodynamic Coefficients at High Angles of Attack

NASA Technical Reports Server (NTRS)

Pamadi, Bandu N.; Murphy, Patrick C.; Klein, Vladislav; Brandon, Jay M.

2001-01-01

The nonlinear indicial response method is used to model the unsteady aerodynamic coefficients in the low speed longitudinal oscillatory wind tunnel test data of the 0.1 scale model of the F-16XL aircraft. Exponential functions are used to approximate the deficiency function in the indicial response. Using one set of oscillatory wind tunnel data and parameter identification method, the unknown parameters in the exponential functions are estimated. The genetic algorithm is used as a least square minimizing algorithm. The assumed model structures and parameter estimates are validated by comparing the predictions with other sets of available oscillatory wind tunnel test data.

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.

Aircraft Engine Thrust Estimator Design Based on GSA-LSSVM

NASA Astrophysics Data System (ADS)

Sheng, Hanlin; Zhang, Tianhong

2017-08-01

In view of the necessity of highly precise and reliable thrust estimator to achieve direct thrust control of aircraft engine, based on support vector regression (SVR), as well as least square support vector machine (LSSVM) and a new optimization algorithm - gravitational search algorithm (GSA), by performing integrated modelling and parameter optimization, a GSA-LSSVM-based thrust estimator design solution is proposed. The results show that compared to particle swarm optimization (PSO) algorithm, GSA can find unknown optimization parameter better and enables the model developed with better prediction and generalization ability. The model can better predict aircraft engine thrust and thus fulfills the need of direct thrust control of aircraft engine.

A method for nonlinear exponential regression analysis

NASA Technical Reports Server (NTRS)

Junkin, B. G.

1971-01-01

A computer-oriented technique is presented for performing a nonlinear exponential regression analysis on decay-type experimental data. The technique involves the least squares procedure wherein the nonlinear problem is linearized by expansion in a Taylor series. A linear curve fitting procedure for determining the initial nominal estimates for the unknown exponential model parameters is included as an integral part of the technique. A correction matrix was derived and then applied to the nominal estimate to produce an improved set of model parameters. The solution cycle is repeated until some predetermined criterion is satisfied.

Stochastic Inversion of 2D Magnetotelluric Data

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

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

Classification of longitudinal data through a semiparametric mixed-effects model based on lasso-type estimators.

PubMed

Arribas-Gil, Ana; De la Cruz, Rolando; Lebarbier, Emilie; Meza, Cristian

2015-06-01

We propose a classification method for longitudinal data. The Bayes classifier is classically used to determine a classification rule where the underlying density in each class needs to be well modeled and estimated. This work is motivated by a real dataset of hormone levels measured at the early stages of pregnancy that can be used to predict normal versus abnormal pregnancy outcomes. The proposed model, which is a semiparametric linear mixed-effects model (SLMM), is a particular case of the semiparametric nonlinear mixed-effects class of models (SNMM) in which finite dimensional (fixed effects and variance components) and infinite dimensional (an unknown function) parameters have to be estimated. In SNMM's maximum likelihood estimation is performed iteratively alternating parametric and nonparametric procedures. However, if one can make the assumption that the random effects and the unknown function interact in a linear way, more efficient estimation methods can be used. Our contribution is the proposal of a unified estimation procedure based on a penalized EM-type algorithm. The Expectation and Maximization steps are explicit. In this latter step, the unknown function is estimated in a nonparametric fashion using a lasso-type procedure. A simulation study and an application on real data are performed. © 2015, The International Biometric Society.

Adaptive control of nonlinear uncertain active suspension systems with prescribed performance.

PubMed

Huang, Yingbo; Na, Jing; Wu, Xing; Liu, Xiaoqin; Guo, Yu

2015-01-01

This paper proposes adaptive control designs for vehicle active suspension systems with unknown nonlinear dynamics (e.g., nonlinear spring and piece-wise linear damper dynamics). An adaptive control is first proposed to stabilize the vertical vehicle displacement and thus to improve the ride comfort and to guarantee other suspension requirements (e.g., road holding and suspension space limitation) concerning the vehicle safety and mechanical constraints. An augmented neural network is developed to online compensate for the unknown nonlinearities, and a novel adaptive law is developed to estimate both NN weights and uncertain model parameters (e.g., sprung mass), where the parameter estimation error is used as a leakage term superimposed on the classical adaptations. To further improve the control performance and simplify the parameter tuning, a prescribed performance function (PPF) characterizing the error convergence rate, maximum overshoot and steady-state error is used to propose another adaptive control. The stability for the closed-loop system is proved and particular performance requirements are analyzed. Simulations are included to illustrate the effectiveness of the proposed control schemes. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Systems identification using a modified Newton-Raphson method: A FORTRAN program

NASA Technical Reports Server (NTRS)

Taylor, L. W., Jr.; Iliff, K. W.

1972-01-01

A FORTRAN program is offered which computes a maximum likelihood estimate of the parameters of any linear, constant coefficient, state space model. For the case considered, the maximum likelihood estimate can be identical to that which minimizes simultaneously the weighted mean square difference between the computed and measured response of a system and the weighted square of the difference between the estimated and a priori parameter values. A modified Newton-Raphson or quasilinearization method is used to perform the minimization which typically requires several iterations. A starting technique is used which insures convergence for any initial values of the unknown parameters. The program and its operation are described in sufficient detail to enable the user to apply the program to his particular problem with a minimum of difficulty.

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

Multistage estimation of received carrier signal parameters under very high dynamic conditions of the receiver

NASA Technical Reports Server (NTRS)

Kumar, Rajendra (Inventor)

1991-01-01

A multistage estimator is provided for the parameters of a received carrier signal possibly phase-modulated by unknown data and experiencing very high Doppler, Doppler rate, etc., as may arise, for example, in the case of Global Positioning Systems (GPS) where the signal parameters are directly related to the position, velocity and jerk of the GPS ground-based receiver. In a two-stage embodiment of the more general multistage scheme, the first stage, selected to be a modified least squares algorithm referred to as differential least squares (DLS), operates as a coarse estimator resulting in higher rms estimation errors but with a relatively small probability of the frequency estimation error exceeding one-half of the sampling frequency, provides relatively coarse estimates of the frequency and its derivatives. The second stage of the estimator, an extended Kalman filter (EKF), operates on the error signal available from the first stage refining the overall estimates of the phase along with a more refined estimate of frequency as well and in the process also reduces the number of cycle slips.

Multistage estimation of received carrier signal parameters under very high dynamic conditions of the receiver

NASA Technical Reports Server (NTRS)

Kumar, Rajendra (Inventor)

1990-01-01

A multistage estimator is provided for the parameters of a received carrier signal possibly phase-modulated by unknown data and experiencing very high Doppler, Doppler rate, etc., as may arise, for example, in the case of Global Positioning Systems (GPS) where the signal parameters are directly related to the position, velocity and jerk of the GPS ground-based receiver. In a two-stage embodiment of the more general multistage scheme, the first stage, selected to be a modified least squares algorithm referred to as differential least squares (DLS), operates as a coarse estimator resulting in higher rms estimation errors but with a relatively small probability of the frequency estimation error exceeding one-half of the sampling frequency, provides relatively coarse estimates of the frequency and its derivatives. The second stage of the estimator, an extended Kalman filter (EKF), operates on the error signal available from the first stage refining the overall estimates of the phase along with a more refined estimate of frequency as well and in the process also reduces the number of cycle slips.

Simple robust control laws for robot manipulators. Part 2: Adaptive case

NASA Technical Reports Server (NTRS)

Bayard, D. S.; Wen, J. T.

1987-01-01

A new class of asymptotically stable adaptive control laws is introduced for application to the robotic manipulator. Unlike most applications of adaptive control theory to robotic manipulators, this analysis addresses the nonlinear dynamics directly without approximation, linearization, or ad hoc assumptions, and utilizes a parameterization based on physical (time-invariant) quantities. This approach is made possible by using energy-like Lyapunov functions which retain the nonlinear character and structure of the dynamics, rather than simple quadratic forms which are ubiquitous to the adaptive control literature, and which have bound the theory tightly to linear systems with unknown parameters. It is a unique feature of these results that the adaptive forms arise by straightforward certainty equivalence adaptation of their nonadaptive counterparts found in the companion to this paper (i.e., by replacing unknown quantities by their estimates) and that this simple approach leads to asymptotically stable closed-loop adaptive systems. Furthermore, it is emphasized that this approach does not require convergence of the parameter estimates (i.e., via persistent excitation), invertibility of the mass matrix estimate, or measurement of the joint accelerations.

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.

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

System Identification Applied to Dynamic CFD Simulation and Wind Tunnel Data

NASA Technical Reports Server (NTRS)

Murphy, Patrick C.; Klein, Vladislav; Frink, Neal T.; Vicroy, Dan D.

2011-01-01

Demanding aerodynamic modeling requirements for military and civilian aircraft have provided impetus for researchers to improve computational and experimental techniques. Model validation is a key component for these research endeavors so this study is an initial effort to extend conventional time history comparisons by comparing model parameter estimates and their standard errors using system identification methods. An aerodynamic model of an aircraft performing one-degree-of-freedom roll oscillatory motion about its body axes is developed. The model includes linear aerodynamics and deficiency function parameters characterizing an unsteady effect. For estimation of unknown parameters two techniques, harmonic analysis and two-step linear regression, were applied to roll-oscillatory wind tunnel data and to computational fluid dynamics (CFD) simulated data. The model used for this study is a highly swept wing unmanned aerial combat vehicle. Differences in response prediction, parameters estimates, and standard errors are compared and discussed

ESTIMATION OF CHEMICAL SPECIFIC PARAMETERS WITHIN PHYSIOLOGICALLY BASED PHARMACOKINETIC/PHARMACODYNAMIC MODELS

EPA Science Inventory

While relationships between chemical structure and observed properties or activities (QSAR - quantitative structure activity relationship) can be used to predict the behavior of unknown chemicals, this method is semiempirical in nature relying on high quality experimental data to...

A novel procedure for detecting and focusing moving objects with SAR based on the Wigner-Ville distribution

NASA Astrophysics Data System (ADS)

Barbarossa, S.; Farina, A.

A novel scheme for detecting moving targets with synthetic aperture radar (SAR) is presented. The proposed approach is based on the use of the Wigner-Ville distribution (WVD) for simultaneously detecting moving targets and estimating their motion kinematic parameters. The estimation plays a key role for focusing the target and correctly locating it with respect to the stationary background. The method has a number of advantages: (i) the detection is efficiently performed on the samples in the time-frequency domain, provided the WVD, without resorting to the use of a bank of filters, each one matched to possible values of the unknown target motion parameters; (ii) the estimation of the target motion parameters can be done on the same time-frequency domain by locating the line where the maximum energy of the WVD is concentrated. A validation of the approach is given by both analytical and simulation means. In addition, the estimation of the target kinematic parameters and the corresponding image focusing are also demonstrated.

Advanced Aeroservoelastic Testing and Data Analysis (Les Essais Aeroservoelastiques et l’Analyse des Donnees).

DTIC Science & Technology

1995-11-01

network - based AFS concepts. Neural networks can addition of vanes in each engine exhaust for thrust provide...parameter estimation programs 19-11 8.6 Neural Network Based Methods unknown parameters of the postulated state space model Artificial neural network ...Forward Neural Network the network that the applicability of the recurrent neural and ii) Recurrent Neural Network [117-119]. network to

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

Generalized Least Squares Estimators in the Analysis of Covariance Structures.

ERIC Educational Resources Information Center

Browne, Michael W.

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

A new chaotic communication scheme based on adaptive synchronization.

PubMed

Xiang-Jun, Wu

2006-12-01

A new chaotic communication scheme using adaptive synchronization technique of two unified chaotic systems is proposed. Different from the existing secure communication methods, the transmitted signal is modulated into the parameter of chaotic systems. The adaptive synchronization technique is used to synchronize two identical chaotic systems embedded in the transmitter and the receiver. It is assumed that the parameter of the receiver system is unknown. Based on the Lyapunov stability theory, an adaptive control law is derived to make the states of two identical unified chaotic systems with unknown system parameters asymptotically synchronized; thus the parameter of the receiver system is identified. Then the recovery of the original information signal in the receiver is successfully achieved on the basis of the estimated parameter. It is noticed that the time required for recovering the information signal and the accuracy of the recovered signal very sensitively depends on the frequency of the information signal. Numerical results have verified the effectiveness of the proposed scheme.

Bootstrap Methods: A Very Leisurely Look.

ERIC Educational Resources Information Center

Hinkle, Dennis E.; Winstead, Wayland H.

The Bootstrap method, a computer-intensive statistical method of estimation, is illustrated using a simple and efficient Statistical Analysis System (SAS) routine. The utility of the method for generating unknown parameters, including standard errors for simple statistics, regression coefficients, discriminant function coefficients, and factor…

Enhanced Engine Performance During Emergency Operation Using a Model-Based Engine Control Architecture

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

This paper discusses the design and application of model-based engine control (MBEC) for use during emergency operation of the aircraft. The MBEC methodology is applied to the Commercial Modular Aero-Propulsion System Simulation 40k (CMAPSS40k) and features an optimal tuner Kalman Filter (OTKF) to estimate unmeasured engine parameters, which can then be used for control. During an emergency scenario, normally-conservative engine operating limits may be relaxed to increase the performance of the engine and overall survivability of the aircraft; this comes at the cost of additional risk of an engine failure. The MBEC architecture offers the advantage of estimating key engine parameters that are not directly measureable. Estimating the unknown parameters allows for tighter control over these parameters, and on the level of risk the engine will operate at. This will allow the engine to achieve better performance than possible when operating to more conservative limits on a related, measurable parameter.

Enhanced Engine Performance During Emergency Operation Using a Model-Based Engine Control Architecture

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2015-01-01

This paper discusses the design and application of model-based engine control (MBEC) for use during emergency operation of the aircraft. The MBEC methodology is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (CMAPSS40,000) and features an optimal tuner Kalman Filter (OTKF) to estimate unmeasured engine parameters, which can then be used for control. During an emergency scenario, normally-conservative engine operating limits may be relaxed to increase the performance of the engine and overall survivability of the aircraft; this comes at the cost of additional risk of an engine failure. The MBEC architecture offers the advantage of estimating key engine parameters that are not directly measureable. Estimating the unknown parameters allows for tighter control over these parameters, and on the level of risk the engine will operate at. This will allow the engine to achieve better performance than possible when operating to more conservative limits on a related, measurable parameter.

On Complete Control and Synchronization of Zhang Chaotic System with Uncertain Parameters using Adaptive Control Method

NASA Astrophysics Data System (ADS)

Tirandaz, Hamed

2018-03-01

Chaos control and synchronization of chaotic systems is seemingly a challenging problem and has got a lot of attention in recent years due to its numerous applications in science and industry. This paper concentrates on the control and synchronization problem of the three-dimensional (3D) Zhang chaotic system. At first, an adaptive control law and a parameter estimation law are achieved for controlling the behavior of the Zhang chaotic system. Then, non-identical synchronization of Zhang chaotic system is provided with considering the Lü chaotic system as the follower system. The synchronization problem and parameters identification are achieved by introducing an adaptive control law and a parameters estimation law. Stability analysis of the proposed method is proved by the Lyapanov stability theorem. In addition, the convergence of the estimated parameters to their truly unknown values are evaluated. Finally, some numerical simulations are carried out to illustrate and to validate the effectiveness of the suggested method.

Parameter estimation in nonlinear distributed systems - Approximation theory and convergence results

NASA Technical Reports Server (NTRS)

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

1988-01-01

An abstract approximation framework and convergence theory is described for Galerkin approximations applied to inverse problems involving nonlinear distributed parameter systems. Parameter estimation problems are considered and formulated as the minimization of a least-squares-like performance index over a compact admissible parameter set subject to state constraints given by an inhomogeneous nonlinear distributed system. The theory applies to systems whose dynamics can be described by either time-independent or nonstationary strongly maximal monotonic operators defined on a reflexive Banach space which is densely and continuously embedded in a Hilbert space. It is demonstrated that if readily verifiable conditions on the system's dependence on the unknown parameters are satisfied, and the usual Galerkin approximation assumption holds, then solutions to the approximating problems exist and approximate a solution to the original infinite-dimensional identification problem.

Parameter Estimation for a Turbulent Buoyant Jet Using Approximate Bayesian Computation

NASA Astrophysics Data System (ADS)

Christopher, Jason D.; Wimer, Nicholas T.; Hayden, Torrey R. S.; Lapointe, Caelan; Grooms, Ian; Rieker, Gregory B.; Hamlington, Peter E.

2016-11-01

Approximate Bayesian Computation (ABC) is a powerful tool that allows sparse experimental or other "truth" data to be used for the prediction of unknown model parameters in numerical simulations of real-world engineering systems. In this presentation, we introduce the ABC approach and then use ABC to predict unknown inflow conditions in simulations of a two-dimensional (2D) turbulent, high-temperature buoyant jet. For this test case, truth data are obtained from a simulation with known boundary conditions and problem parameters. Using spatially-sparse temperature statistics from the 2D buoyant jet truth simulation, we show that the ABC method provides accurate predictions of the true jet inflow temperature. The success of the ABC approach in the present test suggests that ABC is a useful and versatile tool for engineering fluid dynamics research.

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.

An adaptive control scheme for a flexible manipulator

NASA Technical Reports Server (NTRS)

Yang, T. C.; Yang, J. C. S.; Kudva, P.

1987-01-01

The problem of controlling a single link flexible manipulator is considered. A self-tuning adaptive control scheme is proposed which consists of a least squares on-line parameter identification of an equivalent linear model followed by a tuning of the gains of a pole placement controller using the parameter estimates. Since the initial parameter values for this model are assumed unknown, the use of arbitrarily chosen initial parameter estimates in the adaptive controller would result in undesirable transient effects. Hence, the initial stage control is carried out with a PID controller. Once the identified parameters have converged, control is transferred to the adaptive controller. Naturally, the relevant issues in this scheme are tests for parameter convergence and minimization of overshoots during control switch-over. To demonstrate the effectiveness of the proposed scheme, simulation results are presented with an analytical nonlinear dynamic model of a single link flexible manipulator.

Distributed adaptive asymptotically consensus tracking control of uncertain Euler-Lagrange systems under directed graph condition.

PubMed

Wang, Wei; Wen, Changyun; Huang, Jiangshuai; Fan, Huijin

2017-11-01

In this paper, a backstepping based distributed adaptive control scheme is proposed for multiple uncertain Euler-Lagrange systems under directed graph condition. The common desired trajectory is allowed totally unknown by part of the subsystems and the linearly parameterized trajectory model assumed in currently available results is no longer needed. To compensate the effects due to unknown trajectory information, a smooth function of consensus errors and certain positive integrable functions are introduced in designing virtual control inputs. Besides, to overcome the difficulty of completely counteracting the coupling terms of distributed consensus errors and parameter estimation errors in the presence of asymmetric Laplacian matrix, extra information transmission of local parameter estimates are introduced among linked subsystem and adaptive gain technique is adopted to generate distributed torque inputs. It is shown that with the proposed distributed adaptive control scheme, global uniform boundedness of all the closed-loop signals and asymptotically output consensus tracking can be achieved. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Parameter estimation in a structural acoustic system with fully nonlinear coupling conditions

NASA Technical Reports Server (NTRS)

Banks, H. T.; Smith, Ralph C.

1994-01-01

A methodology for estimating physical parameters in a class of structural acoustic systems is presented. The general model under consideration consists of an interior cavity which is separated from an exterior noise source by an enclosing elastic structure. Piezoceramic patches are bonded to or embedded in the structure; these can be used both as actuators and sensors in applications ranging from the control of interior noise levels to the determination of structural flaws through nondestructive evaluation techniques. The presence and excitation of patches, however, changes the geometry and material properties of the structure as well as involves unknown patch parameters, thus necessitating the development of parameter estimation techniques which are applicable in this coupled setting. In developing a framework for approximation, parameter estimation and implementation, strong consideration is given to the fact that the input operator is unbonded due to the discrete nature of the patches. Moreover, the model is weakly nonlinear. As a result of the coupling mechanism between the structural vibrations and the interior acoustic dynamics. Within this context, an illustrating model is given, well-posedness and approximations results are discussed and an applicable parameter estimation methodology is presented. The scheme is then illustrated through several numerical examples with simulations modeling a variety of commonly used structural acoustic techniques for systems excitations and data collection.

Consistent Parameter and Transfer Function Estimation using Context Free Grammars

NASA Astrophysics Data System (ADS)

Klotz, Daniel; Herrnegger, Mathew; Schulz, Karsten

2017-04-01

This contribution presents a method for the inference of transfer functions for rainfall-runoff models. Here, transfer functions are defined as parametrized (functional) relationships between a set of spatial predictors (e.g. elevation, slope or soil texture) and model parameters. They are ultimately used for estimation of consistent, spatially distributed model parameters from a limited amount of lumped global parameters. Additionally, they provide a straightforward method for parameter extrapolation from one set of basins to another and can even be used to derive parameterizations for multi-scale models [see: Samaniego et al., 2010]. Yet, currently an actual knowledge of the transfer functions is often implicitly assumed. As a matter of fact, for most cases these hypothesized transfer functions can rarely be measured and often remain unknown. Therefore, this contribution presents a general method for the concurrent estimation of the structure of transfer functions and their respective (global) parameters. Note, that by consequence an estimation of the distributed parameters of the rainfall-runoff model is also undertaken. The method combines two steps to achieve this. The first generates different possible transfer functions. The second then estimates the respective global transfer function parameters. The structural estimation of the transfer functions is based on the context free grammar concept. Chomsky first introduced context free grammars in linguistics [Chomsky, 1956]. Since then, they have been widely applied in computer science. But, to the knowledge of the authors, they have so far not been used in hydrology. Therefore, the contribution gives an introduction to context free grammars and shows how they can be constructed and used for the structural inference of transfer functions. This is enabled by new methods from evolutionary computation, such as grammatical evolution [O'Neill, 2001], which make it possible to exploit the constructed grammar as a search space for equations. The parametrization of the transfer functions is then achieved through a second optimization routine. The contribution explores different aspects of the described procedure through a set of experiments. These experiments can be divided into three categories: (1) The inference of transfer functions from directly measurable parameters; (2) The estimation of global parameters for given transfer functions from runoff data; and (3) The estimation of sets of completely unknown transfer functions from runoff data. The conducted tests reveal different potentials and limits of the procedure. In concrete it is shown that example (1) and (2) work remarkably well. Example (3) is much more dependent on the setup. In general, it can be said that in that case much more data is needed to derive transfer function estimations, even for simple models and setups. References: - Chomsky, N. (1956): Three Models for the Description of Language. IT IRETr. 2(3), p 113-124 - O'Neil, M. (2001): Grammatical Evolution. IEEE ToEC, Vol.5, No. 4 - Samaniego, L.; Kumar, R.; Attinger, S. (2010): Multiscale parameter regionalization of a grid-based hydrologic model at the mesoscale. WWR, Vol. 46, W05523, doi:10.1029/2008WR007327

Maximum likelihood method for estimating airplane stability and control parameters from flight data in frequency domain

NASA Technical Reports Server (NTRS)

Klein, V.

1980-01-01

A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.

Estimating taxonomic diversity, extinction rates, and speciation rates from fossil data using capture-recapture models

USGS Publications Warehouse

Nichols, J.D.; Pollock, K.H.

1983-01-01

Capture-recapture models can be used to estimate parameters of interest from paleobiological data when encouter probabilities are unknown and variable over time. These models also permit estimation of sampling variances and goodness-of-fit tests are available for assessing the fit of data to most models. The authors describe capture-recapture models which should be useful in paleobiological analyses and discuss the assumptions which underlie them. They illustrate these models with examples and discuss aspects of study design.

Bayesian Estimation of Reliability Burr Type XII Under Al-Bayyatis’ Suggest Loss Function with Numerical Solution

NASA Astrophysics Data System (ADS)

Mohammed, Amal A.; Abraheem, Sudad K.; Fezaa Al-Obedy, Nadia J.

2018-05-01

In this paper is considered with Burr type XII distribution. The maximum likelihood, Bayes methods of estimation are used for estimating the unknown scale parameter (α). Al-Bayyatis’ loss function and suggest loss function are used to find the reliability with the least loss. So the reliability function is expanded in terms of a set of power function. For this performance, the Matlab (ver.9) is used in computations and some examples are given.

Sensor fault diagnosis of singular delayed LPV systems with inexact parameters: an uncertain system approach

NASA Astrophysics Data System (ADS)

Hassanabadi, Amir Hossein; Shafiee, Masoud; Puig, Vicenc

2018-01-01

In this paper, sensor fault diagnosis of a singular delayed linear parameter varying (LPV) system is considered. In the considered system, the model matrices are dependent on some parameters which are real-time measurable. The case of inexact parameter measurements is considered which is close to real situations. Fault diagnosis in this system is achieved via fault estimation. For this purpose, an augmented system is created by including sensor faults as additional system states. Then, an unknown input observer (UIO) is designed which estimates both the system states and the faults in the presence of measurement noise, disturbances and uncertainty induced by inexact measured parameters. Error dynamics and the original system constitute an uncertain system due to inconsistencies between real and measured values of the parameters. Then, the robust estimation of the system states and the faults are achieved with H∞ performance and formulated with a set of linear matrix inequalities (LMIs). The designed UIO is also applicable for fault diagnosis of singular delayed LPV systems with unmeasurable scheduling variables. The efficiency of the proposed approach is illustrated with an example.

Multisite EPR oximetry from multiple quadrature harmonics.

PubMed

Ahmad, R; Som, S; Johnson, D H; Zweier, J L; Kuppusamy, P; Potter, L C

2012-01-01

Multisite continuous wave (CW) electron paramagnetic resonance (EPR) oximetry using multiple quadrature field modulation harmonics is presented. First, a recently developed digital receiver is used to extract multiple harmonics of field modulated projection data. Second, a forward model is presented that relates the projection data to unknown parameters, including linewidth at each site. Third, a maximum likelihood estimator of unknown parameters is reported using an iterative algorithm capable of jointly processing multiple quadrature harmonics. The data modeling and processing are applicable for parametric lineshapes under nonsaturating conditions. Joint processing of multiple harmonics leads to 2-3-fold acceleration of EPR data acquisition. For demonstration in two spatial dimensions, both simulations and phantom studies on an L-band system are reported. Copyright © 2011 Elsevier Inc. All rights reserved.

Leader-follower formation control of underactuated surface vehicles based on sliding mode control and parameter estimation.

PubMed

Sun, Zhijian; Zhang, Guoqing; Lu, Yu; Zhang, Weidong

2018-01-01

This paper studies the leader-follower formation control of underactuated surface vehicles with model uncertainties and environmental disturbances. A parameter estimation and upper bound estimation based sliding mode control scheme is proposed to solve the problem of the unknown plant parameters and environmental disturbances. For each of these leader-follower formation systems, the dynamic equations of position and attitude are analyzed using coordinate transformation with the aid of the backstepping technique. All the variables are guaranteed to be uniformly ultimately bounded stable in the closed-loop system, which is proven by the distribution design Lyapunov function synthesis. The main advantages of this approach are that: first, parameter estimation based sliding mode control can enhance the robustness of the closed-loop system in presence of model uncertainties and environmental disturbances; second, a continuous function is developed to replace the signum function in the design of sliding mode scheme, which devotes to reduce the chattering of the control system. Finally, numerical simulations are given to demonstrate the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

An easy-to-use tool for the evaluation of leachate production at landfill sites.

PubMed

Grugnaletti, Matteo; Pantini, Sara; Verginelli, Iason; Lombardi, Francesco

2016-09-01

A simulation program for the evaluation of leachate generation at landfill sites is herein presented. The developed tool is based on a water balance model that accounts for all the key processes influencing leachate generation through analytical and empirical equations. After a short description of the tool, different simulations on four Italian landfill sites are shown. The obtained results revealed that when literature values were assumed for the unknown input parameters, the model provided a rough estimation of the leachate production measured in the field. In this case, indeed, the deviations between observed and predicted data appeared, in some cases, significant. Conversely, by performing a preliminary calibration for some of the unknown input parameters (e.g. initial moisture content of wastes, compression index), in nearly all cases the model performances significantly improved. These results although showed the potential capability of a water balance model to estimate the leachate production at landfill sites also highlighted the intrinsic limitation of a deterministic approach to accurately forecast the leachate production over time. Indeed, parameters such as the initial water content of incoming waste and the compression index, that have a great influence on the leachate production, may exhibit temporal variation due to seasonal changing of weather conditions (e.g. rainfall, air humidity) as well as to seasonal variability in the amount and type of specific waste fractions produced (e.g. yard waste, food, plastics) that make their prediction quite complicated. In this sense, we believe that a tool such as the one proposed in this work that requires a limited number of unknown parameters, can be easier handled to quantify the uncertainties. Copyright © 2016 Elsevier Ltd. All rights reserved.

Parameter Estimation for a Pulsating Turbulent Buoyant Jet Using Approximate Bayesian Computation

NASA Astrophysics Data System (ADS)

Christopher, Jason; Wimer, Nicholas; Lapointe, Caelan; Hayden, Torrey; Grooms, Ian; Rieker, Greg; Hamlington, Peter

2017-11-01

Approximate Bayesian Computation (ABC) is a powerful tool that allows sparse experimental or other ``truth'' data to be used for the prediction of unknown parameters, such as flow properties and boundary conditions, in numerical simulations of real-world engineering systems. Here we introduce the ABC approach and then use ABC to predict unknown inflow conditions in simulations of a two-dimensional (2D) turbulent, high-temperature buoyant jet. For this test case, truth data are obtained from a direct numerical simulation (DNS) with known boundary conditions and problem parameters, while the ABC procedure utilizes lower fidelity large eddy simulations. Using spatially-sparse statistics from the 2D buoyant jet DNS, we show that the ABC method provides accurate predictions of true jet inflow parameters. The success of the ABC approach in the present test suggests that ABC is a useful and versatile tool for predicting flow information, such as boundary conditions, that can be difficult to determine experimentally.

Performance Analysis of Blind Subspace-Based Signature Estimation Algorithms for DS-CDMA Systems with Unknown Correlated Noise

NASA Astrophysics Data System (ADS)

Zarifi, Keyvan; Gershman, Alex B.

2006-12-01

We analyze the performance of two popular blind subspace-based signature waveform estimation techniques proposed by Wang and Poor and Buzzi and Poor for direct-sequence code division multiple-access (DS-CDMA) systems with unknown correlated noise. Using the first-order perturbation theory, analytical expressions for the mean-square error (MSE) of these algorithms are derived. We also obtain simple high SNR approximations of the MSE expressions which explicitly clarify how the performance of these techniques depends on the environmental parameters and how it is related to that of the conventional techniques that are based on the standard white noise assumption. Numerical examples further verify the consistency of the obtained analytical results with simulation results.

Channel Simulation in Quantum Metrology

NASA Astrophysics Data System (ADS)

Laurenza, Riccardo; Lupo, Cosmo; Spedalieri, Gaetana; Braunstein, Samuel L.; Pirandola, Stefano

2018-04-01

In this review we discuss how channel simulation can be used to simplify the most general protocols of quantum parameter estimation, where unlimited entanglement and adaptive joint operations may be employed. Whenever the unknown parameter encoded in a quantum channel is completely transferred in an environmental program state simulating the channel, the optimal adaptive estimation cannot beat the standard quantum limit. In this setting, we elucidate the crucial role of quantum teleportation as a primitive operation which allows one to completely reduce adaptive protocols over suitable teleportation-covariant channels and derive matching upper and lower bounds for parameter estimation. For these channels,wemay express the quantum Cramér Rao bound directly in terms of their Choi matrices. Our review considers both discrete- and continuous-variable systems, also presenting some new results for bosonic Gaussian channels using an alternative sub-optimal simulation. It is an open problem to design simulations for quantum channels that achieve the Heisenberg limit.

Bayesian estimation of a source term of radiation release with approximately known nuclide ratios

NASA Astrophysics Data System (ADS)

Tichý, Ondřej; Šmídl, Václav; Hofman, Radek

2016-04-01

We are concerned with estimation of a source term in case of an accidental release from a known location, e.g. a power plant. Usually, the source term of an accidental release of radiation comprises of a mixture of nuclide. The gamma dose rate measurements do not provide a direct information on the source term composition. However, physical properties of respective nuclide (deposition properties, decay half-life) can be used when uncertain information on nuclide ratios is available, e.g. from known reactor inventory. The proposed method is based on linear inverse model where the observation vector y arise as a linear combination y = Mx of a source-receptor-sensitivity (SRS) matrix M and the source term x. The task is to estimate the unknown source term x. The problem is ill-conditioned and further regularization is needed to obtain a reasonable solution. In this contribution, we assume that nuclide ratios of the release is known with some degree of uncertainty. This knowledge is used to form the prior covariance matrix of the source term x. Due to uncertainty in the ratios the diagonal elements of the covariance matrix are considered to be unknown. Positivity of the source term estimate is guaranteed by using multivariate truncated Gaussian distribution. Following Bayesian approach, we estimate all parameters of the model from the data so that y, M, and known ratios are the only inputs of the method. Since the inference of the model is intractable, we follow the Variational Bayes method yielding an iterative algorithm for estimation of all model parameters. Performance of the method is studied on simulated 6 hour power plant release where 3 nuclide are released and 2 nuclide ratios are approximately known. The comparison with method with unknown nuclide ratios will be given to prove the usefulness of the proposed approach. This research is supported by EEA/Norwegian Financial Mechanism under project MSMT-28477/2014 Source-Term Determination of Radionuclide Releases by Inverse Atmospheric Dispersion Modelling (STRADI).

A different approach to estimate nonlinear regression model using numerical methods

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.

2017-11-01

This research paper concerns with the computational methods namely the Gauss-Newton method, Gradient algorithm methods (Newton-Raphson method, Steepest Descent or Steepest Ascent algorithm method, the Method of Scoring, the Method of Quadratic Hill-Climbing) based on numerical analysis to estimate parameters of nonlinear regression model in a very different way. Principles of matrix calculus have been used to discuss the Gradient-Algorithm methods. Yonathan Bard [1] discussed a comparison of gradient methods for the solution of nonlinear parameter estimation problems. However this article discusses an analytical approach to the gradient algorithm methods in a different way. This paper describes a new iterative technique namely Gauss-Newton method which differs from the iterative technique proposed by Gorden K. Smyth [2]. Hans Georg Bock et.al [10] proposed numerical methods for parameter estimation in DAE’s (Differential algebraic equation). Isabel Reis Dos Santos et al [11], Introduced weighted least squares procedure for estimating the unknown parameters of a nonlinear regression metamodel. For large-scale non smooth convex minimization the Hager and Zhang (HZ) conjugate gradient Method and the modified HZ (MHZ) method were presented by Gonglin Yuan et al [12].

Adaptive fuzzy prescribed performance control for MIMO nonlinear systems with unknown control direction and unknown dead-zone inputs.

PubMed

Shi, Wuxi; Luo, Rui; Li, Baoquan

2017-01-01

In this study, an adaptive fuzzy prescribed performance control approach is developed for a class of uncertain multi-input and multi-output (MIMO) nonlinear systems with unknown control direction and unknown dead-zone inputs. The properties of symmetric matrix are exploited to design adaptive fuzzy prescribed performance controller, and a Nussbaum-type function is incorporated in the controller to estimate the unknown control direction. This method has two prominent advantages: it does not require the priori knowledge of control direction and only three parameters need to be updated on-line for this MIMO systems. It is proved that all the signals in the resulting closed-loop system are bounded and that the tracking errors converge to a small residual set with the prescribed performance bounds. The effectiveness of the proposed approach is validated by simulation results. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Mixed linear-non-linear inversion of crustal deformation data: Bayesian inference of model, weighting and regularization parameters

NASA Astrophysics Data System (ADS)

Fukuda, Jun'ichi; Johnson, Kaj M.

2010-06-01

We present a unified theoretical framework and solution method for probabilistic, Bayesian inversions of crustal deformation data. The inversions involve multiple data sets with unknown relative weights, model parameters that are related linearly or non-linearly through theoretic models to observations, prior information on model parameters and regularization priors to stabilize underdetermined problems. To efficiently handle non-linear inversions in which some of the model parameters are linearly related to the observations, this method combines both analytical least-squares solutions and a Monte Carlo sampling technique. In this method, model parameters that are linearly and non-linearly related to observations, relative weights of multiple data sets and relative weights of prior information and regularization priors are determined in a unified Bayesian framework. In this paper, we define the mixed linear-non-linear inverse problem, outline the theoretical basis for the method, provide a step-by-step algorithm for the inversion, validate the inversion method using synthetic data and apply the method to two real data sets. We apply the method to inversions of multiple geodetic data sets with unknown relative data weights for interseismic fault slip and locking depth. We also apply the method to the problem of estimating the spatial distribution of coseismic slip on faults with unknown fault geometry, relative data weights and smoothing regularization weight.

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.

Estimation of beam material random field properties via sensitivity-based model updating using experimental frequency response functions

NASA Astrophysics Data System (ADS)

Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.

2018-03-01

Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.

Design and analysis of adaptive Super-Twisting sliding mode control for a microgyroscope.

PubMed

Feng, Zhilin; Fei, Juntao

2018-01-01

This paper proposes a novel adaptive Super-Twisting sliding mode control for a microgyroscope under unknown model uncertainties and external disturbances. In order to improve the convergence rate of reaching the sliding surface and the accuracy of regulating and trajectory tracking, a high order Super-Twisting sliding mode control strategy is employed, which not only can combine the advantages of the traditional sliding mode control with the Super-Twisting sliding mode control, but also guarantee that the designed control system can reach the sliding surface and equilibrium point in a shorter finite time from any initial state and avoid chattering problems. In consideration of unknown parameters of micro gyroscope system, an adaptive algorithm based on Lyapunov stability theory is designed to estimate the unknown parameters and angular velocity of microgyroscope. Finally, the effectiveness of the proposed scheme is demonstrated by simulation results. The comparative study between adaptive Super-Twisting sliding mode control and conventional sliding mode control demonstrate the superiority of the proposed method.

Nonparametric Transfer Function Models

PubMed Central

Liu, Jun M.; Chen, Rong; Yao, Qiwei

2009-01-01

In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between ‘input’ and ‘output’ time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA) process. The nonparametric transfer function is estimated jointly with the ARMA parameters. By modeling the correlation in the noise, the transfer function can be estimated more efficiently. The parsimonious ARMA structure improves the estimation efficiency in finite samples. The asymptotic properties of the estimators are investigated. The finite-sample properties are illustrated through simulations and one empirical example. PMID:20628584

Maximum Entropy Approach in Dynamic Contrast-Enhanced Magnetic Resonance Imaging.

PubMed

Farsani, Zahra Amini; Schmid, Volker J

2017-01-01

In the estimation of physiological kinetic parameters from Dynamic Contrast-Enhanced Magnetic Resonance Imaging (DCE-MRI) data, the determination of the arterial input function (AIF) plays a key role. This paper proposes a Bayesian method to estimate the physiological parameters of DCE-MRI along with the AIF in situations, where no measurement of the AIF is available. In the proposed algorithm, the maximum entropy method (MEM) is combined with the maximum a posterior approach (MAP). To this end, MEM is used to specify a prior probability distribution of the unknown AIF. The ability of this method to estimate the AIF is validated using the Kullback-Leibler divergence. Subsequently, the kinetic parameters can be estimated with MAP. The proposed algorithm is evaluated with a data set from a breast cancer MRI study. The application shows that the AIF can reliably be determined from the DCE-MRI data using MEM. Kinetic parameters can be estimated subsequently. The maximum entropy method is a powerful tool to reconstructing images from many types of data. This method is useful for generating the probability distribution based on given information. The proposed method gives an alternative way to assess the input function from the existing data. The proposed method allows a good fit of the data and therefore a better estimation of the kinetic parameters. In the end, this allows for a more reliable use of DCE-MRI. Schattauer GmbH.

Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

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

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined 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 that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.

A highly precise frequency-based method for estimating the tension of an inclined cable with unknown boundary conditions

NASA Astrophysics Data System (ADS)

Ma, Lin

2017-11-01

This paper develops a method for precisely determining the tension of an inclined cable with unknown boundary conditions. First, the nonlinear motion equation of an inclined cable is derived, and a numerical model of the motion of the cable is proposed using the finite difference method. The proposed numerical model includes the sag-extensibility, flexural stiffness, inclination angle and rotational stiffness at two ends of the cable. Second, the influence of the dynamic parameters of the cable on its frequencies is discussed in detail, and a method for precisely determining the tension of an inclined cable is proposed based on the derivatives of the eigenvalues of the matrices. Finally, a multiparameter identification method is developed that can simultaneously identify multiple parameters, including the rotational stiffness at two ends. This scheme is applicable to inclined cables with varying sag, varying flexural stiffness and unknown boundary conditions. Numerical examples indicate that the method provides good precision. Because the parameters of cables other than tension (e.g., the flexural stiffness and rotational stiffness at the ends) are not accurately known in practical engineering, the multiparameter identification method could further improve the accuracy of cable tension measurements.

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.

Bayesian source term determination with unknown covariance of measurements

NASA Astrophysics Data System (ADS)

Belal, Alkomiet; Tichý, Ondřej; Šmídl, Václav

2017-04-01

Determination of a source term of release of a hazardous material into the atmosphere is a very important task for emergency response. We are concerned with the problem of estimation of the source term in the conventional linear inverse problem, y = Mx, where the relationship between the vector of observations y is described using the source-receptor-sensitivity (SRS) matrix M and the unknown source term x. Since the system is typically ill-conditioned, the problem is recast as an optimization problem minR,B(y - Mx)TR-1(y - Mx) + xTB-1x. The first term minimizes the error of the measurements with covariance matrix R, and the second term is a regularization of the source term. There are different types of regularization arising for different choices of matrices R and B, for example, Tikhonov regularization assumes covariance matrix B as the identity matrix multiplied by scalar parameter. In this contribution, we adopt a Bayesian approach to make inference on the unknown source term x as well as unknown R and B. We assume prior on x to be a Gaussian with zero mean and unknown diagonal covariance matrix B. The covariance matrix of the likelihood R is also unknown. We consider two potential choices of the structure of the matrix R. First is the diagonal matrix and the second is a locally correlated structure using information on topology of the measuring network. Since the inference of the model is intractable, iterative variational Bayes algorithm is used for simultaneous estimation of all model parameters. The practical usefulness of our contribution is demonstrated on an application of the resulting algorithm to real data from the European Tracer Experiment (ETEX). This research is supported by EEA/Norwegian Financial Mechanism under project MSMT-28477/2014 Source-Term Determination of Radionuclide Releases by Inverse Atmospheric Dispersion Modelling (STRADI).

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

PubMed Central

Huang, Lei

2015-01-01

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

Calibration of two complex ecosystem models with different likelihood functions

NASA Astrophysics Data System (ADS)

Hidy, Dóra; Haszpra, László; Pintér, Krisztina; Nagy, Zoltán; Barcza, Zoltán

2014-05-01

The biosphere is a sensitive carbon reservoir. Terrestrial ecosystems were approximately carbon neutral during the past centuries, but they became net carbon sinks due to climate change induced environmental change and associated CO2 fertilization effect of the atmosphere. Model studies and measurements indicate that the biospheric carbon sink can saturate in the future due to ongoing climate change which can act as a positive feedback. Robustness of carbon cycle models is a key issue when trying to choose the appropriate model for decision support. The input parameters of the process-based models are decisive regarding the model output. At the same time there are several input parameters for which accurate values are hard to obtain directly from experiments or no local measurements are available. Due to the uncertainty associated with the unknown model parameters significant bias can be experienced if the model is used to simulate the carbon and nitrogen cycle components of different ecosystems. In order to improve model performance the unknown model parameters has to be estimated. We developed a multi-objective, two-step calibration method based on Bayesian approach in order to estimate the unknown parameters of PaSim and Biome-BGC models. Biome-BGC and PaSim are a widely used biogeochemical models that simulate the storage and flux of water, carbon, and nitrogen between the ecosystem and the atmosphere, and within the components of the terrestrial ecosystems (in this research the developed version of Biome-BGC is used which is referred as BBGC MuSo). Both models were calibrated regardless the simulated processes and type of model parameters. The calibration procedure is based on the comparison of measured data with simulated results via calculating a likelihood function (degree of goodness-of-fit between simulated and measured data). In our research different likelihood function formulations were used in order to examine the effect of the different model goodness metric on calibration. The different likelihoods are different functions of RMSE (root mean squared error) weighted by measurement uncertainty: exponential / linear / quadratic / linear normalized by correlation. As a first calibration step sensitivity analysis was performed in order to select the influential parameters which have strong effect on the output data. In the second calibration step only the sensitive parameters were calibrated (optimal values and confidence intervals were calculated). In case of PaSim more parameters were found responsible for the 95% of the output data variance than is case of BBGC MuSo. Analysis of the results of the optimized models revealed that the exponential likelihood estimation proved to be the most robust (best model simulation with optimized parameter, highest confidence interval increase). The cross-validation of the model simulations can help in constraining the highly uncertain greenhouse gas budget of grasslands.

Material parameter estimation with terahertz time-domain spectroscopy.

PubMed

Dorney, T D; Baraniuk, R G; Mittleman, D M

2001-07-01

Imaging systems based on terahertz (THz) time-domain spectroscopy offer a range of unique modalities owing to the broad bandwidth, subpicosecond duration, and phase-sensitive detection of the THz pulses. Furthermore, the possibility exists for combining spectroscopic characterization or identification with imaging because the radiation is broadband in nature. To achieve this, we require novel methods for real-time analysis of THz waveforms. This paper describes a robust algorithm for extracting material parameters from measured THz waveforms. Our algorithm simultaneously obtains both the thickness and the complex refractive index of an unknown sample under certain conditions. In contrast, most spectroscopic transmission measurements require knowledge of the sample's thickness for an accurate determination of its optical parameters. Our approach relies on a model-based estimation, a gradient descent search, and the total variation measure. We explore the limits of this technique and compare the results with literature data for optical parameters of several different materials.

Removing flicker based on sparse color correspondences in old film restoration

NASA Astrophysics Data System (ADS)

Huang, Xi; Ding, Youdong; Yu, Bing; Xia, Tianran

2018-04-01

In the long history of human civilization, archived film is an indispensable part of it, and using digital method to repair damaged film is also a mainstream trend nowadays. In this paper, we propose a sparse color correspondences based technique to remove fading flicker for old films. Our model, combined with multi frame images to establish a simple correction model, includes three key steps. Firstly, we recover sparse color correspondences in the input frames to build a matrix with many missing entries. Secondly, we present a low-rank matrix factorization approach to estimate the unknown parameters of this model. Finally, we adopt a two-step strategy that divide the estimated parameters into reference frame parameters for color recovery correction and other frame parameters for color consistency correction to remove flicker. Our method combined multi-frames takes continuity of the input sequence into account, and the experimental results show the method can remove fading flicker efficiently.

Adaptive control of bivalirudin in the cardiac intensive care unit.

PubMed

Zhao, Qi; Edrich, Thomas; Paschalidis, Ioannis Ch

2015-02-01

Bivalirudin is a direct thrombin inhibitor used in the cardiac intensive care unit when heparin is contraindicated due to heparin-induced thrombocytopenia. Since it is not a commonly used drug, clinical experience with its dosing is sparse. In earlier work [1], we developed a dynamic system model that accurately predicts the effect of bivalirudin given dosage over time and patient physiological characteristics. This paper develops adaptive dosage controllers that regulate its effect to desired levels. To that end, and in the case that bivalirudin model parameters are available, we develop a Model Reference Control law. In the case that model parameters are unknown, an indirect Model Reference Adaptive Control scheme is applied to estimate model parameters first and then adapt the controller. Alternatively, direct Model Reference Adaptive Control is applied to adapt the controller directly without estimating model parameters first. Our algorithms are validated using actual patient data from a large hospital in the Boston area.

A Spline Regression Model for Latent Variables

ERIC Educational Resources Information Center

Harring, Jeffrey R.

2014-01-01

Spline (or piecewise) regression models have been used in the past to account for patterns in observed data that exhibit distinct phases. The changepoint or knot marking the shift from one phase to the other, in many applications, is an unknown parameter to be estimated. As an extension of this framework, this research considers modeling the…

A matlab framework for estimation of NLME models using stochastic differential equations: applications for estimation of insulin secretion rates.

PubMed

Mortensen, Stig B; Klim, Søren; Dammann, Bernd; Kristensen, Niels R; Madsen, Henrik; Overgaard, Rune V

2007-10-01

The non-linear mixed-effects model based on stochastic differential equations (SDEs) provides an attractive residual error model, that is able to handle serially correlated residuals typically arising from structural mis-specification of the true underlying model. The use of SDEs also opens up for new tools for model development and easily allows for tracking of unknown inputs and parameters over time. An algorithm for maximum likelihood estimation of the model has earlier been proposed, and the present paper presents the first general implementation of this algorithm. The implementation is done in Matlab and also demonstrates the use of parallel computing for improved estimation times. The use of the implementation is illustrated by two examples of application which focus on the ability of the model to estimate unknown inputs facilitated by the extension to SDEs. The first application is a deconvolution-type estimation of the insulin secretion rate based on a linear two-compartment model for C-peptide measurements. In the second application the model is extended to also give an estimate of the time varying liver extraction based on both C-peptide and insulin measurements.

Application of an Optimal Tuner Selection Approach for On-Board Self-Tuning Engine Models

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Armstrong, Jeffrey B.; Garg, Sanjay

2012-01-01

An enhanced design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented in this paper. It specific-ally addresses the under-determined estimation problem, in which there are more unknown parameters than available sensor measurements. This work builds upon an existing technique for systematically selecting 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. While the existing technique was optimized for open-loop engine operation at a fixed design point, in this paper an alternative formulation is presented that enables the technique to be optimized for an engine operating under closed-loop control throughout the flight envelope. The theoretical Kalman filter mean squared estimation error at a steady-state closed-loop operating point is derived, and the tuner selection approach applied to minimize this error is discussed. A technique for constructing a globally optimal tuning parameter vector, which enables full-envelope application of the technology, is also presented, along with design steps for adjusting the dynamic response of the Kalman filter state estimates. Results from the application of the technique to linear and nonlinear aircraft engine simulations are presented and compared to the conventional approach of tuner selection. The new methodology is shown to yield a significant improvement in on-line Kalman filter estimation accuracy.

Optimal experimental designs for the estimation of thermal properties of composite materials

NASA Technical Reports Server (NTRS)

Scott, Elaine P.; Moncman, Deborah A.

1994-01-01

Reliable estimation of thermal properties is extremely important in the utilization of new advanced materials, such as composite materials. The accuracy of these estimates can be increased if the experiments are designed carefully. The objectives of this study are to design optimal experiments to be used in the prediction of these thermal properties and to then utilize these designs in the development of an estimation procedure to determine the effective thermal properties (thermal conductivity and volumetric heat capacity). The experiments were optimized by choosing experimental parameters that maximize the temperature derivatives with respect to all of the unknown thermal properties. This procedure has the effect of minimizing the confidence intervals of the resulting thermal property estimates. Both one-dimensional and two-dimensional experimental designs were optimized. A heat flux boundary condition is required in both analyses for the simultaneous estimation of the thermal properties. For the one-dimensional experiment, the parameters optimized were the heating time of the applied heat flux, the temperature sensor location, and the experimental time. In addition to these parameters, the optimal location of the heat flux was also determined for the two-dimensional experiments. Utilizing the optimal one-dimensional experiment, the effective thermal conductivity perpendicular to the fibers and the effective volumetric heat capacity were then estimated for an IM7-Bismaleimide composite material. The estimation procedure used is based on the minimization of a least squares function which incorporates both calculated and measured temperatures and allows for the parameters to be estimated simultaneously.

Adaptive fuzzy dynamic surface control for the chaotic permanent magnet synchronous motor using Nussbaum gain

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

Luo, Shaohua

This paper is concerned with the problem of adaptive fuzzy dynamic surface control (DSC) for the permanent magnet synchronous motor (PMSM) system with chaotic behavior, disturbance and unknown control gain and parameters. Nussbaum gain is adopted to cope with the situation that the control gain is unknown. And the unknown items can be estimated by fuzzy logic system. The proposed controller guarantees that all the signals in the closed-loop system are bounded and the system output eventually converges to a small neighborhood of the desired reference signal. Finally, the numerical simulations indicate that the proposed scheme can suppress the chaosmore » of PMSM and show the effectiveness and robustness of the proposed method.« less

Adaptive fuzzy dynamic surface control for the chaotic permanent magnet synchronous motor using Nussbaum gain.

PubMed

Luo, Shaohua

2014-09-01

This paper is concerned with the problem of adaptive fuzzy dynamic surface control (DSC) for the permanent magnet synchronous motor (PMSM) system with chaotic behavior, disturbance and unknown control gain and parameters. Nussbaum gain is adopted to cope with the situation that the control gain is unknown. And the unknown items can be estimated by fuzzy logic system. The proposed controller guarantees that all the signals in the closed-loop system are bounded and the system output eventually converges to a small neighborhood of the desired reference signal. Finally, the numerical simulations indicate that the proposed scheme can suppress the chaos of PMSM and show the effectiveness and robustness of the proposed method.

Stochastic Individual-Based Modeling of Bacterial Growth and Division Using Flow Cytometry.

PubMed

García, Míriam R; Vázquez, José A; Teixeira, Isabel G; Alonso, Antonio A

2017-01-01

A realistic description of the variability in bacterial growth and division is critical to produce reliable predictions of safety risks along the food chain. Individual-based modeling of bacteria provides the theoretical framework to deal with this variability, but it requires information about the individual behavior of bacteria inside populations. In this work, we overcome this problem by estimating the individual behavior of bacteria from population statistics obtained with flow cytometry. For this objective, a stochastic individual-based modeling framework is defined based on standard assumptions during division and exponential growth. The unknown single-cell parameters required for running the individual-based modeling simulations, such as cell size growth rate, are estimated from the flow cytometry data. Instead of using directly the individual-based model, we make use of a modified Fokker-Plank equation. This only equation simulates the population statistics in function of the unknown single-cell parameters. We test the validity of the approach by modeling the growth and division of Pediococcus acidilactici within the exponential phase. Estimations reveal the statistics of cell growth and division using only data from flow cytometry at a given time. From the relationship between the mother and daughter volumes, we also predict that P. acidilactici divide into two successive parallel planes.

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

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

Estimation of object motion parameters from noisy images.

PubMed

Broida, T J; Chellappa, R

1986-01-01

An approach is presented for the estimation of object motion parameters based on a sequence of noisy images. The problem considered is that of a rigid body undergoing unknown rotational and translational motion. The measurement data consists of a sequence of noisy image coordinates of two or more object correspondence points. By modeling the object dynamics as a function of time, estimates of the model parameters (including motion parameters) can be extracted from the data using recursive and/or batch techniques. This permits a desired degree of smoothing to be achieved through the use of an arbitrarily large number of images. Some assumptions regarding object structure are presently made. Results are presented for a recursive estimation procedure: the case considered here is that of a sequence of one dimensional images of a two dimensional object. Thus, the object moves in one transverse dimension, and in depth, preserving the fundamental ambiguity of the central projection image model (loss of depth information). An iterated extended Kalman filter is used for the recursive solution. Noise levels of 5-10 percent of the object image size are used. Approximate Cramer-Rao lower bounds are derived for the model parameter estimates as a function of object trajectory and noise level. This approach may be of use in situations where it is difficult to resolve large numbers of object match points, but relatively long sequences of images (10 to 20 or more) are available.

Integrated survival analysis using an event-time approach in a Bayesian framework

USGS Publications Warehouse

Walsh, Daniel P.; Dreitz, VJ; Heisey, Dennis M.

2015-01-01

Event-time or continuous-time statistical approaches have been applied throughout the biostatistical literature and have led to numerous scientific advances. However, these techniques have traditionally relied on knowing failure times. This has limited application of these analyses, particularly, within the ecological field where fates of marked animals may be unknown. To address these limitations, we developed an integrated approach within a Bayesian framework to estimate hazard rates in the face of unknown fates. We combine failure/survival times from individuals whose fates are known and times of which are interval-censored with information from those whose fates are unknown, and model the process of detecting animals with unknown fates. This provides the foundation for our integrated model and permits necessary parameter estimation. We provide the Bayesian model, its derivation, and use simulation techniques to investigate the properties and performance of our approach under several scenarios. Lastly, we apply our estimation technique using a piece-wise constant hazard function to investigate the effects of year, age, chick size and sex, sex of the tending adult, and nesting habitat on mortality hazard rates of the endangered mountain plover (Charadrius montanus) chicks. Traditional models were inappropriate for this analysis because fates of some individual chicks were unknown due to failed radio transmitters. Simulations revealed biases of posterior mean estimates were minimal (≤ 4.95%), and posterior distributions behaved as expected with RMSE of the estimates decreasing as sample sizes, detection probability, and survival increased. We determined mortality hazard rates for plover chicks were highest at <5 days old and were lower for chicks with larger birth weights and/or whose nest was within agricultural habitats. Based on its performance, our approach greatly expands the range of problems for which event-time analyses can be used by eliminating the need for having completely known fate data.

Integrated survival analysis using an event-time approach in a Bayesian framework.

PubMed

Walsh, Daniel P; Dreitz, Victoria J; Heisey, Dennis M

2015-02-01

Event-time or continuous-time statistical approaches have been applied throughout the biostatistical literature and have led to numerous scientific advances. However, these techniques have traditionally relied on knowing failure times. This has limited application of these analyses, particularly, within the ecological field where fates of marked animals may be unknown. To address these limitations, we developed an integrated approach within a Bayesian framework to estimate hazard rates in the face of unknown fates. We combine failure/survival times from individuals whose fates are known and times of which are interval-censored with information from those whose fates are unknown, and model the process of detecting animals with unknown fates. This provides the foundation for our integrated model and permits necessary parameter estimation. We provide the Bayesian model, its derivation, and use simulation techniques to investigate the properties and performance of our approach under several scenarios. Lastly, we apply our estimation technique using a piece-wise constant hazard function to investigate the effects of year, age, chick size and sex, sex of the tending adult, and nesting habitat on mortality hazard rates of the endangered mountain plover (Charadrius montanus) chicks. Traditional models were inappropriate for this analysis because fates of some individual chicks were unknown due to failed radio transmitters. Simulations revealed biases of posterior mean estimates were minimal (≤ 4.95%), and posterior distributions behaved as expected with RMSE of the estimates decreasing as sample sizes, detection probability, and survival increased. We determined mortality hazard rates for plover chicks were highest at <5 days old and were lower for chicks with larger birth weights and/or whose nest was within agricultural habitats. Based on its performance, our approach greatly expands the range of problems for which event-time analyses can be used by eliminating the need for having completely known fate data.

On the estimation algorithm used in adaptive performance optimization of turbofan engines

NASA Technical Reports Server (NTRS)

Espana, Martin D.; Gilyard, Glenn B.

1993-01-01

The performance seeking control algorithm is designed to continuously optimize the performance of propulsion systems. The performance seeking control algorithm uses a nominal model of the propulsion system and estimates, in flight, the engine deviation parameters characterizing the engine deviations with respect to nominal conditions. In practice, because of measurement biases and/or model uncertainties, the estimated engine deviation parameters may not reflect the engine's actual off-nominal condition. This factor has a necessary impact on the overall performance seeking control scheme exacerbated by the open-loop character of the algorithm. The effects produced by unknown measurement biases over the estimation algorithm are evaluated. This evaluation allows for identification of the most critical measurements for application of the performance seeking control algorithm to an F100 engine. An equivalence relation between the biases and engine deviation parameters stems from an observability study; therefore, it is undecided whether the estimated engine deviation parameters represent the actual engine deviation or whether they simply reflect the measurement biases. A new algorithm, based on the engine's (steady-state) optimization model, is proposed and tested with flight data. When compared with previous Kalman filter schemes, based on local engine dynamic models, the new algorithm is easier to design and tune and it reduces the computational burden of the onboard computer.

The structural identifiability and parameter estimation of a multispecies model for the transmission of mastitis in dairy cows with postmilking teat disinfection.

PubMed

White, L J; Evans, N D; Lam, T J G M; Schukken, Y H; Medley, G F; Godfrey, K R; Chappell, M J

2002-01-01

A mathematical model for the transmission of two interacting classes of mastitis causing bacterial pathogens in a herd of dairy cows is presented and applied to a specific data set. The data were derived from a field trial of a specific measure used in the control of these pathogens, where half the individuals were subjected to the control and in the others the treatment was discontinued. The resultant mathematical model (eight non-linear simultaneous ordinary differential equations) therefore incorporates heterogeneity in the host as well as the infectious agent and consequently the effects of control are intrinsic in the model structure. A structural identifiability analysis of the model is presented demonstrating that the scope of the novel method used allows application to high order non-linear systems. The results of a simultaneous estimation of six unknown system parameters are presented. Previous work has only estimated a subset of these either simultaneously or individually. Therefore not only are new estimates provided for the parameters relating to the transmission and control of the classes of pathogens under study, but also information about the relationships between them. We exploit the close link between mathematical modelling, structural identifiability analysis, and parameter estimation to obtain biological insights into the system modelled.

An adaptive state of charge estimation approach for lithium-ion series-connected battery system

NASA Astrophysics Data System (ADS)

Peng, Simin; Zhu, Xuelai; Xing, Yinjiao; Shi, Hongbing; Cai, Xu; Pecht, Michael

2018-07-01

Due to the incorrect or unknown noise statistics of a battery system and its cell-to-cell variations, state of charge (SOC) estimation of a lithium-ion series-connected battery system is usually inaccurate or even divergent using model-based methods, such as extended Kalman filter (EKF) and unscented Kalman filter (UKF). To resolve this problem, an adaptive unscented Kalman filter (AUKF) based on a noise statistics estimator and a model parameter regulator is developed to accurately estimate the SOC of a series-connected battery system. An equivalent circuit model is first built based on the model parameter regulator that illustrates the influence of cell-to-cell variation on the battery system. A noise statistics estimator is then used to attain adaptively the estimated noise statistics for the AUKF when its prior noise statistics are not accurate or exactly Gaussian. The accuracy and effectiveness of the SOC estimation method is validated by comparing the developed AUKF and UKF when model and measurement statistics noises are inaccurate, respectively. Compared with the UKF and EKF, the developed method shows the highest SOC estimation accuracy.

Adaptive estimation of the log fluctuating conductivity from tracer data at the Cape Cod Site

USGS Publications Warehouse

Deng, F.W.; Cushman, J.H.; Delleur, J.W.

1993-01-01

An adaptive estimation scheme is used to obtain the integral scale and variance of the log-fluctuating conductivity at the Cape Cod site based on the fast Fourier transform/stochastic model of Deng et al. (1993) and a Kalmanlike filter. The filter incorporates prior estimates of the unknown parameters with tracer moment data to adaptively obtain improved estimates as the tracer evolves. The results show that significant improvement in the prior estimates of the conductivity can lead to substantial improvement in the ability to predict plume movement. The structure of the covariance function of the log-fluctuating conductivity can be identified from the robustness of the estimation. Both the longitudinal and transverse spatial moment data are important to the estimation.

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

Tuo, Rui; Wu, C. F. Jeff

Many computer models contain unknown parameters which need to be estimated using physical observations. Furthermore, the calibration method based on Gaussian process models may lead to unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the L 2 calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Here, numerical examples show that the proposed method outperforms the existing ones.

Joint Bayesian Estimation of Quasar Continua and the Lyα Forest Flux Probability Distribution Function

NASA Astrophysics Data System (ADS)

Eilers, Anna-Christina; Hennawi, Joseph F.; Lee, Khee-Gan

2017-08-01

We present a new Bayesian algorithm making use of Markov Chain Monte Carlo sampling that allows us to simultaneously estimate the unknown continuum level of each quasar in an ensemble of high-resolution spectra, as well as their common probability distribution function (PDF) for the transmitted Lyα forest flux. This fully automated PDF regulated continuum fitting method models the unknown quasar continuum with a linear principal component analysis (PCA) basis, with the PCA coefficients treated as nuisance parameters. The method allows one to estimate parameters governing the thermal state of the intergalactic medium (IGM), such as the slope of the temperature-density relation γ -1, while marginalizing out continuum uncertainties in a fully Bayesian way. Using realistic mock quasar spectra created from a simplified semi-numerical model of the IGM, we show that this method recovers the underlying quasar continua to a precision of ≃ 7 % and ≃ 10 % at z = 3 and z = 5, respectively. Given the number of principal component spectra, this is comparable to the underlying accuracy of the PCA model itself. Most importantly, we show that we can achieve a nearly unbiased estimate of the slope γ -1 of the IGM temperature-density relation with a precision of +/- 8.6 % at z = 3 and +/- 6.1 % at z = 5, for an ensemble of ten mock high-resolution quasar spectra. Applying this method to real quasar spectra and comparing to a more realistic IGM model from hydrodynamical simulations would enable precise measurements of the thermal and cosmological parameters governing the IGM, albeit with somewhat larger uncertainties, given the increased flexibility of the model.

The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems.

PubMed

White, Andrew; Tolman, Malachi; Thames, Howard D; Withers, Hubert Rodney; Mason, Kathy A; Transtrum, Mark K

2016-12-01

We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model's discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system-a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model.

The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems

PubMed Central

Tolman, Malachi; Thames, Howard D.; Mason, Kathy A.

2016-01-01

We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model’s discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system–a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model. PMID:27923060

Via generalized function projective synchronization in nonlinear Schrödinger equation for secure communication

NASA Astrophysics Data System (ADS)

Zhao, L. W.; Du, J. G.; Yin, J. L.

2018-05-01

This paper proposes a novel secured communication scheme in a chaotic system by applying generalized function projective synchronization of the nonlinear Schrödinger equation. This phenomenal approach guarantees a secured and convenient communication. Our study applied the Melnikov theorem with an active control strategy to suppress chaos in the system. The transmitted information signal is modulated into the parameter of the nonlinear Schrödinger equation in the transmitter and it is assumed that the parameter of the receiver system is unknown. Based on the Lyapunov stability theory and the adaptive control technique, the controllers are designed to make two identical nonlinear Schrödinger equation with the unknown parameter asymptotically synchronized. The numerical simulation results of our study confirmed the validity, effectiveness and the feasibility of the proposed novel synchronization method and error estimate for a secure communication. The Chaos masking signals of the information communication scheme, further guaranteed a safer and secured information communicated via this approach.

Global identifiability of linear compartmental models--a computer algebra algorithm.

PubMed

Audoly, S; D'Angiò, L; Saccomani, M P; Cobelli, C

1998-01-01

A priori global identifiability deals with the uniqueness of the solution for the unknown parameters of a model and is, thus, a prerequisite for parameter estimation of biological dynamic models. Global identifiability is however difficult to test, since it requires solving a system of algebraic nonlinear equations which increases both in nonlinearity degree and number of terms and unknowns with increasing model order. In this paper, a computer algebra tool, GLOBI (GLOBal Identifiability) is presented, which combines the topological transfer function method with the Buchberger algorithm, to test global identifiability of linear compartmental models. GLOBI allows for the automatic testing of a priori global identifiability of general structure compartmental models from general multi input-multi output experiments. Examples of usage of GLOBI to analyze a priori global identifiability of some complex biological compartmental models are provided.

Parameter estimation in IMEX-trigonometrically fitted methods for the numerical solution of reaction-diffusion problems

NASA Astrophysics Data System (ADS)

D'Ambrosio, Raffaele; Moccaldi, Martina; Paternoster, Beatrice

2018-05-01

In this paper, an adapted numerical scheme for reaction-diffusion problems generating periodic wavefronts is introduced. Adapted numerical methods for such evolutionary problems are specially tuned to follow prescribed qualitative behaviors of the solutions, making the numerical scheme more accurate and efficient as compared with traditional schemes already known in the literature. Adaptation through the so-called exponential fitting technique leads to methods whose coefficients depend on unknown parameters related to the dynamics and aimed to be numerically computed. Here we propose a strategy for a cheap and accurate estimation of such parameters, which consists essentially in minimizing the leading term of the local truncation error whose expression is provided in a rigorous accuracy analysis. In particular, the presented estimation technique has been applied to a numerical scheme based on combining an adapted finite difference discretization in space with an implicit-explicit time discretization. Numerical experiments confirming the effectiveness of the approach are also provided.

Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Geometrically constrained kinematic global navigation satellite systems positioning: Implementation and performance

NASA Astrophysics Data System (ADS)

Asgari, Jamal; Mohammadloo, Tannaz H.; Amiri-Simkooei, Ali Reza

2015-09-01

GNSS kinematic techniques are capable of providing precise coordinates in extremely short observation time-span. These methods usually determine the coordinates of an unknown station with respect to a reference one. To enhance the precision, accuracy, reliability and integrity of the estimated unknown parameters, GNSS kinematic equations are to be augmented by possible constraints. Such constraints could be derived from the geometric relation of the receiver positions in motion. This contribution presents the formulation of the constrained kinematic global navigation satellite systems positioning. Constraints effectively restrict the definition domain of the unknown parameters from the three-dimensional space to a subspace defined by the equation of motion. To test the concept of the constrained kinematic positioning method, the equation of a circle is employed as a constraint. A device capable of moving on a circle was made and the observations from 11 positions on the circle were analyzed. Relative positioning was conducted by considering the center of the circle as the reference station. The equation of the receiver's motion was rewritten in the ECEF coordinates system. A special attention is drawn onto how a constraint is applied to kinematic positioning. Implementing the constraint in the positioning process provides much more precise results compared to the unconstrained case. This has been verified based on the results obtained from the covariance matrix of the estimated parameters and the empirical results using kinematic positioning samples as well. The theoretical standard deviations of the horizontal components are reduced by a factor ranging from 1.24 to 2.64. The improvement on the empirical standard deviation of the horizontal components ranges from 1.08 to 2.2.

Predicting minimum uncertainties in the inversion of ocean color geophysical parameters based on Cramer-Rao bounds.

PubMed

Jay, Sylvain; Guillaume, Mireille; Chami, Malik; Minghelli, Audrey; Deville, Yannick; Lafrance, Bruno; Serfaty, Véronique

2018-01-22

We present an analytical approach based on Cramer-Rao Bounds (CRBs) to investigate the uncertainties in estimated ocean color parameters resulting from the propagation of uncertainties in the bio-optical reflectance modeling through the inversion process. Based on given bio-optical and noise probabilistic models, CRBs can be computed efficiently for any set of ocean color parameters and any sensor configuration, directly providing the minimum estimation variance that can be possibly attained by any unbiased estimator of any targeted parameter. Here, CRBs are explicitly developed using (1) two water reflectance models corresponding to deep and shallow waters, resp., and (2) four probabilistic models describing the environmental noises observed within four Sentinel-2 MSI, HICO, Sentinel-3 OLCI and MODIS images, resp. For both deep and shallow waters, CRBs are shown to be consistent with the experimental estimation variances obtained using two published remote-sensing methods, while not requiring one to perform any inversion. CRBs are also used to investigate to what extent perfect a priori knowledge on one or several geophysical parameters can improve the estimation of remaining unknown parameters. For example, using pre-existing knowledge of bathymetry (e.g., derived from LiDAR) within the inversion is shown to greatly improve the retrieval of bottom cover for shallow waters. Finally, CRBs are shown to provide valuable information on the best estimation performances that may be achieved with the MSI, HICO, OLCI and MODIS configurations for a variety of oceanic, coastal and inland waters. CRBs are thus demonstrated to be an informative and efficient tool to characterize minimum uncertainties in inverted ocean color geophysical parameters.

Inverse modelling for real-time estimation of radiological consequences in the early stage of an accidental radioactivity release.

PubMed

Pecha, Petr; Šmídl, Václav

2016-11-01

A stepwise sequential assimilation algorithm is proposed based on an optimisation approach for recursive parameter estimation and tracking of radioactive plume propagation in the early stage of a radiation accident. Predictions of the radiological situation in each time step of the plume propagation are driven by an existing short-term meteorological forecast and the assimilation procedure manipulates the model parameters to match the observations incoming concurrently from the terrain. Mathematically, the task is a typical ill-posed inverse problem of estimating the parameters of the release. The proposed method is designated as a stepwise re-estimation of the source term release dynamics and an improvement of several input model parameters. It results in a more precise determination of the adversely affected areas in the terrain. The nonlinear least-squares regression methodology is applied for estimation of the unknowns. The fast and adequately accurate segmented Gaussian plume model (SGPM) is used in the first stage of direct (forward) modelling. The subsequent inverse procedure infers (re-estimates) the values of important model parameters from the actual observations. Accuracy and sensitivity of the proposed method for real-time forecasting of the accident propagation is studied. First, a twin experiment generating noiseless simulated "artificial" observations is studied to verify the minimisation algorithm. Second, the impact of the measurement noise on the re-estimated source release rate is examined. In addition, the presented method can be used as a proposal for more advanced statistical techniques using, e.g., importance sampling. Copyright © 2016 Elsevier Ltd. All rights reserved.

Slope Estimation in Noisy Piecewise Linear Functions✩

PubMed Central

Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy

2014-01-01

This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure. PMID:25419020

Slope Estimation in Noisy Piecewise Linear Functions.

PubMed

Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy

2015-03-01

This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure.

Polychromatic sparse image reconstruction and mass attenuation spectrum estimation via B-spline basis function expansion

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

Gu, Renliang, E-mail: Venliang@iastate.edu, E-mail: ald@iastate.edu; Dogandžić, Aleksandar, E-mail: Venliang@iastate.edu, E-mail: ald@iastate.edu

2015-03-31

We develop a sparse image reconstruction method for polychromatic computed tomography (CT) measurements under the blind scenario where the material of the inspected object and the incident energy spectrum are unknown. To obtain a parsimonious measurement model parameterization, we first rewrite the measurement equation using our mass-attenuation parameterization, which has the Laplace integral form. The unknown mass-attenuation spectrum is expanded into basis functions using a B-spline basis of order one. We develop a block coordinate-descent algorithm for constrained minimization of a penalized negative log-likelihood function, where constraints and penalty terms ensure nonnegativity of the spline coefficients and sparsity of themore » density map image in the wavelet domain. This algorithm alternates between a Nesterov’s proximal-gradient step for estimating the density map image and an active-set step for estimating the incident spectrum parameters. Numerical simulations demonstrate the performance of the proposed scheme.« less

Bayesian parameter estimation in spectral quantitative photoacoustic tomography

NASA Astrophysics Data System (ADS)

Pulkkinen, Aki; Cox, Ben T.; Arridge, Simon R.; Kaipio, Jari P.; Tarvainen, Tanja

2016-03-01

Photoacoustic tomography (PAT) is an imaging technique combining strong contrast of optical imaging to high spatial resolution of ultrasound imaging. These strengths are achieved via photoacoustic effect, where a spatial absorption of light pulse is converted into a measurable propagating ultrasound wave. The method is seen as a potential tool for small animal imaging, pre-clinical investigations, study of blood vessels and vasculature, as well as for cancer imaging. The goal in PAT is to form an image of the absorbed optical energy density field via acoustic inverse problem approaches from the measured ultrasound data. Quantitative PAT (QPAT) proceeds from these images and forms quantitative estimates of the optical properties of the target. This optical inverse problem of QPAT is illposed. To alleviate the issue, spectral QPAT (SQPAT) utilizes PAT data formed at multiple optical wavelengths simultaneously with optical parameter models of tissue to form quantitative estimates of the parameters of interest. In this work, the inverse problem of SQPAT is investigated. Light propagation is modelled using the diffusion equation. Optical absorption is described with chromophore concentration weighted sum of known chromophore absorption spectra. Scattering is described by Mie scattering theory with an exponential power law. In the inverse problem, the spatially varying unknown parameters of interest are the chromophore concentrations, the Mie scattering parameters (power law factor and the exponent), and Gruneisen parameter. The inverse problem is approached with a Bayesian method. It is numerically demonstrated, that estimation of all parameters of interest is possible with the approach.

A robust and accurate center-frequency estimation (RACE) algorithm for improving motion estimation performance of SinMod on tagged cardiac MR images without known tagging parameters.

PubMed

Liu, Hong; Wang, Jie; Xu, Xiangyang; Song, Enmin; Wang, Qian; Jin, Renchao; Hung, Chih-Cheng; Fei, Baowei

2014-11-01

A robust and accurate center-frequency (CF) estimation (RACE) algorithm for improving the performance of the local sine-wave modeling (SinMod) method, which is a good motion estimation method for tagged cardiac magnetic resonance (MR) images, is proposed in this study. The RACE algorithm can automatically, effectively and efficiently produce a very appropriate CF estimate for the SinMod method, under the circumstance that the specified tagging parameters are unknown, on account of the following two key techniques: (1) the well-known mean-shift algorithm, which can provide accurate and rapid CF estimation; and (2) an original two-direction-combination strategy, which can further enhance the accuracy and robustness of CF estimation. Some other available CF estimation algorithms are brought out for comparison. Several validation approaches that can work on the real data without ground truths are specially designed. Experimental results on human body in vivo cardiac data demonstrate the significance of accurate CF estimation for SinMod, and validate the effectiveness of RACE in facilitating the motion estimation performance of SinMod. Copyright © 2014 Elsevier Inc. All rights reserved.

An offline approach for output-only Bayesian identification of stochastic nonlinear systems using unscented Kalman filtering

NASA Astrophysics Data System (ADS)

Erazo, Kalil; Nagarajaiah, Satish

2017-06-01

In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.

Adaptive control based on an on-line parameter estimation of an upper limb exoskeleton.

PubMed

Riani, Akram; Madani, Tarek; Hadri, Abdelhafid El; Benallegue, Abdelaziz

2017-07-01

This paper presents an adaptive control strategy for an upper-limb exoskeleton based on an on-line dynamic parameter estimator. The objective is to improve the control performance of this system that plays a critical role in assisting patients for shoulder, elbow and wrist joint movements. In general, the dynamic parameters of the human limb are unknown and differ from a person to another, which degrade the performances of the exoskeleton-human control system. For this reason, the proposed control scheme contains a supplementary loop based on a new efficient on-line estimator of the dynamic parameters. Indeed, the latter is acting upon the parameter adaptation of the controller to ensure the performances of the system in the presence of parameter uncertainties and perturbations. The exoskeleton used in this work is presented and a physical model of the exoskeleton interacting with a 7 Degree of Freedom (DoF) upper limb model is generated using the SimMechanics library of MatLab/Simulink. To illustrate the effectiveness of the proposed approach, an example of passive rehabilitation movements is performed using multi-body dynamic simulation. The aims is to maneuver the exoskeleton that drive the upper limb to track desired trajectories in the case of the passive arm movements.

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.

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

2016-02-04

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian methods for characterizing unknown parameters of material models

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

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Tuning into Scorpius X-1: adapting a continuous gravitational-wave search for a known binary system

NASA Astrophysics Data System (ADS)

Meadors, Grant David; Goetz, Evan; Riles, Keith

2016-05-01

We describe how the TwoSpect data analysis method for continuous gravitational waves (GWs) has been tuned for directed sources such as the low-mass X-ray binary (LMXB), Scorpius X-1 (Sco X-1). A comparison of five search algorithms generated simulations of the orbital and GW parameters of Sco X-1. Whereas that comparison focused on relative performance, here the simulations help quantify the sensitivity enhancement and parameter estimation abilities of this directed method, derived from an all-sky search for unknown sources, using doubly Fourier-transformed data. Sensitivity is shown to be enhanced when the source sky location and period are known, because we can run a fully templated search, bypassing the all-sky hierarchical stage using an incoherent harmonic sum. The GW strain and frequency, as well as the projected semi-major axis of the binary system, are recovered and uncertainty estimated, for simulated signals that are detected. Upper limits for GW strain are set for undetected signals. Applications to future GW observatory data are discussed. Robust against spin-wandering and computationally tractable despite an unknown frequency, this directed search is an important new tool for finding gravitational signals from LMXBs.

Parameter Estimation for GRACE-FO Geometric Ranging Errors

NASA Astrophysics Data System (ADS)

Wegener, H.; Mueller, V.; Darbeheshti, N.; Naeimi, M.; Heinzel, G.

2017-12-01

Onboard GRACE-FO, the novel Laser Ranging Instrument (LRI) serves as a technology demonstrator, but it is a fully functional instrument to provide an additional high-precision measurement of the primary mission observable: the biased range between the two spacecraft. Its (expectedly) two largest error sources are laser frequency noise and tilt-to-length (TTL) coupling. While not much can be done about laser frequency noise, the mechanics of the TTL error are widely understood. They depend, however, on unknown parameters. In order to improve the quality of the ranging data, it is hence essential to accurately estimate these parameters and remove the resulting TTL error from the data.Means to do so will be discussed. In particular, the possibility of using calibration maneuvers, the utility of the attitude information provided by the LRI via Differential Wavefront Sensing (DWS), and the benefit from combining ranging data from LRI with ranging data from the established microwave ranging, will be mentioned.

Transmission probabilities and durations of immunity for three pathogenic group B Streptococcus serotypes

PubMed Central

Percha, Bethany; Newman, M. E. J.; Foxman, Betsy

2012-01-01

Group B Streptococcus (GBS) remains a major cause of neonatal sepsis and is an emerging cause of invasive bacterial infections. The 9 known serotypes vary in virulence, and there is little cross-immunity. Key parameters for planning an effective vaccination strategy, such as average length of immunity and transmission probabilities by serotype, are unknown. We simulated GBS spread in a population using a computational model with parameters derived from studies of GBS sexual transmission in a college dormitory. Here we provide estimates of the duration of immunity relative to the transmission probabilities for the 3 GBS serotypes most associated with invasive disease: Ia, III, and V. We also place upper limits on the durations of immunity for serotype Ia (570 days), III (1125 days) and V (260 days). Better transmission estimates are required to establish the epidemiological parameters of GBS infection and determine the best vaccination strategies to prevent GBS disease. PMID:21605704

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.

Characterizing the SWOT discharge error budget on the Sacramento River, CA

NASA Astrophysics Data System (ADS)

Yoon, Y.; Durand, M. T.; Minear, J. T.; Smith, L.; Merry, C. J.

2013-12-01

The Surface Water and Ocean Topography (SWOT) is an upcoming satellite mission (2020 year) that will provide surface-water elevation and surface-water extent globally. One goal of SWOT is the estimation of river discharge directly from SWOT measurements. SWOT discharge uncertainty is due to two sources. First, SWOT cannot measure channel bathymetry and determine roughness coefficient data necessary for discharge calculations directly; these parameters must be estimated from the measurements or from a priori information. Second, SWOT measurement errors directly impact the discharge estimate accuracy. This study focuses on characterizing parameter and measurement uncertainties for SWOT river discharge estimation. A Bayesian Markov Chain Monte Carlo scheme is used to calculate parameter estimates, given the measurements of river height, slope and width, and mass and momentum constraints. The algorithm is evaluated using simulated both SWOT and AirSWOT (the airborne version of SWOT) observations over seven reaches (about 40 km) of the Sacramento River. The SWOT and AirSWOT observations are simulated by corrupting the ';true' HEC-RAS hydraulic modeling results with the instrument error. This experiment answers how unknown bathymetry and roughness coefficients affect the accuracy of the river discharge algorithm. From the experiment, the discharge error budget is almost completely dominated by unknown bathymetry and roughness; 81% of the variance error is explained by uncertainties in bathymetry and roughness. Second, we show how the errors in water surface, slope, and width observations influence the accuracy of discharge estimates. Indeed, there is a significant sensitivity to water surface, slope, and width errors due to the sensitivity of bathymetry and roughness to measurement errors. Increasing water-surface error above 10 cm leads to a corresponding sharper increase of errors in bathymetry and roughness. Increasing slope error above 1.5 cm/km leads to a significant degradation due to direct error in the discharge estimates. As the width error increases past 20%, the discharge error budget is dominated by the width error. Above two experiments are performed based on AirSWOT scenarios. In addition, we explore the sensitivity of the algorithm to the SWOT scenarios.

Image Restoration for Fluorescence Planar Imaging with Diffusion Model

PubMed Central

Gong, Yuzhu; Li, Yang

2017-01-01

Fluorescence planar imaging (FPI) is failure to capture high resolution images of deep fluorochromes due to photon diffusion. This paper presents an image restoration method to deal with this kind of blurring. The scheme of this method is conceived based on a reconstruction method in fluorescence molecular tomography (FMT) with diffusion model. A new unknown parameter is defined through introducing the first mean value theorem for definite integrals. System matrix converting this unknown parameter to the blurry image is constructed with the elements of depth conversion matrices related to a chosen plane named focal plane. Results of phantom and mouse experiments show that the proposed method is capable of reducing the blurring of FPI image caused by photon diffusion when the depth of focal plane is chosen within a proper interval around the true depth of fluorochrome. This method will be helpful to the estimation of the size of deep fluorochrome. PMID:29279843

Adaptive boundary concentration control using Zakai equation

NASA Astrophysics Data System (ADS)

Tenno, R.; Mendelson, A.

2010-06-01

A mean-variance control problem is formulated with respect to a partially observed nonlinear system that includes unknown constant parameters. A physical prototype of the system is the cathode surface reaction in an electrolysis cell, where the controller aim is to keep the boundary concentration of species in the near vicinity of the cathode surface low but not zero. The boundary concentration is a diffusion-controlled process observed through the measured current density and, in practice, controlled through the applied voltage. The former incomplete data control problem is converted to complete data-to the so-called separated control problem whose solution is given by the infinite-dimensional Zakai equation. In this article, the separated control problem is solved numerically using pathwise integration of the Zakai equation. This article demonstrates precise tracking of the target trajectory with a rapid convergence of estimates to unknown parameters, which take place simultaneously with control.

Finite-error metrological bounds on multiparameter Hamiltonian estimation

NASA Astrophysics Data System (ADS)

Kura, Naoto; Ueda, Masahito

2018-01-01

Estimation of multiple parameters in an unknown Hamiltonian is investigated. We present upper and lower bounds on the time required to complete the estimation within a prescribed error tolerance δ . The lower bound is given on the basis of the Cramér-Rao inequality, where the quantum Fisher information is bounded by the squared evolution time. The upper bound is obtained by an explicit construction of estimation procedures. By comparing the cases with different numbers of Hamiltonian channels, we also find that the few-channel procedure with adaptive feedback and the many-channel procedure with entanglement are equivalent in the sense that they require the same amount of time resource up to a constant factor.

An inverse finance problem for estimation of the volatility

NASA Astrophysics Data System (ADS)

Neisy, A.; Salmani, K.

2013-01-01

Black-Scholes model, as a base model for pricing in derivatives markets has some deficiencies, such as ignoring market jumps, and considering market volatility as a constant factor. In this article, we introduce a pricing model for European-Options under jump-diffusion underlying asset. Then, using some appropriate numerical methods we try to solve this model with integral term, and terms including derivative. Finally, considering volatility as an unknown parameter, we try to estimate it by using our proposed model. For the purpose of estimating volatility, in this article, we utilize inverse problem, in which inverse problem model is first defined, and then volatility is estimated using minimization function with Tikhonov regularization.

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.

State and Parameter Estimation for a Coupled Ocean--Atmosphere Model

NASA Astrophysics Data System (ADS)

Ghil, M.; Kondrashov, D.; Sun, C.

2006-12-01

The El-Nino/Southern-Oscillation (ENSO) dominates interannual climate variability and plays, therefore, a key role in seasonal-to-interannual prediction. Much is known by now about the main physical mechanisms that give rise to and modulate ENSO, but the values of several parameters that enter these mechanisms are an important unknown. We apply Extended Kalman Filtering (EKF) for both model state and parameter estimation in an intermediate, nonlinear, coupled ocean--atmosphere model of ENSO. The coupled model consists of an upper-ocean, reduced-gravity model of the Tropical Pacific and a steady-state atmospheric response to the sea surface temperature (SST). The model errors are assumed to be mainly in the atmospheric wind stress, and assimilated data are equatorial Pacific SSTs. Model behavior is very sensitive to two key parameters: (i) μ, the ocean-atmosphere coupling coefficient between SST and wind stress anomalies; and (ii) δs, the surface-layer coefficient. Previous work has shown that δs determines the period of the model's self-sustained oscillation, while μ measures the degree of nonlinearity. Depending on the values of these parameters, the spatio-temporal pattern of model solutions is either that of a delayed oscillator or of a westward propagating mode. Estimation of these parameters is tested first on synthetic data and allows us to recover the delayed-oscillator mode starting from model parameter values that correspond to the westward-propagating case. Assimilation of SST data from the NCEP-NCAR Reanalysis-2 shows that the parameters can vary on fairly short time scales and switch between values that approximate the two distinct modes of ENSO behavior. Rapid adjustments of these parameters occur, in particular, during strong ENSO events. Ways to apply EKF parameter estimation efficiently to state-of-the-art coupled ocean--atmosphere GCMs will be discussed.

Non-intrusive parameter identification procedure user's guide

NASA Technical Reports Server (NTRS)

Hanson, G. D.; Jewell, W. F.

1983-01-01

Written in standard FORTRAN, NAS is capable of identifying linear as well as nonlinear relations between input and output parameters; the only restriction is that the input/output relation be linear with respect to the unknown coefficients of the estimation equations. The output of the identification algorithm can be specified to be in either the time domain (i.e., the estimation equation coefficients) or in the frequency domain (i.e., a frequency response of the estimation equation). The frame length ("window") over which the identification procedure is to take place can be specified to be any portion of the input time history, thereby allowing the freedom to start and stop the identification procedure within a time history. There also is an option which allows a sliding window, which gives a moving average over the time history. The NAS software also includes the ability to identify several assumed solutions simultaneously for the same or different input data.

Efficient calibration for imperfect computer models

DOE PAGES

Tuo, Rui; Wu, C. F. Jeff

2015-12-01

Many computer models contain unknown parameters which need to be estimated using physical observations. Furthermore, the calibration method based on Gaussian process models may lead to unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the L 2 calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Here, numerical examples show that the proposed method outperforms the existing ones.

Statistical estimation via convex optimization for trending and performance monitoring

NASA Astrophysics Data System (ADS)

Samar, Sikandar

This thesis presents an optimization-based statistical estimation approach to find unknown trends in noisy data. A Bayesian framework is used to explicitly take into account prior information about the trends via trend models and constraints. The main focus is on convex formulation of the Bayesian estimation problem, which allows efficient computation of (globally) optimal estimates. There are two main parts of this thesis. The first part formulates trend estimation in systems described by known detailed models as a convex optimization problem. Statistically optimal estimates are then obtained by maximizing a concave log-likelihood function subject to convex constraints. We consider the problem of increasing problem dimension as more measurements become available, and introduce a moving horizon framework to enable recursive estimation of the unknown trend by solving a fixed size convex optimization problem at each horizon. We also present a distributed estimation framework, based on the dual decomposition method, for a system formed by a network of complex sensors with local (convex) estimation. Two specific applications of the convex optimization-based Bayesian estimation approach are described in the second part of the thesis. Batch estimation for parametric diagnostics in a flight control simulation of a space launch vehicle is shown to detect incipient fault trends despite the natural masking properties of feedback in the guidance and control loops. Moving horizon approach is used to estimate time varying fault parameters in a detailed nonlinear simulation model of an unmanned aerial vehicle. An excellent performance is demonstrated in the presence of winds and turbulence.

Neural network-based preprocessing to estimate the parameters of the X-ray emission of a single-temperature thermal plasma

NASA Astrophysics Data System (ADS)

Ichinohe, Y.; Yamada, S.; Miyazaki, N.; Saito, S.

2018-04-01

We present data preprocessing based on an artificial neural network to estimate the parameters of the X-ray emission spectra of a single-temperature thermal plasma. The method finds appropriate parameters close to the global optimum. The neural network is designed to learn the parameters of the thermal plasma (temperature, abundance, normalization and redshift) of the input spectra. After training using 9000 simulated X-ray spectra, the network has grown to predict all the unknown parameters with uncertainties of about a few per cent. The performance dependence on the network structure has been studied. We applied the neural network to an actual high-resolution spectrum obtained with Hitomi. The predicted plasma parameters agree with the known best-fitting parameters of the Perseus cluster within uncertainties of ≲10 per cent. The result shows that neural networks trained by simulated data might possibly be used to extract a feature built in the data. This would reduce human-intensive preprocessing costs before detailed spectral analysis, and would help us make the best use of the large quantities of spectral data that will be available in the coming decades.

Human arm stiffness and equilibrium-point trajectory during multi-joint movement.

PubMed

Gomi, H; Kawato, M

1997-03-01

By using a newly designed high-performance manipulandum and a new estimation algorithm, we measured human multi-joint arm stiffness parameters during multi-joint point-to-point movements on a horizontal plane. This manipulandum allows us to apply a sufficient perturbation to subject's arm within a brief period during movement. Arm stiffness parameters were reliably estimated using a new algorithm, in which all unknown structural parameters could be estimated independent of arm posture (i.e., constant values under any arm posture). Arm stiffness during transverse movement was considerably greater than that during corresponding posture, but not during a longitudinal movement. Although the ratios of elbow, shoulder, and double-joint stiffness were varied in time, the orientation of stiffness ellipses during the movement did not change much. Equilibrium-point trajectories that were predicted from measured stiffness parameters and actual trajectories were slightly sinusoidally curved in Cartesian space and their velocity profiles were quite different from the velocity profiles of actual hand trajectories. This result contradicts the hypothesis that the brain does not take the dynamics into account in movement control depending on the neuromuscular servo mechanism; rather, it implies that the brain needs to acquire some internal models of controlled objects.

Bottom-up modeling approach for the quantitative estimation of parameters in pathogen-host interactions

PubMed Central

Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo

2015-01-01

Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation. PMID:26150807

Bottom-up modeling approach for the quantitative estimation of parameters in pathogen-host interactions.

PubMed

Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo

2015-01-01

Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation.

A new zonation algorithm with parameter estimation using hydraulic head and subsidence observations.

PubMed

Zhang, Meijing; Burbey, Thomas J; Nunes, Vitor Dos Santos; Borggaard, Jeff

2014-01-01

Parameter estimation codes such as UCODE_2005 are becoming well-known tools in groundwater modeling investigations. These programs estimate important parameter values such as transmissivity (T) and aquifer storage values (Sa ) from known observations of hydraulic head, flow, or other physical quantities. One drawback inherent in these codes is that the parameter zones must be specified by the user. However, such knowledge is often unknown even if a detailed hydrogeological description is available. To overcome this deficiency, we present a discrete adjoint algorithm for identifying suitable zonations from hydraulic head and subsidence measurements, which are highly sensitive to both elastic (Sske) and inelastic (Sskv) skeletal specific storage coefficients. With the advent of interferometric synthetic aperture radar (InSAR), distributed spatial and temporal subsidence measurements can be obtained. A synthetic conceptual model containing seven transmissivity zones, one aquifer storage zone and three interbed zones for elastic and inelastic storage coefficients were developed to simulate drawdown and subsidence in an aquifer interbedded with clay that exhibits delayed drainage. Simulated delayed land subsidence and groundwater head data are assumed to be the observed measurements, to which the discrete adjoint algorithm is called to create approximate spatial zonations of T, Sske , and Sskv . UCODE-2005 is then used to obtain the final optimal parameter values. Calibration results indicate that the estimated zonations calculated from the discrete adjoint algorithm closely approximate the true parameter zonations. This automation algorithm reduces the bias established by the initial distribution of zones and provides a robust parameter zonation distribution. © 2013, National Ground Water Association.

The Routine Fitting of Kinetic Data to Models

PubMed Central

Berman, Mones; Shahn, Ezra; Weiss, Marjory F.

1962-01-01

A mathematical formalism is presented for use with digital computers to permit the routine fitting of data to physical and mathematical models. Given a set of data, the mathematical equations describing a model, initial conditions for an experiment, and initial estimates for the values of model parameters, the computer program automatically proceeds to obtain a least squares fit of the data by an iterative adjustment of the values of the parameters. When the experimental measures are linear combinations of functions, the linear coefficients for a least squares fit may also be calculated. The values of both the parameters of the model and the coefficients for the sum of functions may be unknown independent variables, unknown dependent variables, or known constants. In the case of dependence, only linear dependencies are provided for in routine use. The computer program includes a number of subroutines, each one of which performs a special task. This permits flexibility in choosing various types of solutions and procedures. One subroutine, for example, handles linear differential equations, another, special non-linear functions, etc. The use of analytic or numerical solutions of equations is possible. PMID:13867975

Identification of multivariable nonlinear systems in the presence of colored noises using iterative hierarchical least squares algorithm.

PubMed

Jafari, Masoumeh; Salimifard, Maryam; Dehghani, Maryam

2014-07-01

This paper presents an efficient method for identification of nonlinear Multi-Input Multi-Output (MIMO) systems in the presence of colored noises. The method studies the multivariable nonlinear Hammerstein and Wiener models, in which, the nonlinear memory-less block is approximated based on arbitrary vector-based basis functions. The linear time-invariant (LTI) block is modeled by an autoregressive moving average with exogenous (ARMAX) model which can effectively describe the moving average noises as well as the autoregressive and the exogenous dynamics. According to the multivariable nature of the system, a pseudo-linear-in-the-parameter model is obtained which includes two different kinds of unknown parameters, a vector and a matrix. Therefore, the standard least squares algorithm cannot be applied directly. To overcome this problem, a Hierarchical Least Squares Iterative (HLSI) algorithm is used to simultaneously estimate the vector and the matrix of unknown parameters as well as the noises. The efficiency of the proposed identification approaches are investigated through three nonlinear MIMO case studies. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Transformation to equivalent dimensions—a new methodology to study earthquake clustering

NASA Astrophysics Data System (ADS)

Lasocki, Stanislaw

2014-05-01

A seismic event is represented by a point in a parameter space, quantified by the vector of parameter values. Studies of earthquake clustering involve considering distances between such points in multidimensional spaces. However, the metrics of earthquake parameters are different, hence the metric in a multidimensional parameter space cannot be readily defined. The present paper proposes a solution of this metric problem based on a concept of probabilistic equivalence of earthquake parameters. Under this concept the lengths of parameter intervals are equivalent if the probability for earthquakes to take values from either interval is the same. Earthquake clustering is studied in an equivalent rather than the original dimensions space, where the equivalent dimension (ED) of a parameter is its cumulative distribution function. All transformed parameters are of linear scale in [0, 1] interval and the distance between earthquakes represented by vectors in any ED space is Euclidean. The unknown, in general, cumulative distributions of earthquake parameters are estimated from earthquake catalogues by means of the model-free non-parametric kernel estimation method. Potential of the transformation to EDs is illustrated by two examples of use: to find hierarchically closest neighbours in time-space and to assess temporal variations of earthquake clustering in a specific 4-D phase space.

Developing a methodology for the inverse estimation of root architectural parameters from field based sampling schemes

NASA Astrophysics Data System (ADS)

Morandage, Shehan; Schnepf, Andrea; Vanderborght, Jan; Javaux, Mathieu; Leitner, Daniel; Laloy, Eric; Vereecken, Harry

2017-04-01

Root traits are increasingly important in breading of new crop varieties. E.g., longer and fewer lateral roots are suggested to improve drought resistance of wheat. Thus, detailed root architectural parameters are important. However, classical field sampling of roots only provides more aggregated information such as root length density (coring), root counts per area (trenches) or root arrival curves at certain depths (rhizotubes). We investigate the possibility of obtaining the information about root system architecture of plants using field based classical root sampling schemes, based on sensitivity analysis and inverse parameter estimation. This methodology was developed based on a virtual experiment where a root architectural model was used to simulate root system development in a field, parameterized for winter wheat. This information provided the ground truth which is normally unknown in a real field experiment. The three sampling schemes coring, trenching, and rhizotubes where virtually applied to and aggregated information computed. Morris OAT global sensitivity analysis method was then performed to determine the most sensitive parameters of root architecture model for the three different sampling methods. The estimated means and the standard deviation of elementary effects of a total number of 37 parameters were evaluated. Upper and lower bounds of the parameters were obtained based on literature and published data of winter wheat root architectural parameters. Root length density profiles of coring, arrival curve characteristics observed in rhizotubes, and root counts in grids of trench profile method were evaluated statistically to investigate the influence of each parameter using five different error functions. Number of branches, insertion angle inter-nodal distance, and elongation rates are the most sensitive parameters and the parameter sensitivity varies slightly with the depth. Most parameters and their interaction with the other parameters show highly nonlinear effect to the model output. The most sensitive parameters will be subject to inverse estimation from the virtual field sampling data using DREAMzs algorithm. The estimated parameters can then be compared with the ground truth in order to determine the suitability of the sampling schemes to identify specific traits or parameters of the root growth model.

Estimating stage-specific daily survival probabilities of nests when nest age is unknown

USGS Publications Warehouse

Stanley, T.R.

2004-01-01

Estimation of daily survival probabilities of nests is common in studies of avian populations. Since the introduction of Mayfield's (1961, 1975) estimator, numerous models have been developed to relax Mayfield's assumptions and account for biologically important sources of variation. Stanley (2000) presented a model for estimating stage-specific (e.g. incubation stage, nestling stage) daily survival probabilities of nests that conditions on “nest type” and requires that nests be aged when they are found. Because aging nests typically requires handling the eggs, there may be situations where nests can not or should not be aged and the Stanley (2000) model will be inapplicable. Here, I present a model for estimating stage-specific daily survival probabilities that conditions on nest stage for active nests, thereby obviating the need to age nests when they are found. Specifically, I derive the maximum likelihood function for the model, evaluate the model's performance using Monte Carlo simulations, and provide software for estimating parameters (along with an example). For sample sizes as low as 50 nests, bias was small and confidence interval coverage was close to the nominal rate, especially when a reduced-parameter model was used for estimation.

Adaptive Neural Networks Prescribed Performance Control Design for Switched Interconnected Uncertain Nonlinear Systems.

PubMed

Li, Yongming; Tong, Shaocheng

2017-06-28

In this paper, an adaptive neural networks (NNs)-based decentralized control scheme with the prescribed performance is proposed for uncertain switched nonstrict-feedback interconnected nonlinear systems. It is assumed that nonlinear interconnected terms and nonlinear functions of the concerned systems are unknown, and also the switching signals are unknown and arbitrary. A linear state estimator is constructed to solve the problem of unmeasured states. The NNs are employed to approximate unknown interconnected terms and nonlinear functions. A new output feedback decentralized control scheme is developed by using the adaptive backstepping design technique. The control design problem of nonlinear interconnected switched systems with unknown switching signals can be solved by the proposed scheme, and only a tuning parameter is needed for each subsystem. The proposed scheme can ensure that all variables of the control systems are semi-globally uniformly ultimately bounded and the tracking errors converge to a small residual set with the prescribed performance bound. The effectiveness of the proposed control approach is verified by some simulation results.

Inverse modeling of hydrologic parameters using surface flux and runoff observations in the Community Land Model

NASA Astrophysics Data System (ADS)

Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby

2013-12-01

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.

A reverse KAM method to estimate unknown mutual inclinations in exoplanetary systems

NASA Astrophysics Data System (ADS)

Volpi, Mara; Locatelli, Ugo; Sansottera, Marco

2018-05-01

The inclinations of exoplanets detected via radial velocity method are essentially unknown. We aim to provide estimations of the ranges of mutual inclinations that are compatible with the long-term stability of the system. Focusing on the skeleton of an extrasolar system, i.e. considering only the two most massive planets, we study the Hamiltonian of the three-body problem after the reduction of the angular momentum. Such a Hamiltonian is expanded both in Poincaré canonical variables and in the small parameter D_2, which represents the normalised angular momentum deficit. The value of the mutual inclination is deduced from D_2 and, thanks to the use of interval arithmetic, we are able to consider open sets of initial conditions instead of single values. Looking at the convergence radius of the Kolmogorov normal form, we develop a reverse KAM approach in order to estimate the ranges of mutual inclinations that are compatible with the long-term stability in a KAM sense. Our method is successfully applied to the extrasolar systems HD 141399, HD 143761 and HD 40307.

Methodological issues regarding power of classical test theory (CTT) and item response theory (IRT)-based approaches for the comparison of patient-reported outcomes in two groups of patients - a simulation study

PubMed Central

2010-01-01

Background Patients-Reported Outcomes (PRO) are increasingly used in clinical and epidemiological research. Two main types of analytical strategies can be found for these data: classical test theory (CTT) based on the observed scores and models coming from Item Response Theory (IRT). However, whether IRT or CTT would be the most appropriate method to analyse PRO data remains unknown. The statistical properties of CTT and IRT, regarding power and corresponding effect sizes, were compared. Methods Two-group cross-sectional studies were simulated for the comparison of PRO data using IRT or CTT-based analysis. For IRT, different scenarios were investigated according to whether items or person parameters were assumed to be known, to a certain extent for item parameters, from good to poor precision, or unknown and therefore had to be estimated. The powers obtained with IRT or CTT were compared and parameters having the strongest impact on them were identified. Results When person parameters were assumed to be unknown and items parameters to be either known or not, the power achieved using IRT or CTT were similar and always lower than the expected power using the well-known sample size formula for normally distributed endpoints. The number of items had a substantial impact on power for both methods. Conclusion Without any missing data, IRT and CTT seem to provide comparable power. The classical sample size formula for CTT seems to be adequate under some conditions but is not appropriate for IRT. In IRT, it seems important to take account of the number of items to obtain an accurate formula. PMID:20338031

Spatial curvilinear path following control of underactuated AUV with multiple uncertainties.

PubMed

Miao, Jianming; Wang, Shaoping; Zhao, Zhiping; Li, Yuan; Tomovic, Mileta M

2017-03-01

This paper investigates the problem of spatial curvilinear path following control of underactuated autonomous underwater vehicles (AUVs) with multiple uncertainties. Firstly, in order to design the appropriate controller, path following error dynamics model is constructed in a moving Serret-Frenet frame, and the five degrees of freedom (DOFs) dynamic model with multiple uncertainties is established. Secondly, the proposed control law is separated into kinematic controller and dynamic controller via back-stepping technique. In the case of kinematic controller, to overcome the drawback of dependence on the accurate vehicle model that are present in a number of path following control strategies described in the literature, the unknown side-slip angular velocity and attack angular velocity are treated as uncertainties. Whereas in the case of dynamic controller, the model parameters perturbations, unknown external environmental disturbances and the nonlinear hydrodynamic damping terms are treated as lumped uncertainties. Both kinematic and dynamic uncertainties are estimated and compensated by designed reduced-order linear extended state observes (LESOs). Thirdly, feedback linearization (FL) based control law is implemented for the control model using the estimates generated by reduced-order LESOs. For handling the problem of computational complexity inherent in the conventional back-stepping method, nonlinear tracking differentiators (NTDs) are applied to construct derivatives of the virtual control commands. Finally, the closed loop stability for the overall system is established. Simulation and comparative analysis demonstrate that the proposed controller exhibits enhanced performance in the presence of internal parameter variations, external unknown disturbances, unmodeled nonlinear damping terms, and measurement noises. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model

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

Sun, Yu; Hou, Zhangshuan; Huang, Maoyi

2013-12-10

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less

NWP model forecast skill optimization via closure parameter variations

NASA Astrophysics Data System (ADS)

Järvinen, H.; Ollinaho, P.; Laine, M.; Solonen, A.; Haario, H.

2012-04-01

We present results of a novel approach to tune predictive skill of numerical weather prediction (NWP) models. These models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. The current practice is to specify manually the numerical parameter values, based on expert knowledge. We developed recently a concept and method (QJRMS 2011) for on-line estimation of the NWP model parameters via closure parameter variations. The method called EPPES ("Ensemble prediction and parameter estimation system") utilizes ensemble prediction infra-structure for parameter estimation in a very cost-effective way: practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating an ensemble of predictions so that each member uses different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In this presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an ensemble prediction system emulator, based on the ECHAM5 atmospheric GCM show that the model tuning capability of EPPES scales up to realistic models and ensemble prediction systems. Finally, preliminary results of EPPES in the context of ECMWF forecasting system are presented.

Transmission parameters estimated for Salmonella typhimurium in swine using susceptible-infectious-resistant models and a Bayesian approach

PubMed Central

2014-01-01

Background Transmission models can aid understanding of disease dynamics and are useful in testing the efficiency of control measures. The aim of this study was to formulate an appropriate stochastic Susceptible-Infectious-Resistant/Carrier (SIR) model for Salmonella Typhimurium in pigs and thus estimate the transmission parameters between states. Results The transmission parameters were estimated using data from a longitudinal study of three Danish farrow-to-finish pig herds known to be infected. A Bayesian model framework was proposed, which comprised Binomial components for the transition from susceptible to infectious and from infectious to carrier; and a Poisson component for carrier to infectious. Cohort random effects were incorporated into these models to allow for unobserved cohort-specific variables as well as unobserved sources of transmission, thus enabling a more realistic estimation of the transmission parameters. In the case of the transition from susceptible to infectious, the cohort random effects were also time varying. The number of infectious pigs not detected by the parallel testing was treated as unknown, and the probability of non-detection was estimated using information about the sensitivity and specificity of the bacteriological and serological tests. The estimate of the transmission rate from susceptible to infectious was 0.33 [0.06, 1.52], from infectious to carrier was 0.18 [0.14, 0.23] and from carrier to infectious was 0.01 [0.0001, 0.04]. The estimate for the basic reproduction ration (R 0 ) was 1.91 [0.78, 5.24]. The probability of non-detection was estimated to be 0.18 [0.12, 0.25]. Conclusions The proposed framework for stochastic SIR models was successfully implemented to estimate transmission rate parameters for Salmonella Typhimurium in swine field data. R 0 was 1.91, implying that there was dissemination of the infection within pigs of the same cohort. There was significant temporal-cohort variability, especially at the susceptible to infectious stage. The model adequately fitted the data, allowing for both observed and unobserved sources of uncertainty (cohort effects, diagnostic test sensitivity), so leading to more reliable estimates of transmission parameters. PMID:24774444

Bayesian approach to the analysis of neutron Brillouin scattering data on liquid metals

NASA Astrophysics Data System (ADS)

De Francesco, A.; Guarini, E.; Bafile, U.; Formisano, F.; Scaccia, L.

2016-08-01

When the dynamics of liquids and disordered systems at mesoscopic level is investigated by means of inelastic scattering (e.g., neutron or x ray), spectra are often characterized by a poor definition of the excitation lines and spectroscopic features in general and one important issue is to establish how many of these lines need to be included in the modeling function and to estimate their parameters. Furthermore, when strongly damped excitations are present, commonly used and widespread fitting algorithms are particularly affected by the choice of initial values of the parameters. An inadequate choice may lead to an inefficient exploration of the parameter space, resulting in the algorithm getting stuck in a local minimum. In this paper, we present a Bayesian approach to the analysis of neutron Brillouin scattering data in which the number of excitation lines is treated as unknown and estimated along with the other model parameters. We propose a joint estimation procedure based on a reversible-jump Markov chain Monte Carlo algorithm, which efficiently explores the parameter space, producing a probabilistic measure to quantify the uncertainty on the number of excitation lines as well as reliable parameter estimates. The method proposed could turn out of great importance in extracting physical information from experimental data, especially when the detection of spectral features is complicated not only because of the properties of the sample, but also because of the limited instrumental resolution and count statistics. The approach is tested on generated data set and then applied to real experimental spectra of neutron Brillouin scattering from a liquid metal, previously analyzed in a more traditional way.

A 3D interactive method for estimating body segmental parameters in animals: application to the turning and running performance of Tyrannosaurus rex.

PubMed

Hutchinson, John R; Ng-Thow-Hing, Victor; Anderson, Frank C

2007-06-21

We developed a method based on interactive B-spline solids for estimating and visualizing biomechanically important parameters for animal body segments. Although the method is most useful for assessing the importance of unknowns in extinct animals, such as body contours, muscle bulk, or inertial parameters, it is also useful for non-invasive measurement of segmental dimensions in extant animals. Points measured directly from bodies or skeletons are digitized and visualized on a computer, and then a B-spline solid is fitted to enclose these points, allowing quantification of segment dimensions. The method is computationally fast enough so that software implementations can interactively deform the shape of body segments (by warping the solid) or adjust the shape quantitatively (e.g., expanding the solid boundary by some percentage or a specific distance beyond measured skeletal coordinates). As the shape changes, the resulting changes in segment mass, center of mass (CM), and moments of inertia can be recomputed immediately. Volumes of reduced or increased density can be embedded to represent lungs, bones, or other structures within the body. The method was validated by reconstructing an ostrich body from a fleshed and defleshed carcass and comparing the estimated dimensions to empirically measured values from the original carcass. We then used the method to calculate the segmental masses, centers of mass, and moments of inertia for an adult Tyrannosaurus rex, with measurements taken directly from a complete skeleton. We compare these results to other estimates, using the model to compute the sensitivities of unknown parameter values based upon 30 different combinations of trunk, lung and air sac, and hindlimb dimensions. The conclusion that T. rex was not an exceptionally fast runner remains strongly supported by our models-the main area of ambiguity for estimating running ability seems to be estimating fascicle lengths, not body dimensions. Additionally, the craniad position of the CM in all of our models reinforces the notion that T. rex did not stand or move with extremely columnar, elephantine limbs. It required some flexion in the limbs to stand still, but how much flexion depends directly on where its CM is assumed to lie. Finally we used our model to test an unsolved problem in dinosaur biomechanics: how fast a huge biped like T. rex could turn. Depending on the assumptions, our whole body model integrated with a musculoskeletal model estimates that turning 45 degrees on one leg could be achieved slowly, in about 1-2s.

Minimization of model representativity errors in identification of point source emission from atmospheric concentration measurements

NASA Astrophysics Data System (ADS)

Sharan, Maithili; Singh, Amit Kumar; Singh, Sarvesh Kumar

2017-11-01

Estimation of an unknown atmospheric release from a finite set of concentration measurements is considered an ill-posed inverse problem. Besides ill-posedness, the estimation process is influenced by the instrumental errors in the measured concentrations and model representativity errors. The study highlights the effect of minimizing model representativity errors on the source estimation. This is described in an adjoint modelling framework and followed in three steps. First, an estimation of point source parameters (location and intensity) is carried out using an inversion technique. Second, a linear regression relationship is established between the measured concentrations and corresponding predicted using the retrieved source parameters. Third, this relationship is utilized to modify the adjoint functions. Further, source estimation is carried out using these modified adjoint functions to analyse the effect of such modifications. The process is tested for two well known inversion techniques, called renormalization and least-square. The proposed methodology and inversion techniques are evaluated for a real scenario by using concentrations measurements from the Idaho diffusion experiment in low wind stable conditions. With both the inversion techniques, a significant improvement is observed in the retrieval of source estimation after minimizing the representativity errors.

Spatio-Temporal EEG Models for Brain Interfaces

PubMed Central

Gonzalez-Navarro, P.; Moghadamfalahi, M.; Akcakaya, M.; Erdogmus, D.

2016-01-01

Multichannel electroencephalography (EEG) is widely used in non-invasive brain computer interfaces (BCIs) for user intent inference. EEG can be assumed to be a Gaussian process with unknown mean and autocovariance, and the estimation of parameters is required for BCI inference. However, the relatively high dimensionality of the EEG feature vectors with respect to the number of labeled observations lead to rank deficient covariance matrix estimates. In this manuscript, to overcome ill-conditioned covariance estimation, we propose a structure for the covariance matrices of the multichannel EEG signals. Specifically, we assume that these covariances can be modeled as a Kronecker product of temporal and spatial covariances. Our results over the experimental data collected from the users of a letter-by-letter typing BCI show that with less number of parameter estimations, the system can achieve higher classification accuracies compared to a method that uses full unstructured covariance estimation. Moreover, in order to illustrate that the proposed Kronecker product structure could enable shortening the BCI calibration data collection sessions, using Cramer-Rao bound analysis on simulated data, we demonstrate that a model with structured covariance matrices will achieve the same estimation error as a model with no covariance structure using fewer labeled EEG observations. PMID:27713590

A flexible model for correlated medical costs, with application to medical expenditure panel survey data.

PubMed

Chen, Jinsong; Liu, Lei; Shih, Ya-Chen T; Zhang, Daowen; Severini, Thomas A

2016-03-15

We propose a flexible model for correlated medical cost data with several appealing features. First, the mean function is partially linear. Second, the distributional form for the response is not specified. Third, the covariance structure of correlated medical costs has a semiparametric form. We use extended generalized estimating equations to simultaneously estimate all parameters of interest. B-splines are used to estimate unknown functions, and a modification to Akaike information criterion is proposed for selecting knots in spline bases. We apply the model to correlated medical costs in the Medical Expenditure Panel Survey dataset. Simulation studies are conducted to assess the performance of our method. Copyright © 2015 John Wiley & Sons, Ltd.

Neural networks for tracking of unknown SISO discrete-time nonlinear dynamic systems.

PubMed

Aftab, Muhammad Saleheen; Shafiq, Muhammad

2015-11-01

This article presents a Lyapunov function based neural network tracking (LNT) strategy for single-input, single-output (SISO) discrete-time nonlinear dynamic systems. The proposed LNT architecture is composed of two feedforward neural networks operating as controller and estimator. A Lyapunov function based back propagation learning algorithm is used for online adjustment of the controller and estimator parameters. The controller and estimator error convergence and closed-loop system stability analysis is performed by Lyapunov stability theory. Moreover, two simulation examples and one real-time experiment are investigated as case studies. The achieved results successfully validate the controller performance. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Type Ia Supernova Intrinsic Magnitude Dispersion and the Fitting of Cosmological Parameters

NASA Astrophysics Data System (ADS)

Kim, A. G.

2011-02-01

I present an analysis for fitting cosmological parameters from a Hubble diagram of a standard candle with unknown intrinsic magnitude dispersion. The dispersion is determined from the data, simultaneously with the cosmological parameters. This contrasts with the strategies used to date. The advantages of the presented analysis are that it is done in a single fit (it is not iterative), it provides a statistically founded and unbiased estimate of the intrinsic dispersion, and its cosmological-parameter uncertainties account for the intrinsic-dispersion uncertainty. Applied to Type Ia supernovae, my strategy provides a statistical measure to test for subtypes and assess the significance of any magnitude corrections applied to the calibrated candle. Parameter bias and differences between likelihood distributions produced by the presented and currently used fitters are negligibly small for existing and projected supernova data sets.

An analytical approach for the simulation of flow in a heterogeneous confined aquifer with a parameter zonation structure

NASA Astrophysics Data System (ADS)

Huang, Ching-Sheng; Yeh, Hund-Der

2016-11-01

This study introduces an analytical approach to estimate drawdown induced by well extraction in a heterogeneous confined aquifer with an irregular outer boundary. The aquifer domain is divided into a number of zones according to the zonation method for representing the spatial distribution of a hydraulic parameter field. The lateral boundary of the aquifer can be considered under the Dirichlet, Neumann or Robin condition at different parts of the boundary. Flow across the interface between two zones satisfies the continuities of drawdown and flux. Source points, each of which has an unknown volumetric rate representing the boundary effect on the drawdown, are allocated around the boundary of each zone. The solution of drawdown in each zone is expressed as a series in terms of the Theis equation with unknown volumetric rates from the source points. The rates are then determined based on the aquifer boundary conditions and the continuity requirements. The estimated aquifer drawdown by the present approach agrees well with a finite element solution developed based on the Mathematica function NDSolve. As compared with the existing numerical approaches, the present approach has a merit of directly computing the drawdown at any given location and time and therefore takes much less computing time to obtain the required results in engineering applications.

Probabilistic and deterministic aspects of linear estimation in geodesy. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Dermanis, A.

1976-01-01

Recent advances in observational techniques related to geodetic work (VLBI, laser ranging) make it imperative that more consideration should be given to modeling problems. Uncertainties in the effect of atmospheric refraction, polar motion and precession-nutation parameters, cannot be dispensed with in the context of centimeter level geodesy. Even physical processes that have generally been previously altogether neglected (station motions) must now be taken into consideration. The problem of modeling functions of time or space, or at least their values at observation points (epochs) is explored. When the nature of the function to be modeled is unknown. The need to include a limited number of terms and to a priori decide upon a specific form may result in a representation which fails to sufficiently approximate the unknown function. An alternative approach of increasing application is the modeling of unknown functions as stochastic processes.

On the estimation of stellar parameters with uncertainty prediction from Generative Artificial Neural Networks: application to Gaia RVS simulated spectra

NASA Astrophysics Data System (ADS)

Dafonte, C.; Fustes, D.; Manteiga, M.; Garabato, D.; Álvarez, M. A.; Ulla, A.; Allende Prieto, C.

2016-10-01

Aims: We present an innovative artificial neural network (ANN) architecture, called Generative ANN (GANN), that computes the forward model, that is it learns the function that relates the unknown outputs (stellar atmospheric parameters, in this case) to the given inputs (spectra). Such a model can be integrated in a Bayesian framework to estimate the posterior distribution of the outputs. Methods: The architecture of the GANN follows the same scheme as a normal ANN, but with the inputs and outputs inverted. We train the network with the set of atmospheric parameters (Teff, log g, [Fe/H] and [α/ Fe]), obtaining the stellar spectra for such inputs. The residuals between the spectra in the grid and the estimated spectra are minimized using a validation dataset to keep solutions as general as possible. Results: The performance of both conventional ANNs and GANNs to estimate the stellar parameters as a function of the star brightness is presented and compared for different Galactic populations. GANNs provide significantly improved parameterizations for early and intermediate spectral types with rich and intermediate metallicities. The behaviour of both algorithms is very similar for our sample of late-type stars, obtaining residuals in the derivation of [Fe/H] and [α/ Fe] below 0.1 dex for stars with Gaia magnitude Grvs < 12, which accounts for a number in the order of four million stars to be observed by the Radial Velocity Spectrograph of the Gaia satellite. Conclusions: Uncertainty estimation of computed astrophysical parameters is crucial for the validation of the parameterization itself and for the subsequent exploitation by the astronomical community. GANNs produce not only the parameters for a given spectrum, but a goodness-of-fit between the observed spectrum and the predicted one for a given set of parameters. Moreover, they allow us to obtain the full posterior distribution over the astrophysical parameters space once a noise model is assumed. This can be used for novelty detection and quality assessment.

qPIPSA: Relating enzymatic kinetic parameters and interaction fields

PubMed Central

Gabdoulline, Razif R; Stein, Matthias; Wade, Rebecca C

2007-01-01

Background The simulation of metabolic networks in quantitative systems biology requires the assignment of enzymatic kinetic parameters. Experimentally determined values are often not available and therefore computational methods to estimate these parameters are needed. It is possible to use the three-dimensional structure of an enzyme to perform simulations of a reaction and derive kinetic parameters. However, this is computationally demanding and requires detailed knowledge of the enzyme mechanism. We have therefore sought to develop a general, simple and computationally efficient procedure to relate protein structural information to enzymatic kinetic parameters that allows consistency between the kinetic and structural information to be checked and estimation of kinetic constants for structurally and mechanistically similar enzymes. Results We describe qPIPSA: quantitative Protein Interaction Property Similarity Analysis. In this analysis, molecular interaction fields, for example, electrostatic potentials, are computed from the enzyme structures. Differences in molecular interaction fields between enzymes are then related to the ratios of their kinetic parameters. This procedure can be used to estimate unknown kinetic parameters when enzyme structural information is available and kinetic parameters have been measured for related enzymes or were obtained under different conditions. The detailed interaction of the enzyme with substrate or cofactors is not modeled and is assumed to be similar for all the proteins compared. The protein structure modeling protocol employed ensures that differences between models reflect genuine differences between the protein sequences, rather than random fluctuations in protein structure. Conclusion Provided that the experimental conditions and the protein structural models refer to the same protein state or conformation, correlations between interaction fields and kinetic parameters can be established for sets of related enzymes. Outliers may arise due to variation in the importance of different contributions to the kinetic parameters, such as protein stability and conformational changes. The qPIPSA approach can assist in the validation as well as estimation of kinetic parameters, and provide insights into enzyme mechanism. PMID:17919319

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.

Integrating models to investigate critical phenological overlaps in complex ecological interactions: the mountain pine beetle-fungus symbiosis.

PubMed

Addison, Audrey; Powell, James A; Bentz, Barbara J; Six, Diana L

2015-03-07

The fates of individual species are often tied to synchronization of phenology, however, few methods have been developed for integrating phenological models involving linked species. In this paper, we focus on mountain pine beetle (MPB, Dendroctonus ponderosae) and its two obligate mutualistic fungi, Grosmannia clavigera and Ophiostoma montium. Growth rates of all three partners are driven by temperature, and their idiosyncratic responses affect interactions at important life stage junctures. One critical phase for MPB-fungus symbiosis occurs just before dispersal of teneral (new) adult beetles, when fungi are acquired and transported in specialized structures (mycangia). Before dispersal, fungi must capture sufficient spatial resources within the tree to ensure contact with teneral adults and get packed into mycangia. Mycangial packing occurs at an unknown time during teneral feeding. We adapt thermal models predicting fungal growth and beetle development to predict overlap between the competing fungi and MPB teneral adult feeding windows and emergence. We consider a spectrum of mycangial packing strategies and describe them in terms of explicit functions with unknown parameters. Rates of growth are fixed by laboratory data, the unknown parameters describing various packing strategies, as well as the degree to which mycangial growth is slowed in woody tissues as compared to agar, are determined by maximum likelihood and two years of field observations. At the field location used, the most likely fungus acquisition strategy for MPB was packing mycangia just prior to emergence. Estimated model parameters suggested large differences in the relative growth rates of the two fungi in trees at the study site, with the most likely model estimating that G. clavigera grew approximately twenty-five times faster than O. montium under the bark, which is completely unexpected in comparison with observed fungal growth on agar. Copyright © 2014 Elsevier Ltd. All rights reserved.

A LEAST ABSOLUTE SHRINKAGE AND SELECTION OPERATOR (LASSO) FOR NONLINEAR SYSTEM IDENTIFICATION

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Lofberg, Johan; Brenner, Martin J.

2006-01-01

Identification of parametric nonlinear models involves estimating unknown parameters and detecting its underlying structure. Structure computation is concerned with selecting a subset of parameters to give a parsimonious description of the system which may afford greater insight into the functionality of the system or a simpler controller design. In this study, a least absolute shrinkage and selection operator (LASSO) technique is investigated for computing efficient model descriptions of nonlinear systems. The LASSO minimises the residual sum of squares by the addition of a 1 penalty term on the parameter vector of the traditional 2 minimisation problem. Its use for structure detection is a natural extension of this constrained minimisation approach to pseudolinear regression problems which produces some model parameters that are exactly zero and, therefore, yields a parsimonious system description. The performance of this LASSO structure detection method was evaluated by using it to estimate the structure of a nonlinear polynomial model. Applicability of the method to more complex systems such as those encountered in aerospace applications was shown by identifying a parsimonious system description of the F/A-18 Active Aeroelastic Wing using flight test data.

Using partially labeled data for normal mixture identification with application to class definition

NASA Technical Reports Server (NTRS)

Shahshahani, Behzad M.; Landgrebe, David A.

1992-01-01

The problem of estimating the parameters of a normal mixture density when, in addition to the unlabeled samples, sets of partially labeled samples are available is addressed. The density of the multidimensional feature space is modeled with a normal mixture. It is assumed that the set of components of the mixture can be partitioned into several classes and that training samples are available from each class. Since for any training sample the class of origin is known but the exact component of origin within the corresponding class is unknown, the training samples as considered to be partially labeled. The EM iterative equations are derived for estimating the parameters of the normal mixture in the presence of partially labeled samples. These equations can be used to combine the supervised and nonsupervised learning processes.

Calibration and LOD/LOQ estimation of a chemiluminescent hybridization assay for residual DNA in recombinant protein drugs expressed in E. coli using a four-parameter logistic model.

PubMed

Lee, K R; Dipaolo, B; Ji, X

2000-06-01

Calibration is the process of fitting a model based on reference data points (x, y), then using the model to estimate an unknown x based on a new measured response, y. In DNA assay, x is the concentration, and y is the measured signal volume. A four-parameter logistic model was used frequently for calibration of immunoassay when the response is optical density for enzyme-linked immunosorbent assay (ELISA) or adjusted radioactivity count for radioimmunoassay (RIA). Here, it is shown that the same model or a linearized version of the curve are equally useful for the calibration of a chemiluminescent hybridization assay for residual DNA in recombinant protein drugs and calculation of performance measures of the assay.

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

Spycher, Nicolas; Peiffer, Loic; Finsterle, Stefan

GeoT implements the multicomponent geothermometry method developed by Reed and Spycher (1984, Geochim. Cosmichim. Acta 46 513–528) into a stand-alone computer program, to ease the application of this method and to improve the prediction of geothermal reservoir temperatures using full and integrated chemical analyses of geothermal fluids. Reservoir temperatures are estimated from statistical analyses of mineral saturation indices computed as a function of temperature. The reconstruction of the deep geothermal fluid compositions, and geothermometry computations, are all implemented into the same computer program, allowing unknown or poorly constrained input parameters to be estimated by numerical optimization using existing parameter estimationmore » software, such as iTOUGH2, PEST, or UCODE. This integrated geothermometry approach presents advantages over classical geothermometers for fluids that have not fully equilibrated with reservoir minerals and/or that have been subject to processes such as dilution and gas loss.« less

Analysis of Air Traffic Track Data with the AutoBayes Synthesis System

NASA Technical Reports Server (NTRS)

Schumann, Johann Martin Philip; Cate, Karen; Lee, Alan G.

2010-01-01

The Next Generation Air Traffic System (NGATS) is aiming to provide substantial computer support for the air traffic controllers. Algorithms for the accurate prediction of aircraft movements are of central importance for such software systems but trajectory prediction has to work reliably in the presence of unknown parameters and uncertainties. We are using the AutoBayes program synthesis system to generate customized data analysis algorithms that process large sets of aircraft radar track data in order to estimate parameters and uncertainties. In this paper, we present, how the tasks of finding structure in track data, estimation of important parameters in climb trajectories, and the detection of continuous descent approaches can be accomplished with compact task-specific AutoBayes specifications. We present an overview of the AutoBayes architecture and describe, how its schema-based approach generates customized analysis algorithms, documented C/C++ code, and detailed mathematical derivations. Results of experiments with actual air traffic control data are discussed.

Orbit Determination and Maneuver Detection Using Event Representation with Thrust-Fourier-Coefficients

NASA Astrophysics Data System (ADS)

Lubey, D.; Ko, H.; Scheeres, D.

The classical orbit determination (OD) method of dealing with unknown maneuvers is to restart the OD process with post-maneuver observations. However, it is also possible to continue the OD process through such unknown maneuvers by representing those unknown maneuvers with an appropriate event representation. It has been shown in previous work (Ko & Scheeres, JGCD 2014) that any maneuver performed by a satellite transitioning between two arbitrary orbital states can be represented as an equivalent maneuver connecting those two states using Thrust-Fourier-Coefficients (TFCs). Event representation using TFCs rigorously provides a unique control law that can generate the desired secular behavior for a given unknown maneuver. This paper presents applications of this representation approach to orbit prediction and maneuver detection problem across unknown maneuvers. The TFCs are appended to a sequential filter as an adjoint state to compensate unknown perturbing accelerations and the modified filter estimates the satellite state and thrust coefficients by processing OD across the time of an unknown maneuver. This modified sequential filter with TFCs is capable of fitting tracking data and maintaining an OD solution in the presence of unknown maneuvers. Also, the modified filter is found effective in detecting a sudden change in TFC values which indicates a maneuver. In order to illustrate that the event representation approach with TFCs is robust and sufficiently general to be easily adjustable, different types of measurement data are processed with the filter in a realistic LEO setting. Further, cases with mis-modeling of non-gravitational force are included in our study to verify the versatility and efficiency of our presented algorithm. Simulation results show that the modified sequential filter with TFCs can detect and estimate the orbit and thrust parameters in the presence of unknown maneuvers with or without measurement data during maneuvers. With no measurement data during maneuvers, the modified filter with TFCs uses an existing pre-maneuver orbit solution to compute a post-maneuver orbit solution by forcing TFCs to compensate for an unknown maneuver. With observation data available during maneuvers, maneuver start time and stop time is determined

Astrocytic tracer dynamics estimated from [1-¹¹C]-acetate PET measurements.

PubMed

Arnold, Andrea; Calvetti, Daniela; Gjedde, Albert; Iversen, Peter; Somersalo, Erkki

2015-12-01

We address the problem of estimating the unknown parameters of a model of tracer kinetics from sequences of positron emission tomography (PET) scan data using a statistical sequential algorithm for the inference of magnitudes of dynamic parameters. The method, based on Bayesian statistical inference, is a modification of a recently proposed particle filtering and sequential Monte Carlo algorithm, where instead of preassigning the accuracy in the propagation of each particle, we fix the time step and account for the numerical errors in the innovation term. We apply the algorithm to PET images of [1-¹¹C]-acetate-derived tracer accumulation, estimating the transport rates in a three-compartment model of astrocytic uptake and metabolism of the tracer for a cohort of 18 volunteers from 3 groups, corresponding to healthy control individuals, cirrhotic liver and hepatic encephalopathy patients. The distribution of the parameters for the individuals and for the groups presented within the Bayesian framework support the hypothesis that the parameters for the hepatic encephalopathy group follow a significantly different distribution than the other two groups. The biological implications of the findings are also discussed. © The Authors 2014. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Near real-time estimation of ionosphere vertical total electron content from GNSS satellites using B-splines in a Kalman filter

NASA Astrophysics Data System (ADS)

Erdogan, Eren; Schmidt, Michael; Seitz, Florian; Durmaz, Murat

2017-02-01

Although the number of terrestrial global navigation satellite system (GNSS) receivers supported by the International GNSS Service (IGS) is rapidly growing, the worldwide rather inhomogeneously distributed observation sites do not allow the generation of high-resolution global ionosphere products. Conversely, with the regionally enormous increase in highly precise GNSS data, the demands on (near) real-time ionosphere products, necessary in many applications such as navigation, are growing very fast. Consequently, many analysis centers accepted the responsibility of generating such products. In this regard, the primary objective of our work is to develop a near real-time processing framework for the estimation of the vertical total electron content (VTEC) of the ionosphere using proper models that are capable of a global representation adapted to the real data distribution. The global VTEC representation developed in this work is based on a series expansion in terms of compactly supported B-spline functions, which allow for an appropriate handling of the heterogeneous data distribution, including data gaps. The corresponding series coefficients and additional parameters such as differential code biases of the GNSS satellites and receivers constitute the set of unknown parameters. The Kalman filter (KF), as a popular recursive estimator, allows processing of the data immediately after acquisition and paves the way of sequential (near) real-time estimation of the unknown parameters. To exploit the advantages of the chosen data representation and the estimation procedure, the B-spline model is incorporated into the KF under the consideration of necessary constraints. Based on a preprocessing strategy, the developed approach utilizes hourly batches of GPS and GLONASS observations provided by the IGS data centers with a latency of 1 h in its current realization. Two methods for validation of the results are performed, namely the self consistency analysis and a comparison with Jason-2 altimetry data. The highly promising validation results allow the conclusion that under the investigated conditions our derived near real-time product is of the same accuracy level as the so-called final post-processed products provided by the IGS with a latency of several days or even weeks.

LS-APC v1.0: a tuning-free method for the linear inverse problem and its application to source-term determination

NASA Astrophysics Data System (ADS)

Tichý, Ondřej; Šmídl, Václav; Hofman, Radek; Stohl, Andreas

2016-11-01

Estimation of pollutant releases into the atmosphere is an important problem in the environmental sciences. It is typically formalized as an inverse problem using a linear model that can explain observable quantities (e.g., concentrations or deposition values) as a product of the source-receptor sensitivity (SRS) matrix obtained from an atmospheric transport model multiplied by the unknown source-term vector. Since this problem is typically ill-posed, current state-of-the-art methods are based on regularization of the problem and solution of a formulated optimization problem. This procedure depends on manual settings of uncertainties that are often very poorly quantified, effectively making them tuning parameters. We formulate a probabilistic model, that has the same maximum likelihood solution as the conventional method using pre-specified uncertainties. Replacement of the maximum likelihood solution by full Bayesian estimation also allows estimation of all tuning parameters from the measurements. The estimation procedure is based on the variational Bayes approximation which is evaluated by an iterative algorithm. The resulting method is thus very similar to the conventional approach, but with the possibility to also estimate all tuning parameters from the observations. The proposed algorithm is tested and compared with the standard methods on data from the European Tracer Experiment (ETEX) where advantages of the new method are demonstrated. A MATLAB implementation of the proposed algorithm is available for download.

A Robust Deconvolution Method based on Transdimensional Hierarchical Bayesian Inference

NASA Astrophysics Data System (ADS)

Kolb, J.; Lekic, V.

2012-12-01

Analysis of P-S and S-P conversions allows us to map receiver side crustal and lithospheric structure. This analysis often involves deconvolution of the parent wave field from the scattered wave field as a means of suppressing source-side complexity. A variety of deconvolution techniques exist including damped spectral division, Wiener filtering, iterative time-domain deconvolution, and the multitaper method. All of these techniques require estimates of noise characteristics as input parameters. We present a deconvolution method based on transdimensional Hierarchical Bayesian inference in which both noise magnitude and noise correlation are used as parameters in calculating the likelihood probability distribution. Because the noise for P-S and S-P conversion analysis in terms of receiver functions is a combination of both background noise - which is relatively easy to characterize - and signal-generated noise - which is much more difficult to quantify - we treat measurement errors as an known quantity, characterized by a probability density function whose mean and variance are model parameters. This transdimensional Hierarchical Bayesian approach has been successfully used previously in the inversion of receiver functions in terms of shear and compressional wave speeds of an unknown number of layers [1]. In our method we used a Markov chain Monte Carlo (MCMC) algorithm to find the receiver function that best fits the data while accurately assessing the noise parameters. In order to parameterize the receiver function we model the receiver function as an unknown number of Gaussians of unknown amplitude and width. The algorithm takes multiple steps before calculating the acceptance probability of a new model, in order to avoid getting trapped in local misfit minima. Using both observed and synthetic data, we show that the MCMC deconvolution method can accurately obtain a receiver function as well as an estimate of the noise parameters given the parent and daughter components. Furthermore, we demonstrate that this new approach is far less susceptible to generating spurious features even at high noise levels. Finally, the method yields not only the most-likely receiver function, but also quantifies its full uncertainty. [1] Bodin, T., M. Sambridge, H. Tkalčić, P. Arroucau, K. Gallagher, and N. Rawlinson (2012), Transdimensional inversion of receiver functions and surface wave dispersion, J. Geophys. Res., 117, B02301

Restoration of recto-verso colour documents using correlated component analysis

NASA Astrophysics Data System (ADS)

Tonazzini, Anna; Bedini, Luigi

2013-12-01

In this article, we consider the problem of removing see-through interferences from pairs of recto-verso documents acquired either in grayscale or RGB modality. The see-through effect is a typical degradation of historical and archival documents or manuscripts, and is caused by transparency or seeping of ink from the reverse side of the page. We formulate the problem as one of separating two individual texts, overlapped in the recto and verso maps of the colour channels through a linear convolutional mixing operator, where the mixing coefficients are unknown, while the blur kernels are assumed known a priori or estimated off-line. We exploit statistical techniques of blind source separation to estimate both the unknown model parameters and the ideal, uncorrupted images of the two document sides. We show that recently proposed correlated component analysis techniques overcome the already satisfactory performance of independent component analysis techniques and colour decorrelation, when the two texts are even sensibly correlated.

zBEAMS: a unified solution for supernova cosmology with redshift uncertainties

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

Roberts, Ethan; Lochner, Michelle; Bassett, Bruce A.

Supernova cosmology without spectra will be an important component of future surveys such as LSST. This lack of supernova spectra results in uncertainty in the redshifts which, if ignored, leads to significantly biased estimates of cosmological parameters. Here we present a hierarchical Bayesian formalism— zBEAMS—that addresses this problem by marginalising over the unknown or uncertain supernova redshifts to produce unbiased cosmological estimates that are competitive with supernova data with spectroscopically confirmed redshifts. zBEAMS provides a unified treatment of both photometric redshifts and host galaxy misidentification (occurring due to chance galaxy alignments or faint hosts), effectively correcting the inevitable contamination inmore » the Hubble diagram. Like its predecessor BEAMS, our formalism also takes care of non-Ia supernova contamination by marginalising over the unknown supernova type. We illustrate this technique with simulations of supernovae with photometric redshifts and host galaxy misidentification. A novel feature of the photometric redshift case is the important role played by the redshift distribution of the supernovae.« less

Dual adaptive dynamic control of mobile robots using neural networks.

PubMed

Bugeja, Marvin K; Fabri, Simon G; Camilleri, Liberato

2009-02-01

This paper proposes two novel dual adaptive neural control schemes for the dynamic control of nonholonomic mobile robots. The two schemes are developed in discrete time, and the robot's nonlinear dynamic functions are assumed to be unknown. Gaussian radial basis function and sigmoidal multilayer perceptron neural networks are used for function approximation. In each scheme, the unknown network parameters are estimated stochastically in real time, and no preliminary offline neural network training is used. In contrast to other adaptive techniques hitherto proposed in the literature on mobile robots, the dual control laws presented in this paper do not rely on the heuristic certainty equivalence property but account for the uncertainty in the estimates. This results in a major improvement in tracking performance, despite the plant uncertainty and unmodeled dynamics. Monte Carlo simulation and statistical hypothesis testing are used to illustrate the effectiveness of the two proposed stochastic controllers as applied to the trajectory-tracking problem of a differentially driven wheeled mobile robot.

Genetic Parameter Estimates for Metabolizing Two Common Pharmaceuticals in Swine.

PubMed

Howard, Jeremy T; Ashwell, Melissa S; Baynes, Ronald E; Brooks, James D; Yeatts, James L; Maltecca, Christian

2018-01-01

In livestock, the regulation of drugs used to treat livestock has received increased attention and it is currently unknown how much of the phenotypic variation in drug metabolism is due to the genetics of an animal. Therefore, the objective of the study was to determine the amount of phenotypic variation in fenbendazole and flunixin meglumine drug metabolism due to genetics. The population consisted of crossbred female and castrated male nursery pigs ( n = 198) that were sired by boars represented by four breeds. The animals were spread across nine batches. Drugs were administered intravenously and blood collected a minimum of 10 times over a 48 h period. Genetic parameters for the parent drug and metabolite concentration within each drug were estimated based on pharmacokinetics (PK) parameters or concentrations across time utilizing a random regression model. The PK parameters were estimated using a non-compartmental analysis. The PK model included fixed effects of sex and breed of sire along with random sire and batch effects. The random regression model utilized Legendre polynomials and included a fixed population concentration curve, sex, and breed of sire effects along with a random sire deviation from the population curve and batch effect. The sire effect included the intercept for all models except for the fenbendazole metabolite (i.e., intercept and slope). The mean heritability across PK parameters for the fenbendazole and flunixin meglumine parent drug (metabolite) was 0.15 (0.18) and 0.31 (0.40), respectively. For the parent drug (metabolite), the mean heritability across time was 0.27 (0.60) and 0.14 (0.44) for fenbendazole and flunixin meglumine, respectively. The errors surrounding the heritability estimates for the random regression model were smaller compared to estimates obtained from PK parameters. Across both the PK and plasma drug concentration across model, a moderate heritability was estimated. The model that utilized the plasma drug concentration across time resulted in estimates with a smaller standard error compared to models that utilized PK parameters. The current study found a low to moderate proportion of the phenotypic variation in metabolizing fenbendazole and flunixin meglumine that was explained by genetics in the current study.

Genetic Parameter Estimates for Metabolizing Two Common Pharmaceuticals in Swine

PubMed Central

Howard, Jeremy T.; Ashwell, Melissa S.; Baynes, Ronald E.; Brooks, James D.; Yeatts, James L.; Maltecca, Christian

2018-01-01

In livestock, the regulation of drugs used to treat livestock has received increased attention and it is currently unknown how much of the phenotypic variation in drug metabolism is due to the genetics of an animal. Therefore, the objective of the study was to determine the amount of phenotypic variation in fenbendazole and flunixin meglumine drug metabolism due to genetics. The population consisted of crossbred female and castrated male nursery pigs (n = 198) that were sired by boars represented by four breeds. The animals were spread across nine batches. Drugs were administered intravenously and blood collected a minimum of 10 times over a 48 h period. Genetic parameters for the parent drug and metabolite concentration within each drug were estimated based on pharmacokinetics (PK) parameters or concentrations across time utilizing a random regression model. The PK parameters were estimated using a non-compartmental analysis. The PK model included fixed effects of sex and breed of sire along with random sire and batch effects. The random regression model utilized Legendre polynomials and included a fixed population concentration curve, sex, and breed of sire effects along with a random sire deviation from the population curve and batch effect. The sire effect included the intercept for all models except for the fenbendazole metabolite (i.e., intercept and slope). The mean heritability across PK parameters for the fenbendazole and flunixin meglumine parent drug (metabolite) was 0.15 (0.18) and 0.31 (0.40), respectively. For the parent drug (metabolite), the mean heritability across time was 0.27 (0.60) and 0.14 (0.44) for fenbendazole and flunixin meglumine, respectively. The errors surrounding the heritability estimates for the random regression model were smaller compared to estimates obtained from PK parameters. Across both the PK and plasma drug concentration across model, a moderate heritability was estimated. The model that utilized the plasma drug concentration across time resulted in estimates with a smaller standard error compared to models that utilized PK parameters. The current study found a low to moderate proportion of the phenotypic variation in metabolizing fenbendazole and flunixin meglumine that was explained by genetics in the current study. PMID:29487615

LFlGRB: Luminosity function of long gamma-ray bursts

NASA Astrophysics Data System (ADS)

Paul, Debdutta

2018-04-01

LFlGRB models the luminosity function (LF) of long Gamma Ray Bursts (lGRBs) by using a sample of Swift and Fermi lGRBs to re-derive the parameters of the Yonetoku correlation and self-consistently estimate pseudo-redshifts of all the bursts with unknown redshifts. The GRB formation rate is modeled as the product of the cosmic star formation rate and a GRB formation efficiency for a given stellar mass.

A genetic analysis of post-weaning feedlot performance and profitability in Bonsmara cattle.

PubMed

van der Westhuizen, R R; van der Westhuizen, J; Schoeman, S J

2009-02-25

The aim of this study was to identify factors influencing profitability in a feedlot environment and to estimate genetic parameters for and between a feedlot profit function and productive traits measured in growth tests. The heritability estimate of 0.36 for feedlot profitability shows that this trait is genetically inherited and that it can be selected for. The genetic correlations between feedlot profitability and production and efficiency varied from negligible to high. The genetic correlation estimate of -0.92 between feed conversion ratio and feedlot profitability is largely due to the part-whole relationship between these two traits. Consequently, a multiple regression equation was developed to estimate a feed intake value for all performance-tested Bonsmara bulls, which were group fed and whose feed intakes were unknown. These predicted feed intake values enabled the calculation of a post-weaning growth or feedlot profitability value for all tested bulls, even where individual feed intakes were unknown. Subsequently, a feedlot profitability value for each bull was calculated in a favorable economic environment, an average economic environment and in an unfavorable economic environment. The high Pearson and Spearman correlations between the estimate breeding values based on the average economic environment and the other two environments suggested that the average economic environment could be used to calculate estimate breeding values for feedlot profitability. It is therefore not necessary to change the carcass, weaned calf or feed price on a regular basis to allow for possible re-rankings based on estimate breeding values.

PARTICLE FILTERING WITH SEQUENTIAL PARAMETER LEARNING FOR NONLINEAR BOLD fMRI SIGNALS.

PubMed

Xia, Jing; Wang, Michelle Yongmei

Analyzing the blood oxygenation level dependent (BOLD) effect in the functional magnetic resonance imaging (fMRI) is typically based on recent ground-breaking time series analysis techniques. This work represents a significant improvement over existing approaches to system identification using nonlinear hemodynamic models. It is important for three reasons. First, instead of using linearized approximations of the dynamics, we present a nonlinear filtering based on the sequential Monte Carlo method to capture the inherent nonlinearities in the physiological system. Second, we simultaneously estimate the hidden physiological states and the system parameters through particle filtering with sequential parameter learning to fully take advantage of the dynamic information of the BOLD signals. Third, during the unknown static parameter learning, we employ the low-dimensional sufficient statistics for efficiency and avoiding potential degeneration of the parameters. The performance of the proposed method is validated using both the simulated data and real BOLD fMRI data.

On selecting a prior for the precision parameter of Dirichlet process mixture models

USGS Publications Warehouse

Dorazio, R.M.

2009-01-01

In hierarchical mixture models the Dirichlet process is used to specify latent patterns of heterogeneity, particularly when the distribution of latent parameters is thought to be clustered (multimodal). The parameters of a Dirichlet process include a precision parameter ?? and a base probability measure G0. In problems where ?? is unknown and must be estimated, inferences about the level of clustering can be sensitive to the choice of prior assumed for ??. In this paper an approach is developed for computing a prior for the precision parameter ?? that can be used in the presence or absence of prior information about the level of clustering. This approach is illustrated in an analysis of counts of stream fishes. The results of this fully Bayesian analysis are compared with an empirical Bayes analysis of the same data and with a Bayesian analysis based on an alternative commonly used prior.

Reconstruction of Atmospheric Tracer Releases with Optimal Resolution Features: Concentration Data Assimilation

NASA Astrophysics Data System (ADS)

Singh, Sarvesh Kumar; Turbelin, Gregory; Issartel, Jean-Pierre; Kumar, Pramod; Feiz, Amir Ali

2015-04-01

The fast growing urbanization, industrialization and military developments increase the risk towards the human environment and ecology. This is realized in several past mortality incidents, for instance, Chernobyl nuclear explosion (Ukraine), Bhopal gas leak (India), Fukushima-Daichi radionuclide release (Japan), etc. To reduce the threat and exposure to the hazardous contaminants, a fast and preliminary identification of unknown releases is required by the responsible authorities for the emergency preparedness and air quality analysis. Often, an early detection of such contaminants is pursued by a distributed sensor network. However, identifying the origin and strength of unknown releases following the sensor reported concentrations is a challenging task. This requires an optimal strategy to integrate the measured concentrations with the predictions given by the atmospheric dispersion models. This is an inverse problem. The measured concentrations are insufficient and atmospheric dispersion models suffer from inaccuracy due to the lack of process understanding, turbulence uncertainties, etc. These lead to a loss of information in the reconstruction process and thus, affect the resolution, stability and uniqueness of the retrieved source. An additional well known issue is the numerical artifact arisen at the measurement locations due to the strong concentration gradient and dissipative nature of the concentration. Thus, assimilation techniques are desired which can lead to an optimal retrieval of the unknown releases. In general, this is facilitated within the Bayesian inference and optimization framework with a suitable choice of a priori information, regularization constraints, measurement and background error statistics. An inversion technique is introduced here for an optimal reconstruction of unknown releases using limited concentration measurements. This is based on adjoint representation of the source-receptor relationship and utilization of a weight function which exhibits a priori information about the unknown releases apparent to the monitoring network. The properties of the weight function provide an optimal data resolution and model resolution to the retrieved source estimates. The retrieved source estimates are proved theoretically to be stable against the random measurement errors and their reliability can be interpreted in terms of the distribution of the weight functions. Further, the same framework can be extended for the identification of the point type releases by utilizing the maximum of the retrieved source estimates. The inversion technique has been evaluated with the several diffusion experiments, like, Idaho low wind diffusion experiment (1974), IIT Delhi tracer experiment (1991), European Tracer Experiment (1994), Fusion Field Trials (2007), etc. In case of point release experiments, the source parameters are mostly retrieved close to the true source parameters with least error. Primarily, the proposed technique overcomes two major difficulties incurred in the source reconstruction: (i) The initialization of the source parameters as required by the optimization based techniques. The converged solution depends on their initialization. (ii) The statistical knowledge about the measurement and background errors as required by the Bayesian inference based techniques. These are hypothetically assumed in case of no prior knowledge.

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

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1993-01-01

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

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

PubMed

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

Digital Detection and Processing of Multiple Quadrature Harmonics for EPR Spectroscopy

PubMed Central

Ahmad, R.; Som, S.; Kesselring, E.; Kuppusamy, P.; Zweier, J.L.; Potter, L.C.

2010-01-01

A quadrature digital receiver and associated signal estimation procedure are reported for L-band electron paramagnetic resonance (EPR) spectroscopy. The approach provides simultaneous acquisition and joint processing of multiple harmonics in both in-phase and out-of-phase channels. The digital receiver, based on a high-speed dual-channel analog-to-digital converter, allows direct digital down-conversion with heterodyne processing using digital capture of the microwave reference signal. Thus, the receiver avoids noise and nonlinearity associated with analog mixers. Also, the architecture allows for low-Q anti-alias filtering and does not require the sampling frequency to be time-locked to the microwave reference. A noise model applicable for arbitrary contributions of oscillator phase noise is presented, and a corresponding maximum-likelihood estimator of unknown parameters is also reported. The signal processing is applicable for Lorentzian lineshape under nonsaturating conditions. The estimation is carried out using a convergent iterative algorithm capable of jointly processing the in-phase and out-of-phase data in the presence of phase noise and unknown microwave phase. Cramér-Rao bound analysis and simulation results demonstrate a significant reduction in linewidth estimation error using quadrature detection, for both low and high values of phase noise. EPR spectroscopic data are also reported for illustration. PMID:20971667

Digital detection and processing of multiple quadrature harmonics for EPR spectroscopy.

PubMed

Ahmad, R; Som, S; Kesselring, E; Kuppusamy, P; Zweier, J L; Potter, L C

2010-12-01

A quadrature digital receiver and associated signal estimation procedure are reported for L-band electron paramagnetic resonance (EPR) spectroscopy. The approach provides simultaneous acquisition and joint processing of multiple harmonics in both in-phase and out-of-phase channels. The digital receiver, based on a high-speed dual-channel analog-to-digital converter, allows direct digital down-conversion with heterodyne processing using digital capture of the microwave reference signal. Thus, the receiver avoids noise and nonlinearity associated with analog mixers. Also, the architecture allows for low-Q anti-alias filtering and does not require the sampling frequency to be time-locked to the microwave reference. A noise model applicable for arbitrary contributions of oscillator phase noise is presented, and a corresponding maximum-likelihood estimator of unknown parameters is also reported. The signal processing is applicable for Lorentzian lineshape under nonsaturating conditions. The estimation is carried out using a convergent iterative algorithm capable of jointly processing the in-phase and out-of-phase data in the presence of phase noise and unknown microwave phase. Cramér-Rao bound analysis and simulation results demonstrate a significant reduction in linewidth estimation error using quadrature detection, for both low and high values of phase noise. EPR spectroscopic data are also reported for illustration. Copyright © 2010 Elsevier Inc. All rights reserved.

A Simulation Study Comparison of Bayesian Estimation with Conventional Methods for Estimating Unknown Change Points

ERIC Educational Resources Information Center

Wang, Lijuan; McArdle, John J.

2008-01-01

The main purpose of this research is to evaluate the performance of a Bayesian approach for estimating unknown change points using Monte Carlo simulations. The univariate and bivariate unknown change point mixed models were presented and the basic idea of the Bayesian approach for estimating the models was discussed. The performance of Bayesian…

Marginal estimator for the aberrations of a space telescope by phase diversity

NASA Astrophysics Data System (ADS)

Blanc, Amandine; Mugnier, Laurent; Idier, Jérôme

2017-11-01

In this communication, we propose a novel method for estimating the aberrations of a space telescope from phase diversity data. The images recorded by such a telescope can be degraded by optical aberrations due to design, fabrication or misalignments. Phase diversity is a technique that allows the estimation of aberrations. The only estimator found in the relevant literature is based on a joint estimation of the aberrated phase and the observed object. We recall this approach and study the behavior of this joint estimator by means of simulations. We propose a novel marginal estimator of the sole phase. it is obtained by integrating the observed object out of the problem; indeed, this object is a nuisance parameter in our problem. This reduces drastically the number of unknown and provides better asymptotic properties. This estimator is implemented and its properties are validated by simulation. its performance is equal or even better than that of the joint estimator for the same computing cost.

A Bayesian approach for parameter estimation and prediction using a computationally intensive model

DOE PAGES

Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...

2015-02-05

Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less

Identification of cloud fields by the nonparametric algorithm of pattern recognition from normalized video data recorded with the AVHRR instrument

NASA Astrophysics Data System (ADS)

Protasov, Konstantin T.; Pushkareva, Tatyana Y.; Artamonov, Evgeny S.

2002-02-01

The problem of cloud field recognition from the NOAA satellite data is urgent for solving not only meteorological problems but also for resource-ecological monitoring of the Earth's underlying surface associated with the detection of thunderstorm clouds, estimation of the liquid water content of clouds and the moisture of the soil, the degree of fire hazard, etc. To solve these problems, we used the AVHRR/NOAA video data that regularly displayed the situation in the territory. The complexity and extremely nonstationary character of problems to be solved call for the use of information of all spectral channels, mathematical apparatus of testing statistical hypotheses, and methods of pattern recognition and identification of the informative parameters. For a class of detection and pattern recognition problems, the average risk functional is a natural criterion for the quality and the information content of the synthesized decision rules. In this case, to solve efficiently the problem of identifying cloud field types, the informative parameters must be determined by minimization of this functional. Since the conditional probability density functions, representing mathematical models of stochastic patterns, are unknown, the problem of nonparametric reconstruction of distributions from the leaning samples arises. To this end, we used nonparametric estimates of distributions with the modified Epanechnikov kernel. The unknown parameters of these distributions were determined by minimization of the risk functional, which for the learning sample was substituted by the empirical risk. After the conditional probability density functions had been reconstructed for the examined hypotheses, a cloudiness type was identified using the Bayes decision rule.

On the issues of probability distribution of GPS carrier phase observations

NASA Astrophysics Data System (ADS)

Luo, X.; Mayer, M.; Heck, B.

2009-04-01

In common practice the observables related to Global Positioning System (GPS) are assumed to follow a Gauss-Laplace normal distribution. Actually, full knowledge of the observables' distribution is not required for parameter estimation by means of the least-squares algorithm based on the functional relation between observations and unknown parameters as well as the associated variance-covariance matrix. However, the probability distribution of GPS observations plays a key role in procedures for quality control (e.g. outlier and cycle slips detection, ambiguity resolution) and in reliability-related assessments of the estimation results. Under non-ideal observation conditions with respect to the factors impacting GPS data quality, for example multipath effects and atmospheric delays, the validity of the normal distribution postulate of GPS observations is in doubt. This paper presents a detailed analysis of the distribution properties of GPS carrier phase observations using double difference residuals. For this purpose 1-Hz observation data from the permanent SAPOS

Spatiotemporal Bayesian analysis of Lyme disease in New York state, 1990-2000.

PubMed

Chen, Haiyan; Stratton, Howard H; Caraco, Thomas B; White, Dennis J

2006-07-01

Mapping ordinarily increases our understanding of nontrivial spatial and temporal heterogeneities in disease rates. However, the large number of parameters required by the corresponding statistical models often complicates detailed analysis. This study investigates the feasibility of a fully Bayesian hierarchical regression approach to the problem and identifies how it outperforms two more popular methods: crude rate estimates (CRE) and empirical Bayes standardization (EBS). In particular, we apply a fully Bayesian approach to the spatiotemporal analysis of Lyme disease incidence in New York state for the period 1990-2000. These results are compared with those obtained by CRE and EBS in Chen et al. (2005). We show that the fully Bayesian regression model not only gives more reliable estimates of disease rates than the other two approaches but also allows for tractable models that can accommodate more numerous sources of variation and unknown parameters.

Multifrequency InSAR height reconstruction through maximum likelihood estimation of local planes parameters.

PubMed

Pascazio, Vito; Schirinzi, Gilda

2002-01-01

In this paper, a technique that is able to reconstruct highly sloped and discontinuous terrain height profiles, starting from multifrequency wrapped phase acquired by interferometric synthetic aperture radar (SAR) systems, is presented. We propose an innovative unwrapping method, based on a maximum likelihood estimation technique, which uses multifrequency independent phase data, obtained by filtering the interferometric SAR raw data pair through nonoverlapping band-pass filters, and approximating the unknown surface by means of local planes. Since the method does not exploit the phase gradient, it assures the uniqueness of the solution, even in the case of highly sloped or piecewise continuous elevation patterns with strong discontinuities.

An anti-disturbing real time pose estimation method and system

NASA Astrophysics Data System (ADS)

Zhou, Jian; Zhang, Xiao-hu

2011-08-01

Pose estimation relating two-dimensional (2D) images to three-dimensional (3D) rigid object need some known features to track. In practice, there are many algorithms which perform this task in high accuracy, but all of these algorithms suffer from features lost. This paper investigated the pose estimation when numbers of known features or even all of them were invisible. Firstly, known features were tracked to calculate pose in the current and the next image. Secondly, some unknown but good features to track were automatically detected in the current and the next image. Thirdly, those unknown features which were on the rigid and could match each other in the two images were retained. Because of the motion characteristic of the rigid object, the 3D information of those unknown features on the rigid could be solved by the rigid object's pose at the two moment and their 2D information in the two images except only two case: the first one was that both camera and object have no relative motion and camera parameter such as focus length, principle point, and etc. have no change at the two moment; the second one was that there was no shared scene or no matched feature in the two image. Finally, because those unknown features at the first time were known now, pose estimation could go on in the followed images in spite of the missing of known features in the beginning by repeating the process mentioned above. The robustness of pose estimation by different features detection algorithms such as Kanade-Lucas-Tomasi (KLT) feature, Scale Invariant Feature Transform (SIFT) and Speed Up Robust Feature (SURF) were compared and the compact of the different relative motion between camera and the rigid object were discussed in this paper. Graphic Processing Unit (GPU) parallel computing was also used to extract and to match hundreds of features for real time pose estimation which was hard to work on Central Processing Unit (CPU). Compared with other pose estimation methods, this new method can estimate pose between camera and object when part even all known features are lost, and has a quick response time benefit from GPU parallel computing. The method present here can be used widely in vision-guide techniques to strengthen its intelligence and generalization, which can also play an important role in autonomous navigation and positioning, robots fields at unknown environment. The results of simulation and experiments demonstrate that proposed method could suppress noise effectively, extracted features robustly, and achieve the real time need. Theory analysis and experiment shows the method is reasonable and efficient.

Adaptive Robust Output Feedback Control for a Marine Dynamic Positioning System Based on a High-Gain Observer.

PubMed

Du, Jialu; Hu, Xin; Liu, Hongbo; Chen, C L Philip

2015-11-01

This paper develops an adaptive robust output feedback control scheme for dynamically positioned ships with unavailable velocities and unknown dynamic parameters in an unknown time-variant disturbance environment. The controller is designed by incorporating the high-gain observer and radial basis function (RBF) neural networks in vectorial backstepping method. The high-gain observer provides the estimations of the ship position and heading as well as velocities. The RBF neural networks are employed to compensate for the uncertainties of ship dynamics. The adaptive laws incorporating a leakage term are designed to estimate the weights of RBF neural networks and the bounds of unknown time-variant environmental disturbances. In contrast to the existing results of dynamic positioning (DP) controllers, the proposed control scheme relies only on the ship position and heading measurements and does not require a priori knowledge of the ship dynamics and external disturbances. By means of Lyapunov functions, it is theoretically proved that our output feedback controller can control a ship's position and heading to the arbitrarily small neighborhood of the desired target values while guaranteeing that all signals in the closed-loop DP control system are uniformly ultimately bounded. Finally, simulations involving two ships are carried out, and simulation results demonstrate the effectiveness of the proposed control scheme.

Characterizability of metabolic pathway systems from time series data.

PubMed

Voit, Eberhard O

2013-12-01

Over the past decade, the biomathematical community has devoted substantial effort to the complicated challenge of estimating parameter values for biological systems models. An even more difficult issue is the characterization of functional forms for the processes that govern these systems. Most parameter estimation approaches tacitly assume that these forms are known or can be assumed with some validity. However, this assumption is not always true. The recently proposed method of Dynamic Flux Estimation (DFE) addresses this problem in a genuinely novel fashion for metabolic pathway systems. Specifically, DFE allows the characterization of fluxes within such systems through an analysis of metabolic time series data. Its main drawback is the fact that DFE can only directly be applied if the pathway system contains as many metabolites as unknown fluxes. This situation is unfortunately rare. To overcome this roadblock, earlier work in this field had proposed strategies for augmenting the set of unknown fluxes with independent kinetic information, which however is not always available. Employing Moore-Penrose pseudo-inverse methods of linear algebra, the present article discusses an approach for characterizing fluxes from metabolic time series data that is applicable even if the pathway system is underdetermined and contains more fluxes than metabolites. Intriguingly, this approach is independent of a specific modeling framework and unaffected by noise in the experimental time series data. The results reveal whether any fluxes may be characterized and, if so, which subset is characterizable. They also help with the identification of fluxes that, if they could be determined independently, would allow the application of DFE. Copyright © 2013 Elsevier Inc. All rights reserved.

Characterizability of Metabolic Pathway Systems from Time Series Data

PubMed Central

Voit, Eberhard O.

2013-01-01

Over the past decade, the biomathematical community has devoted substantial effort to the complicated challenge of estimating parameter values for biological systems models. An even more difficult issue is the characterization of functional forms for the processes that govern these systems. Most parameter estimation approaches tacitly assume that these forms are known or can be assumed with some validity. However, this assumption is not always true. The recently proposed method of Dynamic Flux Estimation (DFE) addresses this problem in a genuinely novel fashion for metabolic pathway systems. Specifically, DFE allows the characterization of fluxes within such systems through an analysis of metabolic time series data. Its main drawback is the fact that DFE can only directly be applied if the pathway system contains as many metabolites as unknown fluxes. This situation is unfortunately rare. To overcome this roadblock, earlier work in this field had proposed strategies for augmenting the set of unknown fluxes with independent kinetic information, which however is not always available. Employing Moore-Penrose pseudo-inverse methods of linear algebra, the present article discusses an approach for characterizing fluxes from metabolic time series data that is applicable even if the pathway system is underdetermined and contains more fluxes than metabolites. Intriguingly, this approach is independent of a specific modeling framework and unaffected by noise in the experimental time series data. The results reveal whether any fluxes may be characterized and, if so, which subset is characterizable. They also help with the identification of fluxes that, if they could be determined independently, would allow the application of DFE. PMID:23391489

Adaptive neural output-feedback control for nonstrict-feedback time-delay fractional-order systems with output constraints and actuator nonlinearities.

PubMed

Zouari, Farouk; Ibeas, Asier; Boulkroune, Abdesselem; Cao, Jinde; Mehdi Arefi, Mohammad

2018-06-01

This study addresses the issue of the adaptive output tracking control for a category of uncertain nonstrict-feedback delayed incommensurate fractional-order systems in the presence of nonaffine structures, unmeasured pseudo-states, unknown control directions, unknown actuator nonlinearities and output constraints. Firstly, the mean value theorem and the Gaussian error function are introduced to eliminate the difficulties that arise from the nonaffine structures and the unknown actuator nonlinearities, respectively. Secondly, the immeasurable tracking error variables are suitably estimated by constructing a fractional-order linear observer. Thirdly, the neural network, the Razumikhin Lemma, the variable separation approach, and the smooth Nussbaum-type function are used to deal with the uncertain nonlinear dynamics, the unknown time-varying delays, the nonstrict feedback and the unknown control directions, respectively. Fourthly, asymmetric barrier Lyapunov functions are employed to overcome the violation of the output constraints and to tune online the parameters of the adaptive neural controller. Through rigorous analysis, it is proved that the boundedness of all variables in the closed-loop system and the semi global asymptotic tracking are ensured without transgression of the constraints. The principal contributions of this study can be summarized as follows: (1) based on Caputo's definitions and new lemmas, methods concerning the controllability, observability and stability analysis of integer-order systems are extended to fractional-order ones, (2) the output tracking objective for a relatively large class of uncertain systems is achieved with a simple controller and less tuning parameters. Finally, computer-simulation studies from the robotic field are given to demonstrate the effectiveness of the proposed controller. Copyright © 2018 Elsevier Ltd. All rights reserved.

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Effect of precipitation spatial distribution uncertainty on the uncertainty bounds of a snowmelt runoff model output

NASA Astrophysics Data System (ADS)

Jacquin, A. P.

2012-04-01

This study analyses the effect of precipitation spatial distribution uncertainty on the uncertainty bounds of a snowmelt runoff model's discharge estimates. Prediction uncertainty bounds are derived using the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. The model analysed is a conceptual watershed model operating at a monthly time step. The model divides the catchment into five elevation zones, where the fifth zone corresponds to the catchment glaciers. Precipitation amounts at each elevation zone i are estimated as the product between observed precipitation (at a single station within the catchment) and a precipitation factor FPi. Thus, these factors provide a simplified representation of the spatial variation of precipitation, specifically the shape of the functional relationship between precipitation and height. In the absence of information about appropriate values of the precipitation factors FPi, these are estimated through standard calibration procedures. The catchment case study is Aconcagua River at Chacabuquito, located in the Andean region of Central Chile. Monte Carlo samples of the model output are obtained by randomly varying the model parameters within their feasible ranges. In the first experiment, the precipitation factors FPi are considered unknown and thus included in the sampling process. The total number of unknown parameters in this case is 16. In the second experiment, precipitation factors FPi are estimated a priori, by means of a long term water balance between observed discharge at the catchment outlet, evapotranspiration estimates and observed precipitation. In this case, the number of unknown parameters reduces to 11. The feasible ranges assigned to the precipitation factors in the first experiment are slightly wider than the range of fixed precipitation factors used in the second experiment. The mean squared error of the Box-Cox transformed discharge during the calibration period is used for the evaluation of the goodness of fit of the model realizations. GLUE-type uncertainty bounds during the verification period are derived at the probability levels p=85%, 90% and 95%. Results indicate that, as expected, prediction uncertainty bounds indeed change if precipitation factors FPi are estimated a priori rather than being allowed to vary, but that this change is not dramatic. Firstly, the width of the uncertainty bounds at the same probability level only slightly reduces compared to the case where precipitation factors are allowed to vary. Secondly, the ability to enclose the observations improves, but the decrease in the fraction of outliers is not significant. These results are probably due to the narrow range of variability allowed to the precipitation factors FPi in the first experiment, which implies that although they indicate the shape of the functional relationship between precipitation and height, the magnitude of precipitation estimates were mainly determined by the magnitude of the observations at the available raingauge. It is probable that the situation where no prior information is available on the realistic ranges of variation of the precipitation factors, and the inclusion of precipitation data uncertainty, would have led to a different conclusion. Acknowledgements: This research was funded by FONDECYT, Research Project 1110279.

Estimated harvesting on jellyfish in Sarawak

NASA Astrophysics Data System (ADS)

Bujang, Noriham; Hassan, Aimi Nuraida Ali

2017-04-01

There are three species of jellyfish recorded in Sarawak which are the Lobonema smithii (white jellyfish), Rhopilema esculenta (red jellyfish) and Mastigias papua. This study focused on two particular species which are L.smithii and R.esculenta. This study was done to estimate the highest carrying capacity and the population growth rate of both species by using logistic growth model. The maximum sustainable yield for the harvesting of this species was also determined. The unknown parameters in the logistic model were estimated using center finite different method. As for the results, it was found that the carrying capacity for L.smithii and R.esculenta were 4594.9246456819 tons and 5855.9894242086 tons respectively. Whereas, the population growth rate for both L.smithii and R.esculenta were estimated at 2.1800463754 and 1.144864086 respectively. Hence, the estimated maximum sustainable yield for harvesting for L.smithii and R.esculenta were 2504.2872047638 tons and 1676.0779949431 tons per year.

Error Estimation for the Linearized Auto-Localization Algorithm

PubMed Central

Guevara, Jorge; Jiménez, Antonio R.; Prieto, Jose Carlos; Seco, Fernando

2012-01-01

The Linearized Auto-Localization (LAL) algorithm estimates the position of beacon nodes in Local Positioning Systems (LPSs), using only the distance measurements to a mobile node whose position is also unknown. The LAL algorithm calculates the inter-beacon distances, used for the estimation of the beacons’ positions, from the linearized trilateration equations. In this paper we propose a method to estimate the propagation of the errors of the inter-beacon distances obtained with the LAL algorithm, based on a first order Taylor approximation of the equations. Since the method depends on such approximation, a confidence parameter τ is defined to measure the reliability of the estimated error. Field evaluations showed that by applying this information to an improved weighted-based auto-localization algorithm (WLAL), the standard deviation of the inter-beacon distances can be improved by more than 30% on average with respect to the original LAL method. PMID:22736965

Search for an Annual Modulation in a p-Type Point Contact Germanium Dark Matter Detector

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

Barbeau, P.S.; Collar, J.I.; Fields, N.

2011-01-01

Fifteen months of cumulative CoGeNT data are examined for indications of an annual modulation, a predicted signature of weakly interacting massive particle (WIMP) interactions. Presently available data support the presence of a modulated component of unknown origin, with parameters prima facie compatible with a galactic halo composed of light-mass WIMPs. Unoptimized estimators yield a statistical significance for a modulation of {approx}2.8{sigma}, limited by the short exposure.

Search for an Annual Modulation in a p-Type Point Contact Germanium Dark Matter Detector

NASA Astrophysics Data System (ADS)

Aalseth, C. E.; Barbeau, P. S.; Colaresi, J.; Collar, J. I.; Diaz Leon, J.; Fast, J. E.; Fields, N.; Hossbach, T. W.; Keillor, M. E.; Kephart, J. D.; Knecht, A.; Marino, M. G.; Miley, H. S.; Miller, M. L.; Orrell, J. L.; Radford, D. C.; Wilkerson, J. F.; Yocum, K. M.

2011-09-01

Fifteen months of cumulative CoGeNT data are examined for indications of an annual modulation, a predicted signature of weakly interacting massive particle (WIMP) interactions. Presently available data support the presence of a modulated component of unknown origin, with parameters prima facie compatible with a galactic halo composed of light-mass WIMPs. Unoptimized estimators yield a statistical significance for a modulation of ˜2.8σ, limited by the short exposure.

Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-08-01

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field. We consider linear distributed estimators whose structure combines the information \\emph{flow} among sensors (the \\emph{consensus} term resulting from the local gossiping exchange among sensors when they are able to communicate) and the information \\emph{gathering} measured by the sensors (the \\emph{sensing} or \\emph{innovations} term.) This leads to mixed time scale algorithms--one time scale associated with the consensus and the other with the innovations. The paper establishes a distributed observability condition (global observability plus mean connectedness) under which the distributed estimates are consistent and asymptotically normal. We introduce the distributed notion equivalent to the (centralized) Fisher information rate, which is a bound on the mean square error reduction rate of any distributed estimator; we show that under the appropriate modeling and structural network communication conditions (gossip protocol) the distributed gossip estimator attains this distributed Fisher information rate, asymptotically achieving the performance of the optimal centralized estimator. Finally, we study the behavior of the distributed gossip estimator when the measurements fade (noise variance grows) with time; in particular, we consider the maximum rate at which the noise variance can grow and still the distributed estimator being consistent, by showing that, as long as the centralized estimator is consistent, the distributed estimator remains consistent.

Uncertainties of flood frequency estimation approaches based on continuous simulation using data resampling

NASA Astrophysics Data System (ADS)

Arnaud, Patrick; Cantet, Philippe; Odry, Jean

2017-11-01

Flood frequency analyses (FFAs) are needed for flood risk management. Many methods exist ranging from classical purely statistical approaches to more complex approaches based on process simulation. The results of these methods are associated with uncertainties that are sometimes difficult to estimate due to the complexity of the approaches or the number of parameters, especially for process simulation. This is the case of the simulation-based FFA approach called SHYREG presented in this paper, in which a rainfall generator is coupled with a simple rainfall-runoff model in an attempt to estimate the uncertainties due to the estimation of the seven parameters needed to estimate flood frequencies. The six parameters of the rainfall generator are mean values, so their theoretical distribution is known and can be used to estimate the generator uncertainties. In contrast, the theoretical distribution of the single hydrological model parameter is unknown; consequently, a bootstrap method is applied to estimate the calibration uncertainties. The propagation of uncertainty from the rainfall generator to the hydrological model is also taken into account. This method is applied to 1112 basins throughout France. Uncertainties coming from the SHYREG method and from purely statistical approaches are compared, and the results are discussed according to the length of the recorded observations, basin size and basin location. Uncertainties of the SHYREG method decrease as the basin size increases or as the length of the recorded flow increases. Moreover, the results show that the confidence intervals of the SHYREG method are relatively small despite the complexity of the method and the number of parameters (seven). This is due to the stability of the parameters and takes into account the dependence of uncertainties due to the rainfall model and the hydrological calibration. Indeed, the uncertainties on the flow quantiles are on the same order of magnitude as those associated with the use of a statistical law with two parameters (here generalised extreme value Type I distribution) and clearly lower than those associated with the use of a three-parameter law (here generalised extreme value Type II distribution). For extreme flood quantiles, the uncertainties are mostly due to the rainfall generator because of the progressive saturation of the hydrological model.

A unifying view of synchronization for data assimilation in complex nonlinear networks

NASA Astrophysics Data System (ADS)

Abarbanel, Henry D. I.; Shirman, Sasha; Breen, Daniel; Kadakia, Nirag; Rey, Daniel; Armstrong, Eve; Margoliash, Daniel

2017-12-01

Networks of nonlinear systems contain unknown parameters and dynamical degrees of freedom that may not be observable with existing instruments. From observable state variables, we want to estimate the connectivity of a model of such a network and determine the full state of the model at the termination of a temporal observation window during which measurements transfer information to a model of the network. The model state at the termination of a measurement window acts as an initial condition for predicting the future behavior of the network. This allows the validation (or invalidation) of the model as a representation of the dynamical processes producing the observations. Once the model has been tested against new data, it may be utilized as a predictor of responses to innovative stimuli or forcing. We describe a general framework for the tasks involved in the "inverse" problem of determining properties of a model built to represent measured output from physical, biological, or other processes when the measurements are noisy, the model has errors, and the state of the model is unknown when measurements begin. This framework is called statistical data assimilation and is the best one can do in estimating model properties through the use of the conditional probability distributions of the model state variables, conditioned on observations. There is a very broad arena of applications of the methods described. These include numerical weather prediction, properties of nonlinear electrical circuitry, and determining the biophysical properties of functional networks of neurons. Illustrative examples will be given of (1) estimating the connectivity among neurons with known dynamics in a network of unknown connectivity, and (2) estimating the biophysical properties of individual neurons in vitro taken from a functional network underlying vocalization in songbirds.

Application of Diffusion Tensor Imaging Parameters to Detect Change in Longitudinal Studies in Cerebral Small Vessel Disease.

PubMed

Zeestraten, Eva Anna; Benjamin, Philip; Lambert, Christian; Lawrence, Andrew John; Williams, Owen Alan; Morris, Robin Guy; Barrick, Thomas Richard; Markus, Hugh Stephen

2016-01-01

Cerebral small vessel disease (SVD) is the major cause of vascular cognitive impairment, resulting in significant disability and reduced quality of life. Cognitive tests have been shown to be insensitive to change in longitudinal studies and, therefore, sensitive surrogate markers are needed to monitor disease progression and assess treatment effects in clinical trials. Diffusion tensor imaging (DTI) is thought to offer great potential in this regard. Sensitivity of the various parameters that can be derived from DTI is however unknown. We aimed to evaluate the differential sensitivity of DTI markers to detect SVD progression, and to estimate sample sizes required to assess therapeutic interventions aimed at halting decline based on DTI data. We investigated 99 patients with symptomatic SVD, defined as clinical lacunar syndrome with MRI confirmation of a corresponding infarct as well as confluent white matter hyperintensities over a 3 year follow-up period. We evaluated change in DTI histogram parameters using linear mixed effect models and calculated sample size estimates. Over a three-year follow-up period we observed a decline in fractional anisotropy and increase in diffusivity in white matter tissue and most parameters changed significantly. Mean diffusivity peak height was the most sensitive marker for SVD progression as it had the smallest sample size estimate. This suggests disease progression can be monitored sensitively using DTI histogram analysis and confirms DTI's potential as surrogate marker for SVD.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

Review: Optimization methods for groundwater modeling and management

NASA Astrophysics Data System (ADS)

Yeh, William W.-G.

2015-09-01

Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

Stature estimation from the lengths of the growing foot-a study on North Indian adolescents.

PubMed

Krishan, Kewal; Kanchan, Tanuj; Passi, Neelam; DiMaggio, John A

2012-12-01

Stature estimation is considered as one of the basic parameters of the investigation process in unknown and commingled human remains in medico-legal case work. Race, age and sex are the other parameters which help in this process. Stature estimation is of the utmost importance as it completes the biological profile of a person along with the other three parameters of identification. The present research is intended to formulate standards for stature estimation from foot dimensions in adolescent males from North India and study the pattern of foot growth during the growing years. 154 male adolescents from the Northern part of India were included in the study. Besides stature, five anthropometric measurements that included the length of the foot from each toe (T1, T2, T3, T4, and T5 respectively) to pternion were measured on each foot. The data was analyzed statistically using Student's t-test, Pearson's correlation, linear and multiple regression analysis for estimation of stature and growth of foot during ages 13-18 years. Correlation coefficients between stature and all the foot measurements were found to be highly significant and positively correlated. Linear regression models and multiple regression models (with age as a co-variable) were derived for estimation of stature from the different measurements of the foot. Multiple regression models (with age as a co-variable) estimate stature with greater accuracy than the regression models for 13-18 years age group. The study shows the growth pattern of feet in North Indian adolescents and indicates that anthropometric measurements of the foot and its segments are valuable in estimation of stature in growing individuals of that population. Copyright © 2012 Elsevier Ltd. All rights reserved.

Investigation on Insar Time Series Deformation Model Considering Rheological Parameters for Soft Clay Subgrade Monitoring

NASA Astrophysics Data System (ADS)

Xing, X.; Yuan, Z.; Chen, L. F.; Yu, X. Y.; Xiao, L.

2018-04-01

The stability control is one of the major technical difficulties in the field of highway subgrade construction engineering. Building deformation model is a crucial step for InSAR time series deformation monitoring. Most of the InSAR deformation models for deformation monitoring are pure empirical mathematical models, without considering the physical mechanism of the monitored object. In this study, we take rheology into consideration, inducing rheological parameters into traditional InSAR deformation models. To assess the feasibility and accuracy for our new model, both simulation and real deformation data over Lungui highway (a typical highway built on soft clay subgrade in Guangdong province, China) are investigated with TerraSAR-X satellite imagery. In order to solve the unknows of the non-linear rheological model, three algorithms: Gauss-Newton (GN), Levenberg-Marquarat (LM), and Genetic Algorithm (GA), are utilized and compared to estimate the unknown parameters. Considering both the calculation efficiency and accuracy, GA is chosen as the final choice for the new model in our case study. Preliminary real data experiment is conducted with use of 17 TerraSAR-X Stripmap images (with a 3-m resolution). With the new deformation model and GA aforementioned, the unknown rheological parameters over all the high coherence points are obtained and the LOS deformation (the low-pass component) sequences are generated.

A novel SURE-based criterion for parametric PSF estimation.

PubMed

Xue, Feng; Blu, Thierry

2015-02-01

We propose an unbiased estimate of a filtered version of the mean squared error--the blur-SURE (Stein's unbiased risk estimate)--as a novel criterion for estimating an unknown point spread function (PSF) from the degraded image only. The PSF is obtained by minimizing this new objective functional over a family of Wiener processings. Based on this estimated blur kernel, we then perform nonblind deconvolution using our recently developed algorithm. The SURE-based framework is exemplified with a number of parametric PSF, involving a scaling factor that controls the blur size. A typical example of such parametrization is the Gaussian kernel. The experimental results demonstrate that minimizing the blur-SURE yields highly accurate estimates of the PSF parameters, which also result in a restoration quality that is very similar to the one obtained with the exact PSF, when plugged into our recent multi-Wiener SURE-LET deconvolution algorithm. The highly competitive results obtained outline the great potential of developing more powerful blind deconvolution algorithms based on SURE-like estimates.

Inertial parameter identification using contact force information for an unknown object captured by a space manipulator

NASA Astrophysics Data System (ADS)

Chu, Zhongyi; Ma, Ye; Hou, Yueyang; Wang, Fengwen

2017-02-01

This paper presents a novel identification method for the intact inertial parameters of an unknown object in space captured by a manipulator in a space robotic system. With strong dynamic and kinematic coupling existing in the robotic system, the inertial parameter identification of the unknown object is essential for the ideal control strategy based on changes in the attitude and trajectory of the space robot via capturing operations. Conventional studies merely refer to the principle and theory of identification, and an error analysis process of identification is deficient for a practical scenario. To solve this issue, an analysis of the effect of errors on identification is illustrated first, and the accumulation of measurement or estimation errors causing poor identification precision is demonstrated. Meanwhile, a modified identification equation incorporating the contact force, as well as the force/torque of the end-effector, is proposed to weaken the accumulation of errors and improve the identification accuracy. Furthermore, considering a severe disturbance condition caused by various measured noises, the hybrid immune algorithm, Recursive Least Squares and Affine Projection Sign Algorithm (RLS-APSA), is employed to decode the modified identification equation to ensure a stable identification property. Finally, to verify the validity of the proposed identification method, the co-simulation of ADAMS-MATLAB is implemented by multi-degree of freedom models of a space robotic system, and the numerical results show a precise and stable identification performance, which is able to guarantee the execution of aerospace operations and prevent failed control strategies.

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

Robust Online Hamiltonian Learning

NASA Astrophysics Data System (ADS)

Granade, Christopher; Ferrie, Christopher; Wiebe, Nathan; Cory, David

2013-05-01

In this talk, we introduce a machine-learning algorithm for the problem of inferring the dynamical parameters of a quantum system, and discuss this algorithm in the example of estimating the precession frequency of a single qubit in a static field. Our algorithm is designed with practicality in mind by including parameters that control trade-offs between the requirements on computational and experimental resources. The algorithm can be implemented online, during experimental data collection, or can be used as a tool for post-processing. Most importantly, our algorithm is capable of learning Hamiltonian parameters even when the parameters change from experiment-to-experiment, and also when additional noise processes are present and unknown. Finally, we discuss the performance of the our algorithm by appeal to the Cramer-Rao bound. This work was financially supported by the Canadian government through NSERC and CERC and by the United States government through DARPA. NW would like to acknowledge funding from USARO-DTO.

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

Robust control of the DC-DC boost converter based on the uncertainty and disturbance estimator

NASA Astrophysics Data System (ADS)

Oucheriah, Said

2017-11-01

In this paper, a robust non-linear controller based on the uncertainty and disturbance estimator (UDE) scheme is successfully developed and implemented for the output voltage regulation of the DC-DC boost converter. System uncertainties, external disturbances and unknown non-linear dynamics are lumped as a signal that is accurately estimated using a low-pass filter and their effects are cancelled by the controller. This methodology forms the basis of the UDE-based controller. A simple procedure is also developed that systematically determines the parameters of the controller to meet certain specifications. Using simulation, the effectiveness of the proposed controller is compared against the sliding-mode control (SMC). Experimental tests also show that the proposed controller is robust to system uncertainties, large input and load perturbations.

Determination of surface layer parameters at the edge of a suburban area

NASA Astrophysics Data System (ADS)

Likso, T.; Pandžić, K.

2012-05-01

Vertical wind and air temperature profile related parameters in the surface layer at the edge of suburban area of Zagreb (Croatia) have been considered. For that purpose, adopted Monin-Obukhov similarity theory and a set of observations of wind and air temperature at 2 and 10 m above ground, recorded in 2005, have been used. The root mean square differences (errors) principle has been used as a tool to estimate the effective roughness length as well as standard deviations of wind speed and wind gusts. The results of estimation are effective roughness lengths dependent on eight wind direction sectors unknown before. Gratefully to that achievement, representativeness of wind data at standard 10-m height can be clarified more deeply for an area of at least about 1 km in upwind direction from the observation site. Extrapolation of wind data for lower or higher levels from standard 10-m height are thus properly representative for a wider inhomogeneous suburban area and can be used as such in numerical models, flux and wind energy estimation, civil engineering, air pollution and climatological applications.

Estimating mutation parameters, population history and genealogy simultaneously from temporally spaced sequence data.

PubMed Central

Drummond, Alexei J; Nicholls, Geoff K; Rodrigo, Allen G; Solomon, Wiremu

2002-01-01

Molecular sequences obtained at different sampling times from populations of rapidly evolving pathogens and from ancient subfossil and fossil sources are increasingly available with modern sequencing technology. Here, we present a Bayesian statistical inference approach to the joint estimation of mutation rate and population size that incorporates the uncertainty in the genealogy of such temporally spaced sequences by using Markov chain Monte Carlo (MCMC) integration. The Kingman coalescent model is used to describe the time structure of the ancestral tree. We recover information about the unknown true ancestral coalescent tree, population size, and the overall mutation rate from temporally spaced data, that is, from nucleotide sequences gathered at different times, from different individuals, in an evolving haploid population. We briefly discuss the methodological implications and show what can be inferred, in various practically relevant states of prior knowledge. We develop extensions for exponentially growing population size and joint estimation of substitution model parameters. We illustrate some of the important features of this approach on a genealogy of HIV-1 envelope (env) partial sequences. PMID:12136032

Estimating mutation parameters, population history and genealogy simultaneously from temporally spaced sequence data.

PubMed

Drummond, Alexei J; Nicholls, Geoff K; Rodrigo, Allen G; Solomon, Wiremu

2002-07-01

Molecular sequences obtained at different sampling times from populations of rapidly evolving pathogens and from ancient subfossil and fossil sources are increasingly available with modern sequencing technology. Here, we present a Bayesian statistical inference approach to the joint estimation of mutation rate and population size that incorporates the uncertainty in the genealogy of such temporally spaced sequences by using Markov chain Monte Carlo (MCMC) integration. The Kingman coalescent model is used to describe the time structure of the ancestral tree. We recover information about the unknown true ancestral coalescent tree, population size, and the overall mutation rate from temporally spaced data, that is, from nucleotide sequences gathered at different times, from different individuals, in an evolving haploid population. We briefly discuss the methodological implications and show what can be inferred, in various practically relevant states of prior knowledge. We develop extensions for exponentially growing population size and joint estimation of substitution model parameters. We illustrate some of the important features of this approach on a genealogy of HIV-1 envelope (env) partial sequences.

iGeoT v1.0: Automatic Parameter Estimation for Multicomponent Geothermometry, User's Guide

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

Spycher, Nicolas; Finsterle, Stefan

GeoT implements the multicomponent geothermometry method developed by Reed and Spycher [1984] into a stand-alone computer program to ease the application of this method and to improve the prediction of geothermal reservoir temperatures using full and integrated chemical analyses of geothermal fluids. Reservoir temperatures are estimated from statistical analyses of mineral saturation indices computed as a function of temperature. The reconstruction of the deep geothermal fluid compositions, and geothermometry computations, are all implemented into the same computer program, allowing unknown or poorly constrained input parameters to be estimated by numerical optimization. This integrated geothermometry approach presents advantages over classical geothermometersmore » for fluids that have not fully equilibrated with reservoir minerals and/or that have been subject to processes such as dilution and gas loss. This manual contains installation instructions for iGeoT, and briefly describes the input formats needed to run iGeoT in Automatic or Expert Mode. An example is also provided to demonstrate the use of iGeoT.« less

Robust inertia-free attitude takeover control of postcapture combined spacecraft with guaranteed prescribed performance.

PubMed

Luo, Jianjun; Wei, Caisheng; Dai, Honghua; Yin, Zeyang; Wei, Xing; Yuan, Jianping

2018-03-01

In this paper, a robust inertia-free attitude takeover control scheme with guaranteed prescribed performance is investigated for postcapture combined spacecraft with consideration of unmeasurable states, unknown inertial property and external disturbance torque. Firstly, to estimate the unavailable angular velocity of combination accurately, a novel finite-time-convergent tracking differentiator is developed with a quite computationally achievable structure free from the unknown nonlinear dynamics of combined spacecraft. Then, a robust inertia-free prescribed performance control scheme is proposed, wherein, the transient and steady-state performance of combined spacecraft is first quantitatively studied by stabilizing the filtered attitude tracking errors. Compared with the existing works, the prominent advantage is that no parameter identifications and no neural or fuzzy nonlinear approximations are needed, which decreases the complexity of robust controller design dramatically. Moreover, the prescribed performance of combined spacecraft is guaranteed a priori without resorting to repeated regulations of the controller parameters. Finally, four illustrative examples are employed to validate the effectiveness of the proposed control scheme and tracking differentiator. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

cosmoabc: Likelihood-free inference for cosmology

NASA Astrophysics Data System (ADS)

Ishida, Emille E. O.; Vitenti, Sandro D. P.; Penna-Lima, Mariana; Trindade, Arlindo M.; Cisewski, Jessi; M.; de Souza, Rafael; Cameron, Ewan; Busti, Vinicius C.

2015-05-01

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogs. cosmoabc is a Python Approximate Bayesian Computation (ABC) sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code can be coupled to an external simulator to allow incorporation of arbitrary distance and prior functions. When coupled with the numcosmo library, it has been used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function.

Algorithms for adaptive stochastic control for a class of linear systems

NASA Technical Reports Server (NTRS)

Toda, M.; Patel, R. V.

1977-01-01

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Solution of the weighted symmetric similarity transformations based on quaternions

NASA Astrophysics Data System (ADS)

Mercan, H.; Akyilmaz, O.; Aydin, C.

2017-12-01

A new method through Gauss-Helmert model of adjustment is presented for the solution of the similarity transformations, either 3D or 2D, in the frame of errors-in-variables (EIV) model. EIV model assumes that all the variables in the mathematical model are contaminated by random errors. Total least squares estimation technique may be used to solve the EIV model. Accounting for the heteroscedastic uncertainty both in the target and the source coordinates, that is the more common and general case in practice, leads to a more realistic estimation of the transformation parameters. The presented algorithm can handle the heteroscedastic transformation problems, i.e., positions of the both target and the source points may have full covariance matrices. Therefore, there is no limitation such as the isotropic or the homogenous accuracy for the reference point coordinates. The developed algorithm takes the advantage of the quaternion definition which uniquely represents a 3D rotation matrix. The transformation parameters: scale, translations, and the quaternion (so that the rotation matrix) along with their covariances, are iteratively estimated with rapid convergence. Moreover, prior least squares (LS) estimation of the unknown transformation parameters is not required to start the iterations. We also show that the developed method can also be used to estimate the 2D similarity transformation parameters by simply treating the problem as a 3D transformation problem with zero (0) values assigned for the z-components of both target and source points. The efficiency of the new algorithm is presented with the numerical examples and comparisons with the results of the previous studies which use the same data set. Simulation experiments for the evaluation and comparison of the proposed and the conventional weighted LS (WLS) method is also presented.

Estimating unknown parameters in haemophilia using expert judgement elicitation.

PubMed

Fischer, K; Lewandowski, D; Janssen, M P

2013-09-01

The increasing attention to healthcare costs and treatment efficiency has led to an increasing demand for quantitative data concerning patient and treatment characteristics in haemophilia. However, most of these data are difficult to obtain. The aim of this study was to use expert judgement elicitation (EJE) to estimate currently unavailable key parameters for treatment models in severe haemophilia A. Using a formal expert elicitation procedure, 19 international experts provided information on (i) natural bleeding frequency according to age and onset of bleeding, (ii) treatment of bleeds, (iii) time needed to control bleeding after starting secondary prophylaxis, (iv) dose requirements for secondary prophylaxis according to onset of bleeding, and (v) life-expectancy. For each parameter experts provided their quantitative estimates (median, P10, P90), which were combined using a graphical method. In addition, information was obtained concerning key decision parameters of haemophilia treatment. There was most agreement between experts regarding bleeding frequencies for patients treated on demand with an average onset of joint bleeding (1.7 years): median 12 joint bleeds per year (95% confidence interval 0.9-36) for patients ≤ 18, and 11 (0.8-61) for adult patients. Less agreement was observed concerning estimated effective dose for secondary prophylaxis in adults: median 2000 IU every other day The majority (63%) of experts expected that a single minor joint bleed could cause irreversible damage, and would accept up to three minor joint bleeds or one trauma related joint bleed annually on prophylaxis. Expert judgement elicitation allowed structured capturing of quantitative expert estimates. It generated novel data to be used in computer modelling, clinical care, and trial design. © 2013 John Wiley & Sons Ltd.

Estimation on nonlinear damping in second order distributed parameter systems

NASA Technical Reports Server (NTRS)

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

1989-01-01

An approximation and convergence theory for the identification of nonlinear damping in abstract wave equations is developed. It is assumed that the unknown dissipation mechanism to be identified can be described by a maximal monotone operator acting on the generalized velocity. The stiffness is assumed to be linear and symmetric. Functional analytic techniques are used to establish that solutions to a sequence of finite dimensional (Galerkin) approximating identification problems in some sense approximate a solution to the original infinite dimensional inverse problem.

Forcing Regression through a Given Point Using Any Familiar Computational Routine.

DTIC Science & Technology

1983-03-01

a linear model , Y =a + OX + e ( Model I) then adopt the principle of least squares; and use sample data to estimate the unknown parameters, a and 8...has an expected value of zero indicates that the "average" response is considered linear . If c varies widely, Model I, though conceptually correct, may...relationship is linear from the maximum observed x to x - a, then Model II should be used. To pro- ceed with the customary evaluation of Model I would be

Improved Horvitz-Thompson Estimation of Model Parameters from Two-phase Stratified Samples: Applications in Epidemiology

PubMed Central

Breslow, Norman E.; Lumley, Thomas; Ballantyne, Christie M; Chambless, Lloyd E.; Kulich, Michal

2009-01-01

The case-cohort study involves two-phase sampling: simple random sampling from an infinite super-population at phase one and stratified random sampling from a finite cohort at phase two. Standard analyses of case-cohort data involve solution of inverse probability weighted (IPW) estimating equations, with weights determined by the known phase two sampling fractions. The variance of parameter estimates in (semi)parametric models, including the Cox model, is the sum of two terms: (i) the model based variance of the usual estimates that would be calculated if full data were available for the entire cohort; and (ii) the design based variance from IPW estimation of the unknown cohort total of the efficient influence function (IF) contributions. This second variance component may be reduced by adjusting the sampling weights, either by calibration to known cohort totals of auxiliary variables correlated with the IF contributions or by their estimation using these same auxiliary variables. Both adjustment methods are implemented in the R survey package. We derive the limit laws of coefficients estimated using adjusted weights. The asymptotic results suggest practical methods for construction of auxiliary variables that are evaluated by simulation of case-cohort samples from the National Wilms Tumor Study and by log-linear modeling of case-cohort data from the Atherosclerosis Risk in Communities Study. Although not semiparametric efficient, estimators based on adjusted weights may come close to achieving full efficiency within the class of augmented IPW estimators. PMID:20174455

A new approach to estimate parameters of speciation models with application to apes.

PubMed

Becquet, Celine; Przeworski, Molly

2007-10-01

How populations diverge and give rise to distinct species remains a fundamental question in evolutionary biology, with important implications for a wide range of fields, from conservation genetics to human evolution. A promising approach is to estimate parameters of simple speciation models using polymorphism data from multiple loci. Existing methods, however, make a number of assumptions that severely limit their applicability, notably, no gene flow after the populations split and no intralocus recombination. To overcome these limitations, we developed a new Markov chain Monte Carlo method to estimate parameters of an isolation-migration model. The approach uses summaries of polymorphism data at multiple loci surveyed in a pair of diverging populations or closely related species and, importantly, allows for intralocus recombination. To illustrate its potential, we applied it to extensive polymorphism data from populations and species of apes, whose demographic histories are largely unknown. The isolation-migration model appears to provide a reasonable fit to the data. It suggests that the two chimpanzee species became reproductively isolated in allopatry approximately 850 Kya, while Western and Central chimpanzee populations split approximately 440 Kya but continued to exchange migrants. Similarly, Eastern and Western gorillas and Sumatran and Bornean orangutans appear to have experienced gene flow since their splits approximately 90 and over 250 Kya, respectively.

Reference-free error estimation for multiple measurement methods.

PubMed

Madan, Hennadii; Pernuš, Franjo; Špiclin, Žiga

2018-01-01

We present a computational framework to select the most accurate and precise method of measurement of a certain quantity, when there is no access to the true value of the measurand. A typical use case is when several image analysis methods are applied to measure the value of a particular quantitative imaging biomarker from the same images. The accuracy of each measurement method is characterized by systematic error (bias), which is modeled as a polynomial in true values of measurand, and the precision as random error modeled with a Gaussian random variable. In contrast to previous works, the random errors are modeled jointly across all methods, thereby enabling the framework to analyze measurement methods based on similar principles, which may have correlated random errors. Furthermore, the posterior distribution of the error model parameters is estimated from samples obtained by Markov chain Monte-Carlo and analyzed to estimate the parameter values and the unknown true values of the measurand. The framework was validated on six synthetic and one clinical dataset containing measurements of total lesion load, a biomarker of neurodegenerative diseases, which was obtained with four automatic methods by analyzing brain magnetic resonance images. The estimates of bias and random error were in a good agreement with the corresponding least squares regression estimates against a reference.

Fast estimation of space-robots inertia parameters: A modular mathematical formulation

NASA Astrophysics Data System (ADS)

Nabavi Chashmi, Seyed Yaser; Malaek, Seyed Mohammad-Bagher

2016-10-01

This work aims to propose a new technique that considerably helps enhance time and precision needed to identify ;Inertia Parameters (IPs); of a typical Autonomous Space-Robot (ASR). Operations might include, capturing an unknown Target Space-Object (TSO), ;active space-debris removal; or ;automated in-orbit assemblies;. In these operations generating precise successive commands are essential to the success of the mission. We show how a generalized, repeatable estimation-process could play an effective role to manage the operation. With the help of the well-known Force-Based approach, a new ;modular formulation; has been developed to simultaneously identify IPs of an ASR while it captures a TSO. The idea is to reorganize the equations with associated IPs with a ;Modular Set; of matrices instead of a single matrix representing the overall system dynamics. The devised Modular Matrix Set will then facilitate the estimation process. It provides a conjugate linear model in mass and inertia terms. The new formulation is, therefore, well-suited for ;simultaneous estimation processes; using recursive algorithms like RLS. Further enhancements would be needed for cases the effect of center of mass location becomes important. Extensive case studies reveal that estimation time is drastically reduced which in-turn paves the way to acquire better results.

Determining index of refraction from polarimetric hyperspectral radiance measurements

NASA Astrophysics Data System (ADS)

Martin, Jacob A.; Gross, Kevin C.

2015-09-01

Polarimetric hyperspectral imaging (P-HSI) combines two of the most common remote sensing modalities. This work leverages the combination of these techniques to improve material classification. Classifying and identifying materials requires parameters which are invariant to changing viewing conditions, and most often a material's reflectivity or emissivity is used. Measuring these most often requires assumptions be made about the material and atmospheric conditions. Combining both polarimetric and hyperspectral imaging, we propose a method to remotely estimate the index of refraction of a material. In general, this is an underdetermined problem because both the real and imaginary components of index of refraction are unknown at every spectral point. By modeling the spectral variation of the index of refraction using a few parameters, however, the problem can be made overdetermined. A number of different functions can be used to describe this spectral variation, and some are discussed here. Reducing the number of spectral parameters to fit allows us to add parameters which estimate atmospheric downwelling radiance and transmittance. Additionally, the object temperature is added as a fit parameter. The set of these parameters that best replicate the measured data is then found using a bounded Nelder-Mead simplex search algorithm. Other search algorithms are also examined and discussed. Results show that this technique has promise but also some limitations, which are the subject of ongoing work.

A general rough-surface inversion algorithm: Theory and application to SAR data

NASA Technical Reports Server (NTRS)

Moghaddam, M.

1993-01-01

Rough-surface inversion has significant applications in interpretation of SAR data obtained over bare soil surfaces and agricultural lands. Due to the sparsity of data and the large pixel size in SAR applications, it is not feasible to carry out inversions based on numerical scattering models. The alternative is to use parameter estimation techniques based on approximate analytical or empirical models. Hence, there are two issues to be addressed, namely, what model to choose and what estimation algorithm to apply. Here, a small perturbation model (SPM) is used to express the backscattering coefficients of the rough surface in terms of three surface parameters. The algorithm used to estimate these parameters is based on a nonlinear least-squares criterion. The least-squares optimization methods are widely used in estimation theory, but the distinguishing factor for SAR applications is incorporating the stochastic nature of both the unknown parameters and the data into formulation, which will be discussed in detail. The algorithm is tested with synthetic data, and several Newton-type least-squares minimization methods are discussed to compare their convergence characteristics. Finally, the algorithm is applied to multifrequency polarimetric SAR data obtained over some bare soil and agricultural fields. Results will be shown and compared to ground-truth measurements obtained from these areas. The strength of this general approach to inversion of SAR data is that it can be easily modified for use with any scattering model without changing any of the inversion steps. Note also that, for the same reason it is not limited to inversion of rough surfaces, and can be applied to any parameterized scattering process.

Precise orbit determination based on raw GPS measurements

NASA Astrophysics Data System (ADS)

Zehentner, Norbert; Mayer-Gürr, Torsten

2016-03-01

Precise orbit determination is an essential part of the most scientific satellite missions. Highly accurate knowledge of the satellite position is used to geolocate measurements of the onboard sensors. For applications in the field of gravity field research, the position itself can be used as observation. In this context, kinematic orbits of low earth orbiters (LEO) are widely used, because they do not include a priori information about the gravity field. The limiting factor for the achievable accuracy of the gravity field through LEO positions is the orbit accuracy. We make use of raw global positioning system (GPS) observations to estimate the kinematic satellite positions. The method is based on the principles of precise point positioning. Systematic influences are reduced by modeling and correcting for all known error sources. Remaining effects such as the ionospheric influence on the signal propagation are either unknown or not known to a sufficient level of accuracy. These effects are modeled as unknown parameters in the estimation process. The redundancy in the adjustment is reduced; however, an improvement in orbit accuracy leads to a better gravity field estimation. This paper describes our orbit determination approach and its mathematical background. Some examples of real data applications highlight the feasibility of the orbit determination method based on raw GPS measurements. Its suitability for gravity field estimation is presented in a second step.

Parameter estimates in binary black hole collisions using neural networks

NASA Astrophysics Data System (ADS)

Carrillo, M.; Gracia-Linares, M.; González, J. A.; Guzmán, F. S.

2016-10-01

We present an algorithm based on artificial neural networks (ANNs), that estimates the mass ratio in a binary black hole collision out of given gravitational wave (GW) strains. In this analysis, the ANN is trained with a sample of GW signals generated with numerical simulations. The effectiveness of the algorithm is evaluated with GWs generated also with simulations for given mass ratios unknown to the ANN. We measure the accuracy of the algorithm in the interpolation and extrapolation regimes. We present the results for noise free signals and signals contaminated with Gaussian noise, in order to foresee the dependence of the method accuracy in terms of the signal to noise ratio.

MODEST - JPL GEODETIC AND ASTROMETRIC VLBI MODELING AND PARAMETER ESTIMATION PROGRAM

NASA Technical Reports Server (NTRS)

Sovers, O. J.

1994-01-01

Observations of extragalactic radio sources in the gigahertz region of the radio frequency spectrum by two or more antennas, separated by a baseline as long as the diameter of the Earth, can be reduced, by radio interferometry techniques, to yield time delays and their rates of change. The Very Long Baseline Interferometric (VLBI) observables can be processed by the MODEST software to yield geodetic and astrometric parameters of interest in areas such as geophysical satellite and spacecraft tracking applications and geodynamics. As the accuracy of radio interferometry has improved, increasingly complete models of the delay and delay rate observables have been developed. MODEST is a delay model (MOD) and parameter estimation (EST) program that takes into account delay effects such as geometry, clock, troposphere, and the ionosphere. MODEST includes all known effects at the centimeter level in modeling. As the field evolves and new effects are discovered, these can be included in the model. In general, the model includes contributions to the observables from Earth orientation, antenna motion, clock behavior, atmospheric effects, and radio source structure. Within each of these categories, a number of unknown parameters may be estimated from the observations. Since all parts of the time delay model contain nearly linear parameter terms, a square-root-information filter (SRIF) linear least-squares algorithm is employed in parameter estimation. Flexibility (via dynamic memory allocation) in the MODEST code ensures that the same executable can process a wide array of problems. These range from a few hundred observations on a single baseline, yielding estimates of tens of parameters, to global solutions estimating tens of thousands of parameters from hundreds of thousands of observations at antennas widely distributed over the Earth's surface. Depending on memory and disk storage availability, large problems may be subdivided into more tractable pieces that are processed sequentially. MODEST is written in FORTRAN 77, C-language, and VAX ASSEMBLER for DEC VAX series computers running VMS. It requires 6Mb of RAM for execution. The standard distribution medium for this package is a 1600 BPI 9-track magnetic tape in DEC VAX BACKUP format. It is also available on a TK50 tape cartridge in DEC VAX BACKUP format. Instructions for use and sample input and output data are available on the distribution media. This program was released in 1993 and is a copyrighted work with all copyright vested in NASA.

Bringing metabolic networks to life: convenience rate law and thermodynamic constraints

PubMed Central

Liebermeister, Wolfram; Klipp, Edda

2006-01-01

Background Translating a known metabolic network into a dynamic model requires rate laws for all chemical reactions. The mathematical expressions depend on the underlying enzymatic mechanism; they can become quite involved and may contain a large number of parameters. Rate laws and enzyme parameters are still unknown for most enzymes. Results We introduce a simple and general rate law called "convenience kinetics". It can be derived from a simple random-order enzyme mechanism. Thermodynamic laws can impose dependencies on the kinetic parameters. Hence, to facilitate model fitting and parameter optimisation for large networks, we introduce thermodynamically independent system parameters: their values can be varied independently, without violating thermodynamical constraints. We achieve this by expressing the equilibrium constants either by Gibbs free energies of formation or by a set of independent equilibrium constants. The remaining system parameters are mean turnover rates, generalised Michaelis-Menten constants, and constants for inhibition and activation. All parameters correspond to molecular energies, for instance, binding energies between reactants and enzyme. Conclusion Convenience kinetics can be used to translate a biochemical network – manually or automatically - into a dynamical model with plausible biological properties. It implements enzyme saturation and regulation by activators and inhibitors, covers all possible reaction stoichiometries, and can be specified by a small number of parameters. Its mathematical form makes it especially suitable for parameter estimation and optimisation. Parameter estimates can be easily computed from a least-squares fit to Michaelis-Menten values, turnover rates, equilibrium constants, and other quantities that are routinely measured in enzyme assays and stored in kinetic databases. PMID:17173669

Sliding Mode Observer-Based Current Sensor Fault Reconstruction and Unknown Load Disturbance Estimation for PMSM Driven System.

PubMed

Zhao, Kaihui; Li, Peng; Zhang, Changfan; Li, Xiangfei; He, Jing; Lin, Yuliang

2017-12-06

This paper proposes a new scheme of reconstructing current sensor faults and estimating unknown load disturbance for a permanent magnet synchronous motor (PMSM)-driven system. First, the original PMSM system is transformed into two subsystems; the first subsystem has unknown system load disturbances, which are unrelated to sensor faults, and the second subsystem has sensor faults, but is free from unknown load disturbances. Introducing a new state variable, the augmented subsystem that has sensor faults can be transformed into having actuator faults. Second, two sliding mode observers (SMOs) are designed: the unknown load disturbance is estimated by the first SMO in the subsystem, which has unknown load disturbance, and the sensor faults can be reconstructed using the second SMO in the augmented subsystem, which has sensor faults. The gains of the proposed SMOs and their stability analysis are developed via the solution of linear matrix inequality (LMI). Finally, the effectiveness of the proposed scheme was verified by simulations and experiments. The results demonstrate that the proposed scheme can reconstruct current sensor faults and estimate unknown load disturbance for the PMSM-driven system.

Online Cross-Validation-Based Ensemble Learning

PubMed Central

Benkeser, David; Ju, Cheng; Lendle, Sam; van der Laan, Mark

2017-01-01

Online estimators update a current estimate with a new incoming batch of data without having to revisit past data thereby providing streaming estimates that are scalable to big data. We develop flexible, ensemble-based online estimators of an infinite-dimensional target parameter, such as a regression function, in the setting where data are generated sequentially by a common conditional data distribution given summary measures of the past. This setting encompasses a wide range of time-series models and as special case, models for independent and identically distributed data. Our estimator considers a large library of candidate online estimators and uses online cross-validation to identify the algorithm with the best performance. We show that by basing estimates on the cross-validation-selected algorithm, we are asymptotically guaranteed to perform as well as the true, unknown best-performing algorithm. We provide extensions of this approach including online estimation of the optimal ensemble of candidate online estimators. We illustrate excellent performance of our methods using simulations and a real data example where we make streaming predictions of infectious disease incidence using data from a large database. PMID:28474419

Estimation of genetic variance for macro- and micro-environmental sensitivity using double hierarchical generalized linear models.

PubMed

Mulder, Han A; Rönnegård, Lars; Fikse, W Freddy; Veerkamp, Roel F; Strandberg, Erling

2013-07-04

Genetic variation for environmental sensitivity indicates that animals are genetically different in their response to environmental factors. Environmental factors are either identifiable (e.g. temperature) and called macro-environmental or unknown and called micro-environmental. The objectives of this study were to develop a statistical method to estimate genetic parameters for macro- and micro-environmental sensitivities simultaneously, to investigate bias and precision of resulting estimates of genetic parameters and to develop and evaluate use of Akaike's information criterion using h-likelihood to select the best fitting model. We assumed that genetic variation in macro- and micro-environmental sensitivities is expressed as genetic variance in the slope of a linear reaction norm and environmental variance, respectively. A reaction norm model to estimate genetic variance for macro-environmental sensitivity was combined with a structural model for residual variance to estimate genetic variance for micro-environmental sensitivity using a double hierarchical generalized linear model in ASReml. Akaike's information criterion was constructed as model selection criterion using approximated h-likelihood. Populations of sires with large half-sib offspring groups were simulated to investigate bias and precision of estimated genetic parameters. Designs with 100 sires, each with at least 100 offspring, are required to have standard deviations of estimated variances lower than 50% of the true value. When the number of offspring increased, standard deviations of estimates across replicates decreased substantially, especially for genetic variances of macro- and micro-environmental sensitivities. Standard deviations of estimated genetic correlations across replicates were quite large (between 0.1 and 0.4), especially when sires had few offspring. Practically, no bias was observed for estimates of any of the parameters. Using Akaike's information criterion the true genetic model was selected as the best statistical model in at least 90% of 100 replicates when the number of offspring per sire was 100. Application of the model to lactation milk yield in dairy cattle showed that genetic variance for micro- and macro-environmental sensitivities existed. The algorithm and model selection criterion presented here can contribute to better understand genetic control of macro- and micro-environmental sensitivities. Designs or datasets should have at least 100 sires each with 100 offspring.

Online quantitative analysis of multispectral images of human body tissues

NASA Astrophysics Data System (ADS)

Lisenko, S. A.

2013-08-01

A method is developed for online monitoring of structural and morphological parameters of biological tissues (haemoglobin concentration, degree of blood oxygenation, average diameter of capillaries and the parameter characterising the average size of tissue scatterers), which involves multispectral tissue imaging, image normalisation to one of its spectral layers and determination of unknown parameters based on their stable regression relation with the spectral characteristics of the normalised image. Regression is obtained by simulating numerically the diffuse reflectance spectrum of the tissue by the Monte Carlo method at a wide variation of model parameters. The correctness of the model calculations is confirmed by the good agreement with the experimental data. The error of the method is estimated under conditions of general variability of structural and morphological parameters of the tissue. The method developed is compared with the traditional methods of interpretation of multispectral images of biological tissues, based on the solution of the inverse problem for each pixel of the image in the approximation of different analytical models.

Adaptive control for a class of nonlinear complex dynamical systems with uncertain complex parameters and perturbations

PubMed Central

Liu, Jian; Liu, Kexin; Liu, Shutang

2017-01-01

In this paper, adaptive control is extended from real space to complex space, resulting in a new control scheme for a class of n-dimensional time-dependent strict-feedback complex-variable chaotic (hyperchaotic) systems (CVCSs) in the presence of uncertain complex parameters and perturbations, which has not been previously reported in the literature. In detail, we have developed a unified framework for designing the adaptive complex scalar controller to ensure this type of CVCSs asymptotically stable and for selecting complex update laws to estimate unknown complex parameters. In particular, combining Lyapunov functions dependent on complex-valued vectors and back-stepping technique, sufficient criteria on stabilization of CVCSs are derived in the sense of Wirtinger calculus in complex space. Finally, numerical simulation is presented to validate our theoretical results. PMID:28467431

Adaptive control for a class of nonlinear complex dynamical systems with uncertain complex parameters and perturbations.

PubMed

Liu, Jian; Liu, Kexin; Liu, Shutang

2017-01-01

In this paper, adaptive control is extended from real space to complex space, resulting in a new control scheme for a class of n-dimensional time-dependent strict-feedback complex-variable chaotic (hyperchaotic) systems (CVCSs) in the presence of uncertain complex parameters and perturbations, which has not been previously reported in the literature. In detail, we have developed a unified framework for designing the adaptive complex scalar controller to ensure this type of CVCSs asymptotically stable and for selecting complex update laws to estimate unknown complex parameters. In particular, combining Lyapunov functions dependent on complex-valued vectors and back-stepping technique, sufficient criteria on stabilization of CVCSs are derived in the sense of Wirtinger calculus in complex space. Finally, numerical simulation is presented to validate our theoretical results.

CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION.

PubMed

Wang, Lan; Kim, Yongdai; Li, Runze

2013-10-01

We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open problem how to identify the oracle estimator among potentially multiple local minima. There are two main obstacles: (1) due to the presence of multiple minima, the solution path is nonunique and is not guaranteed to contain the oracle estimator; (2) even if a solution path is known to contain the oracle estimator, the optimal tuning parameter depends on many unknown factors and is hard to estimate. To address these two challenging issues, we first prove that an easy-to-calculate calibrated CCCP algorithm produces a consistent solution path which contains the oracle estimator with probability approaching one. Furthermore, we propose a high-dimensional BIC criterion and show that it can be applied to the solution path to select the optimal tuning parameter which asymptotically identifies the oracle estimator. The theory for a general class of non-convex penalties in the ultra-high dimensional setup is established when the random errors follow the sub-Gaussian distribution. Monte Carlo studies confirm that the calibrated CCCP algorithm combined with the proposed high-dimensional BIC has desirable performance in identifying the underlying sparsity pattern for high-dimensional data analysis.

CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION

PubMed Central

Wang, Lan; Kim, Yongdai; Li, Runze

2014-01-01

We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open problem how to identify the oracle estimator among potentially multiple local minima. There are two main obstacles: (1) due to the presence of multiple minima, the solution path is nonunique and is not guaranteed to contain the oracle estimator; (2) even if a solution path is known to contain the oracle estimator, the optimal tuning parameter depends on many unknown factors and is hard to estimate. To address these two challenging issues, we first prove that an easy-to-calculate calibrated CCCP algorithm produces a consistent solution path which contains the oracle estimator with probability approaching one. Furthermore, we propose a high-dimensional BIC criterion and show that it can be applied to the solution path to select the optimal tuning parameter which asymptotically identifies the oracle estimator. The theory for a general class of non-convex penalties in the ultra-high dimensional setup is established when the random errors follow the sub-Gaussian distribution. Monte Carlo studies confirm that the calibrated CCCP algorithm combined with the proposed high-dimensional BIC has desirable performance in identifying the underlying sparsity pattern for high-dimensional data analysis. PMID:24948843

Numerical weather prediction model tuning via ensemble prediction system

NASA Astrophysics Data System (ADS)

Jarvinen, H.; Laine, M.; Ollinaho, P.; Solonen, A.; Haario, H.

2011-12-01

This paper discusses a novel approach to tune predictive skill of numerical weather prediction (NWP) models. NWP models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. Currently, numerical values of these parameters are specified manually. In a recent dual manuscript (QJRMS, revised) we developed a new concept and method for on-line estimation of the NWP model parameters. The EPPES ("Ensemble prediction and parameter estimation system") method requires only minimal changes to the existing operational ensemble prediction infra-structure and it seems very cost-effective because practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating each member of the ensemble of predictions using different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In the presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an atmospheric general circulation model based ensemble prediction system show that the NWP model tuning capacity of EPPES scales up to realistic models and ensemble prediction systems. Finally, a global top-end NWP model tuning exercise with preliminary results is published.

The contribution of NOAA/CMDL ground-based measurements to understanding long-term stratospheric changes

NASA Astrophysics Data System (ADS)

Montzka, S. A.; Butler, J. H.; Dutton, G.; Thompson, T. M.; Hall, B.; Mondeel, D. J.; Elkins, J. W.

2005-05-01

The El-Nino/Southern-Oscillation (ENSO) dominates interannual climate variability and plays, therefore, a key role in seasonal-to-interannual prediction. Much is known by now about the main physical mechanisms that give rise to and modulate ENSO, but the values of several parameters that enter these mechanisms are an important unknown. We apply Extended Kalman Filtering (EKF) for both model state and parameter estimation in an intermediate, nonlinear, coupled ocean--atmosphere model of ENSO. The coupled model consists of an upper-ocean, reduced-gravity model of the Tropical Pacific and a steady-state atmospheric response to the sea surface temperature (SST). The model errors are assumed to be mainly in the atmospheric wind stress, and assimilated data are equatorial Pacific SSTs. Model behavior is very sensitive to two key parameters: (i) μ, the ocean-atmosphere coupling coefficient between SST and wind stress anomalies; and (ii) δs, the surface-layer coefficient. Previous work has shown that δs determines the period of the model's self-sustained oscillation, while μ measures the degree of nonlinearity. Depending on the values of these parameters, the spatio-temporal pattern of model solutions is either that of a delayed oscillator or of a westward propagating mode. Estimation of these parameters is tested first on synthetic data and allows us to recover the delayed-oscillator mode starting from model parameter values that correspond to the westward-propagating case. Assimilation of SST data from the NCEP-NCAR Reanalysis-2 shows that the parameters can vary on fairly short time scales and switch between values that approximate the two distinct modes of ENSO behavior. Rapid adjustments of these parameters occur, in particular, during strong ENSO events. Ways to apply EKF parameter estimation efficiently to state-of-the-art coupled ocean--atmosphere GCMs will be discussed.

Data Series Subtraction with Unknown and Unmodeled Background Noise

NASA Technical Reports Server (NTRS)

Vitale, Stefano; Congedo, Giuseppe; Dolesi, Rita; Ferroni, Valerio; Hueller, Mauro; Vetrugno, Daniele; Weber, William Joseph; Audley, Heather; Danzmann, Karsten; Diepholz, Ingo;

Application of Diffusion Tensor Imaging Parameters to Detect Change in Longitudinal Studies in Cerebral Small Vessel Disease

PubMed Central

Zeestraten, Eva Anna; Benjamin, Philip; Lambert, Christian; Lawrence, Andrew John; Williams, Owen Alan; Morris, Robin Guy; Barrick, Thomas Richard; Markus, Hugh Stephen

2016-01-01

Cerebral small vessel disease (SVD) is the major cause of vascular cognitive impairment, resulting in significant disability and reduced quality of life. Cognitive tests have been shown to be insensitive to change in longitudinal studies and, therefore, sensitive surrogate markers are needed to monitor disease progression and assess treatment effects in clinical trials. Diffusion tensor imaging (DTI) is thought to offer great potential in this regard. Sensitivity of the various parameters that can be derived from DTI is however unknown. We aimed to evaluate the differential sensitivity of DTI markers to detect SVD progression, and to estimate sample sizes required to assess therapeutic interventions aimed at halting decline based on DTI data. We investigated 99 patients with symptomatic SVD, defined as clinical lacunar syndrome with MRI confirmation of a corresponding infarct as well as confluent white matter hyperintensities over a 3 year follow-up period. We evaluated change in DTI histogram parameters using linear mixed effect models and calculated sample size estimates. Over a three-year follow-up period we observed a decline in fractional anisotropy and increase in diffusivity in white matter tissue and most parameters changed significantly. Mean diffusivity peak height was the most sensitive marker for SVD progression as it had the smallest sample size estimate. This suggests disease progression can be monitored sensitively using DTI histogram analysis and confirms DTI’s potential as surrogate marker for SVD. PMID:26808982

A new statistical method for design and analyses of component tolerance

NASA Astrophysics Data System (ADS)

Movahedi, Mohammad Mehdi; Khounsiavash, Mohsen; Otadi, Mahmood; Mosleh, Maryam

2017-03-01

Tolerancing conducted by design engineers to meet customers' needs is a prerequisite for producing high-quality products. Engineers use handbooks to conduct tolerancing. While use of statistical methods for tolerancing is not something new, engineers often use known distributions, including the normal distribution. Yet, if the statistical distribution of the given variable is unknown, a new statistical method will be employed to design tolerance. In this paper, we use generalized lambda distribution for design and analyses component tolerance. We use percentile method (PM) to estimate the distribution parameters. The findings indicated that, when the distribution of the component data is unknown, the proposed method can be used to expedite the design of component tolerance. Moreover, in the case of assembled sets, more extensive tolerance for each component with the same target performance can be utilized.

Improved Determination of the Myelin Water Fraction in Human Brain using Magnetic Resonance Imaging through Bayesian Analysis of mcDESPOT

PubMed Central

Bouhrara, Mustapha; Spencer, Richard G.

2015-01-01

Myelin water fraction (MWF) mapping with magnetic resonance imaging has led to the ability to directly observe myelination and demyelination in both the developing brain and in disease. Multicomponent driven equilibrium single pulse observation of T1 and T2 (mcDESPOT) has been proposed as a rapid approach for multicomponent relaxometry and has been applied to map MWF in human brain. However, even for the simplest two-pool signal model consisting of MWF and non-myelin-associated water, the dimensionality of the parameter space for obtaining MWF estimates remains high. This renders parameter estimation difficult, especially at low-to-moderate signal-to-noise ratios (SNR), due to the presence of local minima and the flatness of the fit residual energy surface used for parameter determination using conventional nonlinear least squares (NLLS)-based algorithms. In this study, we introduce three Bayesian approaches for analysis of the mcDESPOT signal model to determine MWF. Given the high dimensional nature of mcDESPOT signal model, and, thereby, the high dimensional marginalizations over nuisance parameters needed to derive the posterior probability distribution of MWF parameter, the introduced Bayesian analyses use different approaches to reduce the dimensionality of the parameter space. The first approach uses normalization by average signal amplitude, and assumes that noise can be accurately estimated from signal-free regions of the image. The second approach likewise uses average amplitude normalization, but incorporates a full treatment of noise as an unknown variable through marginalization. The third approach does not use amplitude normalization and incorporates marginalization over both noise and signal amplitude. Through extensive Monte Carlo numerical simulations and analysis of in-vivo human brain datasets exhibiting a range of SNR and spatial resolution, we demonstrated the markedly improved accuracy and precision in the estimation of MWF using these Bayesian methods as compared to the stochastic region contraction (SRC) implementation of NLLS. PMID:26499810

Using Inverse Problem Methods with Surveillance Data in Pneumococcal Vaccination

PubMed Central

Sutton, Karyn L.; Banks, H. T.; Castillo-Chavez, Carlos

2010-01-01

The design and evaluation of epidemiological control strategies is central to public health policy. While inverse problem methods are routinely used in many applications, this remains an area in which their use is relatively rare, although their potential impact is great. We describe methods particularly relevant to epidemiological modeling at the population level. These methods are then applied to the study of pneumococcal vaccination strategies as a relevant example which poses many challenges common to other infectious diseases. We demonstrate that relevant yet typically unknown parameters may be estimated, and show that a calibrated model may used to assess implemented vaccine policies through the estimation of parameters if vaccine history is recorded along with infection and colonization information. Finally, we show how one might determine an appropriate level of refinement or aggregation in the age-structured model given age-stratified observations. These results illustrate ways in which the collection and analysis of surveillance data can be improved using inverse problem methods. PMID:20209093

Calculating Launch Vehicle Flight Performance Reserve

NASA Technical Reports Server (NTRS)

Hanson, John M.; Pinson, Robin M.; Beard, Bernard B.

2011-01-01

This paper addresses different methods for determining the amount of extra propellant (flight performance reserve or FPR) that is necessary to reach orbit with a high probability of success. One approach involves assuming that the various influential parameters are independent and that the result behaves as a Gaussian. Alternatively, probabilistic models may be used to determine the vehicle and environmental models that will be available (estimated) for a launch day go/no go decision. High-fidelity closed-loop Monte Carlo simulation determines the amount of propellant used with each random combination of parameters that are still unknown at the time of launch. Using the results of the Monte Carlo simulation, several methods were used to calculate the FPR. The final chosen solution involves determining distributions for the pertinent outputs and running a separate Monte Carlo simulation to obtain a best estimate of the required FPR. This result differs from the result obtained using the other methods sufficiently that the higher fidelity is warranted.

Maximum likelihood estimation of protein kinetic parameters under weak assumptions from unfolding force spectroscopy experiments

NASA Astrophysics Data System (ADS)

Aioanei, Daniel; Samorì, Bruno; Brucale, Marco

2009-12-01

Single molecule force spectroscopy (SMFS) is extensively used to characterize the mechanical unfolding behavior of individual protein domains under applied force by pulling chimeric polyproteins consisting of identical tandem repeats. Constant velocity unfolding SMFS data can be employed to reconstruct the protein unfolding energy landscape and kinetics. The methods applied so far require the specification of a single stretching force increase function, either theoretically derived or experimentally inferred, which must then be assumed to accurately describe the entirety of the experimental data. The very existence of a suitable optimal force model, even in the context of a single experimental data set, is still questioned. Herein, we propose a maximum likelihood (ML) framework for the estimation of protein kinetic parameters which can accommodate all the established theoretical force increase models. Our framework does not presuppose the existence of a single force characteristic function. Rather, it can be used with a heterogeneous set of functions, each describing the protein behavior in the stretching time range leading to one rupture event. We propose a simple way of constructing such a set of functions via piecewise linear approximation of the SMFS force vs time data and we prove the suitability of the approach both with synthetic data and experimentally. Additionally, when the spontaneous unfolding rate is the only unknown parameter, we find a correction factor that eliminates the bias of the ML estimator while also reducing its variance. Finally, we investigate which of several time-constrained experiment designs leads to better estimators.

Relaxation limit of a compressible gas-liquid model with well-reservoir interaction

NASA Astrophysics Data System (ADS)

Solem, Susanne; Evje, Steinar

2017-02-01

This paper deals with the relaxation limit of a two-phase compressible gas-liquid model which contains a pressure-dependent well-reservoir interaction term of the form q (P_r - P) where q>0 is the rate of the pressure-dependent influx/efflux of gas, P is the (unknown) wellbore pressure, and P_r is the (known) surrounding reservoir pressure. The model can be used to study gas-kick flow scenarios relevant for various wellbore operations. One extreme case is when the wellbore pressure P is largely dictated by the surrounding reservoir pressure P_r. Formally, this model is obtained by deriving the limiting system as the relaxation parameter q in the full model tends to infinity. The main purpose of this work is to understand to what extent this case can be represented by a well-defined mathematical model for a fixed global time T>0. Well-posedness of the full model has been obtained in Evje (SIAM J Math Anal 45(2):518-546, 2013). However, as the estimates for the full model are dependent on the relaxation parameter q, new estimates must be obtained for the equilibrium model to ensure existence of solutions. By means of appropriate a priori assumptions and some restrictions on the model parameters, necessary estimates (low order and higher order) are obtained. These estimates that depend on the global time T together with smallness assumptions on the initial data are then used to obtain existence of solutions in suitable Sobolev spaces.

Pattern-Based Inverse Modeling for Characterization of Subsurface Flow Models with Complex Geologic Heterogeneity

NASA Astrophysics Data System (ADS)

Golmohammadi, A.; Jafarpour, B.; M Khaninezhad, M. R.

2017-12-01

Calibration of heterogeneous subsurface flow models leads to ill-posed nonlinear inverse problems, where too many unknown parameters are estimated from limited response measurements. When the underlying parameters form complex (non-Gaussian) structured spatial connectivity patterns, classical variogram-based geostatistical techniques cannot describe the underlying connectivity patterns. Modern pattern-based geostatistical methods that incorporate higher-order spatial statistics are more suitable for describing such complex spatial patterns. Moreover, when the underlying unknown parameters are discrete (geologic facies distribution), conventional model calibration techniques that are designed for continuous parameters cannot be applied directly. In this paper, we introduce a novel pattern-based model calibration method to reconstruct discrete and spatially complex facies distributions from dynamic flow response data. To reproduce complex connectivity patterns during model calibration, we impose a feasibility constraint to ensure that the solution follows the expected higher-order spatial statistics. For model calibration, we adopt a regularized least-squares formulation, involving data mismatch, pattern connectivity, and feasibility constraint terms. Using an alternating directions optimization algorithm, the regularized objective function is divided into a continuous model calibration problem, followed by mapping the solution onto the feasible set. The feasibility constraint to honor the expected spatial statistics is implemented using a supervised machine learning algorithm. The two steps of the model calibration formulation are repeated until the convergence criterion is met. Several numerical examples are used to evaluate the performance of the developed method.

Extracting Prior Distributions from a Large Dataset of In-Situ Measurements to Support SWOT-based Estimation of River Discharge

NASA Astrophysics Data System (ADS)

Hagemann, M.; Gleason, C. J.

2017-12-01

The upcoming (2021) Surface Water and Ocean Topography (SWOT) NASA satellite mission aims, in part, to estimate discharge on major rivers worldwide using reach-scale measurements of stream width, slope, and height. Current formalizations of channel and floodplain hydraulics are insufficient to fully constrain this problem mathematically, resulting in an infinitely large solution set for any set of satellite observations. Recent work has reformulated this problem in a Bayesian statistical setting, in which the likelihood distributions derive directly from hydraulic flow-law equations. When coupled with prior distributions on unknown flow-law parameters, this formulation probabilistically constrains the parameter space, and results in a computationally tractable description of discharge. Using a curated dataset of over 200,000 in-situ acoustic Doppler current profiler (ADCP) discharge measurements from over 10,000 USGS gaging stations throughout the United States, we developed empirical prior distributions for flow-law parameters that are not observable by SWOT, but that are required in order to estimate discharge. This analysis quantified prior uncertainties on quantities including cross-sectional area, at-a-station hydraulic geometry width exponent, and discharge variability, that are dependent on SWOT-observable variables including reach-scale statistics of width and height. When compared against discharge estimation approaches that do not use this prior information, the Bayesian approach using ADCP-derived priors demonstrated consistently improved performance across a range of performance metrics. This Bayesian approach formally transfers information from in-situ gaging stations to remote-sensed estimation of discharge, in which the desired quantities are not directly observable. Further investigation using large in-situ datasets is therefore a promising way forward in improving satellite-based estimates of river discharge.

Sliding Mode Observer-Based Current Sensor Fault Reconstruction and Unknown Load Disturbance Estimation for PMSM Driven System

PubMed Central

Li, Xiangfei; Lin, Yuliang

2017-01-01

This paper proposes a new scheme of reconstructing current sensor faults and estimating unknown load disturbance for a permanent magnet synchronous motor (PMSM)-driven system. First, the original PMSM system is transformed into two subsystems; the first subsystem has unknown system load disturbances, which are unrelated to sensor faults, and the second subsystem has sensor faults, but is free from unknown load disturbances. Introducing a new state variable, the augmented subsystem that has sensor faults can be transformed into having actuator faults. Second, two sliding mode observers (SMOs) are designed: the unknown load disturbance is estimated by the first SMO in the subsystem, which has unknown load disturbance, and the sensor faults can be reconstructed using the second SMO in the augmented subsystem, which has sensor faults. The gains of the proposed SMOs and their stability analysis are developed via the solution of linear matrix inequality (LMI). Finally, the effectiveness of the proposed scheme was verified by simulations and experiments. The results demonstrate that the proposed scheme can reconstruct current sensor faults and estimate unknown load disturbance for the PMSM-driven system. PMID:29211017

Adaptive super-twisting observer for estimation of random road excitation profile in automotive suspension systems.

PubMed

Rath, J J; Veluvolu, K C; Defoort, M

2014-01-01

The estimation of road excitation profile is important for evaluation of vehicle stability and vehicle suspension performance for autonomous vehicle control systems. In this work, the nonlinear dynamics of the active automotive system that is excited by the unknown road excitation profile are considered for modeling. To address the issue of estimation of road profile, we develop an adaptive supertwisting observer for state and unknown road profile estimation. Under Lipschitz conditions for the nonlinear functions, the convergence of the estimation error is proven. Simulation results with Ford Fiesta MK2 demonstrate the effectiveness of the proposed observer for state and unknown input estimation for nonlinear active suspension system.

Adaptive Super-Twisting Observer for Estimation of Random Road Excitation Profile in Automotive Suspension Systems

PubMed Central

Rath, J. J.; Veluvolu, K. C.; Defoort, M.

2014-01-01

The estimation of road excitation profile is important for evaluation of vehicle stability and vehicle suspension performance for autonomous vehicle control systems. In this work, the nonlinear dynamics of the active automotive system that is excited by the unknown road excitation profile are considered for modeling. To address the issue of estimation of road profile, we develop an adaptive supertwisting observer for state and unknown road profile estimation. Under Lipschitz conditions for the nonlinear functions, the convergence of the estimation error is proven. Simulation results with Ford Fiesta MK2 demonstrate the effectiveness of the proposed observer for state and unknown input estimation for nonlinear active suspension system. PMID:24683321

VBA: A Probabilistic Treatment of Nonlinear Models for Neurobiological and Behavioural Data

PubMed Central

Daunizeau, Jean; Adam, Vincent; Rigoux, Lionel

2014-01-01

This work is in line with an on-going effort tending toward a computational (quantitative and refutable) understanding of human neuro-cognitive processes. Many sophisticated models for behavioural and neurobiological data have flourished during the past decade. Most of these models are partly unspecified (i.e. they have unknown parameters) and nonlinear. This makes them difficult to peer with a formal statistical data analysis framework. In turn, this compromises the reproducibility of model-based empirical studies. This work exposes a software toolbox that provides generic, efficient and robust probabilistic solutions to the three problems of model-based analysis of empirical data: (i) data simulation, (ii) parameter estimation/model selection, and (iii) experimental design optimization. PMID:24465198

Simultaneous tracking and regulation visual servoing of wheeled mobile robots with uncalibrated extrinsic parameters

NASA Astrophysics Data System (ADS)

Lu, Qun; Yu, Li; Zhang, Dan; Zhang, Xuebo

2018-01-01

This paper presentsa global adaptive controller that simultaneously solves tracking and regulation for wheeled mobile robots with unknown depth and uncalibrated camera-to-robot extrinsic parameters. The rotational angle and the scaled translation between the current camera frame and the reference camera frame, as well as the ones between the desired camera frame and the reference camera frame can be calculated in real time by using the pose estimation techniques. A transformed system is first obtained, for which an adaptive controller is then designed to accomplish both tracking and regulation tasks, and the controller synthesis is based on Lyapunov's direct method. Finally, the effectiveness of the proposed method is illustrated by a simulation study.

Bayesian inference in an item response theory model with a generalized student t link function

NASA Astrophysics Data System (ADS)

Azevedo, Caio L. N.; Migon, Helio S.

2012-10-01

In this paper we introduce a new item response theory (IRT) model with a generalized Student t-link function with unknown degrees of freedom (df), named generalized t-link (GtL) IRT model. In this model we consider only the difficulty parameter in the item response function. GtL is an alternative to the two parameter logit and probit models, since the degrees of freedom (df) play a similar role to the discrimination parameter. However, the behavior of the curves of the GtL is different from those of the two parameter models and the usual Student t link, since in GtL the curve obtained from different df's can cross the probit curves in more than one latent trait level. The GtL model has similar proprieties to the generalized linear mixed models, such as the existence of sufficient statistics and easy parameter interpretation. Also, many techniques of parameter estimation, model fit assessment and residual analysis developed for that models can be used for the GtL model. We develop fully Bayesian estimation and model fit assessment tools through a Metropolis-Hastings step within Gibbs sampling algorithm. We consider a prior sensitivity choice concerning the degrees of freedom. The simulation study indicates that the algorithm recovers all parameters properly. In addition, some Bayesian model fit assessment tools are considered. Finally, a real data set is analyzed using our approach and other usual models. The results indicate that our model fits the data better than the two parameter models.

Multiple-Parameter Estimation Method Based on Spatio-Temporal 2-D Processing for Bistatic MIMO Radar

PubMed Central

Yang, Shouguo; Li, Yong; Zhang, Kunhui; Tang, Weiping

2015-01-01

A novel spatio-temporal 2-dimensional (2-D) processing method that can jointly estimate the transmitting-receiving azimuth and Doppler frequency for bistatic multiple-input multiple-output (MIMO) radar in the presence of spatial colored noise and an unknown number of targets is proposed. In the temporal domain, the cross-correlation of the matched filters’ outputs for different time-delay sampling is used to eliminate the spatial colored noise. In the spatial domain, the proposed method uses a diagonal loading method and subspace theory to estimate the direction of departure (DOD) and direction of arrival (DOA), and the Doppler frequency can then be accurately estimated through the estimation of the DOD and DOA. By skipping target number estimation and the eigenvalue decomposition (EVD) of the data covariance matrix estimation and only requiring a one-dimensional search, the proposed method achieves low computational complexity. Furthermore, the proposed method is suitable for bistatic MIMO radar with an arbitrary transmitted and received geometrical configuration. The correction and efficiency of the proposed method are verified by computer simulation results. PMID:26694385

Multiple-Parameter Estimation Method Based on Spatio-Temporal 2-D Processing for Bistatic MIMO Radar.

PubMed

Yang, Shouguo; Li, Yong; Zhang, Kunhui; Tang, Weiping

2015-12-14

A novel spatio-temporal 2-dimensional (2-D) processing method that can jointly estimate the transmitting-receiving azimuth and Doppler frequency for bistatic multiple-input multiple-output (MIMO) radar in the presence of spatial colored noise and an unknown number of targets is proposed. In the temporal domain, the cross-correlation of the matched filters' outputs for different time-delay sampling is used to eliminate the spatial colored noise. In the spatial domain, the proposed method uses a diagonal loading method and subspace theory to estimate the direction of departure (DOD) and direction of arrival (DOA), and the Doppler frequency can then be accurately estimated through the estimation of the DOD and DOA. By skipping target number estimation and the eigenvalue decomposition (EVD) of the data covariance matrix estimation and only requiring a one-dimensional search, the proposed method achieves low computational complexity. Furthermore, the proposed method is suitable for bistatic MIMO radar with an arbitrary transmitted and received geometrical configuration. The correction and efficiency of the proposed method are verified by computer simulation results.

Extracting galactic structure parameters from multivariated density estimation

NASA Technical Reports Server (NTRS)

Chen, B.; Creze, M.; Robin, A.; Bienayme, O.

1992-01-01

Multivariate statistical analysis, including includes cluster analysis (unsupervised classification), discriminant analysis (supervised classification) and principle component analysis (dimensionlity reduction method), and nonparameter density estimation have been successfully used to search for meaningful associations in the 5-dimensional space of observables between observed points and the sets of simulated points generated from a synthetic approach of galaxy modelling. These methodologies can be applied as the new tools to obtain information about hidden structure otherwise unrecognizable, and place important constraints on the space distribution of various stellar populations in the Milky Way. In this paper, we concentrate on illustrating how to use nonparameter density estimation to substitute for the true densities in both of the simulating sample and real sample in the five-dimensional space. In order to fit model predicted densities to reality, we derive a set of equations which include n lines (where n is the total number of observed points) and m (where m: the numbers of predefined groups) unknown parameters. A least-square estimation will allow us to determine the density law of different groups and components in the Galaxy. The output from our software, which can be used in many research fields, will also give out the systematic error between the model and the observation by a Bayes rule.

Implementing a Bayes Filter in a Neural Circuit: The Case of Unknown Stimulus Dynamics.

PubMed

Sokoloski, Sacha

2017-09-01

In order to interact intelligently with objects in the world, animals must first transform neural population responses into estimates of the dynamic, unknown stimuli that caused them. The Bayesian solution to this problem is known as a Bayes filter, which applies Bayes' rule to combine population responses with the predictions of an internal model. The internal model of the Bayes filter is based on the true stimulus dynamics, and in this note, we present a method for training a theoretical neural circuit to approximately implement a Bayes filter when the stimulus dynamics are unknown. To do this we use the inferential properties of linear probabilistic population codes to compute Bayes' rule and train a neural network to compute approximate predictions by the method of maximum likelihood. In particular, we perform stochastic gradient descent on the negative log-likelihood of the neural network parameters with a novel approximation of the gradient. We demonstrate our methods on a finite-state, a linear, and a nonlinear filtering problem and show how the hidden layer of the neural network develops tuning curves consistent with findings in experimental neuroscience.

A distributed transmit beamforming synchronization strategy for multi-element radar systems

NASA Astrophysics Data System (ADS)

Xiao, Manlin; Li, Xingwen; Xu, Jikang

2017-02-01

The distributed transmit beamforming has recently been discussed as an energy-effective technique in wireless communication systems. A common ground of various techniques is that the destination node transmits a beacon signal or feedback to assist source nodes to synchronize signals. However, this approach is not appropriate for a radar system since the destination is a non-cooperative target of an unknown location. In our paper, we propose a novel synchronization strategy for a distributed multiple-element beamfoming radar system. Source nodes estimate parameters of beacon signals transmitted from others to get their local synchronization information. The channel information of the phase propagation delay is transmitted to nodes via the reflected beacon signals as well. Next, each node generates appropriate parameters to form a beamforming signal at the target. Transmit beamforming signals of all nodes will combine coherently at the target compensating for different propagation delay. We analyse the influence of the local oscillation accuracy and the parameter estimation errors on the performance of the proposed synchronization scheme. The results of numerical simulations illustrate that this synchronization scheme is effective to enable the transmit beamforming in a distributed multi-element radar system.

Theoretical Advances in Sequential Data Assimilation for the Atmosphere and Oceans

NASA Astrophysics Data System (ADS)

Ghil, M.

2007-05-01

We concentrate here on two aspects of advanced Kalman--filter-related methods: (i) the stability of the forecast- assimilation cycle, and (ii) parameter estimation for the coupled ocean-atmosphere system. The nonlinear stability of a prediction-assimilation system guarantees the uniqueness of the sequentially estimated solutions in the presence of partial and inaccurate observations, distributed in space and time; this stability is shown to be a necessary condition for the convergence of the state estimates to the true evolution of the turbulent flow. The stability properties of the governing nonlinear equations and of several data assimilation systems are studied by computing the spectrum of the associated Lyapunov exponents. These ideas are applied to a simple and an intermediate model of atmospheric variability and we show that the degree of stabilization depends on the type and distribution of the observations, as well as on the data assimilation method. These results represent joint work with A. Carrassi, A. Trevisan and F. Uboldi. Much is known by now about the main physical mechanisms that give rise to and modulate the El-Nino/Southern- Oscillation (ENSO), but the values of several parameters that enter these mechanisms are an important unknown. We apply Extended Kalman Filtering (EKF) for both model state and parameter estimation in an intermediate, nonlinear, coupled ocean-atmosphere model of ENSO. Model behavior is very sensitive to two key parameters: (a) "mu", the ocean-atmosphere coupling coefficient between the sea-surface temperature (SST) and wind stress anomalies; and (b) "delta-s", the surface-layer coefficient. Previous work has shown that "delta- s" determines the period of the model's self-sustained oscillation, while "mu' measures the degree of nonlinearity. Depending on the values of these parameters, the spatio-temporal pattern of model solutions is either that of a delayed oscillator or of a westward propagating mode. Assimilation of SST data from the NCEP- NCAR Reanalysis-2 shows that the parameters can vary on fairly short time scales and switch between values that approximate the two distinct modes of ENSO behavior. Rapid adjustments of these parameters occur, in particular, during strong ENSO events. Ways to apply EKF parameter estimation efficiently to state-of-the-art coupled ocean-atmosphere GCMs will be discussed. These results arise from joint work with D. Kondrashov and C.-j. Sun.

Hiereachical Bayesian Model for Combining Geochemical and Geophysical Data for Environmental Applications Software

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

Chen, Jinsong

2013-05-01

Development of a hierarchical Bayesian model to estimate the spatiotemporal distribution of aqueous geochemical parameters associated with in-situ bioremediation using surface spectral induced polarization (SIP) data and borehole geochemical measurements collected during a bioremediation experiment at a uranium-contaminated site near Rifle, Colorado. The SIP data are first inverted for Cole-Cole parameters including chargeability, time constant, resistivity at the DC frequency and dependence factor, at each pixel of two-dimensional grids using a previously developed stochastic method. Correlations between the inverted Cole-Cole parameters and the wellbore-based groundwater chemistry measurements indicative of key metabolic processes within the aquifer (e.g. ferrous iron, sulfate, uranium)more » were established and used as a basis for petrophysical model development. The developed Bayesian model consists of three levels of statistical sub-models: 1) data model, providing links between geochemical and geophysical attributes, 2) process model, describing the spatial and temporal variability of geochemical properties in the subsurface system, and 3) parameter model, describing prior distributions of various parameters and initial conditions. The unknown parameters are estimated using Markov chain Monte Carlo methods. By combining the temporally distributed geochemical data with the spatially distributed geophysical data, we obtain the spatio-temporal distribution of ferrous iron, sulfate and sulfide, and their associated uncertainity information. The obtained results can be used to assess the efficacy of the bioremediation treatment over space and time and to constrain reactive transport models.« less

An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and t-distributed deviations

NASA Astrophysics Data System (ADS)

Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza

2018-03-01

In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

PubMed

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

Lyapunov function-based control laws for revolute robot arms - Tracking control, robustness, and adaptive control

NASA Technical Reports Server (NTRS)

Wen, John T.; Kreutz-Delgado, Kenneth; Bayard, David S.

1992-01-01

A new class of joint level control laws for all-revolute robot arms is introduced. The analysis is similar to a recently proposed energy-like Liapunov function approach, except that the closed-loop potential function is shaped in accordance with the underlying joint space topology. This approach gives way to a much simpler analysis and leads to a new class of control designs which guarantee both global asymptotic stability and local exponential stability. When Coulomb and viscous friction and parameter uncertainty are present as model perturbations, a sliding mode-like modification of the control law results in a robustness-enhancing outer loop. Adaptive control is formulated within the same framework. A linear-in-the-parameters formulation is adopted and globally asymptotically stable adaptive control laws are derived by simply replacing unknown model parameters by their estimates (i.e., certainty equivalence adaptation).

Parameter identifiability of linear dynamical systems

NASA Technical Reports Server (NTRS)

Glover, K.; Willems, J. C.

1974-01-01

It is assumed that the system matrices of a stationary linear dynamical system were parametrized by a set of unknown parameters. The question considered here is, when can such a set of unknown parameters be identified from the observed data? Conditions for the local identifiability of a parametrization are derived in three situations: (1) when input/output observations are made, (2) when there exists an unknown feedback matrix in the system and (3) when the system is assumed to be driven by white noise and only output observations are made. Also a sufficient condition for global identifiability is derived.

Development of a mathematical model for mechanical transmission of trypanosomes and other pathogens of cattle transmitted by tabanids.

PubMed

Desquesnes, Marc; Biteau-Coroller, Fabienne; Bouyer, Jérémy; Dia, Mamadou Lamine; Foil, Lane

2009-02-01

Mechanical transmission of pathogens by biting insects is a non-specific phenomenon in which pathogens are transmitted from the blood of an infected host to another host during interrupted feeding of the insects. A large range of pathogens can be mechanically transmitted, e.g. hemoparasites, bacteria and viruses. Some pathogens are almost exclusively mechanically transmitted, while others are also cyclically transmitted. For agents transmitted both cyclically and mechanically (mixed transmission), such as certain African pathogenic trypanosomes, the relative impact of mechanical versus cyclical transmission is essentially unknown. We have developed a mathematical model of pathogen transmission by a defined insect population to evaluate the importance of mechanical transmission. Based on a series of experiments aimed at demonstrating mechanical transmission of African trypanosomes by tabanids, the main parameters of the model were either quantified (host parasitaemia, mean individual insect burden, initial prevalence of infection) or estimated (unknown parameters). This model allows us to simulate the evolution of pathogen prevalence under various predictive circumstances, including control measures and could be used to assess the risk of mechanical transmission under field conditions. If adjustments of parameters are provided, this model could be generalized to other pathogenic agents present in the blood of their hosts (Bovine Leukemia virus, Anaplasma, etc.) or other biting insects such as biting muscids (stomoxyines) and hippoboscids.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

A Bayesian Retrieval of Greenland Ice Sheet Internal Temperature from Ultra-wideband Software-defined Microwave Radiometer (UWBRAD) Measurements

NASA Astrophysics Data System (ADS)

Duan, Y.; Durand, M. T.; Jezek, K. C.; Yardim, C.; Bringer, A.; Aksoy, M.; Johnson, J. T.

2017-12-01

The ultra-wideband software-defined microwave radiometer (UWBRAD) is designed to provide ice sheet internal temperature product via measuring low frequency microwave emission. Twelve channels ranging from 0.5 to 2.0 GHz are covered by the instrument. A Greenland air-borne demonstration was demonstrated in September 2016, provided first demonstration of Ultra-wideband radiometer observations of geophysical scenes, including ice sheets. Another flight is planned for September 2017 for acquiring measurements in central ice sheet. A Bayesian framework is designed to retrieve the ice sheet internal temperature from simulated UWBRAD brightness temperature (Tb) measurements over Greenland flight path with limited prior information of the ground. A 1-D heat-flow model, the Robin Model, was used to model the ice sheet internal temperature profile with ground information. Synthetic UWBRAD Tb observations was generated via the partially coherent radiation transfer model, which utilizes the Robin model temperature profile and an exponential fit of ice density from Borehole measurement as input, and corrupted with noise. The effective surface temperature, geothermal heat flux, the variance of upper layer ice density, and the variance of fine scale density variation at deeper ice sheet were treated as unknown variables within the retrieval framework. Each parameter is defined with its possible range and set to be uniformly distributed. The Markov Chain Monte Carlo (MCMC) approach is applied to make the unknown parameters randomly walk in the parameter space. We investigate whether the variables can be improved over priors using the MCMC approach and contribute to the temperature retrieval theoretically. UWBRAD measurements near camp century from 2016 was also treated with the MCMC to examine the framework with scattering effect. The fine scale density fluctuation is an important parameter. It is the most sensitive yet highly unknown parameter in the estimation framework. Including the fine scale density fluctuation greatly improved the retrieval results. The ice sheet vertical temperature profile, especially the 10m temperature, can be well retrieved via the MCMC process. Future retrieval work will apply the Bayesian approach to UWBRAD airborne measurements.

Reachable set estimation for Takagi-Sugeno fuzzy systems against unknown output delays with application to tracking control of AUVs.

PubMed

Zhong, Zhixiong; Zhu, Yanzheng; Ahn, Choon Ki

2018-07-01

In this paper, we address the problem of reachable set estimation for continuous-time Takagi-Sugeno (T-S) fuzzy systems subject to unknown output delays. Based on the reachable set concept, a new controller design method is also discussed for such systems. An effective method is developed to attenuate the negative impact from the unknown output delays, which likely degrade the performance/stability of systems. First, an augmented fuzzy observer is proposed to capacitate a synchronous estimation for the system state and the disturbance term owing to the unknown output delays, which ensures that the reachable set of the estimation error is limited via the intersection operation of ellipsoids. Then, a compensation technique is employed to eliminate the influence on the system performance stemmed from the unknown output delays. Finally, the effectiveness and correctness of the obtained theories are verified by the tracking control of autonomous underwater vehicles. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Multiresolution MR elastography using nonlinear inversion

PubMed Central

McGarry, M. D. J.; Van Houten, E. E. W.; Johnson, C. L.; Georgiadis, J. G.; Sutton, B. P.; Weaver, J. B.; Paulsen, K. D.

2012-01-01

Purpose: Nonlinear inversion (NLI) in MR elastography requires discretization of the displacement field for a finite element (FE) solution of the “forward problem”, and discretization of the unknown mechanical property field for the iterative solution of the “inverse problem”. The resolution requirements for these two discretizations are different: the forward problem requires sufficient resolution of the displacement FE mesh to ensure convergence, whereas lowering the mechanical property resolution in the inverse problem stabilizes the mechanical property estimates in the presence of measurement noise. Previous NLI implementations use the same FE mesh to support the displacement and property fields, requiring a trade-off between the competing resolution requirements. Methods: This work implements and evaluates multiresolution FE meshes for NLI elastography, allowing independent discretizations of the displacements and each mechanical property parameter to be estimated. The displacement resolution can then be selected to ensure mesh convergence, and the resolution of the property meshes can be independently manipulated to control the stability of the inversion. Results: Phantom experiments indicate that eight nodes per wavelength (NPW) are sufficient for accurate mechanical property recovery, whereas mechanical property estimation from 50 Hz in vivo brain data stabilizes once the displacement resolution reaches 1.7 mm (approximately 19 NPW). Viscoelastic mechanical property estimates of in vivo brain tissue show that subsampling the loss modulus while holding the storage modulus resolution constant does not substantially alter the storage modulus images. Controlling the ratio of the number of measurements to unknown mechanical properties by subsampling the mechanical property distributions (relative to the data resolution) improves the repeatability of the property estimates, at a cost of modestly decreased spatial resolution. Conclusions: Multiresolution NLI elastography provides a more flexible framework for mechanical property estimation compared to previous single mesh implementations. PMID:23039674

Dose-escalation designs in oncology: ADEPT and the CRM.

PubMed

Shu, Jianfen; O'Quigley, John

2008-11-20

The ADEPT software package is not a statistical method in its own right as implied by Gerke and Siedentop (Statist. Med. 2008; DOI: 10.1002/sim.3037). ADEPT implements two-parameter CRM models as described in O'Quigley et al. (Biometrics 1990; 46(1):33-48). All of the basic ideas (use of a two-parameter logistic model, use of a two-dimensional prior for the unknown slope and intercept parameters, sequential estimation and subsequent patient allocation based on minimization of some loss function, flexibility to use cohorts instead of one by one inclusion) are strictly identical. The only, and quite trivial, difference arises in the setting of the prior. O'Quigley et al. (Biometrics 1990; 46(1):33-48) used priors having an analytic expression whereas Whitehead and Brunier (Statist. Med. 1995; 14:33-48) use pseudo-data to play the role of the prior. The question of interest is whether two-parameter CRM works as well, or better, than the one-parameter CRM recommended in O'Quigley et al. (Biometrics 1990; 46(1):33-48). Gerke and Siedentop argue that it does. The published literature suggests otherwise. The conclusions of Gerke and Siedentop stem from three highly particular, and somewhat contrived, situations. Unlike one-parameter CRM (Biometrika 1996; 83:395-405; J. Statist. Plann. Inference 2006; 136:1765-1780; Biometrika 2005; 92:863-873), no statistical properties appear to have been studied for two-parameter CRM. In particular, for two-parameter CRM, the parameter estimates are inconsistent. This ought to be a source of major concern to those proposing its use. Worse still, for finite samples the behavior of estimates can be quite wild despite having incorporated the kind of dampening priors discussed by Gerke and Siedentop. An example in which we illustrate this behavior describes a single patient included at level 1 of 6 levels and experiencing a dose limiting toxicity. The subsequent recommendation is to experiment at level 6! Such problematic behavior is not common. Even so, we show that the allocation behavior of two-parameter CRM is very much less stable than that of one-parameter CRM.

An evolutive real-time source inversion based on a linear inverse formulation

NASA Astrophysics Data System (ADS)

Sanchez Reyes, H. S.; Tago, J.; Cruz-Atienza, V. M.; Metivier, L.; Contreras Zazueta, M. A.; Virieux, J.

2016-12-01

Finite source inversion is a steppingstone to unveil earthquake rupture. It is used on ground motion predictions and its results shed light on seismic cycle for better tectonic understanding. It is not yet used for quasi-real-time analysis. Nowadays, significant progress has been made on approaches regarding earthquake imaging, thanks to new data acquisition and methodological advances. However, most of these techniques are posterior procedures once seismograms are available. Incorporating source parameters estimation into early warning systems would require to update the source build-up while recording data. In order to go toward this dynamic estimation, we developed a kinematic source inversion formulated in the time-domain, for which seismograms are linearly related to the slip distribution on the fault through convolutions with Green's functions previously estimated and stored (Perton et al., 2016). These convolutions are performed in the time-domain as we progressively increase the time window of records at each station specifically. Selected unknowns are the spatio-temporal slip-rate distribution to keep the linearity of the forward problem with respect to unknowns, as promoted by Fan and Shearer (2014). Through the spatial extension of the expected rupture zone, we progressively build-up the slip-rate when adding new data by assuming rupture causality. This formulation is based on the adjoint-state method for efficiency (Plessix, 2006). The inverse problem is non-unique and, in most cases, underdetermined. While standard regularization terms are used for stabilizing the inversion, we avoid strategies based on parameter reduction leading to an unwanted non-linear relationship between parameters and seismograms for our progressive build-up. Rise time, rupture velocity and other quantities can be extracted later on as attributs from the slip-rate inversion we perform. Satisfactory results are obtained on a synthetic example (FIgure 1) proposed by the Source Inversion Validation project (Mai et al. 2011). A real case application is currently being explored. Our specific formulation, combined with simple prior information, as well as numerical results obtained so far, yields interesting perspectives for a real-time implementation.

Online cross-validation-based ensemble learning.

PubMed

Benkeser, David; Ju, Cheng; Lendle, Sam; van der Laan, Mark

2018-01-30

Online estimators update a current estimate with a new incoming batch of data without having to revisit past data thereby providing streaming estimates that are scalable to big data. We develop flexible, ensemble-based online estimators of an infinite-dimensional target parameter, such as a regression function, in the setting where data are generated sequentially by a common conditional data distribution given summary measures of the past. This setting encompasses a wide range of time-series models and, as special case, models for independent and identically distributed data. Our estimator considers a large library of candidate online estimators and uses online cross-validation to identify the algorithm with the best performance. We show that by basing estimates on the cross-validation-selected algorithm, we are asymptotically guaranteed to perform as well as the true, unknown best-performing algorithm. We provide extensions of this approach including online estimation of the optimal ensemble of candidate online estimators. We illustrate excellent performance of our methods using simulations and a real data example where we make streaming predictions of infectious disease incidence using data from a large database. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Extracting scene feature vectors through modeling, volume 3

NASA Technical Reports Server (NTRS)

Berry, J. K.; Smith, J. A.

1976-01-01

The remote estimation of the leaf area index of winter wheat at Finney County, Kansas was studied. The procedure developed consists of three activities: (1) field measurements; (2) model simulations; and (3) response classifications. The first activity is designed to identify model input parameters and develop a model evaluation data set. A stochastic plant canopy reflectance model is employed to simulate reflectance in the LANDSAT bands as a function of leaf area index for two phenological stages. An atmospheric model is used to translate these surface reflectances into simulated satellite radiance. A divergence classifier determines the relative similarity between model derived spectral responses and those of areas with unknown leaf area index. The unknown areas are assigned the index associated with the closest model response. This research demonstrated that the SRVC canopy reflectance model is appropriate for wheat scenes and that broad categories of leaf area index can be inferred from the procedure developed.

The geostatistical approach for structural and stratigraphic framework analysis of offshore NW Bonaparte Basin, Australia

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

Wahid, Ali, E-mail: ali.wahid@live.com; Salim, Ahmed Mohamed Ahmed, E-mail: mohamed.salim@petronas.com.my; Yusoff, Wan Ismail Wan, E-mail: wanismail-wanyusoff@petronas.com.my

2016-02-01

Geostatistics or statistical approach is based on the studies of temporal and spatial trend, which depend upon spatial relationships to model known information of variable(s) at unsampled locations. The statistical technique known as kriging was used for petrophycial and facies analysis, which help to assume spatial relationship to model the geological continuity between the known data and the unknown to produce a single best guess of the unknown. Kriging is also known as optimal interpolation technique, which facilitate to generate best linear unbiased estimation of each horizon. The idea is to construct a numerical model of the lithofacies and rockmore » properties that honor available data and further integrate with interpreting seismic sections, techtonostratigraphy chart with sea level curve (short term) and regional tectonics of the study area to find the structural and stratigraphic growth history of the NW Bonaparte Basin. By using kriging technique the models were built which help to estimate different parameters like horizons, facies, and porosities in the study area. The variograms were used to determine for identification of spatial relationship between data which help to find the depositional history of the North West (NW) Bonaparte Basin.« less

Multisensor Parallel Largest Ellipsoid Distributed Data Fusion with Unknown Cross-Covariances

PubMed Central

Liu, Baoyu; Zhan, Xingqun; Zhu, Zheng H.

2017-01-01

As the largest ellipsoid (LE) data fusion algorithm can only be applied to two-sensor system, in this contribution, parallel fusion structure is proposed to introduce the LE algorithm into a multisensor system with unknown cross-covariances, and three parallel fusion structures based on different estimate pairing methods are presented and analyzed. In order to assess the influence of fusion structure on fusion performance, two fusion performance assessment parameters are defined as Fusion Distance and Fusion Index. Moreover, the formula for calculating the upper bounds of actual fused error covariances of the presented multisensor LE fusers is also provided. Demonstrated with simulation examples, the Fusion Index indicates fuser’s actual fused accuracy and its sensitivity to the sensor orders, as well as its robustness to the accuracy of newly added sensors. Compared to the LE fuser with sequential structure, the LE fusers with proposed parallel structures not only significantly improve their properties in these aspects, but also embrace better performances in consistency and computation efficiency. The presented multisensor LE fusers generally have better accuracies than covariance intersection (CI) fusion algorithm and are consistent when the local estimates are weakly correlated. PMID:28661442

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

Back-stepping active disturbance rejection control design for integrated missile guidance and control system via reduced-order ESO.

PubMed

Xingling, Shao; Honglun, Wang

2015-07-01

This paper proposes a novel composite integrated guidance and control (IGC) law for missile intercepting against unknown maneuvering target with multiple uncertainties and control constraint. First, by using back-stepping technique, the proposed IGC law design is separated into guidance loop and control loop. The unknown target maneuvers and variations of aerodynamics parameters in guidance and control loop are viewed as uncertainties, which are estimated and compensated by designed model-assisted reduced-order extended state observer (ESO). Second, based on the principle of active disturbance rejection control (ADRC), enhanced feedback linearization (FL) based control law is implemented for the IGC model using the estimates generated by reduced-order ESO. In addition, performance analysis and comparisons between ESO and reduced-order ESO are examined. Nonlinear tracking differentiator is employed to construct the derivative of virtual control command in the control loop. Third, the closed-loop stability for the considered system is established. Finally, the effectiveness of the proposed IGC law in enhanced interception performance such as smooth interception course, improved robustness against multiple uncertainties as well as reduced control consumption during initial phase are demonstrated through simulations. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Potential for noninvasive assessment of lung inhomogeneity using highly precise, highly time-resolved measurements of gas exchange

PubMed Central

Mountain, James E.; Santer, Peter; O’Neill, David P.; Smith, Nicholas M. J.; Ciaffoni, Luca; Couper, John H.; Ritchie, Grant A. D.; Hancock, Gus; Whiteley, Jonathan P.

2018-01-01

Inhomogeneity in the lung impairs gas exchange and can be an early marker of lung disease. We hypothesized that highly precise measurements of gas exchange contain sufficient information to quantify many aspects of the inhomogeneity noninvasively. Our aim was to explore whether one parameterization of lung inhomogeneity could both fit such data and provide reliable parameter estimates. A mathematical model of gas exchange in an inhomogeneous lung was developed, containing inhomogeneity parameters for compliance, vascular conductance, and dead space, all relative to lung volume. Inputs were respiratory flow, cardiac output, and the inspiratory and pulmonary arterial gas compositions. Outputs were expiratory and pulmonary venous gas compositions. All values were specified every 10 ms. Some parameters were set to physiologically plausible values. To estimate the remaining unknown parameters and inputs, the model was embedded within a nonlinear estimation routine to minimize the deviations between model and data for CO2, O2, and N2 flows during expiration. Three groups, each of six individuals, were studied: young (20–30 yr); old (70–80 yr); and patients with mild to moderate chronic obstructive pulmonary disease (COPD). Each participant undertook a 15-min measurement protocol six times. For all parameters reflecting inhomogeneity, highly significant differences were found between the three participant groups (P < 0.001, ANOVA). Intraclass correlation coefficients were 0.96, 0.99, and 0.94 for the parameters reflecting inhomogeneity in deadspace, compliance, and vascular conductance, respectively. We conclude that, for the particular participants selected, highly repeatable estimates for parameters reflecting inhomogeneity could be obtained from noninvasive measurements of respiratory gas exchange. NEW & NOTEWORTHY This study describes a new method, based on highly precise measures of gas exchange, that quantifies three distributions that are intrinsic to the lung. These distributions represent three fundamentally different types of inhomogeneity that together give rise to ventilation-perfusion mismatch and result in impaired gas exchange. The measurement technique has potentially broad clinical applicability because it is simple for both patient and operator, it does not involve ionizing radiation, and it is completely noninvasive. PMID:29074714

Parallel particle filters for online identification of mechanistic mathematical models of physiology from monitoring data: performance and real-time scalability in simulation scenarios.

PubMed

Zenker, Sven

2010-08-01

Combining mechanistic mathematical models of physiology with quantitative observations using probabilistic inference may offer advantages over established approaches to computerized decision support in acute care medicine. Particle filters (PF) can perform such inference successively as data becomes available. The potential of PF for real-time state estimation (SE) for a model of cardiovascular physiology is explored using parallel computers and the ability to achieve joint state and parameter estimation (JSPE) given minimal prior knowledge tested. A parallelized sequential importance sampling/resampling algorithm was implemented and its scalability for the pure SE problem for a non-linear five-dimensional ODE model of the cardiovascular system evaluated on a Cray XT3 using up to 1,024 cores. JSPE was implemented using a state augmentation approach with artificial stochastic evolution of the parameters. Its performance when simultaneously estimating the 5 states and 18 unknown parameters when given observations only of arterial pressure, central venous pressure, heart rate, and, optionally, cardiac output, was evaluated in a simulated bleeding/resuscitation scenario. SE was successful and scaled up to 1,024 cores with appropriate algorithm parametrization, with real-time equivalent performance for up to 10 million particles. JSPE in the described underdetermined scenario achieved excellent reproduction of observables and qualitative tracking of enddiastolic ventricular volumes and sympathetic nervous activity. However, only a subset of the posterior distributions of parameters concentrated around the true values for parts of the estimated trajectories. Parallelized PF's performance makes their application to complex mathematical models of physiology for the purpose of clinical data interpretation, prediction, and therapy optimization appear promising. JSPE in the described extremely underdetermined scenario nevertheless extracted information of potential clinical relevance from the data in this simulation setting. However, fully satisfactory resolution of this problem when minimal prior knowledge about parameter values is available will require further methodological improvements, which are discussed.

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

PubMed

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and Nutrition Examination Survey (NHANES).

GLRT-based array receivers for the detection of a known signal with unknown parameters corrupted by noncircular interferences

NASA Astrophysics Data System (ADS)

Chevalier, Pascal; Oukaci, Abdelkader; Delmas, Jean-Pierre

2011-12-01

The detection of a known signal with unknown parameters in the presence of noise plus interferences (called total noise) whose covariance matrix is unknown is an important problem which has received much attention these last decades for applications such as radar, satellite localization or time acquisition in radio communications. However, most of the available receivers assume a second order (SO) circular (or proper) total noise and become suboptimal in the presence of SO noncircular (or improper) interferences, potentially present in the previous applications. The scarce available receivers which take the potential SO noncircularity of the total noise into account have been developed under the restrictive condition of a known signal with known parameters or under the assumption of a random signal. For this reason, following a generalized likelihood ratio test (GLRT) approach, the purpose of this paper is to introduce and to analyze the performance of different array receivers for the detection of a known signal, with different sets of unknown parameters, corrupted by an unknown noncircular total noise. To simplify the study, we limit the analysis to rectilinear known useful signals for which the baseband signal is real, which concerns many applications.

Estimation of genetic variance for macro- and micro-environmental sensitivity using double hierarchical generalized linear models

PubMed Central

2013-01-01

Background Genetic variation for environmental sensitivity indicates that animals are genetically different in their response to environmental factors. Environmental factors are either identifiable (e.g. temperature) and called macro-environmental or unknown and called micro-environmental. The objectives of this study were to develop a statistical method to estimate genetic parameters for macro- and micro-environmental sensitivities simultaneously, to investigate bias and precision of resulting estimates of genetic parameters and to develop and evaluate use of Akaike’s information criterion using h-likelihood to select the best fitting model. Methods We assumed that genetic variation in macro- and micro-environmental sensitivities is expressed as genetic variance in the slope of a linear reaction norm and environmental variance, respectively. A reaction norm model to estimate genetic variance for macro-environmental sensitivity was combined with a structural model for residual variance to estimate genetic variance for micro-environmental sensitivity using a double hierarchical generalized linear model in ASReml. Akaike’s information criterion was constructed as model selection criterion using approximated h-likelihood. Populations of sires with large half-sib offspring groups were simulated to investigate bias and precision of estimated genetic parameters. Results Designs with 100 sires, each with at least 100 offspring, are required to have standard deviations of estimated variances lower than 50% of the true value. When the number of offspring increased, standard deviations of estimates across replicates decreased substantially, especially for genetic variances of macro- and micro-environmental sensitivities. Standard deviations of estimated genetic correlations across replicates were quite large (between 0.1 and 0.4), especially when sires had few offspring. Practically, no bias was observed for estimates of any of the parameters. Using Akaike’s information criterion the true genetic model was selected as the best statistical model in at least 90% of 100 replicates when the number of offspring per sire was 100. Application of the model to lactation milk yield in dairy cattle showed that genetic variance for micro- and macro-environmental sensitivities existed. Conclusion The algorithm and model selection criterion presented here can contribute to better understand genetic control of macro- and micro-environmental sensitivities. Designs or datasets should have at least 100 sires each with 100 offspring. PMID:23827014

Seabed roughness parameters from joint backscatter and reflection inversion at the Malta Plateau.

PubMed

Steininger, Gavin; Holland, Charles W; Dosso, Stan E; Dettmer, Jan

2013-09-01

This paper presents estimates of seabed roughness and geoacoustic parameters and uncertainties on the Malta Plateau, Mediterranean Sea, by joint Bayesian inversion of mono-static backscatter and spherical wave reflection-coefficient data. The data are modeled using homogeneous fluid sediment layers overlying an elastic basement. The scattering model assumes a randomly rough water-sediment interface with a von Karman roughness power spectrum. Scattering and reflection data are inverted simultaneously using a population of interacting Markov chains to sample roughness and geoacoustic parameters as well as residual error parameters. Trans-dimensional sampling is applied to treat the number of sediment layers and the order (zeroth or first) of an autoregressive error model (to represent potential residual correlation) as unknowns. Results are considered in terms of marginal posterior probability profiles and distributions, which quantify the effective data information content to resolve scattering/geoacoustic structure. Results indicate well-defined scattering (roughness) parameters in good agreement with existing measurements, and a multi-layer sediment profile over a high-speed (elastic) basement, consistent with independent knowledge of sand layers over limestone.

In vivo repeatability of the pulse wave inverse problem in human carotid arteries.

PubMed

McGarry, Matthew; Nauleau, Pierre; Apostolakis, Iason; Konofagou, Elisa

2017-11-07

Accurate arterial stiffness measurement would improve diagnosis and monitoring for many diseases. Atherosclerotic plaques and aneurysms are expected to involve focal changes in vessel wall properties; therefore, a method to image the stiffness variation would be a valuable clinical tool. The pulse wave inverse problem (PWIP) fits unknown parameters from a computational model of arterial pulse wave propagation to ultrasound-based measurements of vessel wall displacements by minimizing the difference between the model and measured displacements. The PWIP has been validated in phantoms, and this study presents the first in vivo demonstration. The common carotid arteries of five healthy volunteers were imaged five times in a single session with repositioning of the probe and subject between each scan. The 1D finite difference computational model used in the PWIP spanned from the start of the transducer to the carotid bifurcation, where a resistance outlet boundary condition was applied to approximately model the downstream reflection of the pulse wave. Unknown parameters that were estimated by the PWIP included a 10-segment linear piecewise compliance distribution and 16 discrete cosine transformation coefficients for each of the inlet boundary conditions. Input data was selected to include pulse waves resulting from the primary pulse and dicrotic notch. The recovered compliance maps indicate that the compliance increases close to the bifurcation, and the variability of the average pulse wave velocity estimated through the PWIP is on the order of 11%, which is similar to that of the conventional processing technique which tracks the wavefront arrival time (13%). Copyright © 2017 Elsevier Ltd. All rights reserved.

Estimation of stature by using lower limb dimensions in the Malaysian population.

PubMed

Nor, Faridah Mohd; Abdullah, Nurliza; Mustapa, Al-Mizan; Qi Wen, Leong; Faisal, Nurulina Aimi; Ahmad Nazari, Dayang Anis Asyikin

2013-11-01

Estimation of stature is an important step in developing a biological profile for human identification. It may provide a valuable indicator for an unknown individual in a population. The aim of this study was to analyse the relationship between stature and lower limb dimensions in the Malaysian population. The sample comprised 100 corpses, which included 69 males and 31 females between the age range of 20-90 years old. The parameters measured were stature, thigh length, lower leg length, leg length, foot length, foot height and foot breadth. Results showed that the mean values in males were significantly higher than those in females (p < 0.05). There were significant correlations between lower limb dimensions and stature. Cross-validation of the equation on 100 individuals showed close approximation between known stature and estimated stature. It was concluded that lower limb dimensions were useful for estimation of stature, which should be validated in future studies. Crown Copyright © 2013. Published by Elsevier Ltd. All rights reserved.

The lawful imprecision of human surface tilt estimation in natural scenes

PubMed Central

2018-01-01

Estimating local surface orientation (slant and tilt) is fundamental to recovering the three-dimensional structure of the environment. It is unknown how well humans perform this task in natural scenes. Here, with a database of natural stereo-images having groundtruth surface orientation at each pixel, we find dramatic differences in human tilt estimation with natural and artificial stimuli. Estimates are precise and unbiased with artificial stimuli and imprecise and strongly biased with natural stimuli. An image-computable Bayes optimal model grounded in natural scene statistics predicts human bias, precision, and trial-by-trial errors without fitting parameters to the human data. The similarities between human and model performance suggest that the complex human performance patterns with natural stimuli are lawful, and that human visual systems have internalized local image and scene statistics to optimally infer the three-dimensional structure of the environment. These results generalize our understanding of vision from the lab to the real world. PMID:29384477

The lawful imprecision of human surface tilt estimation in natural scenes.

PubMed

Kim, Seha; Burge, Johannes

2018-01-31

Estimating local surface orientation (slant and tilt) is fundamental to recovering the three-dimensional structure of the environment. It is unknown how well humans perform this task in natural scenes. Here, with a database of natural stereo-images having groundtruth surface orientation at each pixel, we find dramatic differences in human tilt estimation with natural and artificial stimuli. Estimates are precise and unbiased with artificial stimuli and imprecise and strongly biased with natural stimuli. An image-computable Bayes optimal model grounded in natural scene statistics predicts human bias, precision, and trial-by-trial errors without fitting parameters to the human data. The similarities between human and model performance suggest that the complex human performance patterns with natural stimuli are lawful, and that human visual systems have internalized local image and scene statistics to optimally infer the three-dimensional structure of the environment. These results generalize our understanding of vision from the lab to the real world. © 2018, Kim et al.

Complete synchronization of uncertain chaotic systems via a single proportional adaptive controller: A comparative study

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

Ahmad, Israr, E-mail: iak-2000plus@yahoo.com; Saaban, Azizan Bin, E-mail: azizan.s@uum.edu.my; Ibrahim, Adyda Binti, E-mail: adyda@uum.edu.my

This paper addresses a comparative computational study on the synchronization quality, cost and converging speed for two pairs of identical chaotic and hyperchaotic systems with unknown time-varying parameters. It is assumed that the unknown time-varying parameters are bounded. Based on the Lyapunov stability theory and using the adaptive control method, a single proportional controller is proposed to achieve the goal of complete synchronizations. Accordingly, appropriate adaptive laws are designed to identify the unknown time-varying parameters. The designed control strategy is easy to implement in practice. Numerical simulations results are provided to verify the effectiveness of the proposed synchronization scheme.

Error analysis in inverse scatterometry. I. Modeling.

PubMed

Al-Assaad, Rayan M; Byrne, Dale M

2007-02-01

Scatterometry is an optical technique that has been studied and tested in recent years in semiconductor fabrication metrology for critical dimensions. Previous work presented an iterative linearized method to retrieve surface-relief profile parameters from reflectance measurements upon diffraction. With the iterative linear solution model in this work, rigorous models are developed to represent the random and deterministic or offset errors in scatterometric measurements. The propagation of different types of error from the measurement data to the profile parameter estimates is then presented. The improvement in solution accuracies is then demonstrated with theoretical and experimental data by adjusting for the offset errors. In a companion paper (in process) an improved optimization method is presented to account for unknown offset errors in the measurements based on the offset error model.

Disturbance observer based active and adaptive synchronization of energy resource chaotic system.

PubMed

Wei, Wei; Wang, Meng; Li, Donghai; Zuo, Min; Wang, Xiaoyi

2016-11-01

In this paper, synchronization of a three-dimensional energy resource chaotic system is considered. For the sake of achieving the synchronization between the drive and response systems, two different nonlinear control approaches, i.e. active control with known parameters and adaptive control with unknown parameters, have been designed. In order to guarantee the transient performance, finite-time boundedness (FTB) and finite-time stability (FTS) are introduced in the design of active control and adaptive control, respectively. Simultaneously, in view of the existence of disturbances, a new disturbance observer is proposed to estimate the disturbance. The conditions of the asymptotic stability for the closed-loop system are obtained. Numerical simulations are provided to illustrate the proposed approaches. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Neural network approach for the calculation of potential coefficients in quantum mechanics

NASA Astrophysics Data System (ADS)

Ossandón, Sebastián; Reyes, Camilo; Cumsille, Patricio; Reyes, Carlos M.

2017-05-01

A numerical method based on artificial neural networks is used to solve the inverse Schrödinger equation for a multi-parameter class of potentials. First, the finite element method was used to solve repeatedly the direct problem for different parametrizations of the chosen potential function. Then, using the attainable eigenvalues as a training set of the direct radial basis neural network a map of new eigenvalues was obtained. This relationship was later inverted and refined by training an inverse radial basis neural network, allowing the calculation of the unknown parameters and therefore estimating the potential function. Three numerical examples are presented in order to prove the effectiveness of the method. The results show that the method proposed has the advantage to use less computational resources without a significant accuracy loss.

Structural identifiability analyses of candidate models for in vitro Pitavastatin hepatic uptake.

PubMed

Grandjean, Thomas R B; Chappell, Michael J; Yates, James W T; Evans, Neil D

2014-05-01

In this paper a review of the application of four different techniques (a version of the similarity transformation approach for autonomous uncontrolled systems, a non-differential input/output observable normal form approach, the characteristic set differential algebra and a recent algebraic input/output relationship approach) to determine the structural identifiability of certain in vitro nonlinear pharmacokinetic models is provided. The Organic Anion Transporting Polypeptide (OATP) substrate, Pitavastatin, is used as a probe on freshly isolated animal and human hepatocytes. Candidate pharmacokinetic non-linear compartmental models have been derived to characterise the uptake process of Pitavastatin. As a prerequisite to parameter estimation, structural identifiability analyses are performed to establish that all unknown parameters can be identified from the experimental observations available. Copyright © 2013. Published by Elsevier Ireland Ltd.

Three-dimensional whole-brain perfusion quantification using pseudo-continuous arterial spin labeling MRI at multiple post-labeling delays: accounting for both arterial transit time and impulse response function.

PubMed

Qin, Qin; Huang, Alan J; Hua, Jun; Desmond, John E; Stevens, Robert D; van Zijl, Peter C M

2014-02-01

Measurement of the cerebral blood flow (CBF) with whole-brain coverage is challenging in terms of both acquisition and quantitative analysis. In order to fit arterial spin labeling-based perfusion kinetic curves, an empirical three-parameter model which characterizes the effective impulse response function (IRF) is introduced, which allows the determination of CBF, the arterial transit time (ATT) and T(1,eff). The accuracy and precision of the proposed model were compared with those of more complicated models with four or five parameters through Monte Carlo simulations. Pseudo-continuous arterial spin labeling images were acquired on a clinical 3-T scanner in 10 normal volunteers using a three-dimensional multi-shot gradient and spin echo scheme at multiple post-labeling delays to sample the kinetic curves. Voxel-wise fitting was performed using the three-parameter model and other models that contain two, four or five unknown parameters. For the two-parameter model, T(1,eff) values close to tissue and blood were assumed separately. Standard statistical analysis was conducted to compare these fitting models in various brain regions. The fitted results indicated that: (i) the estimated CBF values using the two-parameter model show appreciable dependence on the assumed T(1,eff) values; (ii) the proposed three-parameter model achieves the optimal balance between the goodness of fit and model complexity when compared among the models with explicit IRF fitting; (iii) both the two-parameter model using fixed blood T1 values for T(1,eff) and the three-parameter model provide reasonable fitting results. Using the proposed three-parameter model, the estimated CBF (46 ± 14 mL/100 g/min) and ATT (1.4 ± 0.3 s) values averaged from different brain regions are close to the literature reports; the estimated T(1,eff) values (1.9 ± 0.4 s) are higher than the tissue T1 values, possibly reflecting a contribution from the microvascular arterial blood compartment. Copyright © 2013 John Wiley & Sons, Ltd.

Part 2. Development of Enhanced Statistical Methods for Assessing Health Effects Associated with an Unknown Number of Major Sources of Multiple Air Pollutants.

PubMed

Park, Eun Sug; Symanski, Elaine; Han, Daikwon; Spiegelman, Clifford

2015-06-01

A major difficulty with assessing source-specific health effects is that source-specific exposures cannot be measured directly; rather, they need to be estimated by a source-apportionment method such as multivariate receptor modeling. The uncertainty in source apportionment (uncertainty in source-specific exposure estimates and model uncertainty due to the unknown number of sources and identifiability conditions) has been largely ignored in previous studies. Also, spatial dependence of multipollutant data collected from multiple monitoring sites has not yet been incorporated into multivariate receptor modeling. The objectives of this project are (1) to develop a multipollutant approach that incorporates both sources of uncertainty in source-apportionment into the assessment of source-specific health effects and (2) to develop enhanced multivariate receptor models that can account for spatial correlations in the multipollutant data collected from multiple sites. We employed a Bayesian hierarchical modeling framework consisting of multivariate receptor models, health-effects models, and a hierarchical model on latent source contributions. For the health model, we focused on the time-series design in this project. Each combination of number of sources and identifiability conditions (additional constraints on model parameters) defines a different model. We built a set of plausible models with extensive exploratory data analyses and with information from previous studies, and then computed posterior model probability to estimate model uncertainty. Parameter estimation and model uncertainty estimation were implemented simultaneously by Markov chain Monte Carlo (MCMC*) methods. We validated the methods using simulated data. We illustrated the methods using PM2.5 (particulate matter ≤ 2.5 μm in aerodynamic diameter) speciation data and mortality data from Phoenix, Arizona, and Houston, Texas. The Phoenix data included counts of cardiovascular deaths and daily PM2.5 speciation data from 1995-1997. The Houston data included respiratory mortality data and 24-hour PM2.5 speciation data sampled every six days from a region near the Houston Ship Channel in years 2002-2005. We also developed a Bayesian spatial multivariate receptor modeling approach that, while simultaneously dealing with the unknown number of sources and identifiability conditions, incorporated spatial correlations in the multipollutant data collected from multiple sites into the estimation of source profiles and contributions based on the discrete process convolution model for multivariate spatial processes. This new modeling approach was applied to 24-hour ambient air concentrations of 17 volatile organic compounds (VOCs) measured at nine monitoring sites in Harris County, Texas, during years 2000 to 2005. Simulation results indicated that our methods were accurate in identifying the true model and estimated parameters were close to the true values. The results from our methods agreed in general with previous studies on the source apportionment of the Phoenix data in terms of estimated source profiles and contributions. However, we had a greater number of statistically insignificant findings, which was likely a natural consequence of incorporating uncertainty in the estimated source contributions into the health-effects parameter estimation. For the Houston data, a model with five sources (that seemed to be Sulfate-Rich Secondary Aerosol, Motor Vehicles, Industrial Combustion, Soil/Crustal Matter, and Sea Salt) showed the highest posterior model probability among the candidate models considered when fitted simultaneously to the PM2.5 and mortality data. There was a statistically significant positive association between respiratory mortality and same-day PM2.5 concentrations attributed to one of the sources (probably industrial combustion). The Bayesian spatial multivariate receptor modeling approach applied to the VOC data led to a highest posterior model probability for a model with five sources (that seemed to be refinery, petrochemical production, gasoline evaporation, natural gas, and vehicular exhaust) among several candidate models, with the number of sources varying between three and seven and with different identifiability conditions. Our multipollutant approach assessing source-specific health effects is more advantageous than a single-pollutant approach in that it can estimate total health effects from multiple pollutants and can also identify emission sources that are responsible for adverse health effects. Our Bayesian approach can incorporate not only uncertainty in the estimated source contributions, but also model uncertainty that has not been addressed in previous studies on assessing source-specific health effects. The new Bayesian spatial multivariate receptor modeling approach enables predictions of source contributions at unmonitored sites, minimizing exposure misclassification and providing improved exposure estimates along with their uncertainty estimates, as well as accounting for uncertainty in the number of sources and identifiability conditions.

An Improved Analysis of Forest Carbon Dynamics using Data Assimilation

NASA Technical Reports Server (NTRS)

Williams, Mathew; Schwarz, Paul A.; Law, Beverly E.; Kurpius, Meredith R.

2005-01-01

There are two broad approaches to quantifying landscape C dynamics - by measuring changes in C stocks over time, or by measuring fluxes of C directly. However, these data may be patchy, and have gaps or biases. An alternative approach to generating C budgets has been to use process-based models, constructed to simulate the key processes involved in C exchange. However, the process of model building is arguably subjective, and parameters may be poorly defined. This paper demonstrates why data assimilation (DA) techniques - which combine stock and flux observations with a dynamic model - improve estimates of, and provide insights into, ecosystem carbon (C) exchanges. We use an ensemble Kalman filter (EnKF) to link a series of measurements with a simple box model of C transformations. Measurements were collected at a young ponderosa pine stand in central Oregon over a 3-year period, and include eddy flux and soil C02 efflux data, litterfall collections, stem surveys, root and soil cores, and leaf area index data. The simple C model is a mass balance model with nine unknown parameters, tracking changes in C storage among five pools; foliar, wood and fine root pools in vegetation, and also fresh litter and soil organic matter (SOM) plus coarse woody debris pools. We nested the EnKF within an optimization routine to generate estimates from the data of the unknown parameters and the five initial conditions for the pools. The efficacy of the DA process can be judged by comparing the probability distributions of estimates produced with the EnKF analysis vs. those produced with reduced data or model alone. Using the model alone, estimated net ecosystem exchange of C (NEE)= -251 f 197g Cm-2 over the 3 years, compared with an estimate of -419 f 29gCm-2 when all observations were assimilated into the model. The uncertainty on daily measurements of NEE via eddy fluxes was estimated at 0.5gCm-2 day-1, but the uncertainty on assimilated estimates averaged 0.47 g Cm-2 day-1, and only exceeded 0.5gC m-2 day-1 on days where neither eddy flux nor soil efflux data were available. In generating C budgets, the assimilation process reduced the uncertainties associated with using data or model alone and the forecasts of NEE were statistically unbiased estimates. The results of the analysis emphasize the importance of time series as constraints. Occasional, rare measurements of stocks have limited use in constraining the estimates of other components of the C cycle. Long time series are particularly crucial for improving the analysis of pools with long time constants, such as SOM, woody biomass, and woody debris. Long-running forest stem surveys, and tree ring data, offer a rich resource that could be assimilated to provide an important constraint on C cycling of slow pools. For extending estimates of NEE across regions, DA can play a further important role, by assimilating remote-sensing data into the analysis of C cycles. We show, via sensitivity analysis, how assimilating an estimate of photosynthesis - which might be provided indirectly by remotely sensed data - improves the analysis of NEE.

Measuring coverage in MNCH: total survey error and the interpretation of intervention coverage estimates from household surveys.

PubMed

Eisele, Thomas P; Rhoda, Dale A; Cutts, Felicity T; Keating, Joseph; Ren, Ruilin; Barros, Aluisio J D; Arnold, Fred

2013-01-01

Nationally representative household surveys are increasingly relied upon to measure maternal, newborn, and child health (MNCH) intervention coverage at the population level in low- and middle-income countries. Surveys are the best tool we have for this purpose and are central to national and global decision making. However, all survey point estimates have a certain level of error (total survey error) comprising sampling and non-sampling error, both of which must be considered when interpreting survey results for decision making. In this review, we discuss the importance of considering these errors when interpreting MNCH intervention coverage estimates derived from household surveys, using relevant examples from national surveys to provide context. Sampling error is usually thought of as the precision of a point estimate and is represented by 95% confidence intervals, which are measurable. Confidence intervals can inform judgments about whether estimated parameters are likely to be different from the real value of a parameter. We recommend, therefore, that confidence intervals for key coverage indicators should always be provided in survey reports. By contrast, the direction and magnitude of non-sampling error is almost always unmeasurable, and therefore unknown. Information error and bias are the most common sources of non-sampling error in household survey estimates and we recommend that they should always be carefully considered when interpreting MNCH intervention coverage based on survey data. Overall, we recommend that future research on measuring MNCH intervention coverage should focus on refining and improving survey-based coverage estimates to develop a better understanding of how results should be interpreted and used.

Measuring Coverage in MNCH: Total Survey Error and the Interpretation of Intervention Coverage Estimates from Household Surveys

PubMed Central

Eisele, Thomas P.; Rhoda, Dale A.; Cutts, Felicity T.; Keating, Joseph; Ren, Ruilin; Barros, Aluisio J. D.; Arnold, Fred

2013-01-01

Nationally representative household surveys are increasingly relied upon to measure maternal, newborn, and child health (MNCH) intervention coverage at the population level in low- and middle-income countries. Surveys are the best tool we have for this purpose and are central to national and global decision making. However, all survey point estimates have a certain level of error (total survey error) comprising sampling and non-sampling error, both of which must be considered when interpreting survey results for decision making. In this review, we discuss the importance of considering these errors when interpreting MNCH intervention coverage estimates derived from household surveys, using relevant examples from national surveys to provide context. Sampling error is usually thought of as the precision of a point estimate and is represented by 95% confidence intervals, which are measurable. Confidence intervals can inform judgments about whether estimated parameters are likely to be different from the real value of a parameter. We recommend, therefore, that confidence intervals for key coverage indicators should always be provided in survey reports. By contrast, the direction and magnitude of non-sampling error is almost always unmeasurable, and therefore unknown. Information error and bias are the most common sources of non-sampling error in household survey estimates and we recommend that they should always be carefully considered when interpreting MNCH intervention coverage based on survey data. Overall, we recommend that future research on measuring MNCH intervention coverage should focus on refining and improving survey-based coverage estimates to develop a better understanding of how results should be interpreted and used. PMID:23667331

Influence of cost functions and optimization methods on solving the inverse problem in spatially resolved diffuse reflectance spectroscopy

NASA Astrophysics Data System (ADS)

Rakotomanga, Prisca; Soussen, Charles; Blondel, Walter C. P. M.

2017-03-01

Diffuse reflectance spectroscopy (DRS) has been acknowledged as a valuable optical biopsy tool for in vivo characterizing pathological modifications in epithelial tissues such as cancer. In spatially resolved DRS, accurate and robust estimation of the optical parameters (OP) of biological tissues is a major challenge due to the complexity of the physical models. Solving this inverse problem requires to consider 3 components: the forward model, the cost function, and the optimization algorithm. This paper presents a comparative numerical study of the performances in estimating OP depending on the choice made for each of the latter components. Mono- and bi-layer tissue models are considered. Monowavelength (scalar) absorption and scattering coefficients are estimated. As a forward model, diffusion approximation analytical solutions with and without noise are implemented. Several cost functions are evaluated possibly including normalized data terms. Two local optimization methods, Levenberg-Marquardt and TrustRegion-Reflective, are considered. Because they may be sensitive to the initial setting, a global optimization approach is proposed to improve the estimation accuracy. This algorithm is based on repeated calls to the above-mentioned local methods, with initial parameters randomly sampled. Two global optimization methods, Genetic Algorithm (GA) and Particle Swarm Optimization (PSO), are also implemented. Estimation performances are evaluated in terms of relative errors between the ground truth and the estimated values for each set of unknown OP. The combination between the number of variables to be estimated, the nature of the forward model, the cost function to be minimized and the optimization method are discussed.

Predicting Malignant and Paramalignant Pleural Effusions by Combining Clinical, Radiological and Pleural Fluid Analytical Parameters.

PubMed

Herrera Lara, Susana; Fernández-Fabrellas, Estrella; Juan Samper, Gustavo; Marco Buades, Josefa; Andreu Lapiedra, Rafael; Pinilla Moreno, Amparo; Morales Suárez-Varela, María

2017-10-01

The usefulness of clinical, radiological and pleural fluid analytical parameters for diagnosing malignant and paramalignant pleural effusion is not clearly stated. Hence this study aimed to identify possible predictor variables of diagnosing malignancy in pleural effusion of unknown aetiology. Clinical, radiological and pleural fluid analytical parameters were obtained from consecutive patients who had suffered pleural effusion of unknown aetiology. They were classified into three groups according to their final diagnosis: malignant, paramalignant and benign pleural effusion. The CHAID (Chi-square automatic interaction detector) methodology was used to estimate the implication of the clinical, radiological and analytical variables in daily practice through decision trees. Of 71 patients, malignant (n = 31), paramalignant (n = 15) and benign (n = 25), smoking habit, dyspnoea, weight loss, radiological characteristics (mass, node, adenopathies and pleural thickening) and pleural fluid analytical parameters (pH and glucose) distinguished malignant and paramalignant pleural effusions (all with a p < 0.05). Decision tree 1 classified 77.8% of malignant and paramalignant pleural effusions in step 2. Decision tree 2 classified 83.3% of malignant pleural effusions in step 2, 73.3% of paramalignant pleural effusions and 91.7% of benign ones. The data herein suggest that the identified predictor values applied to tree diagrams, which required no extraordinary measures, have a higher rate of correct identification of malignant, paramalignant and benign effusions when compared to techniques available today and proved most useful for usual clinical practice. Future studies are still needed to further improve the classification of patients.

On synchronisation of a class of complex chaotic systems with complex unknown parameters via integral sliding mode control

NASA Astrophysics Data System (ADS)

Tirandaz, Hamed; Karami-Mollaee, Ali

2018-06-01

Chaotic systems demonstrate complex behaviour in their state variables and their parameters, which generate some challenges and consequences. This paper presents a new synchronisation scheme based on integral sliding mode control (ISMC) method on a class of complex chaotic systems with complex unknown parameters. Synchronisation between corresponding states of a class of complex chaotic systems and also convergence of the errors of the system parameters to zero point are studied. The designed feedback control vector and complex unknown parameter vector are analytically achieved based on the Lyapunov stability theory. Moreover, the effectiveness of the proposed methodology is verified by synchronisation of the Chen complex system and the Lorenz complex systems as the leader and the follower chaotic systems, respectively. In conclusion, some numerical simulations related to the synchronisation methodology is given to illustrate the effectiveness of the theoretical discussions.

Nonlinear adaptive formation control for a class of autonomous holonomic planetary exploration rovers

NASA Astrophysics Data System (ADS)

Ganji, Farid

This dissertation presents novel nonlinear adaptive formation controllers for a heterogeneous group of holonomic planetary exploration rovers navigating over flat terrains with unknown soil types and surface conditions. A leader-follower formation control architecture is employed. In the first part, using a point-mass model for robots and a Coulomb-viscous friction model for terrain resistance, direct adaptive control laws and a formation speed-adaptation strategy are developed for formation navigation over unknown and changing terrain in the presence of actuator saturation. On-line estimates of terrain frictional parameters compensate for unknown terrain resistance and its variations. In saturation events over difficult terrain, the formation speed is reduced based on the speed of the slowest saturated robot, using internal fleet communication and a speed-adaptation strategy, so that the formation error stays bounded and small. A formal proof for asymptotic stability of the formation system in non-saturated conditions is given. The performance of robot controllers are verified using a modular 3-robot formation simulator. Simulations show that the formation errors reduce to zero asymptotically under non-saturated conditions as is guaranteed by the theoretical proof. In the second part, the proposed adaptive control methodology is extended for formation control of a class of omnidirectional rovers with three independently-driven universal holonomic rigid wheels, where the rovers' rigid-body dynamics, drive-system electromechanical characteristics, and wheel-ground interaction mechanics are incorporated. Holonomic rovers have the ability to move simultaneously and independently in translation and rotation, rendering great maneuverability and agility, which makes them suitable for formation navigation. Novel nonlinear adaptive control laws are designed for the input voltages of the three wheel-drive motors. The motion resistance, which is due to the sinkage of rover wheels in soft planetary terrain, is modeled using classical terramechanics theory. The unknown system parameters for adaptive estimation pertain to the rolling resistance forces and scrubbing resistance torques at the wheel-terrain interfaces. Novel terramechanical formulas for terrain resistance forces and torques are derived via considering the universal holonomic wheels as rigid toroidal wheels moving forward and/or sideways as well as turning on soft ground. The asymptotic stability of the formation control system is rigorously proved using Lyapunov's direct method.

A genetic algorithm approach to estimate glacier mass variations from GRACE data

NASA Astrophysics Data System (ADS)

Reimond, Stefan; Klinger, Beate; Krauss, Sandro; Mayer-Gürr, Torsten

2017-04-01

The application of a genetic algorithm (GA) to the inference of glacier mass variations with a point-mass modeling method is described. GRACE K-band ranging data (available since April 2002) processed at the Graz University of Technology serve as input for this study. The reformulation of the point-mass inversion method in terms of an optimization problem is motivated by two reasons: first, an improved choice of the positions of the modeled point-masses (with a particular focus on the depth parameter) is expected to increase the signal-to-noise ratio. Considering these coordinates as additional unknown parameters (besides from the mass change magnitudes) results in a highly non-linear optimization problem. The second reason is that the mass inversion from satellite tracking data is an ill-posed problem, and hence regularization becomes necessary. The main task in this context is the determination of the regularization parameter, which is typically done by means of heuristic selection rules like, e.g., the L-curve criterion. In this study, however, the challenge of selecting a suitable balancing parameter (or even a matrix) is tackled by introducing regularization to the overall optimization problem. Based on this novel approach, estimations of ice-mass changes in various alpine glacier systems (e.g. Svalbard) are presented and compared to existing results and alternative inversion methods.

Mesoscopic modeling and parameter estimation of a lithium-ion battery based on LiFePO4/graphite

NASA Astrophysics Data System (ADS)

Jokar, Ali; Désilets, Martin; Lacroix, Marcel; Zaghib, Karim

2018-03-01

A novel numerical model for simulating the behavior of lithium-ion batteries based on LiFePO4(LFP)/graphite is presented. The model is based on the modified Single Particle Model (SPM) coupled to a mesoscopic approach for the LFP electrode. The model comprises one representative spherical particle as the graphite electrode, and N LFP units as the positive electrode. All the SPM equations are retained to model the negative electrode performance. The mesoscopic model rests on non-equilibrium thermodynamic conditions and uses a non-monotonic open circuit potential for each unit. A parameter estimation study is also carried out to identify all the parameters needed for the model. The unknown parameters are the solid diffusion coefficient of the negative electrode (Ds,n), reaction-rate constant of the negative electrode (Kn), negative and positive electrode porosity (εn&εn), initial State-Of-Charge of the negative electrode (SOCn,0), initial partial composition of the LFP units (yk,0), minimum and maximum resistance of the LFP units (Rmin&Rmax), and solution resistance (Rcell). The results show that the mesoscopic model can simulate successfully the electrochemical behavior of lithium-ion batteries at low and high charge/discharge rates. The model also describes adequately the lithiation/delithiation of the LFP particles, however, it is computationally expensive compared to macro-based models.

Structural Identifiability of Dynamic Systems Biology Models

PubMed Central

Villaverde, Alejandro F.

2016-01-01

A powerful way of gaining insight into biological systems is by creating a nonlinear differential equation model, which usually contains many unknown parameters. Such a model is called structurally identifiable if it is possible to determine the values of its parameters from measurements of the model outputs. Structural identifiability is a prerequisite for parameter estimation, and should be assessed before exploiting a model. However, this analysis is seldom performed due to the high computational cost involved in the necessary symbolic calculations, which quickly becomes prohibitive as the problem size increases. In this paper we show how to analyse the structural identifiability of a very general class of nonlinear models by extending methods originally developed for studying observability. We present results about models whose identifiability had not been previously determined, report unidentifiabilities that had not been found before, and show how to modify those unidentifiable models to make them identifiable. This method helps prevent problems caused by lack of identifiability analysis, which can compromise the success of tasks such as experiment design, parameter estimation, and model-based optimization. The procedure is called STRIKE-GOLDD (STRuctural Identifiability taKen as Extended-Generalized Observability with Lie Derivatives and Decomposition), and it is implemented in a MATLAB toolbox which is available as open source software. The broad applicability of this approach facilitates the analysis of the increasingly complex models used in systems biology and other areas. PMID:27792726

Spread-Spectrum Carrier Estimation With Unknown Doppler Shift

NASA Technical Reports Server (NTRS)

DeLeon, Phillip L.; Scaife, Bradley J.

1998-01-01

We present a method for the frequency estimation of a BPSK modulated, spread-spectrum carrier with unknown Doppler shift. The approach relies on a classic periodogram in conjunction with a spectral matched filter. Simulation results indicate accurate carrier estimation with processing gains near 40. A DSP-based prototype has been implemented for real-time carrier estimation for use in New Mexico State University's proposal for NASA's Demand Assignment Multiple Access service.

Simulations of Brady's-Type Fault Undergoing CO2 Push-Pull: Pressure-Transient and Sensitivity Analysis

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

Jung, Yoojin; Doughty, Christine

Input and output files used for fault characterization through numerical simulation using iTOUGH2. The synthetic data for the push period are generated by running a forward simulation (input parameters are provided in iTOUGH2 Brady GF6 Input Parameters.txt [InvExt6i.txt]). In general, the permeability of the fault gouge, damage zone, and matrix are assumed to be unknown. The input and output files are for the inversion scenario where only pressure transients are available at the monitoring well located 200 m above the injection well and only the fault gouge permeability is estimated. The input files are named InvExt6i, INPUT.tpl, FOFT.ins, CO2TAB, andmore » the output files are InvExt6i.out, pest.fof, and pest.sav (names below are display names). The table graphic in the data files below summarizes the inversion results, and indicates the fault gouge permeability can be estimated even if imperfect guesses are used for matrix and damage zone permeabilities, and permeability anisotropy is not taken into account.« less

ECOUL: an interactive computer tool to study hydraulic behavior of swelling and rigid soils

NASA Astrophysics Data System (ADS)

Perrier, Edith; Garnier, Patricia; Leclerc, Christian

2002-11-01

ECOUL is an interactive, didactic software package which simulates vertical water flow in unsaturated soils. End-users are given an easily-used tool to predict the evolution of the soil water profile, with a large range of possible boundary conditions, through a classical numerical solution scheme for the Richards equation. Soils must be characterized by water retention curves and hydraulic conductivity curves, the form of which can be chosen among different analytical expressions from the literature. When the parameters are unknown, an inverse method is provided to estimate them from available experimental flow data. A significant original feature of the software is to include recent algorithms extending the water flow model to deal with deforming porous media: widespread swelling soils, the volume of which varies as a function of water content, must be described by a third hydraulic characteristic property, the deformation curve. Again, estimation of the parameters by means of inverse procedures and visualization facilities enable exploration, understanding and then prediction of soil hydraulic behavior under various experimental conditions.

Optimal lunar soft landing trajectories using taboo evolutionary programming

NASA Astrophysics Data System (ADS)

Mutyalarao, M.; Raj, M. Xavier James

A safe lunar landing is a key factor to undertake an effective lunar exploration. Lunar lander consists of four phases such as launch phase, the earth-moon transfer phase, circumlunar phase and landing phase. The landing phase can be either hard landing or soft landing. Hard landing means the vehicle lands under the influence of gravity without any deceleration measures. However, soft landing reduces the vertical velocity of the vehicle before landing. Therefore, for the safety of the astronauts as well as the vehicle lunar soft landing with an acceptable velocity is very much essential. So it is important to design the optimal lunar soft landing trajectory with minimum fuel consumption. Optimization of Lunar Soft landing is a complex optimal control problem. In this paper, an analysis related to lunar soft landing from a parking orbit around Moon has been carried out. A two-dimensional trajectory optimization problem is attempted. The problem is complex due to the presence of system constraints. To solve the time-history of control parameters, the problem is converted into two point boundary value problem by using the maximum principle of Pontrygen. Taboo Evolutionary Programming (TEP) technique is a stochastic method developed in recent years and successfully implemented in several fields of research. It combines the features of taboo search and single-point mutation evolutionary programming. Identifying the best unknown parameters of the problem under consideration is the central idea for many space trajectory optimization problems. The TEP technique is used in the present methodology for the best estimation of initial unknown parameters by minimizing objective function interms of fuel requirements. The optimal estimation subsequently results into an optimal trajectory design of a module for soft landing on the Moon from a lunar parking orbit. Numerical simulations demonstrate that the proposed approach is highly efficient and it reduces the minimum fuel consumption. The results are compared with the available results in literature shows that the solution of present algorithm is better than some of the existing algorithms. Keywords: soft landing, trajectory optimization, evolutionary programming, control parameters, Pontrygen principle.

Parameter optimization for the visco-hyperelastic constitutive model of tendon using FEM.

PubMed

Tang, C Y; Ng, G Y F; Wang, Z W; Tsui, C P; Zhang, G

2011-01-01

Numerous constitutive models describing the mechanical properties of tendons have been proposed during the past few decades. However, few were widely used owing to the lack of implementation in the general finite element (FE) software, and very few systematic studies have been done on selecting the most appropriate parameters for these constitutive laws. In this work, the visco-hyperelastic constitutive model of the tendon implemented through the use of three-parameter Mooney-Rivlin form and sixty-four-parameter Prony series were firstly analyzed using ANSYS FE software. Afterwards, an integrated optimization scheme was developed by coupling two optimization toolboxes (OPTs) of ANSYS and MATLAB for estimating these unknown constitutive parameters of the tendon. Finally, a group of Sprague-Dawley rat tendons was used to execute experimental and numerical simulation investigation. The simulated results showed good agreement with the experimental data. An important finding revealed that too many Maxwell elements was not necessary for assuring accuracy of the model, which is often neglected in most open literatures. Thus, all these proved that the constitutive parameter optimization scheme was reliable and highly efficient. Furthermore, the approach can be extended to study other tendons or ligaments, as well as any visco-hyperelastic solid materials.

A Non-linear Geodetic Data Inversion Using ABIC for Slip Distribution on a Fault With an Unknown dip Angle

NASA Astrophysics Data System (ADS)

Fukahata, Y.; Wright, T. J.

2006-12-01

We developed a method of geodetic data inversion for slip distribution on a fault with an unknown dip angle. When fault geometry is unknown, the problem of geodetic data inversion is non-linear. A common strategy for obtaining slip distribution is to first determine the fault geometry by minimizing the square misfit under the assumption of a uniform slip on a rectangular fault, and then apply the usual linear inversion technique to estimate a slip distribution on the determined fault. It is not guaranteed, however, that the fault determined under the assumption of a uniform slip gives the best fault geometry for a spatially variable slip distribution. In addition, in obtaining a uniform slip fault model, we have to simultaneously determine the values of the nine mutually dependent parameters, which is a highly non-linear, complicated process. Although the inverse problem is non-linear for cases with unknown fault geometries, the non-linearity of the problems is actually weak, when we can assume the fault surface to be flat. In particular, when a clear fault trace is observed on the EarthOs surface after an earthquake, we can precisely estimate the strike and the location of the fault. In this case only the dip angle has large ambiguity. In geodetic data inversion we usually need to introduce smoothness constraints in order to compromise reciprocal requirements for model resolution and estimation errors in a natural way. Strictly speaking, the inverse problem with smoothness constraints is also non-linear, even if the fault geometry is known. The non-linearity has been dissolved by introducing AkaikeOs Bayesian Information Criterion (ABIC), with which the optimal value of the relative weight of observed data to smoothness constraints is objectively determined. In this study, using ABIC in determining the optimal dip angle, we dissolved the non-linearity of the inverse problem. We applied the method to the InSAR data of the 1995 Dinar, Turkey earthquake and obtained a much shallower dip angle than before.

Separation of Trend and Chaotic Components of Time Series and Estimation of Their Characteristics by Linear Splines

NASA Astrophysics Data System (ADS)

Kryanev, A. V.; Ivanov, V. V.; Romanova, A. O.; Sevastyanov, L. A.; Udumyan, D. K.

2018-03-01

This paper considers the problem of separating the trend and the chaotic component of chaotic time series in the absence of information on the characteristics of the chaotic component. Such a problem arises in nuclear physics, biomedicine, and many other applied fields. The scheme has two stages. At the first stage, smoothing linear splines with different values of smoothing parameter are used to separate the "trend component." At the second stage, the method of least squares is used to find the unknown variance σ2 of the noise component.

Estimating the Maximum Magnitude of Induced Earthquakes With Dynamic Rupture Simulations

NASA Astrophysics Data System (ADS)

Gilmour, E.; Daub, E. G.

2017-12-01

Seismicity in Oklahoma has been sharply increasing as the result of wastewater injection. The earthquakes, thought to be induced from changes in pore pressure due to fluid injection, nucleate along existing faults. Induced earthquakes currently dominate central and eastern United States seismicity (Keranen et al. 2016). Induced earthquakes have only been occurring in the central US for a short time; therefore, too few induced earthquakes have been observed in this region to know their maximum magnitude. The lack of knowledge regarding the maximum magnitude of induced earthquakes means that large uncertainties exist in the seismic hazard for the central United States. While induced earthquakes follow the Gutenberg-Richter relation (van der Elst et al. 2016), it is unclear if there are limits to their magnitudes. An estimate of the maximum magnitude of the induced earthquakes is crucial for understanding their impact on seismic hazard. While other estimates of the maximum magnitude exist, those estimates are observational or statistical, and cannot take into account the possibility of larger events that have not yet been observed. Here, we take a physical approach to studying the maximum magnitude based on dynamic ruptures simulations. We run a suite of two-dimensional ruptures simulations to physically determine how ruptures propagate. The simulations use the known parameters of principle stress orientation and rupture locations. We vary the other unknown parameters of the ruptures simulations to obtain a large number of rupture simulation results reflecting different possible sets of parameters, and use these results to train a neural network to complete the ruptures simulations. Then using a Markov Chain Monte Carlo method to check different combinations of parameters, the trained neural network is used to create synthetic magnitude-frequency distributions to compare to the real earthquake catalog. This method allows us to find sets of parameters that are consistent with earthquakes observed in Oklahoma and find which parameters effect the rupture propagation. Our results show that the stress orientation and magnitude, pore pressure, and friction properties combine to determine the final magnitude of the simulated event.

Estimating the Non-Monetary Burden of Neurocysticercosis in Mexico

PubMed Central

Bhattarai, Rachana; Budke, Christine M.; Carabin, Hélène; Proaño, Jefferson V.; Flores-Rivera, Jose; Corona, Teresa; Ivanek, Renata; Snowden, Karen F.; Flisser, Ana

2012-01-01

Background Neurocysticercosis (NCC) is a major public health problem in many developing countries where health education, sanitation, and meat inspection infrastructure are insufficient. The condition occurs when humans ingest eggs of the pork tapeworm Taenia solium, which then develop into larvae in the central nervous system. Although NCC is endemic in many areas of the world and is associated with considerable socio-economic losses, the burden of NCC remains largely unknown. This study provides the first estimate of disability adjusted life years (DALYs) associated with NCC in Mexico. Methods DALYs lost for symptomatic cases of NCC in Mexico were estimated by incorporating morbidity and mortality due to NCC-associated epilepsy, and morbidity due to NCC-associated severe chronic headaches. Latin hypercube sampling methods were employed to sample the distributions of uncertain parameters and to estimate 95% credible regions (95% CRs). Findings In Mexico, 144,433 and 98,520 individuals are estimated to suffer from NCC-associated epilepsy and NCC-associated severe chronic headaches, respectively. A total of 25,341 (95% CR: 12,569–46,640) DALYs were estimated to be lost due to these clinical manifestations, with 0.25 (95% CR: 0.12–0.46) DALY lost per 1,000 person-years of which 90% was due to NCC-associated epilepsy. Conclusion This is the first estimate of DALYs associated with NCC in Mexico. However, this value is likely to be underestimated since only the clinical manifestations of epilepsy and severe chronic headaches were included. In addition, due to limited country specific data, some parameters used in the analysis were based on systematic reviews of the literature or primary research from other geographic locations. Even with these limitations, our estimates suggest that healthy years of life are being lost due to NCC in Mexico. PMID:22363827

Sample size and power calculations for detecting changes in malaria transmission using antibody seroconversion rate.

PubMed

Sepúlveda, Nuno; Paulino, Carlos Daniel; Drakeley, Chris

2015-12-30

Several studies have highlighted the use of serological data in detecting a reduction in malaria transmission intensity. These studies have typically used serology as an adjunct measure and no formal examination of sample size calculations for this approach has been conducted. A sample size calculator is proposed for cross-sectional surveys using data simulation from a reverse catalytic model assuming a reduction in seroconversion rate (SCR) at a given change point before sampling. This calculator is based on logistic approximations for the underlying power curves to detect a reduction in SCR in relation to the hypothesis of a stable SCR for the same data. Sample sizes are illustrated for a hypothetical cross-sectional survey from an African population assuming a known or unknown change point. Overall, data simulation demonstrates that power is strongly affected by assuming a known or unknown change point. Small sample sizes are sufficient to detect strong reductions in SCR, but invariantly lead to poor precision of estimates for current SCR. In this situation, sample size is better determined by controlling the precision of SCR estimates. Conversely larger sample sizes are required for detecting more subtle reductions in malaria transmission but those invariantly increase precision whilst reducing putative estimation bias. The proposed sample size calculator, although based on data simulation, shows promise of being easily applicable to a range of populations and survey types. Since the change point is a major source of uncertainty, obtaining or assuming prior information about this parameter might reduce both the sample size and the chance of generating biased SCR estimates.

Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression

NASA Astrophysics Data System (ADS)

Ndiaye, Eugene; Fercoq, Olivier; Gramfort, Alexandre; Leclère, Vincent; Salmon, Joseph

2017-10-01

In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider ℓ 1 penalty to enforce sparsity in such scenarios. Sparsity enforcing methods, the Lasso being a canonical example, are popular candidates to address high dimension. For efficiency, they rely on tuning a parameter trading data fitting versus sparsity. For the Lasso theory to hold this tuning parameter should be proportional to the noise level, yet the latter is often unknown in practice. A possible remedy is to jointly optimize over the regression parameter as well as over the noise level. This has been considered under several names in the literature: Scaled-Lasso, Square-root Lasso, Concomitant Lasso estimation for instance, and could be of interest for uncertainty quantification. In this work, after illustrating numerical difficulties for the Concomitant Lasso formulation, we propose a modification we coined Smoothed Concomitant Lasso, aimed at increasing numerical stability. We propose an efficient and accurate solver leading to a computational cost no more expensive than the one for the Lasso. We leverage on standard ingredients behind the success of fast Lasso solvers: a coordinate descent algorithm, combined with safe screening rules to achieve speed efficiency, by eliminating early irrelevant features.

Can we settle with single-band radiometric temperature monitoring during hyperthermia treatment of chestwall recurrence of breast cancer using a dual-mode transceiving applicator?

PubMed

Jacobsen, Svein; Stauffer, Paul R

2007-02-21

The total thermal dose that can be delivered during hyperthermia treatments is frequently limited by temperature heterogeneities in the heated tissue volume. Reliable temperature information on the heated area is thus vital for the optimization of clinical dosimetry. Microwave radiometry has been proposed as an accurate, quick and painless temperature sensing technique for biological tissue. Advantages include the ability to sense volume-averaged temperatures from subsurface tissue non-invasively, rather than with a limited set of point measurements typical of implanted temperature probes. We present a procedure to estimate the maximum tissue temperature from a single radiometric brightness temperature which is based on a numerical simulation of 3D tissue temperature distributions induced by microwave heating at 915 MHz. The temperature retrieval scheme is evaluated against errors arising from unknown variations in thermal, electromagnetic and design model parameters. Whereas realistic deviations from base values of dielectric and thermal parameters have only marginal impact on performance, pronounced deviations in estimated maximum tissue temperature are observed for unanticipated variations of the temperature or thickness of the bolus compartment. The need to pay particular attention to these latter applicator construction parameters in future clinical implementation of the thermometric method is emphasized.

Can we settle with single-band radiometric temperature monitoring during hyperthermia treatment of chestwall recurrence of breast cancer using a dual-mode transceiving applicator?

NASA Astrophysics Data System (ADS)

Jacobsen, Svein; Stauffer, Paul R.

2007-02-01

The total thermal dose that can be delivered during hyperthermia treatments is frequently limited by temperature heterogeneities in the heated tissue volume. Reliable temperature information on the heated area is thus vital for the optimization of clinical dosimetry. Microwave radiometry has been proposed as an accurate, quick and painless temperature sensing technique for biological tissue. Advantages include the ability to sense volume-averaged temperatures from subsurface tissue non-invasively, rather than with a limited set of point measurements typical of implanted temperature probes. We present a procedure to estimate the maximum tissue temperature from a single radiometric brightness temperature which is based on a numerical simulation of 3D tissue temperature distributions induced by microwave heating at 915 MHz. The temperature retrieval scheme is evaluated against errors arising from unknown variations in thermal, electromagnetic and design model parameters. Whereas realistic deviations from base values of dielectric and thermal parameters have only marginal impact on performance, pronounced deviations in estimated maximum tissue temperature are observed for unanticipated variations of the temperature or thickness of the bolus compartment. The need to pay particular attention to these latter applicator construction parameters in future clinical implementation of the thermometric method is emphasized.

Differential flatness properties and adaptive control of the hypothalamic-pituitary-adrenal axis model

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos

2016-12-01

It is shown that the model of the hypothalamic-pituitary-adrenal gland axis is a differentially flat one and this permits to transform it to the so-called linear canonical form. For the new description of the system's dynamics the transformed control inputs contain unknown terms which depend on the system's parameters. To identify these terms an adaptive fuzzy approximator is used in the control loop. Thus an adaptive fuzzy control scheme is implemented in which the unknown or unmodeled system dynamics is approximated by neurofuzzy networks and next this information is used by a feedback controller that makes the state variables (CRH - corticotropin releasing hormone, adenocortocotropic hormone - ACTH, cortisol) of the hypothalamic-pituitary-adrenal gland axis model converge to the desirable levels (setpoints). This adaptive control scheme is exclusively implemented with the use of output feedback, while the state vector elements which are not directly measured are estimated with the use of a state observer that operates in the control loop. The learning rate of the adaptive fuzzy system is suitably computed from Lyapunov analysis, so as to assure that both the learning procedure for the unknown system's parameters, the dynamics of the observer and the dynamics of the control loop will remain stable. The performed Lyapunov stability analysis depends on two Riccati equations, one associated with the feedback controller and one associated with the state observer. Finally, it is proven that for the control scheme that comprises the feedback controller, the state observer and the neurofuzzy approximator, an H-infinity tracking performance can be succeeded.

Robust adaptive precision motion control of hydraulic actuators with valve dead-zone compensation.

PubMed

Deng, Wenxiang; Yao, Jianyong; Ma, Dawei

2017-09-01

This paper addresses the high performance motion control of hydraulic actuators with parametric uncertainties, unmodeled disturbances and unknown valve dead-zone. By constructing a smooth dead-zone inverse, a robust adaptive controller is proposed via backstepping method, in which adaptive law is synthesized to deal with parametric uncertainties and a continuous nonlinear robust control law to suppress unmodeled disturbances. Since the unknown dead-zone parameters can be estimated by adaptive law and then the effect of dead-zone can be compensated effectively via inverse operation, improved tracking performance can be expected. In addition, the disturbance upper bounds can also be updated online by adaptive laws, which increases the controller operability in practice. The Lyapunov based stability analysis shows that excellent asymptotic output tracking with zero steady-state error can be achieved by the developed controller even in the presence of unmodeled disturbance and unknown valve dead-zone. Finally, the proposed control strategy is experimentally tested on a servovalve controlled hydraulic actuation system subjected to an artificial valve dead-zone. Comparative experimental results are obtained to illustrate the effectiveness of the proposed control scheme. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Comparison of methods for the detection of gravitational waves from unknown neutron stars

NASA Astrophysics Data System (ADS)

Walsh, S.; Pitkin, M.; Oliver, M.; D'Antonio, S.; Dergachev, V.; Królak, A.; Astone, P.; Bejger, M.; Di Giovanni, M.; Dorosh, O.; Frasca, S.; Leaci, P.; Mastrogiovanni, S.; Miller, A.; Palomba, C.; Papa, M. A.; Piccinni, O. J.; Riles, K.; Sauter, O.; Sintes, A. M.

2016-12-01

Rapidly rotating neutron stars are promising sources of continuous gravitational wave radiation for the LIGO and Virgo interferometers. The majority of neutron stars in our galaxy have not been identified with electromagnetic observations. All-sky searches for isolated neutron stars offer the potential to detect gravitational waves from these unidentified sources. The parameter space of these blind all-sky searches, which also cover a large range of frequencies and frequency derivatives, presents a significant computational challenge. Different methods have been designed to perform these searches within acceptable computational limits. Here we describe the first benchmark in a project to compare the search methods currently available for the detection of unknown isolated neutron stars. The five methods compared here are individually referred to as the PowerFlux, sky Hough, frequency Hough, Einstein@Home, and time domain F -statistic methods. We employ a mock data challenge to compare the ability of each search method to recover signals simulated assuming a standard signal model. We find similar performance among the four quick-look search methods, while the more computationally intensive search method, Einstein@Home, achieves up to a factor of two higher sensitivity. We find that the absence of a second derivative frequency in the search parameter space does not degrade search sensitivity for signals with physically plausible second derivative frequencies. We also report on the parameter estimation accuracy of each search method, and the stability of the sensitivity in frequency and frequency derivative and in the presence of detector noise.

Estimation of Turbulent Heat Fluxes by Assimilation of Land Surface Temperature Observations From GOES Satellites Into an Ensemble Kalman Smoother Framework

NASA Astrophysics Data System (ADS)

Xu, Tongren; Bateni, S. M.; Neale, C. M. U.; Auligne, T.; Liu, Shaomin

2018-03-01

In different studies, land surface temperature (LST) observations have been assimilated into the variational data assimilation (VDA) approaches to estimate turbulent heat fluxes. The VDA methods yield accurate turbulent heat fluxes, but they need an adjoint model, which is difficult to derive and code. They also cannot directly calculate the uncertainty of their estimates. To overcome the abovementioned drawbacks, this study assimilates LST data from Geostationary Operational Environmental Satellite into the ensemble Kalman smoother (EnKS) data assimilation system to estimate turbulent heat fluxes. EnKS does not need to derive the adjoint term and directly generates statistical information on the accuracy of its predictions. It uses the heat diffusion equation to simulate LST. EnKS with the state augmentation approach finds the optimal values for the unknown parameters (i.e., evaporative fraction and neutral bulk heat transfer coefficient, CHN) by minimizing the misfit between LST observations from Geostationary Operational Environmental Satellite and LST estimations from the heat diffusion equation. The augmented EnKS scheme is tested over six Ameriflux sites with a wide range of hydrological and vegetative conditions. The results show that EnKS can predict not only the model parameters and turbulent heat fluxes but also their uncertainties over a variety of land surface conditions. Compared to the variational method, EnKS yields suboptimal turbulent heat fluxes. However, suboptimality of EnKS is small, and its results are comparable to those of the VDA method. Overall, EnKS is a feasible and reliable method for estimation of turbulent heat fluxes.

Radial magnetic resonance imaging (MRI) using a rotating radiofrequency (RF) coil at 9.4 T.

PubMed

Li, Mingyan; Weber, Ewald; Jin, Jin; Hugger, Thimo; Tesiram, Yasvir; Ullmann, Peter; Stark, Simon; Fuentes, Miguel; Junge, Sven; Liu, Feng; Crozier, Stuart

2018-02-01

The rotating radiofrequency coil (RRFC) has been developed recently as an alternative approach to multi-channel phased-array coils. The single-element RRFC avoids inter-channel coupling and allows a larger coil element with better B 1 field penetration when compared with an array counterpart. However, dedicated image reconstruction algorithms require accurate estimation of temporally varying coil sensitivities to remove artefacts caused by coil rotation. Various methods have been developed to estimate unknown sensitivity profiles from a few experimentally measured sensitivity maps, but these methods become problematic when the RRFC is used as a transceiver coil. In this work, a novel and practical radial encoding method is introduced for the RRFC to facilitate image reconstruction without the measurement or estimation of rotation-dependent sensitivity profiles. Theoretical analyses suggest that the rotation-dependent sensitivities of the RRFC can be used to create a uniform profile with careful choice of sampling positions and imaging parameters. To test this new imaging method, dedicated electronics were designed and built to control the RRFC speed and hence positions in synchrony with imaging parameters. High-quality phantom and animal images acquired on a 9.4 T pre-clinical scanner demonstrate the feasibility and potential of this new RRFC method. Copyright © 2017 John Wiley & Sons, Ltd.

Cryptosporidiosis susceptibility and risk: a case study.

PubMed

Makri, Anna; Modarres, Reza; Parkin, Rebecca

2004-02-01

Regional estimates of cryptosporidiosis risks from drinking water exposure were developed and validated, accounting for AIDS status and age. We constructed a model with probability distributions and point estimates representing Cryptosporidium in tap water, tap water consumed per day (exposure characterization); dose response, illness given infection, prolonged illness given illness; and three conditional probabilities describing the likelihood of case detection by active surveillance (health effects characterization). The model predictions were combined with population data to derive expected case numbers and incidence rates per 100,000 population, by age and AIDS status, borough specific and for New York City overall in 2000 (risk characterization). They were compared with same-year surveillance data to evaluate predictive ability, assumed to represent true incidence of waterborne cryptosporidiosis. The predicted mean risks, similar to previously published estimates for this region, overpredicted observed incidence-most extensively when accounting for AIDS status. The results suggest that overprediction may be due to conservative parameters applied to both non-AIDS and AIDS populations, and that biological differences for children need to be incorporated. Interpretations are limited by the unknown accuracy of available surveillance data, in addition to variability and uncertainty of model predictions. The model appears sensitive to geographical differences in AIDS prevalence. The use of surveillance data for validation and model parameters pertinent to susceptibility are discussed.

Fitness components and ecological risk of transgenic release: a model using Japanese medaka (Oryzias latipes).

PubMed

Muir, W M; Howard, R D

2001-07-01

Any release of transgenic organisms into nature is a concern because ecological relationships between genetically engineered organisms and other organisms (including their wild-type conspecifics) are unknown. To address this concern, we developed a method to evaluate risk in which we input estimates of fitness parameters from a founder population into a recurrence model to predict changes in transgene frequency after a simulated transgenic release. With this method, we grouped various aspects of an organism's life cycle into six net fitness components: juvenile viability, adult viability, age at sexual maturity, female fecundity, male fertility, and mating advantage. We estimated these components for wild-type and transgenic individuals using the fish, Japanese medaka (Oryzias latipes). We generalized our model's predictions using various combinations of fitness component values in addition to our experimentally derived estimates. Our model predicted that, for a wide range of parameter values, transgenes could spread in populations despite high juvenile viability costs if transgenes also have sufficiently high positive effects on other fitness components. Sensitivity analyses indicated that transgene effects on age at sexual maturity should have the greatest impact on transgene frequency, followed by juvenile viability, mating advantage, female fecundity, and male fertility, with changes in adult viability, resulting in the least impact.

A means to estimate thermal and kinetic parameters of coal dust layer from hot surface ignition tests.

PubMed

Park, Haejun; Rangwala, Ali S; Dembsey, Nicholas A

2009-08-30

A method to estimate thermal and kinetic parameters of Pittsburgh seam coal subject to thermal runaway is presented using the standard ASTM E 2021 hot surface ignition test apparatus. Parameters include thermal conductivity (k), activation energy (E), coupled term (QA) of heat of reaction (Q) and pre-exponential factor (A) which are required, but rarely known input values to determine the thermal runaway propensity of a dust material. Four different dust layer thicknesses: 6.4, 12.7, 19.1 and 25.4mm, are tested, and among them, a single steady state dust layer temperature profile of 12.7 mm thick dust layer is used to estimate k, E and QA. k is calculated by equating heat flux from the hot surface layer and heat loss rate on the boundary assuming negligible heat generation in the coal dust layer at a low hot surface temperature. E and QA are calculated by optimizing a numerically estimated steady state dust layer temperature distribution to the experimentally obtained temperature profile of a 12.7 mm thick dust layer. Two unknowns, E and QA, are reduced to one from the correlation of E and QA obtained at criticality of thermal runaway. The estimated k is 0.1 W/mK matching the previously reported value. E ranges from 61.7 to 83.1 kJ/mol, and the corresponding QA ranges from 1.7 x 10(9) to 4.8 x 10(11)J/kg s. The mean values of E (72.4 kJ/mol) and QA (2.8 x 10(10)J/kg s) are used to predict the critical hot surface temperatures for other thicknesses, and good agreement is observed between measured and experimental values. Also, the estimated E and QA ranges match the corresponding ranges calculated from the multiple tests method and values reported in previous research.

A Bayesian method for inferring transmission chains in a partially observed epidemic.

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

Marzouk, Youssef M.; Ray, Jaideep

2008-10-01

We present a Bayesian approach for estimating transmission chains and rates in the Abakaliki smallpox epidemic of 1967. The epidemic affected 30 individuals in a community of 74; only the dates of appearance of symptoms were recorded. Our model assumes stochastic transmission of the infections over a social network. Distinct binomial random graphs model intra- and inter-compound social connections, while disease transmission over each link is treated as a Poisson process. Link probabilities and rate parameters are objects of inference. Dates of infection and recovery comprise the remaining unknowns. Distributions for smallpox incubation and recovery periods are obtained from historicalmore » data. Using Markov chain Monte Carlo, we explore the joint posterior distribution of the scalar parameters and provide an expected connectivity pattern for the social graph and infection pathway.« less

Reconstructing Mammalian Sleep Dynamics with Data Assimilation

PubMed Central

Sedigh-Sarvestani, Madineh; Schiff, Steven J.; Gluckman, Bruce J.

2012-01-01

Data assimilation is a valuable tool in the study of any complex system, where measurements are incomplete, uncertain, or both. It enables the user to take advantage of all available information including experimental measurements and short-term model forecasts of a system. Although data assimilation has been used to study other biological systems, the study of the sleep-wake regulatory network has yet to benefit from this toolset. We present a data assimilation framework based on the unscented Kalman filter (UKF) for combining sparse measurements together with a relatively high-dimensional nonlinear computational model to estimate the state of a model of the sleep-wake regulatory system. We demonstrate with simulation studies that a few noisy variables can be used to accurately reconstruct the remaining hidden variables. We introduce a metric for ranking relative partial observability of computational models, within the UKF framework, that allows us to choose the optimal variables for measurement and also provides a methodology for optimizing framework parameters such as UKF covariance inflation. In addition, we demonstrate a parameter estimation method that allows us to track non-stationary model parameters and accommodate slow dynamics not included in the UKF filter model. Finally, we show that we can even use observed discretized sleep-state, which is not one of the model variables, to reconstruct model state and estimate unknown parameters. Sleep is implicated in many neurological disorders from epilepsy to schizophrenia, but simultaneous observation of the many brain components that regulate this behavior is difficult. We anticipate that this data assimilation framework will enable better understanding of the detailed interactions governing sleep and wake behavior and provide for better, more targeted, therapies. PMID:23209396

Accounting for Parameter Uncertainty in Complex Atmospheric Models, With an Application to Greenhouse Gas Emissions Evaluation

NASA Astrophysics Data System (ADS)

Swallow, B.; Rigby, M. L.; Rougier, J.; Manning, A.; Thomson, D.; Webster, H. N.; Lunt, M. F.; O'Doherty, S.

2016-12-01

In order to understand underlying processes governing environmental and physical phenomena, a complex mathematical model is usually required. However, there is an inherent uncertainty related to the parameterisation of unresolved processes in these simulators. Here, we focus on the specific problem of accounting for uncertainty in parameter values in an atmospheric chemical transport model. Systematic errors introduced by failing to account for these uncertainties have the potential to have a large effect on resulting estimates in unknown quantities of interest. One approach that is being increasingly used to address this issue is known as emulation, in which a large number of forward runs of the simulator are carried out, in order to approximate the response of the output to changes in parameters. However, due to the complexity of some models, it is often unfeasible to run large numbers of training runs that is usually required for full statistical emulators of the environmental processes. We therefore present a simplified model reduction method for approximating uncertainties in complex environmental simulators without the need for very large numbers of training runs. We illustrate the method through an application to the Met Office's atmospheric transport model NAME. We show how our parameter estimation framework can be incorporated into a hierarchical Bayesian inversion, and demonstrate the impact on estimates of UK methane emissions, using atmospheric mole fraction data. We conclude that accounting for uncertainties in the parameterisation of complex atmospheric models is vital if systematic errors are to be minimized and all relevant uncertainties accounted for. We also note that investigations of this nature can prove extremely useful in highlighting deficiencies in the simulator that might otherwise be missed.

Does an uneven sample size distribution across settings matter in cross-classified multilevel modeling? Results of a simulation study.

PubMed

Milliren, Carly E; Evans, Clare R; Richmond, Tracy K; Dunn, Erin C

2018-06-06

Recent advances in multilevel modeling allow for modeling non-hierarchical levels (e.g., youth in non-nested schools and neighborhoods) using cross-classified multilevel models (CCMM). Current practice is to cluster samples from one context (e.g., schools) and utilize the observations however they are distributed from the second context (e.g., neighborhoods). However, it is unknown whether an uneven distribution of sample size across these contexts leads to incorrect estimates of random effects in CCMMs. Using the school and neighborhood data structure in Add Health, we examined the effect of neighborhood sample size imbalance on the estimation of variance parameters in models predicting BMI. We differentially assigned students from a given school to neighborhoods within that school's catchment area using three scenarios of (im)balance. 1000 random datasets were simulated for each of five combinations of school- and neighborhood-level variance and imbalance scenarios, for a total of 15,000 simulated data sets. For each simulation, we calculated 95% CIs for the variance parameters to determine whether the true simulated variance fell within the interval. Across all simulations, the "true" school and neighborhood variance parameters were estimated 93-96% of the time. Only 5% of models failed to capture neighborhood variance; 6% failed to capture school variance. These results suggest that there is no systematic bias in the ability of CCMM to capture the true variance parameters regardless of the distribution of students across neighborhoods. Ongoing efforts to use CCMM are warranted and can proceed without concern for the sample imbalance across contexts. Copyright © 2018 Elsevier Ltd. All rights reserved.

A spatially explicit capture-recapture estimator for single-catch traps.

PubMed

Distiller, Greg; Borchers, David L

2015-11-01

Single-catch traps are frequently used in live-trapping studies of small mammals. Thus far, a likelihood for single-catch traps has proven elusive and usually the likelihood for multicatch traps is used for spatially explicit capture-recapture (SECR) analyses of such data. Previous work found the multicatch likelihood to provide a robust estimator of average density. We build on a recently developed continuous-time model for SECR to derive a likelihood for single-catch traps. We use this to develop an estimator based on observed capture times and compare its performance by simulation to that of the multicatch estimator for various scenarios with nonconstant density surfaces. While the multicatch estimator is found to be a surprisingly robust estimator of average density, its performance deteriorates with high trap saturation and increasing density gradients. Moreover, it is found to be a poor estimator of the height of the detection function. By contrast, the single-catch estimators of density, distribution, and detection function parameters are found to be unbiased or nearly unbiased in all scenarios considered. This gain comes at the cost of higher variance. If there is no interest in interpreting the detection function parameters themselves, and if density is expected to be fairly constant over the survey region, then the multicatch estimator performs well with single-catch traps. However if accurate estimation of the detection function is of interest, or if density is expected to vary substantially in space, then there is merit in using the single-catch estimator when trap saturation is above about 60%. The estimator's performance is improved if care is taken to place traps so as to span the range of variables that affect animal distribution. As a single-catch likelihood with unknown capture times remains intractable for now, researchers using single-catch traps should aim to incorporate timing devices with their traps.

System parameter identification from projection of inverse analysis

NASA Astrophysics Data System (ADS)

Liu, K.; Law, S. S.; Zhu, X. Q.

2017-05-01

The output of a system due to a change of its parameters is often approximated with the sensitivity matrix from the first order Taylor series. The system output can be measured in practice, but the perturbation in the system parameters is usually not available. Inverse sensitivity analysis can be adopted to estimate the unknown system parameter perturbation from the difference between the observation output data and corresponding analytical output data calculated from the original system model. The inverse sensitivity analysis is re-visited in this paper with improvements based on the Principal Component Analysis on the analytical data calculated from the known system model. The identification equation is projected into a subspace of principal components of the system output, and the sensitivity of the inverse analysis is improved with an iterative model updating procedure. The proposed method is numerical validated with a planar truss structure and dynamic experiments with a seven-storey planar steel frame. Results show that it is robust to measurement noise, and the location and extent of stiffness perturbation can be identified with better accuracy compared with the conventional response sensitivity-based method.

Uncertainties in extracted parameters of a Gaussian emission line profile with continuum background.

PubMed

Minin, Serge; Kamalabadi, Farzad

2009-12-20

We derive analytical equations for uncertainties in parameters extracted by nonlinear least-squares fitting of a Gaussian emission function with an unknown continuum background component in the presence of additive white Gaussian noise. The derivation is based on the inversion of the full curvature matrix (equivalent to Fisher information matrix) of the least-squares error, chi(2), in a four-variable fitting parameter space. The derived uncertainty formulas (equivalent to Cramer-Rao error bounds) are found to be in good agreement with the numerically computed uncertainties from a large ensemble of simulated measurements. The derived formulas can be used for estimating minimum achievable errors for a given signal-to-noise ratio and for investigating some aspects of measurement setup trade-offs and optimization. While the intended application is Fabry-Perot spectroscopy for wind and temperature measurements in the upper atmosphere, the derivation is generic and applicable to other spectroscopy problems with a Gaussian line shape.

Estimation of the axis of a screw motion from noisy data--a new method based on Plücker lines.

PubMed

Kiat Teu, Koon; Kim, Wangdo

2006-01-01

The problems of estimating the motion and orientation parameters of a body segment from two n point-set patterns are analyzed using the Plücker coordinates of a line (Plücker lines). The aim is to find algorithms less complex than those in conventional use, and thus facilitating more accurate computation of the unknown parameters. All conventional techniques use point transformation to calculate the screw axis. In this paper, we present a novel technique that directly estimates the axis of a screw motion as a Plücker line. The Plücker line can be transformed via the dual-number coordinate transformation matrix. This method is compared with Schwartz and Rozumalski [2005. A new method for estimating joint parameters from motion data. Journal of Biomechanics 38, 107-116] in simulations of random measurement errors and systematic skin movements. Simulation results indicate that the methods based on Plücker lines (Plücker line method) are superior in terms of extremely good results in the determination of the screw axis direction and position as well as a concise derivation of mathematical statements. This investigation yielded practical results, which can be used to locate the axis of a screw motion in a noisy environment. Developing the dual transformation matrix (DTM) from noisy data and determining the screw axis from a given DTM is done in a manner analogous to that for handling simple rotations. A more robust approach to solve for the dual vector associated with DTM is also addressed by using the eigenvector and the singular value decomposition.

Global 3ν oscillation analysis: Status of unknown parameters and future systematic challenges for ORCA and PINGU

NASA Astrophysics Data System (ADS)

Capozzi, Francesco; Lisi, Eligio; Marrone, Antonio

2016-04-01

Within the standard 3ν oscillation framework, we illustrate the status of currently unknown oscillation parameters: the θ23 octant, the mass hierarchy (normal or inverted), and the possible CP-violating phase δ, as derived by a (preliminary) global analysis of oscillation data available in 2015. We then discuss some challenges that will be faced by future, high-statistics analyses of spectral data, starting with one-dimensional energy spectra in reactor experiments, and concluding with two-dimensional energy-angle spectra in large-volume atmospheric experiments. It is shown that systematic uncertainties in the spectral shapes can noticeably affect the prospective sensitivities to unknown oscillation parameters, in particular to the mass hierarchy.

Uncertainty quantification and propagation in dynamic models using ambient vibration measurements, application to a 10-story building

NASA Astrophysics Data System (ADS)

Behmanesh, Iman; Yousefianmoghadam, Seyedsina; Nozari, Amin; Moaveni, Babak; Stavridis, Andreas

2018-07-01

This paper investigates the application of Hierarchical Bayesian model updating for uncertainty quantification and response prediction of civil structures. In this updating framework, structural parameters of an initial finite element (FE) model (e.g., stiffness or mass) are calibrated by minimizing error functions between the identified modal parameters and the corresponding parameters of the model. These error functions are assumed to have Gaussian probability distributions with unknown parameters to be determined. The estimated parameters of error functions represent the uncertainty of the calibrated model in predicting building's response (modal parameters here). The focus of this paper is to answer whether the quantified model uncertainties using dynamic measurement at building's reference/calibration state can be used to improve the model prediction accuracies at a different structural state, e.g., damaged structure. Also, the effects of prediction error bias on the uncertainty of the predicted values is studied. The test structure considered here is a ten-story concrete building located in Utica, NY. The modal parameters of the building at its reference state are identified from ambient vibration data and used to calibrate parameters of the initial FE model as well as the error functions. Before demolishing the building, six of its exterior walls were removed and ambient vibration measurements were also collected from the structure after the wall removal. These data are not used to calibrate the model; they are only used to assess the predicted results. The model updating framework proposed in this paper is applied to estimate the modal parameters of the building at its reference state as well as two damaged states: moderate damage (removal of four walls) and severe damage (removal of six walls). Good agreement is observed between the model-predicted modal parameters and those identified from vibration tests. Moreover, it is shown that including prediction error bias in the updating process instead of commonly-used zero-mean error function can significantly reduce the prediction uncertainties.

The Sense of Confidence during Probabilistic Learning: A Normative Account.

PubMed

Meyniel, Florent; Schlunegger, Daniel; Dehaene, Stanislas

2015-06-01

Learning in a stochastic environment consists of estimating a model from a limited amount of noisy data, and is therefore inherently uncertain. However, many classical models reduce the learning process to the updating of parameter estimates and neglect the fact that learning is also frequently accompanied by a variable "feeling of knowing" or confidence. The characteristics and the origin of these subjective confidence estimates thus remain largely unknown. Here we investigate whether, during learning, humans not only infer a model of their environment, but also derive an accurate sense of confidence from their inferences. In our experiment, humans estimated the transition probabilities between two visual or auditory stimuli in a changing environment, and reported their mean estimate and their confidence in this report. To formalize the link between both kinds of estimate and assess their accuracy in comparison to a normative reference, we derive the optimal inference strategy for our task. Our results indicate that subjects accurately track the likelihood that their inferences are correct. Learning and estimating confidence in what has been learned appear to be two intimately related abilities, suggesting that they arise from a single inference process. We show that human performance matches several properties of the optimal probabilistic inference. In particular, subjective confidence is impacted by environmental uncertainty, both at the first level (uncertainty in stimulus occurrence given the inferred stochastic characteristics) and at the second level (uncertainty due to unexpected changes in these stochastic characteristics). Confidence also increases appropriately with the number of observations within stable periods. Our results support the idea that humans possess a quantitative sense of confidence in their inferences about abstract non-sensory parameters of the environment. This ability cannot be reduced to simple heuristics, it seems instead a core property of the learning process.

The Sense of Confidence during Probabilistic Learning: A Normative Account

PubMed Central

Meyniel, Florent; Schlunegger, Daniel; Dehaene, Stanislas

2015-01-01

Learning in a stochastic environment consists of estimating a model from a limited amount of noisy data, and is therefore inherently uncertain. However, many classical models reduce the learning process to the updating of parameter estimates and neglect the fact that learning is also frequently accompanied by a variable “feeling of knowing” or confidence. The characteristics and the origin of these subjective confidence estimates thus remain largely unknown. Here we investigate whether, during learning, humans not only infer a model of their environment, but also derive an accurate sense of confidence from their inferences. In our experiment, humans estimated the transition probabilities between two visual or auditory stimuli in a changing environment, and reported their mean estimate and their confidence in this report. To formalize the link between both kinds of estimate and assess their accuracy in comparison to a normative reference, we derive the optimal inference strategy for our task. Our results indicate that subjects accurately track the likelihood that their inferences are correct. Learning and estimating confidence in what has been learned appear to be two intimately related abilities, suggesting that they arise from a single inference process. We show that human performance matches several properties of the optimal probabilistic inference. In particular, subjective confidence is impacted by environmental uncertainty, both at the first level (uncertainty in stimulus occurrence given the inferred stochastic characteristics) and at the second level (uncertainty due to unexpected changes in these stochastic characteristics). Confidence also increases appropriately with the number of observations within stable periods. Our results support the idea that humans possess a quantitative sense of confidence in their inferences about abstract non-sensory parameters of the environment. This ability cannot be reduced to simple heuristics, it seems instead a core property of the learning process. PMID:26076466

The pharmacokinetics of cytarabine administered subcutaneously, combined with prednisone, in dogs with meningoencephalomyelitis of unknown etiology.

PubMed

Pastina, B; Early, P J; Bergman, R L; Nettifee, J; Maller, A; Bray, K Y; Waldron, R J; Castel, A M; Munana, K R; Papich, M G; Messenger, K M

2018-05-15

The objective of this study was to describe the pharmacokinetics (PK) of cytarabine (CA) after subcutaneous (SC) administration to dogs with meningoencephalomyelitis of unknown etiology (MUE). Twelve dogs received a single SC dose of CA at 50 mg/m 2 as part of treatment of MUE. A sparse sampling technique was used to collect four blood samples from each dog from 0 to 360 min after administration. All dogs were concurrently receiving prednisone (0.5-2 mg kg -1 day -1 ). Plasma CA concentrations were measured by HPLC, and pharmacokinetic parameters were estimated using nonlinear mixed-effects modeling (NLME). Plasma drug concentrations ranged from 0.05 to 2.8 μg/ml. The population estimate (CV%) for elimination half-life and Tmax of cytarabine in dogs was 1.09 (21.93) hr and 0.55 (51.03) hr, respectively. The volume of distribution per fraction absorbed was 976.31 (10.85%) ml/kg. Mean plasma concentration of CA for all dogs was above 1.0 μg/ml at the 30-, 60-, 90-, and 120-min time points. In this study, the pharmacokinetics of CA in dogs with MUE after a single 50 mg/m 2 SC injection in dogs was similar to what has been previously reported in healthy beagles; there was moderate variability in the population estimates in this clinical population of dogs. © 2018 John Wiley & Sons Ltd.

Optimal estimation of two-qubit pure-state entanglement

NASA Astrophysics Data System (ADS)

Acín, Antonio; Tarrach, Rolf; Vidal, Guifré

2000-06-01

We present optimal measuring strategies for an estimation of the entanglement of unknown two-qubit pure states and of the degree of mixing of unknown single-qubit mixed states, of which N identical copies are available. The most general measuring strategies are considered in both situations, to conclude in the first case that a local, although collective, measurement suffices to estimate entanglement, a nonlocal property, optimally.

Characteristic Length Scales in Fracture Networks: Hydraulic Connectivity through Periodic Hydraulic Tests

NASA Astrophysics Data System (ADS)

Becker, M.; Bour, O.; Le Borgne, T.; Longuevergne, L.; Lavenant, N.; Cole, M. C.; Guiheneuf, N.

2017-12-01

Determining hydraulic and transport connectivity in fractured bedrock has long been an important objective in contaminant hydrogeology, petroleum engineering, and geothermal operations. A persistent obstacle to making this determination is that the characteristic length scale is nearly impossible to determine in sparsely fractured networks. Both flow and transport occur through an unknown structure of interconnected fracture and/or fracture zones making the actual length that water or solutes travel undetermined. This poses difficulties for flow and transport models. For, example, hydraulic equations require a separation distance between pumping and observation well to determine hydraulic parameters. When wells pairs are close, the structure of the network can influence the interpretation of well separation and the flow dimension of the tested system. This issue is explored using hydraulic tests conducted in a shallow fractured crystalline rock. Periodic (oscillatory) slug tests were performed at the Ploemeur fractured rock test site located in Brittany, France. Hydraulic connectivity was examined between three zones in one well and four zones in another, located 6 m apart in map view. The wells are sufficiently close, however, that the tangential distance between the tested zones ranges between 6 and 30 m. Using standard periodic formulations of radial flow, estimates of storativity scale inversely with the square of the separation distance and hydraulic diffusivity directly with the square of the separation distance. Uncertainty in the connection paths between the two wells leads to an order of magnitude uncertainty in estimates of storativity and hydraulic diffusivity, although estimates of transmissivity are unaffected. The assumed flow dimension results in alternative estimates of hydraulic parameters. In general, one is faced with the prospect of assuming the hydraulic parameter and inverting the separation distance, or vice versa. Similar uncertainties exist, for instance, when trying to invert transport parameters from tracer mean residence time. This field test illustrates that when dealing with fracture networks, there is a need for analytic methods of complexity that lie between simple radial solutions and discrete fracture network models.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example.

PubMed

Helgesson, P; Sjöstrand, H

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r 1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r 1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r 1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example

NASA Astrophysics Data System (ADS)

Helgesson, P.; Sjöstrand, H.

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

Estimating network parameters from combined dynamics of firing rate and irregularity of single neurons.

PubMed

Hamaguchi, Kosuke; Riehle, Alexa; Brunel, Nicolas

2011-01-01

High firing irregularity is a hallmark of cortical neurons in vivo, and modeling studies suggest a balance of excitation and inhibition is necessary to explain this high irregularity. Such a balance must be generated, at least partly, from local interconnected networks of excitatory and inhibitory neurons, but the details of the local network structure are largely unknown. The dynamics of the neural activity depends on the local network structure; this in turn suggests the possibility of estimating network structure from the dynamics of the firing statistics. Here we report a new method to estimate properties of the local cortical network from the instantaneous firing rate and irregularity (CV(2)) under the assumption that recorded neurons are a part of a randomly connected sparse network. The firing irregularity, measured in monkey motor cortex, exhibits two features; many neurons show relatively stable firing irregularity in time and across different task conditions; the time-averaged CV(2) is widely distributed from quasi-regular to irregular (CV(2) = 0.3-1.0). For each recorded neuron, we estimate the three parameters of a local network [balance of local excitation-inhibition, number of recurrent connections per neuron, and excitatory postsynaptic potential (EPSP) size] that best describe the dynamics of the measured firing rates and irregularities. Our analysis shows that optimal parameter sets form a two-dimensional manifold in the three-dimensional parameter space that is confined for most of the neurons to the inhibition-dominated region. High irregularity neurons tend to be more strongly connected to the local network, either in terms of larger EPSP and inhibitory PSP size or larger number of recurrent connections, compared with the low irregularity neurons, for a given excitatory/inhibitory balance. Incorporating either synaptic short-term depression or conductance-based synapses leads many low CV(2) neurons to move to the excitation-dominated region as well as to an increase of EPSP size.

Identifying the Oscillatory Mechanism of the Glucose Oxidase-Catalase Coupled Enzyme System.

PubMed

Muzika, František; Jurašek, Radovan; Schreiberová, Lenka; Radojković, Vuk; Schreiber, Igor

2017-10-12

We provide experimental evidence of periodic and aperiodic oscillations in an enzymatic system of glucose oxidase-catalase in a continuous-flow stirred reactor coupled by a membrane with a continuous-flow reservoir supplied with hydrogen peroxide. To describe such dynamics, we formulate a detailed mechanism based on partial results in the literature. Finally, we introduce a novel method for estimation of unknown kinetic parameters. The method is based on matching experimental data at an oscillatory instability with stoichiometric constraints of the mechanism formulated by applying the stability theory of reaction networks. This approach has been used to estimate rate coefficients in the catalase part of the mechanism. Remarkably, model simulations show good agreement with the observed oscillatory dynamics, including apparently chaotic intermittent behavior. Our method can be applied to any reaction system with an experimentally observable dynamical instability.

Maximum sustainable yield estimates of Ladypees, Sillago sihama (Forsskål), fishery in Pakistan using the ASPIC and CEDA packages

NASA Astrophysics Data System (ADS)

Panhwar, Sher Khan; Liu, Qun; Khan, Fozia; Siddiqui, Pirzada J. A.

2012-03-01

Using surplus production model packages of ASPIC (a stock-production model incorporating covariates) and CEDA (Catch effort data analysis), we analyzed the catch and effort data of Sillago sihama fishery in Pakistan. ASPIC estimates the parameters of MSY (maximum sustainable yield), F msy (fishing mortality), q (catchability coefficient), K (carrying capacity or unexploited biomass) and B1/K (maximum sustainable yield over initial biomass). The estimated non-bootstrapped value of MSY based on logistic was 598 t and that based on the Fox model was 415 t, which showed that the Fox model estimation was more conservative than that with the logistic model. The R 2 with the logistic model (0.702) is larger than that with the Fox model (0.541), which indicates a better fit. The coefficient of variation (cv) of the estimated MSY was about 0.3, except for a larger value 88.87 and a smaller value of 0.173. In contrast to the ASPIC results, the R 2 with the Fox model (0.651-0.692) was larger than that with the Schaefer model (0.435-0.567), indicating a better fit. The key parameters of CEDA are: MSY, K, q, and r (intrinsic growth), and the three error assumptions in using the models are normal, log normal and gamma. Parameter estimates from the Schaefer and Pella-Tomlinson models were similar. The MSY estimations from the above two models were 398 t, 549 t and 398 t for normal, log-normal and gamma error distributions, respectively. The MSY estimates from the Fox model were 381 t, 366 t and 366 t for the above three error assumptions, respectively. The Fox model estimates were smaller than those for the Schaefer and the Pella-Tomlinson models. In the light of the MSY estimations of 415 t from ASPIC for the Fox model and 381 t from CEDA for the Fox model, MSY for S. sihama is about 400 t. As the catch in 2003 was 401 t, we would suggest the fishery should be kept at the current level. Production models used here depend on the assumption that CPUE (catch per unit effort) data used in the study can reliably quantify temporal variability in population abundance, hence the modeling results would be wrong if such an assumption is not met. Because the reliability of this CPUE data in indexing fish population abundance is unknown, we should be cautious with the interpretation and use of the derived population and management parameters.

Optimization of Biomathematical Model Predictions for Cognitive Performance Impairment in Individuals: Accounting for Unknown Traits and Uncertain States in Homeostatic and Circadian Processes

PubMed Central

Van Dongen, Hans P. A.; Mott, Christopher G.; Huang, Jen-Kuang; Mollicone, Daniel J.; McKenzie, Frederic D.; Dinges, David F.

2007-01-01

Current biomathematical models of fatigue and performance do not accurately predict cognitive performance for individuals with a priori unknown degrees of trait vulnerability to sleep loss, do not predict performance reliably when initial conditions are uncertain, and do not yield statistically valid estimates of prediction accuracy. These limitations diminish their usefulness for predicting the performance of individuals in operational environments. To overcome these 3 limitations, a novel modeling approach was developed, based on the expansion of a statistical technique called Bayesian forecasting. The expanded Bayesian forecasting procedure was implemented in the two-process model of sleep regulation, which has been used to predict performance on the basis of the combination of a sleep homeostatic process and a circadian process. Employing the two-process model with the Bayesian forecasting procedure to predict performance for individual subjects in the face of unknown traits and uncertain states entailed subject-specific optimization of 3 trait parameters (homeostatic build-up rate, circadian amplitude, and basal performance level) and 2 initial state parameters (initial homeostatic state and circadian phase angle). Prior information about the distribution of the trait parameters in the population at large was extracted from psychomotor vigilance test (PVT) performance measurements in 10 subjects who had participated in a laboratory experiment with 88 h of total sleep deprivation. The PVT performance data of 3 additional subjects in this experiment were set aside beforehand for use in prospective computer simulations. The simulations involved updating the subject-specific model parameters every time the next performance measurement became available, and then predicting performance 24 h ahead. Comparison of the predictions to the subjects' actual data revealed that as more data became available for the individuals at hand, the performance predictions became increasingly more accurate and had progressively smaller 95% confidence intervals, as the model parameters converged efficiently to those that best characterized each individual. Even when more challenging simulations were run (mimicking a change in the initial homeostatic state; simulating the data to be sparse), the predictions were still considerably more accurate than would have been achieved by the two-process model alone. Although the work described here is still limited to periods of consolidated wakefulness with stable circadian rhythms, the results obtained thus far indicate that the Bayesian forecasting procedure can successfully overcome some of the major outstanding challenges for biomathematical prediction of cognitive performance in operational settings. Citation: Van Dongen HPA; Mott CG; Huang JK; Mollicone DJ; McKenzie FD; Dinges DF. Optimization of biomathematical model predictions for cognitive performance impairment in individuals: accounting for unknown traits and uncertain states in homeostatic and circadian processes. SLEEP 2007;30(9):1129-1143. PMID:17910385

Precision and accuracy in smFRET based structural studies—A benchmark study of the Fast-Nano-Positioning System

NASA Astrophysics Data System (ADS)

Nagy, Julia; Eilert, Tobias; Michaelis, Jens

2018-03-01

Modern hybrid structural analysis methods have opened new possibilities to analyze and resolve flexible protein complexes where conventional crystallographic methods have reached their limits. Here, the Fast-Nano-Positioning System (Fast-NPS), a Bayesian parameter estimation-based analysis method and software, is an interesting method since it allows for the localization of unknown fluorescent dye molecules attached to macromolecular complexes based on single-molecule Förster resonance energy transfer (smFRET) measurements. However, the precision, accuracy, and reliability of structural models derived from results based on such complex calculation schemes are oftentimes difficult to evaluate. Therefore, we present two proof-of-principle benchmark studies where we use smFRET data to localize supposedly unknown positions on a DNA as well as on a protein-nucleic acid complex. Since we use complexes where structural information is available, we can compare Fast-NPS localization to the existing structural data. In particular, we compare different dye models and discuss how both accuracy and precision can be optimized.

Capture-recapture studies for multiple strata including non-markovian transitions

USGS Publications Warehouse

Brownie, C.; Hines, J.E.; Nichols, J.D.; Pollock, K.H.; Hestbeck, J.B.

1993-01-01

We consider capture-recapture studies where release and recapture data are available from each of a number of strata on every capture occasion. Strata may, for example, be geographic locations or physiological states. Movement of animals among strata occurs with unknown probabilities, and estimation of these unknown transition probabilities is the objective. We describe a computer routine for carrying out the analysis under a model that assumes Markovian transitions and under reduced parameter versions of this model. We also introduce models that relax the Markovian assumption and allow 'memory' to operate (i.e., allow dependence of the transition probabilities on the previous state). For these models, we sugg st an analysis based on a conditional likelihood approach. Methods are illustrated with data from a large study on Canada geese (Branta canadensis) banded in three geographic regions. The assumption of Markovian transitions is rejected convincingly for these data, emphasizing the importance of the more general models that allow memory.

1r2dinv: A finite-difference model for inverse analysis of two dimensional linear or radial groundwater flow

USGS Publications Warehouse

Bohling, Geoffrey C.; Butler, J.J.

2001-01-01

We have developed a program for inverse analysis of two-dimensional linear or radial groundwater flow problems. The program, 1r2dinv, uses standard finite difference techniques to solve the groundwater flow equation for a horizontal or vertical plane with heterogeneous properties. In radial mode, the program simulates flow to a well in a vertical plane, transforming the radial flow equation into an equivalent problem in Cartesian coordinates. The physical parameters in the model are horizontal or x-direction hydraulic conductivity, anisotropy ratio (vertical to horizontal conductivity in a vertical model, y-direction to x-direction in a horizontal model), and specific storage. The program allows the user to specify arbitrary and independent zonations of these three parameters and also to specify which zonal parameter values are known and which are unknown. The Levenberg-Marquardt algorithm is used to estimate parameters from observed head values. Particularly powerful features of the program are the ability to perform simultaneous analysis of heads from different tests and the inclusion of the wellbore in the radial mode. These capabilities allow the program to be used for analysis of suites of well tests, such as multilevel slug tests or pumping tests in a tomographic format. The combination of information from tests stressing different vertical levels in an aquifer provides the means for accurately estimating vertical variations in conductivity, a factor profoundly influencing contaminant transport in the subsurface. ?? 2001 Elsevier Science Ltd. All rights reserved.

Fast estimate of Hartley entropy in image sharpening

NASA Astrophysics Data System (ADS)

Krbcová, Zuzana; Kukal, Jaromír.; Svihlik, Jan; Fliegel, Karel

2016-09-01

Two classes of linear IIR filters: Laplacian of Gaussian (LoG) and Difference of Gaussians (DoG) are frequently used as high pass filters for contextual vision and edge detection. They are also used for image sharpening when linearly combined with the original image. Resulting sharpening filters are radially symmetric in spatial and frequency domains. Our approach is based on the radial approximation of unknown optimal filter, which is designed as a weighted sum of Gaussian filters with various radii. The novel filter is designed for MRI image enhancement where the image intensity represents anatomical structure plus additive noise. We prefer the gradient norm of Hartley entropy of whole image intensity as a measure which has to be maximized for the best sharpening. The entropy estimation procedure is as fast as FFT included in the filter but this estimate is a continuous function of enhanced image intensities. Physically motivated heuristic is used for optimum sharpening filter design by its parameter tuning. Our approach is compared with Wiener filter on MRI images.

Analysis and design of second-order sliding-mode algorithms for quadrotor roll and pitch estimation.

PubMed

Chang, Jing; Cieslak, Jérôme; Dávila, Jorge; Zolghadri, Ali; Zhou, Jun

2017-11-01

The problem addressed in this paper is that of quadrotor roll and pitch estimation without any assumption about the knowledge of perturbation bounds when Inertial Measurement Units (IMU) data or position measurements are available. A Smooth Sliding Mode (SSM) algorithm is first designed to provide reliable estimation under a smooth disturbance assumption. This assumption is next relaxed with the second proposed Adaptive Sliding Mode (ASM) algorithm that deals with disturbances of unknown bounds. In addition, the analysis of the observers are extended to the case where measurements are corrupted by bias and noise. The gains of the proposed algorithms were deduced from the Lyapunov function. Furthermore, some useful guidelines are provided for the selection of the observer turning parameters. The performance of these two approaches is evaluated using a nonlinear simulation model and considering either accelerometer or position measurements. The simulation results demonstrate the benefits of the proposed solutions. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Tune-stabilized, non-scaling, fixed-field, alternating gradient accelerator

DOEpatents

Johnstone, Carol J [Warrenville, IL

2011-02-01

A FFAG is a particle accelerator having turning magnets with a linear field gradient for confinement and a large edge angle to compensate for acceleration. FODO cells contain focus magnets and defocus magnets that are specified by a number of parameters. A set of seven equations, called the FFAG equations relate the parameters to one another. A set of constraints, call the FFAG constraints, constrain the FFAG equations. Selecting a few parameters, such as injection momentum, extraction momentum, and drift distance reduces the number of unknown parameters to seven. Seven equations with seven unknowns can be solved to yield the values for all the parameters and to thereby fully specify a FFAG.

Contemporary group estimates adjusted for climatic effects provide a finer definition of the unknown environmental challenges experienced by growing pigs.

PubMed

Guy, S Z Y; Li, L; Thomson, P C; Hermesch, S

2017-12-01

Environmental descriptors derived from mean performances of contemporary groups (CGs) are assumed to capture any known and unknown environmental challenges. The objective of this paper was to obtain a finer definition of the unknown challenges, by adjusting CG estimates for the known climatic effects of monthly maximum air temperature (MaxT), minimum air temperature (MinT) and monthly rainfall (Rain). As the unknown component could include infection challenges, these refined descriptors may help to better model varying responses of sire progeny to environmental infection challenges for the definition of disease resilience. Data were recorded from 1999 to 2013 at a piggery in south-east Queensland, Australia (n = 31,230). Firstly, CG estimates of average daily gain (ADG) and backfat (BF) were adjusted for MaxT, MinT and Rain, which were fitted as splines. In the models used to derive CG estimates for ADG, MaxT and MinT were significant variables. The models that contained these significant climatic variables had CG estimates with a lower variance compared to models without significant climatic variables. Variance component estimates were similar across all models, suggesting that these significant climatic variables accounted for some known environmental variation captured in CG estimates. No climatic variables were significant in the models used to derive the CG estimates for BF. These CG estimates were used to categorize environments. There was no observable sire by environment interaction (Sire×E) for ADG when using the environmental descriptors based on CG estimates on BF. For the environmental descriptors based on CG estimates of ADG, there was significant Sire×E only when MinT was included in the model (p = .01). Therefore, this new definition of the environment, preadjusted by MinT, increased the ability to detect Sire×E. While the unknown challenges captured in refined CG estimates need verification for infection challenges, this may provide a practical approach for the genetic improvement of disease resilience. © 2017 Blackwell Verlag GmbH.

astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

NASA Astrophysics Data System (ADS)

Jennings, E.; Madigan, M.

2017-04-01

Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated datasets,the Approximate Bayesian Computation (ABC) method is a promising alternative to traditional Markov Chain Monte Carlo approaches in the case where the Likelihood is intractable or unknown. The ABC method is called "Likelihood free" as it avoids explicit evaluation of the Likelihood by using a forward model simulation of the data which can include systematics. We introduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler for parameter estimation. A key challenge in astrophysics is the efficient use of large multi-probe datasets to constrain high dimensional, possibly correlated parameter spaces. With this in mind astroABC allows for massive parallelization using MPI, a framework that handles spawning of processes across multiple nodes. A key new feature of astroABC is the ability to create MPI groups with different communicators, one for the sampler and several others for the forward model simulation, which speeds up sampling time considerably. For smaller jobs the Python multiprocessing option is also available. Other key features of this new sampler include: a Sequential Monte Carlo sampler; a method for iteratively adapting tolerance levels; local covariance estimate using scikit-learn's KDTree; modules for specifying optimal covariance matrix for a component-wise or multivariate normal perturbation kernel and a weighted covariance metric; restart files output frequently so an interrupted sampling run can be resumed at any iteration; output and restart files are backed up at every iteration; user defined distance metric and simulation methods; a module for specifying heterogeneous parameter priors including non-standard prior PDFs; a module for specifying a constant, linear, log or exponential tolerance level; well-documented examples and sample scripts. This code is hosted online at https://github.com/EliseJ/astroABC.

Relative efficiency of unequal versus equal cluster sizes in cluster randomized trials using generalized estimating equation models.

PubMed

Liu, Jingxia; Colditz, Graham A

2018-05-01

There is growing interest in conducting cluster randomized trials (CRTs). For simplicity in sample size calculation, the cluster sizes are assumed to be identical across all clusters. However, equal cluster sizes are not guaranteed in practice. Therefore, the relative efficiency (RE) of unequal versus equal cluster sizes has been investigated when testing the treatment effect. One of the most important approaches to analyze a set of correlated data is the generalized estimating equation (GEE) proposed by Liang and Zeger, in which the "working correlation structure" is introduced and the association pattern depends on a vector of association parameters denoted by ρ. In this paper, we utilize GEE models to test the treatment effect in a two-group comparison for continuous, binary, or count data in CRTs. The variances of the estimator of the treatment effect are derived for the different types of outcome. RE is defined as the ratio of variance of the estimator of the treatment effect for equal to unequal cluster sizes. We discuss a commonly used structure in CRTs-exchangeable, and derive the simpler formula of RE with continuous, binary, and count outcomes. Finally, REs are investigated for several scenarios of cluster size distributions through simulation studies. We propose an adjusted sample size due to efficiency loss. Additionally, we also propose an optimal sample size estimation based on the GEE models under a fixed budget for known and unknown association parameter (ρ) in the working correlation structure within the cluster. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

PubMed

Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua

2018-05-01

High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Bayesian Modeling of Exposure and Airflow Using Two-Zone Models

PubMed Central

Zhang, Yufen; Banerjee, Sudipto; Yang, Rui; Lungu, Claudiu; Ramachandran, Gurumurthy

2009-01-01

Mathematical modeling is being increasingly used as a means for assessing occupational exposures. However, predicting exposure in real settings is constrained by lack of quantitative knowledge of exposure determinants. Validation of models in occupational settings is, therefore, a challenge. Not only do the model parameters need to be known, the models also need to predict the output with some degree of accuracy. In this paper, a Bayesian statistical framework is used for estimating model parameters and exposure concentrations for a two-zone model. The model predicts concentrations in a zone near the source and far away from the source as functions of the toluene generation rate, air ventilation rate through the chamber, and the airflow between near and far fields. The framework combines prior or expert information on the physical model along with the observed data. The framework is applied to simulated data as well as data obtained from the experiments conducted in a chamber. Toluene vapors are generated from a source under different conditions of airflow direction, the presence of a mannequin, and simulated body heat of the mannequin. The Bayesian framework accounts for uncertainty in measurement as well as in the unknown rate of airflow between the near and far fields. The results show that estimates of the interzonal airflow are always close to the estimated equilibrium solutions, which implies that the method works efficiently. The predictions of near-field concentration for both the simulated and real data show nice concordance with the true values, indicating that the two-zone model assumptions agree with the reality to a large extent and the model is suitable for predicting the contaminant concentration. Comparison of the estimated model and its margin of error with the experimental data thus enables validation of the physical model assumptions. The approach illustrates how exposure models and information on model parameters together with the knowledge of uncertainty and variability in these quantities can be used to not only provide better estimates of model outputs but also model parameters. PMID:19403840

The ITSG-Grace2014 Gravity Field Model

NASA Astrophysics Data System (ADS)

Kvas, Andreas; Mayer-Gürr, Torsten; Zehenter, Norbert; Klinger, Beate

2015-04-01

The ITSG-Grace2014 GRACE-only gravity field model consists of a high resolution unconstrained static model (up to degree 200) with trend and annual signal, monthly unconstrained solutions with different spatial resolutions as well as daily snapshots derived by using a Kalman smoother. Apart from the estimated spherical harmonic coefficients, full variance-covariance matrices for the monthly solutions and the static gravity field component are provided. Compared to the previous release, multiple improvements in the processing chain are implemented: updated background models, better ionospheric modeling for GPS observations, an improved satellite attitude by combination of star camera and angular accelerations, estimation of K-band antenna center variations within the gravity field recovery process as well as error covariance function determination. Furthermore, daily gravity field variations have been modeled in the adjustment process to reduce errors caused by temporal leakage. This combined estimation of daily gravity variations field variations together with the static gravity field component represents a computational challenge due to the significantly increased parameter count. The modeling of daily variations up to a spherical harmonic degree of 40 for the whole GRACE observation period results in a system of linear equations with over 6 million unknown gravity field parameters. A least squares adjustment of this size is not solvable in a sensible time frame, therefore measures to reduce the problem size have to be taken. The ITSG-Grace2014 release is presented and selected parts of the processing chain and their effect on the estimated gravity field solutions are discussed.

ATTITUDE FILTERING ON SO(3)

NASA Technical Reports Server (NTRS)

Markley, F. Landis

2005-01-01

A new method is presented for the simultaneous estimation of the attitude of a spacecraft and an N-vector of bias parameters. This method uses a probability distribution function defined on the Cartesian product of SO(3), the group of rotation matrices, and the Euclidean space W N .The Fokker-Planck equation propagates the probability distribution function between measurements, and Bayes s formula incorporates measurement update information. This approach avoids all the issues of singular attitude representations or singular covariance matrices encountered in extended Kalman filters. In addition, the filter has a consistent initialization for a completely unknown initial attitude, owing to the fact that SO(3) is a compact space.

A direct comparison of exoEarth yields for starshades and coronagraphs

NASA Astrophysics Data System (ADS)

Stark, Christopher C.; Cady, Eric J.; Clampin, Mark; Domagal-Goldman, Shawn; Lisman, Doug; Mandell, Avi M.; McElwain, Michael W.; Roberge, Aki; Robinson, Tyler D.; Savransky, Dmitry; Shaklan, Stuart B.; Stapelfeldt, Karl R.

2016-07-01

The scale and design of a future mission capable of directly imaging extrasolar planets will be influenced by the detectable number (yield) of potentially Earth-like planets. Currently, coronagraphs and starshades are being considered as instruments for such a mission. We will use a novel code to estimate and compare the yields for starshade- and coronagraph-based missions. We will show yield scaling relationships for each instrument and discuss the impact of astrophysical and instrumental noise on yields. Although the absolute yields are dependent on several yet-unknown parameters, we will present several limiting cases allowing us to bound the yield comparison.

Modeling the production, decomposition, and transport of dissolved organic carbon in boreal soils

USGS Publications Warehouse

Fan, Zhaosheng; Neff, Jason C.; Wickland, Kimberly P.

2010-01-01

The movement of dissolved organic carbon (DOC) through boreal ecosystems has drawn increased attention because of its potential impact on the feedback of OC stocks to global environmental change in this region. Few models of boreal DOC exist. Here we present a one-dimensional model with simultaneous production, decomposition, sorption/desorption, and transport of DOC to describe the behavior of DOC in the OC layers above the mineral soils. The field-observed concentration profiles of DOC in two moderately well-drained black spruce forest sites (one with permafrost and one without permafrost), coupled with hourly measured soil temperature and moisture, were used to inversely estimate the unknown parameters associated with the sorption/desorption kinetics using a global optimization strategy. The model, along with the estimated parameters, reasonably reproduces the concentration profiles of DOC and highlights some important potential controls over DOC production and cycling in boreal settings. The values of estimated parameters suggest that humic OC has a larger potential production capacity for DOC than fine OC, and most of the DOC produced from fine OC was associated with instantaneous sorption/desorption whereas most of the DOC produced from humic OC was associated with time-dependent sorption/desorption. The simulated DOC efflux at the bottom of soil OC layers was highly dependent on the component and structure of the OC layers. The DOC efflux was controlled by advection at the site with no humic OC and moist conditions and controlled by diffusion at the site with the presence of humic OC and dry conditions.

Optimal estimation and scheduling in aquifer management using the rapid feedback control method

NASA Astrophysics Data System (ADS)

Ghorbanidehno, Hojat; Kokkinaki, Amalia; Kitanidis, Peter K.; Darve, Eric

2017-12-01

Management of water resources systems often involves a large number of parameters, as in the case of large, spatially heterogeneous aquifers, and a large number of "noisy" observations, as in the case of pressure observation in wells. Optimizing the operation of such systems requires both searching among many possible solutions and utilizing new information as it becomes available. However, the computational cost of this task increases rapidly with the size of the problem to the extent that textbook optimization methods are practically impossible to apply. In this paper, we present a new computationally efficient technique as a practical alternative for optimally operating large-scale dynamical systems. The proposed method, which we term Rapid Feedback Controller (RFC), provides a practical approach for combined monitoring, parameter estimation, uncertainty quantification, and optimal control for linear and nonlinear systems with a quadratic cost function. For illustration, we consider the case of a weakly nonlinear uncertain dynamical system with a quadratic objective function, specifically a two-dimensional heterogeneous aquifer management problem. To validate our method, we compare our results with the linear quadratic Gaussian (LQG) method, which is the basic approach for feedback control. We show that the computational cost of the RFC scales only linearly with the number of unknowns, a great improvement compared to the basic LQG control with a computational cost that scales quadratically. We demonstrate that the RFC method can obtain the optimal control values at a greatly reduced computational cost compared to the conventional LQG algorithm with small and controllable losses in the accuracy of the state and parameter estimation.

Estimation of sex-specific survival from capture-recapture data when sex is not always known

USGS Publications Warehouse

Nichols, J.D.; Kendall, W.L.; Hines, J.E.; Spendelow, J.A.

2004-01-01

Many animals lack obvious sexual dimorphism, making assignment of sex difficult even for observed or captured animals. For many such species it is possible to assign sex with certainty only at some occasions; for example, when they exhibit certain types of behavior. A common approach to handling this situation in capture-recapture studies has been to group capture histories into those of animals eventually identified as male and female and those for which sex was never known. Because group membership is dependent on the number of occasions at which an animal was caught or observed (known sex animals, on average, will have been observed at more occasions than unknown-sex animals), survival estimates for known-sex animals will be positively biased, and those for unknown animals will be negatively biased. In this paper, we develop capture-recapture models that incorporate sex ratio and sex assignment parameters that permit unbiased estimation in the face of this sampling problem. We demonstrate the magnitude of bias in the traditional capture-recapture approach to this sampling problem, and we explore properties of estimators from other ad hoc approaches. The model is then applied to capture-recapture data for adult Roseate Terns (Sterna dougallii) at Falkner Island, Connecticut, 1993-2002. Sex ratio among adults in this population favors females, and we tested the hypothesis that this population showed sex-specific differences in adult survival. Evidence was provided for higher survival of adult females than males, as predicted. We recommend use of this modeling approach for future capture-recapture studies in which sex cannot always be assigned to captured or observed animals. We also place this problem in the more general context of uncertainty in state classification in multistate capture-recapture models.

EuroForMix: An open source software based on a continuous model to evaluate STR DNA profiles from a mixture of contributors with artefacts.

PubMed

Bleka, Øyvind; Storvik, Geir; Gill, Peter

2016-03-01

We have released a software named EuroForMix to analyze STR DNA profiles in a user-friendly graphical user interface. The software implements a model to explain the allelic peak height on a continuous scale in order to carry out weight-of-evidence calculations for profiles which could be from a mixture of contributors. Through a properly parameterized model we are able to do inference on mixture proportions, the peak height properties, stutter proportion and degradation. In addition, EuroForMix includes models for allele drop-out, allele drop-in and sub-population structure. EuroForMix supports two inference approaches for likelihood ratio calculations. The first approach uses maximum likelihood estimation of the unknown parameters. The second approach is Bayesian based which requires prior distributions to be specified for the parameters involved. The user may specify any number of known and unknown contributors in the model, however we find that there is a practical computing time limit which restricts the model to a maximum of four unknown contributors. EuroForMix is the first freely open source, continuous model (accommodating peak height, stutter, drop-in, drop-out, population substructure and degradation), to be reported in the literature. It therefore serves an important purpose to act as an unrestricted platform to compare different solutions that are available. The implementation of the continuous model used in the software showed close to identical results to the R-package DNAmixtures, which requires a HUGIN Expert license to be used. An additional feature in EuroForMix is the ability for the user to adapt the Bayesian inference framework by incorporating their own prior information. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Vehicle longitudinal velocity estimation during the braking process using unknown input Kalman filter

NASA Astrophysics Data System (ADS)

Moaveni, Bijan; Khosravi Roqaye Abad, Mahdi; Nasiri, Sayyad

2015-10-01

In this paper, vehicle longitudinal velocity during the braking process is estimated by measuring the wheels speed. Here, a new algorithm based on the unknown input Kalman filter is developed to estimate the vehicle longitudinal velocity with a minimum mean square error and without using the value of braking torque in the estimation procedure. The stability and convergence of the filter are analysed and proved. Effectiveness of the method is shown by designing a real experiment and comparing the estimation result with actual longitudinal velocity computing from a three-axis accelerometer output.

A nudging data assimilation algorithm for the identification of groundwater pumping

NASA Astrophysics Data System (ADS)

Cheng, Wei-Chen; Kendall, Donald R.; Putti, Mario; Yeh, William W.-G.

2009-08-01

This study develops a nudging data assimilation algorithm for estimating unknown pumping from private wells in an aquifer system using measured data of hydraulic head. The proposed algorithm treats the unknown pumping as an additional sink term in the governing equation of groundwater flow and provides a consistent physical interpretation for pumping rate identification. The algorithm identifies the unknown pumping and, at the same time, reduces the forecast error in hydraulic heads. We apply the proposed algorithm to the Las Posas Groundwater Basin in southern California. We consider the following three pumping scenarios: constant pumping rates, spatially varying pumping rates, and temporally varying pumping rates. We also study the impact of head measurement errors on the proposed algorithm. In the case study we seek to estimate the six unknown pumping rates from private wells using head measurements from four observation wells. The results show an excellent rate of convergence for pumping estimation. The case study demonstrates the applicability, accuracy, and efficiency of the proposed data assimilation algorithm for the identification of unknown pumping in an aquifer system.

A nudging data assimilation algorithm for the identification of groundwater pumping

NASA Astrophysics Data System (ADS)

Cheng, W.; Kendall, D. R.; Putti, M.; Yeh, W. W.

2008-12-01

This study develops a nudging data assimilation algorithm for estimating unknown pumping from private wells in an aquifer system using measurement data of hydraulic head. The proposed algorithm treats the unknown pumping as an additional sink term in the governing equation of groundwater flow and provides a consistently physical interpretation for pumping rate identification. The algorithm identifies unknown pumping and, at the same time, reduces the forecast error in hydraulic heads. We apply the proposed algorithm to the Las Posas Groundwater Basin in southern California. We consider the following three pumping scenarios: constant pumping rate, spatially varying pumping rates, and temporally varying pumping rates. We also study the impact of head measurement errors on the proposed algorithm. In the case study, we seek to estimate the six unknown pumping rates from private wells using head measurements from four observation wells. The results show excellent rate of convergence for pumping estimation. The case study demonstrates the applicability, accuracy, and efficiency of the proposed data assimilation algorithm for the identification of unknown pumping in an aquifer system.

Variations on Bayesian Prediction and Inference

DTIC Science & Technology

2016-05-09

inference 2.2.1 Background There are a number of statistical inference problems that are not generally formulated via a full probability model...problem of inference about an unknown parameter, the Bayesian approach requires a full probability 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...the problem of inference about an unknown parameter, the Bayesian approach requires a full probability model/likelihood which can be an obstacle

Adaptive method for electron bunch profile prediction

DOE PAGES

Scheinker, Alexander; Gessner, Spencer

2015-10-15

We report on an experiment performed at the Facility for Advanced Accelerator Experimental Tests (FACET) at SLAC National Accelerator Laboratory, in which a new adaptive control algorithm, one with known, bounded update rates, despite operating on analytically unknown cost functions, was utilized in order to provide quasi-real-time bunch property estimates of the electron beam. Multiple parameters, such as arbitrary rf phase settings and other time-varying accelerator properties, were simultaneously tuned in order to match a simulated bunch energy spectrum with a measured energy spectrum. Thus, the simple adaptive scheme was digitally implemented using matlab and the experimental physics and industrialmore » control system. Finally, the main result is a nonintrusive, nondestructive, real-time diagnostic scheme for prediction of bunch profiles, as well as other beam parameters, the precise control of which are important for the plasma wakefield acceleration experiments being explored at FACET.« less

Unresolved Galaxy Classifier for ESA/Gaia mission: Support Vector Machines approach

NASA Astrophysics Data System (ADS)

Bellas-Velidis, Ioannis; Kontizas, Mary; Dapergolas, Anastasios; Livanou, Evdokia; Kontizas, Evangelos; Karampelas, Antonios

A software package Unresolved Galaxy Classifier (UGC) is being developed for the ground-based pipeline of ESA's Gaia mission. It aims to provide an automated taxonomic classification and specific parameters estimation analyzing Gaia BP/RP instrument low-dispersion spectra of unresolved galaxies. The UGC algorithm is based on a supervised learning technique, the Support Vector Machines (SVM). The software is implemented in Java as two separate modules. An offline learning module provides functions for SVM-models training. Once trained, the set of models can be repeatedly applied to unknown galaxy spectra by the pipeline's application module. A library of galaxy models synthetic spectra, simulated for the BP/RP instrument, is used to train and test the modules. Science tests show a very good classification performance of UGC and relatively good regression performance, except for some of the parameters. Possible approaches to improve the performance are discussed.

Adaptive method for electron bunch profile prediction

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

Scheinker, Alexander; Gessner, Spencer

2015-10-01

We report on an experiment performed at the Facility for Advanced Accelerator Experimental Tests (FACET) at SLAC National Accelerator Laboratory, in which a new adaptive control algorithm, one with known, bounded update rates, despite operating on analytically unknown cost functions, was utilized in order to provide quasi-real-time bunch property estimates of the electron beam. Multiple parameters, such as arbitrary rf phase settings and other time-varying accelerator properties, were simultaneously tuned in order to match a simulated bunch energy spectrum with a measured energy spectrum. The simple adaptive scheme was digitally implemented using matlab and the experimental physics and industrial controlmore » system. The main result is a nonintrusive, nondestructive, real-time diagnostic scheme for prediction of bunch profiles, as well as other beam parameters, the precise control of which are important for the plasma wakefield acceleration experiments being explored at FACET. © 2015 authors. Published by the American Physical Society.« less

Composition measurement of epitaxial Sc x Ga1-x N films

NASA Astrophysics Data System (ADS)

Tsui, H. C. L.; Goff, L. E.; Barradas, N. P.; Alves, E.; Pereira, S.; Palgrave, R. G.; Davies, R. J.; Beere, H. E.; Farrer, I.; Ritchie, D. A.; Moram, M. A.

2016-06-01

Four different methods for measuring the compositions of epitaxial Sc x Ga1-x N films were assessed and compared to determine which was the most reliable and accurate. The compositions of epitaxial Sc x Ga1-x N films with 0 ≤ x ≤ 0.26 were measured directly using Rutherford backscattering (RBS) and x-ray photoelectron spectroscopy (XPS), and indirectly using c lattice parameter measurements from x-ray diffraction and c/a ratio measurements from electron diffraction patterns. RBS measurements were taken as a standard reference. XPS was found to underestimate the Sc content, whereas c lattice parameter and c/a ratio were not reliable for composition determination due to the unknown degree of strain relaxation in the film. However, the Sc flux used during growth was found to relate linearly with x and could be used to estimate the Sc content.

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

NASA Astrophysics Data System (ADS)

Gazola, L.; Fernandes, C.; Pizzinga, A.; Riera, R.

2008-02-01

This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to forecast financial crashes. In order to accomplish reliable statistical inference for unknown parameters, we incorporate an autoregressive dynamic and a conditional heteroskedasticity structure in the error term of the original model, yielding the log-periodic-AR(1)-GARCH(1,1) model. Both the original and the extended models are fitted to financial indices of U. S. market, namely S&P500 and NASDAQ. Our analysis reveal two main points: (i) the log-periodic-AR(1)-GARCH(1,1) model has residuals with better statistical properties and (ii) the estimation of the parameter concerning the time of the financial crash has been improved.

The interaction of host genetics and disease processes in chronic livestock disease: a simulation model of ovine footrot.

PubMed

Russell, V N L; Green, L E; Bishop, S C; Medley, G F

2013-03-01

A stochastic, individual-based, simulation model of footrot in a flock of 200 ewes was developed that included flock demography, disease processes, host genetic variation for traits influencing infection and disease processes, and bacterial contamination of the environment. Sensitivity analyses were performed using ANOVA to examine the contribution of unknown parameters to outcome variation. The infection rate and bacterial death rate were the most significant factors determining the observed prevalence of footrot, as well as the heritability of resistance. The dominance of infection parameters in determining outcomes implies that observational data cannot be used to accurately estimate the strength of genetic control of underlying traits describing the infection process, i.e. resistance. Further work will allow us to address the potential for genetic selection to control ovine footrot. Copyright © 2012 Elsevier B.V. All rights reserved.

Controller design for a class of nonlinear MIMO coupled system using multiple models and second level adaptation.

PubMed

Pandey, Vinay Kumar; Kar, Indrani; Mahanta, Chitralekha

2017-07-01

In this paper, an adaptive control method using multiple models with second level adaptation is proposed for a class of nonlinear multi-input multi-output (MIMO) coupled systems. Multiple estimation models are used to tune the unknown parameters at the first level. The second level adaptation provides a single parameter vector for the controller. A feedback linearization technique is used to design a state feedback control. The efficacy of the designed controller is validated by conducting real time experiment on a laboratory setup of twin rotor MIMO system (TRMS). The TRMS setup is discussed in detail and the experiments were performed for regulation and tracking problem for pitch and yaw control using different reference signals. An Extended Kalman Filter (EKF) has been used to observe the unavailable states of the TRMS. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

An integrated control scheme for space robot after capturing non-cooperative target

NASA Astrophysics Data System (ADS)

Wang, Mingming; Luo, Jianjun; Yuan, Jianping; Walter, Ulrich

2018-06-01

How to identify the mass properties and eliminate the unknown angular momentum of space robotic system after capturing a non-cooperative target is of great challenge. This paper focuses on designing an integrated control framework which includes detumbling strategy, coordination control and parameter identification. Firstly, inverted and forward chain approaches are synthesized for space robot to obtain dynamic equation in operational space. Secondly, a detumbling strategy is introduced using elementary functions with normalized time, while the imposed end-effector constraints are considered. Next, a coordination control scheme for stabilizing both base and end-effector based on impedance control is implemented with the target's parameter uncertainty. With the measurements of the forces and torques exerted on the target, its mass properties are estimated during the detumbling process accordingly. Simulation results are presented using a 7 degree-of-freedom kinematically redundant space manipulator, which verifies the performance and effectiveness of the proposed method.

A three domain covariance framework for EEG/MEG data.

PubMed

Roś, Beata P; Bijma, Fetsje; de Gunst, Mathisca C M; de Munck, Jan C

2015-10-01

In this paper we introduce a covariance framework for the analysis of single subject EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. Our covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, like in combined EEG-fMRI experiments in which the correlation between EEG and fMRI signals is investigated. We use a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. We apply our method to real EEG and MEG data sets. Copyright © 2015 Elsevier Inc. All rights reserved.

A torque estimator for a traveling wave ultrasonic motor--application to an active claw.

PubMed

Giraud, Frédéric; Semail, Betty

2006-08-01

Depending on its electrical-to-mechanical energy conversion process, the torque on a traveling wave ultrasonic motor (TWUM)'s shaft is not directly proportional to a measurable electrical variable, such as current or voltage. But it is derived from a complicated process at the stator/rotor interface. The load torque is thus quite unknown, and this can be a disadvantage in applications in which a torque limitation is required or a torque measurement is needed. The aim of this article is to come up with a straightforward torque estimator on a TWUM. For that purpose, the motor is modeled; this modeling leads to different estimator strategies. More specifically, we chose a strategy for which a speed sensor is useless, relying only on the stator's resonant behavior. The parameters of the motor needed for the estimator are measured afterward, and some nonlinearities are identified and taken into account. Several experimental trials then are carried out to check the performance of the estimator. A claw actuated by a TWUM is presented because this is a typical application in which the knowledge of the torque helps guarantee the safety of the device.

Application of wavelet-based multi-model Kalman filters to real-time flood forecasting

NASA Astrophysics Data System (ADS)

Chou, Chien-Ming; Wang, Ru-Yih

2004-04-01

This paper presents the application of a multimodel method using a wavelet-based Kalman filter (WKF) bank to simultaneously estimate decomposed state variables and unknown parameters for real-time flood forecasting. Applying the Haar wavelet transform alters the state vector and input vector of the state space. In this way, an overall detail plus approximation describes each new state vector and input vector, which allows the WKF to simultaneously estimate and decompose state variables. The wavelet-based multimodel Kalman filter (WMKF) is a multimodel Kalman filter (MKF), in which the Kalman filter has been substituted for a WKF. The WMKF then obtains M estimated state vectors. Next, the M state-estimates, each of which is weighted by its possibility that is also determined on-line, are combined to form an optimal estimate. Validations conducted for the Wu-Tu watershed, a small watershed in Taiwan, have demonstrated that the method is effective because of the decomposition of wavelet transform, the adaptation of the time-varying Kalman filter and the characteristics of the multimodel method. Validation results also reveal that the resulting method enhances the accuracy of the runoff prediction of the rainfall-runoff process in the Wu-Tu watershed.