Tuning the control system of a nonlinear inverted pendulum by means of the new method of Lyapunov exponents estimation

NASA Astrophysics Data System (ADS)

Balcerzak, Marek; Dąbrowski, Artur; Pikunov, Danylo

2018-01-01

This paper presents a practical application of a new, simplified method of Lyapunov exponents estimation. The method has been applied to optimization of a real, nonlinear inverted pendulum system. Authors presented how the algorithm of the Largest Lyapunov Exponent (LLE) estimation can be applied to evaluate control systems performance. The new LLE-based control performance index has been proposed. Equations of the inverted pendulum system of the fourth order have been found. The nonlinear friction of the regulation object has been identified by means of the nonlinear least squares method. Three different friction models have been tested: linear, cubic and Coulomb model. The Differential Evolution (DE) algorithm has been used to search for the best set of parameters of the general linear regulator. This work proves that proposed method is efficient and results in faster perturbation rejection, especially when disturbances are significant.

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.

Solutions to Some Nonlinear Equations from Nonmetric Data.

ERIC Educational Resources Information Center

Rule, Stanley J.

1979-01-01

A method to provide estimates of parameters of specified nonlinear equations from ordinal data generated from a crossed design is presented. The statistical basis for the method, called NOPE (nonmetric parameter estimation), as well as examples using artifical data, are presented. (Author/JKS)

A Nonlinear Dynamics-Based Estimator for Functional Electrical Stimulation: Preliminary Results From Lower-Leg Extension Experiments.

PubMed

Allen, Marcus; Zhong, Qiang; Kirsch, Nicholas; Dani, Ashwin; Clark, William W; Sharma, Nitin

2017-12-01

Miniature inertial measurement units (IMUs) are wearable sensors that measure limb segment or joint angles during dynamic movements. However, IMUs are generally prone to drift, external magnetic interference, and measurement noise. This paper presents a new class of nonlinear state estimation technique called state-dependent coefficient (SDC) estimation to accurately predict joint angles from IMU measurements. The SDC estimation method uses limb dynamics, instead of limb kinematics, to estimate the limb state. Importantly, the nonlinear limb dynamic model is formulated into state-dependent matrices that facilitate the estimator design without performing a Jacobian linearization. The estimation method is experimentally demonstrated to predict knee joint angle measurements during functional electrical stimulation of the quadriceps muscle. The nonlinear knee musculoskeletal model was identified through a series of experiments. The SDC estimator was then compared with an extended kalman filter (EKF), which uses a Jacobian linearization and a rotation matrix method, which uses a kinematic model instead of the dynamic model. Each estimator's performance was evaluated against the true value of the joint angle, which was measured through a rotary encoder. The experimental results showed that the SDC estimator, the rotation matrix method, and EKF had root mean square errors of 2.70°, 2.86°, and 4.42°, respectively. Our preliminary experimental results show the new estimator's advantage over the EKF method but a slight advantage over the rotation matrix method. However, the information from the dynamic model allows the SDC method to use only one IMU to measure the knee angle compared with the rotation matrix method that uses two IMUs to estimate the angle.

Stationary variational estimates for the effective response and field fluctuations in nonlinear composites

NASA Astrophysics Data System (ADS)

Ponte Castañeda, Pedro

2016-11-01

This paper presents a variational method for estimating the effective constitutive response of composite materials with nonlinear constitutive behavior. The method is based on a stationary variational principle for the macroscopic potential in terms of the corresponding potential of a linear comparison composite (LCC) whose properties are the trial fields in the variational principle. When used in combination with estimates for the LCC that are exact to second order in the heterogeneity contrast, the resulting estimates for the nonlinear composite are also guaranteed to be exact to second-order in the contrast. In addition, the new method allows full optimization with respect to the properties of the LCC, leading to estimates that are fully stationary and exhibit no duality gaps. As a result, the effective response and field statistics of the nonlinear composite can be estimated directly from the appropriately optimized linear comparison composite. By way of illustration, the method is applied to a porous, isotropic, power-law material, and the results are found to compare favorably with earlier bounds and estimates. However, the basic ideas of the method are expected to work for broad classes of composites materials, whose effective response can be given appropriate variational representations, including more general elasto-plastic and soft hyperelastic composites and polycrystals.

A method searching for optimum fractional order and its application in self-phase modulation induced nonlinear phase noise estimation in coherent optical fiber transmission systems

NASA Astrophysics Data System (ADS)

Huang, Chuan; Guo, Peng; Yang, Aiying; Qiao, Yaojun

2018-07-01

In single channel systems, the nonlinear phase noise only comes from the channel itself through self-phase modulation (SPM). In this paper, a fast-nonlinear effect estimation method is proposed based on fractional Fourier transformation (FrFT). The nonlinear phase noise caused by Self-phase modulation effect is accurately estimated for single model 10Gbaud OOK and RZ-QPSK signals with the fiber length range of 0-200 km and the launch power range of 1-10 mW. The pulse windowing is adopted to search the optimum fractional order for the OOK and RZ-QPSK signals. Since the nonlinear phase shift caused by the SPM effect is very small, the accurate optimum fractional order of the signal cannot be found based on the traditional method. In this paper, a new method magnifying the phase shift is proposed to get the accurate optimum order and thus the nonlinear phase shift is calculated. The simulation results agree with the theoretical analysis and the method is applicable to signals whose pulse type has the similar characteristics with Gaussian pulse.

A measurement fusion method for nonlinear system identification using a cooperative learning algorithm.

PubMed

Xia, Youshen; Kamel, Mohamed S

2007-06-01

Identification of a general nonlinear noisy system viewed as an estimation of a predictor function is studied in this article. A measurement fusion method for the predictor function estimate is proposed. In the proposed scheme, observed data are first fused by using an optimal fusion technique, and then the optimal fused data are incorporated in a nonlinear function estimator based on a robust least squares support vector machine (LS-SVM). A cooperative learning algorithm is proposed to implement the proposed measurement fusion method. Compared with related identification methods, the proposed method can minimize both the approximation error and the noise error. The performance analysis shows that the proposed optimal measurement fusion function estimate has a smaller mean square error than the LS-SVM function estimate. Moreover, the proposed cooperative learning algorithm can converge globally to the optimal measurement fusion function estimate. Finally, the proposed measurement fusion method is applied to ARMA signal and spatial temporal signal modeling. Experimental results show that the proposed measurement fusion method can provide a more accurate model.

Comparative analysis of linear and non-linear method of estimating the sorption isotherm parameters for malachite green onto activated carbon.

PubMed

Kumar, K Vasanth

2006-08-21

The experimental equilibrium data of malachite green onto activated carbon were fitted to the Freundlich, Langmuir and Redlich-Peterson isotherms by linear and non-linear method. A comparison between linear and non-linear of estimating the isotherm parameters was discussed. The four different linearized form of Langmuir isotherm were also discussed. The results confirmed that the non-linear method as a better way to obtain isotherm parameters. The best fitting isotherm was Langmuir and Redlich-Peterson isotherm. Redlich-Peterson is a special case of Langmuir when the Redlich-Peterson isotherm constant g was unity.

Estimating phase synchronization in dynamical systems using cellular nonlinear networks

NASA Astrophysics Data System (ADS)

Sowa, Robert; Chernihovskyi, Anton; Mormann, Florian; Lehnertz, Klaus

2005-06-01

We propose a method for estimating phase synchronization between time series using the parallel computing architecture of cellular nonlinear networks (CNN’s). Applying this method to time series of coupled nonlinear model systems and to electroencephalographic time series from epilepsy patients, we show that an accurate approximation of the mean phase coherence R —a bivariate measure for phase synchronization—can be achieved with CNN’s using polynomial-type templates.

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

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

2011-01-01

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

The Use of Linear Instrumental Variables Methods in Health Services Research and Health Economics: A Cautionary Note

PubMed Central

Terza, Joseph V; Bradford, W David; Dismuke, Clara E

2008-01-01

Objective To investigate potential bias in the use of the conventional linear instrumental variables (IV) method for the estimation of causal effects in inherently nonlinear regression settings. Data Sources Smoking Supplement to the 1979 National Health Interview Survey, National Longitudinal Alcohol Epidemiologic Survey, and simulated data. Study Design Potential bias from the use of the linear IV method in nonlinear models is assessed via simulation studies and real world data analyses in two commonly encountered regression setting: (1) models with a nonnegative outcome (e.g., a count) and a continuous endogenous regressor; and (2) models with a binary outcome and a binary endogenous regressor. Principle Findings The simulation analyses show that substantial bias in the estimation of causal effects can result from applying the conventional IV method in inherently nonlinear regression settings. Moreover, the bias is not attenuated as the sample size increases. This point is further illustrated in the survey data analyses in which IV-based estimates of the relevant causal effects diverge substantially from those obtained with appropriate nonlinear estimation methods. Conclusions We offer this research as a cautionary note to those who would opt for the use of linear specifications in inherently nonlinear settings involving endogeneity. PMID:18546544

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

NASA Technical Reports Server (NTRS)

Murphy, Patrick Charles

1985-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Estimation of the Nonlinear Random Coefficient Model when Some Random Effects Are Separable

ERIC Educational Resources Information Center

du Toit, Stephen H. C.; Cudeck, Robert

2009-01-01

A method is presented for marginal maximum likelihood estimation of the nonlinear random coefficient model when the response function has some linear parameters. This is done by writing the marginal distribution of the repeated measures as a conditional distribution of the response given the nonlinear random effects. The resulting distribution…

Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.

PubMed

Omori, Toshiaki; Kuwatani, Tatsu; Okamoto, Atsushi; Hukushima, Koji

2016-09-01

It is essential to extract nonlinear dynamics from time-series data as an inverse problem in natural sciences. We propose a Bayesian statistical framework for extracting nonlinear dynamics of surface heterogeneous reactions from sparse and noisy observable data. Surface heterogeneous reactions are chemical reactions with conjugation of multiple phases, and they have the intrinsic nonlinearity of their dynamics caused by the effect of surface-area between different phases. We adapt a belief propagation method and an expectation-maximization (EM) algorithm to partial observation problem, in order to simultaneously estimate the time course of hidden variables and the kinetic parameters underlying dynamics. The proposed belief propagation method is performed by using sequential Monte Carlo algorithm in order to estimate nonlinear dynamical system. Using our proposed method, we show that the rate constants of dissolution and precipitation reactions, which are typical examples of surface heterogeneous reactions, as well as the temporal changes of solid reactants and products, were successfully estimated only from the observable temporal changes in the concentration of the dissolved intermediate product.

Classification and pose estimation of objects using nonlinear features

NASA Astrophysics Data System (ADS)

Talukder, Ashit; Casasent, David P.

1998-03-01

A new nonlinear feature extraction method called the maximum representation and discrimination feature (MRDF) method is presented for extraction of features from input image data. It implements transformations similar to the Sigma-Pi neural network. However, the weights of the MRDF are obtained in closed form, and offer advantages compared to nonlinear neural network implementations. The features extracted are useful for both object discrimination (classification) and object representation (pose estimation). We show its use in estimating the class and pose of images of real objects and rendered solid CAD models of machine parts from single views using a feature-space trajectory (FST) neural network classifier. We show more accurate classification and pose estimation results than are achieved by standard principal component analysis (PCA) and Fukunaga-Koontz (FK) feature extraction methods.

Quasi-Maximum Likelihood Estimation of Structural Equation Models with Multiple Interaction and Quadratic Effects

ERIC Educational Resources Information Center

Klein, Andreas G.; Muthen, Bengt O.

2007-01-01

In this article, a nonlinear structural equation model is introduced and a quasi-maximum likelihood method for simultaneous estimation and testing of multiple nonlinear effects is developed. The focus of the new methodology lies on efficiency, robustness, and computational practicability. Monte-Carlo studies indicate that the method is highly…

A novel method for state of charge estimation of lithium-ion batteries using a nonlinear observer

NASA Astrophysics Data System (ADS)

Xia, Bizhong; Chen, Chaoren; Tian, Yong; Sun, Wei; Xu, Zhihui; Zheng, Weiwei

2014-12-01

The state of charge (SOC) is important for the safety and reliability of battery operation since it indicates the remaining capacity of a battery. However, as the internal state of each cell cannot be directly measured, the value of the SOC has to be estimated. In this paper, a novel method for SOC estimation in electric vehicles (EVs) using a nonlinear observer (NLO) is presented. One advantage of this method is that it does not need complicated matrix operations, so the computation cost can be reduced. As a key step in design of the nonlinear observer, the state-space equations based on the equivalent circuit model are derived. The Lyapunov stability theory is employed to prove the convergence of the nonlinear observer. Four experiments are carried out to evaluate the performance of the presented method. The results show that the SOC estimation error converges to 3% within 130 s while the initial SOC error reaches 20%, and does not exceed 4.5% while the measurement suffers both 2.5% voltage noise and 5% current noise. Besides, the presented method has advantages over the extended Kalman filter (EKF) and sliding mode observer (SMO) algorithms in terms of computation cost, estimation accuracy and convergence rate.

Estimation of wing nonlinear aerodynamic characteristics at supersonic speeds

NASA Technical Reports Server (NTRS)

Carlson, H. W.; Mack, R. J.

1980-01-01

A computational system for estimation of nonlinear aerodynamic characteristics of wings at supersonic speeds was developed and was incorporated in a computer program. This corrected linearized theory method accounts for nonlinearities in the variation of basic pressure loadings with local surface slopes, predicts the degree of attainment of theoretical leading edge thrust, and provides an estimate of detached leading edge vortex loadings that result when the theoretical thrust forces are not fully realized.

Comparison of linear and non-linear method in estimating the sorption isotherm parameters for safranin onto activated carbon.

PubMed

Kumar, K Vasanth; Sivanesan, S

2005-08-31

Comparison analysis of linear least square method and non-linear method for estimating the isotherm parameters was made using the experimental equilibrium data of safranin onto activated carbon at two different solution temperatures 305 and 313 K. Equilibrium data were fitted to Freundlich, Langmuir and Redlich-Peterson isotherm equations. All the three isotherm equations showed a better fit to the experimental equilibrium data. The results showed that non-linear method could be a better way to obtain the isotherm parameters. Redlich-Peterson isotherm is a special case of Langmuir isotherm when the Redlich-Peterson isotherm constant g was unity.

Monitoring inter-channel nonlinearity based on differential pilot

NASA Astrophysics Data System (ADS)

Wang, Wanli; Yang, Aiying; Guo, Peng; Lu, Yueming; Qiao, Yaojun

2018-06-01

We modify and simplify the inter-channel nonlinearity (NL) estimation method by using differential pilot. Compared to previous works, the inter-channel NL estimation method we propose has much lower complexity and does not need modification of the transmitter. The performance of inter-channel NL monitoring with different launch power is tested. For both QPSK and 16QAM systems with 9 channels, the estimation error of inter-channel NL is lower than 1 dB when the total launch power is bigger than 12 dBm after 1000 km optical transmission. At last, we compare our inter-channel NL estimation method with other methods.

Estimation of Hidden State Variables of the Intracranial System Using Constrained Nonlinear Kalman Filters

PubMed Central

Nenov, Valeriy; Bergsneider, Marvin; Glenn, Thomas C.; Vespa, Paul; Martin, Neil

2007-01-01

Impeded by the rigid skull, assessment of physiological variables of the intracranial system is difficult. A hidden state estimation approach is used in the present work to facilitate the estimation of unobserved variables from available clinical measurements including intracranial pressure (ICP) and cerebral blood flow velocity (CBFV). The estimation algorithm is based on a modified nonlinear intracranial mathematical model, whose parameters are first identified in an offline stage using a nonlinear optimization paradigm. Following the offline stage, an online filtering process is performed using a nonlinear Kalman filter (KF)-like state estimator that is equipped with a new way of deriving the Kalman gain satisfying the physiological constraints on the state variables. The proposed method is then validated by comparing different state estimation methods and input/output (I/O) configurations using simulated data. It is also applied to a set of CBFV, ICP and arterial blood pressure (ABP) signal segments from brain injury patients. The results indicated that the proposed constrained nonlinear KF achieved the best performance among the evaluated state estimators and that the state estimator combined with the I/O configuration that has ICP as the measured output can potentially be used to estimate CBFV continuously. Finally, the state estimator combined with the I/O configuration that has both ICP and CBFV as outputs can potentially estimate the lumped cerebral arterial radii, which are not measurable in a typical clinical environment. PMID:17281533

Intrinsic nonlinearity and method of disturbed observations in inverse problems of celestial mechanics

NASA Astrophysics Data System (ADS)

Avdyushev, Victor A.

2017-12-01

Orbit determination from a small sample of observations over a very short observed orbital arc is a strongly nonlinear inverse problem. In such problems an evaluation of orbital uncertainty due to random observation errors is greatly complicated, since linear estimations conventionally used are no longer acceptable for describing the uncertainty even as a rough approximation. Nevertheless, if an inverse problem is weakly intrinsically nonlinear, then one can resort to the so-called method of disturbed observations (aka observational Monte Carlo). Previously, we showed that the weaker the intrinsic nonlinearity, the more efficient the method, i.e. the more accurate it enables one to simulate stochastically the orbital uncertainty, while it is strictly exact only when the problem is intrinsically linear. However, as we ascertained experimentally, its efficiency was found to be higher than that of other stochastic methods widely applied in practice. In the present paper we investigate the intrinsic nonlinearity in complicated inverse problems of Celestial Mechanics when orbits are determined from little informative samples of observations, which typically occurs for recently discovered asteroids. To inquire into the question, we introduce an index of intrinsic nonlinearity. In asteroid problems it evinces that the intrinsic nonlinearity can be strong enough to affect appreciably probabilistic estimates, especially at the very short observed orbital arcs that the asteroids travel on for about a hundredth of their orbital periods and less. As it is known from regression analysis, the source of intrinsic nonlinearity is the nonflatness of the estimation subspace specified by a dynamical model in the observation space. Our numerical results indicate that when determining asteroid orbits it is actually very slight. However, in the parametric space the effect of intrinsic nonlinearity is exaggerated mainly by the ill-conditioning of the inverse problem. Even so, as for the method of disturbed observations, we conclude that it practically should be still entirely acceptable to adequately describe the orbital uncertainty since, from a geometrical point of view, the efficiency of the method directly depends only on the nonflatness of the estimation subspace and it gets higher as the nonflatness decreases.

Cubical Mass-Spring Model design based on a tensile deformation test and nonlinear material model.

PubMed

San-Vicente, Gaizka; Aguinaga, Iker; Tomás Celigüeta, Juan

2012-02-01

Mass-Spring Models (MSMs) are used to simulate the mechanical behavior of deformable bodies such as soft tissues in medical applications. Although they are fast to compute, they lack accuracy and their design remains still a great challenge. The major difficulties in building realistic MSMs lie on the spring stiffness estimation and the topology identification. In this work, the mechanical behavior of MSMs under tensile loads is analyzed before studying the spring stiffness estimation. In particular, the performed qualitative and quantitative analysis of the behavior of cubical MSMs shows that they have a nonlinear response similar to hyperelastic material models. According to this behavior, a new method for spring stiffness estimation valid for linear and nonlinear material models is proposed. This method adjusts the stress-strain and compressibility curves to a given reference behavior. The accuracy of the MSMs designed with this method is tested taking as reference some soft-tissue simulations based on nonlinear Finite Element Method (FEM). The obtained results show that MSMs can be designed to realistically model the behavior of hyperelastic materials such as soft tissues and can become an interesting alternative to other approaches such as nonlinear FEM.

A unifying theoretical and algorithmic framework for least squares methods of estimation in diffusion tensor imaging.

PubMed

Koay, Cheng Guan; Chang, Lin-Ching; Carew, John D; Pierpaoli, Carlo; Basser, Peter J

2006-09-01

A unifying theoretical and algorithmic framework for diffusion tensor estimation is presented. Theoretical connections among the least squares (LS) methods, (linear least squares (LLS), weighted linear least squares (WLLS), nonlinear least squares (NLS) and their constrained counterparts), are established through their respective objective functions, and higher order derivatives of these objective functions, i.e., Hessian matrices. These theoretical connections provide new insights in designing efficient algorithms for NLS and constrained NLS (CNLS) estimation. Here, we propose novel algorithms of full Newton-type for the NLS and CNLS estimations, which are evaluated with Monte Carlo simulations and compared with the commonly used Levenberg-Marquardt method. The proposed methods have a lower percent of relative error in estimating the trace and lower reduced chi2 value than those of the Levenberg-Marquardt method. These results also demonstrate that the accuracy of an estimate, particularly in a nonlinear estimation problem, is greatly affected by the Hessian matrix. In other words, the accuracy of a nonlinear estimation is algorithm-dependent. Further, this study shows that the noise variance in diffusion weighted signals is orientation dependent when signal-to-noise ratio (SNR) is low (

Volterra series truncation and kernel estimation of nonlinear systems in the frequency domain

NASA Astrophysics Data System (ADS)

Zhang, B.; Billings, S. A.

2017-02-01

The Volterra series model is a direct generalisation of the linear convolution integral and is capable of displaying the intrinsic features of a nonlinear system in a simple and easy to apply way. Nonlinear system analysis using Volterra series is normally based on the analysis of its frequency-domain kernels and a truncated description. But the estimation of Volterra kernels and the truncation of Volterra series are coupled with each other. In this paper, a novel complex-valued orthogonal least squares algorithm is developed. The new algorithm provides a powerful tool to determine which terms should be included in the Volterra series expansion and to estimate the kernels and thus solves the two problems all together. The estimated results are compared with those determined using the analytical expressions of the kernels to validate the method. To further evaluate the effectiveness of the method, the physical parameters of the system are also extracted from the measured kernels. Simulation studies demonstrates that the new approach not only can truncate the Volterra series expansion and estimate the kernels of a weakly nonlinear system, but also can indicate the applicability of the Volterra series analysis in a severely nonlinear system case.

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems. Ph.D. Thesis - George Washington Univ., Apr. 1985

NASA Technical Reports Server (NTRS)

Murphy, P. C.

1986-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Computation of nonlinear least squares estimator and maximum likelihood using principles in matrix calculus

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi; Balasiddamuni, P.

2017-11-01

This paper uses matrix calculus techniques to obtain Nonlinear Least Squares Estimator (NLSE), Maximum Likelihood Estimator (MLE) and Linear Pseudo model for nonlinear regression model. David Pollard and Peter Radchenko [1] explained analytic techniques to compute the NLSE. However the present research paper introduces an innovative method to compute the NLSE using principles in multivariate calculus. This study is concerned with very new optimization techniques used to compute MLE and NLSE. Anh [2] derived NLSE and MLE of a heteroscedatistic regression model. Lemcoff [3] discussed a procedure to get linear pseudo model for nonlinear regression model. In this research article a new technique is developed to get the linear pseudo model for nonlinear regression model using multivariate calculus. The linear pseudo model of Edmond Malinvaud [4] has been explained in a very different way in this paper. David Pollard et.al used empirical process techniques to study the asymptotic of the LSE (Least-squares estimation) for the fitting of nonlinear regression function in 2006. In Jae Myung [13] provided a go conceptual for Maximum likelihood estimation in his work “Tutorial on maximum likelihood estimation

Equivalent linearization for fatigue life estimates of a nonlinear structure

NASA Technical Reports Server (NTRS)

Miles, R. N.

1989-01-01

An analysis is presented of the suitability of the method of equivalent linearization for estimating the fatigue life of a nonlinear structure. Comparisons are made of the fatigue life of a nonlinear plate as predicted using conventional equivalent linearization and three other more accurate methods. The excitation of the plate is assumed to be Gaussian white noise and the plate response is modeled using a single resonant mode. The methods used for comparison consist of numerical simulation, a probabalistic formulation, and a modification of equivalent linearization which avoids the usual assumption that the response process is Gaussian. Remarkably close agreement is obtained between all four methods, even for cases where the response is significantly linear.

A stepwise regression tree for nonlinear approximation: applications to estimating subpixel land cover

USGS Publications Warehouse

Huang, C.; Townshend, J.R.G.

2003-01-01

A stepwise regression tree (SRT) algorithm was developed for approximating complex nonlinear relationships. Based on the regression tree of Breiman et al . (BRT) and a stepwise linear regression (SLR) method, this algorithm represents an improvement over SLR in that it can approximate nonlinear relationships and over BRT in that it gives more realistic predictions. The applicability of this method to estimating subpixel forest was demonstrated using three test data sets, on all of which it gave more accurate predictions than SLR and BRT. SRT also generated more compact trees and performed better than or at least as well as BRT at all 10 equal forest proportion interval ranging from 0 to 100%. This method is appealing to estimating subpixel land cover over large areas.

A dynamic load estimation method for nonlinear structures with unscented Kalman filter

NASA Astrophysics Data System (ADS)

Guo, L. N.; Ding, Y.; Wang, Z.; Xu, G. S.; Wu, B.

2018-02-01

A force estimation method is proposed for hysteretic nonlinear structures. The equation of motion for the nonlinear structure is represented in state space and the state variable is augmented by the unknown the time history of external force. Unscented Kalman filter (UKF) is improved for the force identification in state space considering the ill-condition characteristic in the computation of square roots for the covariance matrix. The proposed method is firstly validated by a numerical simulation study of a 3-storey nonlinear hysteretic frame excited by periodic force. Each storey is supposed to follow a nonlinear hysteretic model. The external force is identified and the measurement noise is considered in this case. Then a case of a seismically isolated building subjected to earthquake excitation and impact force is studied. The isolation layer performs nonlinearly during the earthquake excitation. Impact force between the seismically isolated structure and the retaining wall is estimated with the proposed method. Uncertainties such as measurement noise, model error in storey stiffness and unexpected environmental disturbances are considered. A real-time substructure testing of an isolated structure is conducted to verify the proposed method. In the experimental study, the linear main structure is taken as numerical substructure while the one of the isolations with additional mass is taken as the nonlinear physical substructure. The force applied by the actuator on the physical substructure is identified and compared with the measured value from the force transducer. The method proposed in this paper is also validated by shaking table test of a seismically isolated steel frame. The acceleration of the ground motion as the unknowns is identified by the proposed method. Results from both numerical simulation and experimental studies indicate that the UKF based force identification method can be used to identify external excitations effectively for the nonlinear structure with accurate results even with measurement noise, model error and environmental disturbances.

The equivalent angle-of-attack method for estimating the nonlinear aerodynamic characteristics of missile wings and control surfaces

NASA Technical Reports Server (NTRS)

Hemsch, M. J.; Nielsen, J. N.

1982-01-01

A method has been developed for estimating the nonlinear aerodynamic characteristics of missile wing and control surfaces. The method is based on the following assumption: if a fin on a body has the same normal-force coefficient as a wing alone composed of two of the same fins joined together at their root chords, then the other force and moment coefficients of the fin and the wing alone are the same including the nonlinearities. The method can be used for deflected fins at arbitrary bank angles and at high angles of attack. In the paper, a full derivation of the method is given, its accuracy demonstrated and its use in extending missile data bases is shown.

Stochastic estimation of human arm impedance under nonlinear friction in robot joints: a model study.

PubMed

Chang, Pyung Hun; Kang, Sang Hoon

2010-05-30

The basic assumption of stochastic human arm impedance estimation methods is that the human arm and robot behave linearly for small perturbations. In the present work, we have identified the degree of influence of nonlinear friction in robot joints to the stochastic human arm impedance estimation. Internal model based impedance control (IMBIC) is then proposed as a means to make the estimation accurate by compensating for the nonlinear friction. From simulations with a nonlinear Lugre friction model, it is observed that the reliability and accuracy of the estimation are severely degraded with nonlinear friction: below 2 Hz, multiple and partial coherence functions are far less than unity; estimated magnitudes and phases are severely deviated from that of a real human arm throughout the frequency range of interest; and the accuracy is not enhanced with an increase of magnitude of the force perturbations. In contrast, the combined use of stochastic estimation and IMBIC provides with accurate estimation results even with large friction: the multiple coherence functions are larger than 0.9 throughout the frequency range of interest and the estimated magnitudes and phases are well matched with that of a real human arm. Furthermore, the performance of suggested method is independent of human arm and robot posture, and human arm impedance. Therefore, the IMBIC will be useful in measuring human arm impedance with conventional robot, as well as in designing a spatial impedance measuring robot, which requires gearing. (c) 2010 Elsevier B.V. All rights reserved.

Nonlinear least squares regression for single image scanning electron microscope signal-to-noise ratio estimation.

PubMed

Sim, K S; Norhisham, S

2016-11-01

A new method based on nonlinear least squares regression (NLLSR) is formulated to estimate signal-to-noise ratio (SNR) of scanning electron microscope (SEM) images. The estimation of SNR value based on NLLSR method is compared with the three existing methods of nearest neighbourhood, first-order interpolation and the combination of both nearest neighbourhood and first-order interpolation. Samples of SEM images with different textures, contrasts and edges were used to test the performance of NLLSR method in estimating the SNR values of the SEM images. It is shown that the NLLSR method is able to produce better estimation accuracy as compared to the other three existing methods. According to the SNR results obtained from the experiment, the NLLSR method is able to produce approximately less than 1% of SNR error difference as compared to the other three existing methods. © 2016 The Authors Journal of Microscopy © 2016 Royal Microscopical Society.

Output Feedback Distributed Containment Control for High-Order Nonlinear Multiagent Systems.

PubMed

Li, Yafeng; Hua, Changchun; Wu, Shuangshuang; Guan, Xinping

2017-01-31

In this paper, we study the problem of output feedback distributed containment control for a class of high-order nonlinear multiagent systems under a fixed undirected graph and a fixed directed graph, respectively. Only the output signals of the systems can be measured. The novel reduced order dynamic gain observer is constructed to estimate the unmeasured state variables of the system with the less conservative condition on nonlinear terms than traditional Lipschitz one. Via the backstepping method, output feedback distributed nonlinear controllers for the followers are designed. By means of the novel first virtual controllers, we separate the estimated state variables of different agents from each other. Consequently, the designed controllers show independence on the estimated state variables of neighbors except outputs information, and the dynamics of each agent can be greatly different, which make the design method have a wider class of applications. Finally, a numerical simulation is presented to illustrate the effectiveness of the proposed method.

A nondestructive method for estimation of the fracture toughness of CrMoV rotor steels based on ultrasonic nonlinearity.

PubMed

Jeong, Hyunjo; Nahm, Seung-Hoon; Jhang, Kyung-Young; Nam, Young-Hyun

2003-09-01

The objective of this paper is to develop a nondestructive method for estimating the fracture toughness (K(IC)) of CrMoV steels used as the rotor material of steam turbines in power plants. To achieve this objective, a number of CrMoV steel samples were heat-treated, and the fracture appearance transition temperature (FATT) was determined as a function of aging time. Nonlinear ultrasonics was employed as the theoretical basis to explain the harmonic generation in a damaged material, and the nonlinearity parameter of the second harmonic wave was the experimental measure used to be correlated to the fracture toughness of the rotor steel. The nondestructive procedure for estimating the K(IC) consists of two steps. First, the correlations between the nonlinearity parameter and the FATT are sought. The FATT values are then used to estimate K(IC) using the K(IC) versus excess temperature (i.e., T-FATT) correlation that is available in the literature for CrMoV rotor steel.

Inverting Monotonic Nonlinearities by Entropy Maximization

PubMed Central

López-de-Ipiña Pena, Karmele; Caiafa, Cesar F.

2016-01-01

This paper proposes a new method for blind inversion of a monotonic nonlinear map applied to a sum of random variables. Such kinds of mixtures of random variables are found in source separation and Wiener system inversion problems, for example. The importance of our proposed method is based on the fact that it permits to decouple the estimation of the nonlinear part (nonlinear compensation) from the estimation of the linear one (source separation matrix or deconvolution filter), which can be solved by applying any convenient linear algorithm. Our new nonlinear compensation algorithm, the MaxEnt algorithm, generalizes the idea of Gaussianization of the observation by maximizing its entropy instead. We developed two versions of our algorithm based either in a polynomial or a neural network parameterization of the nonlinear function. We provide a sufficient condition on the nonlinear function and the probability distribution that gives a guarantee for the MaxEnt method to succeed compensating the distortion. Through an extensive set of simulations, MaxEnt is compared with existing algorithms for blind approximation of nonlinear maps. Experiments show that MaxEnt is able to successfully compensate monotonic distortions outperforming other methods in terms of the obtained Signal to Noise Ratio in many important cases, for example when the number of variables in a mixture is small. Besides its ability for compensating nonlinearities, MaxEnt is very robust, i.e. showing small variability in the results. PMID:27780261

Inverting Monotonic Nonlinearities by Entropy Maximization.

PubMed

Solé-Casals, Jordi; López-de-Ipiña Pena, Karmele; Caiafa, Cesar F

2016-01-01

This paper proposes a new method for blind inversion of a monotonic nonlinear map applied to a sum of random variables. Such kinds of mixtures of random variables are found in source separation and Wiener system inversion problems, for example. The importance of our proposed method is based on the fact that it permits to decouple the estimation of the nonlinear part (nonlinear compensation) from the estimation of the linear one (source separation matrix or deconvolution filter), which can be solved by applying any convenient linear algorithm. Our new nonlinear compensation algorithm, the MaxEnt algorithm, generalizes the idea of Gaussianization of the observation by maximizing its entropy instead. We developed two versions of our algorithm based either in a polynomial or a neural network parameterization of the nonlinear function. We provide a sufficient condition on the nonlinear function and the probability distribution that gives a guarantee for the MaxEnt method to succeed compensating the distortion. Through an extensive set of simulations, MaxEnt is compared with existing algorithms for blind approximation of nonlinear maps. Experiments show that MaxEnt is able to successfully compensate monotonic distortions outperforming other methods in terms of the obtained Signal to Noise Ratio in many important cases, for example when the number of variables in a mixture is small. Besides its ability for compensating nonlinearities, MaxEnt is very robust, i.e. showing small variability in the results.

Highway traffic estimation of improved precision using the derivative-free nonlinear Kalman Filter

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Siano, Pierluigi; Zervos, Nikolaos; Melkikh, Alexey

2015-12-01

The paper proves that the PDE dynamic model of the highway traffic is a differentially flat one and by applying spatial discretization its shows that the model's transformation into an equivalent linear canonical state-space form is possible. For the latter representation of the traffic's dynamics, state estimation is performed with the use of the Derivative-free nonlinear Kalman Filter. The proposed filter consists of the Kalman Filter recursion applied on the transformed state-space model of the highway traffic. Moreover, it makes use of an inverse transformation, based again on differential flatness theory which enables to obtain estimates of the state variables of the initial nonlinear PDE model. By avoiding approximate linearizations and the truncation of nonlinear terms from the PDE model of the traffic's dynamics the proposed filtering methods outperforms, in terms of accuracy, other nonlinear estimators such as the Extended Kalman Filter. The article's theoretical findings are confirmed through simulation experiments.

Nonlinear phase noise tolerance for coherent optical systems using soft-decision-aided ML carrier phase estimation enhanced with constellation partitioning

NASA Astrophysics Data System (ADS)

Li, Yan; Wu, Mingwei; Du, Xinwei; Xu, Zhuoran; Gurusamy, Mohan; Yu, Changyuan; Kam, Pooi-Yuen

2018-02-01

A novel soft-decision-aided maximum likelihood (SDA-ML) carrier phase estimation method and its simplified version, the decision-aided and soft-decision-aided maximum likelihood (DA-SDA-ML) methods are tested in a nonlinear phase noise-dominant channel. The numerical performance results show that both the SDA-ML and DA-SDA-ML methods outperform the conventional DA-ML in systems with constant-amplitude modulation formats. In addition, modified algorithms based on constellation partitioning are proposed. With partitioning, the modified SDA-ML and DA-SDA-ML are shown to be useful for compensating the nonlinear phase noise in multi-level modulation systems.

Comparison of least squares and exponential sine sweep methods for Parallel Hammerstein Models estimation

NASA Astrophysics Data System (ADS)

Rebillat, Marc; Schoukens, Maarten

2018-05-01

Linearity is a common assumption for many real-life systems, but in many cases the nonlinear behavior of systems cannot be ignored and must be modeled and estimated. Among the various existing classes of nonlinear models, Parallel Hammerstein Models (PHM) are interesting as they are at the same time easy to interpret as well as to estimate. One way to estimate PHM relies on the fact that the estimation problem is linear in the parameters and thus that classical least squares (LS) estimation algorithms can be used. In that area, this article introduces a regularized LS estimation algorithm inspired on some of the recently developed regularized impulse response estimation techniques. Another mean to estimate PHM consists in using parametric or non-parametric exponential sine sweeps (ESS) based methods. These methods (LS and ESS) are founded on radically different mathematical backgrounds but are expected to tackle the same issue. A methodology is proposed here to compare them with respect to (i) their accuracy, (ii) their computational cost, and (iii) their robustness to noise. Tests are performed on simulated systems for several values of methods respective parameters and of signal to noise ratio. Results show that, for a given set of data points, the ESS method is less demanding in computational resources than the LS method but that it is also less accurate. Furthermore, the LS method needs parameters to be set in advance whereas the ESS method is not subject to conditioning issues and can be fully non-parametric. In summary, for a given set of data points, ESS method can provide a first, automatic, and quick overview of a nonlinear system than can guide more computationally demanding and precise methods, such as the regularized LS one proposed here.

Correlation techniques to determine model form in robust nonlinear system realization/identification

NASA Technical Reports Server (NTRS)

Stry, Greselda I.; Mook, D. Joseph

1991-01-01

The fundamental challenge in identification of nonlinear dynamic systems is determining the appropriate form of the model. A robust technique is presented which essentially eliminates this problem for many applications. The technique is based on the Minimum Model Error (MME) optimal estimation approach. A detailed literature review is included in which fundamental differences between the current approach and previous work is described. The most significant feature is the ability to identify nonlinear dynamic systems without prior assumption regarding the form of the nonlinearities, in contrast to existing nonlinear identification approaches which usually require detailed assumptions of the nonlinearities. Model form is determined via statistical correlation of the MME optimal state estimates with the MME optimal model error estimates. The example illustrations indicate that the method is robust with respect to prior ignorance of the model, and with respect to measurement noise, measurement frequency, and measurement record length.

Nonlinear Blind Compensation for Array Signal Processing Application

PubMed Central

Ma, Hong; Jin, Jiang; Zhang, Hua

2018-01-01

Recently, nonlinear blind compensation technique has attracted growing attention in array signal processing application. However, due to the nonlinear distortion stemming from array receiver which consists of multi-channel radio frequency (RF) front-ends, it is too difficult to estimate the parameters of array signal accurately. A novel nonlinear blind compensation algorithm aims at the nonlinearity mitigation of array receiver and its spurious-free dynamic range (SFDR) improvement, which will be more precise to estimate the parameters of target signals such as their two-dimensional directions of arrival (2-D DOAs). Herein, the suggested method is designed as follows: the nonlinear model parameters of any channel of RF front-end are extracted to synchronously compensate the nonlinear distortion of the entire receiver. Furthermore, a verification experiment on the array signal from a uniform circular array (UCA) is adopted to testify the validity of our approach. The real-world experimental results show that the SFDR of the receiver is enhanced, leading to a significant improvement of the 2-D DOAs estimation performance for weak target signals. And these results demonstrate that our nonlinear blind compensation algorithm is effective to estimate the parameters of weak array signal in concomitance with strong jammers. PMID:29690571

Composite Intelligent Learning Control of Strict-Feedback Systems With Disturbance.

PubMed

Xu, Bin; Sun, Fuchun

2018-02-01

This paper addresses the dynamic surface control of uncertain nonlinear systems on the basis of composite intelligent learning and disturbance observer in presence of unknown system nonlinearity and time-varying disturbance. The serial-parallel estimation model with intelligent approximation and disturbance estimation is built to obtain the prediction error and in this way the composite law for weights updating is constructed. The nonlinear disturbance observer is developed using intelligent approximation information while the disturbance estimation is guaranteed to converge to a bounded compact set. The highlight is that different from previous work directly toward asymptotic stability, the transparency of the intelligent approximation and disturbance estimation is included in the control scheme. The uniformly ultimate boundedness stability is analyzed via Lyapunov method. Through simulation verification, the composite intelligent learning with disturbance observer can efficiently estimate the effect caused by system nonlinearity and disturbance while the proposed approach obtains better performance with higher accuracy.

A Nonlinear Reduced Order Method for Prediction of Acoustic Fatigue

NASA Technical Reports Server (NTRS)

Przekop, Adam; Rizzi, Stephen A.

2006-01-01

The goal of this investigation is to assess the quality of high-cycle-fatigue life estimation via a reduced order method, for structures undergoing geometrically nonlinear random vibrations. Modal reduction is performed with several different suites of basis functions. After numerically solving the reduced order system equations of motion, the physical displacement time history is obtained by an inverse transformation and stresses are recovered. Stress ranges obtained through the rainflow counting procedure are used in a linear damage accumulation method to yield fatigue estimates. Fatigue life estimates obtained using various basis functions in the reduced order method are compared with those obtained from numerical simulation in physical degrees-of-freedom.

Missing-value estimation using linear and non-linear regression with Bayesian gene selection.

PubMed

Zhou, Xiaobo; Wang, Xiaodong; Dougherty, Edward R

2003-11-22

Data from microarray experiments are usually in the form of large matrices of expression levels of genes under different experimental conditions. Owing to various reasons, there are frequently missing values. Estimating these missing values is important because they affect downstream analysis, such as clustering, classification and network design. Several methods of missing-value estimation are in use. The problem has two parts: (1) selection of genes for estimation and (2) design of an estimation rule. We propose Bayesian variable selection to obtain genes to be used for estimation, and employ both linear and nonlinear regression for the estimation rule itself. Fast implementation issues for these methods are discussed, including the use of QR decomposition for parameter estimation. The proposed methods are tested on data sets arising from hereditary breast cancer and small round blue-cell tumors. The results compare very favorably with currently used methods based on the normalized root-mean-square error. The appendix is available from http://gspsnap.tamu.edu/gspweb/zxb/missing_zxb/ (user: gspweb; passwd: gsplab).

Orbital stability and energy estimate of ground states of saturable nonlinear Schrödinger equations with intensity functions in R2

NASA Astrophysics Data System (ADS)

Lin, Tai-Chia; Wang, Xiaoming; Wang, Zhi-Qiang

2017-10-01

Conventionally, the existence and orbital stability of ground states of nonlinear Schrödinger (NLS) equations with power-law nonlinearity (subcritical case) can be proved by an argument using strict subadditivity of the ground state energy and the concentration compactness method of Cazenave and Lions [4]. However, for saturable nonlinearity, such an argument is not applicable because strict subadditivity of the ground state energy fails in this case. Here we use a convexity argument to prove the existence and orbital stability of ground states of NLS equations with saturable nonlinearity and intensity functions in R2. Besides, we derive the energy estimate of ground states of saturable NLS equations with intensity functions using the eigenvalue estimate of saturable NLS equations without intensity function.

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

PubMed Central

Sun, Xiaodian; Jin, Li; Xiong, Momiao

2008-01-01

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

Ultrasound shear wave simulation based on nonlinear wave propagation and Wigner-Ville Distribution analysis

NASA Astrophysics Data System (ADS)

Bidari, Pooya Sobhe; Alirezaie, Javad; Tavakkoli, Jahan

2017-03-01

This paper presents a method for modeling and simulation of shear wave generation from a nonlinear Acoustic Radiation Force Impulse (ARFI) that is considered as a distributed force applied at the focal region of a HIFU transducer radiating in nonlinear regime. The shear wave propagation is simulated by solving the Navier's equation from the distributed nonlinear ARFI as the source of the shear wave. Then, the Wigner-Ville Distribution (WVD) as a time-frequency analysis method is used to detect the shear wave at different local points in the region of interest. The WVD results in an estimation of the shear wave time of arrival, its mean frequency and local attenuation which can be utilized to estimate medium's shear modulus and shear viscosity using the Voigt model.

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

PubMed

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

2013-08-26

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

Supervised local error estimation for nonlinear image registration using convolutional neural networks

NASA Astrophysics Data System (ADS)

Eppenhof, Koen A. J.; Pluim, Josien P. W.

2017-02-01

Error estimation in medical image registration is valuable when validating, comparing, or combining registration methods. To validate a nonlinear image registration method, ideally the registration error should be known for the entire image domain. We propose a supervised method for the estimation of a registration error map for nonlinear image registration. The method is based on a convolutional neural network that estimates the norm of the residual deformation from patches around each pixel in two registered images. This norm is interpreted as the registration error, and is defined for every pixel in the image domain. The network is trained using a set of artificially deformed images. Each training example is a pair of images: the original image, and a random deformation of that image. No manually labeled ground truth error is required. At test time, only the two registered images are required as input. We train and validate the network on registrations in a set of 2D digital subtraction angiography sequences, such that errors up to eight pixels can be estimated. We show that for this range of errors the convolutional network is able to learn the registration error in pairs of 2D registered images at subpixel precision. Finally, we present a proof of principle for the extension to 3D registration problems in chest CTs, showing that the method has the potential to estimate errors in 3D registration problems.

Regional evaporation estimates in the eastern monsoon region of China: Assessment of a nonlinear formulation of the complementary principle

NASA Astrophysics Data System (ADS)

Liu, Xiaomang; Liu, Changming; Brutsaert, Wilfried

2016-12-01

The performance of a nonlinear formulation of the complementary principle for evaporation estimation was investigated in 241 catchments with different climate conditions in the eastern monsoon region of China. Evaporation (Ea) calculated by the water balance equation was used as the reference. Ea estimated by the calibrated nonlinear formulation was generally in good agreement with the water balance results, especially in relatively dry catchments. The single parameter in the nonlinear formulation, namely αe as a weak analog of the alpha parameter of Priestley and Taylor (), tended to exhibit larger values in warmer and humid near-coastal areas, but smaller values in colder, drier environments inland, with a significant dependency on the aridity index (AI). The nonlinear formulation combined with the equation relating the one parameter and AI provides a promising method to estimate regional Ea with standard and routinely measured meteorological data.

Reinforcement learning state estimator.

PubMed

Morimoto, Jun; Doya, Kenji

2007-03-01

In this study, we propose a novel use of reinforcement learning for estimating hidden variables and parameters of nonlinear dynamical systems. A critical issue in hidden-state estimation is that we cannot directly observe estimation errors. However, by defining errors of observable variables as a delayed penalty, we can apply a reinforcement learning frame-work to state estimation problems. Specifically, we derive a method to construct a nonlinear state estimator by finding an appropriate feedback input gain using the policy gradient method. We tested the proposed method on single pendulum dynamics and show that the joint angle variable could be successfully estimated by observing only the angular velocity, and vice versa. In addition, we show that we could acquire a state estimator for the pendulum swing-up task in which a swing-up controller is also acquired by reinforcement learning simultaneously. Furthermore, we demonstrate that it is possible to estimate the dynamics of the pendulum itself while the hidden variables are estimated in the pendulum swing-up task. Application of the proposed method to a two-linked biped model is also presented.

Joint recognition and discrimination in nonlinear feature space

NASA Astrophysics Data System (ADS)

Talukder, Ashit; Casasent, David P.

1997-09-01

A new general method for linear and nonlinear feature extraction is presented. It is novel since it provides both representation and discrimination while most other methods are concerned with only one of these issues. We call this approach the maximum representation and discrimination feature (MRDF) method and show that the Bayes classifier and the Karhunen- Loeve transform are special cases of it. We refer to our nonlinear feature extraction technique as nonlinear eigen- feature extraction. It is new since it has a closed-form solution and produces nonlinear decision surfaces with higher rank than do iterative methods. Results on synthetic databases are shown and compared with results from standard Fukunaga- Koontz transform and Fisher discriminant function methods. The method is also applied to an automated product inspection problem (discrimination) and to the classification and pose estimation of two similar objects (representation and discrimination).

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

NASA Astrophysics Data System (ADS)

Kanjilal, Oindrila; Manohar, C. S.

2017-07-01

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.

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.

A mass-energy preserving Galerkin FEM for the coupled nonlinear fractional Schrödinger equations

NASA Astrophysics Data System (ADS)

Zhang, Guoyu; Huang, Chengming; Li, Meng

2018-04-01

We consider the numerical simulation of the coupled nonlinear space fractional Schrödinger equations. Based on the Galerkin finite element method in space and the Crank-Nicolson (CN) difference method in time, a fully discrete scheme is constructed. Firstly, we focus on a rigorous analysis of conservation laws for the discrete system. The definitions of discrete mass and energy here correspond with the original ones in physics. Then, we prove that the fully discrete system is uniquely solvable. Moreover, we consider the unconditionally convergent properties (that is to say, we complete the error estimates without any mesh ratio restriction). We derive L2-norm error estimates for the nonlinear equations and L^{∞}-norm error estimates for the linear equations. Finally, some numerical experiments are included showing results in agreement with the theoretical predictions.

A Bayesian approach to identifying structural nonlinearity using free-decay response: Application to damage detection in composites

USGS Publications Warehouse

Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.

2010-01-01

This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.

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.

Dynamic Modeling from Flight Data with Unknown Time Skews

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2016-01-01

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

gpICA: A Novel Nonlinear ICA Algorithm Using Geometric Linearization

NASA Astrophysics Data System (ADS)

Nguyen, Thang Viet; Patra, Jagdish Chandra; Emmanuel, Sabu

2006-12-01

A new geometric approach for nonlinear independent component analysis (ICA) is presented in this paper. Nonlinear environment is modeled by the popular post nonlinear (PNL) scheme. To eliminate the nonlinearity in the observed signals, a novel linearizing method named as geometric post nonlinear ICA (gpICA) is introduced. Thereafter, a basic linear ICA is applied on these linearized signals to estimate the unknown sources. The proposed method is motivated by the fact that in a multidimensional space, a nonlinear mixture is represented by a nonlinear surface while a linear mixture is represented by a plane, a special form of the surface. Therefore, by geometrically transforming the surface representing a nonlinear mixture into a plane, the mixture can be linearized. Through simulations on different data sets, superior performance of gpICA algorithm has been shown with respect to other algorithms.

Nonlinear Decoupling Control With ANFIS-Based Unmodeled Dynamics Compensation for a Class of Complex Industrial Processes.

PubMed

Zhang, Yajun; Chai, Tianyou; Wang, Hong; Wang, Dianhui; Chen, Xinkai

2018-06-01

Complex industrial processes are multivariable and generally exhibit strong coupling among their control loops with heavy nonlinear nature. These make it very difficult to obtain an accurate model. As a result, the conventional and data-driven control methods are difficult to apply. Using a twin-tank level control system as an example, a novel multivariable decoupling control algorithm with adaptive neural-fuzzy inference system (ANFIS)-based unmodeled dynamics (UD) compensation is proposed in this paper for a class of complex industrial processes. At first, a nonlinear multivariable decoupling controller with UD compensation is introduced. Different from the existing methods, the decomposition estimation algorithm using ANFIS is employed to estimate the UD, and the desired estimating and decoupling control effects are achieved. Second, the proposed method does not require the complicated switching mechanism which has been commonly used in the literature. This significantly simplifies the obtained decoupling algorithm and its realization. Third, based on some new lemmas and theorems, the conditions on the stability and convergence of the closed-loop system are analyzed to show the uniform boundedness of all the variables. This is then followed by the summary on experimental tests on a heavily coupled nonlinear twin-tank system that demonstrates the effectiveness and the practicability of the proposed method.

Superresolution fluorescence imaging by pump-probe setup using repetitive stimulated transition process

NASA Astrophysics Data System (ADS)

Dake, Fumihiro; Fukutake, Naoki; Hayashi, Seri; Taki, Yusuke

2018-02-01

We proposed superresolution nonlinear fluorescence microscopy with pump-probe setup that utilizes repetitive stimulated absorption and stimulated emission caused by two-color laser beams. The resulting nonlinear fluorescence that undergoes such a repetitive stimulated transition is detectable as a signal via the lock-in technique. As the nonlinear fluorescence signal is produced by the multi-ply combination of incident beams, the optical resolution can be improved. A theoretical model of the nonlinear optical process is provided using rate equations, which offers phenomenological interpretation of nonlinear fluorescence and estimation of the signal properties. The proposed method is demonstrated as having the scalability of optical resolution. Theoretical resolution and bead image are also estimated to validate the experimental result.

Nonparametric identification of nonlinear dynamic systems using a synchronisation-based method

NASA Astrophysics Data System (ADS)

Kenderi, Gábor; Fidlin, Alexander

2014-12-01

The present study proposes an identification method for highly nonlinear mechanical systems that does not require a priori knowledge of the underlying nonlinearities to reconstruct arbitrary restoring force surfaces between degrees of freedom. This approach is based on the master-slave synchronisation between a dynamic model of the system as the slave and the real system as the master using measurements of the latter. As the model synchronises to the measurements, it becomes an observer of the real system. The optimal observer algorithm in a least-squares sense is given by the Kalman filter. Using the well-known state augmentation technique, the Kalman filter can be turned into a dual state and parameter estimator to identify parameters of a priori characterised nonlinearities. The paper proposes an extension of this technique towards nonparametric identification. A general system model is introduced by describing the restoring forces as bilateral spring-dampers with time-variant coefficients, which are estimated as augmented states. The estimation procedure is followed by an a posteriori statistical analysis to reconstruct noise-free restoring force characteristics using the estimated states and their estimated variances. Observability is provided using only one measured mechanical quantity per degree of freedom, which makes this approach less demanding in the number of necessary measurement signals compared with truly nonparametric solutions, which typically require displacement, velocity and acceleration signals. Additionally, due to the statistical rigour of the procedure, it successfully addresses signals corrupted by significant measurement noise. In the present paper, the method is described in detail, which is followed by numerical examples of one degree of freedom (1DoF) and 2DoF mechanical systems with strong nonlinearities of vibro-impact type to demonstrate the effectiveness of the proposed technique.

Acoustic fatigue life prediction for nonlinear structures with multiple resonant modes

NASA Technical Reports Server (NTRS)

Miles, R. N.

1992-01-01

This report documents an effort to develop practical and accurate methods for estimating the fatigue lives of complex aerospace structures subjected to intense random excitations. The emphasis of the current program is to construct analytical schemes for performing fatigue life estimates for structures that exhibit nonlinear vibration behavior and that have numerous resonant modes contributing to the response.

An evaluation of bias in propensity score-adjusted non-linear regression models.

PubMed

Wan, Fei; Mitra, Nandita

2018-03-01

Propensity score methods are commonly used to adjust for observed confounding when estimating the conditional treatment effect in observational studies. One popular method, covariate adjustment of the propensity score in a regression model, has been empirically shown to be biased in non-linear models. However, no compelling underlying theoretical reason has been presented. We propose a new framework to investigate bias and consistency of propensity score-adjusted treatment effects in non-linear models that uses a simple geometric approach to forge a link between the consistency of the propensity score estimator and the collapsibility of non-linear models. Under this framework, we demonstrate that adjustment of the propensity score in an outcome model results in the decomposition of observed covariates into the propensity score and a remainder term. Omission of this remainder term from a non-collapsible regression model leads to biased estimates of the conditional odds ratio and conditional hazard ratio, but not for the conditional rate ratio. We further show, via simulation studies, that the bias in these propensity score-adjusted estimators increases with larger treatment effect size, larger covariate effects, and increasing dissimilarity between the coefficients of the covariates in the treatment model versus the outcome model.

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.

A Note on Recurring Misconceptions When Fitting Nonlinear Mixed Models.

PubMed

Harring, Jeffrey R; Blozis, Shelley A

2016-01-01

Nonlinear mixed-effects (NLME) models are used when analyzing continuous repeated measures data taken on each of a number of individuals where the focus is on characteristics of complex, nonlinear individual change. Challenges with fitting NLME models and interpreting analytic results have been well documented in the statistical literature. However, parameter estimates as well as fitted functions from NLME analyses in recent articles have been misinterpreted, suggesting the need for clarification of these issues before these misconceptions become fact. These misconceptions arise from the choice of popular estimation algorithms, namely, the first-order linearization method (FO) and Gaussian-Hermite quadrature (GHQ) methods, and how these choices necessarily lead to population-average (PA) or subject-specific (SS) interpretations of model parameters, respectively. These estimation approaches also affect the fitted function for the typical individual, the lack-of-fit of individuals' predicted trajectories, and vice versa.

Linear and nonlinear variable selection in competing risks data.

PubMed

Ren, Xiaowei; Li, Shanshan; Shen, Changyu; Yu, Zhangsheng

2018-06-15

Subdistribution hazard model for competing risks data has been applied extensively in clinical researches. Variable selection methods of linear effects for competing risks data have been studied in the past decade. There is no existing work on selection of potential nonlinear effects for subdistribution hazard model. We propose a two-stage procedure to select the linear and nonlinear covariate(s) simultaneously and estimate the selected covariate effect(s). We use spectral decomposition approach to distinguish the linear and nonlinear parts of each covariate and adaptive LASSO to select each of the 2 components. Extensive numerical studies are conducted to demonstrate that the proposed procedure can achieve good selection accuracy in the first stage and small estimation biases in the second stage. The proposed method is applied to analyze a cardiovascular disease data set with competing death causes. Copyright © 2018 John Wiley & Sons, Ltd.

On-line estimation of nonlinear physical systems

USGS Publications Warehouse

Christakos, G.

1988-01-01

Recursive algorithms for estimating states of nonlinear physical systems are presented. Orthogonality properties are rediscovered and the associated polynomials are used to linearize state and observation models of the underlying random processes. This requires some key hypotheses regarding the structure of these processes, which may then take account of a wide range of applications. The latter include streamflow forecasting, flood estimation, environmental protection, earthquake engineering, and mine planning. The proposed estimation algorithm may be compared favorably to Taylor series-type filters, nonlinear filters which approximate the probability density by Edgeworth or Gram-Charlier series, as well as to conventional statistical linearization-type estimators. Moreover, the method has several advantages over nonrecursive estimators like disjunctive kriging. To link theory with practice, some numerical results for a simulated system are presented, in which responses from the proposed and extended Kalman algorithms are compared. ?? 1988 International Association for Mathematical Geology.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

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

2016-01-01

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

Estimating monotonic rates from biological data using local linear regression.

PubMed

Olito, Colin; White, Craig R; Marshall, Dustin J; Barneche, Diego R

2017-03-01

Accessing many fundamental questions in biology begins with empirical estimation of simple monotonic rates of underlying biological processes. Across a variety of disciplines, ranging from physiology to biogeochemistry, these rates are routinely estimated from non-linear and noisy time series data using linear regression and ad hoc manual truncation of non-linearities. Here, we introduce the R package LoLinR, a flexible toolkit to implement local linear regression techniques to objectively and reproducibly estimate monotonic biological rates from non-linear time series data, and demonstrate possible applications using metabolic rate data. LoLinR provides methods to easily and reliably estimate monotonic rates from time series data in a way that is statistically robust, facilitates reproducible research and is applicable to a wide variety of research disciplines in the biological sciences. © 2017. Published by The Company of Biologists Ltd.

Sparse 4D TomoSAR imaging in the presence of non-linear deformation

NASA Astrophysics Data System (ADS)

Khwaja, Ahmed Shaharyar; ćetin, Müjdat

2018-04-01

In this paper, we present a sparse four-dimensional tomographic synthetic aperture radar (4D TomoSAR) imaging scheme that can estimate elevation and linear as well as non-linear seasonal deformation rates of scatterers using the interferometric phase. Unlike existing sparse processing techniques that use fixed dictionaries based on a linear deformation model, we use a variable dictionary for the non-linear deformation in the form of seasonal sinusoidal deformation, in addition to the fixed dictionary for the linear deformation. We estimate the amplitude of the sinusoidal deformation using an optimization method and create the variable dictionary using the estimated amplitude. We show preliminary results using simulated data that demonstrate the soundness of our proposed technique for sparse 4D TomoSAR imaging in the presence of non-linear deformation.

Influence of electrode width of interdigital transducer on third-order nonlinearity of surface acoustic wave devices on 42°YX-LiTaO3 substrate

NASA Astrophysics Data System (ADS)

Nakagawa, Ryo; Hashimoto, Ken-ya

2018-07-01

In this paper, we discuss the influence of the electrode width of an interdigital transducer on the third-order nonlinearity of surface acoustic wave (SAW) devices. First, an estimation technique of third-order nonlinear signals based on the linear finite element method is proposed, and the variation of nonlinear signal level with electrode width is estimated. Then, several one-port SAW resonators with different electrode widths are fabricated, and measured nonlinear signal levels are compared with simulation. As predicted by the numerical simulation, nonlinear signal levels became large with electrode width. However, harmonics takes a minimum at a certain electrode width. This tendency disagrees with the simulation. The variation of nonlinear coefficients is evaluated by numerical fitting for the measured data using the nonlinear signal simulator proposed by the authors. As the result, it is concluded that the generation mechanism is not limited to the acoustic strain in electrodes.

Efficient, nonlinear phase estimation with the nonmodulated pyramid wavefront sensor

NASA Astrophysics Data System (ADS)

Frazin, Richard A.

2018-04-01

The sensitivity of the the pyramid wavefront sensor (PyWFS) has made it a popular choice for astronomical adaptive optics (AAO) systems, and it is at its most sensitive when it is used without modulation of the input beam. In non-modulated mode, the device is highly nonlinear. Hence, all PyWFS implementations on current AAO systems employ modulation to make the device more linear. The upcoming era of 30-m class telescopes and the demand for ultra-precise wavefront control stemming from science objectives that include direct imaging of exoplanets make using the PyWFS without modulation desirable. This article argues that nonlinear estimation based on Newton's method for nonlinear optimization can be useful for mitigating the effects of nonlinearity in the non-modulated PyWFS. The proposed approach requires all optical modeling to be pre-computed, which has the advantage of avoiding real-time simulations of beam propagation. Further, the required real-time calculations are amenable to massively parallel computation. Numerical experiments simulate a currently operational PyWFS. A singular value analysis shows that the common practice of calculating two "slope" images from the four PyWFS pupil images discards critical information and is unsuitable for the non-modulated PyWFS simulated here. Instead, this article advocates estimators that use the raw pixel values not only from the four geometrical images of the pupil, but from surrounding pixels as well. The simulations indicate that nonlinear estimation can be effective when the Strehl ratio of the input beam is greater than 0.3, and the improvement relative to linear estimation tends to increase at larger Strehl ratios. At Strehl ratios less than about 0.5, the performances of both the nonlinear and linear estimators are relatively insensitive to noise, since they are dominated by nonlinearity error.

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

NASA Technical Reports Server (NTRS)

Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet

2015-01-01

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in Ref. [2]. First, the adaptive Gaussian sum propagation is explained and then the new marginalized adaptive Gaussian sum propagation is derived. Finally, an example simulation is presented.

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

PubMed

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

2011-01-01

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

Estimating contrast transfer function and associated parameters by constrained non-linear optimization.

PubMed

Yang, C; Jiang, W; Chen, D-H; Adiga, U; Ng, E G; Chiu, W

2009-03-01

The three-dimensional reconstruction of macromolecules from two-dimensional single-particle electron images requires determination and correction of the contrast transfer function (CTF) and envelope function. A computational algorithm based on constrained non-linear optimization is developed to estimate the essential parameters in the CTF and envelope function model simultaneously and automatically. The application of this estimation method is demonstrated with focal series images of amorphous carbon film as well as images of ice-embedded icosahedral virus particles suspended across holes.

General methodology for simultaneous representation and discrimination of multiple object classes

NASA Astrophysics Data System (ADS)

Talukder, Ashit; Casasent, David P.

1998-03-01

We address a new general method for linear and nonlinear feature extraction for simultaneous representation and classification. We call this approach the maximum representation and discrimination feature (MRDF) method. We develop a novel nonlinear eigenfeature extraction technique to represent data with closed-form solutions and use it to derive a nonlinear MRDF algorithm. Results of the MRDF method on synthetic databases are shown and compared with results from standard Fukunaga-Koontz transform and Fisher discriminant function methods. The method is also applied to an automated product inspection problem and for classification and pose estimation of two similar objects under 3D aspect angle variations.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

PubMed

Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

2018-03-07

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance

PubMed Central

Zheng, Binqi; Yuan, Xiaobing

2018-01-01

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results. PMID:29518960

Error estimation of deformable image registration of pulmonary CT scans using convolutional neural networks.

PubMed

Eppenhof, Koen A J; Pluim, Josien P W

2018-04-01

Error estimation in nonlinear medical image registration is a nontrivial problem that is important for validation of registration methods. We propose a supervised method for estimation of registration errors in nonlinear registration of three-dimensional (3-D) images. The method is based on a 3-D convolutional neural network that learns to estimate registration errors from a pair of image patches. By applying the network to patches centered around every voxel, we construct registration error maps. The network is trained using a set of representative images that have been synthetically transformed to construct a set of image pairs with known deformations. The method is evaluated on deformable registrations of inhale-exhale pairs of thoracic CT scans. Using ground truth target registration errors on manually annotated landmarks, we evaluate the method's ability to estimate local registration errors. Estimation of full domain error maps is evaluated using a gold standard approach. The two evaluation approaches show that we can train the network to robustly estimate registration errors in a predetermined range, with subvoxel accuracy. We achieved a root-mean-square deviation of 0.51 mm from gold standard registration errors and of 0.66 mm from ground truth landmark registration errors.

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.

Weibull Modulus Estimated by the Non-linear Least Squares Method: A Solution to Deviation Occurring in Traditional Weibull Estimation

NASA Astrophysics Data System (ADS)

Li, T.; Griffiths, W. D.; Chen, J.

2017-11-01

The Maximum Likelihood method and the Linear Least Squares (LLS) method have been widely used to estimate Weibull parameters for reliability of brittle and metal materials. In the last 30 years, many researchers focused on the bias of Weibull modulus estimation, and some improvements have been achieved, especially in the case of the LLS method. However, there is a shortcoming in these methods for a specific type of data, where the lower tail deviates dramatically from the well-known linear fit in a classic LLS Weibull analysis. This deviation can be commonly found from the measured properties of materials, and previous applications of the LLS method on this kind of dataset present an unreliable linear regression. This deviation was previously thought to be due to physical flaws ( i.e., defects) contained in materials. However, this paper demonstrates that this deviation can also be caused by the linear transformation of the Weibull function, occurring in the traditional LLS method. Accordingly, it may not be appropriate to carry out a Weibull analysis according to the linearized Weibull function, and the Non-linear Least Squares method (Non-LS) is instead recommended for the Weibull modulus estimation of casting properties.

Adaptive Filtering Using Recurrent Neural Networks

NASA Technical Reports Server (NTRS)

Parlos, Alexander G.; Menon, Sunil K.; Atiya, Amir F.

2005-01-01

A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

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

Estimation and Analysis of Nonlinear Stochastic Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Marcus, S. I.

1975-01-01

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Region of attraction analysis for nonlinear vehicle lateral dynamics using sum-of-squares programming

NASA Astrophysics Data System (ADS)

Imani Masouleh, Mehdi; Limebeer, David J. N.

2018-07-01

In this study we will estimate the region of attraction (RoA) of the lateral dynamics of a nonlinear single-track vehicle model. The tyre forces are approximated using rational functions that are shown to capture the nonlinearities of tyre curves significantly better than polynomial functions. An existing sum-of-squares (SOS) programming algorithm for estimating regions of attraction is extended to accommodate the use of rational vector fields. This algorithm is then used to find an estimate of the RoA of the vehicle lateral dynamics. The influence of vehicle parameters and driving conditions on the stability region are studied. It is shown that SOS programming techniques can be used to approximate the stability region without resorting to numerical integration. The RoA estimate from the SOS algorithm is compared to the existing results in the literature. The proposed method is shown to obtain significantly better RoA estimates.

Rapid assessment of nonlinear optical propagation effects in dielectrics

PubMed Central

Hoyo, J. del; de la Cruz, A. Ruiz; Grace, E.; Ferrer, A.; Siegel, J.; Pasquazi, A.; Assanto, G.; Solis, J.

2015-01-01

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process. PMID:25564243

Rapid assessment of nonlinear optical propagation effects in dielectrics.

PubMed

del Hoyo, J; de la Cruz, A Ruiz; Grace, E; Ferrer, A; Siegel, J; Pasquazi, A; Assanto, G; Solis, J

2015-01-07

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process.

Rapid assessment of nonlinear optical propagation effects in dielectrics

NASA Astrophysics Data System (ADS)

Hoyo, J. Del; de La Cruz, A. Ruiz; Grace, E.; Ferrer, A.; Siegel, J.; Pasquazi, A.; Assanto, G.; Solis, J.

2015-01-01

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process.

Nonlinear optical characterization of ZnS thin film synthesized by chemical spray pyrolysis method

NASA Astrophysics Data System (ADS)

G, Sreeja V.; V, Sabitha P.; Anila, E. I.; R, Reshmi; John, Manu Punnan; Radhakrishnan, P.

2014-10-01

ZnS thin film was prepared by Chemical Spray Pyrolysis (CSP) method. The sample was characterized by X-ray diffraction method and Z scan technique. XRD pattern showed that ZnS thin film has hexagonal structure with an average size of about 5.6nm. The nonlinear optical properties of ZnS thin film was studied by open aperture Z-Scan technique using Q-switched Nd-Yag Laser at 532nm. The Z-scan plot showed that the investigated ZnS thin film has saturable absorption behavior. The nonlinear absorption coefficient and saturation intensity were also estimated.

An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.

PubMed

Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V

2013-01-01

The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.

An Evolutionary Firefly Algorithm for the Estimation of Nonlinear Biological Model Parameters

PubMed Central

Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N. V.

2013-01-01

The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test. PMID:23469172

Application of nonlinear least-squares regression to ground-water flow modeling, west-central Florida

USGS Publications Warehouse

Yobbi, D.K.

2000-01-01

A nonlinear least-squares regression technique for estimation of ground-water flow model parameters was applied to an existing model of the regional aquifer system underlying west-central Florida. The regression technique minimizes the differences between measured and simulated water levels. Regression statistics, including parameter sensitivities and correlations, were calculated for reported parameter values in the existing model. Optimal parameter values for selected hydrologic variables of interest are estimated by nonlinear regression. Optimal estimates of parameter values are about 140 times greater than and about 0.01 times less than reported values. Independently estimating all parameters by nonlinear regression was impossible, given the existing zonation structure and number of observations, because of parameter insensitivity and correlation. Although the model yields parameter values similar to those estimated by other methods and reproduces the measured water levels reasonably accurately, a simpler parameter structure should be considered. Some possible ways of improving model calibration are to: (1) modify the defined parameter-zonation structure by omitting and/or combining parameters to be estimated; (2) carefully eliminate observation data based on evidence that they are likely to be biased; (3) collect additional water-level data; (4) assign values to insensitive parameters, and (5) estimate the most sensitive parameters first, then, using the optimized values for these parameters, estimate the entire data set.

Generalized Appended Product Indicator Procedure for Nonlinear Structural Equation Analysis.

ERIC Educational Resources Information Center

Wall, Melanie M.; Amemiya, Yasuo

2001-01-01

Considers the estimation of polynomial structural models and shows a limitation of an existing method. Introduces a new procedure, the generalized appended product indicator procedure, for nonlinear structural equation analysis. Addresses statistical issues associated with the procedure through simulation. (SLD)

Estimation of regions of attraction and ultimate boundedness for multiloop LQ regulators. [Linear Quadratic

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

Closed-loop stability is investigated for multivariable linear time-invariant systems controlled by optimal full state feedback linear quadratic (LQ) regulators, with nonlinear gains present in the feedback channels. Estimates are obtained for the region of attraction when the nonlinearities escape the (0.5, infinity) sector in regions away from the origin and for the region of ultimate boundedness when the nonlinearities escape the sector near the origin. The expressions for these regions also provide methods for selecting the performance function parameters in order to obtain LQ designs with better tolerance for nonlinearities. The analytical results are illustrated by applying them to the problem of controlling the rigid-body pitch angle and elastic motion of a large, flexible space antenna.

Rank-based estimation in the {ell}1-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data.

PubMed

Johnson, Brent A

2009-10-01

We consider estimation and variable selection in the partial linear model for censored data. The partial linear model for censored data is a direct extension of the accelerated failure time model, the latter of which is a very important alternative model to the proportional hazards model. We extend rank-based lasso-type estimators to a model that may contain nonlinear effects. Variable selection in such partial linear model has direct application to high-dimensional survival analyses that attempt to adjust for clinical predictors. In the microarray setting, previous methods can adjust for other clinical predictors by assuming that clinical and gene expression data enter the model linearly in the same fashion. Here, we select important variables after adjusting for prognostic clinical variables but the clinical effects are assumed nonlinear. Our estimator is based on stratification and can be extended naturally to account for multiple nonlinear effects. We illustrate the utility of our method through simulation studies and application to the Wisconsin prognostic breast cancer data set.

Adaptive Actor-Critic Design-Based Integral Sliding-Mode Control for Partially Unknown Nonlinear Systems With Input Disturbances.

PubMed

Fan, Quan-Yong; Yang, Guang-Hong

2016-01-01

This paper is concerned with the problem of integral sliding-mode control for a class of nonlinear systems with input disturbances and unknown nonlinear terms through the adaptive actor-critic (AC) control method. The main objective is to design a sliding-mode control methodology based on the adaptive dynamic programming (ADP) method, so that the closed-loop system with time-varying disturbances is stable and the nearly optimal performance of the sliding-mode dynamics can be guaranteed. In the first step, a neural network (NN)-based observer and a disturbance observer are designed to approximate the unknown nonlinear terms and estimate the input disturbances, respectively. Based on the NN approximations and disturbance estimations, the discontinuous part of the sliding-mode control is constructed to eliminate the effect of the disturbances and attain the expected equivalent sliding-mode dynamics. Then, the ADP method with AC structure is presented to learn the optimal control for the sliding-mode dynamics online. Reconstructed tuning laws are developed to guarantee the stability of the sliding-mode dynamics and the convergence of the weights of critic and actor NNs. Finally, the simulation results are presented to illustrate the effectiveness of the proposed method.

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

NASA Astrophysics Data System (ADS)

Han, Youngmo

2015-01-01

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

A study on nonlinear estimation of submaximal effort tolerance based on the generalized MET concept and the 6MWT in pulmonary rehabilitation

PubMed Central

Szczegielniak, Jan; Łuniewski, Jacek; Stanisławski, Rafał; Bogacz, Katarzyna; Krajczy, Marcin; Rydel, Marek

2018-01-01

Background The six-minute walk test (6MWT) is considered to be a simple and inexpensive tool for the assessment of functional tolerance of submaximal effort. The aim of this work was 1) to background the nonlinear nature of the energy expenditure process due to physical activity, 2) to compare the results/scores of the submaximal treadmill exercise test and those of 6MWT in pulmonary patients and 3) to develop nonlinear mathematical models relating the two. Methods The study group included patients with the COPD. All patients were subjected to a submaximal exercise test and a 6MWT. To develop an optimal mathematical solution and compare the results of the exercise test and the 6MWT, the least squares and genetic algorithms were employed to estimate parameters of polynomial expansion and piecewise linear models. Results Mathematical analysis enabled to construct nonlinear models for estimating the MET result of submaximal exercise test based on average walk velocity (or distance) in the 6MWT. Conclusions Submaximal effort tolerance in COPD patients can be effectively estimated from new, rehabilitation-oriented, nonlinear models based on the generalized MET concept and the 6MWT. PMID:29425213

Nonlinear System Identification for Aeroelastic Systems with Application to Experimental Data

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.

2008-01-01

Representation and identification of a nonlinear aeroelastic pitch-plunge system as a model of the Nonlinear AutoRegressive, Moving Average eXogenous (NARMAX) class is considered. A nonlinear difference equation describing this aircraft model is derived theoretically and shown to be of the NARMAX form. Identification methods for NARMAX models are applied to aeroelastic dynamics and its properties demonstrated via continuous-time simulations of experimental conditions. Simulation results show that (1) the outputs of the NARMAX model closely match those generated using continuous-time methods, and (2) NARMAX identification methods applied to aeroelastic dynamics provide accurate discrete-time parameter estimates. Application of NARMAX identification to experimental pitch-plunge dynamics data gives a high percent fit for cross-validated data.

Reliability of Summed Item Scores Using Structural Equation Modeling: An Alternative to Coefficient Alpha

ERIC Educational Resources Information Center

Green, Samuel B.; Yang, Yanyun

2009-01-01

A method is presented for estimating reliability using structural equation modeling (SEM) that allows for nonlinearity between factors and item scores. Assuming the focus is on consistency of summed item scores, this method for estimating reliability is preferred to those based on linear SEM models and to the most commonly reported estimate of…

Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Abhinav, S.; Manohar, C. S.

2018-03-01

The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.

Estimation of biological parameters of marine organisms using linear and nonlinear acoustic scattering model-based inversion methods.

PubMed

Chu, Dezhang; Lawson, Gareth L; Wiebe, Peter H

2016-05-01

The linear inversion commonly used in fisheries and zooplankton acoustics assumes a constant inversion kernel and ignores the uncertainties associated with the shape and behavior of the scattering targets, as well as other relevant animal parameters. Here, errors of the linear inversion due to uncertainty associated with the inversion kernel are quantified. A scattering model-based nonlinear inversion method is presented that takes into account the nonlinearity of the inverse problem and is able to estimate simultaneously animal abundance and the parameters associated with the scattering model inherent to the kernel. It uses sophisticated scattering models to estimate first, the abundance, and second, the relevant shape and behavioral parameters of the target organisms. Numerical simulations demonstrate that the abundance, size, and behavior (tilt angle) parameters of marine animals (fish or zooplankton) can be accurately inferred from the inversion by using multi-frequency acoustic data. The influence of the singularity and uncertainty in the inversion kernel on the inversion results can be mitigated by examining the singular values for linear inverse problems and employing a non-linear inversion involving a scattering model-based kernel.

Conditional nonlinear optimal perturbations based on the particle swarm optimization and their applications to the predictability problems

NASA Astrophysics Data System (ADS)

Zheng, Qin; Yang, Zubin; Sha, Jianxin; Yan, Jun

2017-02-01

In predictability problem research, the conditional nonlinear optimal perturbation (CNOP) describes the initial perturbation that satisfies a certain constraint condition and causes the largest prediction error at the prediction time. The CNOP has been successfully applied in estimation of the lower bound of maximum predictable time (LBMPT). Generally, CNOPs are calculated by a gradient descent algorithm based on the adjoint model, which is called ADJ-CNOP. This study, through the two-dimensional Ikeda model, investigates the impacts of the nonlinearity on ADJ-CNOP and the corresponding precision problems when using ADJ-CNOP to estimate the LBMPT. Our conclusions are that (1) when the initial perturbation is large or the prediction time is long, the strong nonlinearity of the dynamical model in the prediction variable will lead to failure of the ADJ-CNOP method, and (2) when the objective function has multiple extreme values, ADJ-CNOP has a large probability of producing local CNOPs, hence making a false estimation of the LBMPT. Furthermore, the particle swarm optimization (PSO) algorithm, one kind of intelligent algorithm, is introduced to solve this problem. The method using PSO to compute CNOP is called PSO-CNOP. The results of numerical experiments show that even with a large initial perturbation and long prediction time, or when the objective function has multiple extreme values, PSO-CNOP can always obtain the global CNOP. Since the PSO algorithm is a heuristic search algorithm based on the population, it can overcome the impact of nonlinearity and the disturbance from multiple extremes of the objective function. In addition, to check the estimation accuracy of the LBMPT presented by PSO-CNOP and ADJ-CNOP, we partition the constraint domain of initial perturbations into sufficiently fine grid meshes and take the LBMPT obtained by the filtering method as a benchmark. The result shows that the estimation presented by PSO-CNOP is closer to the true value than the one by ADJ-CNOP with the forecast time increasing.

Q-Method Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.

2012-01-01

A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.

A Comparison of Methods for Estimating Quadratic Effects in Nonlinear Structural Equation Models

ERIC Educational Resources Information Center

Harring, Jeffrey R.; Weiss, Brandi A.; Hsu, Jui-Chen

2012-01-01

Two Monte Carlo simulations were performed to compare methods for estimating and testing hypotheses of quadratic effects in latent variable regression models. The methods considered in the current study were (a) a 2-stage moderated regression approach using latent variable scores, (b) an unconstrained product indicator approach, (c) a latent…

Structural Estimation of Family Labor Supply with Taxes: Estimating a Continuous Hours Model Using a Direct Utility Specification

ERIC Educational Resources Information Center

Heim, Bradley T.

2009-01-01

This paper proposes a new method for estimating family labor supply in the presence of taxes. This method accounts for continuous hours choices, measurement error, unobserved heterogeneity in tastes for work, the nonlinear form of the tax code, and fixed costs of work in one comprehensive specification. Estimated on data from the 2001 PSID, the…

Dynamic State Estimation of Power Systems With Quantization Effects: A Recursive Filter Approach.

PubMed

Hu, Liang; Wang, Zidong; Liu, Xiaohui

2016-08-01

In this paper, a recursive filter algorithm is developed to deal with the state estimation problem for power systems with quantized nonlinear measurements. The measurements from both the remote terminal units and the phasor measurement unit are subject to quantizations described by a logarithmic quantizer. Attention is focused on the design of a recursive filter such that, in the simultaneous presence of nonlinear measurements and quantization effects, an upper bound for the estimation error covariance is guaranteed and subsequently minimized. Instead of using the traditional approximation methods in nonlinear estimation that simply ignore the linearization errors, we treat both the linearization and quantization errors as norm-bounded uncertainties in the algorithm development so as to improve the performance of the estimator. For the power system with such kind of introduced uncertainties, a filter is designed in the framework of robust recursive estimation, and the developed filter algorithm is tested on the IEEE benchmark power system to demonstrate its effectiveness.

Sequential bearings-only-tracking initiation with particle filtering method.

PubMed

Liu, Bin; Hao, Chengpeng

2013-01-01

The tracking initiation problem is examined in the context of autonomous bearings-only-tracking (BOT) of a single appearing/disappearing target in the presence of clutter measurements. In general, this problem suffers from a combinatorial explosion in the number of potential tracks resulted from the uncertainty in the linkage between the target and the measurement (a.k.a the data association problem). In addition, the nonlinear measurements lead to a non-Gaussian posterior probability density function (pdf) in the optimal Bayesian sequential estimation framework. The consequence of this nonlinear/non-Gaussian context is the absence of a closed-form solution. This paper models the linkage uncertainty and the nonlinear/non-Gaussian estimation problem jointly with solid Bayesian formalism. A particle filtering (PF) algorithm is derived for estimating the model's parameters in a sequential manner. Numerical results show that the proposed solution provides a significant benefit over the most commonly used methods, IPDA and IMMPDA. The posterior Cramér-Rao bounds are also involved for performance evaluation.

Nonlinear gamma correction via normed bicoherence minimization in optical fringe projection metrology

NASA Astrophysics Data System (ADS)

Kamagara, Abel; Wang, Xiangzhao; Li, Sikun

2018-03-01

We propose a method to compensate for the projector intensity nonlinearity induced by gamma effect in three-dimensional (3-D) fringe projection metrology by extending high-order spectra analysis and bispectral norm minimization to digital sinusoidal fringe pattern analysis. The bispectrum estimate allows extraction of vital signal information features such as spectral component correlation relationships in fringe pattern images. Our approach exploits the fact that gamma introduces high-order harmonic correlations in the affected fringe pattern image. Estimation and compensation of projector nonlinearity is realized by detecting and minimizing the normed bispectral coherence of these correlations. The proposed technique does not require calibration information and technical knowledge or specification of fringe projection unit. This is promising for developing a modular and calibration-invariant model for intensity nonlinear gamma compensation in digital fringe pattern projection profilometry. Experimental and numerical simulation results demonstrate this method to be efficient and effective in improving the phase measuring accuracies with phase-shifting fringe pattern projection profilometry.

Estimating linear-nonlinear models using Rényi divergences

PubMed Central

Kouh, Minjoon; Sharpee, Tatyana O.

2009-01-01

This paper compares a family of methods for characterizing neural feature selectivity using natural stimuli in the framework of the linear-nonlinear model. In this model, the spike probability depends in a nonlinear way on a small number of stimulus dimensions. The relevant stimulus dimensions can be found by optimizing a Rényi divergence that quantifies a change in the stimulus distribution associated with the arrival of single spikes. Generally, good reconstructions can be obtained based on optimization of Rényi divergence of any order, even in the limit of small numbers of spikes. However, the smallest error is obtained when the Rényi divergence of order 1 is optimized. This type of optimization is equivalent to information maximization, and is shown to saturate the Cramér-Rao bound describing the smallest error allowed for any unbiased method. We also discuss conditions under which information maximization provides a convenient way to perform maximum likelihood estimation of linear-nonlinear models from neural data. PMID:19568981

Estimating linear-nonlinear models using Renyi divergences.

PubMed

Kouh, Minjoon; Sharpee, Tatyana O

2009-01-01

This article compares a family of methods for characterizing neural feature selectivity using natural stimuli in the framework of the linear-nonlinear model. In this model, the spike probability depends in a nonlinear way on a small number of stimulus dimensions. The relevant stimulus dimensions can be found by optimizing a Rényi divergence that quantifies a change in the stimulus distribution associated with the arrival of single spikes. Generally, good reconstructions can be obtained based on optimization of Rényi divergence of any order, even in the limit of small numbers of spikes. However, the smallest error is obtained when the Rényi divergence of order 1 is optimized. This type of optimization is equivalent to information maximization, and is shown to saturate the Cramer-Rao bound describing the smallest error allowed for any unbiased method. We also discuss conditions under which information maximization provides a convenient way to perform maximum likelihood estimation of linear-nonlinear models from neural data.

Nonlinear finite element model updating for damage identification of civil structures using batch Bayesian estimation

NASA Astrophysics Data System (ADS)

Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.; de Callafon, Raymond A.

2017-02-01

This paper presents a framework for structural health monitoring (SHM) and damage identification of civil structures. This framework integrates advanced mechanics-based nonlinear finite element (FE) modeling and analysis techniques with a batch Bayesian estimation approach to estimate time-invariant model parameters used in the FE model of the structure of interest. The framework uses input excitation and dynamic response of the structure and updates a nonlinear FE model of the structure to minimize the discrepancies between predicted and measured response time histories. The updated FE model can then be interrogated to detect, localize, classify, and quantify the state of damage and predict the remaining useful life of the structure. As opposed to recursive estimation methods, in the batch Bayesian estimation approach, the entire time history of the input excitation and output response of the structure are used as a batch of data to estimate the FE model parameters through a number of iterations. In the case of non-informative prior, the batch Bayesian method leads to an extended maximum likelihood (ML) estimation method to estimate jointly time-invariant model parameters and the measurement noise amplitude. The extended ML estimation problem is solved efficiently using a gradient-based interior-point optimization algorithm. Gradient-based optimization algorithms require the FE response sensitivities with respect to the model parameters to be identified. The FE response sensitivities are computed accurately and efficiently using the direct differentiation method (DDM). The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem by computing the exact Fisher Information matrix using the FE response sensitivities with respect to the model parameters. The accuracy of the proposed uncertainty quantification approach is verified using a sampling approach based on the unscented transformation. Two validation studies, based on realistic structural FE models of a bridge pier and a moment resisting steel frame, are performed to validate the performance and accuracy of the presented nonlinear FE model updating approach and demonstrate its application to SHM. These validation studies show the excellent performance of the proposed framework for SHM and damage identification even in the presence of high measurement noise and/or way-out initial estimates of the model parameters. Furthermore, the detrimental effects of the input measurement noise on the performance of the proposed framework are illustrated and quantified through one of the validation studies.

Supervised nonlinear spectral unmixing using a postnonlinear mixing model for hyperspectral imagery.

PubMed

Altmann, Yoann; Halimi, Abderrahim; Dobigeon, Nicolas; Tourneret, Jean-Yves

2012-06-01

This paper presents a nonlinear mixing model for hyperspectral image unmixing. The proposed model assumes that the pixel reflectances are nonlinear functions of pure spectral components contaminated by an additive white Gaussian noise. These nonlinear functions are approximated using polynomial functions leading to a polynomial postnonlinear mixing model. A Bayesian algorithm and optimization methods are proposed to estimate the parameters involved in the model. The performance of the unmixing strategies is evaluated by simulations conducted on synthetic and real data.

Estimation of Handgrip Force from SEMG Based on Wavelet Scale Selection.

PubMed

Wang, Kai; Zhang, Xianmin; Ota, Jun; Huang, Yanjiang

2018-02-24

This paper proposes a nonlinear correlation-based wavelet scale selection technology to select the effective wavelet scales for the estimation of handgrip force from surface electromyograms (SEMG). The SEMG signal corresponding to gripping force was collected from extensor and flexor forearm muscles during the force-varying analysis task. We performed a computational sensitivity analysis on the initial nonlinear SEMG-handgrip force model. To explore the nonlinear correlation between ten wavelet scales and handgrip force, a large-scale iteration based on the Monte Carlo simulation was conducted. To choose a suitable combination of scales, we proposed a rule to combine wavelet scales based on the sensitivity of each scale and selected the appropriate combination of wavelet scales based on sequence combination analysis (SCA). The results of SCA indicated that the scale combination VI is suitable for estimating force from the extensors and the combination V is suitable for the flexors. The proposed method was compared to two former methods through prolonged static and force-varying contraction tasks. The experiment results showed that the root mean square errors derived by the proposed method for both static and force-varying contraction tasks were less than 20%. The accuracy and robustness of the handgrip force derived by the proposed method is better than that obtained by the former methods.

Hubble Space Telescope Angular Velocity Estimation During the Robotic Servicing Mission

NASA Technical Reports Server (NTRS)

Thienel, Julie K.; Queen, Steven Z.; VanEepoel, John M.; Sanner, Robert M.

2005-01-01

During the Hubble Robotic Servicing Mission, the Hubble Space Telescope (HST) attitude and rates are necessary to achieve the capture of HST by the Hubble Robotic Vehicle (HRV). The attitude and rates must be determined without the HST gyros or HST attitude estimates. The HRV will be equipped with vision-based sensors, capable of estimating the relative attitude between HST and HRV. The HST attitude is derived from the measured relative attitude and the HRV computed inertial attitude. However, the relative rate between HST and HRV cannot be measured directly. Therefore, the HST rate with respect to inertial space is not known. Two approaches are developed to estimate the HST rates. Both methods utilize the measured relative attitude and the HRV inertial attitude and rates. First, a nonlinear estimator is developed. The nonlinear approach estimates the HST rate through an estimation of the inertial angular momentum. Second, a linearized approach is developed. The linearized approach is based on more traditional Extended Kalman filter techniques. Simulation test results for both methods are given.

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

PubMed

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

2013-11-01

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

Efficient, nonlinear phase estimation with the nonmodulated pyramid wavefront sensor.

PubMed

Frazin, Richard A

2018-04-01

The sensitivity of the pyramid wavefront sensor (PyWFS) has made it a popular choice for astronomical adaptive optics (AAO) systems. The PyWFS is at its most sensitive when it is used without modulation of the input beam. In nonmodulated mode, the device is highly nonlinear. Hence, all PyWFS implementations on current AAO systems employ modulation to make the device more linear. The upcoming era of 30-m class telescopes and the demand for ultra-precise wavefront control stemming from science objectives that include direct imaging of exoplanets make using the PyWFS without modulation desirable. This article argues that nonlinear estimation based on Newton's method for nonlinear optimization can be useful for mitigating the effects of nonlinearity in the nonmodulated PyWFS. The proposed approach requires all optical modeling to be pre-computed, which has the advantage of avoiding real-time simulations of beam propagation. Further, the required real-time calculations are amenable to massively parallel computation. Numerical experiments simulate a PyWFS with faces sloped 3.7° to the horizontal, operating at a wavelength of 0.85 μm, and with an index of refraction of 1.45. A singular value analysis shows that the common practice of calculating two "slope" images from the four PyWFS pupil images discards critical information and is unsuitable for the nonmodulated PyWFS simulated here. Instead, this article advocates estimators that use the raw pixel values not only from the four geometrical images of the pupil, but from surrounding pixels as well. The simulations indicate that nonlinear estimation can be effective when the Strehl ratio of the input beam is greater than 0.3, and the improvement relative to linear estimation tends to increase at larger Strehl ratios. At Strehl ratios less than about 0.5, the performances of both the nonlinear and linear estimators are relatively insensitive to noise since they are dominated by nonlinearity error.

Functional Nonlinear Mixed Effects Models For Longitudinal Image Data

PubMed Central

Luo, Xinchao; Zhu, Lixing; Kong, Linglong; Zhu, Hongtu

2015-01-01

Motivated by studying large-scale longitudinal image data, we propose a novel functional nonlinear mixed effects modeling (FN-MEM) framework to model the nonlinear spatial-temporal growth patterns of brain structure and function and their association with covariates of interest (e.g., time or diagnostic status). Our FNMEM explicitly quantifies a random nonlinear association map of individual trajectories. We develop an efficient estimation method to estimate the nonlinear growth function and the covariance operator of the spatial-temporal process. We propose a global test and a simultaneous confidence band for some specific growth patterns. We conduct Monte Carlo simulation to examine the finite-sample performance of the proposed procedures. We apply FNMEM to investigate the spatial-temporal dynamics of white-matter fiber skeletons in a national database for autism research. Our FNMEM may provide a valuable tool for charting the developmental trajectories of various neuropsychiatric and neurodegenerative disorders. PMID:26213453

Modeling a multivariable reactor and on-line model predictive control.

PubMed

Yu, D W; Yu, D L

2005-10-01

A nonlinear first principle model is developed for a laboratory-scaled multivariable chemical reactor rig in this paper and the on-line model predictive control (MPC) is implemented to the rig. The reactor has three variables-temperature, pH, and dissolved oxygen with nonlinear dynamics-and is therefore used as a pilot system for the biochemical industry. A nonlinear discrete-time model is derived for each of the three output variables and their model parameters are estimated from the real data using an adaptive optimization method. The developed model is used in a nonlinear MPC scheme. An accurate multistep-ahead prediction is obtained for MPC, where the extended Kalman filter is used to estimate system unknown states. The on-line control is implemented and a satisfactory tracking performance is achieved. The MPC is compared with three decentralized PID controllers and the advantage of the nonlinear MPC over the PID is clearly shown.

Estimation of three-dimensional radar tracking using modified extended kalman filter

NASA Astrophysics Data System (ADS)

Aditya, Prima; Apriliani, Erna; Khusnul Arif, Didik; Baihaqi, Komar

2018-03-01

Kalman filter is an estimation method by combining data and mathematical models then developed be extended Kalman filter to handle nonlinear systems. Three-dimensional radar tracking is one of example of nonlinear system. In this paper developed a modification method of extended Kalman filter from the direct decline of the three-dimensional radar tracking case. The development of this filter algorithm can solve the three-dimensional radar measurements in the case proposed in this case the target measured by radar with distance r, azimuth angle θ, and the elevation angle ϕ. Artificial covariance and mean adjusted directly on the three-dimensional radar system. Simulations result show that the proposed formulation is effective in the calculation of nonlinear measurement compared with extended Kalman filter with the value error at 0.77% until 1.15%.

Numerical method for solving the nonlinear four-point boundary value problems

NASA Astrophysics Data System (ADS)

Lin, Yingzhen; Lin, Jinnan

2010-12-01

In this paper, a new reproducing kernel space is constructed skillfully in order to solve a class of nonlinear four-point boundary value problems. The exact solution of the linear problem can be expressed in the form of series and the approximate solution of the nonlinear problem is given by the iterative formula. Compared with known investigations, the advantages of our method are that the representation of exact solution is obtained in a new reproducing kernel Hilbert space and accuracy of numerical computation is higher. Meanwhile we present the convergent theorem, complexity analysis and error estimation. The performance of the new method is illustrated with several numerical examples.

A Posteriori Error Estimation for Discontinuous Galerkin Approximations of Hyperbolic Systems

NASA Technical Reports Server (NTRS)

Larson, Mats G.; Barth, Timothy J.

1999-01-01

This article considers a posteriori error estimation of specified functionals for first-order systems of conservation laws discretized using the discontinuous Galerkin (DG) finite element method. Using duality techniques, we derive exact error representation formulas for both linear and nonlinear functionals given an associated bilinear or nonlinear variational form. Weighted residual approximations of the exact error representation formula are then proposed and numerically evaluated for Ringleb flow, an exact solution of the 2-D Euler equations.

NONLINEAR AND FIBER OPTICS: Influence of nonlinearity of the parameters of guided modes in fiber waveguides

NASA Astrophysics Data System (ADS)

Goncharenko, I. A.

1990-04-01

The shift formula method is used to obtain analytic expressions which provide estimates of the influence of nonlinearity on the parameters of fiber waveguide modes. Depending on the sign of the nonlinear susceptibility of the waveguide core, the nonlinearity can improve or impair (right down to complete loss) the waveguiding properties of fibers. The optical power at which a fiber loses its guiding properties is constant far from the cutoff, but rises steeply near the critical cutoff frequency. The nonlinearity can be used to vary the zero dispersion wavelength and the range of single-mode operation of a fiber waveguide.

Non-linear effects of soda taxes on consumption and weight outcomes.

PubMed

Fletcher, Jason M; Frisvold, David E; Tefft, Nathan

2015-05-01

The potential health impacts of imposing large taxes on soda to improve population health have been of interest for over a decade. As estimates of the effects of existing soda taxes with low rates suggest little health improvements, recent proposals suggest that large taxes may be effective in reducing weight because of non-linear consumption responses or threshold effects. This paper tests this hypothesis in two ways. First, we estimate non-linear effects of taxes using the range of current rates. Second, we leverage the sudden, relatively large soda tax increase in two states during the early 1990s combined with new synthetic control methods useful for comparative case studies. Our findings suggest virtually no evidence of non-linear or threshold effects. Copyright © 2014 John Wiley & Sons, Ltd.

Estimation of parameters of constant elasticity of substitution production functional model

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi

2017-11-01

Nonlinear model building has become an increasing important powerful tool in mathematical economics. In recent years the popularity of applications of nonlinear models has dramatically been rising up. Several researchers in econometrics are very often interested in the inferential aspects of nonlinear regression models [6]. The present research study gives a distinct method of estimation of more complicated and highly nonlinear model viz Constant Elasticity of Substitution (CES) production functional model. Henningen et.al [5] proposed three solutions to avoid serious problems when estimating CES functions in 2012 and they are i) removing discontinuities by using the limits of the CES function and its derivative. ii) Circumventing large rounding errors by local linear approximations iii) Handling ill-behaved objective functions by a multi-dimensional grid search. Joel Chongeh et.al [7] discussed the estimation of the impact of capital and labour inputs to the gris output agri-food products using constant elasticity of substitution production function in Tanzanian context. Pol Antras [8] presented new estimates of the elasticity of substitution between capital and labour using data from the private sector of the U.S. economy for the period 1948-1998.

Optimal filtering and Bayesian detection for friction-based diagnostics in machines.

PubMed

Ray, L R; Townsend, J R; Ramasubramanian, A

2001-01-01

Non-model-based diagnostic methods typically rely on measured signals that must be empirically related to process behavior or incipient faults. The difficulty in interpreting a signal that is indirectly related to the fundamental process behavior is significant. This paper presents an integrated non-model and model-based approach to detecting when process behavior varies from a proposed model. The method, which is based on nonlinear filtering combined with maximum likelihood hypothesis testing, is applicable to dynamic systems whose constitutive model is well known, and whose process inputs are poorly known. Here, the method is applied to friction estimation and diagnosis during motion control in a rotating machine. A nonlinear observer estimates friction torque in a machine from shaft angular position measurements and the known input voltage to the motor. The resulting friction torque estimate can be analyzed directly for statistical abnormalities, or it can be directly compared to friction torque outputs of an applicable friction process model in order to diagnose faults or model variations. Nonlinear estimation of friction torque provides a variable on which to apply diagnostic methods that is directly related to model variations or faults. The method is evaluated experimentally by its ability to detect normal load variations in a closed-loop controlled motor driven inertia with bearing friction and an artificially-induced external line contact. Results show an ability to detect statistically significant changes in friction characteristics induced by normal load variations over a wide range of underlying friction behaviors.

MTPA control of mechanical sensorless IPMSM based on adaptive nonlinear control.

PubMed

Najjar-Khodabakhsh, Abbas; Soltani, Jafar

2016-03-01

In this paper, an adaptive nonlinear control scheme has been proposed for implementing maximum torque per ampere (MTPA) control strategy corresponding to interior permanent magnet synchronous motor (IPMSM) drive. This control scheme is developed in the rotor d-q axis reference frame using adaptive input-output state feedback linearization (AIOFL) method. The drive system control stability is supported by Lyapunov theory. The motor inductances are online estimated by an estimation law obtained by AIOFL. The estimation errors of these parameters are proved to be asymptotically converged to zero. Based on minimizing the motor current amplitude, the MTPA control strategy is performed by using the nonlinear optimization technique while considering the online reference torque. The motor reference torque is generated by a conventional rotor speed PI controller. By performing MTPA control strategy, the generated online motor d-q reference currents were used in AIOFL controller to obtain the SV-PWM reference voltages and the online estimation of the motor d-q inductances. In addition, the stator resistance is online estimated using a conventional PI controller. Moreover, the rotor position is detected using the online estimation of the stator flux and online estimation of the motor q-axis inductance. Simulation and experimental results obtained prove the effectiveness and the capability of the proposed control method. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

DETECTORS AND EXPERIMENTAL METHODS: Heuristic approach for peak regions estimation in gamma-ray spectra measured by a NaI detector

NASA Astrophysics Data System (ADS)

Zhu, Meng-Hua; Liu, Liang-Gang; You, Zhong; Xu, Ao-Ao

2009-03-01

In this paper, a heuristic approach based on Slavic's peak searching method has been employed to estimate the width of peak regions for background removing. Synthetic and experimental data are used to test this method. With the estimated peak regions using the proposed method in the whole spectrum, we find it is simple and effective enough to be used together with the Statistics-sensitive Nonlinear Iterative Peak-Clipping method.

Kurtosis Approach for Nonlinear Blind Source Separation

NASA Technical Reports Server (NTRS)

Duong, Vu A.; Stubbemd, Allen R.

2005-01-01

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation.

Independence screening for high dimensional nonlinear additive ODE models with applications to dynamic gene regulatory networks.

PubMed

Xue, Hongqi; Wu, Shuang; Wu, Yichao; Ramirez Idarraga, Juan C; Wu, Hulin

2018-05-02

Mechanism-driven low-dimensional ordinary differential equation (ODE) models are often used to model viral dynamics at cellular levels and epidemics of infectious diseases. However, low-dimensional mechanism-based ODE models are limited for modeling infectious diseases at molecular levels such as transcriptomic or proteomic levels, which is critical to understand pathogenesis of diseases. Although linear ODE models have been proposed for gene regulatory networks (GRNs), nonlinear regulations are common in GRNs. The reconstruction of large-scale nonlinear networks from time-course gene expression data remains an unresolved issue. Here, we use high-dimensional nonlinear additive ODEs to model GRNs and propose a 4-step procedure to efficiently perform variable selection for nonlinear ODEs. To tackle the challenge of high dimensionality, we couple the 2-stage smoothing-based estimation method for ODEs and a nonlinear independence screening method to perform variable selection for the nonlinear ODE models. We have shown that our method possesses the sure screening property and it can handle problems with non-polynomial dimensionality. Numerical performance of the proposed method is illustrated with simulated data and a real data example for identifying the dynamic GRN of Saccharomyces cerevisiae. Copyright © 2018 John Wiley & Sons, Ltd.

An effective solution to the nonlinear, nonstationary Navier-Stokes equations for two dimensions

NASA Technical Reports Server (NTRS)

Gabrielsen, R. E.

1975-01-01

A sequence of approximate solutions for the nonlinear, nonstationary Navier-Stokes equations for a two-dimensional domain, from which explicit error estimates and rates of convergence are obtained, is described. This sequence of approximate solutions is based primarily on the Newton-Kantorovich method.

The nonlinear Galerkin method: A multi-scale method applied to the simulation of homogeneous turbulent flows

NASA Technical Reports Server (NTRS)

Debussche, A.; Dubois, T.; Temam, R.

1993-01-01

Using results of Direct Numerical Simulation (DNS) in the case of two-dimensional homogeneous isotropic flows, the behavior of the small and large scales of Kolmogorov like flows at moderate Reynolds numbers are first analyzed in detail. Several estimates on the time variations of the small eddies and the nonlinear interaction terms were derived; those terms play the role of the Reynolds stress tensor in the case of LES. Since the time step of a numerical scheme is determined as a function of the energy-containing eddies of the flow, the variations of the small scales and of the nonlinear interaction terms over one iteration can become negligible by comparison with the accuracy of the computation. Based on this remark, a multilevel scheme which treats differently the small and the large eddies was proposed. Using mathematical developments, estimates of all the parameters involved in the algorithm, which then becomes a completely self-adaptive procedure were derived. Finally, realistic simulations of (Kolmorov like) flows over several eddy-turnover times were performed. The results are analyzed in detail and a parametric study of the nonlinear Galerkin method is performed.

Alternating steady state free precession for estimation of current-induced magnetic flux density: A feasibility study.

PubMed

Lee, Hyunyeol; Jeong, Woo Chul; Kim, Hyung Joong; Woo, Eung Je; Park, Jaeseok

2016-05-01

To develop a novel, current-controlled alternating steady-state free precession (SSFP)-based conductivity imaging method and corresponding MR signal models to estimate current-induced magnetic flux density (Bz ) and conductivity distribution. In the proposed method, an SSFP pulse sequence, which is in sync with alternating current pulses, produces dual oscillating steady states while yielding nonlinear relation between signal phase and Bz . A ratiometric signal model between the states was analytically derived using the Bloch equation, wherein Bz was estimated by solving a nonlinear inverse problem for conductivity estimation. A theoretical analysis on the signal-to-noise ratio of Bz was given. Numerical and experimental studies were performed using SSFP-FID and SSFP-ECHO with current pulses positioned either before or after signal encoding to investigate the feasibility of the proposed method in conductivity estimation. Given all SSFP variants herein, SSFP-FID with alternating current pulses applied before signal encoding exhibits the highest Bz signal-to-noise ratio and conductivity contrast. Additionally, compared with conventional conductivity imaging, the proposed method benefits from rapid SSFP acquisition without apparent loss of conductivity contrast. We successfully demonstrated the feasibility of the proposed method in estimating current-induced Bz and conductivity distribution. It can be a promising, rapid imaging strategy for quantitative conductivity imaging. © 2015 Wiley Periodicals, Inc.

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.

An Adaptive Nonlinear Aircraft Maneuvering Envelope Estimation Approach for Online Applications

NASA Technical Reports Server (NTRS)

Schuet, Stefan R.; Lombaerts, Thomas Jan; Acosta, Diana; Wheeler, Kevin; Kaneshige, John

2014-01-01

A nonlinear aircraft model is presented and used to develop an overall unified robust and adaptive approach to passive trim and maneuverability envelope estimation with uncertainty quantification. The concept of time scale separation makes this method suitable for the online characterization of altered safe maneuvering limitations after impairment. The results can be used to provide pilot feedback and/or be combined with flight planning, trajectory generation, and guidance algorithms to help maintain safe aircraft operations in both nominal and off-nominal scenarios.

Hubble Space Telescope Angular Velocity Estimation During the Robotic Servicing Mission

NASA Technical Reports Server (NTRS)

Thienel, Julie K.; Queen, Steven Z.; VanEepoel, John M.; Sanner, Robert M.

2005-01-01

In 2004 NASA began investigation of a robotic servicing mission for the Hubble Space Telescope (HST). Such a mission would require estimates of the HST attitude and rates in order to achieve a capture by the proposed Hubble robotic vehicle (HRV). HRV was to be equipped with vision-based sensors, capable of estimating the relative attitude between HST and HRV. The inertial HST attitude is derived from the measured relative attitude and the HRV computed inertial attitude. However, the relative rate between HST and HRV cannot be measured directly. Therefore, the HST rate with respect to inertial space is not known. Two approaches are developed to estimate the HST rates. Both methods utilize the measured relative attitude and the HRV inertial attitude and rates. First, a non-linear estimator is developed. The nonlinear approach estimates the HST rate through an estimation of the inertial angular momentum. Second, a linearized approach is developed. The linearized approach is a pseudo-linear Kalman filter. Simulation test results for both methods are given. Even though the development began as an application for the HST robotic servicing mission, the methods presented are applicable to any rendezvous/capture mission involving a non-cooperative target spacecraft.

Robust and transferable quantification of NMR spectral quality using IROC analysis

NASA Astrophysics Data System (ADS)

Zambrello, Matthew A.; Maciejewski, Mark W.; Schuyler, Adam D.; Weatherby, Gerard; Hoch, Jeffrey C.

2017-12-01

Non-Fourier methods are increasingly utilized in NMR spectroscopy because of their ability to handle nonuniformly-sampled data. However, non-Fourier methods present unique challenges due to their nonlinearity, which can produce nonrandom noise and render conventional metrics for spectral quality such as signal-to-noise ratio unreliable. The lack of robust and transferable metrics (i.e. applicable to methods exhibiting different nonlinearities) has hampered comparison of non-Fourier methods and nonuniform sampling schemes, preventing the identification of best practices. We describe a novel method, in situ receiver operating characteristic analysis (IROC), for characterizing spectral quality based on the Receiver Operating Characteristic curve. IROC utilizes synthetic signals added to empirical data as "ground truth", and provides several robust scalar-valued metrics for spectral quality. This approach avoids problems posed by nonlinear spectral estimates, and provides a versatile quantitative means of characterizing many aspects of spectral quality. We demonstrate applications to parameter optimization in Fourier and non-Fourier spectral estimation, critical comparison of different methods for spectrum analysis, and optimization of nonuniform sampling schemes. The approach will accelerate the discovery of optimal approaches to nonuniform sampling experiment design and non-Fourier spectrum analysis for multidimensional NMR.

Inferring Instantaneous, Multivariate and Nonlinear Sensitivities for the Analysis of Feedback Processes in a Dynamical System: Lorenz Model Case Study

NASA Technical Reports Server (NTRS)

Aires, Filipe; Rossow, William B.; Hansen, James E. (Technical Monitor)

2001-01-01

A new approach is presented for the analysis of feedback processes in a nonlinear dynamical system by observing its variations. The new methodology consists of statistical estimates of the sensitivities between all pairs of variables in the system based on a neural network modeling of the dynamical system. The model can then be used to estimate the instantaneous, multivariate and nonlinear sensitivities, which are shown to be essential for the analysis of the feedbacks processes involved in the dynamical system. The method is described and tested on synthetic data from the low-order Lorenz circulation model where the correct sensitivities can be evaluated analytically.

Parameter estimation techniques based on optimizing goodness-of-fit statistics for structural reliability

NASA Technical Reports Server (NTRS)

Starlinger, Alois; Duffy, Stephen F.; Palko, Joseph L.

1993-01-01

New methods are presented that utilize the optimization of goodness-of-fit statistics in order to estimate Weibull parameters from failure data. It is assumed that the underlying population is characterized by a three-parameter Weibull distribution. Goodness-of-fit tests are based on the empirical distribution function (EDF). The EDF is a step function, calculated using failure data, and represents an approximation of the cumulative distribution function for the underlying population. Statistics (such as the Kolmogorov-Smirnov statistic and the Anderson-Darling statistic) measure the discrepancy between the EDF and the cumulative distribution function (CDF). These statistics are minimized with respect to the three Weibull parameters. Due to nonlinearities encountered in the minimization process, Powell's numerical optimization procedure is applied to obtain the optimum value of the EDF. Numerical examples show the applicability of these new estimation methods. The results are compared to the estimates obtained with Cooper's nonlinear regression algorithm.

Cocaine Dependence Treatment Data: Methods for Measurement Error Problems With Predictors Derived From Stationary Stochastic Processes

PubMed Central

Guan, Yongtao; Li, Yehua; Sinha, Rajita

2011-01-01

In a cocaine dependence treatment study, we use linear and nonlinear regression models to model posttreatment cocaine craving scores and first cocaine relapse time. A subset of the covariates are summary statistics derived from baseline daily cocaine use trajectories, such as baseline cocaine use frequency and average daily use amount. These summary statistics are subject to estimation error and can therefore cause biased estimators for the regression coefficients. Unlike classical measurement error problems, the error we encounter here is heteroscedastic with an unknown distribution, and there are no replicates for the error-prone variables or instrumental variables. We propose two robust methods to correct for the bias: a computationally efficient method-of-moments-based method for linear regression models and a subsampling extrapolation method that is generally applicable to both linear and nonlinear regression models. Simulations and an application to the cocaine dependence treatment data are used to illustrate the efficacy of the proposed methods. Asymptotic theory and variance estimation for the proposed subsampling extrapolation method and some additional simulation results are described in the online supplementary material. PMID:21984854

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

NASA Astrophysics Data System (ADS)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

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

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

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

Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the secondmore » explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.« less

Nonlinear Thermal Instability in Compressible Viscous Flows Without Heat Conductivity

NASA Astrophysics Data System (ADS)

Jiang, Fei

2018-04-01

We investigate the thermal instability of a smooth equilibrium state, in which the density function satisfies Schwarzschild's (instability) condition, to a compressible heat-conducting viscous flow without heat conductivity in the presence of a uniform gravitational field in a three-dimensional bounded domain. We show that the equilibrium state is linearly unstable by a modified variational method. Then, based on the constructed linearly unstable solutions and a local well-posedness result of classical solutions to the original nonlinear problem, we further construct the initial data of linearly unstable solutions to be the one of the original nonlinear problem, and establish an appropriate energy estimate of Gronwall-type. With the help of the established energy estimate, we finally show that the equilibrium state is nonlinearly unstable in the sense of Hadamard by a careful bootstrap instability argument.

An experimental study of nonlinear dynamic system identification

NASA Technical Reports Server (NTRS)

Stry, Greselda I.; Mook, D. Joseph

1990-01-01

A technique for robust identification of nonlinear dynamic systems is developed and illustrated using both simulations and analog experiments. The technique is based on the Minimum Model Error optimal estimation approach. A detailed literature review is included in which fundamental differences between the current approach and previous work is described. The most significant feature of the current work is the ability to identify nonlinear dynamic systems without prior assumptions regarding the form of the nonlinearities, in constrast to existing nonlinear identification approaches which usually require detailed assumptions of the nonlinearities. The example illustrations indicate that the method is robust with respect to prior ignorance of the model, and with respect to measurement noise, measurement frequency, and measurement record length.

Non-Linear System Identification for Aeroelastic Systems with Application to Experimental Data

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.

2008-01-01

Representation and identification of a non-linear aeroelastic pitch-plunge system as a model of the NARMAX class is considered. A non-linear difference equation describing this aircraft model is derived theoretically and shown to be of the NARMAX form. Identification methods for NARMAX models are applied to aeroelastic dynamics and its properties demonstrated via continuous-time simulations of experimental conditions. Simulation results show that (i) the outputs of the NARMAX model match closely those generated using continuous-time methods and (ii) NARMAX identification methods applied to aeroelastic dynamics provide accurate discrete-time parameter estimates. Application of NARMAX identification to experimental pitch-plunge dynamics data gives a high percent fit for cross-validated data.

Evaluation of the site effect with Heuristic Methods

NASA Astrophysics Data System (ADS)

Torres, N. N.; Ortiz-Aleman, C.

2017-12-01

The seismic site response in an area depends mainly on the local geological and topographical conditions. Estimation of variations in ground motion can lead to significant contributions on seismic hazard assessment, in order to reduce human and economic losses. Site response estimation can be posed as a parameterized inversion approach which allows separating source and path effects. The generalized inversion (Field and Jacob, 1995) represents one of the alternative methods to estimate the local seismic response, which involves solving a strongly non-linear multiparametric problem. In this work, local seismic response was estimated using global optimization methods (Genetic Algorithms and Simulated Annealing) which allowed us to increase the range of explored solutions in a nonlinear search, as compared to other conventional linear methods. By using the VEOX Network velocity records, collected from August 2007 to March 2009, source, path and site parameters corresponding to the amplitude spectra of the S wave of the velocity seismic records are estimated. We can establish that inverted parameters resulting from this simultaneous inversion approach, show excellent agreement, not only in terms of adjustment between observed and calculated spectra, but also when compared to previous work from several authors.

Higher-order Multivariable Polynomial Regression to Estimate Human Affective States

NASA Astrophysics Data System (ADS)

Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin

2016-03-01

From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states.

Higher-order Multivariable Polynomial Regression to Estimate Human Affective States

PubMed Central

Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin

2016-01-01

From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states. PMID:26996254

Comparison of heaving buoy and oscillating flap wave energy converters

NASA Astrophysics Data System (ADS)

Abu Bakar, Mohd Aftar; Green, David A.; Metcalfe, Andrew V.; Najafian, G.

2013-04-01

Waves offer an attractive source of renewable energy, with relatively low environmental impact, for communities reasonably close to the sea. Two types of simple wave energy converters (WEC), the heaving buoy WEC and the oscillating flap WEC, are studied. Both WECs are considered as simple energy converters because they can be modelled, to a first approximation, as single degree of freedom linear dynamic systems. In this study, we estimate the response of both WECs to typical wave inputs; wave height for the buoy and corresponding wave surge for the flap, using spectral methods. A nonlinear model of the oscillating flap WEC that includes the drag force, modelled by the Morison equation is also considered. The response to a surge input is estimated by discrete time simulation (DTS), using central difference approximations to derivatives. This is compared with the response of the linear model obtained by DTS and also validated using the spectral method. Bendat's nonlinear system identification (BNLSI) technique was used to analyze the nonlinear dynamic system since the spectral analysis was only suitable for linear dynamic system. The effects of including the nonlinear term are quantified.

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.

Discrete-time online learning control for a class of unknown nonaffine nonlinear systems using reinforcement learning.

PubMed

Yang, Xiong; Liu, Derong; Wang, Ding; Wei, Qinglai

2014-07-01

In this paper, a reinforcement-learning-based direct adaptive control is developed to deliver a desired tracking performance for a class of discrete-time (DT) nonlinear systems with unknown bounded disturbances. We investigate multi-input-multi-output unknown nonaffine nonlinear DT systems and employ two neural networks (NNs). By using Implicit Function Theorem, an action NN is used to generate the control signal and it is also designed to cancel the nonlinearity of unknown DT systems, for purpose of utilizing feedback linearization methods. On the other hand, a critic NN is applied to estimate the cost function, which satisfies the recursive equations derived from heuristic dynamic programming. The weights of both the action NN and the critic NN are directly updated online instead of offline training. By utilizing Lyapunov's direct method, the closed-loop tracking errors and the NN estimated weights are demonstrated to be uniformly ultimately bounded. Two numerical examples are provided to show the effectiveness of the present approach. Copyright © 2014 Elsevier Ltd. All rights reserved.

Linear stability and nonlinear analyses of traffic waves for the general nonlinear car-following model with multi-time delays

NASA Astrophysics Data System (ADS)

Sun, Dihua; Chen, Dong; Zhao, Min; Liu, Weining; Zheng, Linjiang

2018-07-01

In this paper, the general nonlinear car-following model with multi-time delays is investigated in order to describe the reactions of vehicle to driving behavior. Platoon stability and string stability criteria are obtained for the general nonlinear car-following model. Burgers equation and Korteweg de Vries (KdV) equation and their solitary wave solutions are derived adopting the reductive perturbation method. We investigate the properties of typical optimal velocity model using both analytic and numerical methods, which estimates the impact of delays about the evolution of traffic congestion. The numerical results show that time delays in sensing relative movement is more sensitive to the stability of traffic flow than time delays in sensing host motion.

Adjusting for Health Status in Non-Linear Models of Health Care Disparities

PubMed Central

Cook, Benjamin L.; McGuire, Thomas G.; Meara, Ellen; Zaslavsky, Alan M.

2009-01-01

This article compared conceptual and empirical strengths of alternative methods for estimating racial disparities using non-linear models of health care access. Three methods were presented (propensity score, rank and replace, and a combined method) that adjust for health status while allowing SES variables to mediate the relationship between race and access to care. Applying these methods to a nationally representative sample of blacks and non-Hispanic whites surveyed in the 2003 and 2004 Medical Expenditure Panel Surveys (MEPS), we assessed the concordance of each of these methods with the Institute of Medicine (IOM) definition of racial disparities, and empirically compared the methods' predicted disparity estimates, the variance of the estimates, and the sensitivity of the estimates to limitations of available data. The rank and replace and combined methods (but not the propensity score method) are concordant with the IOM definition of racial disparities in that each creates a comparison group with the appropriate marginal distributions of health status and SES variables. Predicted disparities and prediction variances were similar for the rank and replace and combined methods, but the rank and replace method was sensitive to limitations on SES information. For all methods, limiting health status information significantly reduced estimates of disparities compared to a more comprehensive dataset. We conclude that the two IOM-concordant methods were similar enough that either could be considered in disparity predictions. In datasets with limited SES information, the combined method is the better choice. PMID:20352070

Kurtosis Approach Nonlinear Blind Source Separation

NASA Technical Reports Server (NTRS)

Duong, Vu A.; Stubbemd, Allen R.

2005-01-01

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation Keywords: Independent Component Analysis, Kurtosis, Higher order statistics.

On the orthogonalised reverse path method for nonlinear system identification

NASA Astrophysics Data System (ADS)

Muhamad, P.; Sims, N. D.; Worden, K.

2012-09-01

The problem of obtaining the underlying linear dynamic compliance matrix in the presence of nonlinearities in a general multi-degree-of-freedom (MDOF) system can be solved using the conditioned reverse path (CRP) method introduced by Richards and Singh (1998 Journal of Sound and Vibration, 213(4): pp. 673-708). The CRP method also provides a means of identifying the coefficients of any nonlinear terms which can be specified a priori in the candidate equations of motion. Although the CRP has proved extremely useful in the context of nonlinear system identification, it has a number of small issues associated with it. One of these issues is the fact that the nonlinear coefficients are actually returned in the form of spectra which need to be averaged over frequency in order to generate parameter estimates. The parameter spectra are typically polluted by artefacts from the identification of the underlying linear system which manifest themselves at the resonance and anti-resonance frequencies. A further problem is associated with the fact that the parameter estimates are extracted in a recursive fashion which leads to an accumulation of errors. The first minor objective of this paper is to suggest ways to alleviate these problems without major modification to the algorithm. The results are demonstrated on numerically-simulated responses from MDOF systems. In the second part of the paper, a more radical suggestion is made, to replace the conditioned spectral analysis (which is the basis of the CRP method) with an alternative time domain decorrelation method. The suggested approach - the orthogonalised reverse path (ORP) method - is illustrated here using data from simulated single-degree-of-freedom (SDOF) and MDOF systems.

Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering

PubMed Central

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-01-01

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level. PMID:27223293

Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering.

PubMed

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-05-23

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level.

Robust and efficient pharmacokinetic parameter non-linear least squares estimation for dynamic contrast enhanced MRI of the prostate.

PubMed

Kargar, Soudabeh; Borisch, Eric A; Froemming, Adam T; Kawashima, Akira; Mynderse, Lance A; Stinson, Eric G; Trzasko, Joshua D; Riederer, Stephen J

2018-05-01

To describe an efficient numerical optimization technique using non-linear least squares to estimate perfusion parameters for the Tofts and extended Tofts models from dynamic contrast enhanced (DCE) MRI data and apply the technique to prostate cancer. Parameters were estimated by fitting the two Tofts-based perfusion models to the acquired data via non-linear least squares. We apply Variable Projection (VP) to convert the fitting problem from a multi-dimensional to a one-dimensional line search to improve computational efficiency and robustness. Using simulation and DCE-MRI studies in twenty patients with suspected prostate cancer, the VP-based solver was compared against the traditional Levenberg-Marquardt (LM) strategy for accuracy, noise amplification, robustness to converge, and computation time. The simulation demonstrated that VP and LM were both accurate in that the medians closely matched assumed values across typical signal to noise ratio (SNR) levels for both Tofts models. VP and LM showed similar noise sensitivity. Studies using the patient data showed that the VP method reliably converged and matched results from LM with approximate 3× and 2× reductions in computation time for the standard (two-parameter) and extended (three-parameter) Tofts models. While LM failed to converge in 14% of the patient data, VP converged in the ideal 100%. The VP-based method for non-linear least squares estimation of perfusion parameters for prostate MRI is equivalent in accuracy and robustness to noise, while being more reliably (100%) convergent and computationally about 3× (TM) and 2× (ETM) faster than the LM-based method. Copyright © 2017 Elsevier Inc. All rights reserved.

Hubble Space Telescope Angular Velocity Estimation During the Robotic Servicing Mission

NASA Technical Reports Server (NTRS)

Thienel, Julie K.; Sanner, Robert M.

2005-01-01

In 2004 NASA began investigation of a robotic servicing mission for the Hubble Space Telescope (HST). Such a mission would require estimates of the HST attitude and rates in order to achieve a capture by the proposed Hubble robotic vehicle (HRV). HRV was to be equipped with vision-based sensors, capable of estimating the relative attitude between HST and HRV. The inertial HST attitude is derived from the measured relative attitude and the HRV computed inertial attitude. However, the relative rate between HST and HRV cannot be measured directly. Therefore, the HST rate with respect to inertial space is not known. Two approaches are developed to estimate the HST rates. Both methods utilize the measured relative attitude and the HRV inertial attitude and rates. First, a nonlinear estimator is developed. The nonlinear approach estimates the HST rate through an estimation of the inertial angular momentum. The development includes an analysis of the estimator stability given errors in the measured attitude. Second, a linearized approach is developed. The linearized approach is a pseudo-linear Kalman filter. Simulation test results for both methods are given, including scenarios with erroneous measured attitudes. Even though the development began as an application for the HST robotic servicing mission, the methods presented are applicable to any rendezvous/capture mission involving a non-cooperative target spacecraft.

Detection the nonlinear ultrasonic signals based on modified Duffing equations

NASA Astrophysics Data System (ADS)

Zhang, Yuhua; Mao, Hanling; Mao, Hanying; Huang, Zhenfeng

The nonlinear ultrasonic signals, like second harmonic generation (SHG) signals, could reflect the nonlinearity of material induced by fatigue damage in nonlinear ultrasonic technique which are weak nonlinear signals and usually submerged by strong background noise. In this paper the modified Duffing equations are applied to detect the SHG signals relating to the fatigue damage of material. Due to the Duffing equation could only detect the signal with specific frequency and initial phase, firstly the frequency transformation is carried on the Duffing equation which could detect the signal with any frequency. Then the influence of initial phases of to-be-detected signal and reference signal on the detection result is studied in detail, four modified Duffing equations are proposed to detect actual engineering signals with any initial phase. The relationship between the response amplitude and the total driving force is applied to estimate the amplitude of weak periodic signal. The detection results show the modified Duffing equations could effectively detect the second harmonic in SHG signals. When the SHG signals include strong background noise, the noise doesn't change the motion state of Duffing equation and the second harmonic signal could be detected until the SNR of noisy SHG signals are -26.3, yet the frequency spectrum method could only identify when the SNR is greater than 0.5. When estimation the amplitude of second harmonic signal, the estimation error of Duffing equation is obviously less than the frequency spectrum analysis method under the same noise level, which illustrates the Duffing equation has the noise immune capacity. The presence of the second harmonic signal in nonlinear ultrasonic experiments could provide an insight about the early fatigue damage of engineering components.

Stochastic stability of sigma-point Unscented Predictive Filter.

PubMed

Cao, Lu; Tang, Yu; Chen, Xiaoqian; Zhao, Yong

2015-07-01

In this paper, the Unscented Predictive Filter (UPF) is derived based on unscented transformation for nonlinear estimation, which breaks the confine of conventional sigma-point filters by employing Kalman filter as subject investigated merely. In order to facilitate the new method, the algorithm flow of UPF is given firstly. Then, the theoretical analyses demonstrate that the estimate accuracy of the model error and system for the UPF is higher than that of the conventional PF. Moreover, the authors analyze the stochastic boundedness and the error behavior of Unscented Predictive Filter (UPF) for general nonlinear systems in a stochastic framework. In particular, the theoretical results present that the estimation error remains bounded and the covariance keeps stable if the system׳s initial estimation error, disturbing noise terms as well as the model error are small enough, which is the core part of the UPF theory. All of the results have been demonstrated by numerical simulations for a nonlinear example system. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

The heritability of the functional connectome is robust to common nonlinear registration methods

NASA Astrophysics Data System (ADS)

Hafzalla, George W.; Prasad, Gautam; Baboyan, Vatche G.; Faskowitz, Joshua; Jahanshad, Neda; McMahon, Katie L.; de Zubicaray, Greig I.; Wright, Margaret J.; Braskie, Meredith N.; Thompson, Paul M.

2016-03-01

Nonlinear registration algorithms are routinely used in brain imaging, to align data for inter-subject and group comparisons, and for voxelwise statistical analyses. To understand how the choice of registration method affects maps of functional brain connectivity in a sample of 611 twins, we evaluated three popular nonlinear registration methods: Advanced Normalization Tools (ANTs), Automatic Registration Toolbox (ART), and FMRIB's Nonlinear Image Registration Tool (FNIRT). Using both structural and functional MRI, we used each of the three methods to align the MNI152 brain template, and 80 regions of interest (ROIs), to each subject's T1-weighted (T1w) anatomical image. We then transformed each subject's ROIs onto the associated resting state functional MRI (rs-fMRI) scans and computed a connectivity network or functional connectome for each subject. Given the different degrees of genetic similarity between pairs of monozygotic (MZ) and same-sex dizygotic (DZ) twins, we used structural equation modeling to estimate the additive genetic influences on the elements of the function networks, or their heritability. The functional connectome and derived statistics were relatively robust to nonlinear registration effects.

Control of AUVs using differential flatness theory and the derivative-free nonlinear Kalman Filter

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Raffo, Guilerme

2015-12-01

The paper proposes nonlinear control and filtering for Autonomous Underwater Vessels (AUVs) based on differential flatness theory and on the use of the Derivative-free nonlinear Kalman Filter. First, it is shown that the 6-DOF dynamic model of the AUV is a differentially flat one. This enables its transformation into the linear canonical (Brunovsky) form and facilitates the design of a state feedback controller. A problem that has to be dealt with is the uncertainty about the parameters of the AUV's dynamic model, as well the external perturbations which affect its motion. To cope with this, it is proposed to use a disturbance observer which is based on the Derivative-free nonlinear Kalman Filter. The considered filtering method consists of the standard Kalman Filter recursion applied on the linearized model of the vessel and of an inverse transformation based on differential flatness theory, which enables to obtain estimates of the state variables of the initial nonlinear model of the vessel. The Kalman Filter-based disturbance observer performs simultaneous estimation of the non-measurable state variables of the AUV and of the perturbation terms that affect its dynamics. By estimating such disturbances, their compensation is also succeeded through suitable modification of the feedback control input. The efficiency of the proposed AUV control and estimation scheme is confirmed through simulation experiments.

Estimation of Rotary Stability Derivatives at Subsonic and Transonic Speeds

NASA Technical Reports Server (NTRS)

Tobak, Murray; Lessing, Henry C.

1961-01-01

The first part of this paper pertains to the estimation of subsonic rotary stability derivatives of wings. The unsteady potential flow problem is solved by a superposition of steady flow solutions. Numerical results for the damping coefficients of triangular wings are presented as functions of aspect ratio and Mach number, and are compared with experimental results over the Mach number range 0 to 1. In the second part, experimental results are used. to point out a close correlation between the nonlinear variations with angle of attack of the static pitching-moment curve slope and the damping-in-pitch coefficient. The underlying basis for the correlation is found as a result of an analysis in which the indicial function concept and. the principle of super-position are adapted to apply to the nonlinear problem. The form of the result suggests a method of estimating nonlinear damping coefficients from results of static wind-tunnel measurements.

Change detection in the dynamics of an intracellular protein synthesis model using nonlinear Kalman filtering.

PubMed

Rigatos, Gerasimos G; Rigatou, Efthymia G; Djida, Jean Daniel

2015-10-01

A method for early diagnosis of parametric changes in intracellular protein synthesis models (e.g. the p53 protein - mdm2 inhibitor model) is developed with the use of a nonlinear Kalman Filtering approach (Derivative-free nonlinear Kalman Filter) and of statistical change detection methods. The intracellular protein synthesis dynamic model is described by a set of coupled nonlinear differential equations. It is shown that such a dynamical system satisfies differential flatness properties and this allows to transform it, through a change of variables (diffeomorphism), to the so-called linear canonical form. For the linearized equivalent of the dynamical system, state estimation can be performed using the Kalman Filter recursion. Moreover, by applying an inverse transformation based on the previous diffeomorphism it becomes also possible to obtain estimates of the state variables of the initial nonlinear model. By comparing the output of the Kalman Filter (which is assumed to correspond to the undistorted dynamical model) with measurements obtained from the monitored protein synthesis system, a sequence of differences (residuals) is obtained. The statistical processing of the residuals with the use of x2 change detection tests, can provide indication within specific confidence intervals about parametric changes in the considered biological system and consequently indications about the appearance of specific diseases (e.g. malignancies).

Model reduction and frequency residuals for a robust estimation of nonlinearities in subspace identification

NASA Astrophysics Data System (ADS)

De Filippis, G.; Noël, J. P.; Kerschen, G.; Soria, L.; Stephan, C.

2017-09-01

The introduction of the frequency-domain nonlinear subspace identification (FNSI) method in 2013 constitutes one in a series of recent attempts toward developing a realistic, first-generation framework applicable to complex structures. If this method showed promising capabilities when applied to academic structures, it is still confronted with a number of limitations which needs to be addressed. In particular, the removal of nonphysical poles in the identified nonlinear models is a distinct challenge. In the present paper, it is proposed as a first contribution to operate directly on the identified state-space matrices to carry out spurious pole removal. A modal-space decomposition of the state and output matrices is examined to discriminate genuine from numerical poles, prior to estimating the extended input and feedthrough matrices. The final state-space model thus contains physical information only and naturally leads to nonlinear coefficients free of spurious variations. Besides spurious variations due to nonphysical poles, vibration modes lying outside the frequency band of interest may also produce drifts of the nonlinear coefficients. The second contribution of the paper is to include residual terms, accounting for the existence of these modes. The proposed improved FNSI methodology is validated numerically and experimentally using a full-scale structure, the Morane-Saulnier Paris aircraft.

The estimation of nonlinearity in problems of the building of initial confidence regions for small bodies motion. (Russian Title: Оценивание нелинейности в задачах построения начальных доверительных областей движения малых тел)

NASA Astrophysics Data System (ADS)

Syusina, O. M.; Chernitsov, A. M.; Tamarov, V. A.

2011-07-01

Simple and mathematically rigorous methods for calculating of nonlinearity coefficients are proposed. These coefficients allow us to make classification for the least squares problem as strongly or weakly nonlinear one. The advices are given on how to reduce a concrete estimation problem to weakly nonlinear one where a more efficient linear approach can be used.

Additivity and maximum likelihood estimation of nonlinear component biomass models

Treesearch

David L.R. Affleck

2015-01-01

Since Parresol's (2001) seminal paper on the subject, it has become common practice to develop nonlinear tree biomass equations so as to ensure compatibility among total and component predictions and to fit equations jointly using multi-step least squares (MSLS) methods. In particular, many researchers have specified total tree biomass models by aggregating the...

Nonlinear absorption enhancement of AuNPs based polymer nanocomposites

NASA Astrophysics Data System (ADS)

Zulina, Natalia A.; Baranov, Mikhail A.; Kniazev, Kirill I.; Kaliabin, Viacheslav O.; Denisyuk, Igor Yu.; Achor, Susan U.; Sitnikova, Vera E.

2018-07-01

Au nanoparticles (AuNPs) based polymer nanocomposites with high nonlinear absorption coefficient were synthesized by UV-photocuring. AuNPs were synthesized by laser ablation method in liquid monomer isodecyl acrylate (IDA). In this research, two colloids with 70 nm and 20 nm nanoparticles average sizes were studied. Size control was performed with SEM and STEM. Prepared nanomaterials exhibit strong third-order nonlinear optical responses under CW laser irradiation at 532 nm, which was estimated by using z-scan technique performed with open aperture. It was found experimentally that nonlinear absorption β is almost twice higher for nanocomposites with smaller AuNPs.

Proper orthogonal decomposition-based spectral higher-order stochastic estimation

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

Baars, Woutijn J., E-mail: wbaars@unimelb.edu.au; Tinney, Charles E.

A unique routine, capable of identifying both linear and higher-order coherence in multiple-input/output systems, is presented. The technique combines two well-established methods: Proper Orthogonal Decomposition (POD) and Higher-Order Spectra Analysis. The latter of these is based on known methods for characterizing nonlinear systems by way of Volterra series. In that, both linear and higher-order kernels are formed to quantify the spectral (nonlinear) transfer of energy between the system's input and output. This reduces essentially to spectral Linear Stochastic Estimation when only first-order terms are considered, and is therefore presented in the context of stochastic estimation as spectral Higher-Order Stochastic Estimationmore » (HOSE). The trade-off to seeking higher-order transfer kernels is that the increased complexity restricts the analysis to single-input/output systems. Low-dimensional (POD-based) analysis techniques are inserted to alleviate this void as POD coefficients represent the dynamics of the spatial structures (modes) of a multi-degree-of-freedom system. The mathematical framework behind this POD-based HOSE method is first described. The method is then tested in the context of jet aeroacoustics by modeling acoustically efficient large-scale instabilities as combinations of wave packets. The growth, saturation, and decay of these spatially convecting wave packets are shown to couple both linearly and nonlinearly in the near-field to produce waveforms that propagate acoustically to the far-field for different frequency combinations.« less

Choosing Models for Health Care Cost Analyses: Issues of Nonlinearity and Endogeneity

PubMed Central

Garrido, Melissa M; Deb, Partha; Burgess, James F; Penrod, Joan D

2012-01-01

Objective To compare methods of analyzing endogenous treatment effect models for nonlinear outcomes and illustrate the impact of model specification on estimates of treatment effects such as health care costs. Data Sources Secondary data on cost and utilization for inpatients hospitalized in five Veterans Affairs acute care facilities in 2005–2006. Study Design We compare results from analyses with full information maximum simulated likelihood (FIMSL); control function (CF) approaches employing different types and functional forms for the residuals, including the special case of two-stage residual inclusion; and two-stage least squares (2SLS). As an example, we examine the effect of an inpatient palliative care (PC) consultation on direct costs of care per day. Data Collection/Extraction Methods We analyzed data for 3,389 inpatients with one or more life-limiting diseases. Principal Findings The distribution of average treatment effects on the treated and local average treatment effects of a PC consultation depended on model specification. CF and FIMSL estimates were more similar to each other than to 2SLS estimates. CF estimates were sensitive to choice and functional form of residual. Conclusions When modeling cost or other nonlinear data with endogeneity, one should be aware of the impact of model specification and treatment effect choice on results. PMID:22524165

Dynamic Modeling of Cell-Free Biochemical Networks Using Effective Kinetic Models

DTIC Science & Technology

2015-03-16

sensitivity value was the maximum uncertainty in that value estimated by the Sobol method. 2.4. Global Sensitivity Analysis of the Reduced Order Coagulation...sensitivity analysis, using the variance-based method of Sobol , to estimate which parameters controlled the performance of the reduced order model [69]. We...Environment. Comput. Sci. Eng. 2007, 9, 90–95. 69. Sobol , I. Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation

NASA Astrophysics Data System (ADS)

Krishnanathan, Kirubhakaran; Anderson, Sean R.; Billings, Stephen A.; Kadirkamanathan, Visakan

2016-11-01

In this paper, we derive a system identification framework for continuous-time nonlinear systems, for the first time using a simulation-focused computational Bayesian approach. Simulation approaches to nonlinear system identification have been shown to outperform regression methods under certain conditions, such as non-persistently exciting inputs and fast-sampling. We use the approximate Bayesian computation (ABC) algorithm to perform simulation-based inference of model parameters. The framework has the following main advantages: (1) parameter distributions are intrinsically generated, giving the user a clear description of uncertainty, (2) the simulation approach avoids the difficult problem of estimating signal derivatives as is common with other continuous-time methods, and (3) as noted above, the simulation approach improves identification under conditions of non-persistently exciting inputs and fast-sampling. Term selection is performed by judging parameter significance using parameter distributions that are intrinsically generated as part of the ABC procedure. The results from a numerical example demonstrate that the method performs well in noisy scenarios, especially in comparison to competing techniques that rely on signal derivative estimation.

Incorporating nonlinearity into mediation analyses.

PubMed

Knafl, George J; Knafl, Kathleen A; Grey, Margaret; Dixon, Jane; Deatrick, Janet A; Gallo, Agatha M

2017-03-21

Mediation is an important issue considered in the behavioral, medical, and social sciences. It addresses situations where the effect of a predictor variable X on an outcome variable Y is explained to some extent by an intervening, mediator variable M. Methods for addressing mediation have been available for some time. While these methods continue to undergo refinement, the relationships underlying mediation are commonly treated as linear in the outcome Y, the predictor X, and the mediator M. These relationships, however, can be nonlinear. Methods are needed for assessing when mediation relationships can be treated as linear and for estimating them when they are nonlinear. Existing adaptive regression methods based on fractional polynomials are extended here to address nonlinearity in mediation relationships, but assuming those relationships are monotonic as would be consistent with theories about directionality of such relationships. Example monotonic mediation analyses are provided assessing linear and monotonic mediation of the effect of family functioning (X) on a child's adaptation (Y) to a chronic condition by the difficulty (M) for the family in managing the child's condition. Example moderated monotonic mediation and simulation analyses are also presented. Adaptive methods provide an effective way to incorporate possibly nonlinear monotonicity into mediation relationships.

A Nonlinear Least Squares Approach to Time of Death Estimation Via Body Cooling.

PubMed

Rodrigo, Marianito R

2016-01-01

The problem of time of death (TOD) estimation by body cooling is revisited by proposing a nonlinear least squares approach that takes as input a series of temperature readings only. Using a reformulation of the Marshall-Hoare double exponential formula and a technique for reducing the dimension of the state space, an error function that depends on the two cooling rates is constructed, with the aim of minimizing this function. Standard nonlinear optimization methods that are used to minimize the bivariate error function require an initial guess for these unknown rates. Hence, a systematic procedure based on the given temperature data is also proposed to determine an initial estimate for the rates. Then, an explicit formula for the TOD is given. Results of numerical simulations using both theoretical and experimental data are presented, both yielding reasonable estimates. The proposed procedure does not require knowledge of the temperature at death nor the body mass. In fact, the method allows the estimation of the temperature at death once the cooling rates and the TOD have been calculated. The procedure requires at least three temperature readings, although more measured readings could improve the estimates. With the aid of computerized recording and thermocouple detectors, temperature readings spaced 10-15 min apart, for example, can be taken. The formulas can be straightforwardly programmed and installed on a hand-held device for field use. © 2015 American Academy of Forensic Sciences.

Sequential reconstruction of driving-forces from nonlinear nonstationary dynamics

NASA Astrophysics Data System (ADS)

Güntürkün, Ulaş

2010-07-01

This paper describes a functional analysis-based method for the estimation of driving-forces from nonlinear dynamic systems. The driving-forces account for the perturbation inputs induced by the external environment or the secular variations in the internal variables of the system. The proposed algorithm is applicable to the problems for which there is too little or no prior knowledge to build a rigorous mathematical model of the unknown dynamics. We derive the estimator conditioned on the differentiability of the unknown system’s mapping, and smoothness of the driving-force. The proposed algorithm is an adaptive sequential realization of the blind prediction error method, where the basic idea is to predict the observables, and retrieve the driving-force from the prediction error. Our realization of this idea is embodied by predicting the observables one-step into the future using a bank of echo state networks (ESN) in an online fashion, and then extracting the raw estimates from the prediction error and smoothing these estimates in two adaptive filtering stages. The adaptive nature of the algorithm enables to retrieve both slowly and rapidly varying driving-forces accurately, which are illustrated by simulations. Logistic and Moran-Ricker maps are studied in controlled experiments, exemplifying chaotic state and stochastic measurement models. The algorithm is also applied to the estimation of a driving-force from another nonlinear dynamic system that is stochastic in both state and measurement equations. The results are judged by the posterior Cramer-Rao lower bounds. The method is finally put into test on a real-world application; extracting sun’s magnetic flux from the sunspot time series.

The impact of composite AUC estimates on the prediction of systemic exposure in toxicology experiments.

PubMed

Sahota, Tarjinder; Danhof, Meindert; Della Pasqua, Oscar

2015-06-01

Current toxicity protocols relate measures of systemic exposure (i.e. AUC, Cmax) as obtained by non-compartmental analysis to observed toxicity. A complicating factor in this practice is the potential bias in the estimates defining safe drug exposure. Moreover, it prevents the assessment of variability. The objective of the current investigation was therefore (a) to demonstrate the feasibility of applying nonlinear mixed effects modelling for the evaluation of toxicokinetics and (b) to assess the bias and accuracy in summary measures of systemic exposure for each method. Here, simulation scenarios were evaluated, which mimic toxicology protocols in rodents. To ensure differences in pharmacokinetic properties are accounted for, hypothetical drugs with varying disposition properties were considered. Data analysis was performed using non-compartmental methods and nonlinear mixed effects modelling. Exposure levels were expressed as area under the concentration versus time curve (AUC), peak concentrations (Cmax) and time above a predefined threshold (TAT). Results were then compared with the reference values to assess the bias and precision of parameter estimates. Higher accuracy and precision were observed for model-based estimates (i.e. AUC, Cmax and TAT), irrespective of group or treatment duration, as compared with non-compartmental analysis. Despite the focus of guidelines on establishing safety thresholds for the evaluation of new molecules in humans, current methods neglect uncertainty, lack of precision and bias in parameter estimates. The use of nonlinear mixed effects modelling for the analysis of toxicokinetics provides insight into variability and should be considered for predicting safe exposure in humans.

Estimation of Sonic Fatigue by Reduced-Order Finite Element Based Analyses

NASA Technical Reports Server (NTRS)

Rizzi, Stephen A.; Przekop, Adam

2006-01-01

A computationally efficient, reduced-order method is presented for prediction of sonic fatigue of structures exhibiting geometrically nonlinear response. A procedure to determine the nonlinear modal stiffness using commercial finite element codes allows the coupled nonlinear equations of motion in physical degrees of freedom to be transformed to a smaller coupled system of equations in modal coordinates. The nonlinear modal system is first solved using a computationally light equivalent linearization solution to determine if the structure responds to the applied loading in a nonlinear fashion. If so, a higher fidelity numerical simulation in modal coordinates is undertaken to more accurately determine the nonlinear response. Comparisons of displacement and stress response obtained from the reduced-order analyses are made with results obtained from numerical simulation in physical degrees-of-freedom. Fatigue life predictions from nonlinear modal and physical simulations are made using the rainflow cycle counting method in a linear cumulative damage analysis. Results computed for a simple beam structure under a random acoustic loading demonstrate the effectiveness of the approach and compare favorably with results obtained from the solution in physical degrees-of-freedom.

Adaptive error covariances estimation methods for ensemble Kalman filters

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

Zhen, Yicun, E-mail: zhen@math.psu.edu; Harlim, John, E-mail: jharlim@psu.edu

2015-08-01

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for usingmore » information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.« less

Model-based estimation and control for off-axis parabolic mirror alignment

NASA Astrophysics Data System (ADS)

Fang, Joyce; Savransky, Dmitry

2018-02-01

This paper propose an model-based estimation and control method for an off-axis parabolic mirror (OAP) alignment. Current studies in automated optical alignment systems typically require additional wavefront sensors. We propose a self-aligning method using only focal plane images captured by the existing camera. Image processing methods and Karhunen-Loève (K-L) decomposition are used to extract measurements for the observer in closed-loop control system. Our system has linear dynamic in state transition, and a nonlinear mapping from the state to the measurement. An iterative extended Kalman filter (IEKF) is shown to accurately predict the unknown states, and nonlinear observability is discussed. Linear-quadratic regulator (LQR) is applied to correct the misalignments. The method is validated experimentally on the optical bench with a commercial OAP. We conduct 100 tests in the experiment to demonstrate the consistency in between runs.

Fast nonlinear gravity inversion in spherical coordinates with application to the South American Moho

NASA Astrophysics Data System (ADS)

Uieda, Leonardo; Barbosa, Valéria C. F.

2017-01-01

Estimating the relief of the Moho from gravity data is a computationally intensive nonlinear inverse problem. What is more, the modelling must take the Earths curvature into account when the study area is of regional scale or greater. We present a regularized nonlinear gravity inversion method that has a low computational footprint and employs a spherical Earth approximation. To achieve this, we combine the highly efficient Bott's method with smoothness regularization and a discretization of the anomalous Moho into tesseroids (spherical prisms). The computational efficiency of our method is attained by harnessing the fact that all matrices involved are sparse. The inversion results are controlled by three hyperparameters: the regularization parameter, the anomalous Moho density-contrast, and the reference Moho depth. We estimate the regularization parameter using the method of hold-out cross-validation. Additionally, we estimate the density-contrast and the reference depth using knowledge of the Moho depth at certain points. We apply the proposed method to estimate the Moho depth for the South American continent using satellite gravity data and seismological data. The final Moho model is in accordance with previous gravity-derived models and seismological data. The misfit to the gravity and seismological data is worse in the Andes and best in oceanic areas, central Brazil and Patagonia, and along the Atlantic coast. Similarly to previous results, the model suggests a thinner crust of 30-35 km under the Andean foreland basins. Discrepancies with the seismological data are greatest in the Guyana Shield, the central Solimões and Amazonas Basins, the Paraná Basin, and the Borborema province. These differences suggest the existence of crustal or mantle density anomalies that were unaccounted for during gravity data processing.

Performance of nonlinear mixed effects models in the presence of informative dropout.

PubMed

Björnsson, Marcus A; Friberg, Lena E; Simonsson, Ulrika S H

2015-01-01

Informative dropout can lead to bias in statistical analyses if not handled appropriately. The objective of this simulation study was to investigate the performance of nonlinear mixed effects models with regard to bias and precision, with and without handling informative dropout. An efficacy variable and dropout depending on that efficacy variable were simulated and model parameters were reestimated, with or without including a dropout model. The Laplace and FOCE-I estimation methods in NONMEM 7, and the stochastic simulations and estimations (SSE) functionality in PsN, were used in the analysis. For the base scenario, bias was low, less than 5% for all fixed effects parameters, when a dropout model was used in the estimations. When a dropout model was not included, bias increased up to 8% for the Laplace method and up to 21% if the FOCE-I estimation method was applied. The bias increased with decreasing number of observations per subject, increasing placebo effect and increasing dropout rate, but was relatively unaffected by the number of subjects in the study. This study illustrates that ignoring informative dropout can lead to biased parameters in nonlinear mixed effects modeling, but even in cases with few observations or high dropout rate, the bias is relatively low and only translates into small effects on predictions of the underlying effect variable. A dropout model is, however, crucial in the presence of informative dropout in order to make realistic simulations of trial outcomes.

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.

Estimating the Volterra Series Transfer Function over coherent optical OFDM for efficient monitoring of the fiber channel nonlinearity.

PubMed

Shulkind, Gal; Nazarathy, Moshe

2012-12-17

We present an efficient method for system identification (nonlinear channel estimation) of third order nonlinear Volterra Series Transfer Function (VSTF) characterizing the four-wave-mixing nonlinear process over a coherent OFDM fiber link. Despite the seemingly large number of degrees of freedom in the VSTF (cubic in the number of frequency points) we identified a compressed VSTF representation which does not entail loss of information. Additional slightly lossy compression may be obtained by discarding very low power VSTF coefficients associated with regions of destructive interference in the FWM phased array effect. Based on this two-staged VSTF compressed representation, we develop a robust and efficient algorithm of nonlinear system identification (optical performance monitoring) estimating the VSTF by transmission of an extended training sequence over the OFDM link, performing just a matrix-vector multiplication at the receiver by a pseudo-inverse matrix which is pre-evaluated offline. For 512 (1024) frequency samples per channel, the VSTF measurement takes less than 1 (10) msec to complete with computational complexity of one real-valued multiply-add operation per time sample. Relative to a naïve exhaustive three-tone-test, our algorithm is far more tolerant of ASE additive noise and its acquisition time is orders of magnitude faster.

Distributed ESO based cooperative tracking control for high-order nonlinear multiagent systems with lumped disturbance and application in multi flight simulators systems.

PubMed

Cong, Zhang

2018-03-01

Based on extended state observer, a novel and practical design method is developed to solve the distributed cooperative tracking problem of higher-order nonlinear multiagent systems with lumped disturbance in a fixed communication topology directed graph. The proposed method is designed to guarantee all the follower nodes ultimately and uniformly converge to the leader node with bounded residual errors. The leader node, modeled as a higher-order non-autonomous nonlinear system, acts as a command generator giving commands only to a small portion of the networked follower nodes. Extended state observer is used to estimate the local states and lumped disturbance of each follower node. Moreover, each distributed controller can work independently only requiring the relative states and/or the estimated relative states information between itself and its neighbors. Finally an engineering application of multi flight simulators systems is demonstrated to test and verify the effectiveness of the proposed algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Multistage degradation modeling for BLDC motor based on Wiener process

NASA Astrophysics Data System (ADS)

Yuan, Qingyang; Li, Xiaogang; Gao, Yuankai

2018-05-01

Brushless DC motors are widely used, and their working temperatures, regarding as degradation processes, are nonlinear and multistage. It is necessary to establish a nonlinear degradation model. In this research, our study was based on accelerated degradation data of motors, which are their working temperatures. A multistage Wiener model was established by using the transition function to modify linear model. The normal weighted average filter (Gauss filter) was used to improve the results of estimation for the model parameters. Then, to maximize likelihood function for parameter estimation, we used numerical optimization method- the simplex method for cycle calculation. Finally, the modeling results show that the degradation mechanism changes during the degradation of the motor with high speed. The effectiveness and rationality of model are verified by comparison of the life distribution with widely used nonlinear Wiener model, as well as a comparison of QQ plots for residual. Finally, predictions for motor life are gained by life distributions in different times calculated by multistage model.

Evaluation of Piloted Inputs for Onboard Frequency Response Estimation

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Martos, Borja

2013-01-01

Frequency response estimation results are presented using piloted inputs and a real-time estimation method recently developed for multisine inputs. A nonlinear simulation of the F-16 and a Piper Saratoga research aircraft were subjected to different piloted test inputs while the short period stabilator/elevator to pitch rate frequency response was estimated. Results show that the method can produce accurate results using wide-band piloted inputs instead of multisines. A new metric is introduced for evaluating which data points to include in the analysis and recommendations are provided for applying this method with piloted inputs.

Development of a shortleaf pine individual-tree growth equation using non-linear mixed modeling techniques

Treesearch

Chakra B. Budhathoki; Thomas B. Lynch; James M. Guldin

2010-01-01

Nonlinear mixed-modeling methods were used to estimate parameters in an individual-tree basal area growth model for shortleaf pine (Pinus echinata Mill.). Shortleaf pine individual-tree growth data were available from over 200 permanently established 0.2-acre fixed-radius plots located in naturally-occurring even-aged shortleaf pine forests on the...

Real-Time Frequency Response Estimation Using Joined-Wing SensorCraft Aeroelastic Wind-Tunnel Data

NASA Technical Reports Server (NTRS)

Grauer, Jared A; Heeg, Jennifer; Morelli, Eugene A

2012-01-01

A new method is presented for estimating frequency responses and their uncertainties from wind-tunnel data in real time. The method uses orthogonal phase-optimized multi- sine excitation inputs and a recursive Fourier transform with a least-squares estimator. The method was first demonstrated with an F-16 nonlinear flight simulation and results showed that accurate short period frequency responses were obtained within 10 seconds. The method was then applied to wind-tunnel data from a previous aeroelastic test of the Joined- Wing SensorCraft. Frequency responses describing bending strains from simultaneous control surface excitations were estimated in a time-efficient manner.

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

Multidimensional density shaping by sigmoids.

PubMed

Roth, Z; Baram, Y

1996-01-01

An estimate of the probability density function of a random vector is obtained by maximizing the output entropy of a feedforward network of sigmoidal units with respect to the input weights. Classification problems can be solved by selecting the class associated with the maximal estimated density. Newton's optimization method, applied to the estimated density, yields a recursive estimator for a random variable or a random sequence. A constrained connectivity structure yields a linear estimator, which is particularly suitable for "real time" prediction. A Gaussian nonlinearity yields a closed-form solution for the network's parameters, which may also be used for initializing the optimization algorithm when other nonlinearities are employed. A triangular connectivity between the neurons and the input, which is naturally suggested by the statistical setting, reduces the number of parameters. Applications to classification and forecasting problems are demonstrated.

Instantaneous nonlinear assessment of complex cardiovascular dynamics by Laguerre-Volterra point process models.

PubMed

Valenza, Gaetano; Citi, Luca; Barbieri, Riccardo

2013-01-01

We report an exemplary study of instantaneous assessment of cardiovascular dynamics performed using point-process nonlinear models based on Laguerre expansion of the linear and nonlinear Wiener-Volterra kernels. As quantifiers, instantaneous measures such as high order spectral features and Lyapunov exponents can be estimated from a quadratic and cubic autoregressive formulation of the model first order moment, respectively. Here, these measures are evaluated on heartbeat series coming from 16 healthy subjects and 14 patients with Congestive Hearth Failure (CHF). Data were gathered from the on-line repository PhysioBank, which has been taken as landmark for testing nonlinear indices. Results show that the proposed nonlinear Laguerre-Volterra point-process methods are able to track the nonlinear and complex cardiovascular dynamics, distinguishing significantly between CHF and healthy heartbeat series.

Nonlinear aerodynamic effects on bodies in supersonic flow

NASA Technical Reports Server (NTRS)

Pittman, J. L.; Siclari, M. J.

1984-01-01

The supersonic flow about generic bodies was analyzed to identify the elments of the nonlinear flow and to determine the influence of geometry and flow conditions on the magnitude of these nonlinearities. The nonlinear effects were attributed to separated-flow nonlinearities and attached-flow nonlinearities. The nonlinear attached-flow contribution was further broken down into large-disturbance effects and entropy effects. Conical, attached-flow bundaries were developed to illustrate the flow regimes where the nonlinear effects are significant, and the use of these boundaries for angle of attack and three-dimensional geometries was indicated. Normal-force and pressure comparisons showed that the large-disturbance and separated-flow effects were the dominant nonlinear effects at low supersonic Mach numbers and that the entropy effects were dominant for high supersonic Mach number flow. The magnitude of all the nonlinear effects increased with increasing angle of attack. A full-potential method, NCOREL, which includes an approximate entropy correction, was shown to provide accurate attached-flow pressure estimates from Mach 1.6 through 4.6.

Fourth order exponential time differencing method with local discontinuous Galerkin approximation for coupled nonlinear Schrodinger equations

DOE PAGES

Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong

2015-01-23

In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.

Efficient Numerical Methods for Nonlinear-Facilitated Transport and Exchange in a Blood-Tissue Exchange Unit

PubMed Central

Poulain, Christophe A.; Finlayson, Bruce A.; Bassingthwaighte, James B.

2010-01-01

The analysis of experimental data obtained by the multiple-indicator method requires complex mathematical models for which capillary blood-tissue exchange (BTEX) units are the building blocks. This study presents a new, nonlinear, two-region, axially distributed, single capillary, BTEX model. A facilitated transporter model is used to describe mass transfer between plasma and intracellular spaces. To provide fast and accurate solutions, numerical techniques suited to nonlinear convection-dominated problems are implemented. These techniques are the random choice method, an explicit Euler-Lagrange scheme, and the MacCormack method with and without flux correction. The accuracy of the numerical techniques is demonstrated, and their efficiencies are compared. The random choice, Euler-Lagrange and plain MacCormack method are the best numerical techniques for BTEX modeling. However, the random choice and Euler-Lagrange methods are preferred over the MacCormack method because they allow for the derivation of a heuristic criterion that makes the numerical methods stable without degrading their efficiency. Numerical solutions are also used to illustrate some nonlinear behaviors of the model and to show how the new BTEX model can be used to estimate parameters from experimental data. PMID:9146808

Kalman filter control of a model of spatiotemporal cortical dynamics

PubMed Central

Schiff, Steven J; Sauer, Tim

2007-01-01

Recent advances in Kalman filtering to estimate system state and parameters in nonlinear systems have offered the potential to apply such approaches to spatiotemporal nonlinear systems. We here adapt the nonlinear method of unscented Kalman filtering to observe the state and estimate parameters in a computational spatiotemporal excitable system that serves as a model for cerebral cortex. We demonstrate the ability to track spiral wave dynamics, and to use an observer system to calculate control signals delivered through applied electrical fields. We demonstrate how this strategy can control the frequency of such a system, or quench the wave patterns, while minimizing the energy required for such results. These findings are readily testable in experimental applications, and have the potential to be applied to the treatment of human disease. PMID:18310806

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.

Space-dependent perfusion coefficient estimation in a 2D bioheat transfer problem

NASA Astrophysics Data System (ADS)

Bazán, Fermín S. V.; Bedin, Luciano; Borges, Leonardo S.

2017-05-01

In this work, a method for estimating the space-dependent perfusion coefficient parameter in a 2D bioheat transfer model is presented. In the method, the bioheat transfer model is transformed into a time-dependent semidiscrete system of ordinary differential equations involving perfusion coefficient values as parameters, and the estimation problem is solved through a nonlinear least squares technique. In particular, the bioheat problem is solved by the method of lines based on a highly accurate pseudospectral approach, and perfusion coefficient values are estimated by the regularized Gauss-Newton method coupled with a proper regularization parameter. The performance of the method on several test problems is illustrated numerically.

Correntropy-based partial directed coherence for testing multivariate Granger causality in nonlinear processes

NASA Astrophysics Data System (ADS)

Kannan, Rohit; Tangirala, Arun K.

2014-06-01

Identification of directional influences in multivariate systems is of prime importance in several applications of engineering and sciences such as plant topology reconstruction, fault detection and diagnosis, and neurosciences. A spectrum of related directionality measures, ranging from linear measures such as partial directed coherence (PDC) to nonlinear measures such as transfer entropy, have emerged over the past two decades. The PDC-based technique is simple and effective, but being a linear directionality measure has limited applicability. On the other hand, transfer entropy, despite being a robust nonlinear measure, is computationally intensive and practically implementable only for bivariate processes. The objective of this work is to develop a nonlinear directionality measure, termed as KPDC, that possesses the simplicity of PDC but is still applicable to nonlinear processes. The technique is founded on a nonlinear measure called correntropy, a recently proposed generalized correlation measure. The proposed method is equivalent to constructing PDC in a kernel space where the PDC is estimated using a vector autoregressive model built on correntropy. A consistent estimator of the KPDC is developed and important theoretical results are established. A permutation scheme combined with the sequential Bonferroni procedure is proposed for testing hypothesis on absence of causality. It is demonstrated through several case studies that the proposed methodology effectively detects Granger causality in nonlinear processes.

Onboard Nonlinear Engine Sensor and Component Fault Diagnosis and Isolation Scheme

NASA Technical Reports Server (NTRS)

Tang, Liang; DeCastro, Jonathan A.; Zhang, Xiaodong

2011-01-01

A method detects and isolates in-flight sensor, actuator, and component faults for advanced propulsion systems. In sharp contrast to many conventional methods, which deal with either sensor fault or component fault, but not both, this method considers sensor fault, actuator fault, and component fault under one systemic and unified framework. The proposed solution consists of two main components: a bank of real-time, nonlinear adaptive fault diagnostic estimators for residual generation, and a residual evaluation module that includes adaptive thresholds and a Transferable Belief Model (TBM)-based residual evaluation scheme. By employing a nonlinear adaptive learning architecture, the developed approach is capable of directly dealing with nonlinear engine models and nonlinear faults without the need of linearization. Software modules have been developed and evaluated with the NASA C-MAPSS engine model. Several typical engine-fault modes, including a subset of sensor/actuator/components faults, were tested with a mild transient operation scenario. The simulation results demonstrated that the algorithm was able to successfully detect and isolate all simulated faults as long as the fault magnitudes were larger than the minimum detectable/isolable sizes, and no misdiagnosis occurred

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

NASA Astrophysics Data System (ADS)

Heidari, Manoutchehr; Wench, Allen

1997-05-01

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

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

USGS Publications Warehouse

Heidari, M.; Moench, A.

1997-01-01

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

Application of parameter estimation to highly unstable aircraft

NASA Technical Reports Server (NTRS)

Maine, R. E.; Murray, J. E.

1986-01-01

This paper discusses the application of parameter estimation to highly unstable aircraft. It includes a discussion of the problems in applying the output error method to such aircraft and demonstrates that the filter error method eliminates these problems. The paper shows that the maximum likelihood estimator with no process noise does not reduce to the output error method when the system is unstable. It also proposes and demonstrates an ad hoc method that is similar in form to the filter error method, but applicable to nonlinear problems. Flight data from the X-29 forward-swept-wing demonstrator is used to illustrate the problems and methods discussed.

Application of parameter estimation to highly unstable aircraft

NASA Technical Reports Server (NTRS)

Maine, R. E.; Murray, J. E.

1986-01-01

The application of parameter estimation to highly unstable aircraft is discussed. Included are a discussion of the problems in applying the output error method to such aircraft and demonstrates that the filter error method eliminates these problems. The paper shows that the maximum likelihood estimator with no process noise does not reduce to the output error method when the system is unstable. It also proposes and demonstrates an ad hoc method that is similar in form to the filter error method, but applicable to nonlinear problems. Flight data from the X-29 forward-swept-wing demonstrator is used to illustrate the problems and methods discussed.

Projection-based estimation and nonuniformity correction of sensitivity profiles in phased-array surface coils.

PubMed

Yun, Sungdae; Kyriakos, Walid E; Chung, Jun-Young; Han, Yeji; Yoo, Seung-Schik; Park, Hyunwook

2007-03-01

To develop a novel approach for calculating the accurate sensitivity profiles of phased-array coils, resulting in correction of nonuniform intensity in parallel MRI. The proposed intensity-correction method estimates the accurate sensitivity profile of each channel of the phased-array coil. The sensitivity profile is estimated by fitting a nonlinear curve to every projection view through the imaged object. The nonlinear curve-fitting efficiently obtains the low-frequency sensitivity profile by eliminating the high-frequency image contents. Filtered back-projection (FBP) is then used to compute the estimates of the sensitivity profile of each channel. The method was applied to both phantom and brain images acquired from the phased-array coil. Intensity-corrected images from the proposed method had more uniform intensity than those obtained by the commonly used sum-of-squares (SOS) approach. With the use of the proposed correction method, the intensity variation was reduced to 6.1% from 13.1% of the SOS. When the proposed approach was applied to the computation of the sensitivity maps during sensitivity encoding (SENSE) reconstruction, it outperformed the SOS approach in terms of the reconstructed image uniformity. The proposed method is more effective at correcting the intensity nonuniformity of phased-array surface-coil images than the conventional SOS method. In addition, the method was shown to be resilient to noise and was successfully applied for image reconstruction in parallel imaging.

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

NASA Astrophysics Data System (ADS)

Nair, S. P.; Righetti, R.

2015-05-01

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

A novel post-processing scheme for two-dimensional electrical impedance tomography based on artificial neural networks

PubMed Central

2017-01-01

Objective Electrical Impedance Tomography (EIT) is a powerful non-invasive technique for imaging applications. The goal is to estimate the electrical properties of living tissues by measuring the potential at the boundary of the domain. Being safe with respect to patient health, non-invasive, and having no known hazards, EIT is an attractive and promising technology. However, it suffers from a particular technical difficulty, which consists of solving a nonlinear inverse problem in real time. Several nonlinear approaches have been proposed as a replacement for the linear solver, but in practice very few are capable of stable, high-quality, and real-time EIT imaging because of their very low robustness to errors and inaccurate modeling, or because they require considerable computational effort. Methods In this paper, a post-processing technique based on an artificial neural network (ANN) is proposed to obtain a nonlinear solution to the inverse problem, starting from a linear solution. While common reconstruction methods based on ANNs estimate the solution directly from the measured data, the method proposed here enhances the solution obtained from a linear solver. Conclusion Applying a linear reconstruction algorithm before applying an ANN reduces the effects of noise and modeling errors. Hence, this approach significantly reduces the error associated with solving 2D inverse problems using machine-learning-based algorithms. Significance This work presents radical enhancements in the stability of nonlinear methods for biomedical EIT applications. PMID:29206856

Multiple imputation of rainfall missing data in the Iberian Mediterranean context

NASA Astrophysics Data System (ADS)

Miró, Juan Javier; Caselles, Vicente; Estrela, María José

2017-11-01

Given the increasing need for complete rainfall data networks, in recent years have been proposed diverse methods for filling gaps in observed precipitation series, progressively more advanced that traditional approaches to overcome the problem. The present study has consisted in validate 10 methods (6 linear, 2 non-linear and 2 hybrid) that allow multiple imputation, i.e., fill at the same time missing data of multiple incomplete series in a dense network of neighboring stations. These were applied for daily and monthly rainfall in two sectors in the Júcar River Basin Authority (east Iberian Peninsula), which is characterized by a high spatial irregularity and difficulty of rainfall estimation. A classification of precipitation according to their genetic origin was applied as pre-processing, and a quantile-mapping adjusting as post-processing technique. The results showed in general a better performance for the non-linear and hybrid methods, highlighting that the non-linear PCA (NLPCA) method outperforms considerably the Self Organizing Maps (SOM) method within non-linear approaches. On linear methods, the Regularized Expectation Maximization method (RegEM) was the best, but far from NLPCA. Applying EOF filtering as post-processing of NLPCA (hybrid approach) yielded the best results.

Robust estimation for partially linear models with large-dimensional covariates

PubMed Central

Zhu, LiPing; Li, RunZe; Cui, HengJian

2014-01-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of o(n), where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures. PMID:24955087

Robust estimation for partially linear models with large-dimensional covariates.

PubMed

Zhu, LiPing; Li, RunZe; Cui, HengJian

2013-10-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of [Formula: see text], where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures.

Parameterization of clear-sky surface irradiance and its implications for estimation of aerosol direct radiative effect and aerosol optical depth

PubMed Central

Xia, Xiangao

2015-01-01

Aerosols impact clear-sky surface irradiance () through the effects of scattering and absorption. Linear or nonlinear relationships between aerosol optical depth (τa) and have been established to describe the aerosol direct radiative effect on (ADRE). However, considerable uncertainties remain associated with ADRE due to the incorrect estimation of (τa in the absence of aerosols). Based on data from the Aerosol Robotic Network, the effects of τa, water vapor content (w) and the cosine of the solar zenith angle (μ) on are thoroughly considered, leading to an effective parameterization of as a nonlinear function of these three quantities. The parameterization is proven able to estimate with a mean bias error of 0.32 W m−2, which is one order of magnitude smaller than that derived using earlier linear or nonlinear functions. Applications of this new parameterization to estimate τa from , or vice versa, show that the root-mean-square errors were 0.08 and 10.0 Wm−2, respectively. Therefore, this study establishes a straightforward method to derive from τa or estimate τa from measurements if water vapor measurements are available. PMID:26395310

Inverse problems and optimal experiment design in unsteady heat transfer processes identification

NASA Technical Reports Server (NTRS)

Artyukhin, Eugene A.

1991-01-01

Experimental-computational methods for estimating characteristics of unsteady heat transfer processes are analyzed. The methods are based on the principles of distributed parameter system identification. The theoretical basis of such methods is the numerical solution of nonlinear ill-posed inverse heat transfer problems and optimal experiment design problems. Numerical techniques for solving problems are briefly reviewed. The results of the practical application of identification methods are demonstrated when estimating effective thermophysical characteristics of composite materials and thermal contact resistance in two-layer systems.

Phase space reconstruction and estimation of the largest Lyapunov exponent for gait kinematic data

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

Josiński, Henryk; Świtoński, Adam; Silesian University of Technology, Akademicka 16, 44-100 Gliwice

The authors describe an example of application of nonlinear time series analysis directed at identifying the presence of deterministic chaos in human motion data by means of the largest Lyapunov exponent. The method was previously verified on the basis of a time series constructed from the numerical solutions of both the Lorenz and the Rössler nonlinear dynamical systems.

Measurement-based perturbation theory and differential equation parameter estimation with applications to satellite gravimetry

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

The numerical integration method has been routinely used by major institutions worldwide, for example, NASA Goddard Space Flight Center and German Research Center for Geosciences (GFZ), to produce global gravitational models from satellite tracking measurements of CHAMP and/or GRACE types. Such Earth's gravitational products have found widest possible multidisciplinary applications in Earth Sciences. The method is essentially implemented by solving the differential equations of the partial derivatives of the orbit of a satellite with respect to the unknown harmonic coefficients under the conditions of zero initial values. From the mathematical and statistical point of view, satellite gravimetry from satellite tracking is essentially the problem of estimating unknown parameters in the Newton's nonlinear differential equations from satellite tracking measurements. We prove that zero initial values for the partial derivatives are incorrect mathematically and not permitted physically. The numerical integration method, as currently implemented and used in mathematics and statistics, chemistry and physics, and satellite gravimetry, is groundless, mathematically and physically. Given the Newton's nonlinear governing differential equations of satellite motion with unknown equation parameters and unknown initial conditions, we develop three methods to derive new local solutions around a nominal reference orbit, which are linked to measurements to estimate the unknown corrections to approximate values of the unknown parameters and the unknown initial conditions. Bearing in mind that satellite orbits can now be tracked almost continuously at unprecedented accuracy, we propose the measurement-based perturbation theory and derive global uniformly convergent solutions to the Newton's nonlinear governing differential equations of satellite motion for the next generation of global gravitational models. Since the solutions are global uniformly convergent, theoretically speaking, they are able to extract smallest possible gravitational signals from modern and future satellite tracking measurements, leading to the production of global high-precision, high-resolution gravitational models. By directly turning the nonlinear differential equations of satellite motion into the nonlinear integral equations, and recognizing the fact that satellite orbits are measured with random errors, we further reformulate the links between satellite tracking measurements and the global uniformly convergent solutions to the Newton's governing differential equations as a condition adjustment model with unknown parameters, or equivalently, the weighted least squares estimation of unknown differential equation parameters with equality constraints, for the reconstruction of global high-precision, high-resolution gravitational models from modern (and future) satellite tracking measurements.

Estimating Ω from Galaxy Redshifts: Linear Flow Distortions and Nonlinear Clustering

NASA Astrophysics Data System (ADS)

Bromley, B. C.; Warren, M. S.; Zurek, W. H.

1997-02-01

We propose a method to determine the cosmic mass density Ω from redshift-space distortions induced by large-scale flows in the presence of nonlinear clustering. Nonlinear structures in redshift space, such as fingers of God, can contaminate distortions from linear flows on scales as large as several times the small-scale pairwise velocity dispersion σv. Following Peacock & Dodds, we work in the Fourier domain and propose a model to describe the anisotropy in the redshift-space power spectrum; tests with high-resolution numerical data demonstrate that the model is robust for both mass and biased galaxy halos on translinear scales and above. On the basis of this model, we propose an estimator of the linear growth parameter β = Ω0.6/b, where b measures bias, derived from sampling functions that are tuned to eliminate distortions from nonlinear clustering. The measure is tested on the numerical data and found to recover the true value of β to within ~10%. An analysis of IRAS 1.2 Jy galaxies yields β=0.8+0.4-0.3 at a scale of 1000 km s-1, which is close to optimal given the shot noise and finite size of the survey. This measurement is consistent with dynamical estimates of β derived from both real-space and redshift-space information. The importance of the method presented here is that nonlinear clustering effects are removed to enable linear correlation anisotropy measurements on scales approaching the translinear regime. We discuss implications for analyses of forthcoming optical redshift surveys in which the dispersion is more than a factor of 2 greater than in the IRAS data.

On three dimensional object recognition and pose-determination: An abstraction based approach. Ph.D. Thesis - Michigan Univ. Final Report

NASA Technical Reports Server (NTRS)

Quek, Kok How Francis

1990-01-01

A method of computing reliable Gaussian and mean curvature sign-map descriptors from the polynomial approximation of surfaces was demonstrated. Such descriptors which are invariant under perspective variation are suitable for hypothesis generation. A means for determining the pose of constructed geometric forms whose algebraic surface descriptors are nonlinear in terms of their orienting parameters was developed. This was done by means of linear functions which are capable of approximating nonlinear forms and determining their parameters. It was shown that biquadratic surfaces are suitable companion linear forms for cylindrical approximation and parameter estimation. The estimates provided the initial parametric approximations necessary for a nonlinear regression stage to fine tune the estimates by fitting the actual nonlinear form to the data. A hypothesis-based split-merge algorithm for extraction and pose determination of cylinders and planes which merge smoothly into other surfaces was developed. It was shown that all split-merge algorithms are hypothesis-based. A finite-state algorithm for the extraction of the boundaries of run-length regions was developed. The computation takes advantage of the run list topology and boundary direction constraints implicit in the run-length encoding.

Adaptive Importance Sampling for Control and Inference

NASA Astrophysics Data System (ADS)

Kappen, H. J.; Ruiz, H. C.

2016-03-01

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feynman-Kac PI and can be estimated using Monte Carlo sampling. In this contribution we review PI control theory in the finite horizon case. We subsequently focus on the problem how to compute and represent control solutions. We review the most commonly used methods in robotics and control. Within the PI theory, the question of how to compute becomes the question of importance sampling. Efficient importance samplers are state feedback controllers and the use of these requires an efficient representation. Learning and representing effective state-feedback controllers for non-linear stochastic control problems is a very challenging, and largely unsolved, problem. We show how to learn and represent such controllers using ideas from the cross entropy method. We derive a gradient descent method that allows to learn feed-back controllers using an arbitrary parametrisation. We refer to this method as the path integral cross entropy method or PICE. We illustrate this method for some simple examples. The PI control methods can be used to estimate the posterior distribution in latent state models. In neuroscience these problems arise when estimating connectivity from neural recording data using EM. We demonstrate the PI control method as an accurate alternative to particle filtering.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

Uncertainty in simulated groundwater-quality trends in transient flow

USGS Publications Warehouse

Starn, J. Jeffrey; Bagtzoglou, Amvrossios; Robbins, Gary A.

2013-01-01

In numerical modeling of groundwater flow, the result of a given solution method is affected by the way in which transient flow conditions and geologic heterogeneity are simulated. An algorithm is demonstrated that simulates breakthrough curves at a pumping well by convolution-based particle tracking in a transient flow field for several synthetic basin-scale aquifers. In comparison to grid-based (Eulerian) methods, the particle (Lagrangian) method is better able to capture multimodal breakthrough caused by changes in pumping at the well, although the particle method may be apparently nonlinear because of the discrete nature of particle arrival times. Trial-and-error choice of number of particles and release times can perhaps overcome the apparent nonlinearity. Heterogeneous aquifer properties tend to smooth the effects of transient pumping, making it difficult to separate their effects in parameter estimation. Porosity, a new parameter added for advective transport, can be accurately estimated using both grid-based and particle-based methods, but predictions can be highly uncertain, even in the simple, nonreactive case.

Correction of Non-Linear Propagation Artifact in Contrast-Enhanced Ultrasound Imaging of Carotid Arteries: Methods and in Vitro Evaluation.

PubMed

Yildiz, Yesna O; Eckersley, Robert J; Senior, Roxy; Lim, Adrian K P; Cosgrove, David; Tang, Meng-Xing

2015-07-01

Non-linear propagation of ultrasound creates artifacts in contrast-enhanced ultrasound images that significantly affect both qualitative and quantitative assessments of tissue perfusion. This article describes the development and evaluation of a new algorithm to correct for this artifact. The correction is a post-processing method that estimates and removes non-linear artifact in the contrast-specific image using the simultaneously acquired B-mode image data. The method is evaluated on carotid artery flow phantoms with large and small vessels containing microbubbles of various concentrations at different acoustic pressures. The algorithm significantly reduces non-linear artifacts while maintaining the contrast signal from bubbles to increase the contrast-to-tissue ratio by up to 11 dB. Contrast signal from a small vessel 600 μm in diameter buried in tissue artifacts before correction was recovered after the correction. Copyright © 2015 World Federation for Ultrasound in Medicine & Biology. Published by Elsevier Inc. All rights reserved.

Koopman operator theory: Past, present, and future

NASA Astrophysics Data System (ADS)

Brunton, Steven; Kaiser, Eurika; Kutz, Nathan

2017-11-01

Koopman operator theory has emerged as a dominant method to represent nonlinear dynamics in terms of an infinite-dimensional linear operator. The Koopman operator acts on the space of all possible measurement functions of the system state, advancing these measurements with the flow of the dynamics. A linear representation of nonlinear dynamics has tremendous potential to enable the prediction, estimation, and control of nonlinear systems with standard textbook methods developed for linear systems. Dynamic mode decomposition has become the leading data-driven method to approximate the Koopman operator, although there are still open questions and challenges around how to obtain accurate approximations for strongly nonlinear systems. This talk will provide an introductory overview of modern Koopman operator theory, reviewing the basics and describing recent theoretical and algorithmic developments. Particular emphasis will be placed on the use of data-driven Koopman theory to characterize and control high-dimensional fluid dynamic systems. This talk will also address key advances in the rapidly growing fields of machine learning and data science that are likely to drive future developments.

Stochastic Modeling and Analysis of Multiple Nonlinear Accelerated Degradation Processes through Information Fusion

PubMed Central

Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao

2016-01-01

Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product’s performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner’s ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters. PMID:27509499

Stochastic Modeling and Analysis of Multiple Nonlinear Accelerated Degradation Processes through Information Fusion.

PubMed

Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao

2016-08-06

Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product's performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner's ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters.

Sustained modelling ability of artificial neural networks in the analysis of two pharmaceuticals (dextropropoxyphene and dipyrone) present in unequal concentrations.

PubMed

Cámara, María S; Ferroni, Félix M; De Zan, Mercedes; Goicoechea, Héctor C

2003-07-01

An improvement is presented on the simultaneous determination of two active ingredients present in unequal concentrations in injections. The analysis was carried out with spectrophotometric data and non-linear multivariate calibration methods, in particular artificial neural networks (ANNs). The presence of non-linearities caused by the major analyte concentrations which deviate from Beer's law was confirmed by plotting actual vs. predicted concentrations, and observing curvatures in the residuals for the estimated concentrations with linear methods. Mixtures of dextropropoxyphene and dipyrone have been analysed by using linear and non-linear partial least-squares (PLS and NPLSs) and ANNs. Notwithstanding the high degree of spectral overlap and the occurrence of non-linearities, rapid and simultaneous analysis has been achieved, with reasonably good accuracy and precision. A commercial sample was analysed by using the present methodology, and the obtained results show reasonably good agreement with those obtained by using high-performance liquid chromatography (HPLC) and a UV-spectrophotometric comparative methods.

Joint nonlinearity effects in the design of a flexible truss structure control system

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1986-01-01

Nonlinear effects are introduced in the dynamics of large space truss structures by the connecting joints which are designed with rather important tolerances to facilitate the assembly of the structures in space. The purpose was to develop means to investigate the nonlinear dynamics of the structures, particularly the limit cycles that might occur when active control is applied to the structures. An analytical method was sought and derived to predict the occurrence of limit cycles and to determine their stability. This method is mainly based on the quasi-linearization of every joint using describing functions. This approach was proven successful when simple dynamical systems were tested. Its applicability to larger systems depends on the amount of computations it requires, and estimates of the computational task tend to indicate that the number of individual sources of nonlinearity should be limited. Alternate analytical approaches, which do not account for every single nonlinearity, or the simulation of a simplified model of the dynamical system should, therefore, be investigated to determine a more effective way to predict limit cycles in large dynamical systems with an important number of distributed nonlinearities.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Instrumental Variable Analysis with a Nonlinear Exposure–Outcome Relationship

PubMed Central

Davies, Neil M.; Thompson, Simon G.

2014-01-01

Background: Instrumental variable methods can estimate the causal effect of an exposure on an outcome using observational data. Many instrumental variable methods assume that the exposure–outcome relation is linear, but in practice this assumption is often in doubt, or perhaps the shape of the relation is a target for investigation. We investigate this issue in the context of Mendelian randomization, the use of genetic variants as instrumental variables. Methods: Using simulations, we demonstrate the performance of a simple linear instrumental variable method when the true shape of the exposure–outcome relation is not linear. We also present a novel method for estimating the effect of the exposure on the outcome within strata of the exposure distribution. This enables the estimation of localized average causal effects within quantile groups of the exposure or as a continuous function of the exposure using a sliding window approach. Results: Our simulations suggest that linear instrumental variable estimates approximate a population-averaged causal effect. This is the average difference in the outcome if the exposure for every individual in the population is increased by a fixed amount. Estimates of localized average causal effects reveal the shape of the exposure–outcome relation for a variety of models. These methods are used to investigate the relations between body mass index and a range of cardiovascular risk factors. Conclusions: Nonlinear exposure–outcome relations should not be a barrier to instrumental variable analyses. When the exposure–outcome relation is not linear, either a population-averaged causal effect or the shape of the exposure–outcome relation can be estimated. PMID:25166881

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

The determination of third order linear models from a seventh order nonlinear jet engine model

NASA Technical Reports Server (NTRS)

Lalonde, Rick J.; Hartley, Tom T.; De Abreu-Garcia, J. Alex

1989-01-01

Results are presented that demonstrate how good reduced-order models can be obtained directly by recursive parameter identification using input/output (I/O) data of high-order nonlinear systems. Three different methods of obtaining a third-order linear model from a seventh-order nonlinear turbojet engine model are compared. The first method is to obtain a linear model from the original model and then reduce the linear model by standard reduction techniques such as residualization and balancing. The second method is to identify directly a third-order linear model by recursive least-squares parameter estimation using I/O data of the original model. The third method is to obtain a reduced-order model from the original model and then linearize the reduced model. Frequency responses are used as the performance measure to evaluate the reduced models. The reduced-order models along with their Bode plots are presented for comparison purposes.

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Simulating the effect of non-linear mode coupling in cosmological parameter estimation

NASA Astrophysics Data System (ADS)

Kiessling, A.; Taylor, A. N.; Heavens, A. F.

2011-09-01

Fisher Information Matrix methods are commonly used in cosmology to estimate the accuracy that cosmological parameters can be measured with a given experiment and to optimize the design of experiments. However, the standard approach usually assumes both data and parameter estimates are Gaussian-distributed. Further, for survey forecasts and optimization it is usually assumed that the power-spectrum covariance matrix is diagonal in Fourier space. However, in the low-redshift Universe, non-linear mode coupling will tend to correlate small-scale power, moving information from lower to higher order moments of the field. This movement of information will change the predictions of cosmological parameter accuracy. In this paper we quantify this loss of information by comparing naïve Gaussian Fisher matrix forecasts with a maximum likelihood parameter estimation analysis of a suite of mock weak lensing catalogues derived from N-body simulations, based on the SUNGLASS pipeline, for a 2D and tomographic shear analysis of a Euclid-like survey. In both cases, we find that the 68 per cent confidence area of the Ωm-σ8 plane increases by a factor of 5. However, the marginal errors increase by just 20-40 per cent. We propose a new method to model the effects of non-linear shear-power mode coupling in the Fisher matrix by approximating the shear-power distribution as a multivariate Gaussian with a covariance matrix derived from the mock weak lensing survey. We find that this approximation can reproduce the 68 per cent confidence regions of the full maximum likelihood analysis in the Ωm-σ8 plane to high accuracy for both 2D and tomographic weak lensing surveys. Finally, we perform a multiparameter analysis of Ωm, σ8, h, ns, w0 and wa to compare the Gaussian and non-linear mode-coupled Fisher matrix contours. The 6D volume of the 1σ error contours for the non-linear Fisher analysis is a factor of 3 larger than for the Gaussian case, and the shape of the 68 per cent confidence volume is modified. We propose that future Fisher matrix estimates of cosmological parameter accuracies should include mode-coupling effects.

Synthetic Air Data Estimation: A case study of model-aided estimation

NASA Astrophysics Data System (ADS)

Lie, F. Adhika Pradipta

A method for estimating airspeed, angle of attack, and sideslip without using conventional, pitot-static airdata system is presented. The method relies on measurements from GPS, an inertial measurement unit (IMU) and a low-fidelity model of the aircraft's dynamics which are fused using two, cascaded Extended Kalman Filters. In the cascaded architecture, the first filter uses information from the IMU and GPS to estimate the aircraft's absolute velocity and attitude. These estimates are used as the measurement updates for the second filter where they are fused with the aircraft dynamics model to generate estimates of airspeed, angle of attack and sideslip. Methods for dealing with the time and inter-state correlation in the measurements coming from the first filter are discussed. Simulation and flight test results of the method are presented. Simulation results using high fidelity nonlinear model show that airspeed, angle of attack, and sideslip angle estimation errors are less than 0.5 m/s, 0.1 deg, and 0.2 deg RMS, respectively. Factors that affect the accuracy including the implication and impact of using a low fidelity aircraft model are discussed. It is shown using flight tests that a single linearized aircraft model can be used in lieu of a high-fidelity, non-linear model to provide reasonably accurate estimates of airspeed (less than 2 m/s error), angle of attack (less than 3 deg error), and sideslip angle (less than 5 deg error). This performance is shown to be relatively insensitive to off-trim attitudes but very sensitive to off-trim velocity.

Nonlinear dynamics applied to the study of cardiovascular effects of stress

NASA Astrophysics Data System (ADS)

Anishchenko, T. G.; Igosheva, N. B.

1998-03-01

We study cardiovascular responses to emotional stresses in humans and rats using traditional physiological parameters and methods of nonlinear dynamics. We found that emotional stress results in significant changes of chaos degree of ECG and blood pressure signals, estimated using a normalized entropy. We demonstrate that the normalized entropy is a more sensitive indicator of the stress-induced changes in cardiovascular systems compared with traditional physiological parameters Using the normalized entropy we discovered the significant individual differences in cardiovascular stress-reactivity that was impossible to obtain by traditional physiological methods.

Statistical Tests of System Linearity Based on the Method of Surrogate Data

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

Hunter, N.; Paez, T.; Red-Horse, J.

When dealing with measured data from dynamic systems we often make the tacit assumption that the data are generated by linear dynamics. While some systematic tests for linearity and determinism are available - for example the coherence fimction, the probability density fimction, and the bispectrum - fi,u-ther tests that quanti$ the existence and the degree of nonlinearity are clearly needed. In this paper we demonstrate a statistical test for the nonlinearity exhibited by a dynamic system excited by Gaussian random noise. We perform the usual division of the input and response time series data into blocks as required by themore » Welch method of spectrum estimation and search for significant relationships between a given input fkequency and response at harmonics of the selected input frequency. We argue that systematic tests based on the recently developed statistical method of surrogate data readily detect significant nonlinear relationships. The paper elucidates the method of surrogate data. Typical results are illustrated for a linear single degree-of-freedom system and for a system with polynomial stiffness nonlinearity.« less

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation.

PubMed

Zimmer, Christoph

2016-01-01

Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models.

Adaptive regularization network based neural modeling paradigm for nonlinear adaptive estimation of cerebral evoked potentials.

PubMed

Zhang, Jian-Hua; Böhme, Johann F

2007-11-01

In this paper we report an adaptive regularization network (ARN) approach to realizing fast blind separation of cerebral evoked potentials (EPs) from background electroencephalogram (EEG) activity with no need to make any explicit assumption on the statistical (or deterministic) signal model. The ARNs are proposed to construct nonlinear EEG and EP signal models. A novel adaptive regularization training (ART) algorithm is proposed to improve the generalization performance of the ARN. Two adaptive neural modeling methods based on the ARN are developed and their implementation and performance analysis are also presented. The computer experiments using simulated and measured visual evoked potential (VEP) data have shown that the proposed ARN modeling paradigm yields computationally efficient and more accurate VEP signal estimation owing to its intrinsic model-free and nonlinear processing characteristics.

An Electromyographic-driven Musculoskeletal Torque Model using Neuro-Fuzzy System Identification: A Case Study

PubMed Central

Jafari, Zohreh; Edrisi, Mehdi; Marateb, Hamid Reza

2014-01-01

The purpose of this study was to estimate the torque from high-density surface electromyography signals of biceps brachii, brachioradialis, and the medial and lateral heads of triceps brachii muscles during moderate-to-high isometric elbow flexion-extension. The elbow torque was estimated in two following steps: First, surface electromyography (EMG) amplitudes were estimated using principal component analysis, and then a fuzzy model was proposed to illustrate the relationship between the EMG amplitudes and the measured torque signal. A neuro-fuzzy method, with which the optimum number of rules could be estimated, was used to identify the model with suitable complexity. Utilizing the proposed neuro-fuzzy model, the clinical interpretability was introduced; contrary to the previous linear and nonlinear black-box system identification models. It also reduced the estimation error compared with that of the most recent and accurate nonlinear dynamic model introduced in the literature. The optimum number of the rules for all trials was 4 ± 1, that might be related to motor control strategies and the % variance accounted for criterion was 96.40 ± 3.38 which in fact showed considerable improvement compared with the previous methods. The proposed method is thus a promising new tool for EMG-Torque modeling in clinical applications. PMID:25426427

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.

NLSCIDNT user's guide maximum likehood parameter identification computer program with nonlinear rotorcraft model

NASA Technical Reports Server (NTRS)

1979-01-01

A nonlinear, maximum likelihood, parameter identification computer program (NLSCIDNT) is described which evaluates rotorcraft stability and control coefficients from flight test data. The optimal estimates of the parameters (stability and control coefficients) are determined (identified) by minimizing the negative log likelihood cost function. The minimization technique is the Levenberg-Marquardt method, which behaves like the steepest descent method when it is far from the minimum and behaves like the modified Newton-Raphson method when it is nearer the minimum. Twenty-one states and 40 measurement variables are modeled, and any subset may be selected. States which are not integrated may be fixed at an input value, or time history data may be substituted for the state in the equations of motion. Any aerodynamic coefficient may be expressed as a nonlinear polynomial function of selected 'expansion variables'.

Evolutionary optimization with data collocation for reverse engineering of biological networks.

PubMed

Tsai, Kuan-Yao; Wang, Feng-Sheng

2005-04-01

Modern experimental biology is moving away from analyses of single elements to whole-organism measurements. Such measured time-course data contain a wealth of information about the structure and dynamic of the pathway or network. The dynamic modeling of the whole systems is formulated as a reverse problem that requires a well-suited mathematical model and a very efficient computational method to identify the model structure and parameters. Numerical integration for differential equations and finding global parameter values are still two major challenges in this field of the parameter estimation of nonlinear dynamic biological systems. We compare three techniques of parameter estimation for nonlinear dynamic biological systems. In the proposed scheme, the modified collocation method is applied to convert the differential equations to the system of algebraic equations. The observed time-course data are then substituted into the algebraic system equations to decouple system interactions in order to obtain the approximate model profiles. Hybrid differential evolution (HDE) with population size of five is able to find a global solution. The method is not only suited for parameter estimation but also can be applied for structure identification. The solution obtained by HDE is then used as the starting point for a local search method to yield the refined estimates.

Asynchronous machine rotor speed estimation using a tabulated numerical approach

NASA Astrophysics Data System (ADS)

Nguyen, Huu Phuc; De Miras, Jérôme; Charara, Ali; Eltabach, Mario; Bonnet, Stéphane

2017-12-01

This paper proposes a new method to estimate the rotor speed of the asynchronous machine by looking at the estimation problem as a nonlinear optimal control problem. The behavior of the nonlinear plant model is approximated off-line as a prediction map using a numerical one-step time discretization obtained from simulations. At each time-step, the speed of the induction machine is selected satisfying the dynamic fitting problem between the plant output and the predicted output, leading the system to adopt its dynamical behavior. Thanks to the limitation of the prediction horizon to a single time-step, the execution time of the algorithm can be completely bounded. It can thus easily be implemented and embedded into a real-time system to observe the speed of the real induction motor. Simulation results show the performance and robustness of the proposed estimator.

R programming for parameters estimation of geographically weighted ordinal logistic regression (GWOLR) model based on Newton Raphson

NASA Astrophysics Data System (ADS)

Zuhdi, Shaifudin; Saputro, Dewi Retno Sari

2017-03-01

GWOLR model used for represent relationship between dependent variable has categories and scale of category is ordinal with independent variable influenced the geographical location of the observation site. Parameters estimation of GWOLR model use maximum likelihood provide system of nonlinear equations and hard to be found the result in analytic resolution. By finishing it, it means determine the maximum completion, this thing associated with optimizing problem. The completion nonlinear system of equations optimize use numerical approximation, which one is Newton Raphson method. The purpose of this research is to make iteration algorithm Newton Raphson and program using R software to estimate GWOLR model. Based on the research obtained that program in R can be used to estimate the parameters of GWOLR model by forming a syntax program with command "while".

Characterizing tissue microstructure using an ultrasound system-independent spatial autocorrelation function

NASA Astrophysics Data System (ADS)

Dong, Fang

1999-09-01

The research described in this dissertation is related to characterization of tissue microstructure using a system- independent spatial autocorrelation function (SAF). The function was determined using a reference phantom method, which employed a well-defined ``point- scatterer'' reference phantom to account for instrumental factors. The SAF's were estimated for several tissue-mimicking (TM) phantoms and fresh dog livers. Both phantom tests and in vitro dog liver measurements showed that the reference phantom method is relatively simple and fairly accurate, providing the bandwidth of the measurement system is sufficient for the size of the scatterer being involved in the scattering process. Implementation of this method in clinical scanner requires that distortions from patient's body wall be properly accounted for. The SAF's were estimated for two phantoms with body-wall-like distortions. The experimental results demonstrated that body wall distortions have little effect if echo data are acquired from a large scattering volume. One interesting application of the SAF is to form a ``scatterer size image''. The scatterer size image may help providing diagnostic tools for those diseases in which the tissue microstructure is different from the normal. Another method, the BSC method, utilizes information contained in the frequency dependence of the backscatter coefficient to estimate the scatterer size. The SAF technique produced accurate scatterer size images of homogeneous TM phantoms and the BSC method was capable of generating accurate size images for heterogeneous phantoms. In the scatterer size image of dog kidneys, the contrast-to-noise-ratio (CNR) between renal cortex and medulla was improved dramatically compared to the gray- scale image. The effect of nonlinear propagation was investigated by using a custom-designed phantom with overlaying TM fat layer. The results showed that the correlation length decreased when the transmitting power increased. The measurement results support the assumption that nonlinear propagation generates harmonic energies and causes underestimation of scatterer diameters. Nonlinear propagation can be further enhanced by those materials with high B/A value-a parameter which characterizes the degree of nonlinearity. Nine versions of TM fat and non-fat materials were measured for their B/A values using a new measurement technique, the ``simplified finite amplitude insertion substitution'' (SFAIS) method.

Stress evaluation of metallic material under steady state based on nonlinear critically refracted longitudinal wave

NASA Astrophysics Data System (ADS)

Mao, Hanling; Zhang, Yuhua; Mao, Hanying; Li, Xinxin; Huang, Zhenfeng

2018-06-01

This paper presents the study of applying the nonlinear ultrasonic wave to evaluate the stress state of metallic materials under steady state. The pre-stress loading method is applied to guarantee components with steady stress. Three kinds of nonlinear ultrasonic experiments based on critically refracted longitudinal wave are conducted on components which the critically refracted longitudinal wave propagates along x, x1 and x2 direction. Experimental results indicate the second and third order relative nonlinear coefficients monotonically increase with stress, and the normalized relationship is consistent with simplified dislocation models, which indicates the experimental result is logical. The combined ultrasonic nonlinear parameter is proposed, and three stress evaluation models at x direction are established based on three ultrasonic nonlinear parameters, which the estimation error is below 5%. Then two stress detection models at x1 and x2 direction are built based on combined ultrasonic nonlinear parameter, the stress synthesis method is applied to calculate the magnitude and direction of principal stress. The results show the prediction error is within 5% and the angle deviation is within 1.5°. Therefore the nonlinear ultrasonic technique based on LCR wave could be applied to nondestructively evaluate the stress of metallic materials under steady state which the magnitude and direction are included.

System health monitoring using multiple-model adaptive estimation techniques

NASA Astrophysics Data System (ADS)

Sifford, Stanley Ryan

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

A non-linear regression method for CT brain perfusion analysis

NASA Astrophysics Data System (ADS)

Bennink, E.; Oosterbroek, J.; Viergever, M. A.; Velthuis, B. K.; de Jong, H. W. A. M.

2015-03-01

CT perfusion (CTP) imaging allows for rapid diagnosis of ischemic stroke. Generation of perfusion maps from CTP data usually involves deconvolution algorithms providing estimates for the impulse response function in the tissue. We propose the use of a fast non-linear regression (NLR) method that we postulate has similar performance to the current academic state-of-art method (bSVD), but that has some important advantages, including the estimation of vascular permeability, improved robustness to tracer-delay, and very few tuning parameters, that are all important in stroke assessment. The aim of this study is to evaluate the fast NLR method against bSVD and a commercial clinical state-of-art method. The three methods were tested against a published digital perfusion phantom earlier used to illustrate the superiority of bSVD. In addition, the NLR and clinical methods were also tested against bSVD on 20 clinical scans. Pearson correlation coefficients were calculated for each of the tested methods. All three methods showed high correlation coefficients (>0.9) with the ground truth in the phantom. With respect to the clinical scans, the NLR perfusion maps showed higher correlation with bSVD than the perfusion maps from the clinical method. Furthermore, the perfusion maps showed that the fast NLR estimates are robust to tracer-delay. In conclusion, the proposed fast NLR method provides a simple and flexible way of estimating perfusion parameters from CT perfusion scans, with high correlation coefficients. This suggests that it could be a better alternative to the current clinical and academic state-of-art methods.

Two Mathematical Models of Nonlinear Vibrations

NASA Technical Reports Server (NTRS)

Brugarolas, Paul; Bayard, David; Spanos, John; Breckenridge, William

2007-01-01

Two innovative mathematical models of nonlinear vibrations, and methods of applying them, have been conceived as byproducts of an effort to develop a Kalman filter for highly precise estimation of bending motions of a large truss structure deployed in outer space from a space-shuttle payload bay. These models are also applicable to modeling and analysis of vibrations in other engineering disciplines, on Earth as well as in outer space.

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

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

Passive fetal heart rate monitoring apparatus and method with enhanced fetal heart beat discrimination

NASA Technical Reports Server (NTRS)

Zahorian, Stephen A. (Inventor); Livingston, David L. (Inventor); Pretlow, III, Robert A. (Inventor)

1996-01-01

An apparatus for acquiring signals emitted by a fetus, identifying fetal heart beats and determining a fetal heart rate. Multiple sensor signals are outputted by a passive fetal heart rate monitoring sensor. Multiple parallel nonlinear filters filter these multiple sensor signals to identify fetal heart beats in the signal data. A processor determines a fetal heart rate based on these identified fetal heart beats. The processor includes the use of a figure of merit weighting of heart rate estimates based on the identified heart beats from each filter for each signal. The fetal heart rate thus determined is outputted to a display, storage, or communications channel. A method for enhanced fetal heart beat discrimination includes acquiring signals from a fetus, identifying fetal heart beats from the signals by multiple parallel nonlinear filtering, and determining a fetal heart rate based on the identified fetal heart beats. A figure of merit operation in this method provides for weighting a plurality of fetal heart rate estimates based on the identified fetal heart beats and selecting the highest ranking fetal heart rate estimate.

Passive fetal heart rate monitoring apparatus and method with enhanced fetal heart beat discrimination

NASA Technical Reports Server (NTRS)

Zahorian, Stephen A. (Inventor); Livingston, David L. (Inventor); Pretlow, Robert A., III (Inventor)

1994-01-01

An apparatus for acquiring signals emitted by a fetus, identifying fetal heart beats and determining a fetal heart rate is presented. Multiple sensor signals are outputted by a passive fetal heart rate monitoring sensor. Multiple parallel nonlinear filters filter these multiple sensor signals to identify fetal heart beats in the signal data. A processor determines a fetal heart rate based on these identified fetal heart beats. The processor includes the use of a figure of merit weighting of heart rate estimates based on the identified heart beats from each filter for each signal. The fetal heart rate thus determined is outputted to a display, storage, or communications channel. A method for enhanced fetal heart beat discrimination includes acquiring signals from a fetus, identifying fetal heart beats from the signals by multiple parallel nonlinear filtering, and determining a fetal heart rate based on the identified fetal heart beats. A figure of merit operation in this method provides for weighting a plurality of fetal heart rate estimates based on the identified fetal heart beats and selecting the highest ranking fetal heart rate estimate.

Non-linear feedback control of the p53 protein-mdm2 inhibitor system using the derivative-free non-linear Kalman filter.

PubMed

Rigatos, Gerasimos G

2016-06-01

It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.

Risk Classification with an Adaptive Naive Bayes Kernel Machine Model.

PubMed

Minnier, Jessica; Yuan, Ming; Liu, Jun S; Cai, Tianxi

2015-04-22

Genetic studies of complex traits have uncovered only a small number of risk markers explaining a small fraction of heritability and adding little improvement to disease risk prediction. Standard single marker methods may lack power in selecting informative markers or estimating effects. Most existing methods also typically do not account for non-linearity. Identifying markers with weak signals and estimating their joint effects among many non-informative markers remains challenging. One potential approach is to group markers based on biological knowledge such as gene structure. If markers in a group tend to have similar effects, proper usage of the group structure could improve power and efficiency in estimation. We propose a two-stage method relating markers to disease risk by taking advantage of known gene-set structures. Imposing a naive bayes kernel machine (KM) model, we estimate gene-set specific risk models that relate each gene-set to the outcome in stage I. The KM framework efficiently models potentially non-linear effects of predictors without requiring explicit specification of functional forms. In stage II, we aggregate information across gene-sets via a regularization procedure. Estimation and computational efficiency is further improved with kernel principle component analysis. Asymptotic results for model estimation and gene set selection are derived and numerical studies suggest that the proposed procedure could outperform existing procedures for constructing genetic risk models.

Curvature estimation for multilayer hinged structures with initial strains

NASA Astrophysics Data System (ADS)

Nikishkov, G. P.

2003-10-01

Closed-form estimate of curvature for hinged multilayer structures with initial strains is developed. The finite element method is used for modeling of self-positioning microstructures. The geometrically nonlinear problem with large rotations and large displacements is solved using step procedure with node coordinate update. Finite element results for curvature of the hinged micromirror with variable width is compared to closed-form estimates.

Systematic Error Modeling and Bias Estimation

PubMed Central

Zhang, Feihu; Knoll, Alois

2016-01-01

This paper analyzes the statistic properties of the systematic error in terms of range and bearing during the transformation process. Furthermore, we rely on a weighted nonlinear least square method to calculate the biases based on the proposed models. The results show the high performance of the proposed approach for error modeling and bias estimation. PMID:27213386

Chromatic dispersion estimation based on heterodyne detection for coherent optical communication systems

NASA Astrophysics Data System (ADS)

Li, Yong; Yang, Aiying; Guo, Peng; Qiao, Yaojun; Lu, Yueming

2018-01-01

We propose an accurate and nondata-aided chromatic dispersion (CD) estimation method involving the use of the cross-correlation function of two heterodyne detection signals for coherent optical communication systems. Simulations are implemented to verify the feasibility of the proposed method for 28-GBaud coherent systems with different modulation formats. The results show that the proposed method has high accuracy for measuring CD and has good robustness against laser phase noise, amplified spontaneous emission noise, and nonlinear impairments.

Validation of Bayesian analysis of compartmental kinetic models in medical imaging.

PubMed

Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M

2016-10-01

Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Seafloor Topography Estimation from Gravity Gradient Using Simulated Annealing

NASA Astrophysics Data System (ADS)

Yang, J.; Jekeli, C.; Liu, L.

2017-12-01

Inferring seafloor topography from gravimetry is an indirect yet proven and efficient means to map the ocean floor. Standard techniques rely on an approximate, linear relationship (Parker's formula) between topography and gravity. It has been reported that in the very rugged areas the discrepancies between prediction and ship soundings are very large, partly because the linear term of Parker's infinite series is dominant only in areas where the local topography is small compared with the regional topography. The validity of the linear approximation is therefore in need of analysis. In this study the nonlinear effects caused by terrain are quantified by both numerical tests and an algorithmic approach called coherency. It is shown that the nonlinear effects are more significant at higher frequencies, which suggests that estimation algorithms with nonlinear approximation in the modeled relationship between gravity gradient and topography should be developed in preparation for future high-resolution gravity gradient missions. The simulated annealing (SA) method is such an optimization technique that can process nonlinear inverse problems, and is used to estimate the seafloor topography parameters in a forward model by minimizing the difference between the observed and forward-computed vertical gravity gradients. Careful treatments like choosing suitable truncation distance, padding the vicinity of the study area with a known topography model, and using the relative cost function, are considered to improve the estimation accuracy. This study uses the gravity gradient, which is more sensitive to topography at short wavelengths than gravity anomaly. The gravity gradient data are derived from satellite altimetry, but the SA has no restrictions on data distribution, as required in Parker's infinite series model, thus enabling the use of airborne gravity gradient data, whose survey trajectories are irregular. The SA method is tested in an area of Guyots (E 156°-158° in longitude, N 20°-22° in latitude). Comparison between the estimation and ship sounding shows that half of the discrepancy is within 110 m, which improves the result from standard techniques by 32%.

A stopping criterion for the iterative solution of partial differential equations

NASA Astrophysics Data System (ADS)

Rao, Kaustubh; Malan, Paul; Perot, J. Blair

2018-01-01

A stopping criterion for iterative solution methods is presented that accurately estimates the solution error using low computational overhead. The proposed criterion uses information from prior solution changes to estimate the error. When the solution changes are noisy or stagnating it reverts to a less accurate but more robust, low-cost singular value estimate to approximate the error given the residual. This estimator can also be applied to iterative linear matrix solvers such as Krylov subspace or multigrid methods. Examples of the stopping criterion's ability to accurately estimate the non-linear and linear solution error are provided for a number of different test cases in incompressible fluid dynamics.

Accurate Initial State Estimation in a Monocular Visual–Inertial SLAM System

PubMed Central

Chen, Jing; Zhou, Zixiang; Leng, Zhen; Fan, Lei

2018-01-01

The fusion of monocular visual and inertial cues has become popular in robotics, unmanned vehicles and augmented reality fields. Recent results have shown that optimization-based fusion strategies outperform filtering strategies. Robust state estimation is the core capability for optimization-based visual–inertial Simultaneous Localization and Mapping (SLAM) systems. As a result of the nonlinearity of visual–inertial systems, the performance heavily relies on the accuracy of initial values (visual scale, gravity, velocity and Inertial Measurement Unit (IMU) biases). Therefore, this paper aims to propose a more accurate initial state estimation method. On the basis of the known gravity magnitude, we propose an approach to refine the estimated gravity vector by optimizing the two-dimensional (2D) error state on its tangent space, then estimate the accelerometer bias separately, which is difficult to be distinguished under small rotation. Additionally, we propose an automatic termination criterion to determine when the initialization is successful. Once the initial state estimation converges, the initial estimated values are used to launch the nonlinear tightly coupled visual–inertial SLAM system. We have tested our approaches with the public EuRoC dataset. Experimental results show that the proposed methods can achieve good initial state estimation, the gravity refinement approach is able to efficiently speed up the convergence process of the estimated gravity vector, and the termination criterion performs well. PMID:29419751

Fast estimation of diffusion tensors under Rician noise by the EM algorithm.

PubMed

Liu, Jia; Gasbarra, Dario; Railavo, Juha

2016-01-15

Diffusion tensor imaging (DTI) is widely used to characterize, in vivo, the white matter of the central nerve system (CNS). This biological tissue contains much anatomic, structural and orientational information of fibers in human brain. Spectral data from the displacement distribution of water molecules located in the brain tissue are collected by a magnetic resonance scanner and acquired in the Fourier domain. After the Fourier inversion, the noise distribution is Gaussian in both real and imaginary parts and, as a consequence, the recorded magnitude data are corrupted by Rician noise. Statistical estimation of diffusion leads a non-linear regression problem. In this paper, we present a fast computational method for maximum likelihood estimation (MLE) of diffusivities under the Rician noise model based on the expectation maximization (EM) algorithm. By using data augmentation, we are able to transform a non-linear regression problem into the generalized linear modeling framework, reducing dramatically the computational cost. The Fisher-scoring method is used for achieving fast convergence of the tensor parameter. The new method is implemented and applied using both synthetic and real data in a wide range of b-amplitudes up to 14,000s/mm(2). Higher accuracy and precision of the Rician estimates are achieved compared with other log-normal based methods. In addition, we extend the maximum likelihood (ML) framework to the maximum a posteriori (MAP) estimation in DTI under the aforementioned scheme by specifying the priors. We will describe how close numerically are the estimators of model parameters obtained through MLE and MAP estimation. Copyright © 2015 Elsevier B.V. All rights reserved.

Comparison of three newton-like nonlinear least-squares methods for estimating parameters of ground-water flow models

USGS Publications Warehouse

Cooley, R.L.; Hill, M.C.

1992-01-01

Three methods of solving nonlinear least-squares problems were compared for robustness and efficiency using a series of hypothetical and field problems. A modified Gauss-Newton/full Newton hybrid method (MGN/FN) and an analogous method for which part of the Hessian matrix was replaced by a quasi-Newton approximation (MGN/QN) solved some of the problems with appreciably fewer iterations than required using only a modified Gauss-Newton (MGN) method. In these problems, model nonlinearity and a large variance for the observed data apparently caused MGN to converge more slowly than MGN/FN or MGN/QN after the sum of squared errors had almost stabilized. Other problems were solved as efficiently with MGN as with MGN/FN or MGN/QN. Because MGN/FN can require significantly more computer time per iteration and more computer storage for transient problems, it is less attractive for a general purpose algorithm than MGN/QN.

A general method to determine sampling windows for nonlinear mixed effects models with an application to population pharmacokinetic studies.

PubMed

Foo, Lee Kien; McGree, James; Duffull, Stephen

2012-01-01

Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models. Copyright © 2012 John Wiley & Sons, Ltd.

Assessing artificial neural networks and statistical methods for infilling missing soil moisture records

NASA Astrophysics Data System (ADS)

Dumedah, Gift; Walker, Jeffrey P.; Chik, Li

2014-07-01

Soil moisture information is critically important for water management operations including flood forecasting, drought monitoring, and groundwater recharge estimation. While an accurate and continuous record of soil moisture is required for these applications, the available soil moisture data, in practice, is typically fraught with missing values. There are a wide range of methods available to infilling hydrologic variables, but a thorough inter-comparison between statistical methods and artificial neural networks has not been made. This study examines 5 statistical methods including monthly averages, weighted Pearson correlation coefficient, a method based on temporal stability of soil moisture, and a weighted merging of the three methods, together with a method based on the concept of rough sets. Additionally, 9 artificial neural networks are examined, broadly categorized into feedforward, dynamic, and radial basis networks. These 14 infilling methods were used to estimate missing soil moisture records and subsequently validated against known values for 13 soil moisture monitoring stations for three different soil layer depths in the Yanco region in southeast Australia. The evaluation results show that the top three highest performing methods are the nonlinear autoregressive neural network, rough sets method, and monthly replacement. A high estimation accuracy (root mean square error (RMSE) of about 0.03 m/m) was found in the nonlinear autoregressive network, due to its regression based dynamic network which allows feedback connections through discrete-time estimation. An equally high accuracy (0.05 m/m RMSE) in the rough sets procedure illustrates the important role of temporal persistence of soil moisture, with the capability to account for different soil moisture conditions.

Using nonlinear programming to correct leakage and estimate mass change from GRACE observation and its application to Antarctica

NASA Astrophysics Data System (ADS)

Tang, Jingshi; Cheng, Haowen; Liu, Lin

2012-11-01

The Gravity Recovery And Climate Experiment (GRACE) mission has been providing high quality observations since its launch in 2002. Over the years, fruitful achievements have been obtained and the temporal gravity field has revealed the ongoing geophysical, hydrological and other processes. These discoveries help the scientists better understand various aspects of the Earth. However, errors exist in high degree and order spherical harmonics, which need to be processed before use. Filtering is one of the most commonly used techniques to smooth errors, yet it attenuates signals and also causes leakage of gravity signal into surrounding areas. This paper reports a new method to estimate the true mass change on the grid (expressed in equivalent water height or surface density). The mass change over the grid can be integrated to estimate regional or global mass change. This method assumes the GRACE-observed apparent mass change is only caused by the mass change on land. By comparing the computed and observed apparent mass change, the true mass change can be iteratively adjusted and estimated. The problem is solved with nonlinear programming (NLP) and yields solutions which are in good agreement with other GRACE-based estimates.

A new adaptive estimation method of spacecraft thermal mathematical model with an ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Akita, T.; Takaki, R.; Shima, E.

2012-04-01

An adaptive estimation method of spacecraft thermal mathematical model is presented. The method is based on the ensemble Kalman filter, which can effectively handle the nonlinearities contained in the thermal model. The state space equations of the thermal mathematical model is derived, where both temperature and uncertain thermal characteristic parameters are considered as the state variables. In the method, the thermal characteristic parameters are automatically estimated as the outputs of the filtered state variables, whereas, in the usual thermal model correlation, they are manually identified by experienced engineers using trial-and-error approach. A numerical experiment of a simple small satellite is provided to verify the effectiveness of the presented method.

Modelling Schumann resonances from ELF measurements using non-linear optimization methods

NASA Astrophysics Data System (ADS)

Castro, Francisco; Toledo-Redondo, Sergio; Fornieles, Jesús; Salinas, Alfonso; Portí, Jorge; Navarro, Enrique; Sierra, Pablo

2017-04-01

Schumann resonances (SR) can be found in planetary atmospheres, inside the cavity formed by the conducting surface of the planet and the lower ionosphere. They are a powerful tool to investigate both the electric processes that occur in the atmosphere and the characteristics of the surface and the lower ionosphere. In this study, the measurements are obtained in the ELF (Extremely Low Frequency) Juan Antonio Morente station located in the national park of Sierra Nevada. The three first modes, contained in the frequency band between 6 to 25 Hz, will be considered. For each time series recorded by the station, the amplitude spectrum was estimated by using Bartlett averaging. Then, the central frequencies and amplitudes of the SRs were obtained by fitting the spectrum with non-linear functions. In the poster, a study of nonlinear unconstrained optimization methods applied to the estimation of the Schumann Resonances will be presented. Non-linear fit, also known as optimization process, is the procedure followed in obtaining Schumann Resonances from the natural electromagnetic noise. The optimization methods that have been analysed are: Levenberg-Marquardt, Conjugate Gradient, Gradient, Newton and Quasi-Newton. The functions that the different methods fit to data are three lorentzian curves plus a straight line. Gaussian curves have also been considered. The conclusions of this study are outlined in the following paragraphs: i) Natural electromagnetic noise is better fitted using Lorentzian functions; ii) the measurement bandwidth can accelerate the convergence of the optimization method; iii) Gradient method has less convergence and has a highest mean squared error (MSE) between measurement and the fitted function, whereas Levenberg-Marquad, Gradient conjugate method and Cuasi-Newton method give similar results (Newton method presents higher MSE); v) There are differences in the MSE between the parameters that define the fit function, and an interval from 1% to 5% has been found.

Dynamic Modeling of the Human Coagulation Cascade Using Reduced Order Effective Kinetic Models (Open Access)

DTIC Science & Technology

2015-03-16

shaded region around each total sensitivity value was the maximum uncertainty in that value estimated by the Sobol method. 2.4. Global Sensitivity...Performance We conducted a global sensitivity analysis, using the variance-based method of Sobol , to estimate which parameters controlled the...Hunter, J.D. Matplotlib: A 2D Graphics Environment. Comput. Sci. Eng. 2007, 9, 90–95. 69. Sobol , I. Global sensitivity indices for nonlinear

Path Integral Computation of Quantum Free Energy Differences Due to Alchemical Transformations Involving Mass and Potential.

PubMed

Pérez, Alejandro; von Lilienfeld, O Anatole

2011-08-09

Thermodynamic integration, perturbation theory, and λ-dynamics methods were applied to path integral molecular dynamics calculations to investigate free energy differences due to "alchemical" transformations. Several estimators were formulated to compute free energy differences in solvable model systems undergoing changes in mass and/or potential. Linear and nonlinear alchemical interpolations were used for the thermodynamic integration. We find improved convergence for the virial estimators, as well as for the thermodynamic integration over nonlinear interpolation paths. Numerical results for the perturbative treatment of changes in mass and electric field strength in model systems are presented. We used thermodynamic integration in ab initio path integral molecular dynamics to compute the quantum free energy difference of the isotope transformation in the Zundel cation. The performance of different free energy methods is discussed.

Experimental evaluation of four ground-motion scaling methods for dynamic response-history analysis of nonlinear structures

USGS Publications Warehouse

O'Donnell, Andrew P.; Kurama, Yahya C.; Kalkan, Erol; Taflanidis, Alexandros A.

2017-01-01

This paper experimentally evaluates four methods to scale earthquake ground-motions within an ensemble of records to minimize the statistical dispersion and maximize the accuracy in the dynamic peak roof drift demand and peak inter-story drift demand estimates from response-history analyses of nonlinear building structures. The scaling methods that are investigated are based on: (1) ASCE/SEI 7–10 guidelines; (2) spectral acceleration at the fundamental (first mode) period of the structure, Sa(T1); (3) maximum incremental velocity, MIV; and (4) modal pushover analysis. A total of 720 shake-table tests of four small-scale nonlinear building frame specimens with different static and dynamic characteristics are conducted. The peak displacement demands from full suites of 36 near-fault ground-motion records as well as from smaller “unbiased” and “biased” design subsets (bins) of ground-motions are included. Out of the four scaling methods, ground-motions scaled to the median MIV of the ensemble resulted in the smallest dispersion in the peak roof and inter-story drift demands. Scaling based on MIValso provided the most accurate median demands as compared with the “benchmark” demands for structures with greater nonlinearity; however, this accuracy was reduced for structures exhibiting reduced nonlinearity. The modal pushover-based scaling (MPS) procedure was the only method to conservatively overestimate the median drift demands.

Estimating the remaining useful life of bearings using a neuro-local linear estimator-based method.

PubMed

Ahmad, Wasim; Ali Khan, Sheraz; Kim, Jong-Myon

2017-05-01

Estimating the remaining useful life (RUL) of a bearing is required for maintenance scheduling. While the degradation behavior of a bearing changes during its lifetime, it is usually assumed to follow a single model. In this letter, bearing degradation is modeled by a monotonically increasing function that is globally non-linear and locally linearized. The model is generated using historical data that is smoothed with a local linear estimator. A neural network learns this model and then predicts future levels of vibration acceleration to estimate the RUL of a bearing. The proposed method yields reasonably accurate estimates of the RUL of a bearing at different points during its operational life.

Noise Estimation in Electroencephalogram Signal by Using Volterra Series Coefficients

PubMed Central

Hassani, Malihe; Karami, Mohammad Reza

2015-01-01

The Volterra model is widely used for nonlinearity identification in practical applications. In this paper, we employed Volterra model to find the nonlinearity relation between electroencephalogram (EEG) signal and the noise that is a novel approach to estimate noise in EEG signal. We show that by employing this method. We can considerably improve the signal to noise ratio by the ratio of at least 1.54. An important issue in implementing Volterra model is its computation complexity, especially when the degree of nonlinearity is increased. Hence, in many applications it is urgent to reduce the complexity of computation. In this paper, we use the property of EEG signal and propose a new and good approximation of delayed input signal to its adjacent samples in order to reduce the computation of finding Volterra series coefficients. The computation complexity is reduced by the ratio of at least 1/3 when the filter memory is 3. PMID:26284176

Adaptive fuzzy predictive sliding control of uncertain nonlinear systems with bound-known input delay.

PubMed

Khazaee, Mostafa; Markazi, Amir H D; Omidi, Ehsan

2015-11-01

In this paper, a new Adaptive Fuzzy Predictive Sliding Mode Control (AFP-SMC) is presented for nonlinear systems with uncertain dynamics and unknown input delay. The control unit consists of a fuzzy inference system to approximate the ideal linearization control, together with a switching strategy to compensate for the estimation errors. Also, an adaptive fuzzy predictor is used to estimate the future values of the system states to compensate for the time delay. The adaptation laws are used to tune the controller and predictor parameters, which guarantee the stability based on a Lyapunov-Krasovskii functional. To evaluate the method effectiveness, the simulation and experiment on an overhead crane system are presented. According to the obtained results, AFP-SMC can effectively control the uncertain nonlinear systems, subject to input delays of known bound. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

An Astronomical Test of CCD Photometric Precision

NASA Technical Reports Server (NTRS)

Koch, David; Dunham, Edward; Borucki, William; Jenkins, Jon; DeVingenzi, D. (Technical Monitor)

1998-01-01

This article considers a posteriori error estimation of specified functionals for first-order systems of conservation laws discretized using the discontinuous Galerkin (DG) finite element method. Using duality techniques. we derive exact error representation formulas for both linear and nonlinear functionals given an associated bilinear or nonlinear variational form. Weighted residual approximations of the exact error representation formula are then proposed and numerically evaluated for Ringleb flow, an exact solution of the 2-D Euler equations.

An improved swarm optimization for parameter estimation and biological model selection.

PubMed

Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail

2013-01-01

One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data.

Nonlinear filtering properties of detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Kiyono, Ken; Tsujimoto, Yutaka

2016-11-01

Detrended fluctuation analysis (DFA) has been widely used for quantifying long-range correlation and fractal scaling behavior. In DFA, to avoid spurious detection of scaling behavior caused by a nonstationary trend embedded in the analyzed time series, a detrending procedure using piecewise least-squares fitting has been applied. However, it has been pointed out that the nonlinear filtering properties involved with detrending may induce instabilities in the scaling exponent estimation. To understand this issue, we investigate the adverse effects of the DFA detrending procedure on the statistical estimation. We show that the detrending procedure using piecewise least-squares fitting results in the nonuniformly weighted estimation of the root-mean-square deviation and that this property could induce an increase in the estimation error. In addition, for comparison purposes, we investigate the performance of a centered detrending moving average analysis with a linear detrending filter and sliding window DFA and show that these methods have better performance than the standard DFA.

A Unified Nonlinear Adaptive Approach for Detection and Isolation of Engine Faults

NASA Technical Reports Server (NTRS)

Tang, Liang; DeCastro, Jonathan A.; Zhang, Xiaodong; Farfan-Ramos, Luis; Simon, Donald L.

2010-01-01

A challenging problem in aircraft engine health management (EHM) system development is to detect and isolate faults in system components (i.e., compressor, turbine), actuators, and sensors. Existing nonlinear EHM methods often deal with component faults, actuator faults, and sensor faults separately, which may potentially lead to incorrect diagnostic decisions and unnecessary maintenance. Therefore, it would be ideal to address sensor faults, actuator faults, and component faults under one unified framework. This paper presents a systematic and unified nonlinear adaptive framework for detecting and isolating sensor faults, actuator faults, and component faults for aircraft engines. The fault detection and isolation (FDI) architecture consists of a parallel bank of nonlinear adaptive estimators. Adaptive thresholds are appropriately designed such that, in the presence of a particular fault, all components of the residual generated by the adaptive estimator corresponding to the actual fault type remain below their thresholds. If the faults are sufficiently different, then at least one component of the residual generated by each remaining adaptive estimator should exceed its threshold. Therefore, based on the specific response of the residuals, sensor faults, actuator faults, and component faults can be isolated. The effectiveness of the approach was evaluated using the NASA C-MAPSS turbofan engine model, and simulation results are presented.

Soft sensor modeling based on variable partition ensemble method for nonlinear batch processes

NASA Astrophysics Data System (ADS)

Wang, Li; Chen, Xiangguang; Yang, Kai; Jin, Huaiping

2017-01-01

Batch processes are always characterized by nonlinear and system uncertain properties, therefore, the conventional single model may be ill-suited. A local learning strategy soft sensor based on variable partition ensemble method is developed for the quality prediction of nonlinear and non-Gaussian batch processes. A set of input variable sets are obtained by bootstrapping and PMI criterion. Then, multiple local GPR models are developed based on each local input variable set. When a new test data is coming, the posterior probability of each best performance local model is estimated based on Bayesian inference and used to combine these local GPR models to get the final prediction result. The proposed soft sensor is demonstrated by applying to an industrial fed-batch chlortetracycline fermentation process.

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

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2015-01-01

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

Comparison of linear and nonlinear implementation of the compartmental tissue uptake model for dynamic contrast-enhanced MRI.

PubMed

Kallehauge, Jesper F; Sourbron, Steven; Irving, Benjamin; Tanderup, Kari; Schnabel, Julia A; Chappell, Michael A

2017-06-01

Fitting tracer kinetic models using linear methods is much faster than using their nonlinear counterparts, although this comes often at the expense of reduced accuracy and precision. The aim of this study was to derive and compare the performance of the linear compartmental tissue uptake (CTU) model with its nonlinear version with respect to their percentage error and precision. The linear and nonlinear CTU models were initially compared using simulations with varying noise and temporal sampling. Subsequently, the clinical applicability of the linear model was demonstrated on 14 patients with locally advanced cervical cancer examined with dynamic contrast-enhanced magnetic resonance imaging. Simulations revealed equal percentage error and precision when noise was within clinical achievable ranges (contrast-to-noise ratio >10). The linear method was significantly faster than the nonlinear method, with a minimum speedup of around 230 across all tested sampling rates. Clinical analysis revealed that parameters estimated using the linear and nonlinear CTU model were highly correlated (ρ ≥ 0.95). The linear CTU model is computationally more efficient and more stable against temporal downsampling, whereas the nonlinear method is more robust to variations in noise. The two methods may be used interchangeably within clinical achievable ranges of temporal sampling and noise. Magn Reson Med 77:2414-2423, 2017. © 2016 The Authors Magnetic Resonance in Medicine published by Wiley Periodicals, Inc. on behalf of International Society for Magnetic Resonance in Medicine. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited. © 2016 The Authors Magnetic Resonance in Medicine published by Wiley Periodicals, Inc. on behalf of International Society for Magnetic Resonance in Medicine.

Estimation of delays and other parameters in nonlinear functional differential equations

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

A nonlinear Kalman filtering approach to embedded control of turbocharged diesel engines

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Siano, Pierluigi; Arsie, Ivan

2014-10-01

The development of efficient embedded control for turbocharged Diesel engines, requires the programming of elaborated nonlinear control and filtering methods. To this end, in this paper nonlinear control for turbocharged Diesel engines is developed with the use of Differential flatness theory and the Derivative-free nonlinear Kalman Filter. It is shown that the dynamic model of the turbocharged Diesel engine is differentially flat and admits dynamic feedback linearization. It is also shown that the dynamic model can be written in the linear Brunovsky canonical form for which a state feedback controller can be easily designed. To compensate for modeling errors and external disturbances the Derivative-free nonlinear Kalman Filter is used and redesigned as a disturbance observer. The filter consists of the Kalman Filter recursion on the linearized equivalent of the Diesel engine model and of an inverse transformation based on differential flatness theory which enables to obtain estimates for the state variables of the initial nonlinear model. Once the disturbances variables are identified it is possible to compensate them by including an additional control term in the feedback loop. The efficiency of the proposed control method is tested through simulation experiments.

Detectability of the impacts of ozone-depleting substances and greenhouse gases upon stratospheric ozone accounting for nonlinearities in historical forcings

NASA Astrophysics Data System (ADS)

Bandoro, Justin; Solomon, Susan; Santer, Benjamin D.; Kinnison, Douglas E.; Mills, Michael J.

2018-01-01

We perform a formal attribution study of upper- and lower-stratospheric ozone changes using observations together with simulations from the Whole Atmosphere Community Climate Model. Historical model simulations were used to estimate the zonal-mean response patterns (fingerprints) to combined forcing by ozone-depleting substances (ODSs) and well-mixed greenhouse gases (GHGs), as well as to the individual forcing by each factor. Trends in the similarity between the searched-for fingerprints and homogenized observations of stratospheric ozone were compared to trends in pattern similarity between the fingerprints and the internally and naturally generated variability inferred from long control runs. This yields estimated signal-to-noise (S/N) ratios for each of the three fingerprints (ODS, GHG, and ODS + GHG). In both the upper stratosphere (defined in this paper as 1 to 10 hPa) and lower stratosphere (40 to 100 hPa), the spatial fingerprints of the ODS + GHG and ODS-only patterns were consistently detectable not only during the era of maximum ozone depletion but also throughout the observational record (1984-2016). We also develop a fingerprint attribution method to account for forcings whose time evolutions are markedly nonlinear over the observational record. When the nonlinearity of the time evolution of the ODS and ODS + GHG signals is accounted for, we find that the S/N ratios obtained with the stratospheric ODS and ODS + GHG fingerprints are enhanced relative to standard linear trend analysis. Use of the nonlinear signal detection method also reduces the detection time - the estimate of the date at which ODS and GHG impacts on ozone can be formally identified. Furthermore, by explicitly considering nonlinear signal evolution, the complete observational record can be used in the S/N analysis, without applying piecewise linear regression and introducing arbitrary break points. The GHG-driven fingerprint of ozone changes was not statistically identifiable in either the upper- or lower-stratospheric SWOOSH data, irrespective of the signal detection method used. In the WACCM simulations of future climate change, the GHG signal is statistically identifiable between 2020 and 2030. Our findings demonstrate the importance of continued stratospheric ozone monitoring to improve estimates of the contributions of ODS and GHG forcing to global changes in stratospheric ozone.

Data driven discrete-time parsimonious identification of a nonlinear state-space model for a weakly nonlinear system with short data record

NASA Astrophysics Data System (ADS)

Relan, Rishi; Tiels, Koen; Marconato, Anna; Dreesen, Philippe; Schoukens, Johan

2018-05-01

Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time nonlinear state space model (NLSS) for the nonlinear dynamical system with relatively short data record is proposed. The capability of the NLSS model structure is demonstrated by introducing two different initialisation schemes, one of them using multivariate polynomials. In addition, a method using first-order information of the multivariate polynomials and tensor decomposition is employed to obtain the parsimonious decoupled representation of the set of multivariate real polynomials estimated during the identification of NLSS model. Finally, the experimental verification of the model structure is done on the cascaded water-benchmark identification problem.

The nonlinear modified equation approach to analyzing finite difference schemes

NASA Technical Reports Server (NTRS)

Klopfer, G. H.; Mcrae, D. S.

1981-01-01

The nonlinear modified equation approach is taken in this paper to analyze the generalized Lax-Wendroff explicit scheme approximation to the unsteady one- and two-dimensional equations of gas dynamics. Three important applications of the method are demonstrated. The nonlinear modified equation analysis is used to (1) generate higher order accurate schemes, (2) obtain more accurate estimates of the discretization error for nonlinear systems of partial differential equations, and (3) generate an adaptive mesh procedure for the unsteady gas dynamic equations. Results are obtained for all three areas. For the adaptive mesh procedure, mesh point requirements for equal resolution of discontinuities were reduced by a factor of five for a 1-D shock tube problem solved by the explicit MacCormack scheme.

Microbubble cloud characterization by nonlinear frequency mixing.

PubMed

Cavaro, M; Payan, C; Moysan, J; Baqué, F

2011-05-01

In the frame of the fourth generation forum, France decided to develop sodium fast nuclear reactors. French Safety Authority requests the associated monitoring of argon gas into sodium. This implies to estimate the void fraction, and a histogram indicating the bubble population. In this context, the present letter studies the possibility of achieving an accurate determination of the histogram with acoustic methods. A nonlinear, two-frequency mixing technique has been implemented, and a specific optical device has been developed in order to validate the experimental results. The acoustically reconstructed histograms are in excellent agreement with those obtained using optical methods.

On Least Squares Fitting Nonlinear Submodels.

ERIC Educational Resources Information Center

Bechtel, Gordon G.

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

Power maximization of variable-speed variable-pitch wind turbines using passive adaptive neural fault tolerant control

NASA Astrophysics Data System (ADS)

Habibi, Hamed; Rahimi Nohooji, Hamed; Howard, Ian

2017-09-01

Power maximization has always been a practical consideration in wind turbines. The question of how to address optimal power capture, especially when the system dynamics are nonlinear and the actuators are subject to unknown faults, is significant. This paper studies the control methodology for variable-speed variable-pitch wind turbines including the effects of uncertain nonlinear dynamics, system fault uncertainties, and unknown external disturbances. The nonlinear model of the wind turbine is presented, and the problem of maximizing extracted energy is formulated by designing the optimal desired states. With the known system, a model-based nonlinear controller is designed; then, to handle uncertainties, the unknown nonlinearities of the wind turbine are estimated by utilizing radial basis function neural networks. The adaptive neural fault tolerant control is designed passively to be robust on model uncertainties, disturbances including wind speed and model noises, and completely unknown actuator faults including generator torque and pitch actuator torque. The Lyapunov direct method is employed to prove that the closed-loop system is uniformly bounded. Simulation studies are performed to verify the effectiveness of the proposed method.

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.

Linear and non-linear regression analysis for the sorption kinetics of methylene blue onto activated carbon.

PubMed

Kumar, K Vasanth

2006-10-11

Batch kinetic experiments were carried out for the sorption of methylene blue onto activated carbon. The experimental kinetics were fitted to the pseudo first-order and pseudo second-order kinetics by linear and a non-linear method. The five different types of Ho pseudo second-order expression have been discussed. A comparison of linear least-squares method and a trial and error non-linear method of estimating the pseudo second-order rate kinetic parameters were examined. The sorption process was found to follow a both pseudo first-order kinetic and pseudo second-order kinetic model. Present investigation showed that it is inappropriate to use a type 1 and type pseudo second-order expressions as proposed by Ho and Blanachard et al. respectively for predicting the kinetic rate constants and the initial sorption rate for the studied system. Three correct possible alternate linear expressions (type 2 to type 4) to better predict the initial sorption rate and kinetic rate constants for the studied system (methylene blue/activated carbon) was proposed. Linear method was found to check only the hypothesis instead of verifying the kinetic model. Non-linear regression method was found to be the more appropriate method to determine the rate kinetic parameters.

Solving regularly and singularly perturbed reaction-diffusion equations in three space dimensions

NASA Astrophysics Data System (ADS)

Moore, Peter K.

2007-06-01

In [P.K. Moore, Effects of basis selection and h-refinement on error estimator reliability and solution efficiency for higher-order methods in three space dimensions, Int. J. Numer. Anal. Mod. 3 (2006) 21-51] a fixed, high-order h-refinement finite element algorithm, Href, was introduced for solving reaction-diffusion equations in three space dimensions. In this paper Href is coupled with continuation creating an automatic method for solving regularly and singularly perturbed reaction-diffusion equations. The simple quasilinear Newton solver of Moore, (2006) is replaced by the nonlinear solver NITSOL [M. Pernice, H.F. Walker, NITSOL: a Newton iterative solver for nonlinear systems, SIAM J. Sci. Comput. 19 (1998) 302-318]. Good initial guesses for the nonlinear solver are obtained using continuation in the small parameter ɛ. Two strategies allow adaptive selection of ɛ. The first depends on the rate of convergence of the nonlinear solver and the second implements backtracking in ɛ. Finally a simple method is used to select the initial ɛ. Several examples illustrate the effectiveness of the algorithm.

Oscillations and Rolling for Duffing's Equation

NASA Astrophysics Data System (ADS)

Aref'eva, I. Ya.; Piskovskiy, E. V.; Volovich, I. V.

2013-01-01

The Duffing equation has been used to model nonlinear dynamics not only in mechanics and electronics but also in biology and in neurology for the brain process modeling. Van der Pol's method is often used in nonlinear dynamics to improve perturbation theory results when describing small oscillations. However, in some other problems of nonlinear dynamics particularly in case of Duffing-Higgs equation in field theory, for the Einsten-Friedmann equations in cosmology and for relaxation processes in neurology not only small oscillations regime is of interest but also the regime of slow rolling. In the present work a method for approximate solution to nonlinear dynamics equations in the rolling regime is developed. It is shown that in order to improve perturbation theory in the rolling regime it turns out to be effective to use an expansion in hyperbolic functions instead of trigonometric functions as it is done in van der Pol's method in case of small oscillations. In particular the Duffing equation in the rolling regime is investigated using solution expressed in terms of elliptic functions. Accuracy of obtained approximation is estimated. The Duffing equation with dissipation is also considered.

Nonlinear Inference in Partially Observed Physical Systems and Deep Neural Networks

NASA Astrophysics Data System (ADS)

Rozdeba, Paul J.

The problem of model state and parameter estimation is a significant challenge in nonlinear systems. Due to practical considerations of experimental design, it is often the case that physical systems are partially observed, meaning that data is only available for a subset of the degrees of freedom required to fully model the observed system's behaviors and, ultimately, predict future observations. Estimation in this context is highly complicated by the presence of chaos, stochasticity, and measurement noise in dynamical systems. One of the aims of this dissertation is to simultaneously analyze state and parameter estimation in as a regularized inverse problem, where the introduction of a model makes it possible to reverse the forward problem of partial, noisy observation; and as a statistical inference problem using data assimilation to transfer information from measurements to the model states and parameters. Ultimately these two formulations achieve the same goal. Similar aspects that appear in both are highlighted as a means for better understanding the structure of the nonlinear inference problem. An alternative approach to data assimilation that uses model reduction is then examined as a way to eliminate unresolved nonlinear gating variables from neuron models. In this formulation, only measured variables enter into the model, and the resulting errors are themselves modeled by nonlinear stochastic processes with memory. Finally, variational annealing, a data assimilation method previously applied to dynamical systems, is introduced as a potentially useful tool for understanding deep neural network training in machine learning by exploiting similarities between the two problems.

Nonlinear system identification based on Takagi-Sugeno fuzzy modeling and unscented Kalman filter.

PubMed

Vafamand, Navid; Arefi, Mohammad Mehdi; Khayatian, Alireza

2018-03-01

This paper proposes two novel Kalman-based learning algorithms for an online Takagi-Sugeno (TS) fuzzy model identification. The proposed approaches are designed based on the unscented Kalman filter (UKF) and the concept of dual estimation. Contrary to the extended Kalman filter (EKF) which utilizes derivatives of nonlinear functions, the UKF employs the unscented transformation. Consequently, non-differentiable membership functions can be considered in the structure of the TS models. This makes the proposed algorithms to be applicable for the online parameter calculation of wider classes of TS models compared to the recently published papers concerning the same issue. Furthermore, because of the great capability of the UKF in handling severe nonlinear dynamics, the proposed approaches can effectively approximate the nonlinear systems. Finally, numerical and practical examples are provided to show the advantages of the proposed approaches. Simulation results reveal the effectiveness of the proposed methods and performance improvement based on the root mean square (RMS) of the estimation error compared to the existing results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Design and experimental validation of linear and nonlinear vehicle steering control strategies

NASA Astrophysics Data System (ADS)

Menhour, Lghani; Lechner, Daniel; Charara, Ali

2012-06-01

This paper proposes the design of three control laws dedicated to vehicle steering control, two based on robust linear control strategies and one based on nonlinear control strategies, and presents a comparison between them. The two robust linear control laws (indirect and direct methods) are built around M linear bicycle models, each of these control laws is composed of two M proportional integral derivative (PID) controllers: one M PID controller to control the lateral deviation and the other M PID controller to control the vehicle yaw angle. The indirect control law method is designed using an oscillation method and a nonlinear optimisation subject to H ∞ constraint. The direct control law method is designed using a linear matrix inequality optimisation in order to achieve H ∞ performances. The nonlinear control method used for the correction of the lateral deviation is based on a continuous first-order sliding-mode controller. The different methods are designed using a linear bicycle vehicle model with variant parameters, but the aim is to simulate the nonlinear vehicle behaviour under high dynamic demands with a four-wheel vehicle model. These steering vehicle controls are validated experimentally using the data acquired using a laboratory vehicle, Peugeot 307, developed by National Institute for Transport and Safety Research - Department of Accident Mechanism Analysis Laboratory's (INRETS-MA) and their performance results are compared. Moreover, an unknown input sliding-mode observer is introduced to estimate the road bank angle.

A Genetic Algorithm Approach to Nonlinear Least Squares Estimation

ERIC Educational Resources Information Center

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

2004-01-01

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

Analysis of Instantaneous Linear, Nonlinear and Complex Cardiovascular Dynamics from Videophotoplethysmography.

PubMed

Valenza, Gaetano; Iozzia, Luca; Cerina, Luca; Mainardi, Luca; Barbieri, Riccardo

2018-05-01

There is a fast growing interest in the use of non-contact devices for health and performance assessment in humans. In particular, the use of non-contact videophotoplethysmography (vPPG) has been recently demonstrated as a feasible way to extract cardiovascular information. Nevertheless, proper validation of vPPG-derived heartbeat dynamics is still missing. We aim to an in-depth validation of time-varying, linear and nonlinear/complex dynamics of the pulse rate variability extracted from vPPG. We apply inhomogeneous pointprocess nonlinear models to assess instantaneous measures defined in the time, frequency, and bispectral domains as estimated through vPPG and standard ECG. Instantaneous complexity measures, such as the instantaneous Lyapunov exponents and the recently defined inhomogeneous point-process approximate and sample entropy, were estimated as well. Video recordings were processed using our recently proposed method based on zerophase principal component analysis. Experimental data were gathered from 60 young healthy subjects (age: 24±3 years) undergoing postural changes (rest-to-stand maneuver). Group averaged results show that there is an overall agreement between linear and nonlinear/complexity indices computed from ECG and vPPG during resting state conditions. However, important differences are found, particularly in the bispectral and complexity domains, in recordings where the subjects has been instructed to stand up. Although significant differences exist between cardiovascular estimates from vPPG and ECG, it is very promising that instantaneous sympathovagal changes, as well as time-varying complex dynamics, were correctly identified, especially during resting state. In addition to a further improvement of the video signal quality, more research is advocated towards a more precise estimation of cardiovascular dynamics by a comprehensive nonlinear/complex paradigm specifically tailored to the non-contact quantification. Schattauer GmbH.

Two-Stage Residual Inclusion Estimation in Health Services Research and Health Economics.

PubMed

Terza, Joseph V

2018-06-01

Empirical analyses in health services research and health economics often require implementation of nonlinear models whose regressors include one or more endogenous variables-regressors that are correlated with the unobserved random component of the model. In such cases, implementation of conventional regression methods that ignore endogeneity will likely produce results that are biased and not causally interpretable. Terza et al. (2008) discuss a relatively simple estimation method that avoids endogeneity bias and is applicable in a wide variety of nonlinear regression contexts. They call this method two-stage residual inclusion (2SRI). In the present paper, I offer a 2SRI how-to guide for practitioners and a step-by-step protocol that can be implemented with any of the popular statistical or econometric software packages. We introduce the protocol and its Stata implementation in the context of a real data example. Implementation of 2SRI for a very broad class of nonlinear models is then discussed. Additional examples are given. We analyze cigarette smoking as a determinant of infant birthweight using data from Mullahy (1997). It is hoped that the discussion will serve as a practical guide to implementation of the 2SRI protocol for applied researchers. © Health Research and Educational Trust.

The allometry of coarse root biomass: log-transformed linear regression or nonlinear regression?

PubMed

Lai, Jiangshan; Yang, Bo; Lin, Dunmei; Kerkhoff, Andrew J; Ma, Keping

2013-01-01

Precise estimation of root biomass is important for understanding carbon stocks and dynamics in forests. Traditionally, biomass estimates are based on allometric scaling relationships between stem diameter and coarse root biomass calculated using linear regression (LR) on log-transformed data. Recently, it has been suggested that nonlinear regression (NLR) is a preferable fitting method for scaling relationships. But while this claim has been contested on both theoretical and empirical grounds, and statistical methods have been developed to aid in choosing between the two methods in particular cases, few studies have examined the ramifications of erroneously applying NLR. Here, we use direct measurements of 159 trees belonging to three locally dominant species in east China to compare the LR and NLR models of diameter-root biomass allometry. We then contrast model predictions by estimating stand coarse root biomass based on census data from the nearby 24-ha Gutianshan forest plot and by testing the ability of the models to predict known root biomass values measured on multiple tropical species at the Pasoh Forest Reserve in Malaysia. Based on likelihood estimates for model error distributions, as well as the accuracy of extrapolative predictions, we find that LR on log-transformed data is superior to NLR for fitting diameter-root biomass scaling models. More importantly, inappropriately using NLR leads to grossly inaccurate stand biomass estimates, especially for stands dominated by smaller trees.

Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach.

PubMed

Demidenko, Eugene

2017-09-01

The exact density distribution of the nonlinear least squares estimator in the one-parameter regression model is derived in closed form and expressed through the cumulative distribution function of the standard normal variable. Several proposals to generalize this result are discussed. The exact density is extended to the estimating equation (EE) approach and the nonlinear regression with an arbitrary number of linear parameters and one intrinsically nonlinear parameter. For a very special nonlinear regression model, the derived density coincides with the distribution of the ratio of two normally distributed random variables previously obtained by Fieller (1932), unlike other approximations previously suggested by other authors. Approximations to the density of the EE estimators are discussed in the multivariate case. Numerical complications associated with the nonlinear least squares are illustrated, such as nonexistence and/or multiple solutions, as major factors contributing to poor density approximation. The nonlinear Markov-Gauss theorem is formulated based on the near exact EE density approximation.

Reduced Order Methods for Prediction of Thermal-Acoustic Fatigue

NASA Technical Reports Server (NTRS)

Przekop, A.; Rizzi, S. A.

2004-01-01

The goal of this investigation is to assess the quality of high-cycle-fatigue life estimation via a reduced order method, for structures undergoing random nonlinear vibrations in a presence of thermal loading. Modal reduction is performed with several different suites of basis functions. After numerically solving the reduced order system equations of motion, the physical displacement time history is obtained by an inverse transformation and stresses are recovered. Stress ranges obtained through the rainflow counting procedure are used in a linear damage accumulation method to yield fatigue estimates. Fatigue life estimates obtained using various basis functions in the reduced order method are compared with those obtained from numerical simulation in physical degrees-of-freedom.

An inverse method to estimate emission rates based on nonlinear least-squares-based ensemble four-dimensional variational data assimilation with local air concentration measurements.

PubMed

Geng, Xiaobing; Xie, Zhenghui; Zhang, Lijun; Xu, Mei; Jia, Binghao

2018-03-01

An inverse source estimation method is proposed to reconstruct emission rates using local air concentration sampling data. It involves the nonlinear least squares-based ensemble four-dimensional variational data assimilation (NLS-4DVar) algorithm and a transfer coefficient matrix (TCM) created using FLEXPART, a Lagrangian atmospheric dispersion model. The method was tested by twin experiments and experiments with actual Cs-137 concentrations measured around the Fukushima Daiichi Nuclear Power Plant (FDNPP). Emission rates can be reconstructed sequentially with the progression of a nuclear accident, which is important in the response to a nuclear emergency. With pseudo observations generated continuously, most of the emission rates were estimated accurately, except under conditions when the wind blew off land toward the sea and at extremely slow wind speeds near the FDNPP. Because of the long duration of accidents and variability in meteorological fields, monitoring networks composed of land stations only in a local area are unable to provide enough information to support an emergency response. The errors in the estimation compared to the real observations from the FDNPP nuclear accident stemmed from a shortage of observations, lack of data control, and an inadequate atmospheric dispersion model without improvement and appropriate meteorological data. The proposed method should be developed further to meet the requirements of a nuclear emergency response. Copyright © 2017 Elsevier Ltd. All rights reserved.

Validation of the alternating conditional estimation algorithm for estimation of flexible extensions of Cox's proportional hazards model with nonlinear constraints on the parameters.

PubMed

Wynant, Willy; Abrahamowicz, Michal

2016-11-01

Standard optimization algorithms for maximizing likelihood may not be applicable to the estimation of those flexible multivariable models that are nonlinear in their parameters. For applications where the model's structure permits separating estimation of mutually exclusive subsets of parameters into distinct steps, we propose the alternating conditional estimation (ACE) algorithm. We validate the algorithm, in simulations, for estimation of two flexible extensions of Cox's proportional hazards model where the standard maximum partial likelihood estimation does not apply, with simultaneous modeling of (1) nonlinear and time-dependent effects of continuous covariates on the hazard, and (2) nonlinear interaction and main effects of the same variable. We also apply the algorithm in real-life analyses to estimate nonlinear and time-dependent effects of prognostic factors for mortality in colon cancer. Analyses of both simulated and real-life data illustrate good statistical properties of the ACE algorithm and its ability to yield new potentially useful insights about the data structure. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Quantifying and Testing Indirect Effects in Simple Mediation Models when the Constituent Paths Are Nonlinear

ERIC Educational Resources Information Center

Hayes, Andrew F.; Preacher, Kristopher J.

2010-01-01

Most treatments of indirect effects and mediation in the statistical methods literature and the corresponding methods used by behavioral scientists have assumed linear relationships between variables in the causal system. Here we describe and extend a method first introduced by Stolzenberg (1980) for estimating indirect effects in models of…

Noise Estimation and Quality Assessment of Gaussian Noise Corrupted Images

NASA Astrophysics Data System (ADS)

Kamble, V. M.; Bhurchandi, K.

2018-03-01

Evaluating the exact quantity of noise present in an image and quality of an image in the absence of reference image is a challenging task. We propose a near perfect noise estimation method and a no reference image quality assessment method for images corrupted by Gaussian noise. The proposed methods obtain initial estimate of noise standard deviation present in an image using the median of wavelet transform coefficients and then obtains a near to exact estimate using curve fitting. The proposed noise estimation method provides the estimate of noise within average error of +/-4%. For quality assessment, this noise estimate is mapped to fit the Differential Mean Opinion Score (DMOS) using a nonlinear function. The proposed methods require minimum training and yields the noise estimate and image quality score. Images from Laboratory for image and Video Processing (LIVE) database and Computational Perception and Image Quality (CSIQ) database are used for validation of the proposed quality assessment method. Experimental results show that the performance of proposed quality assessment method is at par with the existing no reference image quality assessment metric for Gaussian noise corrupted images.

A nonlinear control method based on ANFIS and multiple models for a class of SISO nonlinear systems and its application.

PubMed

Zhang, Yajun; Chai, Tianyou; Wang, Hong

2011-11-01

This paper presents a novel nonlinear control strategy for a class of uncertain single-input and single-output discrete-time nonlinear systems with unstable zero-dynamics. The proposed method combines adaptive-network-based fuzzy inference system (ANFIS) with multiple models, where a linear robust controller, an ANFIS-based nonlinear controller and a switching mechanism are integrated using multiple models technique. It has been shown that the linear controller can ensure the boundedness of the input and output signals and the nonlinear controller can improve the dynamic performance of the closed loop system. Moreover, it has also been shown that the use of the switching mechanism can simultaneously guarantee the closed loop stability and improve its performance. As a result, the controller has the following three outstanding features compared with existing control strategies. First, this method relaxes the assumption of commonly-used uniform boundedness on the unmodeled dynamics and thus enhances its applicability. Second, since ANFIS is used to estimate and compensate the effect caused by the unmodeled dynamics, the convergence rate of neural network learning has been increased. Third, a "one-to-one mapping" technique is adapted to guarantee the universal approximation property of ANFIS. The proposed controller is applied to a numerical example and a pulverizing process of an alumina sintering system, respectively, where its effectiveness has been justified.

A Modified Rodrigues Parameter-based Nonlinear Observer Design for Spacecraft Gyroscope Parameters Estimation

NASA Astrophysics Data System (ADS)

Yong, Kilyuk; Jo, Sujang; Bang, Hyochoong

This paper presents a modified Rodrigues parameter (MRP)-based nonlinear observer design to estimate bias, scale factor and misalignment of gyroscope measurements. A Lyapunov stability analysis is carried out for the nonlinear observer. Simulation is performed and results are presented illustrating the performance of the proposed nonlinear observer under the condition of persistent excitation maneuver. In addition, a comparison between the nonlinear observer and alignment Kalman filter (AKF) is made to highlight favorable features of the nonlinear observer.

Bayesian framework for modeling diffusion processes with nonlinear drift based on nonlinear and incomplete observations.

PubMed

Wu, Hao; Noé, Frank

2011-03-01

Diffusion processes are relevant for a variety of phenomena in the natural sciences, including diffusion of cells or biomolecules within cells, diffusion of molecules on a membrane or surface, and diffusion of a molecular conformation within a complex energy landscape. Many experimental tools exist now to track such diffusive motions in single cells or molecules, including high-resolution light microscopy, optical tweezers, fluorescence quenching, and Förster resonance energy transfer (FRET). Experimental observations are most often indirect and incomplete: (1) They do not directly reveal the potential or diffusion constants that govern the diffusion process, (2) they have limited time and space resolution, and (3) the highest-resolution experiments do not track the motion directly but rather probe it stochastically by recording single events, such as photons, whose properties depend on the state of the system under investigation. Here, we propose a general Bayesian framework to model diffusion processes with nonlinear drift based on incomplete observations as generated by various types of experiments. A maximum penalized likelihood estimator is given as well as a Gibbs sampling method that allows to estimate the trajectories that have caused the measurement, the nonlinear drift or potential function and the noise or diffusion matrices, as well as uncertainty estimates of these properties. The approach is illustrated on numerical simulations of FRET experiments where it is shown that trajectories, potentials, and diffusion constants can be efficiently and reliably estimated even in cases with little statistics or nonequilibrium measurement conditions.

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

PubMed

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

2018-06-19

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

Blind third-order dispersion estimation based on fractional Fourier transformation for coherent optical communication

NASA Astrophysics Data System (ADS)

Yang, Lin; Guo, Peng; Yang, Aiying; Qiao, Yaojun

2018-02-01

In this paper, we propose a blind third-order dispersion estimation method based on fractional Fourier transformation (FrFT) in optical fiber communication system. By measuring the chromatic dispersion (CD) at different wavelengths, this method can estimation dispersion slope and further calculate the third-order dispersion. The simulation results demonstrate that the estimation error is less than 2 % in 28GBaud dual polarization quadrature phase-shift keying (DP-QPSK) and 28GBaud dual polarization 16 quadrature amplitude modulation (DP-16QAM) system. Through simulations, the proposed third-order dispersion estimation method is shown to be robust against nonlinear and amplified spontaneous emission (ASE) noise. In addition, to reduce the computational complexity, searching step with coarse and fine granularity is chosen to search optimal order of FrFT. The third-order dispersion estimation method based on FrFT can be used to monitor the third-order dispersion in optical fiber system.

Dynamic Modeling Accuracy Dependence on Errors in Sensor Measurements, Mass Properties, and Aircraft Geometry

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2013-01-01

A nonlinear simulation of the NASA Generic Transport Model was used to investigate the effects of errors in sensor measurements, mass properties, and aircraft geometry on the accuracy of dynamic models identified from flight data. Measurements from a typical system identification maneuver were systematically and progressively deteriorated and then used to estimate stability and control derivatives within a Monte Carlo analysis. Based on the results, recommendations were provided for maximum allowable errors in sensor measurements, mass properties, and aircraft geometry to achieve desired levels of dynamic modeling accuracy. Results using other flight conditions, parameter estimation methods, and a full-scale F-16 nonlinear aircraft simulation were compared with these recommendations.

Detecting nonlinearity and chaos in epidemic data

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

Ellner, S.; Gallant, A.R.; Theiler, J.

1993-08-01

Historical data on recurrent epidemics have been central to the debate about the prevalence of chaos in biological population dynamics. Schaffer and Kot who first recognized that the abundance and accuracy of disease incidence data opened the door to applying a range of methods for detecting chaos that had been devised in the early 1980`s. Using attractor reconstruction, estimates of dynamical invariants, and comparisons between data and simulation of SEIR models, the ``case for chaos in childhood epidemics`` was made through a series of influential papers beginning in the mid 1980`s. The proposition that the precise timing and magnitude ofmore » epidemic outbreaks are deterministic but chaotic is appealing, since it raises the hope of finding determinism and simplicity beneath the apparently stochastic and complicated surface of the data. The initial enthusiasm for methods of detecting chaos in data has been followed by critical re-evaluations of their limitations. Early hopes of a ``one size fits all`` algorithm to diagnose chaos vs. noise in any data set have given way to a recognition that a variety of methods must be used, and interpretation of results must take into account the limitations of each method and the imperfections of the data. Our goals here are to outline some newer methods for detecting nonlinearity and chaos that have a solid statistical basis and are suited to epidemic data, and to begin a re-evaluation of the claims for nonlinear dynamics and chaos in epidemics using these newer methods. We also identify features of epidemic data that create problems for the older, better known methods of detecting chaos. When we ask ``are epidemics nonlinear?``, we are not questioning the existence of global nonlinearities in epidemic dynamics, such as nonlinear transmission rates. Our question is whether the data`s deviations from an annual cyclic trend (which would reflect global nonlinearities) are described by a linear, noise-driven stochastic process.« less

An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models

ERIC Educational Resources Information Center

Chow, Sy-Miin; Ferrer, Emilio; Nesselroade, John R.

2007-01-01

In the past several decades, methodologies used to estimate nonlinear relationships among latent variables have been developed almost exclusively to fit cross-sectional models. We present a relatively new estimation approach, the unscented Kalman filter (UKF), and illustrate its potential as a tool for fitting nonlinear dynamic models in two ways:…

Constrained optimization for position calibration of an NMR field camera.

PubMed

Chang, Paul; Nassirpour, Sahar; Eschelbach, Martin; Scheffler, Klaus; Henning, Anke

2018-07-01

Knowledge of the positions of field probes in an NMR field camera is necessary for monitoring the B 0 field. The typical method of estimating these positions is by switching the gradients with known strengths and calculating the positions using the phases of the FIDs. We investigated improving the accuracy of estimating the probe positions and analyzed the effect of inaccurate estimations on field monitoring. The field probe positions were estimated by 1) assuming ideal gradient fields, 2) using measured gradient fields (including nonlinearities), and 3) using measured gradient fields with relative position constraints. The fields measured with the NMR field camera were compared to fields acquired using a dual-echo gradient recalled echo B 0 mapping sequence. Comparisons were done for shim fields from second- to fourth-order shim terms. The position estimation was the most accurate when relative position constraints were used in conjunction with measured (nonlinear) gradient fields. The effect of more accurate position estimates was seen when compared to fields measured using a B 0 mapping sequence (up to 10%-15% more accurate for some shim fields). The models acquired from the field camera are sensitive to noise due to the low number of spatial sample points. Position estimation of field probes in an NMR camera can be improved using relative position constraints and nonlinear gradient fields. Magn Reson Med 80:380-390, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

An extended algebraic reconstruction technique (E-ART) for dual spectral CT.

PubMed

Zhao, Yunsong; Zhao, Xing; Zhang, Peng

2015-03-01

Compared with standard computed tomography (CT), dual spectral CT (DSCT) has many advantages for object separation, contrast enhancement, artifact reduction, and material composition assessment. But it is generally difficult to reconstruct images from polychromatic projections acquired by DSCT, because of the nonlinear relation between the polychromatic projections and the images to be reconstructed. This paper first models the DSCT reconstruction problem as a nonlinear system problem; and then extend the classic ART method to solve the nonlinear system. One feature of the proposed method is its flexibility. It fits for any scanning configurations commonly used and does not require consistent rays for different X-ray spectra. Another feature of the proposed method is its high degree of parallelism, which means that the method is suitable for acceleration on GPUs (graphic processing units) or other parallel systems. The method is validated with numerical experiments from simulated noise free and noisy data. High quality images are reconstructed with the proposed method from the polychromatic projections of DSCT. The reconstructed images are still satisfactory even if there are certain errors in the estimated X-ray spectra.

Multi-disease analysis of maternal antibody decay using non-linear mixed models accounting for censoring.

PubMed

Goeyvaerts, Nele; Leuridan, Elke; Faes, Christel; Van Damme, Pierre; Hens, Niel

2015-09-10

Biomedical studies often generate repeated measures of multiple outcomes on a set of subjects. It may be of interest to develop a biologically intuitive model for the joint evolution of these outcomes while assessing inter-subject heterogeneity. Even though it is common for biological processes to entail non-linear relationships, examples of multivariate non-linear mixed models (MNMMs) are still fairly rare. We contribute to this area by jointly analyzing the maternal antibody decay for measles, mumps, rubella, and varicella, allowing for a different non-linear decay model for each infectious disease. We present a general modeling framework to analyze multivariate non-linear longitudinal profiles subject to censoring, by combining multivariate random effects, non-linear growth and Tobit regression. We explore the hypothesis of a common infant-specific mechanism underlying maternal immunity using a pairwise correlated random-effects approach and evaluating different correlation matrix structures. The implied marginal correlation between maternal antibody levels is estimated using simulations. The mean duration of passive immunity was less than 4 months for all diseases with substantial heterogeneity between infants. The maternal antibody levels against rubella and varicella were found to be positively correlated, while little to no correlation could be inferred for the other disease pairs. For some pairs, computational issues occurred with increasing correlation matrix complexity, which underlines the importance of further developing estimation methods for MNMMs. Copyright © 2015 John Wiley & Sons, Ltd.

Polynomial dual energy inverse functions for bone Calcium/Phosphorus ratio determination and experimental evaluation.

PubMed

Sotiropoulou, P; Fountos, G; Martini, N; Koukou, V; Michail, C; Kandarakis, I; Nikiforidis, G

2016-12-01

An X-ray dual energy (XRDE) method was examined, using polynomial nonlinear approximation of inverse functions for the determination of the bone Calcium-to-Phosphorus (Ca/P) mass ratio. Inverse fitting functions with the least-squares estimation were used, to determine calcium and phosphate thicknesses. The method was verified by measuring test bone phantoms with a dedicated dual energy system and compared with previously published dual energy data. The accuracy in the determination of the calcium and phosphate thicknesses improved with the polynomial nonlinear inverse function method, introduced in this work, (ranged from 1.4% to 6.2%), compared to the corresponding linear inverse function method (ranged from 1.4% to 19.5%). Copyright © 2016 Elsevier Ltd. All rights reserved.

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

Comparison of Random Forest and Parametric Imputation Models for Imputing Missing Data Using MICE: A CALIBER Study

PubMed Central

Shah, Anoop D.; Bartlett, Jonathan W.; Carpenter, James; Nicholas, Owen; Hemingway, Harry

2014-01-01

Multivariate imputation by chained equations (MICE) is commonly used for imputing missing data in epidemiologic research. The “true” imputation model may contain nonlinearities which are not included in default imputation models. Random forest imputation is a machine learning technique which can accommodate nonlinearities and interactions and does not require a particular regression model to be specified. We compared parametric MICE with a random forest-based MICE algorithm in 2 simulation studies. The first study used 1,000 random samples of 2,000 persons drawn from the 10,128 stable angina patients in the CALIBER database (Cardiovascular Disease Research using Linked Bespoke Studies and Electronic Records; 2001–2010) with complete data on all covariates. Variables were artificially made “missing at random,” and the bias and efficiency of parameter estimates obtained using different imputation methods were compared. Both MICE methods produced unbiased estimates of (log) hazard ratios, but random forest was more efficient and produced narrower confidence intervals. The second study used simulated data in which the partially observed variable depended on the fully observed variables in a nonlinear way. Parameter estimates were less biased using random forest MICE, and confidence interval coverage was better. This suggests that random forest imputation may be useful for imputing complex epidemiologic data sets in which some patients have missing data. PMID:24589914

Comparison of random forest and parametric imputation models for imputing missing data using MICE: a CALIBER study.

PubMed

Shah, Anoop D; Bartlett, Jonathan W; Carpenter, James; Nicholas, Owen; Hemingway, Harry

2014-03-15

Multivariate imputation by chained equations (MICE) is commonly used for imputing missing data in epidemiologic research. The "true" imputation model may contain nonlinearities which are not included in default imputation models. Random forest imputation is a machine learning technique which can accommodate nonlinearities and interactions and does not require a particular regression model to be specified. We compared parametric MICE with a random forest-based MICE algorithm in 2 simulation studies. The first study used 1,000 random samples of 2,000 persons drawn from the 10,128 stable angina patients in the CALIBER database (Cardiovascular Disease Research using Linked Bespoke Studies and Electronic Records; 2001-2010) with complete data on all covariates. Variables were artificially made "missing at random," and the bias and efficiency of parameter estimates obtained using different imputation methods were compared. Both MICE methods produced unbiased estimates of (log) hazard ratios, but random forest was more efficient and produced narrower confidence intervals. The second study used simulated data in which the partially observed variable depended on the fully observed variables in a nonlinear way. Parameter estimates were less biased using random forest MICE, and confidence interval coverage was better. This suggests that random forest imputation may be useful for imputing complex epidemiologic data sets in which some patients have missing data.

An Adaptive Nonlinear Basal-Bolus Calculator for Patients With Type 1 Diabetes

PubMed Central

Boiroux, Dimitri; Aradóttir, Tinna Björk; Nørgaard, Kirsten; Poulsen, Niels Kjølstad; Madsen, Henrik; Jørgensen, John Bagterp

2016-01-01

Background: Bolus calculators help patients with type 1 diabetes to mitigate the effect of meals on their blood glucose by administering a large amount of insulin at mealtime. Intraindividual changes in patients physiology and nonlinearity in insulin-glucose dynamics pose a challenge to the accuracy of such calculators. Method: We propose a method based on a continuous-discrete unscented Kalman filter to continuously track the postprandial glucose dynamics and the insulin sensitivity. We augment the Medtronic Virtual Patient (MVP) model to simulate noise-corrupted data from a continuous glucose monitor (CGM). The basal rate is determined by calculating the steady state of the model and is adjusted once a day before breakfast. The bolus size is determined by optimizing the postprandial glucose values based on an estimate of the insulin sensitivity and states, as well as the announced meal size. Following meal announcements, the meal compartment and the meal time constant are estimated, otherwise insulin sensitivity is estimated. Results: We compare the performance of a conventional linear bolus calculator with the proposed bolus calculator. The proposed basal-bolus calculator significantly improves the time spent in glucose target (P < .01) compared to the conventional bolus calculator. Conclusion: An adaptive nonlinear basal-bolus calculator can efficiently compensate for physiological changes. Further clinical studies will be needed to validate the results. PMID:27613658

Stability of multiloop LQ regulators with nonlinearities. I - Regions of attraction. II - Regions of ultimate boundedness

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1986-01-01

An investigation is conducted for the closed loop stability of linear time-invariant systems controlled by linear quadratic (LQ) regulators, in cases where nonlinearities exist in the control channels lying outside the stability sector in regions away from the origin. The estimate of the region of attraction thus obtained furnishes methods for the selection of performance function weights for more robust LQ designs. Attention is then given to the closed loop stability of linear time-invariant systems controlled by the LQ regulators when the nonlinearities in the loops escape the stability sector in a bounded region containing the origin.

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

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

Harlim, John, E-mail: jharlim@psu.edu; Mahdi, Adam, E-mail: amahdi@ncsu.edu; Majda, Andrew J., E-mail: jonjon@cims.nyu.edu

2014-01-15

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partialmore » noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model.« less

Observers for a class of systems with nonlinearities satisfying an incremental quadratic inequality

NASA Technical Reports Server (NTRS)

Acikmese, Ahmet Behcet; Martin, Corless

2004-01-01

We consider the problem of state estimation from nonlinear time-varying system whose nonlinearities satisfy an incremental quadratic inequality. Observers are presented which guarantee that the state estimation error exponentially converges to zero.

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.

Hybrid Neural-Network: Genetic Algorithm Technique for Aircraft Engine Performance Diagnostics Developed and Demonstrated

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2002-01-01

As part of the NASA Aviation Safety Program, a unique model-based diagnostics method that employs neural networks and genetic algorithms for aircraft engine performance diagnostics has been developed and demonstrated at the NASA Glenn Research Center against a nonlinear gas turbine engine model. Neural networks are applied to estimate the internal health condition of the engine, and genetic algorithms are used for sensor fault detection, isolation, and quantification. This hybrid architecture combines the excellent nonlinear estimation capabilities of neural networks with the capability to rank the likelihood of various faults given a specific sensor suite signature. The method requires a significantly smaller data training set than a neural network approach alone does, and it performs the combined engine health monitoring objectives of performance diagnostics and sensor fault detection and isolation in the presence of nominal and degraded engine health conditions.

Nonlinear Symplectic Attitude Estimation for Small Satellites

DTIC Science & Technology

2006-08-01

Vol. 45, No. 3, 2000, pp. 477-482. 7 Gelb, A., editor, Applied Optimal Estimation, The M.I.T. Press, Cambridge, MA, 1974. ’ Brown , R. G. and Hwang , P. Y...demonstrate orders of magnitude improvement in state and constants of motion estimation when compared to extended and iterative Kalman methods...satellites have fallen into the former category, including the ubiquitous Extended Kalman Filter (EKF).2 𔄁- 9 While this approach has been used

Ionosphere Profile Estimation Using Ionosonde & GPS Data in an Inverse Refraction Calculation

NASA Astrophysics Data System (ADS)

Psiaki, M. L.

2014-12-01

A method has been developed to assimilate ionosonde virtual heights and GPS slant TEC data to estimate the parameters of a local ionosphere model, including estimates of the topside and of latitude and longitude variations. This effort seeks to better assimilate a variety of remote sensing data in order to characterize local (and eventually regional and global) ionosphere electron density profiles. The core calculations involve a forward refractive ray-tracing solution and a nonlinear optimal estimation algorithm that inverts the forward model. The ray-tracing calculations solve a nonlinear two-point boundary value problem for the curved ionosonde or GPS ray path through a parameterized electron density profile. It implements a full 3D solution that can handle the case of a tilted ionosphere. These calculations use Hamiltonian equivalents of the Appleton-Hartree magneto-plasma refraction index model. The current ionosphere parameterization is a modified Booker profile. It has been augmented to include latitude and longitude dependencies. The forward ray-tracing solution yields a given signal's group delay and beat carrier phase observables. An auxiliary set of boundary value problem solutions determine the sensitivities of the ray paths and observables with respect to the parameters of the augmented Booker profile. The nonlinear estimation algorithm compares the measured ionosonde virtual-altitude observables and GPS slant-TEC observables to the corresponding values from the forward refraction model. It uses the parameter sensitivities of the model to iteratively improve its parameter estimates in a way the reduces the residual errors between the measurements and their modeled values. This method has been applied to data from HAARP in Gakona, AK and has produced good TEC and virtual height fits. It has been extended to characterize electron density perturbations caused by HAARP heating experiments through the use of GPS slant TEC data for an LOS through the heated zone. The next planned extension of the method is to estimate the parameters of a regional ionosphere profile. The input observables will be slant TEC from an array of GPS receivers and group delay and carrier phase observables from an array of high-frequency beacons. The beacon array will function as a sort of multi-static ionosonde.

Real-Time Parameter Estimation in the Frequency Domain

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2000-01-01

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

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

A Method for Determining Pseudo-measurement State Values for Topology Observability of State Estimation in Power Systems

NASA Astrophysics Data System (ADS)

Urano, Shoichi; Mori, Hiroyuki

This paper proposes a new technique for determining of state values in power systems. Recently, it is useful for carrying out state estimation with data of PMU (Phasor Measurement Unit). The authors have developed a method for determining state values with artificial neural network (ANN) considering topology observability in power systems. ANN has advantage to approximate nonlinear functions with high precision. The method evaluates pseudo-measurement state values of the data which are lost in power systems. The method is successfully applied to the IEEE 14-bus system.

The Novel Nonlinear Adaptive Doppler Shift Estimation Technique and the Coherent Doppler Lidar System Validation Lidar

NASA Technical Reports Server (NTRS)

Beyon, Jeffrey Y.; Koch, Grady J.

2006-01-01

The signal processing aspect of a 2-m wavelength coherent Doppler lidar system under development at NASA Langley Research Center in Virginia is investigated in this paper. The lidar system is named VALIDAR (validation lidar) and its signal processing program estimates and displays various wind parameters in real-time as data acquisition occurs. The goal is to improve the quality of the current estimates such as power, Doppler shift, wind speed, and wind direction, especially in low signal-to-noise-ratio (SNR) regime. A novel Nonlinear Adaptive Doppler Shift Estimation Technique (NADSET) is developed on such behalf and its performance is analyzed using the wind data acquired over a long period of time by VALIDAR. The quality of Doppler shift and power estimations by conventional Fourier-transform-based spectrum estimation methods deteriorates rapidly as SNR decreases. NADSET compensates such deterioration in the quality of wind parameter estimates by adaptively utilizing the statistics of Doppler shift estimate in a strong SNR range and identifying sporadic range bins where good Doppler shift estimates are found. The authenticity of NADSET is established by comparing the trend of wind parameters with and without NADSET applied to the long-period lidar return data.

Radar modulation classification using time-frequency representation and nonlinear regression

NASA Astrophysics Data System (ADS)

De Luigi, Christophe; Arques, Pierre-Yves; Lopez, Jean-Marc; Moreau, Eric

1999-09-01

In naval electronic environment, pulses emitted by radars are collected by ESM receivers. For most of them the intrapulse signal is modulated by a particular law. To help the classical identification process, a classification and estimation of this modulation law is applied on the intrapulse signal measurements. To estimate with a good accuracy the time-varying frequency of a signal corrupted by an additive noise, one method has been chosen. This method consists on the Wigner distribution calculation, the instantaneous frequency is then estimated by the peak location of the distribution. Bias and variance of the estimator are performed by computed simulations. In a estimated sequence of frequencies, we assume the presence of false and good estimated ones, the hypothesis of Gaussian distribution is made on the errors. A robust non linear regression method, based on the Levenberg-Marquardt algorithm, is thus applied on these estimated frequencies using a Maximum Likelihood Estimator. The performances of the method are tested by using varied modulation laws and different signal to noise ratios.

Steady induction effects in geomagnetism. Part 1B: Geomagnetic estimation of steady surficial core motions: A non-linear inverse problem

NASA Technical Reports Server (NTRS)

Voorhies, Coerte V.

1993-01-01

The problem of estimating a steady fluid velocity field near the top of Earth's core which induces the secular variation (SV) indicated by models of the observed geomagnetic field is examined in the source-free mantle/frozen-flux core (SFI/VFFC) approximation. This inverse problem is non-linear because solutions of the forward problem are deterministically chaotic. The SFM/FFC approximation is inexact, and neither the models nor the observations they represent are either complete or perfect. A method is developed for solving the non-linear inverse motional induction problem posed by the hypothesis of (piecewise, statistically) steady core surface flow and the supposition of a complete initial geomagnetic condition. The method features iterative solution of the weighted, linearized least-squares problem and admits optional biases favoring surficially geostrophic flow and/or spatially simple flow. Two types of weights are advanced radial field weights for fitting the evolution of the broad-scale portion of the radial field component near Earth's surface implied by the models, and generalized weights for fitting the evolution of the broad-scale portion of the scalar potential specified by the models.

Identification of multiple leaks in pipeline: Linearized model, maximum likelihood, and super-resolution localization

NASA Astrophysics Data System (ADS)

Wang, Xun; Ghidaoui, Mohamed S.

2018-07-01

This paper considers the problem of identifying multiple leaks in a water-filled pipeline based on inverse transient wave theory. The analytical solution to this problem involves nonlinear interaction terms between the various leaks. This paper shows analytically and numerically that these nonlinear terms are of the order of the leak sizes to the power two and; thus, negligible. As a result of this simplification, a maximum likelihood (ML) scheme that identifies leak locations and leak sizes separately is formulated and tested. It is found that the ML estimation scheme is highly efficient and robust with respect to noise. In addition, the ML method is a super-resolution leak localization scheme because its resolvable leak distance (approximately 0.15λmin , where λmin is the minimum wavelength) is below the Nyquist-Shannon sampling theorem limit (0.5λmin). Moreover, the Cramér-Rao lower bound (CRLB) is derived and used to show the efficiency of the ML scheme estimates. The variance of the ML estimator approximates the CRLB proving that the ML scheme belongs to class of best unbiased estimator of leak localization methods.

Precision Interval Estimation of the Response Surface by Means of an Integrated Algorithm of Neural Network and Linear Regression

NASA Technical Reports Server (NTRS)

Lo, Ching F.

1999-01-01

The integration of Radial Basis Function Networks and Back Propagation Neural Networks with the Multiple Linear Regression has been accomplished to map nonlinear response surfaces over a wide range of independent variables in the process of the Modem Design of Experiments. The integrated method is capable to estimate the precision intervals including confidence and predicted intervals. The power of the innovative method has been demonstrated by applying to a set of wind tunnel test data in construction of response surface and estimation of precision interval.

An adjoint-based simultaneous estimation method of the asthenosphere's viscosity and afterslip using a fast and scalable finite-element adjoint solver

NASA Astrophysics Data System (ADS)

Agata, Ryoichiro; Ichimura, Tsuyoshi; Hori, Takane; Hirahara, Kazuro; Hashimoto, Chihiro; Hori, Muneo

2018-04-01

The simultaneous estimation of the asthenosphere's viscosity and coseismic slip/afterslip is expected to improve largely the consistency of the estimation results to observation data of crustal deformation collected in widely spread observation points, compared to estimations of slips only. Such an estimate can be formulated as a non-linear inverse problem of material properties of viscosity and input force that is equivalent to fault slips based on large-scale finite-element (FE) modeling of crustal deformation, in which the degree of freedom is in the order of 109. We formulated and developed a computationally efficient adjoint-based estimation method for this inverse problem, together with a fast and scalable FE solver for the associated forward and adjoint problems. In a numerical experiment that imitates the 2011 Tohoku-Oki earthquake, the advantage of the proposed method is confirmed by comparing the estimated results with those obtained using simplified estimation methods. The computational cost required for the optimization shows that the proposed method enabled the targeted estimation to be completed with moderate amount of computational resources.

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

DTIC Science & Technology

2017-02-22

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

Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates

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

Laurence, T; Chromy, B

2009-11-10

Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms ofmore » counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE) for the Poisson distribution is also well known, but has not become generally used. This is primarily because, in contrast to non-linear least squares fitting, there has been no quick, robust, and general fitting method. In the field of fluorescence lifetime spectroscopy and imaging, there have been some efforts to use this estimator through minimization routines such as Nelder-Mead optimization, exhaustive line searches, and Gauss-Newton minimization. Minimization based on specific one- or multi-exponential models has been used to obtain quick results, but this procedure does not allow the incorporation of the instrument response, and is not generally applicable to models found in other fields. Methods for using the MLE for Poisson-distributed data have been published by the wider spectroscopic community, including iterative minimization schemes based on Gauss-Newton minimization. The slow acceptance of these procedures for fitting event counting histograms may also be explained by the use of the ubiquitous, fast Levenberg-Marquardt (L-M) fitting procedure for fitting non-linear models using least squares fitting (simple searches obtain {approx}10000 references - this doesn't include those who use it, but don't know they are using it). The benefits of L-M include a seamless transition between Gauss-Newton minimization and downward gradient minimization through the use of a regularization parameter. This transition is desirable because Gauss-Newton methods converge quickly, but only within a limited domain of convergence; on the other hand the downward gradient methods have a much wider domain of convergence, but converge extremely slowly nearer the minimum. L-M has the advantages of both procedures: relative insensitivity to initial parameters and rapid convergence. Scientists, when wanting an answer quickly, will fit data using L-M, get an answer, and move on. Only those that are aware of the bias issues will bother to fit using the more appropriate MLE for Poisson deviates. However, since there is a simple, analytical formula for the appropriate MLE measure for Poisson deviates, it is inexcusable that least squares estimators are used almost exclusively when fitting event counting histograms. There have been ways found to use successive non-linear least squares fitting to obtain similarly unbiased results, but this procedure is justified by simulation, must be re-tested when conditions change significantly, and requires two successive fits. There is a great need for a fitting routine for the MLE estimator for Poisson deviates that has convergence domains and rates comparable to the non-linear least squares L-M fitting. We show in this report that a simple way to achieve that goal is to use the L-M fitting procedure not to minimize the least squares measure, but the MLE for Poisson deviates.« less

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

A component prediction method for flue gas of natural gas combustion based on nonlinear partial least squares method.

PubMed

Cao, Hui; Yan, Xingyu; Li, Yaojiang; Wang, Yanxia; Zhou, Yan; Yang, Sanchun

2014-01-01

Quantitative analysis for the flue gas of natural gas-fired generator is significant for energy conservation and emission reduction. The traditional partial least squares method may not deal with the nonlinear problems effectively. In the paper, a nonlinear partial least squares method with extended input based on radial basis function neural network (RBFNN) is used for components prediction of flue gas. For the proposed method, the original independent input matrix is the input of RBFNN and the outputs of hidden layer nodes of RBFNN are the extension term of the original independent input matrix. Then, the partial least squares regression is performed on the extended input matrix and the output matrix to establish the components prediction model of flue gas. A near-infrared spectral dataset of flue gas of natural gas combustion is used for estimating the effectiveness of the proposed method compared with PLS. The experiments results show that the root-mean-square errors of prediction values of the proposed method for methane, carbon monoxide, and carbon dioxide are, respectively, reduced by 4.74%, 21.76%, and 5.32% compared to those of PLS. Hence, the proposed method has higher predictive capabilities and better robustness.

Gap-filling methods to impute eddy covariance flux data by preserving variance.

NASA Astrophysics Data System (ADS)

Kunwor, S.; Staudhammer, C. L.; Starr, G.; Loescher, H. W.

2015-12-01

To represent carbon dynamics, in terms of exchange of CO2 between the terrestrial ecosystem and the atmosphere, eddy covariance (EC) data has been collected using eddy flux towers from various sites across globe for more than two decades. However, measurements from EC data are missing for various reasons: precipitation, routine maintenance, or lack of vertical turbulence. In order to have estimates of net ecosystem exchange of carbon dioxide (NEE) with high precision and accuracy, robust gap-filling methods to impute missing data are required. While the methods used so far have provided robust estimates of the mean value of NEE, little attention has been paid to preserving the variance structures embodied by the flux data. Preserving the variance of these data will provide unbiased and precise estimates of NEE over time, which mimic natural fluctuations. We used a non-linear regression approach with moving windows of different lengths (15, 30, and 60-days) to estimate non-linear regression parameters for one year of flux data from a long-leaf pine site at the Joseph Jones Ecological Research Center. We used as our base the Michaelis-Menten and Van't Hoff functions. We assessed the potential physiological drivers of these parameters with linear models using micrometeorological predictors. We then used a parameter prediction approach to refine the non-linear gap-filling equations based on micrometeorological conditions. This provides us an opportunity to incorporate additional variables, such as vapor pressure deficit (VPD) and volumetric water content (VWC) into the equations. Our preliminary results indicate that improvements in gap-filling can be gained with a 30-day moving window with additional micrometeorological predictors (as indicated by lower root mean square error (RMSE) of the predicted values of NEE). Our next steps are to use these parameter predictions from moving windows to gap-fill the data with and without incorporation of potential driver variables of the parameters traditionally used. Then, comparisons of the predicted values from these methods and 'traditional' gap-filling methods (using 12 fixed monthly windows) will be assessed to show the scale of preserving variance. Further, this method will be applied to impute artificially created gaps for analyzing if variance is preserved.

A simple approach to nonlinear estimation of physical systems

USGS Publications Warehouse

Christakos, G.

1988-01-01

Recursive algorithms for estimating the states of nonlinear physical systems are developed. This requires some key hypotheses regarding the structure of the underlying processes. Members of this class of random processes have several desirable properties for the nonlinear estimation of random signals. An assumption is made about the form of the estimator, which may then take account of a wide range of applications. Under the above assumption, the estimation algorithm is mathematically suboptimal but effective and computationally attractive. It may be compared favorably to Taylor series-type filters, nonlinear filters which approximate the probability density by Edgeworth or Gram-Charlier series, as well as to conventional statistical linearization-type estimators. To link theory with practice, some numerical results for a simulated system are presented, in which the responses from the proposed and the extended Kalman algorithms are compared. ?? 1988.

Estimating cosmic velocity fields from density fields and tidal tensors

NASA Astrophysics Data System (ADS)

Kitaura, Francisco-Shu; Angulo, Raul E.; Hoffman, Yehuda; Gottlöber, Stefan

2012-10-01

In this work we investigate the non-linear and non-local relation between cosmological density and peculiar velocity fields. Our goal is to provide an algorithm for the reconstruction of the non-linear velocity field from the fully non-linear density. We find that including the gravitational tidal field tensor using second-order Lagrangian perturbation theory based upon an estimate of the linear component of the non-linear density field significantly improves the estimate of the cosmic flow in comparison to linear theory not only in the low density, but also and more dramatically in the high-density regions. In particular we test two estimates of the linear component: the lognormal model and the iterative Lagrangian linearization. The present approach relies on a rigorous higher order Lagrangian perturbation theory analysis which incorporates a non-local relation. It does not require additional fitting from simulations being in this sense parameter free, it is independent of statistical-geometrical optimization and it is straightforward and efficient to compute. The method is demonstrated to yield an unbiased estimator of the velocity field on scales ≳5 h-1 Mpc with closely Gaussian distributed errors. Moreover, the statistics of the divergence of the peculiar velocity field is extremely well recovered showing a good agreement with the true one from N-body simulations. The typical errors of about 10 km s-1 (1σ confidence intervals) are reduced by more than 80 per cent with respect to linear theory in the scale range between 5 and 10 h-1 Mpc in high-density regions (δ > 2). We also find that iterative Lagrangian linearization is significantly superior in the low-density regime with respect to the lognormal model.

Travel Demand Modeling

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

Southworth, Frank; Garrow, Dr. Laurie

This chapter describes the principal types of both passenger and freight demand models in use today, providing a brief history of model development supported by references to a number of popular texts on the subject, and directing the reader to papers covering some of the more recent technical developments in the area. Over the past half century a variety of methods have been used to estimate and forecast travel demands, drawing concepts from economic/utility maximization theory, transportation system optimization and spatial interaction theory, using and often combining solution techniques as varied as Box-Jenkins methods, non-linear multivariate regression, non-linear mathematical programming,more » and agent-based microsimulation.« less

Estimating parameter of influenza transmission using regularized least square

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

A finite-step method for estimating the spanwise lift distribution of wings in symmetric, yawed, and rotary flight at low speeds

NASA Technical Reports Server (NTRS)

Krenkel, A. R.

1978-01-01

The finite-step method was programmed for computing the span loading and stability derivatives of trapezoidal shaped wings in symmetric, yawed, and rotary flight. Calculations were made for a series of different wing planforms and the results compared with several available methods for estimating these derivatives in the linear angle of attack range. The agreement shown was generally good except in a few cases. An attempt was made to estimate the nonlinear variation of lift with angle of attack in the high alpha range by introducing the measured airfoil section data into the finite-step method. The numerical procedure was found to be stable only at low angles of attack.

Comparison of Fatigue Life Estimation Using Equivalent Linearization and Time Domain Simulation Methods

NASA Technical Reports Server (NTRS)

Mei, Chuh; Dhainaut, Jean-Michel

2000-01-01

The Monte Carlo simulation method in conjunction with the finite element large deflection modal formulation are used to estimate fatigue life of aircraft panels subjected to stationary Gaussian band-limited white-noise excitations. Ten loading cases varying from 106 dB to 160 dB OASPL with bandwidth 1024 Hz are considered. For each load case, response statistics are obtained from an ensemble of 10 response time histories. The finite element nonlinear modal procedure yields time histories, probability density functions (PDF), power spectral densities and higher statistical moments of the maximum deflection and stress/strain. The method of moments of PSD with Dirlik's approach is employed to estimate the panel fatigue life.

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

Advantage of population pharmacokinetic method for evaluating the bioequivalence and accuracy of parameter estimation of pidotimod.

PubMed

Huang, Jihan; Li, Mengying; Lv, Yinghua; Yang, Juan; Xu, Ling; Wang, Jingjing; Chen, Junchao; Wang, Kun; He, Yingchun; Zheng, Qingshan

2016-09-01

This study was aimed at exploring the accuracy of population pharmacokinetic method in evaluating the bioequivalence of pidotimod with sparse data profiles and whether this method is suitable for bioequivalence evaluation in special populations such as children with fewer samplings. Methods In this single-dose, two-period crossover study, 20 healthy male Chinese volunteers were randomized 1 : 1 to receive either the test or reference formulation, with a 1-week washout before receiving the alternative formulation. Noncompartmental and population compartmental pharmacokinetic analyses were conducted. Simulated data were analyzed to graphically evaluate the model and the pharmacokinetic characteristics of the two pidotimod formulations. Various sparse sampling scenarios were generated from the real bioequivalence clinical trial data and evaluated by population pharmacokinetic method. The 90% confidence intervals (CIs) for AUC0-12h, AUC0-∞, and Cmax were 97.3 - 118.7%, 96.9 - 118.7%, and 95.1 - 109.8%, respectively, within the 80 - 125% range for bioequivalence using noncompartmental analysis. The population compartmental pharmacokinetics of pidotimod were described using a one-compartment model with first-order absorption and lag time. In the comparison of estimations in different dataset, the estimation of random three- and< fixed four-point sampling strategies can provide results similar to those obtained through rich sampling. The nonlinear mixed-effects model requires fewer data points. Moreover, compared with the noncompartmental analysis method, the pharmacokinetic parameters can be more accurately estimated using nonlinear mixed-effects model. The population pharmacokinetic modeling method was used to assess the bioequivalence of two pidotimod formulations with relatively few sampling points and further validated the bioequivalence of the two formulations. This method may provide useful information for regulating bioequivalence evaluation in special populations.

A Nonlinear Calibration Algorithm Based on Harmonic Decomposition for Two-Axis Fluxgate Sensors

PubMed Central

Liu, Shibin

2018-01-01

Nonlinearity is a prominent limitation to the calibration performance for two-axis fluxgate sensors. In this paper, a novel nonlinear calibration algorithm taking into account the nonlinearity of errors is proposed. In order to establish the nonlinear calibration model, the combined effort of all time-invariant errors is analyzed in detail, and then harmonic decomposition method is utilized to estimate the compensation coefficients. Meanwhile, the proposed nonlinear calibration algorithm is validated and compared with a classical calibration algorithm by experiments. The experimental results show that, after the nonlinear calibration, the maximum deviation of magnetic field magnitude is decreased from 1302 nT to 30 nT, which is smaller than 81 nT after the classical calibration. Furthermore, for the two-axis fluxgate sensor used as magnetic compass, the maximum error of heading is corrected from 1.86° to 0.07°, which is approximately 11% in contrast with 0.62° after the classical calibration. The results suggest an effective way to improve the calibration performance of two-axis fluxgate sensors. PMID:29789448

Estimating the price elasticity of expenditure for prescription drugs in the presence of non-linear price schedules: an illustration from Quebec, Canada.

PubMed

Contoyannis, Paul; Hurley, Jeremiah; Grootendorst, Paul; Jeon, Sung-Hee; Tamblyn, Robyn

2005-09-01

The price elasticity of demand for prescription drugs is a crucial parameter of interest in designing pharmaceutical benefit plans. Estimating the elasticity using micro-data, however, is challenging because insurance coverage that includes deductibles, co-insurance provisions and maximum expenditure limits create a non-linear price schedule, making price endogenous (a function of drug consumption). In this paper we exploit an exogenous change in cost-sharing within the Quebec (Canada) public Pharmacare program to estimate the price elasticity of expenditure for drugs using IV methods. This approach corrects for the endogeneity of price and incorporates the concept of a 'rational' consumer who factors into consumption decisions the price they expect to face at the margin given their expected needs. The IV method is adapted from an approach developed in the public finance literature used to estimate income responses to changes in tax schedules. The instrument is based on the price an individual would face under the new cost-sharing policy if their consumption remained at the pre-policy level. Our preferred specification leads to expenditure elasticities that are in the low range of previous estimates (between -0.12 and -0.16). Naïve OLS estimates are between 1 and 4 times these magnitudes. (c) 2005 John Wiley & Sons, Ltd.

Spectral iterative method and convergence analysis for solving nonlinear fractional differential equation

NASA Astrophysics Data System (ADS)

Yarmohammadi, M.; Javadi, S.; Babolian, E.

2018-04-01

In this study a new spectral iterative method (SIM) based on fractional interpolation is presented for solving nonlinear fractional differential equations (FDEs) involving Caputo derivative. This method is equipped with a pre-algorithm to find the singularity index of solution of the problem. This pre-algorithm gives us a real parameter as the index of the fractional interpolation basis, for which the SIM achieves the highest order of convergence. In comparison with some recent results about the error estimates for fractional approximations, a more accurate convergence rate has been attained. We have also proposed the order of convergence for fractional interpolation error under the L2-norm. Finally, general error analysis of SIM has been considered. The numerical results clearly demonstrate the capability of the proposed method.

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

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

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

2014-08-15

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

A survey of kernel-type estimators for copula and their applications

NASA Astrophysics Data System (ADS)

Sumarjaya, I. W.

2017-10-01

Copulas have been widely used to model nonlinear dependence structure. Main applications of copulas include areas such as finance, insurance, hydrology, rainfall to name but a few. The flexibility of copula allows researchers to model dependence structure beyond Gaussian distribution. Basically, a copula is a function that couples multivariate distribution functions to their one-dimensional marginal distribution functions. In general, there are three methods to estimate copula. These are parametric, nonparametric, and semiparametric method. In this article we survey kernel-type estimators for copula such as mirror reflection kernel, beta kernel, transformation method and local likelihood transformation method. Then, we apply these kernel methods to three stock indexes in Asia. The results of our analysis suggest that, albeit variation in information criterion values, the local likelihood transformation method performs better than the other kernel methods.

A spline-based non-linear diffeomorphism for multimodal prostate registration.

PubMed

Mitra, Jhimli; Kato, Zoltan; Martí, Robert; Oliver, Arnau; Lladó, Xavier; Sidibé, Désiré; Ghose, Soumya; Vilanova, Joan C; Comet, Josep; Meriaudeau, Fabrice

2012-08-01

This paper presents a novel method for non-rigid registration of transrectal ultrasound and magnetic resonance prostate images based on a non-linear regularized framework of point correspondences obtained from a statistical measure of shape-contexts. The segmented prostate shapes are represented by shape-contexts and the Bhattacharyya distance between the shape representations is used to find the point correspondences between the 2D fixed and moving images. The registration method involves parametric estimation of the non-linear diffeomorphism between the multimodal images and has its basis in solving a set of non-linear equations of thin-plate splines. The solution is obtained as the least-squares solution of an over-determined system of non-linear equations constructed by integrating a set of non-linear functions over the fixed and moving images. However, this may not result in clinically acceptable transformations of the anatomical targets. Therefore, the regularized bending energy of the thin-plate splines along with the localization error of established correspondences should be included in the system of equations. The registration accuracies of the proposed method are evaluated in 20 pairs of prostate mid-gland ultrasound and magnetic resonance images. The results obtained in terms of Dice similarity coefficient show an average of 0.980±0.004, average 95% Hausdorff distance of 1.63±0.48 mm and mean target registration and target localization errors of 1.60±1.17 mm and 0.15±0.12 mm respectively. Copyright © 2012 Elsevier B.V. All rights reserved.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-09-20

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-01-01

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm. PMID:27657069

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.

Parameter identification for nonlinear aerodynamic systems

NASA Technical Reports Server (NTRS)

Pearson, Allan E.

1990-01-01

Parameter identification for nonlinear aerodynamic systems is examined. It is presumed that the underlying model can be arranged into an input/output (I/O) differential operator equation of a generic form. The algorithm estimation is especially efficient since the equation error can be integrated exactly given any I/O pair to obtain an algebraic function of the parameters. The algorithm for parameter identification was extended to the order determination problem for linear differential system. The degeneracy in a least squares estimate caused by feedback was addressed. A method of frequency analysis for determining the transfer function G(j omega) from transient I/O data was formulated using complex valued Fourier based modulating functions in contrast with the trigonometric modulating functions for the parameter estimation problem. A simulation result of applying the algorithm is given under noise-free conditions for a system with a low pass transfer function.

The estimation of branching curves in the presence of subject-specific random effects.

PubMed

Elmi, Angelo; Ratcliffe, Sarah J; Guo, Wensheng

2014-12-20

Branching curves are a technique for modeling curves that change trajectory at a change (branching) point. Currently, the estimation framework is limited to independent data, and smoothing splines are used for estimation. This article aims to extend the branching curve framework to the longitudinal data setting where the branching point varies by subject. If the branching point is modeled as a random effect, then the longitudinal branching curve framework is a semiparametric nonlinear mixed effects model. Given existing issues with using random effects within a smoothing spline, we express the model as a B-spline based semiparametric nonlinear mixed effects model. Simple, clever smoothness constraints are enforced on the B-splines at the change point. The method is applied to Women's Health data where we model the shape of the labor curve (cervical dilation measured longitudinally) before and after treatment with oxytocin (a labor stimulant). Copyright © 2014 John Wiley & Sons, Ltd.

Wave-Based Algorithms and Bounds for Target Support Estimation

DTIC Science & Technology

2015-05-15

vector electromagnetic formalism in [5]. This theory leads to three main variants of the optical theorem detector, in particular, three alternative...further expands the applicability for transient pulse change detection of ar- bitrary nonlinear-media and time-varying targets [9]. This report... electromagnetic methods a new methodology to estimate the minimum convex source region and the (possibly nonconvex) support of a scattering target from knowledge of

Computational Methods for Control and Estimation of Distributed System

DTIC Science & Technology

1988-08-01

prey example. [1987, August] Estimation of Nonlinearities in Parabolic Models for Growth, Predation and Dispersal of Populations. S a ON A VARIATIONAL ...NOTATION 17. COSATI CODES 18. SUBJECT TERMS (Continue on reverse if necessary and identify by block number) FIELD GROUP SUB-GROUP 19. ABSTRACT (Continue...techniques for infinite dimensional systems. (v) Control and stabilization of visco-elastic structures. (vi) Approximation in delay and Volterra type

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.

A simplified method for power-law modelling of metabolic pathways from time-course data and steady-state flux profiles.

PubMed

Kitayama, Tomoya; Kinoshita, Ayako; Sugimoto, Masahiro; Nakayama, Yoichi; Tomita, Masaru

2006-07-17

In order to improve understanding of metabolic systems there have been attempts to construct S-system models from time courses. Conventionally, non-linear curve-fitting algorithms have been used for modelling, because of the non-linear properties of parameter estimation from time series. However, the huge iterative calculations required have hindered the development of large-scale metabolic pathway models. To solve this problem we propose a novel method involving power-law modelling of metabolic pathways from the Jacobian of the targeted system and the steady-state flux profiles by linearization of S-systems. The results of two case studies modelling a straight and a branched pathway, respectively, showed that our method reduced the number of unknown parameters needing to be estimated. The time-courses simulated by conventional kinetic models and those described by our method behaved similarly under a wide range of perturbations of metabolite concentrations. The proposed method reduces calculation complexity and facilitates the construction of large-scale S-system models of metabolic pathways, realizing a practical application of reverse engineering of dynamic simulation models from the Jacobian of the targeted system and steady-state flux profiles.

Memory persistency and nonlinearity in daily mean dew point across India

NASA Astrophysics Data System (ADS)

Ray, Rajdeep; Khondekar, Mofazzal Hossain; Ghosh, Koushik; Bhattacharjee, Anup Kumar

2016-04-01

Enterprising endeavour has been taken in this work to realize and estimate the persistence in memory of the daily mean dew point time series obtained from seven different weather stations viz. Kolkata, Chennai (Madras), New Delhi, Mumbai (Bombay), Bhopal, Agartala and Ahmedabad representing different geographical zones in India. Hurst exponent values reveal an anti-persistent behaviour of these dew point series. To affirm the Hurst exponent values, five different scaling methods have been used and the corresponding results are compared to synthesize a finer and reliable conclusion out of it. The present analysis also bespeaks that the variation in daily mean dew point is governed by a non-stationary process with stationary increments. The delay vector variance (DVV) method has been exploited to investigate nonlinearity, and the present calculation confirms the presence of deterministic nonlinear profile in the daily mean dew point time series of the seven stations.

An optimized Nash nonlinear grey Bernoulli model based on particle swarm optimization and its application in prediction for the incidence of Hepatitis B in Xinjiang, China.

PubMed

Zhang, Liping; Zheng, Yanling; Wang, Kai; Zhang, Xueliang; Zheng, Yujian

2014-06-01

In this paper, by using a particle swarm optimization algorithm to solve the optimal parameter estimation problem, an improved Nash nonlinear grey Bernoulli model termed PSO-NNGBM(1,1) is proposed. To test the forecasting performance, the optimized model is applied for forecasting the incidence of hepatitis B in Xinjiang, China. Four models, traditional GM(1,1), grey Verhulst model (GVM), original nonlinear grey Bernoulli model (NGBM(1,1)) and Holt-Winters exponential smoothing method, are also established for comparison with the proposed model under the criteria of mean absolute percentage error and root mean square percent error. The prediction results show that the optimized NNGBM(1,1) model is more accurate and performs better than the traditional GM(1,1), GVM, NGBM(1,1) and Holt-Winters exponential smoothing method. Copyright © 2014. Published by Elsevier Ltd.

Robust fast controller design via nonlinear fractional differential equations.

PubMed

Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong

2017-07-01

A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Automated computation of autonomous spectral submanifolds for nonlinear modal analysis

NASA Astrophysics Data System (ADS)

Ponsioen, Sten; Pedergnana, Tiemo; Haller, George

2018-04-01

We discuss an automated computational methodology for computing two-dimensional spectral submanifolds (SSMs) in autonomous nonlinear mechanical systems of arbitrary degrees of freedom. In our algorithm, SSMs, the smoothest nonlinear continuations of modal subspaces of the linearized system, are constructed up to arbitrary orders of accuracy, using the parameterization method. An advantage of this approach is that the construction of the SSMs does not break down when the SSM folds over its underlying spectral subspace. A further advantage is an automated a posteriori error estimation feature that enables a systematic increase in the orders of the SSM computation until the required accuracy is reached. We find that the present algorithm provides a major speed-up, relative to numerical continuation methods, in the computation of backbone curves, especially in higher-dimensional problems. We illustrate the accuracy and speed of the automated SSM algorithm on lower- and higher-dimensional mechanical systems.

Inverse models: A necessary next step in ground-water modeling

USGS Publications Warehouse

Poeter, E.P.; Hill, M.C.

1997-01-01

Inverse models using, for example, nonlinear least-squares regression, provide capabilities that help modelers take full advantage of the insight available from ground-water models. However, lack of information about the requirements and benefits of inverse models is an obstacle to their widespread use. This paper presents a simple ground-water flow problem to illustrate the requirements and benefits of the nonlinear least-squares repression method of inverse modeling and discusses how these attributes apply to field problems. The benefits of inverse modeling include: (1) expedited determination of best fit parameter values; (2) quantification of the (a) quality of calibration, (b) data shortcomings and needs, and (c) confidence limits on parameter estimates and predictions; and (3) identification of issues that are easily overlooked during nonautomated calibration.Inverse models using, for example, nonlinear least-squares regression, provide capabilities that help modelers take full advantage of the insight available from ground-water models. However, lack of information about the requirements and benefits of inverse models is an obstacle to their widespread use. This paper presents a simple ground-water flow problem to illustrate the requirements and benefits of the nonlinear least-squares regression method of inverse modeling and discusses how these attributes apply to field problems. The benefits of inverse modeling include: (1) expedited determination of best fit parameter values; (2) quantification of the (a) quality of calibration, (b) data shortcomings and needs, and (c) confidence limits on parameter estimates and predictions; and (3) identification of issues that are easily overlooked during nonautomated calibration.

Simple Form of MMSE Estimator for Super-Gaussian Prior Densities

NASA Astrophysics Data System (ADS)

Kittisuwan, Pichid

2015-04-01

The denoising method that become popular in recent years for additive white Gaussian noise (AWGN) are Bayesian estimation techniques e.g., maximum a posteriori (MAP) and minimum mean square error (MMSE). In super-Gaussian prior densities, it is well known that the MMSE estimator in such a case has a complicated form. In this work, we derive the MMSE estimation with Taylor series. We show that the proposed estimator also leads to a simple formula. An extension of this estimator to Pearson type VII prior density is also offered. The experimental result shows that the proposed estimator to the original MMSE nonlinearity is reasonably good.

Efficient Data Assimilation Algorithms for Bathymetry Applications

NASA Astrophysics Data System (ADS)

Ghorbanidehno, H.; Kokkinaki, A.; Lee, J. H.; Farthing, M.; Hesser, T.; Kitanidis, P. K.; Darve, E. F.

2016-12-01

Information on the evolving state of the nearshore zone bathymetry is crucial to shoreline management, recreational safety, and naval operations. The high cost and complex logistics of using ship-based surveys for bathymetry estimation have encouraged the use of remote sensing monitoring. Data assimilation methods combine monitoring data and models of nearshore dynamics to estimate the unknown bathymetry and the corresponding uncertainties. Existing applications have been limited to the basic Kalman Filter (KF) and the Ensemble Kalman Filter (EnKF). The former can only be applied to low-dimensional problems due to its computational cost; the latter often suffers from ensemble collapse and uncertainty underestimation. This work explores the use of different variants of the Kalman Filter for bathymetry applications. In particular, we compare the performance of the EnKF to the Unscented Kalman Filter and the Hierarchical Kalman Filter, both of which are KF variants for non-linear problems. The objective is to identify which method can better handle the nonlinearities of nearshore physics, while also having a reasonable computational cost. We present two applications; first, the bathymetry of a synthetic one-dimensional cross section normal to the shore is estimated from wave speed measurements. Second, real remote measurements with unknown error statistics are used and compared to in situ bathymetric survey data collected at the USACE Field Research Facility in Duck, NC. We evaluate the information content of different data sets and explore the impact of measurement error and nonlinearities.

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

USGS Publications Warehouse

Hill, Mary Catherine

1992-01-01

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

Analysis of Classes of Superlinear Semipositone Problems with Nonlinear Boundary Conditions

NASA Astrophysics Data System (ADS)

Morris, Quinn A.

We study positive radial solutions for classes of steady state reaction diffusion problems on the exterior of a ball with both Dirichlet and nonlinear boundary conditions. We consider p-Laplacian problems (p > 1) with reaction terms which are superlinear at infinity and semipositone. In the case p = 2, using variational methods, we establish the existence of a solution, and via detailed analysis of the Green's function, we prove the positivity of the solution. In the case p ≠ 2, we again use variational methods to establish the existence of a solution, but the positivity of the solution is achieved via sophisticated a priori estimates. In the case p ≠ 2, the Green's function analysis is no longer available. Our results significantly enhance the literature on superlinear semipositone problems. Finally, we provide algorithms for the numerical generation of exact bifurcation curves for one-dimensional problems. In the autonomous case, we extend and analyze a quadrature method, and using nonlinear solvers in Mathematica, generate bifurcation curves. In the nonautonomous case, we employ shooting methods in Mathematica to generate bifurcation curves.

A high-order relaxation method with projective integration for solving nonlinear systems of hyperbolic conservation laws

NASA Astrophysics Data System (ADS)

Lafitte, Pauline; Melis, Ward; Samaey, Giovanni

2017-07-01

We present a general, high-order, fully explicit relaxation scheme which can be applied to any system of nonlinear hyperbolic conservation laws in multiple dimensions. The scheme consists of two steps. In a first (relaxation) step, the nonlinear hyperbolic conservation law is approximated by a kinetic equation with stiff BGK source term. Then, this kinetic equation is integrated in time using a projective integration method. After taking a few small (inner) steps with a simple, explicit method (such as direct forward Euler) to damp out the stiff components of the solution, the time derivative is estimated and used in an (outer) Runge-Kutta method of arbitrary order. We show that, with an appropriate choice of inner step size, the time step restriction on the outer time step is similar to the CFL condition for the hyperbolic conservation law. Moreover, the number of inner time steps is also independent of the stiffness of the BGK source term. We discuss stability and consistency, and illustrate with numerical results (linear advection, Burgers' equation and the shallow water and Euler equations) in one and two spatial dimensions.

Procedure for estimating stability and control parameters from flight test data by using maximum likelihood methods employing a real-time digital system

NASA Technical Reports Server (NTRS)

Grove, R. D.; Bowles, R. L.; Mayhew, S. C.

1972-01-01

A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.

Optimal wavefront estimation of incoherent sources

NASA Astrophysics Data System (ADS)

Riggs, A. J. Eldorado; Kasdin, N. Jeremy; Groff, Tyler

2014-08-01

Direct imaging is in general necessary to characterize exoplanets and disks. A coronagraph is an instrument used to create a dim (high-contrast) region in a star's PSF where faint companions can be detected. All coronagraphic high-contrast imaging systems use one or more deformable mirrors (DMs) to correct quasi-static aberrations and recover contrast in the focal plane. Simulations show that existing wavefront control algorithms can correct for diffracted starlight in just a few iterations, but in practice tens or hundreds of control iterations are needed to achieve high contrast. The discrepancy largely arises from the fact that simulations have perfect knowledge of the wavefront and DM actuation. Thus, wavefront correction algorithms are currently limited by the quality and speed of wavefront estimates. Exposures in space will take orders of magnitude more time than any calculations, so a nonlinear estimation method that needs fewer images but more computational time would be advantageous. In addition, current wavefront correction routines seek only to reduce diffracted starlight. Here we present nonlinear estimation algorithms that include optimal estimation of sources incoherent with a star such as exoplanets and debris disks.

An Improved Swarm Optimization for Parameter Estimation and Biological Model Selection

PubMed Central

Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail

2013-01-01

One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data. PMID:23593445

Direct Iterative Nonlinear Inversion by Multi-frequency T-matrix Completion

NASA Astrophysics Data System (ADS)

Jakobsen, M.; Wu, R. S.

2016-12-01

Researchers in the mathematical physics community have recently proposed a conceptually new method for solving nonlinear inverse scattering problems (like FWI) which is inspired by the theory of nonlocality of physical interactions. The conceptually new method, which may be referred to as the T-matrix completion method, is very interesting since it is not based on linearization at any stage. Also, there are no gradient vectors or (inverse) Hessian matrices to calculate. However, the convergence radius of this promising T-matrix completion method is seriously restricted by it's use of single-frequency scattering data only. In this study, we have developed a modified version of the T-matrix completion method which we believe is more suitable for applications to nonlinear inverse scattering problems in (exploration) seismology, because it makes use of multi-frequency data. Essentially, we have simplified the single-frequency T-matrix completion method of Levinson and Markel and combined it with the standard sequential frequency inversion (multi-scale regularization) method. For each frequency, we first estimate the experimental T-matrix by using the Moore-Penrose pseudo inverse concept. Then this experimental T-matrix is used to initiate an iterative procedure for successive estimation of the scattering potential and the T-matrix using the Lippmann-Schwinger for the nonlinear relation between these two quantities. The main physical requirements in the basic iterative cycle is that the T-matrix should be data-compatible and the scattering potential operator should be dominantly local; although a non-local scattering potential operator is allowed in the intermediate iterations. In our simplified T-matrix completion strategy, we ensure that the T-matrix updates are always data compatible simply by adding a suitable correction term in the real space coordinate representation. The use of singular-value decomposition representations are not required in our formulation since we have developed an efficient domain decomposition method. The results of several numerical experiments for the SEG/EAGE salt model illustrate the importance of using multi-frequency data when performing frequency domain full waveform inversion in strongly scattering media via the new concept of T-matrix completion.

The design of nonlinear observers for wind turbine dynamic state and parameter estimation

NASA Astrophysics Data System (ADS)

Ritter, B.; Schild, A.; Feldt, M.; Konigorski, U.

2016-09-01

This contribution addresses the dynamic state and parameter estimation problem which arises with more advanced wind turbine controllers. These control devices need precise information about the system's current state to outperform conventional industrial controllers effectively. First, the necessity of a profound scientific treatment on nonlinear observers for wind turbine application is highlighted. Secondly, the full estimation problem is introduced and the variety of nonlinear filters is discussed. Finally, a tailored observer architecture is proposed and estimation results of an illustrative application example from a complex simulation set-up are presented.

Stiffness and Damping Coefficient Estimation of Compliant Surface Gas Bearings for Oil-Free Turbomachinery

NASA Technical Reports Server (NTRS)

Della-Corte, Christopher

2012-01-01

Foil gas bearings are a key technology in many commercial and emerging oilfree turbomachinery systems. These bearings are nonlinear and have been difficult to analytically model in terms of performance characteristics such as load capacity, power loss, stiffness, and damping. Previous investigations led to an empirically derived method to estimate load capacity. This method has been a valuable tool in system development. The current work extends this tool concept to include rules for stiffness and damping coefficient estimation. It is expected that these rules will further accelerate the development and deployment of advanced oil-free machines operating on foil gas bearings.

Features selection and classification to estimate elbow movements

NASA Astrophysics Data System (ADS)

Rubiano, A.; Ramírez, J. L.; El Korso, M. N.; Jouandeau, N.; Gallimard, L.; Polit, O.

2015-11-01

In this paper, we propose a novel method to estimate the elbow motion, through the features extracted from electromyography (EMG) signals. The features values are normalized and then compared to identify potential relationships between the EMG signal and the kinematic information as angle and angular velocity. We propose and implement a method to select the best set of features, maximizing the distance between the features that correspond to flexion and extension movements. Finally, we test the selected features as inputs to a non-linear support vector machine in the presence of non-idealistic conditions, obtaining an accuracy of 99.79% in the motion estimation results.

Estimation of source location and ground impedance using a hybrid multiple signal classification and Levenberg-Marquardt approach

NASA Astrophysics Data System (ADS)

Tam, Kai-Chung; Lau, Siu-Kit; Tang, Shiu-Keung

2016-07-01

A microphone array signal processing method for locating a stationary point source over a locally reactive ground and for estimating ground impedance is examined in detail in the present study. A non-linear least square approach using the Levenberg-Marquardt method is proposed to overcome the problem of unknown ground impedance. The multiple signal classification method (MUSIC) is used to give the initial estimation of the source location, while the technique of forward backward spatial smoothing is adopted as a pre-processer of the source localization to minimize the effects of source coherence. The accuracy and robustness of the proposed signal processing method are examined. Results show that source localization in the horizontal direction by MUSIC is satisfactory. However, source coherence reduces drastically the accuracy in estimating the source height. The further application of Levenberg-Marquardt method with the results from MUSIC as the initial inputs improves significantly the accuracy of source height estimation. The present proposed method provides effective and robust estimation of the ground surface impedance.

Quantifying rainfall-derived inflow and infiltration in sanitary sewer systems based on conductivity monitoring

NASA Astrophysics Data System (ADS)

Zhang, Mingkai; Liu, Yanchen; Cheng, Xun; Zhu, David Z.; Shi, Hanchang; Yuan, Zhiguo

2018-03-01

Quantifying rainfall-derived inflow and infiltration (RDII) in a sanitary sewer is difficult when RDII and overflow occur simultaneously. This study proposes a novel conductivity-based method for estimating RDII. The method separately decomposes rainfall-derived inflow (RDI) and rainfall-induced infiltration (RII) on the basis of conductivity data. Fast Fourier transform was adopted to analyze variations in the flow and water quality during dry weather. Nonlinear curve fitting based on the least squares algorithm was used to optimize parameters in the proposed RDII model. The method was successfully applied to real-life case studies, in which inflow and infiltration were successfully estimated for three typical rainfall events with total rainfall volumes of 6.25 mm (light), 28.15 mm (medium), and 178 mm (heavy). Uncertainties of model parameters were estimated using the generalized likelihood uncertainty estimation (GLUE) method and were found to be acceptable. Compared with traditional flow-based methods, the proposed approach exhibits distinct advantages in estimating RDII and overflow, particularly when the two processes happen simultaneously.

Nonlinear microscopy of collagen fibers

NASA Astrophysics Data System (ADS)

Strupler, M.; Pena, A.-M.; Hernest, M.; Tharaux, P.-L.; Fabre, A.; Marchal-Somme, J.; Crestani, B.; Débarre, D.; Martin, J.-L.; Beaurepaire, E.; Schanne-Klein, M.-C.

2007-02-01

We used intrinsic Second Harmonic Generation (SHG) by fibrillar collagen to visualize the three-dimensional architecture of collagen fibrosis at the micrometer scale using laser scanning nonlinear microscopy. We showed that SHG signals are highly specific to fibrillar collagen and provide a sensitive probe of the micrometer-scale structural organization of collagen in tissues. Moreover, recording simultaneously other nonlinear optical signals in a multimodal setup, we visualized the tissue morphology using Two-Photon Excited Fluorescence (2PEF) signals from endogenous chromophores such as NADH or elastin. We then compared different methods to determine accurate indexes of collagen fibrosis using nonlinear microscopy, given that most collagen fibrils are smaller than the microscope resolution and that second harmonic generation is a coherent process. In order to define a robust method to process our three-dimensional images, we either calculated the fraction of the images occupied by a significant SHG signal, or averaged SHG signal intensities. We showed that these scores provide an estimation of the extension of renal and pulmonary fibrosis in murine models, and that they clearly sort out the fibrotic mice.

Online Estimation of Allan Variance Coefficients Based on a Neural-Extended Kalman Filter

PubMed Central

Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao

2015-01-01

As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor. PMID:25625903

Parameter estimation using weighted total least squares in the two-compartment exchange model.

PubMed

Garpebring, Anders; Löfstedt, Tommy

2018-01-01

The linear least squares (LLS) estimator provides a fast approach to parameter estimation in the linearized two-compartment exchange model. However, the LLS method may introduce a bias through correlated noise in the system matrix of the model. The purpose of this work is to present a new estimator for the linearized two-compartment exchange model that takes this noise into account. To account for the noise in the system matrix, we developed an estimator based on the weighted total least squares (WTLS) method. Using simulations, the proposed WTLS estimator was compared, in terms of accuracy and precision, to an LLS estimator and a nonlinear least squares (NLLS) estimator. The WTLS method improved the accuracy compared to the LLS method to levels comparable to the NLLS method. This improvement was at the expense of increased computational time; however, the WTLS was still faster than the NLLS method. At high signal-to-noise ratio all methods provided similar precisions while inconclusive results were observed at low signal-to-noise ratio. The proposed method provides improvements in accuracy compared to the LLS method, however, at an increased computational cost. Magn Reson Med 79:561-567, 2017. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

A new method to approximate load-displacement relationships of spinal motion segments for patient-specific multi-body models of scoliotic spine.

PubMed

Jalalian, Athena; Tay, Francis E H; Arastehfar, Soheil; Liu, Gabriel

2017-06-01

Load-displacement relationships of spinal motion segments are crucial factors in characterizing the stiffness of scoliotic spine models to mimic the spine responses to loads. Although nonlinear approach to approximation of the relationships can be superior to linear ones, little mention has been made to deriving personalized nonlinear load-displacement relationships in previous studies. A method is developed for nonlinear approximation of load-displacement relationships of spinal motion segments to assist characterizing in vivo the stiffness of spine models. We propose approximation by tangent functions and focus on rotational displacements in lateral direction. The tangent functions are characterized using lateral bending test. A multi-body model was characterized to 18 patients and utilized to simulate four spine positions; right bending, left bending, neutral, and traction. The same was done using linear functions to assess the performance of the proposed tangent function in comparison with the linear function. Root-mean-square error (RMSE) of the displacements estimated by the tangent functions was 44 % smaller than the linear functions. This shows the ability of our tangent function in approximation of the relationships for a range of infinitesimal to large displacements involved in the spine movement to the four positions. In addition, the models based on the tangent functions yielded 67, 55, and 39 % smaller RMSEs of Ferguson angles, locations of vertebrae, and orientations of vertebrae, respectively, implying better estimates of spine responses to loads. Overall, it can be concluded that our method for approximating load-displacement relationships of spinal motion segments can offer good estimates of scoliotic spine stiffness.

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

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

Rao, Nageswara S.; Liu, Qiang

We consider tracking of a target with elliptical nonlinear constraints on its motion dynamics. The state estimates are generated by sensors and sent over long-haul links to a remote fusion center for fusion. We show that the constraints can be projected onto the known ellipse and hence incorporated into the estimation and fusion process. In particular, two methods based on (i) direct connection to the center, and (ii) shortest distance to the ellipse are discussed. A tracking example is used to illustrate the tracking performance using projection-based methods with various fusers in the lossy long-haul tracking environment.

Analysis of Fluid Gauge Sensor for Zero or Microgravity Conditions using Finite Element Method

NASA Technical Reports Server (NTRS)

Deshpande, Manohar D.; Doiron, Terence a.

2007-01-01

In this paper the Finite Element Method (FEM) is presented for mass/volume gauging of a fluid in a tank subjected to zero or microgravity conditions. In this approach first mutual capacitances between electrodes embedded inside the tank are measured. Assuming the medium properties the mutual capacitances are also estimated using FEM approach. Using proper non-linear optimization the assumed properties are updated by minimizing the mean square error between estimated and measured capacitances values. Numerical results are presented to validate the present approach.

State Estimation for Landing Maneuver on High Performance Aircraft

NASA Astrophysics Data System (ADS)

Suresh, P. S.; Sura, Niranjan K.; Shankar, K.

2018-01-01

State estimation methods are popular means for validating aerodynamic database on aircraft flight maneuver performance characteristics. In this work, the state estimation method during landing maneuver is explored for the first of its kind, using upper diagonal adaptive extended Kalman filter (UD-AEKF) with fuzzy based adaptive tunning of process noise matrix. The mathematical model for symmetrical landing maneuver consists of non-linear flight mechanics equation representing Aircraft longitudinal dynamics. The UD-AEKF algorithm is implemented in MATLAB environment and the states with bias is considered to be the initial conditions just prior to the flare. The measurement data is obtained from a non-linear 6 DOF pilot in loop simulation using FORTRAN. These simulated measurement data is additively mixed with process and measurement noises, which are used as an input for UD-AEKF. Then, the governing states that dictate the landing loads at the instant of touch down are compared. The method is verified using flight data wherein, the vertical acceleration at the aircraft center of gravity (CG) is compared. Two possible outcome of purely relying on the aircraft measured data is highlighted. It is observed that, with the implementation of adaptive fuzzy logic based extended Kalman filter tuned to adapt for aircraft landing dynamics, the methodology improves the data quality of the states that are sourced from noisy measurements.

Using patient-specific hemodynamic response function in epileptic spike analysis of human epilepsy: a study based on EEG-fNIRS.

PubMed

Peng, Ke; Nguyen, Dang Khoa; Vannasing, Phetsamone; Tremblay, Julie; Lesage, Frédéric; Pouliot, Philippe

2016-02-01

Functional near-infrared spectroscopy (fNIRS) can be combined with electroencephalography (EEG) to continuously monitor the hemodynamic signal evoked by epileptic events such as seizures or interictal epileptiform discharges (IEDs, aka spikes). As estimation methods assuming a canonical shape of the hemodynamic response function (HRF) might not be optimal, we sought to model patient-specific HRF (sHRF) with a simple deconvolution approach for IED-related analysis with EEG-fNIRS data. Furthermore, a quadratic term was added to the model to account for the nonlinearity in the response when IEDs are frequent. Prior to analyzing clinical data, simulations were carried out to show that the HRF was estimable by the proposed deconvolution methods under proper conditions. EEG-fNIRS data of five patients with refractory focal epilepsy were selected due to the presence of frequent clear IEDs and their unambiguous focus localization. For each patient, both the linear sHRF and the nonlinear sHRF were estimated at each channel. Variability of the estimated sHRFs was seen across brain regions and different patients. Compared with the SPM8 canonical HRF (cHRF), including these sHRFs in the general linear model (GLM) analysis led to hemoglobin activations with higher statistical scores as well as larger spatial extents on all five patients. In particular, for patients with frequent IEDs, nonlinear sHRFs were seen to provide higher sensitivity in activation detection than linear sHRFs. These observations support using sHRFs in the analysis of IEDs with EEG-fNIRS data. Copyright © 2015 Elsevier Inc. All rights reserved.

Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

PubMed

Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

2014-12-01

D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase advanced sleep model was computed and provided more efficient trial designs and increased nonlinear mixed-effects modeling parameter precision.

Modern methods and systems for precise control of the quality of agricultural and food production

NASA Astrophysics Data System (ADS)

Bednarjevsky, Sergey S.; Veryasov, Yuri V.; Akinina, Evgeniya V.; Smirnov, Gennady I.

1999-01-01

The results on the modeling of non-linear dynamics of strong continuous and impulse radiation in the laser nephelometry of polydisperse biological systems, important from the viewpoint of applications in biotechnologies, are presented. The processes of nonlinear self-action of the laser radiation by the multiple scattering in the disperse biological agro-media are considered. The simplified algorithms of the calculation of the parameters of the biological media under investigation are indicated and the estimates of the errors of the laser-nephelometric measurements are given. The universal high-informative optical analyzers and the standard etalon specimens of agro- objects make the technological foundation of the considered methods and systems.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

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

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

Nonlinear Attitude Filtering Methods

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Crassidis, John L.; Cheng, Yang

2005-01-01

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

New non-linear model of groundwater recharge: Inclusion of memory, heterogeneity and visco-elasticity

NASA Astrophysics Data System (ADS)

Spannenberg, Jescica; Atangana, Abdon; Vermeulen, P. D.

2017-09-01

Fractional differentiation has adequate use for investigating real world scenarios related to geological formations associated with elasticity, heterogeneity, viscoelasticity, and the memory effect. Since groundwater systems exist in these geological formations, modelling groundwater recharge as a real world scenario is a challenging task to do because existing recharge estimation methods are governed by linear equations which make use of constant field parameters. This is inadequate because in reality these parameters are a function of both space and time. This study therefore concentrates on modifying the recharge equation governing the EARTH model, by application of the Eton approach. Accordingly, this paper presents a modified equation which is non-linear, and accounts for parameters in a way that it is a function of both space and time. To be more specific, herein, recharge and drainage resistance which are parameters within the equation, became a function of both space and time. Additionally, the study entailed solving the non-linear equation using an iterative method as well as numerical solutions by means of the Crank-Nicolson scheme. The numerical solutions were used alongside the Riemann-Liouville, Caputo-Fabrizio, and Atangana-Baleanu derivatives, so that account was taken for elasticity, heterogeneity, viscoelasticity, and the memory effect. In essence, this paper presents a more adequate model for recharge estimation.

Pose and Wind Estimation for Autonomous Parafoils

DTIC Science & Technology

2014-09-01

Communications GT Georgia Institute of Technology IDVD Inverse Dynamics in the Virtual Domain IMU inertial measurement unit INRIA Institut National de Recherche en...sensor. The method used is a nonlinear estimator that combines the visual sensor measurements with those of an inertial measurement unit ( IMU ) on... isolated on the left side of the equation. On the other hand, when the measurement equation of (3.27) is implemented, the probabil- 58 ity

Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics.

PubMed

Madi, Mahmoud K; Karameh, Fadi N

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements.

Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics

PubMed Central

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements. PMID:28727850

Estimation et validation des derivees de stabilite et controle du modele dynamique non-lineaire d'un drone a voilure fixe

NASA Astrophysics Data System (ADS)

Courchesne, Samuel

Knowledge of the dynamic characteristics of a fixed-wing UAV is necessary to design flight control laws and to conceive a high quality flight simulator. The basic features of a flight mechanic model include the properties of mass, inertia and major aerodynamic terms. They respond to a complex process involving various numerical analysis techniques and experimental procedures. This thesis focuses on the analysis of estimation techniques applied to estimate problems of stability and control derivatives from flight test data provided by an experimental UAV. To achieve this objective, a modern identification methodology (Quad-M) is used to coordinate the processing tasks from multidisciplinary fields, such as parameter estimation modeling, instrumentation, the definition of flight maneuvers and validation. The system under study is a non-linear model with six degrees of freedom with a linear aerodynamic model. The time domain techniques are used for identification of the drone. The first technique, the equation error method is used to determine the structure of the aerodynamic model. Thereafter, the output error method and filter error method are used to estimate the aerodynamic coefficients values. The Matlab scripts for estimating the parameters obtained from the American Institute of Aeronautics and Astronautics (AIAA) are used and modified as necessary to achieve the desired results. A commendable effort in this part of research is devoted to the design of experiments. This includes an awareness of the system data acquisition onboard and the definition of flight maneuvers. The flight tests were conducted under stable flight conditions and with low atmospheric disturbance. Nevertheless, the identification results showed that the filter error method is most effective for estimating the parameters of the drone due to the presence of process noise and measurement. The aerodynamic coefficients are validated using a numerical analysis of the vortex method. In addition, a simulation model incorporating the estimated parameters is used to compare the behavior of states measured. Finally, a good correspondence between the results is demonstrated despite a limited number of flight data. Keywords: drone, identification, estimation, nonlinear, flight test, system, aerodynamic coefficient.

Discrete wavelength selection for the optical readout of a metamaterial biosensing system for glucose concentration estimation via a support vector regression model.

PubMed

Teutsch, T; Mesch, M; Giessen, H; Tarin, C

2015-01-01

In this contribution, a method to select discrete wavelengths that allow an accurate estimation of the glucose concentration in a biosensing system based on metamaterials is presented. The sensing concept is adapted to the particular application of ophthalmic glucose sensing by covering the metamaterial with a glucose-sensitive hydrogel and the sensor readout is performed optically. Due to the fact that in a mobile context a spectrometer is not suitable, few discrete wavelengths must be selected to estimate the glucose concentration. The developed selection methods are based on nonlinear support vector regression (SVR) models. Two selection methods are compared and it is shown that wavelengths selected by a sequential forward feature selection algorithm achieves an estimation improvement. The presented method can be easily applied to different metamaterial layouts and hydrogel configurations.

Factors influencing ground-water recharge in the eastern United States

USGS Publications Warehouse

Nolan, B.T.; Healy, R.W.; Taber, P.E.; Perkins, K.; Hitt, K.J.; Wolock, D.M.

2007-01-01

Ground-water recharge estimates for selected locations in the eastern half of the United States were obtained by Darcian and chloride-tracer methods and compared using statistical analyses. Recharge estimates derived from unsaturated-zone (RUZC) and saturated-zone (RSZC) chloride mass balance methods are less variable (interquartile ranges or IQRs are 9.5 and 16.1 cm/yr, respectively) and more strongly correlated with climatic, hydrologic, land use, and sediment variables than Darcian estimates (IQR = 22.8 cm/yr). The unit-gradient Darcian estimates are a nonlinear function of moisture content and also reflect the uncertainty of pedotransfer functions used to estimate hydraulic parameters. Significance level is 0.3. Estimates of RSZC were evaluated using analysis of variance, multiple comparison tests, and an exploratory nonlinear regression (NLR) model. Recharge generally is greater in coastal plain surficial aquifers, fractured crystalline rocks, and carbonate rocks, or in areas with high sand content. Westernmost portions of the study area have low recharge, receive somewhat less precipitation, and contain fine-grained sediment. The NLR model simulates water input to the land surface followed by transport to ground water, depending on factors that either promote or inhibit water infiltration. The model explains a moderate amount of variation in the data set (coefficient of determination = 0.61). Model sensitivity analysis indicates that mean annual runoff, air temperature, and precipitation, and an index of ground-water exfiltration potential most influence estimates of recharge at sampled sites in the region. Soil characteristics and land use have less influence on the recharge estimates, but nonetheless are significant in the NLR model. ?? 2006 Elsevier B.V. All rights reserved.

Finite dimensional approximation of a class of constrained nonlinear optimal control problems

NASA Technical Reports Server (NTRS)

Gunzburger, Max D.; Hou, L. S.

1994-01-01

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.

Implementation and evaluation of PM2.5 source contribution ...

EPA Pesticide Factsheets

Source culpability assessments are useful for developing effective emissions control programs. The Integrated Source Apportionment Method (ISAM) has been implemented in the Community Multiscale Air Quality (CMAQ) model to track contributions from source groups and regions to ambient levels and deposited amounts of primary and secondary inorganic PM2.5. Confidence in this approach is established by comparing ISAM source contribution estimates to emissions zero-out simulations recognizing that these approaches are not always expected to provide the same answer. The comparisons are expected to be most similar for more linear processes such as those involving primary emissions of PM2.5 and most different for non-linear systems like ammonium nitrate formation. Primarily emitted PM2.5 (e.g. elemental carbon), sulfur dioxide, ammonia, and nitrogen oxide contribution estimates compare well to zero-out estimates for ambient concentration and deposition. PM2.5 sulfate ion relationships are strong, but nonlinearity is evident and shown to be related to aqueous phase oxidation reactions in the host model. ISAM and zero-out contribution estimates are less strongly related for PM2.5 ammonium nitrate, resulting from instances of non-linear chemistry and negative responses (increases in PM2.5 due to decreases in emissions). ISAM is demonstrated in the context of an annual simulation tracking well characterized emissions source sectors and boundary conditions shows source contri

A gap-filling model for eddy covariance latent heat flux: Estimating evapotranspiration of a subtropical seasonal evergreen broad-leaved forest as an example

NASA Astrophysics Data System (ADS)

Chen, Yi-Ying; Chu, Chia-Ren; Li, Ming-Hsu

2012-10-01

SummaryIn this paper we present a semi-parametric multivariate gap-filling model for tower-based measurement of latent heat flux (LE). Two statistical techniques, the principal component analysis (PCA) and a nonlinear interpolation approach were integrated into this LE gap-filling model. The PCA was first used to resolve the multicollinearity relationships among various environmental variables, including radiation, soil moisture deficit, leaf area index, wind speed, etc. Two nonlinear interpolation methods, multiple regressions (MRS) and the K-nearest neighbors (KNNs) were examined with random selected flux gaps for both clear sky and nighttime/cloudy data to incorporate into this LE gap-filling model. Experimental results indicated that the KNN interpolation approach is able to provide consistent LE estimations while MRS presents over estimations during nighttime/cloudy. Rather than using empirical regression parameters, the KNN approach resolves the nonlinear relationship between the gap-filled LE flux and principal components with adaptive K values under different atmospheric states. The developed LE gap-filling model (PCA with KNN) works with a RMSE of 2.4 W m-2 (˜0.09 mm day-1) at a weekly time scale by adding 40% artificial flux gaps into original dataset. Annual evapotranspiration at this study site were estimated at 736 mm (1803 MJ) and 728 mm (1785 MJ) for year 2008 and 2009, respectively.

Current-Nonlinear Hall Effect and Spin-Orbit Torque Magnetization Switching in a Magnetic Topological Insulator

NASA Astrophysics Data System (ADS)

Yasuda, K.; Tsukazaki, A.; Yoshimi, R.; Kondou, K.; Takahashi, K. S.; Otani, Y.; Kawasaki, M.; Tokura, Y.

2017-09-01

The current-nonlinear Hall effect or second harmonic Hall voltage is widely used as one of the methods for estimating charge-spin conversion efficiency, which is attributed to the magnetization oscillation by spin-orbit torque (SOT). Here, we argue the second harmonic Hall voltage under a large in-plane magnetic field with an in-plane magnetization configuration in magnetic-nonmagnetic topological insulator (TI) heterostructures, Crx (Bi1 -ySby )2 -xTe3 /(Bi1 -ySby )2Te3 , where it is clearly shown that the large second harmonic voltage is governed not by SOT but mainly by asymmetric magnon scattering without macroscopic magnetization oscillation. Thus, this method does not allow an accurate estimation of charge-spin conversion efficiency in TI. Instead, the SOT contribution is exemplified by current pulse induced nonvolatile magnetization switching, which is realized with a current density of 2.5 ×1010 A m-2 , showing its potential as a spintronic material.

Current-Nonlinear Hall Effect and Spin-Orbit Torque Magnetization Switching in a Magnetic Topological Insulator.

PubMed

Yasuda, K; Tsukazaki, A; Yoshimi, R; Kondou, K; Takahashi, K S; Otani, Y; Kawasaki, M; Tokura, Y

2017-09-29

The current-nonlinear Hall effect or second harmonic Hall voltage is widely used as one of the methods for estimating charge-spin conversion efficiency, which is attributed to the magnetization oscillation by spin-orbit torque (SOT). Here, we argue the second harmonic Hall voltage under a large in-plane magnetic field with an in-plane magnetization configuration in magnetic-nonmagnetic topological insulator (TI) heterostructures, Cr_{x}(Bi_{1-y}Sb_{y})_{2-x}Te_{3}/(Bi_{1-y}Sb_{y})_{2}Te_{3}, where it is clearly shown that the large second harmonic voltage is governed not by SOT but mainly by asymmetric magnon scattering without macroscopic magnetization oscillation. Thus, this method does not allow an accurate estimation of charge-spin conversion efficiency in TI. Instead, the SOT contribution is exemplified by current pulse induced nonvolatile magnetization switching, which is realized with a current density of 2.5×10^{10}  A m^{-2}, showing its potential as a spintronic material.

Sliding mode control of magnetic suspensions for precision pointing and tracking applications

NASA Technical Reports Server (NTRS)

Misovec, Kathleen M.; Flynn, Frederick J.; Johnson, Bruce G.; Hedrick, J. Karl

1991-01-01

A recently developed nonlinear control method, sliding mode control, is examined as a means of advancing the achievable performance of space-based precision pointing and tracking systems that use nonlinear magnetic actuators. Analytic results indicate that sliding mode control improves performance compared to linear control approaches. In order to realize these performance improvements, precise knowledge of the plant is required. Additionally, the interaction of an estimating scheme and the sliding mode controller has not been fully examined in the literature. Estimation schemes were designed for use with this sliding mode controller that do not seriously degrade system performance. The authors designed and built a laboratory testbed to determine the feasibility of utilizing sliding mode control in these types of applications. Using this testbed, experimental verification of the authors' analyses is ongoing.

Observers for Systems with Nonlinearities Satisfying an Incremental Quadratic Inequality

NASA Technical Reports Server (NTRS)

Acikmese, Ahmet Behcet; Corless, Martin

2004-01-01

We consider the problem of state estimation for nonlinear time-varying systems whose nonlinearities satisfy an incremental quadratic inequality. These observer results unifies earlier results in the literature; and extend it to some additional classes of nonlinearities. Observers are presented which guarantee that the state estimation error exponentially converges to zero. Observer design involves solving linear matrix inequalities for the observer gain matrices. Results are illustrated by application to a simple model of an underwater.

Inferring Nonlinear Neuronal Computation Based on Physiologically Plausible Inputs

PubMed Central

McFarland, James M.; Cui, Yuwei; Butts, Daniel A.

2013-01-01

The computation represented by a sensory neuron's response to stimuli is constructed from an array of physiological processes both belonging to that neuron and inherited from its inputs. Although many of these physiological processes are known to be nonlinear, linear approximations are commonly used to describe the stimulus selectivity of sensory neurons (i.e., linear receptive fields). Here we present an approach for modeling sensory processing, termed the Nonlinear Input Model (NIM), which is based on the hypothesis that the dominant nonlinearities imposed by physiological mechanisms arise from rectification of a neuron's inputs. Incorporating such ‘upstream nonlinearities’ within the standard linear-nonlinear (LN) cascade modeling structure implicitly allows for the identification of multiple stimulus features driving a neuron's response, which become directly interpretable as either excitatory or inhibitory. Because its form is analogous to an integrate-and-fire neuron receiving excitatory and inhibitory inputs, model fitting can be guided by prior knowledge about the inputs to a given neuron, and elements of the resulting model can often result in specific physiological predictions. Furthermore, by providing an explicit probabilistic model with a relatively simple nonlinear structure, its parameters can be efficiently optimized and appropriately regularized. Parameter estimation is robust and efficient even with large numbers of model components and in the context of high-dimensional stimuli with complex statistical structure (e.g. natural stimuli). We describe detailed methods for estimating the model parameters, and illustrate the advantages of the NIM using a range of example sensory neurons in the visual and auditory systems. We thus present a modeling framework that can capture a broad range of nonlinear response functions while providing physiologically interpretable descriptions of neural computation. PMID:23874185

Online Sensor Fault Detection Based on an Improved Strong Tracking Filter

PubMed Central

Wang, Lijuan; Wu, Lifeng; Guan, Yong; Wang, Guohui

2015-01-01

We propose a method for online sensor fault detection that is based on the evolving Strong Tracking Filter (STCKF). The cubature rule is used to estimate states to improve the accuracy of making estimates in a nonlinear case. A residual is the difference in value between an estimated value and the true value. A residual will be regarded as a signal that includes fault information. The threshold is set at a reasonable level, and will be compared with residuals to determine whether or not the sensor is faulty. The proposed method requires only a nominal plant model and uses STCKF to estimate the original state vector. The effectiveness of the algorithm is verified by simulation on a drum-boiler model. PMID:25690553

Fatigue Life Prediction of Metallic Materials Based on the Combined Nonlinear Ultrasonic Parameter

NASA Astrophysics Data System (ADS)

Zhang, Yuhua; Li, Xinxin; Wu, Zhenyong; Huang, Zhenfeng; Mao, Hanling

2017-08-01

The fatigue life prediction of metallic materials is always a tough problem that needs to be solved in the mechanical engineering field because it is very important for the secure service of mechanical components. In this paper, a combined nonlinear ultrasonic parameter based on the collinear wave mixing technique is applied for fatigue life prediction of a metallic material. Sweep experiments are first conducted to explore the influence of driving frequency on the interaction of two driving signals and the fatigue damage of specimens, and the amplitudes of sidebands at the difference frequency and sum frequency are tracked when the driving frequency changes. Then, collinear wave mixing tests are carried out on a pair of cylindrically notched specimens with different fatigue damage to explore the relationship between the fatigue damage and the relative nonlinear parameters. The experimental results show when the fatigue degree is below 65% the relative nonlinear parameter increases quickly, and the growth rate is approximately 130%. If the fatigue degree is above 65%, the increase in the relative nonlinear parameter is slow, which has a close relationship with the microstructure evolution of specimens. A combined nonlinear ultrasonic parameter is proposed to highlight the relationship of the relative nonlinear parameter and fatigue degree of specimens; the fatigue life prediction model is built based on the relationship, and the prediction error is below 3%, which is below the prediction error based on the relative nonlinear parameters at the difference and sum frequencies. Therefore, the combined nonlinear ultrasonic parameter using the collinear wave mixing method can effectively estimate the fatigue degree of specimens, which provides a fast and convenient method for fatigue life prediction.

One- and two-stage Arrhenius models for pharmaceutical shelf life prediction.

PubMed

Fan, Zhewen; Zhang, Lanju

2015-01-01

One of the most challenging aspects of the pharmaceutical development is the demonstration and estimation of chemical stability. It is imperative that pharmaceutical products be stable for two or more years. Long-term stability studies are required to support such shelf life claim at registration. However, during drug development to facilitate formulation and dosage form selection, an accelerated stability study with stressed storage condition is preferred to quickly obtain a good prediction of shelf life under ambient storage conditions. Such a prediction typically uses Arrhenius equation that describes relationship between degradation rate and temperature (and humidity). Existing methods usually rely on the assumption of normality of the errors. In addition, shelf life projection is usually based on confidence band of a regression line. However, the coverage probability of a method is often overlooked or under-reported. In this paper, we introduce two nonparametric bootstrap procedures for shelf life estimation based on accelerated stability testing, and compare them with a one-stage nonlinear Arrhenius prediction model. Our simulation results demonstrate that one-stage nonlinear Arrhenius method has significant lower coverage than nominal levels. Our bootstrap method gave better coverage and led to a shelf life prediction closer to that based on long-term stability data.

Sparse Additive Ordinary Differential Equations for Dynamic Gene Regulatory Network Modeling.

PubMed

Wu, Hulin; Lu, Tao; Xue, Hongqi; Liang, Hua

2014-04-02

The gene regulation network (GRN) is a high-dimensional complex system, which can be represented by various mathematical or statistical models. The ordinary differential equation (ODE) model is one of the popular dynamic GRN models. High-dimensional linear ODE models have been proposed to identify GRNs, but with a limitation of the linear regulation effect assumption. In this article, we propose a sparse additive ODE (SA-ODE) model, coupled with ODE estimation methods and adaptive group LASSO techniques, to model dynamic GRNs that could flexibly deal with nonlinear regulation effects. The asymptotic properties of the proposed method are established and simulation studies are performed to validate the proposed approach. An application example for identifying the nonlinear dynamic GRN of T-cell activation is used to illustrate the usefulness of the proposed method.

Contributed Review: Source-localization algorithms and applications using time of arrival and time difference of arrival measurements

NASA Astrophysics Data System (ADS)

Li, Xinya; Deng, Zhiqun Daniel; Rauchenstein, Lynn T.; Carlson, Thomas J.

2016-04-01

Locating the position of fixed or mobile sources (i.e., transmitters) based on measurements obtained from sensors (i.e., receivers) is an important research area that is attracting much interest. In this paper, we review several representative localization algorithms that use time of arrivals (TOAs) and time difference of arrivals (TDOAs) to achieve high signal source position estimation accuracy when a transmitter is in the line-of-sight of a receiver. Circular (TOA) and hyperbolic (TDOA) position estimation approaches both use nonlinear equations that relate the known locations of receivers and unknown locations of transmitters. Estimation of the location of transmitters using the standard nonlinear equations may not be very accurate because of receiver location errors, receiver measurement errors, and computational efficiency challenges that result in high computational burdens. Least squares and maximum likelihood based algorithms have become the most popular computational approaches to transmitter location estimation. In this paper, we summarize the computational characteristics and position estimation accuracies of various positioning algorithms. By improving methods for estimating the time-of-arrival of transmissions at receivers and transmitter location estimation algorithms, transmitter location estimation may be applied across a range of applications and technologies such as radar, sonar, the Global Positioning System, wireless sensor networks, underwater animal tracking, mobile communications, and multimedia.

Estimating neural response functions from fMRI

PubMed Central

Kumar, Sukhbinder; Penny, William

2014-01-01

This paper proposes a methodology for estimating Neural Response Functions (NRFs) from fMRI data. These NRFs describe non-linear relationships between experimental stimuli and neuronal population responses. The method is based on a two-stage model comprising an NRF and a Hemodynamic Response Function (HRF) that are simultaneously fitted to fMRI data using a Bayesian optimization algorithm. This algorithm also produces a model evidence score, providing a formal model comparison method for evaluating alternative NRFs. The HRF is characterized using previously established “Balloon” and BOLD signal models. We illustrate the method with two example applications based on fMRI studies of the auditory system. In the first, we estimate the time constants of repetition suppression and facilitation, and in the second we estimate the parameters of population receptive fields in a tonotopic mapping study. PMID:24847246

A distributed lag approach to fitting non-linear dose-response models in particulate matter air pollution time series investigations.

PubMed

Roberts, Steven; Martin, Michael A

2007-06-01

The majority of studies that have investigated the relationship between particulate matter (PM) air pollution and mortality have assumed a linear dose-response relationship and have used either a single-day's PM or a 2- or 3-day moving average of PM as the measure of PM exposure. Both of these modeling choices have come under scrutiny in the literature, the linear assumption because it does not allow for non-linearities in the dose-response relationship, and the use of the single- or multi-day moving average PM measure because it does not allow for differential PM-mortality effects spread over time. These two problems have been dealt with on a piecemeal basis with non-linear dose-response models used in some studies and distributed lag models (DLMs) used in others. In this paper, we propose a method for investigating the shape of the PM-mortality dose-response relationship that combines a non-linear dose-response model with a DLM. This combined model will be shown to produce satisfactory estimates of the PM-mortality dose-response relationship in situations where non-linear dose response models and DLMs alone do not; that is, the combined model did not systemically underestimate or overestimate the effect of PM on mortality. The combined model is applied to ten cities in the US and a pooled dose-response model formed. When fitted with a change-point value of 60 microg/m(3), the pooled model provides evidence for a positive association between PM and mortality. The combined model produced larger estimates for the effect of PM on mortality than when using a non-linear dose-response model or a DLM in isolation. For the combined model, the estimated percentage increase in mortality for PM concentrations of 25 and 75 microg/m(3) were 3.3% and 5.4%, respectively. In contrast, the corresponding values from a DLM used in isolation were 1.2% and 3.5%, respectively.

Hypersonic entry vehicle state estimation using nonlinearity-based adaptive cubature Kalman filters

NASA Astrophysics Data System (ADS)

Sun, Tao; Xin, Ming

2017-05-01

Guidance, navigation, and control of a hypersonic vehicle landing on the Mars rely on precise state feedback information, which is obtained from state estimation. The high uncertainty and nonlinearity of the entry dynamics make the estimation a very challenging problem. In this paper, a new adaptive cubature Kalman filter is proposed for state trajectory estimation of a hypersonic entry vehicle. This new adaptive estimation strategy is based on the measure of nonlinearity of the stochastic system. According to the severity of nonlinearity along the trajectory, the high degree cubature rule or the conventional third degree cubature rule is adaptively used in the cubature Kalman filter. This strategy has the benefit of attaining higher estimation accuracy only when necessary without causing excessive computation load. The simulation results demonstrate that the proposed adaptive filter exhibits better performance than the conventional third-degree cubature Kalman filter while maintaining the same performance as the uniform high degree cubature Kalman filter but with lower computation complexity.

Nonlinearity response correction in phase-shifting deflectometry

NASA Astrophysics Data System (ADS)

Nguyen, Manh The; Kang, Pilseong; Ghim, Young-Sik; Rhee, Hyug-Gyo

2018-04-01

Owing to the nonlinearity response of digital devices such as screens and cameras in phase-shifting deflectometry, non-sinusoidal phase-shifted fringe patterns are generated and additional measurement errors are introduced. In this paper, a new deflectometry technique is described for overcoming these problems using a pre-distorted pattern combined with an advanced iterative algorithm. The experiment results show that this method can reconstruct the 3D surface map of a sample without fringe print-through caused by the nonlinearity response of digital devices. The proposed technique is verified by measuring the surface height variations in a deformable mirror and comparing them with the measurement result obtained using a coordinate measuring machine. The difference between the two measurement results is estimated to be less than 13 µm.

A triangular thin shell finite element: Nonlinear analysis. [structural analysis

NASA Technical Reports Server (NTRS)

Thomas, G. R.; Gallagher, R. H.

1975-01-01

Aspects of the formulation of a triangular thin shell finite element which pertain to geometrically nonlinear (small strain, finite displacement) behavior are described. The procedure for solution of the resulting nonlinear algebraic equations combines a one-step incremental (tangent stiffness) approach with one iteration in the Newton-Raphson mode. A method is presented which permits a rational estimation of step size in this procedure. Limit points are calculated by means of a superposition scheme coupled to the incremental side of the solution procedure while bifurcation points are calculated through a process of interpolation of the determinants of the tangent-stiffness matrix. Numerical results are obtained for a flat plate and two curved shell problems and are compared with alternative solutions.

Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

NASA Astrophysics Data System (ADS)

Wei, Xinjiang; Sun, Shixiang

2018-03-01

An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

Direct Regularized Estimation of Retinal Vascular Oxygen Tension Based on an Experimental Model

PubMed Central

Yildirim, Isa; Ansari, Rashid; Yetik, I. Samil; Shahidi, Mahnaz

2014-01-01

Phosphorescence lifetime imaging is commonly used to generate oxygen tension maps of retinal blood vessels by classical least squares (LS) estimation method. A spatial regularization method was later proposed and provided improved results. However, both methods obtain oxygen tension values from the estimates of intermediate variables, and do not yield an optimum estimate of oxygen tension values, due to their nonlinear dependence on the ratio of intermediate variables. In this paper, we provide an improved solution by devising a regularized direct least squares (RDLS) method that exploits available knowledge in studies that provide models of oxygen tension in retinal arteries and veins, unlike the earlier regularized LS approach where knowledge about intermediate variables is limited. The performance of the proposed RDLS method is evaluated by investigating and comparing the bias, variance, oxygen tension maps, 1-D profiles of arterial oxygen tension, and mean absolute error with those of earlier methods, and its superior performance both quantitatively and qualitatively is demonstrated. PMID:23732915

Recent results of nonlinear estimators applied to hereditary systems.

NASA Technical Reports Server (NTRS)

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

1972-01-01

An application of the extended Kalman filter to delayed systems to estimate the state and time delay is presented. Two nonlinear estimators are discussed and the results compared with those of the Kalman filter. For all the filters considered, the hereditary system was treated with the delay in the pure form and by using Pade approximations of the delay. A summary of the convergence properties of the filters studied is given. The results indicate that the linear filter applied to the delayed system performs inadequately while the nonlinear filters provide reasonable estimates of both the state and the parameters.

Modeling and comparative study of linear and nonlinear controllers for rotary inverted pendulum

NASA Astrophysics Data System (ADS)

Lima, Byron; Cajo, Ricardo; Huilcapi, Víctor; Agila, Wilton

2017-01-01

The rotary inverted pendulum (RIP) is a problem difficult to control, several studies have been conducted where different control techniques have been applied. Literature reports that, although problem is nonlinear, classical PID controllers presents appropriate performances when applied to the system. In this paper, a comparative study of the performances of linear and nonlinear PID structures is carried out. The control algorithms are evaluated in the RIP system, using indices of performance and power consumption, which allow the categorization of control strategies according to their performance. This article also presents the modeling system, which has been estimated some of the parameters involved in the RIP system, using computer-aided design tools (CAD) and experimental methods or techniques proposed by several authors attended. The results indicate a better performance of the nonlinear controller with an increase in the robustness and faster response than the linear controller.

Regions of attraction and ultimate boundedness for linear quadratic regulators with nonlinearities

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

The closed-loop stability of multivariable linear time-invariant systems controlled by optimal linear quadratic (LQ) regulators is investigated for the case when the feedback loops have nonlinearities N(sigma) that violate the standard stability condition, sigma N(sigma) or = 0.5 sigma(2). The violations of the condition are assumed to occur either (1) for values of sigma away from the origin (sigma = 0) or (2) for values of sigma in a neighborhood of the origin. It is proved that there exists a region of attraction for case (1) and a region of ultimate boundedness for case (2), and estimates are obtained for these regions. The results provide methods for selecting the performance function parameters to design LQ regulators with better tolerance to nonlinearities. The results are demonstrated by application to the problem of attitude and vibration control of a large, flexible space antenna in the presence of actuator nonlinearities.

Evolution of basic equations for nearshore wave field

PubMed Central

ISOBE, Masahiko

2013-01-01

In this paper, a systematic, overall view of theories for periodic waves of permanent form, such as Stokes and cnoidal waves, is described first with their validity ranges. To deal with random waves, a method for estimating directional spectra is given. Then, various wave equations are introduced according to the assumptions included in their derivations. The mild-slope equation is derived for combined refraction and diffraction of linear periodic waves. Various parabolic approximations and time-dependent forms are proposed to include randomness and nonlinearity of waves as well as to simplify numerical calculation. Boussinesq equations are the equations developed for calculating nonlinear wave transformations in shallow water. Nonlinear mild-slope equations are derived as a set of wave equations to predict transformation of nonlinear random waves in the nearshore region. Finally, wave equations are classified systematically for a clear theoretical understanding and appropriate selection for specific applications. PMID:23318680

Comparison of the A-Cc curve fitting methods in determining maximum ribulose 1.5-bisphosphate carboxylase/oxygenase carboxylation rate, potential light saturated electron transport rate and leaf dark respiration.

PubMed

Miao, Zewei; Xu, Ming; Lathrop, Richard G; Wang, Yufei

2009-02-01

A review of the literature revealed that a variety of methods are currently used for fitting net assimilation of CO2-chloroplastic CO2 concentration (A-Cc) curves, resulting in considerable differences in estimating the A-Cc parameters [including maximum ribulose 1.5-bisphosphate carboxylase/oxygenase (Rubisco) carboxylation rate (Vcmax), potential light saturated electron transport rate (Jmax), leaf dark respiration in the light (Rd), mesophyll conductance (gm) and triose-phosphate utilization (TPU)]. In this paper, we examined the impacts of fitting methods on the estimations of Vcmax, Jmax, TPU, Rd and gm using grid search and non-linear fitting techniques. Our results suggested that the fitting methods significantly affected the predictions of Rubisco-limited (Ac), ribulose 1,5-bisphosphate-limited (Aj) and TPU-limited (Ap) curves and leaf photosynthesis velocities because of the inconsistent estimate of Vcmax, Jmax, TPU, Rd and gm, but they barely influenced the Jmax : Vcmax, Vcmax : Rd and Jmax : TPU ratio. In terms of fitting accuracy, simplicity of fitting procedures and sample size requirement, we recommend to combine grid search and non-linear techniques to directly and simultaneously fit Vcmax, Jmax, TPU, Rd and gm with the whole A-Cc curve in contrast to the conventional method, which fits Vcmax, Rd or gm first and then solves for Vcmax, Jmax and/or TPU with V(cmax), Rd and/or gm held as constants.

A Computational and Experimental Study of Nonlinear Aspects of Induced Drag

NASA Technical Reports Server (NTRS)

Smith, Stephen C.

1996-01-01

Despite the 80-year history of classical wing theory, considerable research has recently been directed toward planform and wake effects on induced drag. Nonlinear interactions between the trailing wake and the wing offer the possibility of reducing drag. The nonlinear effect of compressibility on induced drag characteristics may also influence wing design. This thesis deals with the prediction of these nonlinear aspects of induced drag and ways to exploit them. A potential benefit of only a few percent of the drag represents a large fuel savings for the world's commercial transport fleet. Computational methods must be applied carefully to obtain accurate induced drag predictions. Trefftz-plane drag integration is far more reliable than surface pressure integration, but is very sensitive to the accuracy of the force-free wake model. The practical use of Trefftz plane drag integration was extended to transonic flow with the Tranair full-potential code. The induced drag characteristics of a typical transport wing were studied with Tranair, a full-potential method, and A502, a high-order linear panel method to investigate changes in lift distribution and span efficiency due to compressibility. Modeling the force-free wake is a nonlinear problem, even when the flow governing equation is linear. A novel method was developed for computing the force-free wake shape. This hybrid wake-relaxation scheme couples the well-behaved nature of the discrete vortex wake with viscous-core modeling and the high-accuracy velocity prediction of the high-order panel method. The hybrid scheme produced converged wake shapes that allowed accurate Trefftz-plane integration. An unusual split-tip wing concept was studied for exploiting nonlinear wake interaction to reduced induced drag. This design exhibits significant nonlinear interactions between the wing and wake that produced a 12% reduction in induced drag compared to an equivalent elliptical wing at a lift coefficient of 0.7. The performance of the split-tip wing was also investigated by wing tunnel experiments. Induced drag was determined from force measurements by subtracting the estimated viscous drag, and from an analytical drag-decomposition method using a wake survey. The experimental results confirm the computational prediction.

Adaptive Elastic Net for Generalized Methods of Moments.

PubMed

Caner, Mehmet; Zhang, Hao Helen

2014-01-30

Model selection and estimation are crucial parts of econometrics. This paper introduces a new technique that can simultaneously estimate and select the model in generalized method of moments (GMM) context. The GMM is particularly powerful for analyzing complex data sets such as longitudinal and panel data, and it has wide applications in econometrics. This paper extends the least squares based adaptive elastic net estimator of Zou and Zhang (2009) to nonlinear equation systems with endogenous variables. The extension is not trivial and involves a new proof technique due to estimators lack of closed form solutions. Compared to Bridge-GMM of Caner (2009), we allow for the number of parameters to diverge to infinity as well as collinearity among a large number of variables, also the redundant parameters set to zero via a data dependent technique. This method has the oracle property, meaning that we can estimate nonzero parameters with their standard limit and the redundant parameters are dropped from the equations simultaneously. Numerical examples are used to illustrate the performance of the new method.

Nonlinear Electromagnetic Stabilization of Plasma Microturbulence

NASA Astrophysics Data System (ADS)

Whelan, G. G.; Pueschel, M. J.; Terry, P. W.

2018-04-01

The physical causes for the strong stabilizing effect of finite plasma β on ion-temperature-gradient-driven turbulence, which far exceeds quasilinear estimates, are identified from nonlinear gyrokinetic simulations. The primary contribution stems from a resonance of frequencies in the dominant nonlinear interaction between the unstable mode, the stable mode, and zonal flows, which maximizes the triplet correlation time and therefore the energy transfer efficiency. A modification to mixing-length transport estimates is constructed, which reproduces nonlinear heat fluxes throughout the examined β range.

Analysis of blood pressure signal in patients with different ventricular ejection fraction using linear and non-linear methods.

PubMed

Arcentales, Andres; Rivera, Patricio; Caminal, Pere; Voss, Andreas; Bayes-Genis, Antonio; Giraldo, Beatriz F

2016-08-01

Changes in the left ventricle function produce alternans in the hemodynamic and electric behavior of the cardiovascular system. A total of 49 cardiomyopathy patients have been studied based on the blood pressure signal (BP), and were classified according to the left ventricular ejection fraction (LVEF) in low risk (LR: LVEF>35%, 17 patients) and high risk (HR: LVEF≤35, 32 patients) groups. We propose to characterize these patients using a linear and a nonlinear methods, based on the spectral estimation and the recurrence plot, respectively. From BP signal, we extracted each systolic time interval (STI), upward systolic slope (BPsl), and the difference between systolic and diastolic BP, defined as pulse pressure (PP). After, the best subset of parameters were obtained through the sequential feature selection (SFS) method. According to the results, the best classification was obtained using a combination of linear and nonlinear features from STI and PP parameters. For STI, the best combination was obtained considering the frequency peak and the diagonal structures of RP, with an area under the curve (AUC) of 79%. The same results were obtained when comparing PP values. Consequently, the use of combined linear and nonlinear parameters could improve the risk stratification of cardiomyopathy patients.

Aeroservoelastic Model Validation and Test Data Analysis of the F/A-18 Active Aeroelastic Wing

NASA Technical Reports Server (NTRS)

Brenner, Martin J.; Prazenica, Richard J.

2003-01-01

Model validation and flight test data analysis require careful consideration of the effects of uncertainty, noise, and nonlinearity. Uncertainty prevails in the data analysis techniques and results in a composite model uncertainty from unmodeled dynamics, assumptions and mechanics of the estimation procedures, noise, and nonlinearity. A fundamental requirement for reliable and robust model development is an attempt to account for each of these sources of error, in particular, for model validation, robust stability prediction, and flight control system development. This paper is concerned with data processing procedures for uncertainty reduction in model validation for stability estimation and nonlinear identification. F/A-18 Active Aeroelastic Wing (AAW) aircraft data is used to demonstrate signal representation effects on uncertain model development, stability estimation, and nonlinear identification. Data is decomposed using adaptive orthonormal best-basis and wavelet-basis signal decompositions for signal denoising into linear and nonlinear identification algorithms. Nonlinear identification from a wavelet-based Volterra kernel procedure is used to extract nonlinear dynamics from aeroelastic responses, and to assist model development and uncertainty reduction for model validation and stability prediction by removing a class of nonlinearity from the uncertainty.

Method and System for Temporal Filtering in Video Compression Systems

NASA Technical Reports Server (NTRS)

Lu, Ligang; He, Drake; Jagmohan, Ashish; Sheinin, Vadim

2011-01-01

Three related innovations combine improved non-linear motion estimation, video coding, and video compression. The first system comprises a method in which side information is generated using an adaptive, non-linear motion model. This method enables extrapolating and interpolating a visual signal, including determining the first motion vector between the first pixel position in a first image to a second pixel position in a second image; determining a second motion vector between the second pixel position in the second image and a third pixel position in a third image; determining a third motion vector between the first pixel position in the first image and the second pixel position in the second image, the second pixel position in the second image, and the third pixel position in the third image using a non-linear model; and determining a position of the fourth pixel in a fourth image based upon the third motion vector. For the video compression element, the video encoder has low computational complexity and high compression efficiency. The disclosed system comprises a video encoder and a decoder. The encoder converts the source frame into a space-frequency representation, estimates the conditional statistics of at least one vector of space-frequency coefficients with similar frequencies, and is conditioned on previously encoded data. It estimates an encoding rate based on the conditional statistics and applies a Slepian-Wolf code with the computed encoding rate. The method for decoding includes generating a side-information vector of frequency coefficients based on previously decoded source data and encoder statistics and previous reconstructions of the source frequency vector. It also performs Slepian-Wolf decoding of a source frequency vector based on the generated side-information and the Slepian-Wolf code bits. The video coding element includes receiving a first reference frame having a first pixel value at a first pixel position, a second reference frame having a second pixel value at a second pixel position, and a third reference frame having a third pixel value at a third pixel position. It determines a first motion vector between the first pixel position and the second pixel position, a second motion vector between the second pixel position and the third pixel position, and a fourth pixel value for a fourth frame based upon a linear or nonlinear combination of the first pixel value, the second pixel value, and the third pixel value. A stationary filtering process determines the estimated pixel values. The parameters of the filter may be predetermined constants.

Nonlinear convergence active vibration absorber for single and multiple frequency vibration control

NASA Astrophysics Data System (ADS)

Wang, Xi; Yang, Bintang; Guo, Shufeng; Zhao, Wenqiang

2017-12-01

This paper presents a nonlinear convergence algorithm for active dynamic undamped vibration absorber (ADUVA). The damping of absorber is ignored in this algorithm to strengthen the vibration suppressing effect and simplify the algorithm at the same time. The simulation and experimental results indicate that this nonlinear convergence ADUVA can help significantly suppress vibration caused by excitation of both single and multiple frequency. The proposed nonlinear algorithm is composed of equivalent dynamic modeling equations and frequency estimator. Both the single and multiple frequency ADUVA are mathematically imitated by the same mechanical structure with a mass body and a voice coil motor (VCM). The nonlinear convergence estimator is applied to simultaneously satisfy the requirements of fast convergence rate and small steady state frequency error, which are incompatible for linear convergence estimator. The convergence of the nonlinear algorithm is mathematically proofed, and its non-divergent characteristic is theoretically guaranteed. The vibration suppressing experiments demonstrate that the nonlinear ADUVA can accelerate the convergence rate of vibration suppressing and achieve more decrement of oscillation attenuation than the linear ADUVA.

Analytical simulation of nonlinear response to seismic test excitations of HDR-VKL (Heissdampfreaktor-Versuchskreislauf) piping system

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

Srinivasan, M.G.; Kot, C.A.; Mojtahed, M.

The paper describes the analytical modeling, calculations, and results of the posttest nonlinear simulation of high-level seismic testing of the VKL piping system at the HDR Test Facility in Germany. One of the objectives of the tests was to evaluate analytical methods for calculating the nonlinear response of realistic piping systems subjected to high-level seismic excitation that would induce significant plastic deformation. Two out of the six different pipe-support configurations, (ranging from a stiff system with struts and snubbers to a very flexible system with practically no seismic supports), subjected to simulated earthquakes, were tested at very high levels. Themore » posttest nonlinear calculations cover the KWU configuration, a reasonably compliant system with only rigid struts. Responses for 800% safe-shutdown-earthquake loading were calculated using the NONPIPE code. The responses calculated with NONPIPE were found generally to have the same time trends as the measurements but contained under-, over-, and correct estimates of peak values, almost in equal proportions. The only exceptions were the peak strut forces, which were underestimated as a group. The scatter in the peak value estimate of displacements and strut forces was smaller than that for the strains. The possible reasons for the differences and the effort on further analysis are discussed.« less

Energy spectra of X-ray clusters of galaxies

NASA Technical Reports Server (NTRS)

Avni, Y.

1976-01-01

A procedure for estimating the ranges of parameters that describe the spectra of X-rays from clusters of galaxies is presented. The applicability of the method is proved by statistical simulations of cluster spectra; such a proof is necessary because of the nonlinearity of the spectral functions. Implications for the spectra of the Perseus, Coma, and Virgo clusters are discussed. The procedure can be applied in more general problems of parameter estimation.

Power capability evaluation for lithium iron phosphate batteries based on multi-parameter constraints estimation

NASA Astrophysics Data System (ADS)

Wang, Yujie; Pan, Rui; Liu, Chang; Chen, Zonghai; Ling, Qiang

2018-01-01

The battery power capability is intimately correlated with the climbing, braking and accelerating performance of the electric vehicles. Accurate power capability prediction can not only guarantee the safety but also regulate driving behavior and optimize battery energy usage. However, the nonlinearity of the battery model is very complex especially for the lithium iron phosphate batteries. Besides, the hysteresis loop in the open-circuit voltage curve is easy to cause large error in model prediction. In this work, a multi-parameter constraints dynamic estimation method is proposed to predict the battery continuous period power capability. A high-fidelity battery model which considers the battery polarization and hysteresis phenomenon is presented to approximate the high nonlinearity of the lithium iron phosphate battery. Explicit analyses of power capability with multiple constraints are elaborated, specifically the state-of-energy is considered in power capability assessment. Furthermore, to solve the problem of nonlinear system state estimation, and suppress noise interference, the UKF based state observer is employed for power capability prediction. The performance of the proposed methodology is demonstrated by experiments under different dynamic characterization schedules. The charge and discharge power capabilities of the lithium iron phosphate batteries are quantitatively assessed under different time scales and temperatures.

Comparison of BOD results obtained by dilution and manometric methods in sanitary landfill leachates.

PubMed

Ceçen, F; Yangin, C

2000-12-01

This study examined the determination of BOD in landfill leachates by dilution (D-method) and manometric methods (M-method). The differences in results were discussed based on statistical tests. The effects of sample dilution, seeding, chloride and total Kjeldahl nitrogen (TKN) level were examined. The M-method was found to be more sensitive to increases in chloride and TKN concentrations. However, in the M-method the positive interference of nitrogenous BOD (NBOD) to carbonaceous BOD (CBOD) was more successfully prevented. The BOD rate constant k and the ultimate BOD (BODu) were estimated by non-linear regression. With the M-method these parameters could be more reliably estimated than the D-method. Suggestions were made for BOD analyses in landfill leachates in future studies.

Stiffness and Damping Coefficient Estimation of Compliant Surface Gas Bearings for Oil-Free Turbomachinery

NASA Technical Reports Server (NTRS)

DellaCorte, Christopher

2010-01-01

Foil gas bearings are a key technology in many commercial and emerging Oil-Free turbomachinery systems. These bearings are non-linear and have been difficult to analytically model in terms of performance characteristics such as load capacity, power loss, stiffness and damping. Previous investigations led to an empirically derived method, a rule-of-thumb, to estimate load capacity. This method has been a valuable tool in system development. The current paper extends this tool concept to include rules for stiffness and damping coefficient estimation. It is expected that these rules will further accelerate the development and deployment of advanced Oil-Free machines operating on foil gas bearings

Reanalysis of cancer mortality in Japanese A-bomb survivors exposed to low doses of radiation: bootstrap and simulation methods

PubMed Central

2009-01-01

Background The International Commission on Radiological Protection (ICRP) recommended annual occupational dose limit is 20 mSv. Cancer mortality in Japanese A-bomb survivors exposed to less than 20 mSv external radiation in 1945 was analysed previously, using a latency model with non-linear dose response. Questions were raised regarding statistical inference with this model. Methods Cancers with over 100 deaths in the 0 - 20 mSv subcohort of the 1950-1990 Life Span Study are analysed with Poisson regression models incorporating latency, allowing linear and non-linear dose response. Bootstrap percentile and Bias-corrected accelerated (BCa) methods and simulation of the Likelihood Ratio Test lead to Confidence Intervals for Excess Relative Risk (ERR) and tests against the linear model. Results The linear model shows significant large, positive values of ERR for liver and urinary cancers at latencies from 37 - 43 years. Dose response below 20 mSv is strongly non-linear at the optimal latencies for the stomach (11.89 years), liver (36.9), lung (13.6), leukaemia (23.66), and pancreas (11.86) and across broad latency ranges. Confidence Intervals for ERR are comparable using Bootstrap and Likelihood Ratio Test methods and BCa 95% Confidence Intervals are strictly positive across latency ranges for all 5 cancers. Similar risk estimates for 10 mSv (lagged dose) are obtained from the 0 - 20 mSv and 5 - 500 mSv data for the stomach, liver, lung and leukaemia. Dose response for the latter 3 cancers is significantly non-linear in the 5 - 500 mSv range. Conclusion Liver and urinary cancer mortality risk is significantly raised using a latency model with linear dose response. A non-linear model is strongly superior for the stomach, liver, lung, pancreas and leukaemia. Bootstrap and Likelihood-based confidence intervals are broadly comparable and ERR is strictly positive by bootstrap methods for all 5 cancers. Except for the pancreas, similar estimates of latency and risk from 10 mSv are obtained from the 0 - 20 mSv and 5 - 500 mSv subcohorts. Large and significant cancer risks for Japanese survivors exposed to less than 20 mSv external radiation from the atomic bombs in 1945 cast doubt on the ICRP recommended annual occupational dose limit. PMID:20003238

Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS.

PubMed

Zhou, Dapeng; Guo, Lei

2017-11-18

The performance of an inertial navigation system (INS) operated on a moving base greatly depends on the accuracy of rapid transfer alignment (RTA). However, in practice, the coexistence of large initial attitude errors and uncertain observation noise statistics poses a great challenge for the estimation accuracy of misalignment angles. This study aims to develop a novel robust nonlinear filter, namely the stochastic integration H ∞ filter (SIH ∞ F) for improving both the accuracy and robustness of RTA. In this new nonlinear H ∞ filter, the stochastic spherical-radial integration rule is incorporated with the framework of the derivative-free H ∞ filter for the first time, and the resulting SIH ∞ F simultaneously attenuates the negative effect in estimations caused by significant nonlinearity and large uncertainty. Comparisons between the SIH ∞ F and previously well-known methodologies are carried out by means of numerical simulation and a van test. The results demonstrate that the newly-proposed method outperforms the cubature H ∞ filter. Moreover, the SIH ∞ F inherits the benefit of the traditional stochastic integration filter, but with more robustness in the presence of uncertainty.

Rapid transfer alignment of an inertial navigation system using a marginal stochastic integration filter

NASA Astrophysics Data System (ADS)

Zhou, Dapeng; Guo, Lei

2018-01-01

This study aims to address the rapid transfer alignment (RTA) issue of an inertial navigation system with large misalignment angles. The strong nonlinearity and high dimensionality of the system model pose a significant challenge to the estimation of the misalignment angles. In this paper, a 15-dimensional nonlinear model for RTA has been exploited, and it is shown that the functions for the model description exhibit a conditionally linear substructure. Then, a modified stochastic integration filter (SIF) called marginal SIF (MSIF) is developed to incorporate into the nonlinear model, where the number of sample points is significantly reduced but the estimation accuracy of SIF is retained. Comparisons between the MSIF-based RTA and the previously well-known methodologies are carried out through numerical simulations and a van test. The results demonstrate that the newly proposed method has an obvious accuracy advantage over the extended Kalman filter, the unscented Kalman filter and the marginal unscented Kalman filter. Further, the MSIF achieves a comparable performance to SIF, but with a significantly lower computation load.

An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems

NASA Technical Reports Server (NTRS)

Chin, T. M.; Turmon, M. J.; Jewell, J. B.; Ghil, M.

2006-01-01

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

NLINEAR - NONLINEAR CURVE FITTING PROGRAM

NASA Technical Reports Server (NTRS)

Everhart, J. L.

1994-01-01

A common method for fitting data is a least-squares fit. In the least-squares method, a user-specified fitting function is utilized in such a way as to minimize the sum of the squares of distances between the data points and the fitting curve. The Nonlinear Curve Fitting Program, NLINEAR, is an interactive curve fitting routine based on a description of the quadratic expansion of the chi-squared statistic. NLINEAR utilizes a nonlinear optimization algorithm that calculates the best statistically weighted values of the parameters of the fitting function and the chi-square that is to be minimized. The inputs to the program are the mathematical form of the fitting function and the initial values of the parameters to be estimated. This approach provides the user with statistical information such as goodness of fit and estimated values of parameters that produce the highest degree of correlation between the experimental data and the mathematical model. In the mathematical formulation of the algorithm, the Taylor expansion of chi-square is first introduced, and justification for retaining only the first term are presented. From the expansion, a set of n simultaneous linear equations are derived, which are solved by matrix algebra. To achieve convergence, the algorithm requires meaningful initial estimates for the parameters of the fitting function. NLINEAR is written in Fortran 77 for execution on a CDC Cyber 750 under NOS 2.3. It has a central memory requirement of 5K 60 bit words. Optionally, graphical output of the fitting function can be plotted. Tektronix PLOT-10 routines are required for graphics. NLINEAR was developed in 1987.

Implicit Particle Filter for Power System State Estimation with Large Scale Renewable Power Integration.

NASA Astrophysics Data System (ADS)

Uzunoglu, B.; Hussaini, Y.

2017-12-01

Implicit Particle Filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability by an implicit step . It optimizes a nonlinear cost function which can be inherited from legacy assimilation routines . Dynamic state estimation for almost real-time applications in power systems are becomingly increasingly more important with integration of variable wind and solar power generation. New advanced state estimation tools that will replace the old generation state estimation in addition to having a general framework of complexities should be able to address the legacy software and able to integrate the old software in a mathematical framework while allowing the power industry need for a cautious and evolutionary change in comparison to a complete revolutionary approach while addressing nonlinearity and non-normal behaviour. This work implements implicit particle filter as a state estimation tool for the estimation of the states of a power system and presents the first implicit particle filter application study on a power system state estimation. The implicit particle filter is introduced into power systems and the simulations are presented for a three-node benchmark power system . The performance of the filter on the presented problem is analyzed and the results are presented.

The Equivalence of Information-Theoretic and Likelihood-Based Methods for Neural Dimensionality Reduction

PubMed Central

Williamson, Ross S.; Sahani, Maneesh; Pillow, Jonathan W.

2015-01-01

Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron’s probability of spiking. One popular method, known as maximally informative dimensions (MID), uses an information-theoretic quantity known as “single-spike information” to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP) model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex. PMID:25831448

An efficient distribution method for nonlinear transport problems in stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, F.; Tchelepi, H.; Meyer, D. W.

2015-12-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are convenient to explore possible scenarios and assess risks in subsurface problems. In particular, understanding how uncertainties propagate in porous media with nonlinear two-phase flow is essential, yet challenging, in reservoir simulation and hydrology. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the water saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. The method draws inspiration from the streamline approach and expresses the distributions of interest essentially in terms of an analytically derived mapping and the distribution of the time of flight. In a large class of applications the latter can be estimated at low computational costs (even via conventional Monte Carlo). Once the water saturation distribution is determined, any one-point statistics thereof can be obtained, especially its average and standard deviation. Moreover, rarely available in other approaches, yet crucial information such as the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be derived from the method. We provide various examples and comparisons with Monte Carlo simulations to illustrate the performance of the method.

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association

PubMed Central

Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-01-01

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets’ state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems. PMID:29113085

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association.

PubMed

Liu, Yu; Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-11-05

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets' state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems.

Event-Based Sensing and Control for Remote Robot Guidance: An Experimental Case

PubMed Central

Santos, Carlos; Martínez-Rey, Miguel; Santiso, Enrique

2017-01-01

This paper describes the theoretical and practical foundations for remote control of a mobile robot for nonlinear trajectory tracking using an external localisation sensor. It constitutes a classical networked control system, whereby event-based techniques for both control and state estimation contribute to efficient use of communications and reduce sensor activity. Measurement requests are dictated by an event-based state estimator by setting an upper bound to the estimation error covariance matrix. The rest of the time, state prediction is carried out with the Unscented transformation. This prediction method makes it possible to select the appropriate instants at which to perform actuations on the robot so that guidance performance does not degrade below a certain threshold. Ultimately, we obtained a combined event-based control and estimation solution that drastically reduces communication accesses. The magnitude of this reduction is set according to the tracking error margin of a P3-DX robot following a nonlinear trajectory, remotely controlled with a mini PC and whose pose is detected by a camera sensor. PMID:28878144

Estimation of Contextual Effects through Nonlinear Multilevel Latent Variable Modeling with a Metropolis-Hastings Robbins-Monro Algorithm

ERIC Educational Resources Information Center

Yang, Ji Seung; Cai, Li

2014-01-01

The main purpose of this study is to improve estimation efficiency in obtaining maximum marginal likelihood estimates of contextual effects in the framework of nonlinear multilevel latent variable model by adopting the Metropolis-Hastings Robbins-Monro algorithm (MH-RM). Results indicate that the MH-RM algorithm can produce estimates and standard…

Parametric system identification of resonant micro/nanosystems operating in a nonlinear response regime

NASA Astrophysics Data System (ADS)

Sabater, A. B.; Rhoads, J. F.

2017-02-01

The parametric system identification of macroscale resonators operating in a nonlinear response regime can be a challenging research problem, but at the micro- and nanoscales, experimental constraints add additional complexities. For example, due to the small and noisy signals micro/nanoresonators produce, a lock-in amplifier is commonly used to characterize the amplitude and phase responses of the systems. While the lock-in enables detection, it also prohibits the use of established time-domain, multi-harmonic, and frequency-domain methods, which rely upon time-domain measurements. As such, the only methods that can be used for parametric system identification are those based on fitting experimental data to an approximate solution, typically derived via perturbation methods and/or Galerkin methods, of a reduced-order model. Thus, one could view the parametric system identification of micro/nanosystems operating in a nonlinear response regime as the amalgamation of four coupled sub-problems: nonparametric system identification, or proper experimental design and data acquisition; the generation of physically consistent reduced-order models; the calculation of accurate approximate responses; and the application of nonlinear least-squares parameter estimation. This work is focused on the theoretical foundations that underpin each of these sub-problems, as the methods used to address one sub-problem can strongly influence the results of another. To provide context, an electromagnetically transduced microresonator is used as an example. This example provides a concrete reference for the presented findings and conclusions.

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.

Estimating the prevalence of 26 health-related indicators at neighbourhood level in the Netherlands using structured additive regression.

PubMed

van de Kassteele, Jan; Zwakhals, Laurens; Breugelmans, Oscar; Ameling, Caroline; van den Brink, Carolien

2017-07-01

Local policy makers increasingly need information on health-related indicators at smaller geographic levels like districts or neighbourhoods. Although more large data sources have become available, direct estimates of the prevalence of a health-related indicator cannot be produced for neighbourhoods for which only small samples or no samples are available. Small area estimation provides a solution, but unit-level models for binary-valued outcomes that can handle both non-linear effects of the predictors and spatially correlated random effects in a unified framework are rarely encountered. We used data on 26 binary-valued health-related indicators collected on 387,195 persons in the Netherlands. We associated the health-related indicators at the individual level with a set of 12 predictors obtained from national registry data. We formulated a structured additive regression model for small area estimation. The model captured potential non-linear relations between the predictors and the outcome through additive terms in a functional form using penalized splines and included a term that accounted for spatially correlated heterogeneity between neighbourhoods. The registry data were used to predict individual outcomes which in turn are aggregated into higher geographical levels, i.e. neighbourhoods. We validated our method by comparing the estimated prevalences with observed prevalences at the individual level and by comparing the estimated prevalences with direct estimates obtained by weighting methods at municipality level. We estimated the prevalence of the 26 health-related indicators for 415 municipalities, 2599 districts and 11,432 neighbourhoods in the Netherlands. We illustrate our method on overweight data and show that there are distinct geographic patterns in the overweight prevalence. Calibration plots show that the estimated prevalences agree very well with observed prevalences at the individual level. The estimated prevalences agree reasonably well with the direct estimates at the municipal level. Structured additive regression is a useful tool to provide small area estimates in a unified framework. We are able to produce valid nationwide small area estimates of 26 health-related indicators at neighbourhood level in the Netherlands. The results can be used for local policy makers to make appropriate health policy decisions.

Estimation of land-surface evaporation at four forest sites across Japan with the new nonlinear complementary method.

PubMed

Ai, Zhipin; Wang, Qinxue; Yang, Yonghui; Manevski, Kiril; Zhao, Xin; Eer, Deni

2017-12-19

Evaporation from land surfaces is a critical component of the Earth water cycle and of water management strategies. The complementary method originally proposed by Bouchet, which describes a linear relation between actual evaporation (E), potential evaporation (E po ) and apparent potential evaporation (E pa ) based on routinely measured weather data, is one of the various methods for evaporation calculation. This study evaluated the reformulated version of the original method, as proposed by Brutsaert, for forest land cover in Japan. The new complementary method is nonlinear and based on boundary conditions with strictly physical considerations. The only unknown parameter (α e ) was for the first time determined for various forest covers located from north to south across Japan. The values of α e ranged from 0.94 to 1.10, with a mean value of 1.01. Furthermore, the calculated evaporation with the new method showed a good fit with the eddy-covariance measured values, with a determination coefficient of 0.78 and a mean bias of 4%. Evaluation results revealed that the new nonlinear complementary relation performs better than the original linear relation in describing the relationship between E/E pa and E po /E pa , and also in depicting the asymmetry variation between E pa /E po and E/E po .

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.

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

Can you trust the parametric standard errors in nonlinear least squares? Yes, with provisos.

PubMed

Tellinghuisen, Joel

2018-04-01

Questions about the reliability of parametric standard errors (SEs) from nonlinear least squares (LS) algorithms have led to a general mistrust of these precision estimators that is often unwarranted. The importance of non-Gaussian parameter distributions is illustrated by converting linear models to nonlinear by substituting e A , ln A, and 1/A for a linear parameter a. Monte Carlo (MC) simulations characterize parameter distributions in more complex cases, including when data have varying uncertainty and should be weighted, but weights are neglected. This situation leads to loss of precision and erroneous parametric SEs, as is illustrated for the Lineweaver-Burk analysis of enzyme kinetics data and the analysis of isothermal titration calorimetry data. Non-Gaussian parameter distributions are generally asymmetric and biased. However, when the parametric SE is <10% of the magnitude of the parameter, both the bias and the asymmetry can usually be ignored. Sometimes nonlinear estimators can be redefined to give more normal distributions and better convergence properties. Variable data uncertainty, or heteroscedasticity, can sometimes be handled by data transforms but more generally requires weighted LS, which in turn require knowledge of the data variance. Parametric SEs are rigorously correct in linear LS under the usual assumptions, and are a trustworthy approximation in nonlinear LS provided they are sufficiently small - a condition favored by the abundant, precise data routinely collected in many modern instrumental methods. Copyright © 2018 Elsevier B.V. All rights reserved.

A family of approximate solutions and explicit error estimates for the nonlinear stationary Navier-Stokes problem

NASA Technical Reports Server (NTRS)

Gabrielsen, R. E.; Karel, S.

1975-01-01

An algorithm for solving the nonlinear stationary Navier-Stokes problem is developed. Explicit error estimates are given. This mathematical technique is potentially adaptable to the separation problem.

On Latent Change Model Choice in Longitudinal Studies

ERIC Educational Resources Information Center

Raykov, Tenko; Zajacova, Anna

2012-01-01

An interval estimation procedure for proportion of explained observed variance in latent curve analysis is discussed, which can be used as an aid in the process of choosing between linear and nonlinear models. The method allows obtaining confidence intervals for the R[squared] indexes associated with repeatedly followed measures in longitudinal…

Individual tree growth models for natural even-aged shortleaf pine

Treesearch

Chakra B. Budhathoki; Thomas B. Lynch; James M. Guldin

2006-01-01

Shortleaf pine (Pinus echinata Mill.) measurements were available from permanent plots established in even-aged stands of the Ouachita Mountains for studying growth. Annual basal area growth was modeled with a least-squares nonlinear regression method utilizing three measurements. The analysis showed that the parameter estimates were in agreement...

Random Weighting, Strong Tracking, and Unscented Kalman Filter for Soft Tissue Characterization.

PubMed

Shin, Jaehyun; Zhong, Yongmin; Oetomo, Denny; Gu, Chengfan

2018-05-21

This paper presents a new nonlinear filtering method based on the Hunt-Crossley model for online nonlinear soft tissue characterization. This method overcomes the problem of performance degradation in the unscented Kalman filter due to contact model error. It adopts the concept of Mahalanobis distance to identify contact model error, and further incorporates a scaling factor in predicted state covariance to compensate identified model error. This scaling factor is determined according to the principle of innovation orthogonality to avoid the cumbersome computation of Jacobian matrix, where the random weighting concept is adopted to improve the estimation accuracy of innovation covariance. A master-slave robotic indentation system is developed to validate the performance of the proposed method. Simulation and experimental results as well as comparison analyses demonstrate that the efficacy of the proposed method for online characterization of soft tissue parameters in the presence of contact model error.

Adaptive Event-Triggered Control Based on Heuristic Dynamic Programming for Nonlinear Discrete-Time Systems.

PubMed

Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo

2017-07-01

This paper presents the design of a novel adaptive event-triggered control method based on the heuristic dynamic programming (HDP) technique for nonlinear discrete-time systems with unknown system dynamics. In the proposed method, the control law is only updated when the event-triggered condition is violated. Compared with the periodic updates in the traditional adaptive dynamic programming (ADP) control, the proposed method can reduce the computation and transmission cost. An actor-critic framework is used to learn the optimal event-triggered control law and the value function. Furthermore, a model network is designed to estimate the system state vector. The main contribution of this paper is to design a new trigger threshold for discrete-time systems. A detailed Lyapunov stability analysis shows that our proposed event-triggered controller can asymptotically stabilize the discrete-time systems. Finally, we test our method on two different discrete-time systems, and the simulation results are included.

Estimation of available global solar radiation using sunshine duration over South Korea

NASA Astrophysics Data System (ADS)

Das, Amrita; Park, Jin-ki; Park, Jong-hwa

2015-11-01

Besides designing a solar energy system, accurate insolation data is also a key component for many biological and atmospheric studies. But solar radiation stations are not widely available due to financial and technical limitations; this insufficient number affects the spatial resolution whenever an attempt is made to construct a solar radiation map. There are several models in literature for estimating incoming solar radiation using sunshine fraction. Seventeen of such models among which 6 are linear and 11 non-linear, have been chosen for studying and estimating solar radiation on a horizontal surface over South Korea. The better performance of a non-linear model signifies the fact that the relationship between sunshine duration and clearness index does not follow a straight line. With such a model solar radiation over 79 stations measuring sunshine duration is computed and used as input for spatial interpolation. Finally monthly solar radiation maps are constructed using the Ordinary Kriging method. The cross validation results show good agreement between observed and predicted data.

Robust ridge regression estimators for nonlinear models with applications to high throughput screening assay data.

PubMed

Lim, Changwon

2015-03-30

Nonlinear regression is often used to evaluate the toxicity of a chemical or a drug by fitting data from a dose-response study. Toxicologists and pharmacologists may draw a conclusion about whether a chemical is toxic by testing the significance of the estimated parameters. However, sometimes the null hypothesis cannot be rejected even though the fit is quite good. One possible reason for such cases is that the estimated standard errors of the parameter estimates are extremely large. In this paper, we propose robust ridge regression estimation procedures for nonlinear models to solve this problem. The asymptotic properties of the proposed estimators are investigated; in particular, their mean squared errors are derived. The performances of the proposed estimators are compared with several standard estimators using simulation studies. The proposed methodology is also illustrated using high throughput screening assay data obtained from the National Toxicology Program. Copyright © 2014 John Wiley & Sons, Ltd.

Adaptive control of servo system based on LuGre model

NASA Astrophysics Data System (ADS)

Jin, Wang; Niancong, Liu; Jianlong, Chen; Weitao, Geng

2018-03-01

This paper established a mechanical model of feed system based on LuGre model. In order to solve the influence of nonlinear factors on the system running stability, a nonlinear single observer is designed to estimate the parameter z in the LuGre model and an adaptive friction compensation controller is designed. Simulink simulation results show that the control method can effectively suppress the adverse effects of friction and external disturbances. The simulation show that the adaptive parameter kz is between 0.11-0.13, and the value of gamma1 is between 1.9-2.1. Position tracking error reaches level 10-3 and is stabilized near 0 values within 0.3 seconds, the compensation method has better tracking accuracy and robustness.

Method and system for non-linear motion estimation

NASA Technical Reports Server (NTRS)

Lu, Ligang (Inventor)

2011-01-01

A method and system for extrapolating and interpolating a visual signal including determining a first motion vector between a first pixel position in a first image to a second pixel position in a second image, determining a second motion vector between the second pixel position in the second image and a third pixel position in a third image, determining a third motion vector between one of the first pixel position in the first image and the second pixel position in the second image, and the second pixel position in the second image and the third pixel position in the third image using a non-linear model, determining a position of the fourth pixel in a fourth image based upon the third motion vector.

Efficient multidimensional regularization for Volterra series estimation

NASA Astrophysics Data System (ADS)

Birpoutsoukis, Georgios; Csurcsia, Péter Zoltán; Schoukens, Johan

2018-05-01

This paper presents an efficient nonparametric time domain nonlinear system identification method. It is shown how truncated Volterra series models can be efficiently estimated without the need of long, transient-free measurements. The method is a novel extension of the regularization methods that have been developed for impulse response estimates of linear time invariant systems. To avoid the excessive memory needs in case of long measurements or large number of estimated parameters, a practical gradient-based estimation method is also provided, leading to the same numerical results as the proposed Volterra estimation method. Moreover, the transient effects in the simulated output are removed by a special regularization method based on the novel ideas of transient removal for Linear Time-Varying (LTV) systems. Combining the proposed methodologies, the nonparametric Volterra models of the cascaded water tanks benchmark are presented in this paper. The results for different scenarios varying from a simple Finite Impulse Response (FIR) model to a 3rd degree Volterra series with and without transient removal are compared and studied. It is clear that the obtained models capture the system dynamics when tested on a validation dataset, and their performance is comparable with the white-box (physical) models.

Fuzzy neural network technique for system state forecasting.

PubMed

Li, Dezhi; Wang, Wilson; Ismail, Fathy

2013-10-01

In many system state forecasting applications, the prediction is performed based on multiple datasets, each corresponding to a distinct system condition. The traditional methods dealing with multiple datasets (e.g., vector autoregressive moving average models and neural networks) have some shortcomings, such as limited modeling capability and opaque reasoning operations. To tackle these problems, a novel fuzzy neural network (FNN) is proposed in this paper to effectively extract information from multiple datasets, so as to improve forecasting accuracy. The proposed predictor consists of both autoregressive (AR) nodes modeling and nonlinear nodes modeling; AR models/nodes are used to capture the linear correlation of the datasets, and the nonlinear correlation of the datasets are modeled with nonlinear neuron nodes. A novel particle swarm technique [i.e., Laplace particle swarm (LPS) method] is proposed to facilitate parameters estimation of the predictor and improve modeling accuracy. The effectiveness of the developed FNN predictor and the associated LPS method is verified by a series of tests related to Mackey-Glass data forecast, exchange rate data prediction, and gear system prognosis. Test results show that the developed FNN predictor and the LPS method can capture the dynamics of multiple datasets effectively and track system characteristics accurately.