Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin
2012-01-01
Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online. PMID:23155351
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.
B-spline goal-oriented error estimators for geometrically nonlinear rods
2011-04-01
respectively, for the output functionals q2–q4 (linear and nonlinear with the trigonometric functions sine and cosine) in all the tests considered...of the errors resulting from the linear, quadratic and nonlinear (with trigonometric functions sine and cosine) outputs and for p = 1, 2. If the... Portugal . References [1] A.T. Adams. Sobolev Spaces. Academic Press, Boston, 1975. [2] M. Ainsworth and J.T. Oden. A posteriori error estimation in
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.
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…
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.
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.
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.
A Multi-Resolution Nonlinear Mapping Technique for Design and Analysis Applications
NASA Technical Reports Server (NTRS)
Phan, Minh Q.
1998-01-01
This report describes a nonlinear mapping technique where the unknown static or dynamic system is approximated by a sum of dimensionally increasing functions (one-dimensional curves, two-dimensional surfaces, etc.). These lower dimensional functions are synthesized from a set of multi-resolution basis functions, where the resolutions specify the level of details at which the nonlinear system is approximated. The basis functions also cause the parameter estimation step to become linear. This feature is taken advantage of to derive a systematic procedure to determine and eliminate basis functions that are less significant for the particular system under identification. The number of unknown parameters that must be estimated is thus reduced and compact models obtained. The lower dimensional functions (identified curves and surfaces) permit a kind of "visualization" into the complexity of the nonlinearity itself.
A Multi-Resolution Nonlinear Mapping Technique for Design and Analysis Application
NASA Technical Reports Server (NTRS)
Phan, Minh Q.
1997-01-01
This report describes a nonlinear mapping technique where the unknown static or dynamic system is approximated by a sum of dimensionally increasing functions (one-dimensional curves, two-dimensional surfaces, etc.). These lower dimensional functions are synthesized from a set of multi-resolution basis functions, where the resolutions specify the level of details at which the nonlinear system is approximated. The basis functions also cause the parameter estimation step to become linear. This feature is taken advantage of to derive a systematic procedure to determine and eliminate basis functions that are less significant for the particular system under identification. The number of unknown parameters that must be estimated is thus reduced and compact models obtained. The lower dimensional functions (identified curves and surfaces) permit a kind of "visualization" into the complexity of the nonlinearity itself.
Functional Nonlinear Mixed Effects Models For Longitudinal Image Data
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
Faizullah, Faiz
2016-01-01
The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.
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…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang Yumin; Lum, Kai-Yew; Wang Qingguo
In this paper, a H-infinity fault detection and diagnosis (FDD) scheme for a class of discrete nonlinear system fault using output probability density estimation is presented. Unlike classical FDD problems, the measured output of the system is viewed as a stochastic process and its square root probability density function (PDF) is modeled with B-spline functions, which leads to a deterministic space-time dynamic model including nonlinearities, uncertainties. A weighting mean value is given as an integral function of the square root PDF along space direction, which leads a function only about time and can be used to construct residual signal. Thus,more » the classical nonlinear filter approach can be used to detect and diagnose the fault in system. A feasible detection criterion is obtained at first, and a new H-infinity adaptive fault diagnosis algorithm is further investigated to estimate the fault. Simulation example is given to demonstrate the effectiveness of the proposed approaches.« less
NASA Astrophysics Data System (ADS)
Zhang, Yumin; Wang, Qing-Guo; Lum, Kai-Yew
2009-03-01
In this paper, a H-infinity fault detection and diagnosis (FDD) scheme for a class of discrete nonlinear system fault using output probability density estimation is presented. Unlike classical FDD problems, the measured output of the system is viewed as a stochastic process and its square root probability density function (PDF) is modeled with B-spline functions, which leads to a deterministic space-time dynamic model including nonlinearities, uncertainties. A weighting mean value is given as an integral function of the square root PDF along space direction, which leads a function only about time and can be used to construct residual signal. Thus, the classical nonlinear filter approach can be used to detect and diagnose the fault in system. A feasible detection criterion is obtained at first, and a new H-infinity adaptive fault diagnosis algorithm is further investigated to estimate the fault. Simulation example is given to demonstrate the effectiveness of the proposed approaches.
Supervised nonlinear spectral unmixing using a postnonlinear mixing model for hyperspectral imagery.
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.
State estimation with incomplete nonlinear constraint
NASA Astrophysics Data System (ADS)
Huang, Yuan; Wang, Xueying; An, Wei
2017-10-01
A problem of state estimation with a new constraints named incomplete nonlinear constraint is considered. The targets are often move in the curve road, if the width of road is neglected, the road can be considered as the constraint, and the position of sensors, e.g., radar, is known in advance, this info can be used to enhance the performance of the tracking filter. The problem of how to incorporate the priori knowledge is considered. In this paper, a second-order sate constraint is considered. A fitting algorithm of ellipse is adopted to incorporate the priori knowledge by estimating the radius of the trajectory. The fitting problem is transformed to the nonlinear estimation problem. The estimated ellipse function is used to approximate the nonlinear constraint. Then, the typical nonlinear constraint methods proposed in recent works can be used to constrain the target state. Monte-Carlo simulation results are presented to illustrate the effectiveness proposed method in state estimation with incomplete constraint.
Design of asymptotic estimators: an approach based on neural networks and nonlinear programming.
Alessandri, Angelo; Cervellera, Cristiano; Sanguineti, Marcello
2007-01-01
A methodology to design state estimators for a class of nonlinear continuous-time dynamic systems that is based on neural networks and nonlinear programming is proposed. The estimator has the structure of a Luenberger observer with a linear gain and a parameterized (in general, nonlinear) function, whose argument is an innovation term representing the difference between the current measurement and its prediction. The problem of the estimator design consists in finding the values of the gain and of the parameters that guarantee the asymptotic stability of the estimation error. Toward this end, if a neural network is used to take on this function, the parameters (i.e., the neural weights) are chosen, together with the gain, by constraining the derivative of a quadratic Lyapunov function for the estimation error to be negative definite on a given compact set. It is proved that it is sufficient to impose the negative definiteness of such a derivative only on a suitably dense grid of sampling points. The gain is determined by solving a Lyapunov equation. The neural weights are searched for via nonlinear programming by minimizing a cost penalizing grid-point constraints that are not satisfied. Techniques based on low-discrepancy sequences are applied to deal with a small number of sampling points, and, hence, to reduce the computational burden required to optimize the parameters. Numerical results are reported and comparisons with those obtained by the extended Kalman filter are made.
System Identification for Nonlinear Control Using Neural Networks
NASA Technical Reports Server (NTRS)
Stengel, Robert F.; Linse, Dennis J.
1990-01-01
An approach to incorporating artificial neural networks in nonlinear, adaptive control systems is described. The controller contains three principal elements: a nonlinear inverse dynamic control law whose coefficients depend on a comprehensive model of the plant, a neural network that models system dynamics, and a state estimator whose outputs drive the control law and train the neural network. Attention is focused on the system identification task, which combines an extended Kalman filter with generalized spline function approximation. Continual learning is possible during normal operation, without taking the system off line for specialized training. Nonlinear inverse dynamic control requires smooth derivatives as well as function estimates, imposing stringent goals on the approximating technique.
Linear and nonlinear ARMA model parameter estimation using an artificial neural network
NASA Technical Reports Server (NTRS)
Chon, K. H.; Cohen, R. J.
1997-01-01
This paper addresses parametric system identification of linear and nonlinear dynamic systems by analysis of the input and output signals. Specifically, we investigate the relationship between estimation of the system using a feedforward neural network model and estimation of the system by use of linear and nonlinear autoregressive moving-average (ARMA) models. By utilizing a neural network model incorporating a polynomial activation function, we show the equivalence of the artificial neural network to the linear and nonlinear ARMA models. We compare the parameterization of the estimated system using the neural network and ARMA approaches by utilizing data generated by means of computer simulations. Specifically, we show that the parameters of a simulated ARMA system can be obtained from the neural network analysis of the simulated data or by conventional least squares ARMA analysis. The feasibility of applying neural networks with polynomial activation functions to the analysis of experimental data is explored by application to measurements of heart rate (HR) and instantaneous lung volume (ILV) fluctuations.
Measurement Model Nonlinearity in Estimation of Dynamical Systems
NASA Astrophysics Data System (ADS)
Majji, Manoranjan; Junkins, J. L.; Turner, J. D.
2012-06-01
The role of nonlinearity of the measurement model and its interactions with the uncertainty of measurements and geometry of the problem is studied in this paper. An examination of the transformations of the probability density function in various coordinate systems is presented for several astrodynamics applications. Smooth and analytic nonlinear functions are considered for the studies on the exact transformation of uncertainty. Special emphasis is given to understanding the role of change of variables in the calculus of random variables. The transformation of probability density functions through mappings is shown to provide insight in to understanding the evolution of uncertainty in nonlinear systems. Examples are presented to highlight salient aspects of the discussion. A sequential orbit determination problem is analyzed, where the transformation formula provides useful insights for making the choice of coordinates for estimation of dynamic systems.
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.
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.
Bayesian parameter estimation for nonlinear modelling of biological pathways.
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.
Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang
2017-11-01
The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.
The pointwise estimates of diffusion wave of the compressible micropolar fluids
NASA Astrophysics Data System (ADS)
Wu, Zhigang; Wang, Weike
2018-09-01
The pointwise estimates for the compressible micropolar fluids in dimension three are given, which exhibit generalized Huygens' principle for the fluid density and fluid momentum as the compressible Navier-Stokes equation, while the micro-rational momentum behaves like the fluid momentum of the Euler equation with damping. To circumvent the complexity from 7 × 7 Green's matrix, we use the decomposition of fluid part and electromagnetic part for the momentums to study three smaller Green's matrices. The following from this decomposition is that we have to deal with the new problem that the nonlinear terms contain nonlocal operators. We solve it by using the natural match of these new Green's functions and the nonlinear terms. Moreover, to derive the different pointwise estimates for different unknown variables such that the estimate of each unknown variable is in agreement with its Green's function, we develop some new estimates on the nonlinear interplay between different waves.
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.
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
Optimal control of nonlinear continuous-time systems in strict-feedback form.
Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani
2015-10-01
This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.
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.
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
Direct estimations of linear and nonlinear functionals of a quantum state.
Ekert, Artur K; Alves, Carolina Moura; Oi, Daniel K L; Horodecki, Michał; Horodecki, Paweł; Kwek, L C
2002-05-27
We present a simple quantum network, based on the controlled-SWAP gate, that can extract certain properties of quantum states without recourse to quantum tomography. It can be used as a basic building block for direct quantum estimations of both linear and nonlinear functionals of any density operator. The network has many potential applications ranging from purity tests and eigenvalue estimations to direct characterization of some properties of quantum channels. Experimental realizations of the proposed network are within the reach of quantum technology that is currently being developed.
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.
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.
Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters
NASA Astrophysics Data System (ADS)
Bates, Bryson C.; Townley, Lloyd R.
1988-05-01
In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).
Desired Accuracy Estimation of Noise Function from ECG Signal by Fuzzy Approach
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
Fuzzy Adaptive Decentralized Optimal Control for Strict Feedback Nonlinear Large-Scale Systems.
Sun, Kangkang; Sui, Shuai; Tong, Shaocheng
2018-04-01
This paper considers the optimal decentralized fuzzy adaptive control design problem for a class of interconnected large-scale nonlinear systems in strict feedback form and with unknown nonlinear functions. The fuzzy logic systems are introduced to learn the unknown dynamics and cost functions, respectively, and a state estimator is developed. By applying the state estimator and the backstepping recursive design algorithm, a decentralized feedforward controller is established. By using the backstepping decentralized feedforward control scheme, the considered interconnected large-scale nonlinear system in strict feedback form is changed into an equivalent affine large-scale nonlinear system. Subsequently, an optimal decentralized fuzzy adaptive control scheme is constructed. The whole optimal decentralized fuzzy adaptive controller is composed of a decentralized feedforward control and an optimal decentralized control. It is proved that the developed optimal decentralized controller can ensure that all the variables of the control system are uniformly ultimately bounded, and the cost functions are the smallest. Two simulation examples are provided to illustrate the validity of the developed optimal decentralized fuzzy adaptive control scheme.
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.
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
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.
Specification of the utility function in discrete choice experiments.
van der Pol, Marjon; Currie, Gillian; Kromm, Seija; Ryan, Mandy
2014-03-01
The specification of the utility function has received limited attention within the discrete choice experiment (DCE) literature. This lack of investigation is surprising given that evidence from the contingent valuation literature suggests that welfare estimates are sensitive to different specifications of the utility function. This study investigates the effect of different specifications of the utility function on results within a DCE. The DCE elicited the public's preferences for waiting time for hip and knee replacement and estimated willingness to wait (WTW). The results showed that the WTW for the different patient profiles varied considerably across the three different specifications of the utility function. Assuming a linear utility function led to much higher estimates of marginal rates of substitution (WTWs) than with nonlinear specifications. The goodness-of-fit measures indicated that nonlinear specifications were superior. Copyright © 2014 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.
Using Neural Networks for Sensor Validation
NASA Technical Reports Server (NTRS)
Mattern, Duane L.; Jaw, Link C.; Guo, Ten-Huei; Graham, Ronald; McCoy, William
1998-01-01
This paper presents the results of applying two different types of neural networks in two different approaches to the sensor validation problem. The first approach uses a functional approximation neural network as part of a nonlinear observer in a model-based approach to analytical redundancy. The second approach uses an auto-associative neural network to perform nonlinear principal component analysis on a set of redundant sensors to provide an estimate for a single failed sensor. The approaches are demonstrated using a nonlinear simulation of a turbofan engine. The fault detection and sensor estimation results are presented and the training of the auto-associative neural network to provide sensor estimates is discussed.
NASA Astrophysics Data System (ADS)
Yildiz, Nihat; San, Sait Eren; Köysal, Oğuz
2010-09-01
In this paper, two complementary objectives related to optical transmission spectra of nematic liquid crystals (NLCs) were achieved. First, at room temperature, for both pure and dye (DR9) doped E7 NLCs, the 10-250 W halogen lamp transmission spectra (wavelength 400-1200 nm) were measured at various bias voltages. Second, because the measured spectra were inherently highly nonlinear, it was difficult to construct explicit empirical physical formulas (EPFs) to employ as transmittance functions. To avoid this difficulty, layered feedforward neural networks (LFNNs) were used to construct explicit EPFs for these theoretically unknown nonlinear NLC transmittance functions. As we theoretically showed in a previous work, a LFNN, as an excellent nonlinear function approximator, is highly relevant to EPF construction. The LFNN-EPFs efficiently and consistently estimated both the measured and yet-to-be-measured nonlinear transmittance response values. The experimentally obtained doping ratio dependencies and applied bias voltage responses of transmittance were also confirmed by LFFN-EPFs. This clearly indicates that physical laws embedded in the physical data can be faithfully extracted by the suitable LFNNs. The extraordinary success achieved with LFNN here suggests two potential applications. First, although not attempted here, these LFNN-EPFs, by such mathematical operations as derivation, integration, minimization etc., can be used to obtain further transmittance related functions of NLCs. Second, for a given NLC response function, whose theoretical nonlinear functional form is yet unknown, a suitable experimental data based LFNN-EPF can be constructed to predict the yet-to-be-measured values.
A Note on Recurring Misconceptions When Fitting Nonlinear Mixed Models.
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.
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.
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.
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.
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 (
Inverting Monotonic Nonlinearities by Entropy Maximization
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.
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.
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.
Neural networks for tracking of unknown SISO discrete-time nonlinear dynamic systems.
Aftab, Muhammad Saleheen; Shafiq, Muhammad
2015-11-01
This article presents a Lyapunov function based neural network tracking (LNT) strategy for single-input, single-output (SISO) discrete-time nonlinear dynamic systems. The proposed LNT architecture is composed of two feedforward neural networks operating as controller and estimator. A Lyapunov function based back propagation learning algorithm is used for online adjustment of the controller and estimator parameters. The controller and estimator error convergence and closed-loop system stability analysis is performed by Lyapunov stability theory. Moreover, two simulation examples and one real-time experiment are investigated as case studies. The achieved results successfully validate the controller performance. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Strano, Salvatore; Terzo, Mario
2018-05-01
The dynamics of the railway vehicles is strongly influenced by the interaction between the wheel and the rail. This kind of contact is affected by several conditioning factors such as vehicle speed, wear, adhesion level and, moreover, it is nonlinear. As a consequence, the modelling and the observation of this kind of phenomenon are complex tasks but, at the same time, they constitute a fundamental step for the estimation of the adhesion level or for the vehicle condition monitoring. This paper presents a novel technique for the real time estimation of the wheel-rail contact forces based on an estimator design model that takes into account the nonlinearities of the interaction by means of a fitting model functional to reproduce the contact mechanics in a wide range of slip and to be easily integrated in a complete model based estimator for railway vehicle.
Exponential Boundary Observers for Pressurized Water Pipe
NASA Astrophysics Data System (ADS)
Hermine Som, Idellette Judith; Cocquempot, Vincent; Aitouche, Abdel
2015-11-01
This paper deals with state estimation on a pressurized water pipe modeled by nonlinear coupled distributed hyperbolic equations for non-conservative laws with three known boundary measures. Our objective is to estimate the fourth boundary variable, which will be useful for leakage detection. Two approaches are studied. Firstly, the distributed hyperbolic equations are discretized through a finite-difference scheme. By using the Lipschitz property of the nonlinear term and a Lyapunov function, the exponential stability of the estimation error is proven by solving Linear Matrix Inequalities (LMIs). Secondly, the distributed hyperbolic system is preserved for state estimation. After state transformations, a Luenberger-like PDE boundary observer based on backstepping mathematical tools is proposed. An exponential Lyapunov function is used to prove the stability of the resulted estimation error. The performance of the two observers are shown on a water pipe prototype simulated example.
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.
Nonlinear Curve-Fitting Program
NASA Technical Reports Server (NTRS)
Everhart, Joel L.; Badavi, Forooz F.
1989-01-01
Nonlinear optimization algorithm helps in finding best-fit curve. Nonlinear Curve Fitting Program, NLINEAR, interactive curve-fitting routine based on description of quadratic expansion of X(sup 2) statistic. Utilizes nonlinear optimization algorithm calculating best statistically weighted values of parameters of fitting function and X(sup 2) minimized. Provides user with such statistical information as goodness of fit and estimated values of parameters producing highest degree of correlation between experimental data and mathematical model. Written in FORTRAN 77.
A new linear least squares method for T1 estimation from SPGR signals with multiple TRs
NASA Astrophysics Data System (ADS)
Chang, Lin-Ching; Koay, Cheng Guan; Basser, Peter J.; Pierpaoli, Carlo
2009-02-01
The longitudinal relaxation time, T1, can be estimated from two or more spoiled gradient recalled echo x (SPGR) images with two or more flip angles and one or more repetition times (TRs). The function relating signal intensity and the parameters are nonlinear; T1 maps can be computed from SPGR signals using nonlinear least squares regression. A widely-used linear method transforms the nonlinear model by assuming a fixed TR in SPGR images. This constraint is not desirable since multiple TRs are a clinically practical way to reduce the total acquisition time, to satisfy the required resolution, and/or to combine SPGR data acquired at different times. A new linear least squares method is proposed using the first order Taylor expansion. Monte Carlo simulations of SPGR experiments are used to evaluate the accuracy and precision of the estimated T1 from the proposed linear and the nonlinear methods. We show that the new linear least squares method provides T1 estimates comparable in both precision and accuracy to those from the nonlinear method, allowing multiple TRs and reducing computation time significantly.
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.
An exponential decay model for mediation.
Fritz, Matthew S
2014-10-01
Mediation analysis is often used to investigate mechanisms of change in prevention research. Results finding mediation are strengthened when longitudinal data are used because of the need for temporal precedence. Current longitudinal mediation models have focused mainly on linear change, but many variables in prevention change nonlinearly across time. The most common solution to nonlinearity is to add a quadratic term to the linear model, but this can lead to the use of the quadratic function to explain all nonlinearity, regardless of theory and the characteristics of the variables in the model. The current study describes the problems that arise when quadratic functions are used to describe all nonlinearity and how the use of nonlinear functions, such as exponential decay, address many of these problems. In addition, nonlinear models provide several advantages over polynomial models including usefulness of parameters, parsimony, and generalizability. The effects of using nonlinear functions for mediation analysis are then discussed and a nonlinear growth curve model for mediation is presented. An empirical example using data from a randomized intervention study is then provided to illustrate the estimation and interpretation of the model. Implications, limitations, and future directions are also discussed.
An Exponential Decay Model for Mediation
Fritz, Matthew S.
2013-01-01
Mediation analysis is often used to investigate mechanisms of change in prevention research. Results finding mediation are strengthened when longitudinal data are used because of the need for temporal precedence. Current longitudinal mediation models have focused mainly on linear change, but many variables in prevention change nonlinearly across time. The most common solution to nonlinearity is to add a quadratic term to the linear model, but this can lead to the use of the quadratic function to explain all nonlinearity, regardless of theory and the characteristics of the variables in the model. The current study describes the problems that arise when quadratic functions are used to describe all nonlinearity and how the use of nonlinear functions, such as exponential decay, addresses many of these problems. In addition, nonlinear models provide several advantages over polynomial models including usefulness of parameters, parsimony, and generalizability. The effects of using nonlinear functions for mediation analysis are then discussed and a nonlinear growth curve model for mediation is presented. An empirical example using data from a randomized intervention study is then provided to illustrate the estimation and interpretation of the model. Implications, limitations, and future directions are also discussed. PMID:23625557
NASA Astrophysics Data System (ADS)
Cho, Yumi
2018-05-01
We study nonlinear elliptic problems with nonstandard growth and ellipticity related to an N-function. We establish global Calderón-Zygmund estimates of the weak solutions in the framework of Orlicz spaces over bounded non-smooth domains. Moreover, we prove a global regularity result for asymptotically regular problems which are getting close to the regular problems considered, when the gradient variable goes to infinity.
He, Pingan; Jagannathan, S
2007-04-01
A novel adaptive-critic-based neural network (NN) controller in discrete time is designed to deliver a desired tracking performance for a class of nonlinear systems in the presence of actuator constraints. The constraints of the actuator are treated in the controller design as the saturation nonlinearity. The adaptive critic NN controller architecture based on state feedback includes two NNs: the critic NN is used to approximate the "strategic" utility function, whereas the action NN is employed to minimize both the strategic utility function and the unknown nonlinear dynamic estimation errors. The critic and action NN weight updates are derived by minimizing certain quadratic performance indexes. Using the Lyapunov approach and with novel weight updates, the uniformly ultimate boundedness of the closed-loop tracking error and weight estimates is shown in the presence of NN approximation errors and bounded unknown disturbances. The proposed NN controller works in the presence of multiple nonlinearities, unlike other schemes that normally approximate one nonlinearity. Moreover, the adaptive critic NN controller does not require an explicit offline training phase, and the NN weights can be initialized at zero or random. Simulation results justify the theoretical analysis.
Formulation of the linear model from the nonlinear simulation for the F18 HARV
NASA Technical Reports Server (NTRS)
Hall, Charles E., Jr.
1991-01-01
The F-18 HARV is a modified F-18 Aircraft which is capable of flying in the post-stall regime in order to achieve superagility. The onset of aerodynamic stall, and continued into the post-stall region, is characterized by nonlinearities in the aerodynamic coefficients. These aerodynamic coefficients are not expressed as analytic functions, but rather in the form of tabular data. The nonlinearities in the aerodynamic coefficients yield a nonlinear model of the aircraft's dynamics. Nonlinear system theory has made many advances, but this area is not sufficiently developed to allow its application to this problem, since many of the theorems are existance theorems and that the systems are composed of analytic functions. Thus, the feedback matrices and the state estimators are obtained from linear system theory techniques. It is important, in order to obtain the correct feedback matrices and state estimators, that the linear description of the nonlinear flight dynamics be as accurate as possible. A nonlinear simulation is run under the Advanced Continuous Simulation Language (ACSL). The ACSL simulation uses FORTRAN subroutines to interface to the look-up tables for the aerodynamic data. ACSL has commands to form the linear representation for the system. Other aspects of this investigation are discussed.
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.
Nonparametric Transfer Function Models
Liu, Jun M.; Chen, Rong; Yao, Qiwei
2009-01-01
In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between ‘input’ and ‘output’ time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA) process. The nonparametric transfer function is estimated jointly with the ARMA parameters. By modeling the correlation in the noise, the transfer function can be estimated more efficiently. The parsimonious ARMA structure improves the estimation efficiency in finite samples. The asymptotic properties of the estimators are investigated. The finite-sample properties are illustrated through simulations and one empirical example. PMID:20628584
R.A. Souter; J. Michael Bowker
1996-01-01
It is a generally known statistical fact that the mean of a nonlinear function of a set of random variables is not equivalent to the function evaluated at the means of the variables. However, in dichotomous choice contingent valuation studies, a common practice is to calculate an overall mean (or median) by integrating over offer space (numerically or analytically) an...
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
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.
Space Vehicle Pose Estimation via Optical Correlation and Nonlinear Estimation
NASA Technical Reports Server (NTRS)
Rakoczy, John M.; Herren, Kenneth A.
2008-01-01
A technique for 6-degree-of-freedom (6DOF) pose estimation of space vehicles is being developed. This technique draws upon recent developments in implementing optical correlation measurements in a nonlinear estimator, which relates the optical correlation measurements to the pose states (orientation and position). For the optical correlator, the use of both conjugate filters and binary, phase-only filters in the design of synthetic discriminant function (SDF) filters is explored. A static neural network is trained a priori and used as the nonlinear estimator. New commercial animation and image rendering software is exploited to design the SDF filters and to generate a large filter set with which to train the neural network. The technique is applied to pose estimation for rendezvous and docking of free-flying spacecraft and to terrestrial surface mobility systems for NASA's Vision for Space Exploration. Quantitative pose estimation performance will be reported. Advantages and disadvantages of the implementation of this technique are discussed.
Space Vehicle Pose Estimation via Optical Correlation and Nonlinear Estimation
NASA Technical Reports Server (NTRS)
Rakoczy, John; Herren, Kenneth
2007-01-01
A technique for 6-degree-of-freedom (6DOF) pose estimation of space vehicles is being developed. This technique draws upon recent developments in implementing optical correlation measurements in a nonlinear estimator, which relates the optical correlation measurements to the pose states (orientation and position). For the optical correlator, the use of both conjugate filters and binary, phase-only filters in the design of synthetic discriminant function (SDF) filters is explored. A static neural network is trained a priori and used as the nonlinear estimator. New commercial animation and image rendering software is exploited to design the SDF filters and to generate a large filter set with which to train the neural network. The technique is applied to pose estimation for rendezvous and docking of free-flying spacecraft and to terrestrial surface mobility systems for NASA's Vision for Space Exploration. Quantitative pose estimation performance will be reported. Advantages and disadvantages of the implementation of this technique are discussed.
Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay
DOE Office of Scientific and Technical Information (OSTI.GOV)
Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.
2008-11-06
This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use,more » a filtering algorithm based on linear approximations of the real observations is proposed.« less
Choosing Models for Health Care Cost Analyses: Issues of Nonlinearity and Endogeneity
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
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.
A Nonlinear Least Squares Approach to Time of Death Estimation Via Body Cooling.
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.
Non-linear Growth Models in Mplus and SAS
Grimm, Kevin J.; Ram, Nilam
2013-01-01
Non-linear growth curves or growth curves that follow a specified non-linear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this paper we describe how a variety of sigmoid curves can be fit using the Mplus structural modeling program and the non-linear mixed-effects modeling procedure NLMIXED in SAS. Using longitudinal achievement data collected as part of a study examining the effects of preschool instruction on academic gain we illustrate the procedures for fitting growth models of logistic, Gompertz, and Richards functions. Brief notes regarding the practical benefits, limitations, and choices faced in the fitting and estimation of such models are included. PMID:23882134
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
NASA Astrophysics Data System (ADS)
Brauer, Uwe; Karp, Lavi
2018-01-01
Local existence and well posedness for a class of solutions for the Euler Poisson system is shown. These solutions have a density ρ which either falls off at infinity or has compact support. The solutions have finite mass, finite energy functional and include the static spherical solutions for γ = 6/5. The result is achieved by using weighted Sobolev spaces of fractional order and a new non-linear estimate which allows to estimate the physical density by the regularised non-linear matter variable. Gamblin also has studied this setting but using very different functional spaces. However we believe that the functional setting we use is more appropriate to describe a physical isolated body and more suitable to study the Newtonian limit.
ERIC Educational Resources Information Center
Pek, Jolynn; Losardo, Diane; Bauer, Daniel J.
2011-01-01
Compared to parametric models, nonparametric and semiparametric approaches to modeling nonlinearity between latent variables have the advantage of recovering global relationships of unknown functional form. Bauer (2005) proposed an indirect application of finite mixtures of structural equation models where latent components are estimated in the…
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.
Wu, Lingtao; Lord, Dominique
2017-05-01
This study further examined the use of regression models for developing crash modification factors (CMFs), specifically focusing on the misspecification in the link function. The primary objectives were to validate the accuracy of CMFs derived from the commonly used regression models (i.e., generalized linear models or GLMs with additive linear link functions) when some of the variables have nonlinear relationships and quantify the amount of bias as a function of the nonlinearity. Using the concept of artificial realistic data, various linear and nonlinear crash modification functions (CM-Functions) were assumed for three variables. Crash counts were randomly generated based on these CM-Functions. CMFs were then derived from regression models for three different scenarios. The results were compared with the assumed true values. The main findings are summarized as follows: (1) when some variables have nonlinear relationships with crash risk, the CMFs for these variables derived from the commonly used GLMs are all biased, especially around areas away from the baseline conditions (e.g., boundary areas); (2) with the increase in nonlinearity (i.e., nonlinear relationship becomes stronger), the bias becomes more significant; (3) the quality of CMFs for other variables having linear relationships can be influenced when mixed with those having nonlinear relationships, but the accuracy may still be acceptable; and (4) the misuse of the link function for one or more variables can also lead to biased estimates for other parameters. This study raised the importance of the link function when using regression models for developing CMFs. Copyright © 2017 Elsevier Ltd. All rights reserved.
Blow-up of solutions to a quasilinear wave equation for high initial energy
NASA Astrophysics Data System (ADS)
Li, Fang; Liu, Fang
2018-05-01
This paper deals with blow-up solutions to a nonlinear hyperbolic equation with variable exponent of nonlinearities. By constructing a new control function and using energy inequalities, the authors obtain the lower bound estimate of the L2 norm of the solution. Furthermore, the concavity arguments are used to prove the nonexistence of solutions; at the same time, an estimate of the upper bound of blow-up time is also obtained. This result extends and improves those of [1,2].
Nasari, Masoud M; Szyszkowicz, Mieczysław; Chen, Hong; Crouse, Daniel; Turner, Michelle C; Jerrett, Michael; Pope, C Arden; Hubbell, Bryan; Fann, Neal; Cohen, Aaron; Gapstur, Susan M; Diver, W Ryan; Stieb, David; Forouzanfar, Mohammad H; Kim, Sun-Young; Olives, Casey; Krewski, Daniel; Burnett, Richard T
2016-01-01
The effectiveness of regulatory actions designed to improve air quality is often assessed by predicting changes in public health resulting from their implementation. Risk of premature mortality from long-term exposure to ambient air pollution is the single most important contributor to such assessments and is estimated from observational studies generally assuming a log-linear, no-threshold association between ambient concentrations and death. There has been only limited assessment of this assumption in part because of a lack of methods to estimate the shape of the exposure-response function in very large study populations. In this paper, we propose a new class of variable coefficient risk functions capable of capturing a variety of potentially non-linear associations which are suitable for health impact assessment. We construct the class by defining transformations of concentration as the product of either a linear or log-linear function of concentration multiplied by a logistic weighting function. These risk functions can be estimated using hazard regression survival models with currently available computer software and can accommodate large population-based cohorts which are increasingly being used for this purpose. We illustrate our modeling approach with two large cohort studies of long-term concentrations of ambient air pollution and mortality: the American Cancer Society Cancer Prevention Study II (CPS II) cohort and the Canadian Census Health and Environment Cohort (CanCHEC). We then estimate the number of deaths attributable to changes in fine particulate matter concentrations over the 2000 to 2010 time period in both Canada and the USA using both linear and non-linear hazard function models.
Nonlinear system identification based on Takagi-Sugeno fuzzy modeling and unscented Kalman filter.
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.
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.
NASA Astrophysics Data System (ADS)
Huang, Honglan; Mao, Hanying; Mao, Hanling; Zheng, Weixue; Huang, Zhenfeng; Li, Xinxin; Wang, Xianghong
2017-12-01
Cumulative fatigue damage detection for used parts plays a key role in the process of remanufacturing engineering and is related to the service safety of the remanufactured parts. In light of the nonlinear properties of used parts caused by cumulative fatigue damage, the based nonlinear output frequency response functions detection approach offers a breakthrough to solve this key problem. First, a modified PSO-adaptive lasso algorithm is introduced to improve the accuracy of the NARMAX model under impulse hammer excitation, and then, an effective new algorithm is derived to estimate the nonlinear output frequency response functions under rectangular pulse excitation, and a based nonlinear output frequency response functions index is introduced to detect the cumulative fatigue damage in used parts. Then, a novel damage detection approach that integrates the NARMAX model and the rectangular pulse is proposed for nonlinear output frequency response functions identification and cumulative fatigue damage detection of used parts. Finally, experimental studies of fatigued plate specimens and used connecting rod parts are conducted to verify the validity of the novel approach. The obtained results reveal that the new approach can detect cumulative fatigue damages of used parts effectively and efficiently and that the various values of the based nonlinear output frequency response functions index can be used to detect the different fatigue damages or working time. Since the proposed new approach can extract nonlinear properties of systems by only a single excitation of the inspected system, it shows great promise for use in remanufacturing engineering applications.
Spacecraft attitude determination using a second-order nonlinear filter
NASA Technical Reports Server (NTRS)
Vathsal, S.
1987-01-01
The stringent attitude determination accuracy and faster slew maneuver requirements demanded by present-day spacecraft control systems motivate the development of recursive nonlinear filters for attitude estimation. This paper presents the second-order filter development for the estimation of attitude quaternion using three-axis gyro and star tracker measurement data. Performance comparisons have been made by computer simulation of system models and filter mechanization. It is shown that the second-order filter consistently performs better than the extended Kalman filter when the performance index of the root sum square estimation error of the quaternion vector is compared. The second-order filter identifies the gyro drift rates faster than the extended Kalman filter. The uniqueness of this algorithm is the online generation of the time-varying process and measurement noise covariance matrices, derived as a function or the process and measurement nonlinearity, respectively.
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.
Nonlinear Statistical Estimation with Numerical Maximum Likelihood
1974-10-01
probably most directly attributable to the speed, precision and compactness of the linear programming algorithm exercised ; the mutual primal-dual...discriminant analysis is to classify the individual as a member of T# or IT, 1 2 according to the relative...Introduction to the Dissertation 1 Introduction to Statistical Estimation Theory 3 Choice of Estimator.. .Density Functions 12 Choice of Estimator
Optimal nonlinear codes for the perception of natural colours.
von der Twer, T; MacLeod, D I
2001-08-01
We discuss how visual nonlinearity can be optimized for the precise representation of environmental inputs. Such optimization leads to neural signals with a compressively nonlinear input-output function the gradient of which is matched to the cube root of the probability density function (PDF) of the environmental input values (and not to the PDF directly as in histogram equalization). Comparisons between theory and psychophysical and electrophysiological data are roughly consistent with the idea that parvocellular (P) cells are optimized for precision representation of colour: their contrast-response functions span a range appropriately matched to the environmental distribution of natural colours along each dimension of colour space. Thus P cell codes for colour may have been selected to minimize error in the perceptual estimation of stimulus parameters for natural colours. But magnocellular (M) cells have a much stronger than expected saturating nonlinearity; this supports the view that the function of M cells is mainly to detect boundaries rather than to specify contrast or lightness.
New methods of testing nonlinear hypothesis using iterative NLLS estimator
NASA Astrophysics Data System (ADS)
Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.
2017-11-01
This research paper discusses the method of testing nonlinear hypothesis using iterative Nonlinear Least Squares (NLLS) estimator. Takeshi Amemiya [1] explained this method. However in the present research paper, a modified Wald test statistic due to Engle, Robert [6] is proposed to test the nonlinear hypothesis using iterative NLLS estimator. An alternative method for testing nonlinear hypothesis using iterative NLLS estimator based on nonlinear hypothesis using iterative NLLS estimator based on nonlinear studentized residuals has been proposed. In this research article an innovative method of testing nonlinear hypothesis using iterative restricted NLLS estimator is derived. Pesaran and Deaton [10] explained the methods of testing nonlinear hypothesis. This paper uses asymptotic properties of nonlinear least squares estimator proposed by Jenrich [8]. The main purpose of this paper is to provide very innovative methods of testing nonlinear hypothesis using iterative NLLS estimator, iterative NLLS estimator based on nonlinear studentized residuals and iterative restricted NLLS estimator. Eakambaram et al. [12] discussed least absolute deviation estimations versus nonlinear regression model with heteroscedastic errors and also they studied the problem of heteroscedasticity with reference to nonlinear regression models with suitable illustration. William Grene [13] examined the interaction effect in nonlinear models disused by Ai and Norton [14] and suggested ways to examine the effects that do not involve statistical testing. Peter [15] provided guidelines for identifying composite hypothesis and addressing the probability of false rejection for multiple hypotheses.
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.
Hayashi, Ryusuke; Watanabe, Osamu; Yokoyama, Hiroki; Nishida, Shin'ya
2017-06-01
Characterization of the functional relationship between sensory inputs and neuronal or observers' perceptual responses is one of the fundamental goals of systems neuroscience and psychophysics. Conventional methods, such as reverse correlation and spike-triggered data analyses are limited in their ability to resolve complex and inherently nonlinear neuronal/perceptual processes because these methods require input stimuli to be Gaussian with a zero mean. Recent studies have shown that analyses based on a generalized linear model (GLM) do not require such specific input characteristics and have advantages over conventional methods. GLM, however, relies on iterative optimization algorithms and its calculation costs become very expensive when estimating the nonlinear parameters of a large-scale system using large volumes of data. In this paper, we introduce a new analytical method for identifying a nonlinear system without relying on iterative calculations and yet also not requiring any specific stimulus distribution. We demonstrate the results of numerical simulations, showing that our noniterative method is as accurate as GLM in estimating nonlinear parameters in many cases and outperforms conventional, spike-triggered data analyses. As an example of the application of our method to actual psychophysical data, we investigated how different spatiotemporal frequency channels interact in assessments of motion direction. The nonlinear interaction estimated by our method was consistent with findings from previous vision studies and supports the validity of our method for nonlinear system identification.
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
Noise normalization and windowing functions for VALIDAR in wind parameter estimation
NASA Astrophysics Data System (ADS)
Beyon, Jeffrey Y.; Koch, Grady J.; Li, Zhiwen
2006-05-01
The wind parameter estimates from a state-of-the-art 2-μm coherent lidar system located at NASA Langley, Virginia, named VALIDAR (validation lidar), were compared after normalizing the noise by its estimated power spectra via the periodogram and the linear predictive coding (LPC) scheme. The power spectra and the Doppler shift estimates were the main parameter estimates for comparison. Different types of windowing functions were implemented in VALIDAR data processing algorithm and their impact on the wind parameter estimates was observed. Time and frequency independent windowing functions such as Rectangular, Hanning, and Kaiser-Bessel and time and frequency dependent apodized windowing function were compared. The briefing of current nonlinear algorithm development for Doppler shift correction subsequently follows.
Deep Independence Network Analysis of Structural Brain Imaging: Application to Schizophrenia
Castro, Eduardo; Hjelm, R. Devon; Plis, Sergey M.; Dinh, Laurent; Turner, Jessica A.; Calhoun, Vince D.
2016-01-01
Linear independent component analysis (ICA) is a standard signal processing technique that has been extensively used on neuroimaging data to detect brain networks with coherent brain activity (functional MRI) or covarying structural patterns (structural MRI). However, its formulation assumes that the measured brain signals are generated by a linear mixture of the underlying brain networks and this assumption limits its ability to detect the inherent nonlinear nature of brain interactions. In this paper, we introduce nonlinear independent component estimation (NICE) to structural MRI data to detect abnormal patterns of gray matter concentration in schizophrenia patients. For this biomedical application, we further addressed the issue of model regularization of nonlinear ICA by performing dimensionality reduction prior to NICE, together with an appropriate control of the complexity of the model and the usage of a proper approximation of the probability distribution functions of the estimated components. We show that our results are consistent with previous findings in the literature, but we also demonstrate that the incorporation of nonlinear associations in the data enables the detection of spatial patterns that are not identified by linear ICA. Specifically, we show networks including basal ganglia, cerebellum and thalamus that show significant differences in patients versus controls, some of which show distinct nonlinear patterns. PMID:26891483
Closed-form estimates of the domain of attraction for nonlinear systems via fuzzy-polynomial models.
Pitarch, José Luis; Sala, Antonio; Ariño, Carlos Vicente
2014-04-01
In this paper, the domain of attraction of the origin of a nonlinear system is estimated in closed form via level sets with polynomial boundaries, iteratively computed. In particular, the domain of attraction is expanded from a previous estimate, such as a classical Lyapunov level set. With the use of fuzzy-polynomial models, the domain of attraction analysis can be carried out via sum of squares optimization and an iterative algorithm. The result is a function that bounds the domain of attraction, free from the usual restriction of being positive and decrescent in all the interior of its level sets.
Li, Yongming; Tong, Shaocheng
2017-06-28
In this paper, an adaptive neural networks (NNs)-based decentralized control scheme with the prescribed performance is proposed for uncertain switched nonstrict-feedback interconnected nonlinear systems. It is assumed that nonlinear interconnected terms and nonlinear functions of the concerned systems are unknown, and also the switching signals are unknown and arbitrary. A linear state estimator is constructed to solve the problem of unmeasured states. The NNs are employed to approximate unknown interconnected terms and nonlinear functions. A new output feedback decentralized control scheme is developed by using the adaptive backstepping design technique. The control design problem of nonlinear interconnected switched systems with unknown switching signals can be solved by the proposed scheme, and only a tuning parameter is needed for each subsystem. The proposed scheme can ensure that all variables of the control systems are semi-globally uniformly ultimately bounded and the tracking errors converge to a small residual set with the prescribed performance bound. The effectiveness of the proposed control approach is verified by some simulation results.
Silveira, Vladímir de Aquino; Souza, Givago da Silva; Gomes, Bruno Duarte; Rodrigues, Anderson Raiol; Silveira, Luiz Carlos de Lima
2014-01-01
We used psychometric functions to estimate the joint entropy for space discrimination and spatial frequency discrimination. Space discrimination was taken as discrimination of spatial extent. Seven subjects were tested. Gábor functions comprising unidimensionalsinusoidal gratings (0.4, 2, and 10 cpd) and bidimensionalGaussian envelopes (1°) were used as reference stimuli. The experiment comprised the comparison between reference and test stimulithat differed in grating's spatial frequency or envelope's standard deviation. We tested 21 different envelope's standard deviations around the reference standard deviation to study spatial extent discrimination and 19 different grating's spatial frequencies around the reference spatial frequency to study spatial frequency discrimination. Two series of psychometric functions were obtained for 2%, 5%, 10%, and 100% stimulus contrast. The psychometric function data points for spatial extent discrimination or spatial frequency discrimination were fitted with Gaussian functions using the least square method, and the spatial extent and spatial frequency entropies were estimated from the standard deviation of these Gaussian functions. Then, joint entropy was obtained by multiplying the square root of space extent entropy times the spatial frequency entropy. We compared our results to the theoretical minimum for unidimensional Gábor functions, 1/4π or 0.0796. At low and intermediate spatial frequencies and high contrasts, joint entropy reached levels below the theoretical minimum, suggesting non-linear interactions between two or more visual mechanisms. We concluded that non-linear interactions of visual pathways, such as the M and P pathways, could explain joint entropy values below the theoretical minimum at low and intermediate spatial frequencies and high contrasts. These non-linear interactions might be at work at intermediate and high contrasts at all spatial frequencies once there was a substantial decrease in joint entropy for these stimulus conditions when contrast was raised. PMID:24466158
Silveira, Vladímir de Aquino; Souza, Givago da Silva; Gomes, Bruno Duarte; Rodrigues, Anderson Raiol; Silveira, Luiz Carlos de Lima
2014-01-01
We used psychometric functions to estimate the joint entropy for space discrimination and spatial frequency discrimination. Space discrimination was taken as discrimination of spatial extent. Seven subjects were tested. Gábor functions comprising unidimensionalsinusoidal gratings (0.4, 2, and 10 cpd) and bidimensionalGaussian envelopes (1°) were used as reference stimuli. The experiment comprised the comparison between reference and test stimulithat differed in grating's spatial frequency or envelope's standard deviation. We tested 21 different envelope's standard deviations around the reference standard deviation to study spatial extent discrimination and 19 different grating's spatial frequencies around the reference spatial frequency to study spatial frequency discrimination. Two series of psychometric functions were obtained for 2%, 5%, 10%, and 100% stimulus contrast. The psychometric function data points for spatial extent discrimination or spatial frequency discrimination were fitted with Gaussian functions using the least square method, and the spatial extent and spatial frequency entropies were estimated from the standard deviation of these Gaussian functions. Then, joint entropy was obtained by multiplying the square root of space extent entropy times the spatial frequency entropy. We compared our results to the theoretical minimum for unidimensional Gábor functions, 1/4π or 0.0796. At low and intermediate spatial frequencies and high contrasts, joint entropy reached levels below the theoretical minimum, suggesting non-linear interactions between two or more visual mechanisms. We concluded that non-linear interactions of visual pathways, such as the M and P pathways, could explain joint entropy values below the theoretical minimum at low and intermediate spatial frequencies and high contrasts. These non-linear interactions might be at work at intermediate and high contrasts at all spatial frequencies once there was a substantial decrease in joint entropy for these stimulus conditions when contrast was raised.
Chow, Sy-Miin; Bendezú, Jason J.; Cole, Pamela M.; Ram, Nilam
2016-01-01
Several approaches currently exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA), generalized local linear approximation (GLLA), and generalized orthogonal local derivative approximation (GOLD). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children’s self-regulation. PMID:27391255
Chow, Sy-Miin; Bendezú, Jason J; Cole, Pamela M; Ram, Nilam
2016-01-01
Several approaches exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA; Ramsay & Silverman, 2005 ), generalized local linear approximation (GLLA; Boker, Deboeck, Edler, & Peel, 2010 ), and generalized orthogonal local derivative approximation (GOLD; Deboeck, 2010 ). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo (MC) study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children's self-regulation.
Minimal-Approximation-Based Decentralized Backstepping Control of Interconnected Time-Delay Systems.
Choi, Yun Ho; Yoo, Sung Jin
2016-12-01
A decentralized adaptive backstepping control design using minimal function approximators is proposed for nonlinear large-scale systems with unknown unmatched time-varying delayed interactions and unknown backlash-like hysteresis nonlinearities. Compared with existing decentralized backstepping methods, the contribution of this paper is to design a simple local control law for each subsystem, consisting of an actual control with one adaptive function approximator, without requiring the use of multiple function approximators and regardless of the order of each subsystem. The virtual controllers for each subsystem are used as intermediate signals for designing a local actual control at the last step. For each subsystem, a lumped unknown function including the unknown nonlinear terms and the hysteresis nonlinearities is derived at the last step and is estimated by one function approximator. Thus, the proposed approach only uses one function approximator to implement each local controller, while existing decentralized backstepping control methods require the number of function approximators equal to the order of each subsystem and a calculation of virtual controllers to implement each local actual controller. The stability of the total controlled closed-loop system is analyzed using the Lyapunov stability theorem.
Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad; Roman, Monica
2015-01-01
Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.
Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad
2015-01-01
Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies. PMID:25685797
Sensorless position estimator applied to nonlinear IPMC model
NASA Astrophysics Data System (ADS)
Bernat, Jakub; Kolota, Jakub
2016-11-01
This paper addresses the issue of estimating position for an ionic polymer metal composite (IPMC) known as electro active polymer (EAP). The key step is the construction of a sensorless mode considering only current feedback. This work takes into account nonlinearities caused by electrochemical effects in the material. Owing to the recent observer design technique, the authors obtained both Lyapunov function based estimation law as well as sliding mode observer. To accomplish the observer design, the IPMC model was identified through a series of experiments. The research comprises time domain measurements. The identification process was completed by means of geometric scaling of three test samples. In the proposed design, the estimated position accurately tracks the polymer position, which is illustrated by the experiments.
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.
Optimal estimation for discrete time jump processes
NASA Technical Reports Server (NTRS)
Vaca, M. V.; Tretter, S. A.
1977-01-01
Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.
Optimal estimation for discrete time jump processes
NASA Technical Reports Server (NTRS)
Vaca, M. V.; Tretter, S. A.
1978-01-01
Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.
NASA Astrophysics Data System (ADS)
Uilhoorn, F. E.
2016-10-01
In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.
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
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.
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.
Multidimensional density shaping by sigmoids.
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.
NASA Astrophysics Data System (ADS)
Xu, Shaoping; Zeng, Xiaoxia; Jiang, Yinnan; Tang, Yiling
2018-01-01
We proposed a noniterative principal component analysis (PCA)-based noise level estimation (NLE) algorithm that addresses the problem of estimating the noise level with a two-step scheme. First, we randomly extracted a number of raw patches from a given noisy image and took the smallest eigenvalue of the covariance matrix of the raw patches as the preliminary estimation of the noise level. Next, the final estimation was directly obtained with a nonlinear mapping (rectification) function that was trained on some representative noisy images corrupted with different known noise levels. Compared with the state-of-art NLE algorithms, the experiment results show that the proposed NLE algorithm can reliably infer the noise level and has robust performance over a wide range of image contents and noise levels, showing a good compromise between speed and accuracy in general.
Observer-Based Adaptive Neural Network Control for Nonlinear Systems in Nonstrict-Feedback Form.
Chen, Bing; Zhang, Huaguang; Lin, Chong
2016-01-01
This paper focuses on the problem of adaptive neural network (NN) control for a class of nonlinear nonstrict-feedback systems via output feedback. A novel adaptive NN backstepping output-feedback control approach is first proposed for nonlinear nonstrict-feedback systems. The monotonicity of system bounding functions and the structure character of radial basis function (RBF) NNs are used to overcome the difficulties that arise from nonstrict-feedback structure. A state observer is constructed to estimate the immeasurable state variables. By combining adaptive backstepping technique with approximation capability of radial basis function NNs, an output-feedback adaptive NN controller is designed through backstepping approach. It is shown that the proposed controller guarantees semiglobal boundedness of all the signals in the closed-loop systems. Two examples are used to illustrate the effectiveness of the proposed approach.
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
Structural Properties and Estimation of Delay Systems. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Kwong, R. H. S.
1975-01-01
Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.
Nandola, Naresh N.; Rivera, Daniel E.
2011-01-01
This paper presents a data-centric modeling and predictive control approach for nonlinear hybrid systems. System identification of hybrid systems represents a challenging problem because model parameters depend on the mode or operating point of the system. The proposed algorithm applies Model-on-Demand (MoD) estimation to generate a local linear approximation of the nonlinear hybrid system at each time step, using a small subset of data selected by an adaptive bandwidth selector. The appeal of the MoD approach lies in the fact that model parameters are estimated based on a current operating point; hence estimation of locations or modes governed by autonomous discrete events is achieved automatically. The local MoD model is then converted into a mixed logical dynamical (MLD) system representation which can be used directly in a model predictive control (MPC) law for hybrid systems using multiple-degree-of-freedom tuning. The effectiveness of the proposed MoD predictive control algorithm for nonlinear hybrid systems is demonstrated on a hypothetical adaptive behavioral intervention problem inspired by Fast Track, a real-life preventive intervention for improving parental function and reducing conduct disorder in at-risk children. Simulation results demonstrate that the proposed algorithm can be useful for adaptive intervention problems exhibiting both nonlinear and hybrid character. PMID:21874087
Astrand, Elaine; Enel, Pierre; Ibos, Guilhem; Dominey, Peter Ford; Baraduc, Pierre; Ben Hamed, Suliann
2014-01-01
Decoding neuronal information is important in neuroscience, both as a basic means to understand how neuronal activity is related to cerebral function and as a processing stage in driving neuroprosthetic effectors. Here, we compare the readout performance of six commonly used classifiers at decoding two different variables encoded by the spiking activity of the non-human primate frontal eye fields (FEF): the spatial position of a visual cue, and the instructed orientation of the animal's attention. While the first variable is exogenously driven by the environment, the second variable corresponds to the interpretation of the instruction conveyed by the cue; it is endogenously driven and corresponds to the output of internal cognitive operations performed on the visual attributes of the cue. These two variables were decoded using either a regularized optimal linear estimator in its explicit formulation, an optimal linear artificial neural network estimator, a non-linear artificial neural network estimator, a non-linear naïve Bayesian estimator, a non-linear Reservoir recurrent network classifier or a non-linear Support Vector Machine classifier. Our results suggest that endogenous information such as the orientation of attention can be decoded from the FEF with the same accuracy as exogenous visual information. All classifiers did not behave equally in the face of population size and heterogeneity, the available training and testing trials, the subject's behavior and the temporal structure of the variable of interest. In most situations, the regularized optimal linear estimator and the non-linear Support Vector Machine classifiers outperformed the other tested decoders. PMID:24466019
NASA Technical Reports Server (NTRS)
Carter, Richard G.
1989-01-01
For optimization problems associated with engineering design, parameter estimation, image reconstruction, and other optimization/simulation applications, low accuracy function and gradient values are frequently much less expensive to obtain than high accuracy values. Here, researchers investigate the computational performance of trust region methods for nonlinear optimization when high accuracy evaluations are unavailable or prohibitively expensive, and confirm earlier theoretical predictions when the algorithm is convergent even with relative gradient errors of 0.5 or more. The proper choice of the amount of accuracy to use in function and gradient evaluations can result in orders-of-magnitude savings in computational cost.
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.
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 clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.
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.
New functions for estimating AOT40 from ozone passive sampling
NASA Astrophysics Data System (ADS)
De Marco, Alessandra; Vitale, Marcello; Kilic, Umit; Serengil, Yusuf; Paoletti, Elena
2014-10-01
AOT40 is the present European standard to assess whether ozone (O3) pollution is a risk for vegetation, and is calculated by using hourly O3 concentrations from automatic devices, i.e. by active monitoring. Passive O3 monitoring is widespread in remote environments. The Loibl function estimates the mean daily O3 profile and thus hourly O3 concentrations, and has been proposed to calculate AOT40 from passive samplers. We investigated whether this function performs well in inhomogeneous terrains such as over the Italian country. Data from 75 active monitoring stations (28 rural and 47 suburban) were analysed over two years. AOT40 was calculated from hourly O3 data either measured by active measurements or estimated by the Loibl function applied to biweekly averages of active-measurement hourly data. The latter approach simulated the data obtained from passive monitoring, as two weeks is the usual exposure window of passive samplers. Residuals between AOT40 estimated by applying the Loibl function and AOT40 calculated from active monitoring ranged from +241% to -107%, suggesting that the Loibl function is inadequate to accurately predict AOT40 in Italy. New statistical models were built for both rural and suburban areas by using non-linear models and including predictors that can be easily measured at forest sites. The modelled AOT40 values strongly depended on physical predictors (latitude and longitude), alone or in combination with other predictors, such as seasonal cumulated ozone and elevation. These results suggest that multi-variate, non-linear regression models work better than the Loibl-based approach in estimating AOT40.
Robust estimation for partially linear models with large-dimensional covariates
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.
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.
Madi, Mahmoud K; Karameh, Fadi N
2017-01-01
Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements.
2017-01-01
Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements. PMID:28727850
Gao, Mingwu; Cheng, Hao-Min; Sung, Shih-Hsien; Chen, Chen-Huan; Olivier, Nicholas Bari; Mukkamala, Ramakrishna
2017-07-01
pulse transit time (PTT) varies with blood pressure (BP) throughout the cardiac cycle, yet, because of wave reflection, only one PTT value at the diastolic BP level is conventionally estimated from proximal and distal BP waveforms. The objective was to establish a technique to estimate multiple PTT values at different BP levels in the cardiac cycle. a technique was developed for estimating PTT as a function of BP (to indicate the PTT value for every BP level) from proximal and distal BP waveforms. First, a mathematical transformation from one waveform to the other is defined in terms of the parameters of a nonlinear arterial tube-load model accounting for BP-dependent arterial compliance and wave reflection. Then, the parameters are estimated by optimally fitting the waveforms to each other via the model-based transformation. Finally, PTT as a function of BP is specified by the parameters. The technique was assessed in animals and patients in several ways including the ability of its estimated PTT-BP function to serve as a subject-specific curve for calibrating PTT to BP. the calibration curve derived by the technique during a baseline period yielded bias and precision errors in mean BP of 5.1 ± 0.9 and 6.6 ± 1.0 mmHg, respectively, during hemodynamic interventions that varied mean BP widely. the new technique may permit, for the first time, estimation of PTT values throughout the cardiac cycle from proximal and distal waveforms. the technique could potentially be applied to improve arterial stiffness monitoring and help realize cuff-less BP monitoring.
2011-09-01
tectonically active regions such as the Middle East. For example, we previously applied the code to determine the crust and upper mantle structure...Objective Optimization (MOO) for Multiple Datasets The primary goal of our current project is to develop a tool for estimating crustal structure that...be used to obtain crustal velocity structures by modeling broadband waveform, receiver function, and surface wave dispersion data. The code has been
Phase and Pupil Amplitude Recovery for JWST Space-Optics Control
NASA Technical Reports Server (NTRS)
Dean, B. H.; Zielinski, T. P.; Smith, J. S.; Bolcar, M. R.; Aronstein, D. L.; Fienup, J. R.
2010-01-01
This slide presentation reviews the phase and pupil amplitude recovery for the James Webb Space Telescope (JWST) Near Infrared Camera (NIRCam). It includes views of the Integrated Science Instrument Module (ISIM), the NIRCam, examples of Phase Retrieval Data, Ghost Irradiance, Pupil Amplitude Estimation, Amplitude Retrieval, Initial Plate Scale Estimation using the Modulation Transfer Function (MTF), Pupil Amplitude Estimation vs lambda, Pupil Amplitude Estimation vs. number of Images, Pupil Amplitude Estimation vs Rotation (clocking), and Typical Phase Retrieval Results Also included is information about the phase retrieval approach, Non-Linear Optimization (NLO) Optimized Diversity Functions, and Least Square Error vs. Starting Pupil Amplitude.
Functional interaction-based nonlinear models with application to multiplatform genomics data.
Davenport, Clemontina A; Maity, Arnab; Baladandayuthapani, Veerabhadran
2018-05-07
Functional regression allows for a scalar response to be dependent on a functional predictor; however, not much work has been done when a scalar exposure that interacts with the functional covariate is introduced. In this paper, we present 2 functional regression models that account for this interaction and propose 2 novel estimation procedures for the parameters in these models. These estimation methods allow for a noisy and/or sparsely observed functional covariate and are easily extended to generalized exponential family responses. We compute standard errors of our estimators, which allows for further statistical inference and hypothesis testing. We compare the performance of the proposed estimators to each other and to one found in the literature via simulation and demonstrate our methods using a real data example. Copyright © 2018 John Wiley & Sons, Ltd.
Sequential bearings-only-tracking initiation with particle filtering method.
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.
Energy and maximum norm estimates for nonlinear conservation laws
NASA Technical Reports Server (NTRS)
Olsson, Pelle; Oliger, Joseph
1994-01-01
We have devised a technique that makes it possible to obtain energy estimates for initial-boundary value problems for nonlinear conservation laws. The two major tools to achieve the energy estimates are a certain splitting of the flux vector derivative f(u)(sub x), and a structural hypothesis, referred to as a cone condition, on the flux vector f(u). These hypotheses are fulfilled for many equations that occur in practice, such as the Euler equations of gas dynamics. It should be noted that the energy estimates are obtained without any assumptions on the gradient of the solution u. The results extend to weak solutions that are obtained as point wise limits of vanishing viscosity solutions. As a byproduct we obtain explicit expressions for the entropy function and the entropy flux of symmetrizable systems of conservation laws. Under certain circumstances the proposed technique can be applied repeatedly so as to yield estimates in the maximum norm.
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.
MAP Estimators for Piecewise Continuous Inversion
2016-08-08
MAP estimators for piecewise continuous inversion M M Dunlop1 and A M Stuart Mathematics Institute, University of Warwick, Coventry, CV4 7AL, UK E...Published 8 August 2016 Abstract We study the inverse problem of estimating a field ua from data comprising a finite set of nonlinear functionals of ua...then natural to study maximum a posterior (MAP) estimators. Recently (Dashti et al 2013 Inverse Problems 29 095017) it has been shown that MAP
Baldcypress Height-Diamter Equations and Their Prediction Confindence Intervals
Bernard R. Parresol
1992-01-01
Height-diameter relationships are an important component in yield estimation, stand description, and damage appraisals. A nonlinear exponential function used extensively in the northwest United States was chosen for bald cypress (Taxodium distichum (L.) Rich.). Homogeneity and normality of residuals were examined, and the function as well as the...
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.
NASA Astrophysics Data System (ADS)
Bai, Jing; Wen, Guoguang; Rahmani, Ahmed
2018-04-01
Leaderless consensus for the fractional-order nonlinear multi-agent systems is investigated in this paper. At the first part, a control protocol is proposed to achieve leaderless consensus for the nonlinear single-integrator multi-agent systems. At the second part, based on sliding mode estimator, a control protocol is given to solve leaderless consensus for the the nonlinear single-integrator multi-agent systems. It shows that the control protocol can improve the systems' convergence speed. At the third part, a control protocol is designed to accomplish leaderless consensus for the nonlinear double-integrator multi-agent systems. To judge the systems' stability in this paper, two classic continuous Lyapunov candidate functions are chosen. Finally, several worked out examples under directed interaction topology are given to prove above results.
A unified perspective on robot control - The energy Lyapunov function approach
NASA Technical Reports Server (NTRS)
Wen, John T.
1990-01-01
A unified framework for the stability analysis of robot tracking control is presented. By using an energy-motivated Lyapunov function candidate, the closed-loop stability is shown for a large family of control laws sharing a common structure of proportional and derivative feedback and a model-based feedforward. The feedforward can be zero, partial or complete linearized dynamics, partial or complete nonlinear dynamics, or linearized or nonlinear dynamics with parameter adaptation. As result, the dichotomous approaches to the robot control problem based on the open-loop linearization and nonlinear Lyapunov analysis are both included in this treatment. Furthermore, quantitative estimates of the trade-offs between different schemes in terms of the tracking performance, steady state error, domain of convergence, realtime computation load and required a prior model information are derived.
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.
NASA Technical Reports Server (NTRS)
Kukreja, Sunil L.; Vio, Gareth A.; Andrianne, Thomas; azak, Norizham Abudl; Dimitriadis, Grigorios
2012-01-01
The stall flutter response of a rectangular wing in a low speed wind tunnel is modelled using a nonlinear difference equation description. Static and dynamic tests are used to select a suitable model structure and basis function. Bifurcation criteria such as the Hopf condition and vibration amplitude variation with airspeed were used to ensure the model was representative of experimentally measured stall flutter phenomena. Dynamic test data were used to estimate model parameters and estimate an approximate basis function.
Banks, H Thomas; Robbins, Danielle; Sutton, Karyn L
2013-01-01
In this paper we present new results for differentiability of delay systems with respect to initial conditions and delays. After motivating our results with a wide range of delay examples arising in biology applications, we further note the need for sensitivity functions (both traditional and generalized sensitivity functions), especially in control and estimation problems. We summarize general existence and uniqueness results before turning to our main results on differentiation with respect to delays, etc. Finally we discuss use of our results in the context of estimation problems.
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.
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.
The influence of filtering and downsampling on the estimation of transfer entropy
Florin, Esther; von Papen, Michael; Timmermann, Lars
2017-01-01
Transfer entropy (TE) provides a generalized and model-free framework to study Wiener-Granger causality between brain regions. Because of its nonparametric character, TE can infer directed information flow also from nonlinear systems. Despite its increasing number of applications in neuroscience, not much is known regarding the influence of common electrophysiological preprocessing on its estimation. We test the influence of filtering and downsampling on a recently proposed nearest neighborhood based TE estimator. Different filter settings and downsampling factors were tested in a simulation framework using a model with a linear coupling function and two nonlinear models with sigmoid and logistic coupling functions. For nonlinear coupling and progressively lower low-pass filter cut-off frequencies up to 72% false negative direct connections and up to 26% false positive connections were identified. In contrast, for the linear model, a monotonic increase was only observed for missed indirect connections (up to 86%). High-pass filtering (1 Hz, 2 Hz) had no impact on TE estimation. After low-pass filtering interaction delays were significantly underestimated. Downsampling the data by a factor greater than the assumed interaction delay erased most of the transmitted information and thus led to a very high percentage (67–100%) of false negative direct connections. Low-pass filtering increases the number of missed connections depending on the filters cut-off frequency. Downsampling should only be done if the sampling factor is smaller than the smallest assumed interaction delay of the analyzed network. PMID:29149201
Electron acoustic nonlinear structures in planetary magnetospheres
NASA Astrophysics Data System (ADS)
Shah, K. H.; Qureshi, M. N. S.; Masood, W.; Shah, H. A.
2018-04-01
In this paper, we have studied linear and nonlinear propagation of electron acoustic waves (EAWs) comprising cold and hot populations in which the ions form the neutralizing background. The hot electrons have been assumed to follow the generalized ( r , q ) distribution which has the advantage that it mimics most of the distribution functions observed in space plasmas. Interestingly, it has been found that unlike Maxwellian and kappa distributions, the electron acoustic waves admit not only rarefactive structures but also allow the formation of compressive solitary structures for generalized ( r , q ) distribution. It has been found that the flatness parameter r , tail parameter q , and the nonlinear propagation velocity u affect the propagation characteristics of nonlinear EAWs. Using the plasmas parameters, typically found in Saturn's magnetosphere and the Earth's auroral region, where two populations of electrons and electron acoustic solitary waves (EASWs) have been observed, we have given an estimate of the scale lengths over which these nonlinear waves are expected to form and how the size of these structures would vary with the change in the shape of the distribution function and with the change of the plasma parameters.
Adaptive Fault-Tolerant Control of Uncertain Nonlinear Large-Scale Systems With Unknown Dead Zone.
Chen, Mou; Tao, Gang
2016-08-01
In this paper, an adaptive neural fault-tolerant control scheme is proposed and analyzed for a class of uncertain nonlinear large-scale systems with unknown dead zone and external disturbances. To tackle the unknown nonlinear interaction functions in the large-scale system, the radial basis function neural network (RBFNN) is employed to approximate them. To further handle the unknown approximation errors and the effects of the unknown dead zone and external disturbances, integrated as the compounded disturbances, the corresponding disturbance observers are developed for their estimations. Based on the outputs of the RBFNN and the disturbance observer, the adaptive neural fault-tolerant control scheme is designed for uncertain nonlinear large-scale systems by using a decentralized backstepping technique. The closed-loop stability of the adaptive control system is rigorously proved via Lyapunov analysis and the satisfactory tracking performance is achieved under the integrated effects of unknown dead zone, actuator fault, and unknown external disturbances. Simulation results of a mass-spring-damper system are given to illustrate the effectiveness of the proposed adaptive neural fault-tolerant control scheme for uncertain nonlinear large-scale systems.
Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.
Song, Xuegang; Zhang, Yuexin; Liang, Dakai
2017-10-10
This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.
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.
Neural network fusion capabilities for efficient implementation of tracking algorithms
NASA Astrophysics Data System (ADS)
Sundareshan, Malur K.; Amoozegar, Farid
1996-05-01
The ability to efficiently fuse information of different forms for facilitating intelligent decision-making is one of the major capabilities of trained multilayer neural networks that is being recognized int eh recent times. While development of innovative adaptive control algorithms for nonlinear dynamical plants which attempt to exploit these capabilities seems to be more popular, a corresponding development of nonlinear estimation algorithms using these approaches, particularly for application in target surveillance and guidance operations, has not received similar attention. In this paper we describe the capabilities and functionality of neural network algorithms for data fusion and implementation of nonlinear tracking filters. For a discussion of details and for serving as a vehicle for quantitative performance evaluations, the illustrative case of estimating the position and velocity of surveillance targets is considered. Efficient target tracking algorithms that can utilize data from a host of sensing modalities and are capable of reliably tracking even uncooperative targets executing fast and complex maneuvers are of interest in a number of applications. The primary motivation for employing neural networks in these applications comes form the efficiency with which more features extracted from different sensor measurements can be utilized as inputs for estimating target maneuvers. Such an approach results in an overall nonlinear tracking filter which has several advantages over the popular efforts at designing nonlinear estimation algorithms for tracking applications, the principle one being the reduction of mathematical and computational complexities. A system architecture that efficiently integrates the processing capabilities of a trained multilayer neural net with the tracking performance of a Kalman filter is described in this paper.
From Spiking Neuron Models to Linear-Nonlinear Models
Ostojic, Srdjan; Brunel, Nicolas
2011-01-01
Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates. PMID:21283777
From spiking neuron models to linear-nonlinear models.
Ostojic, Srdjan; Brunel, Nicolas
2011-01-20
Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.
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.
Thermal Image Sensing Model for Robotic Planning and Search.
Castro Jiménez, Lídice E; Martínez-García, Edgar A
2016-08-08
This work presents a search planning system for a rolling robot to find a source of infra-red (IR) radiation at an unknown location. Heat emissions are observed by a low-cost home-made IR passive visual sensor. The sensor capability for detection of radiation spectra was experimentally characterized. The sensor data were modeled by an exponential model to estimate the distance as a function of the IR image's intensity, and, a polynomial model to estimate temperature as a function of IR intensities. Both theoretical models are combined to deduce a subtle nonlinear exact solution via distance-temperature. A planning system obtains feed back from the IR camera (position, intensity, and temperature) to lead the robot to find the heat source. The planner is a system of nonlinear equations recursively solved by a Newton-based approach to estimate the IR-source in global coordinates. The planning system assists an autonomous navigation control in order to reach the goal and avoid collisions. Trigonometric partial differential equations were established to control the robot's course towards the heat emission. A sine function produces attractive accelerations toward the IR source. A cosine function produces repulsive accelerations against the obstacles observed by an RGB-D sensor. Simulations and real experiments of complex indoor are presented to illustrate the convenience and efficacy of the proposed approach.
NASA Astrophysics Data System (ADS)
Zhao, L. W.; Du, J. G.; Yin, J. L.
2018-05-01
This paper proposes a novel secured communication scheme in a chaotic system by applying generalized function projective synchronization of the nonlinear Schrödinger equation. This phenomenal approach guarantees a secured and convenient communication. Our study applied the Melnikov theorem with an active control strategy to suppress chaos in the system. The transmitted information signal is modulated into the parameter of the nonlinear Schrödinger equation in the transmitter and it is assumed that the parameter of the receiver system is unknown. Based on the Lyapunov stability theory and the adaptive control technique, the controllers are designed to make two identical nonlinear Schrödinger equation with the unknown parameter asymptotically synchronized. The numerical simulation results of our study confirmed the validity, effectiveness and the feasibility of the proposed novel synchronization method and error estimate for a secure communication. The Chaos masking signals of the information communication scheme, further guaranteed a safer and secured information communicated via this approach.
NASA Technical Reports Server (NTRS)
Bauschlicher, Charles W., Jr.
1994-01-01
Modified coupled-pair functional (MCPF) calculations and coupled cluster singles and doubles calculations, which include a perturbational estimate of the connected triples [CCSD(T)], yield a bent structure for CuCO, thus, supporting the prediction of a nonlinear structure based on density functional (DF) calculations. Our best estimate for the binding energy is 4.9 +/- 1.4 kcal/mol; this is in better agreement with experiment (6.0 +/- 1.2 kcal/mol) than the DF approach which yields a value (19.6 kcal/mol) significantly larger than experiment.
Data-based fault-tolerant control for affine nonlinear systems with actuator faults.
Xie, Chun-Hua; Yang, Guang-Hong
2016-09-01
This paper investigates the fault-tolerant control (FTC) problem for unknown nonlinear systems with actuator faults including stuck, outage, bias and loss of effectiveness. The upper bounds of stuck faults, bias faults and loss of effectiveness faults are unknown. A new data-based FTC scheme is proposed. It consists of the online estimations of the bounds and a state-dependent function. The estimations are adjusted online to compensate automatically the actuator faults. The state-dependent function solved by using real system data helps to stabilize the system. Furthermore, all signals in the resulting closed-loop system are uniformly bounded and the states converge asymptotically to zero. Compared with the existing results, the proposed approach is data-based. Finally, two simulation examples are provided to show the effectiveness of the proposed approach. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Nonlinear differential equations for the wavefront surface at arbitrary Hartmann-plane distances.
Téllez-Quiñones, Alejandro; Malacara-Doblado, Daniel; Flores-Hernández, Ricardo; Gutiérrez-Hernández, David A; León-Rodríguez, Miguel
2016-03-20
In the Hartmann test, a wave aberration function W is estimated from the information of the spot diagram drawn in an observation plane. The distance from a reference plane to the observation plane, the Hartmann-plane distance, is typically chosen as z=f, where f is the radius of a reference sphere. The function W and the transversal aberrations {X,Y} calculated at the plane z=f are related by two well-known linear differential equations. Here, we propose two nonlinear differential equations to denote a more general relation between W and the transversal aberrations {U,V} calculated at any arbitrary Hartmann-plane distance z=r. We also show how to directly estimate the wavefront surface w from the information of {U,V}. The use of arbitrary r values could improve the reliability of the measurements of W, or w, when finding difficulties in adequate ray identification at z=f.
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).
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'.
A flexible model for the mean and variance functions, with application to medical cost data.
Chen, Jinsong; Liu, Lei; Zhang, Daowen; Shih, Ya-Chen T
2013-10-30
Medical cost data are often skewed to the right and heteroscedastic, having a nonlinear relation with covariates. To tackle these issues, we consider an extension to generalized linear models by assuming nonlinear associations of covariates in the mean function and allowing the variance to be an unknown but smooth function of the mean. We make no further assumption on the distributional form. The unknown functions are described by penalized splines, and the estimation is carried out using nonparametric quasi-likelihood. Simulation studies show the flexibility and advantages of our approach. We apply the model to the annual medical costs of heart failure patients in the clinical data repository at the University of Virginia Hospital System. Copyright © 2013 John Wiley & Sons, Ltd.
Effective potentials in nonlinear polycrystals and quadrature formulae
NASA Astrophysics Data System (ADS)
Michel, Jean-Claude; Suquet, Pierre
2017-08-01
This study presents a family of estimates for effective potentials in nonlinear polycrystals. Noting that these potentials are given as averages, several quadrature formulae are investigated to express these integrals of nonlinear functions of local fields in terms of the moments of these fields. Two of these quadrature formulae reduce to known schemes, including a recent proposition (Ponte Castañeda 2015 Proc. R. Soc. A 471, 20150665 (doi:10.1098/rspa.2015.0665)) obtained by completely different means. Other formulae are also reviewed that make use of statistical information on the fields beyond their first and second moments. These quadrature formulae are applied to the estimation of effective potentials in polycrystals governed by two potentials, by means of a reduced-order model proposed by the authors (non-uniform transformation field analysis). It is shown how the quadrature formulae improve on the tangent second-order approximation in porous crystals at high stress triaxiality. It is found that, in order to retrieve a satisfactory accuracy for highly nonlinear porous crystals under high stress triaxiality, a quadrature formula of higher order is required.
Effective potentials in nonlinear polycrystals and quadrature formulae.
Michel, Jean-Claude; Suquet, Pierre
2017-08-01
This study presents a family of estimates for effective potentials in nonlinear polycrystals. Noting that these potentials are given as averages, several quadrature formulae are investigated to express these integrals of nonlinear functions of local fields in terms of the moments of these fields. Two of these quadrature formulae reduce to known schemes, including a recent proposition (Ponte Castañeda 2015 Proc. R. Soc. A 471 , 20150665 (doi:10.1098/rspa.2015.0665)) obtained by completely different means. Other formulae are also reviewed that make use of statistical information on the fields beyond their first and second moments. These quadrature formulae are applied to the estimation of effective potentials in polycrystals governed by two potentials, by means of a reduced-order model proposed by the authors (non-uniform transformation field analysis). It is shown how the quadrature formulae improve on the tangent second-order approximation in porous crystals at high stress triaxiality. It is found that, in order to retrieve a satisfactory accuracy for highly nonlinear porous crystals under high stress triaxiality, a quadrature formula of higher order is required.
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.
Adaptive control of nonlinear uncertain active suspension systems with prescribed performance.
Huang, Yingbo; Na, Jing; Wu, Xing; Liu, Xiaoqin; Guo, Yu
2015-01-01
This paper proposes adaptive control designs for vehicle active suspension systems with unknown nonlinear dynamics (e.g., nonlinear spring and piece-wise linear damper dynamics). An adaptive control is first proposed to stabilize the vertical vehicle displacement and thus to improve the ride comfort and to guarantee other suspension requirements (e.g., road holding and suspension space limitation) concerning the vehicle safety and mechanical constraints. An augmented neural network is developed to online compensate for the unknown nonlinearities, and a novel adaptive law is developed to estimate both NN weights and uncertain model parameters (e.g., sprung mass), where the parameter estimation error is used as a leakage term superimposed on the classical adaptations. To further improve the control performance and simplify the parameter tuning, a prescribed performance function (PPF) characterizing the error convergence rate, maximum overshoot and steady-state error is used to propose another adaptive control. The stability for the closed-loop system is proved and particular performance requirements are analyzed. Simulations are included to illustrate the effectiveness of the proposed control schemes. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
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.
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.
Estimation of suspended-sediment rating curves and mean suspended-sediment loads
Crawford, Charles G.
1991-01-01
A simulation study was done to evaluate: (1) the accuracy and precision of parameter estimates for the bias-corrected, transformed-linear and non-linear models obtained by the method of least squares; (2) the accuracy of mean suspended-sediment loads calculated by the flow-duration, rating-curve method using model parameters obtained by the alternative methods. Parameter estimates obtained by least squares for the bias-corrected, transformed-linear model were considerably more precise than those obtained for the non-linear or weighted non-linear model. The accuracy of parameter estimates obtained for the biascorrected, transformed-linear and weighted non-linear model was similar and was much greater than the accuracy obtained by non-linear least squares. The improved parameter estimates obtained by the biascorrected, transformed-linear or weighted non-linear model yield estimates of mean suspended-sediment load calculated by the flow-duration, rating-curve method that are more accurate and precise than those obtained for the non-linear model.
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.
Estimation of groundwater recharge parameters by time series analysis
Naff, Richard L.; Gutjahr, Allan L.
1983-01-01
A model is proposed that relates water level fluctuations in a Dupuit aquifer to effective precipitaton at the top of the unsaturated zone. Effective precipitation, defined herein as that portion of precipitation which becomes recharge, is related to precipitation measured in a nearby gage by a two-parameter function. A second-order stationary assumption is used to connect the spectra of effective precipitation and water level fluctuations. Measured precipitation is assumed to be Gaussian, in order to develop a transfer function that relates the spectra of measured and effective precipitation. A nonlinear least squares technique is proposed for estimating parameters of the effective-precipitation function. Although sensitivity analyses indicate difficulties that may be encountered in the estimation procedure, the methods developed did yield convergent estimates for two case studies.
A new polytopic approach for the unknown input functional observer design
NASA Astrophysics Data System (ADS)
Bezzaoucha, Souad; Voos, Holger; Darouach, Mohamed
2018-03-01
In this paper, a constructive procedure to design Functional Unknown Input Observers for nonlinear continuous time systems is proposed under the Polytopic Takagi-Sugeno framework. An equivalent representation for the nonlinear model is achieved using the sector nonlinearity transformation. Applying the Lyapunov theory and the ? attenuation, linear matrix inequalities conditions are deduced which are solved for feasibility to obtain the observer design matrices. To cope with the effect of unknown inputs, classical approach of decoupling the unknown input for the linear case is used. Both algebraic and solver-based solutions are proposed (relaxed conditions). Necessary and sufficient conditions for the existence of the functional polytopic observer are given. For both approaches, the general and particular cases (measurable premise variables, full state estimation with full and reduced order cases) are considered and it is shown that the proposed conditions correspond to the one presented for standard linear case. To illustrate the proposed theoretical results, detailed numerical simulations are presented for a Quadrotor Aerial Robots Landing and a Waste Water Treatment Plant. Both systems are highly nonlinear and represented in a T-S polytopic form with unmeasurable premise variables and unknown inputs.
Optimal estimator model for human spatial orientation
NASA Technical Reports Server (NTRS)
Borah, J.; Young, L. R.; Curry, R. E.
1979-01-01
A model is being developed to predict pilot dynamic spatial orientation in response to multisensory stimuli. Motion stimuli are first processed by dynamic models of the visual, vestibular, tactile, and proprioceptive sensors. Central nervous system function is then modeled as a steady-state Kalman filter which blends information from the various sensors to form an estimate of spatial orientation. Where necessary, this linear central estimator has been augmented with nonlinear elements to reflect more accurately some highly nonlinear human response characteristics. Computer implementation of the model has shown agreement with several important qualitative characteristics of human spatial orientation, and it is felt that with further modification and additional experimental data the model can be improved and extended. Possible means are described for extending the model to better represent the active pilot with varying skill and work load levels.
Estimation on nonlinear damping in second order distributed parameter systems
NASA Technical Reports Server (NTRS)
Banks, H. T.; Reich, Simeon; Rosen, I. G.
1989-01-01
An approximation and convergence theory for the identification of nonlinear damping in abstract wave equations is developed. It is assumed that the unknown dissipation mechanism to be identified can be described by a maximal monotone operator acting on the generalized velocity. The stiffness is assumed to be linear and symmetric. Functional analytic techniques are used to establish that solutions to a sequence of finite dimensional (Galerkin) approximating identification problems in some sense approximate a solution to the original infinite dimensional inverse problem.
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.
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.
NASA Astrophysics Data System (ADS)
Naghibolhosseini, Maryam; Long, Glenis
2011-11-01
The distortion product otoacoustic emission (DPOAE) input/output (I/O) function may provide a potential tool for evaluating cochlear compression. Hearing loss causes an increase in the level of the sound that is just audible for the person, which affects the cochlea compression and thus the dynamic range of hearing. Although the slope of the I/O function is highly variable when the total DPOAE is used, separating the nonlinear-generator component from the reflection component reduces this variability. We separated the two components using least squares fit (LSF) analysis of logarithmic sweeping tones, and confirmed that the separated generator component provides more consistent I/O functions than the total DPOAE. In this paper we estimated the slope of the I/O functions of the generator components at different sound levels using LSF analysis. An artificial neural network (ANN) was used to estimate psychophysical thresholds using the estimated slopes of the I/O functions. DPOAE I/O functions determined in this way may help to estimate hearing thresholds and cochlear health.
Partial regularity of weak solutions to a PDE system with cubic nonlinearity
NASA Astrophysics Data System (ADS)
Liu, Jian-Guo; Xu, Xiangsheng
2018-04-01
In this paper we investigate regularity properties of weak solutions to a PDE system that arises in the study of biological transport networks. The system consists of a possibly singular elliptic equation for the scalar pressure of the underlying biological network coupled to a diffusion equation for the conductance vector of the network. There are several different types of nonlinearities in the system. Of particular mathematical interest is a term that is a polynomial function of solutions and their partial derivatives and this polynomial function has degree three. That is, the system contains a cubic nonlinearity. Only weak solutions to the system have been shown to exist. The regularity theory for the system remains fundamentally incomplete. In particular, it is not known whether or not weak solutions develop singularities. In this paper we obtain a partial regularity theorem, which gives an estimate for the parabolic Hausdorff dimension of the set of possible singular points.
Understanding the Percolation Characteristics of Nonlinear Composite Dielectrics
Yang, Xiao; Hu, Jun; Chen, Shuiming; He, Jinliang
2016-01-01
Nonlinear composite dielectrics can function as smart materials for stress control and field grading in all fields of electrical insulations. The percolation process is a significant issue of composite dielectrics. However, the classic percolation theory mainly deals with traditional composites in which the electrical parameters of both insulation matrix and conducting fillers are independent of the applied electric field. This paper measured the nonlinear V-I characteristics of ZnO microvaristors/silicone rubber composites with several filler concentrations around an estimated percolation threshold. For the comparison with the experiment, a new microstructural model is proposed to simulate the nonlinear conducting behavior of the composite dielectrics modified by metal oxide fillers, which is based on the Voronoi network and considers the breakdown feature of the insulation matrix for near percolated composites. Through both experiment and simulation, the interior conducting mechanism and percolation process of the nonlinear composites were presented and a specific percolation threshold was determined as 33%. This work has provided a solution to better understand the characteristics of nonlinear composite dielectrics. PMID:27476998
Understanding the Percolation Characteristics of Nonlinear Composite Dielectrics
NASA Astrophysics Data System (ADS)
Yang, Xiao; Hu, Jun; Chen, Shuiming; He, Jinliang
2016-08-01
Nonlinear composite dielectrics can function as smart materials for stress control and field grading in all fields of electrical insulations. The percolation process is a significant issue of composite dielectrics. However, the classic percolation theory mainly deals with traditional composites in which the electrical parameters of both insulation matrix and conducting fillers are independent of the applied electric field. This paper measured the nonlinear V-I characteristics of ZnO microvaristors/silicone rubber composites with several filler concentrations around an estimated percolation threshold. For the comparison with the experiment, a new microstructural model is proposed to simulate the nonlinear conducting behavior of the composite dielectrics modified by metal oxide fillers, which is based on the Voronoi network and considers the breakdown feature of the insulation matrix for near percolated composites. Through both experiment and simulation, the interior conducting mechanism and percolation process of the nonlinear composites were presented and a specific percolation threshold was determined as 33%. This work has provided a solution to better understand the characteristics of nonlinear composite dielectrics.
Chapman, Cole G; Brooks, John M
2016-12-01
To examine the settings of simulation evidence supporting use of nonlinear two-stage residual inclusion (2SRI) instrumental variable (IV) methods for estimating average treatment effects (ATE) using observational data and investigate potential bias of 2SRI across alternative scenarios of essential heterogeneity and uniqueness of marginal patients. Potential bias of linear and nonlinear IV methods for ATE and local average treatment effects (LATE) is assessed using simulation models with a binary outcome and binary endogenous treatment across settings varying by the relationship between treatment effectiveness and treatment choice. Results show that nonlinear 2SRI models produce estimates of ATE and LATE that are substantially biased when the relationships between treatment and outcome for marginal patients are unique from relationships for the full population. Bias of linear IV estimates for LATE was low across all scenarios. Researchers are increasingly opting for nonlinear 2SRI to estimate treatment effects in models with binary and otherwise inherently nonlinear dependent variables, believing that it produces generally unbiased and consistent estimates. This research shows that positive properties of nonlinear 2SRI rely on assumptions about the relationships between treatment effect heterogeneity and choice. © Health Research and Educational Trust.
Thermal Image Sensing Model for Robotic Planning and Search
Castro Jiménez, Lídice E.; Martínez-García, Edgar A.
2016-01-01
This work presents a search planning system for a rolling robot to find a source of infra-red (IR) radiation at an unknown location. Heat emissions are observed by a low-cost home-made IR passive visual sensor. The sensor capability for detection of radiation spectra was experimentally characterized. The sensor data were modeled by an exponential model to estimate the distance as a function of the IR image’s intensity, and, a polynomial model to estimate temperature as a function of IR intensities. Both theoretical models are combined to deduce a subtle nonlinear exact solution via distance-temperature. A planning system obtains feed back from the IR camera (position, intensity, and temperature) to lead the robot to find the heat source. The planner is a system of nonlinear equations recursively solved by a Newton-based approach to estimate the IR-source in global coordinates. The planning system assists an autonomous navigation control in order to reach the goal and avoid collisions. Trigonometric partial differential equations were established to control the robot’s course towards the heat emission. A sine function produces attractive accelerations toward the IR source. A cosine function produces repulsive accelerations against the obstacles observed by an RGB-D sensor. Simulations and real experiments of complex indoor are presented to illustrate the convenience and efficacy of the proposed approach. PMID:27509510
Characterizing resonant component in speech: A different view of tracking fundamental frequency
NASA Astrophysics Data System (ADS)
Dong, Bin
2017-05-01
Inspired by the nonlinearity and nonstationarity and the modulations in speech, Hilbert-Huang Transform and cyclostationarity analysis are employed to investigate the speech resonance in vowel in sequence. Cyclostationarity analysis is not directly manipulated on the target vowel, but on its intrinsic mode functions one by one. Thanks to the equivalence between the fundamental frequency in speech and the cyclic frequency in cyclostationarity analysis, the modulation intensity distributions of the intrinsic mode functions provide much information for the estimation of the fundamental frequency. To highlight the relationship between frequency and time, the pseudo-Hilbert spectrum is proposed to replace the Hilbert spectrum here. After contrasting the pseudo-Hilbert spectra of and the modulation intensity distributions of the intrinsic mode functions, it finds that there is usually one intrinsic mode function which works as the fundamental component of the vowel. Furthermore, the fundamental frequency of the vowel can be determined by tracing the pseudo-Hilbert spectrum of its fundamental component along the time axis. The later method is more robust to estimate the fundamental frequency, when meeting nonlinear components. Two vowels [a] and [i], picked up from a speech database FAU Aibo Emotion Corpus, are applied to validate the above findings.
NASA Astrophysics Data System (ADS)
Albeverio, Sergio; Tamura, Hiroshi
2018-04-01
We consider a model describing the coupling of a vector-valued and a scalar homogeneous Markovian random field over R4, interpreted as expressing the interaction between a charged scalar quantum field coupled with a nonlinear quantized electromagnetic field. Expectations of functionals of the random fields are expressed by Brownian bridges. Using this, together with Feynman-Kac-Itô type formulae and estimates on the small time and large time behaviour of Brownian functionals, we prove asymptotic upper and lower bounds on the kernel of the transition semigroup for our model. The upper bound gives faster than exponential decay for large distances of the corresponding resolvent (propagator).
The nonlinear viscoelastic response of resin matrix composite laminates
NASA Technical Reports Server (NTRS)
Hiel, C.; Cardon, A. H.; Brinson, H. F.
1984-01-01
Possible treatments of the nonlinear viscoelastic behavior of materials are reviewed. A thermodynamic based approach, developed by Schapery, is discussed and used to interpret the nonlinear viscoelastic response of a graphite epoxy laminate, T300/934. Test data to verify the analysis for Fiberite 934 neat resin as well as transverse and shear properties of the unidirectional T300/934 composited are presented. Long time creep characteristics as a function of stress level and temperature are generated. Favorable comparisons between the traditional, graphical, and the current analytical approaches are shown. A free energy based rupture criterion is proposed as a way to estimate the life that remains in a structure at any time.
Nonparametric Stochastic Model for Uncertainty Quantifi cation of Short-term Wind Speed Forecasts
NASA Astrophysics Data System (ADS)
AL-Shehhi, A. M.; Chaouch, M.; Ouarda, T.
2014-12-01
Wind energy is increasing in importance as a renewable energy source due to its potential role in reducing carbon emissions. It is a safe, clean, and inexhaustible source of energy. The amount of wind energy generated by wind turbines is closely related to the wind speed. Wind speed forecasting plays a vital role in the wind energy sector in terms of wind turbine optimal operation, wind energy dispatch and scheduling, efficient energy harvesting etc. It is also considered during planning, design, and assessment of any proposed wind project. Therefore, accurate prediction of wind speed carries a particular importance and plays significant roles in the wind industry. Many methods have been proposed in the literature for short-term wind speed forecasting. These methods are usually based on modeling historical fixed time intervals of the wind speed data and using it for future prediction. The methods mainly include statistical models such as ARMA, ARIMA model, physical models for instance numerical weather prediction and artificial Intelligence techniques for example support vector machine and neural networks. In this paper, we are interested in estimating hourly wind speed measures in United Arab Emirates (UAE). More precisely, we predict hourly wind speed using a nonparametric kernel estimation of the regression and volatility functions pertaining to nonlinear autoregressive model with ARCH model, which includes unknown nonlinear regression function and volatility function already discussed in the literature. The unknown nonlinear regression function describe the dependence between the value of the wind speed at time t and its historical data at time t -1, t - 2, … , t - d. This function plays a key role to predict hourly wind speed process. The volatility function, i.e., the conditional variance given the past, measures the risk associated to this prediction. Since the regression and the volatility functions are supposed to be unknown, they are estimated using nonparametric kernel methods. In addition, to the pointwise hourly wind speed forecasts, a confidence interval is also provided which allows to quantify the uncertainty around the forecasts.
Estimating neural response functions from fMRI
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
Wang, Huanqing; Liu, Peter Xiaoping; Li, Shuai; Wang, Ding
2017-08-29
This paper presents the development of an adaptive neural controller for a class of nonlinear systems with unmodeled dynamics and immeasurable states. An observer is designed to estimate system states. The structure consistency of virtual control signals and the variable partition technique are combined to overcome the difficulties appearing in a nonlower triangular form. An adaptive neural output-feedback controller is developed based on the backstepping technique and the universal approximation property of the radial basis function (RBF) neural networks. By using the Lyapunov stability analysis, the semiglobally and uniformly ultimate boundedness of all signals within the closed-loop system is guaranteed. The simulation results show that the controlled system converges quickly, and all the signals are bounded. This paper is novel at least in the two aspects: 1) an output-feedback control strategy is developed for a class of nonlower triangular nonlinear systems with unmodeled dynamics and 2) the nonlinear disturbances and their bounds are the functions of all states, which is in a more general form than existing results.
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.
Prediction of Unsteady Aerodynamic Coefficients at High Angles of Attack
NASA Technical Reports Server (NTRS)
Pamadi, Bandu N.; Murphy, Patrick C.; Klein, Vladislav; Brandon, Jay M.
2001-01-01
The nonlinear indicial response method is used to model the unsteady aerodynamic coefficients in the low speed longitudinal oscillatory wind tunnel test data of the 0.1 scale model of the F-16XL aircraft. Exponential functions are used to approximate the deficiency function in the indicial response. Using one set of oscillatory wind tunnel data and parameter identification method, the unknown parameters in the exponential functions are estimated. The genetic algorithm is used as a least square minimizing algorithm. The assumed model structures and parameter estimates are validated by comparing the predictions with other sets of available oscillatory wind tunnel test data.
NASA Astrophysics Data System (ADS)
Kit Luk, Chuen; Chesi, Graziano
2015-11-01
This paper addresses the estimation of the domain of attraction for discrete-time nonlinear systems where the vector field is subject to changes. First, the paper considers the case of switched systems, where the vector field is allowed to arbitrarily switch among the elements of a finite family. Second, the paper considers the case of hybrid systems, where the state space is partitioned into several regions described by polynomial inequalities, and the vector field is defined on each region independently from the other ones. In both cases, the problem consists of computing the largest sublevel set of a Lyapunov function included in the domain of attraction. An approach is proposed for solving this problem based on convex programming, which provides a guaranteed inner estimate of the sought sublevel set. The conservatism of the provided estimate can be decreased by increasing the size of the optimisation problem. Some numerical examples illustrate the proposed approach.
Detecting nonlinear dynamics of functional connectivity
NASA Astrophysics Data System (ADS)
LaConte, Stephen M.; Peltier, Scott J.; Kadah, Yasser; Ngan, Shing-Chung; Deshpande, Gopikrishna; Hu, Xiaoping
2004-04-01
Functional magnetic resonance imaging (fMRI) is a technique that is sensitive to correlates of neuronal activity. The application of fMRI to measure functional connectivity of related brain regions across hemispheres (e.g. left and right motor cortices) has great potential for revealing fundamental physiological brain processes. Primarily, functional connectivity has been characterized by linear correlations in resting-state data, which may not provide a complete description of its temporal properties. In this work, we broaden the measure of functional connectivity to study not only linear correlations, but also those arising from deterministic, non-linear dynamics. Here the delta-epsilon approach is extended and applied to fMRI time series. The method of delays is used to reconstruct the joint system defined by a reference pixel and a candidate pixel. The crux of this technique relies on determining whether the candidate pixel provides additional information concerning the time evolution of the reference. As in many correlation-based connectivity studies, we fix the reference pixel. Every brain location is then used as a candidate pixel to estimate the spatial pattern of deterministic coupling with the reference. Our results indicate that measured connectivity is often emphasized in the motor cortex contra-lateral to the reference pixel, demonstrating the suitability of this approach for functional connectivity studies. In addition, discrepancies with traditional correlation analysis provide initial evidence for non-linear dynamical properties of resting-state fMRI data. Consequently, the non-linear characterization provided from our approach may provide a more complete description of the underlying physiology and brain function measured by this type of data.
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.
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.
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.
Three dimensional steady subsonic Euler flows in bounded nozzles
NASA Astrophysics Data System (ADS)
Chen, Chao; Xie, Chunjing
The existence and uniqueness of three dimensional steady subsonic Euler flows in rectangular nozzles were obtained when prescribing normal component of momentum at both the entrance and exit. If, in addition, the normal component of the voriticity and the variation of Bernoulli's function at the entrance are both zero, then there exists a unique subsonic potential flow when the magnitude of the normal component of the momentum is less than a critical number. As the magnitude of the normal component of the momentum approaches the critical number, the associated flows converge to a subsonic-sonic flow. Furthermore, when the normal component of vorticity and the variation of Bernoulli function are both small, the existence and uniqueness of subsonic Euler flows with non-zero vorticity are established. The proof of these results is based on a new formulation for the Euler system, a priori estimate for nonlinear elliptic equations with nonlinear boundary conditions, detailed study for a linear div-curl system, and delicate estimate for the transport equations.
Drive Control of an Electric Vehicle by a Non-linear Controller
NASA Astrophysics Data System (ADS)
Mubin, Marizan; Ouchi, Shigeto; Anabuki, Masatoshi; Hirata, Hiroshi
The driving force of automobiles is transmitted by the frictional force between the tires and the road surface. This frictional force is a function of the weight of the car-body and the friction coefficient μ between the tires and the road surface. The friction coefficient μ is also a function of the following parameters: the slip ratio λ determined by the car-body speed and the wheel speed, and the condition of the road surface. Slippage of automobiles which causes much damage often occurs during accelerating and braking. In this paper, we propose a new drive control system which has an effect on acceleration and braking. In the drive control system, a non-linear controller designed by using a Lyapunov function is used. This non-linear controller has two functions: first one is μ control which moves the car-body, another one is λ control. The controller is designed in order that μ and λ work at noslip and with slip respectively. As another controller, a disturbance observer is used for estimating the car-body speed which is difficult to be measured. Then, this lead to the proof of the stability condition of the combined system which consists of two controllers: the non-linear controller and the disturbance observer. Finally, the effectiveness of this control system is proved by a very satisfactory simulation and experimental results for two cases.
Aerodynamic parameter estimation via Fourier modulating function techniques
NASA Technical Reports Server (NTRS)
Pearson, A. E.
1995-01-01
Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.
Position Estimation Using Image Derivative
NASA Technical Reports Server (NTRS)
Mortari, Daniele; deDilectis, Francesco; Zanetti, Renato
2015-01-01
This paper describes an image processing algorithm to process Moon and/or Earth images. The theory presented is based on the fact that Moon hard edge points are characterized by the highest values of the image derivative. Outliers are eliminated by two sequential filters. Moon center and radius are then estimated by nonlinear least-squares using circular sigmoid functions. The proposed image processing has been applied and validated using real and synthetic Moon images.
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.
NASA Technical Reports Server (NTRS)
Bogdan, V. M.; Bond, V. B.
1980-01-01
The deviation of the solution of the differential equation y' = f(t, y), y(O) = y sub O from the solution of the perturbed system z' = f(t, z) + g(t, z), z(O) = z sub O was investigated for the case where f and g are continuous functions on I x R sup n into R sup n, where I = (o, a) or I = (o, infinity). These functions are assumed to satisfy the Lipschitz condition in the variable z. The space Lip(I) of all such functions with suitable norms forms a Banach space. By introducing a suitable norm in the space of continuous functions C(I), introducing the problem can be reduced to an equivalent problem in terminology of operators in such spaces. A theorem on existence and uniqueness of the solution is presented by means of Banach space technique. Norm estimates on the rate of growth of such solutions are found. As a consequence, estimates of deviation of a solution due to perturbation are obtained. Continuity of the solution on the initial data and on the perturbation is established. A nonlinear perturbation of the harmonic oscillator is considered a perturbation of equations of the restricted three body problem linearized at libration point.
Detecting influential observations in nonlinear regression modeling of groundwater flow
Yager, Richard M.
1998-01-01
Nonlinear regression is used to estimate optimal parameter values in models of groundwater flow to ensure that differences between predicted and observed heads and flows do not result from nonoptimal parameter values. Parameter estimates can be affected, however, by observations that disproportionately influence the regression, such as outliers that exert undue leverage on the objective function. Certain statistics developed for linear regression can be used to detect influential observations in nonlinear regression if the models are approximately linear. This paper discusses the application of Cook's D, which measures the effect of omitting a single observation on a set of estimated parameter values, and the statistical parameter DFBETAS, which quantifies the influence of an observation on each parameter. The influence statistics were used to (1) identify the influential observations in the calibration of a three-dimensional, groundwater flow model of a fractured-rock aquifer through nonlinear regression, and (2) quantify the effect of omitting influential observations on the set of estimated parameter values. Comparison of the spatial distribution of Cook's D with plots of model sensitivity shows that influential observations correspond to areas where the model heads are most sensitive to certain parameters, and where predicted groundwater flow rates are largest. Five of the six discharge observations were identified as influential, indicating that reliable measurements of groundwater flow rates are valuable data in model calibration. DFBETAS are computed and examined for an alternative model of the aquifer system to identify a parameterization error in the model design that resulted in overestimation of the effect of anisotropy on horizontal hydraulic conductivity.
Lopes, Fernando B; da Silva, Marcelo C; Marques, Ednira G; McManus, Concepta M
2012-12-01
This study was undertaken to aim of estimating the genetic parameters and trends for asymptotic weight (A) and maturity rate (k) of Nellore cattle from northern Brazil. The data set was made available by the Brazilian Association of Zebu Breeders and collected between the years of 1997 and 2007. The Von Bertalanffy, Brody, Gompertz, and logistic nonlinear models were fitted by the Gauss-Newton method to weight-age data of 45,895 animals collected quarterly of the birth to 750 days old. The curve parameters were analyzed using the procedures GLM and CORR. The estimation of (co)variance components and genetic parameters was obtained using the MTDFREML software. The estimated heritability coefficients were 0.21 ± 0.013 and 0.25 ± 0.014 for asymptotic weight and maturity rate, respectively. This indicates that selection for any trait shall results in genetic progress in the herd. The genetic correlation between A and k was negative (-0.57 ± 0.03) and indicated that animals selected for high maturity rate shall result in low asymptotic weight. The Von Bertalanffy function is adequate to establish the mean growth patterns and to predict the adult weight of Nellore cattle. This model is more accurate in predicting the birth weight of these animals and has better overall fit. The prediction of adult weight using nonlinear functions can be accurate when growth curve parameters and their (co)variance components are estimated jointly. The model used in this study can be applied to the prediction of mature weight in herds where a portion of the animals are culled before they reach the adult age.
A unifying view of synchronization for data assimilation in complex nonlinear networks
NASA Astrophysics Data System (ADS)
Abarbanel, Henry D. I.; Shirman, Sasha; Breen, Daniel; Kadakia, Nirag; Rey, Daniel; Armstrong, Eve; Margoliash, Daniel
2017-12-01
Networks of nonlinear systems contain unknown parameters and dynamical degrees of freedom that may not be observable with existing instruments. From observable state variables, we want to estimate the connectivity of a model of such a network and determine the full state of the model at the termination of a temporal observation window during which measurements transfer information to a model of the network. The model state at the termination of a measurement window acts as an initial condition for predicting the future behavior of the network. This allows the validation (or invalidation) of the model as a representation of the dynamical processes producing the observations. Once the model has been tested against new data, it may be utilized as a predictor of responses to innovative stimuli or forcing. We describe a general framework for the tasks involved in the "inverse" problem of determining properties of a model built to represent measured output from physical, biological, or other processes when the measurements are noisy, the model has errors, and the state of the model is unknown when measurements begin. This framework is called statistical data assimilation and is the best one can do in estimating model properties through the use of the conditional probability distributions of the model state variables, conditioned on observations. There is a very broad arena of applications of the methods described. These include numerical weather prediction, properties of nonlinear electrical circuitry, and determining the biophysical properties of functional networks of neurons. Illustrative examples will be given of (1) estimating the connectivity among neurons with known dynamics in a network of unknown connectivity, and (2) estimating the biophysical properties of individual neurons in vitro taken from a functional network underlying vocalization in songbirds.
Factors influencing ground-water recharge in the eastern United States
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.
Modeling of an intelligent pressure sensor using functional link artificial neural networks.
Patra, J C; van den Bos, A
2000-01-01
A capacitor pressure sensor (CPS) is modeled for accurate readout of applied pressure using a novel artificial neural network (ANN). The proposed functional link ANN (FLANN) is a computationally efficient nonlinear network and is capable of complex nonlinear mapping between its input and output pattern space. The nonlinearity is introduced into the FLANN by passing the input pattern through a functional expansion unit. Three different polynomials such as, Chebyschev, Legendre and power series have been employed in the FLANN. The FLANN offers computational advantage over a multilayer perceptron (MLP) for similar performance in modeling of the CPS. The prime aim of the present paper is to develop an intelligent model of the CPS involving less computational complexity, so that its implementation can be economical and robust. It is shown that, over a wide temperature variation ranging from -50 to 150 degrees C, the maximum error of estimation of pressure remains within +/- 3%. With the help of computer simulation, the performance of the three types of FLANN models has been compared to that of an MLP based model.
Growth curves for ostriches (Struthio camelus) in a Brazilian population.
Ramos, S B; Caetano, S L; Savegnago, R P; Nunes, B N; Ramos, A A; Munari, D P
2013-01-01
The objective of this study was to fit growth curves using nonlinear and linear functions to describe the growth of ostriches in a Brazilian population. The data set consisted of 112 animals with BW measurements from hatching to 383 d of age. Two nonlinear growth functions (Gompertz and logistic) and a third-order polynomial function were applied. The parameters for the models were estimated using the least-squares method and Gauss-Newton algorithm. The goodness-of-fit of the models was assessed using R(2) and the Akaike information criterion. The R(2) calculated for the logistic growth model was 0.945 for hens and 0.928 for cockerels and for the Gompertz growth model, 0.938 for hens and 0.924 for cockerels. The third-order polynomial fit gave R(2) of 0.938 for hens and 0.924 for cockerels. Among the Akaike information criterion calculations, the logistic growth model presented the lowest values in this study, both for hens and for cockerels. Nonlinear models are more appropriate for describing the sigmoid nature of ostrich growth.
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.
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…
Nonlinear features for classification and pose estimation of machined parts from single views
NASA Astrophysics Data System (ADS)
Talukder, Ashit; Casasent, David P.
1998-10-01
A new nonlinear feature extraction method is presented for classification and pose estimation of objects from single views. The feature extraction method is called the maximum representation and discrimination feature (MRDF) method. The nonlinear MRDF transformations to use are obtained in closed form, and offer significant advantages compared to nonlinear neural network implementations. The features extracted are useful for both object discrimination (classification) and object representation (pose estimation). We consider MRDFs on image data, provide a new 2-stage nonlinear MRDF solution, and show it specializes to well-known linear and nonlinear image processing transforms under certain conditions. We show the use of MRDF in estimating the class and pose of images of rendered solid CAD models of machine parts from single views using a feature-space trajectory neural network classifier. We show new results with better classification and pose estimation accuracy than are achieved by standard principal component analysis and Fukunaga-Koontz feature extraction methods.
NASA Astrophysics Data System (ADS)
Gan, R.; Luo, Y.
2013-09-01
Base flow is an important component in hydrological modeling. This process is usually modeled by using the linear aquifer storage-discharge relation approach, although the outflow from groundwater aquifers is nonlinear. To identify the accuracy of base flow estimates in rivers dominated by snowmelt and/or glacier melt in arid and cold northwestern China, a nonlinear storage-discharge relationship for use in SWAT (Soil Water Assessment Tool) modeling was developed and applied to the Manas River basin in the Tian Shan Mountains. Linear reservoir models and a digital filter program were used for comparisons. Meanwhile, numerical analysis of recession curves from 78 river gauge stations revealed variation in the parameters of the nonlinear relationship. It was found that the nonlinear reservoir model can improve the streamflow simulation, especially for low-flow period. The higher Nash-Sutcliffe efficiency, logarithmic efficiency, and volumetric efficiency, and lower percent bias were obtained when compared to the one-linear reservoir approach. The parameter b of the aquifer storage-discharge function varied mostly between 0.0 and 0.1, which is much smaller than the suggested value of 0.5. The coefficient a of the function is related to catchment properties, primarily the basin and glacier areas.
Yong-Feng Gao; Xi-Ming Sun; Changyun Wen; Wei Wang
2017-07-01
This paper is concerned with the problem of adaptive tracking control for a class of uncertain nonlinear systems with nonsymmetric input saturation and immeasurable states. The radial basis function of neural network (NN) is employed to approximate unknown functions, and an NN state observer is designed to estimate the immeasurable states. To analyze the effect of input saturation, an auxiliary system is employed. By the aid of adaptive backstepping technique, an adaptive tracking control approach is developed. Under the proposed adaptive tracking controller, the boundedness of all the signals in the closed-loop system is achieved. Moreover, distinct from most of the existing references, the tracking error can be bounded by an explicit function of design parameters and saturation input error. Finally, an example is given to show the effectiveness of the proposed method.
Fitting and forecasting coupled dark energy in the non-linear regime
DOE Office of Scientific and Technical Information (OSTI.GOV)
Casas, Santiago; Amendola, Luca; Pettorino, Valeria
2016-01-01
We consider cosmological models in which dark matter feels a fifth force mediated by the dark energy scalar field, also known as coupled dark energy. Our interest resides in estimating forecasts for future surveys like Euclid when we take into account non-linear effects, relying on new fitting functions that reproduce the non-linear matter power spectrum obtained from N-body simulations. We obtain fitting functions for models in which the dark matter-dark energy coupling is constant. Their validity is demonstrated for all available simulations in the redshift range 0z=–1.6 and wave modes below 0k=1 h/Mpc. These fitting formulas can be used tomore » test the predictions of the model in the non-linear regime without the need for additional computing-intensive N-body simulations. We then use these fitting functions to perform forecasts on the constraining power that future galaxy-redshift surveys like Euclid will have on the coupling parameter, using the Fisher matrix method for galaxy clustering (GC) and weak lensing (WL). We find that by using information in the non-linear power spectrum, and combining the GC and WL probes, we can constrain the dark matter-dark energy coupling constant squared, β{sup 2}, with precision smaller than 4% and all other cosmological parameters better than 1%, which is a considerable improvement of more than an order of magnitude compared to corresponding linear power spectrum forecasts with the same survey specifications.« less
Energy acceptance and on momentum aperture optimization for the Sirius project
NASA Astrophysics Data System (ADS)
Dester, P. S.; Sá, F. H.; Liu, L.
2017-07-01
A fast objective function to calculate Touschek lifetime and on momentum aperture is essential to explore the vast search space of strength of quadrupole and sextupole families in Sirius. Touschek lifetime is estimated by using the energy aperture (dynamic and physical), RF system parameters and driving terms. Non-linear induced betatron oscillations are considered to determine the energy aperture. On momentum aperture is estimated by using a chaos indicator and resonance crossing considerations. Touschek lifetime and on momentum aperture constitute the objective function, which was used in a multi-objective genetic algorithm to perform an optimization for Sirius.
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.
An effective model of DNA like helicoidal structure: with length fluctuation nonlinearity
NASA Astrophysics Data System (ADS)
Tseytlin, Y. M.
2011-03-01
One of the natural helicoidal nanostructure, which thermomechanical features are studied carefully with the help of different mechanical models, is a DNA cell / molecule. Our study proves that the experimentally determined nonlinear fluctuations of the molecular length of DNA can be better understood by modeling the molecule as a helicoidal pretwisted nanostrip sensor with nonlinear function. The calculations presented here are in good agreement with the experimental data within 10%. Other used by many researchers mechanical models such as an elastic rod, wormlike chain (WLC), accordion bellows, or an elastic core wrapped with rigid wires do not show the possible variance nonlinearity of thermomechanical DNA molecular length fluctuations. We have found that the nonlinear variance of the length fluctuations is an intrinsic property of the micro-nano-sensors with helicoidal shape. This model allows us to estimate the persistence length and twist-stretch coupling of a DNA molecule as well. It also shows the molecule's overwinding possibility at initial stretching with correct numerical representation.
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.
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.
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.
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.
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.
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:…
NASA Technical Reports Server (NTRS)
Curry, Timothy J.; Batterson, James G. (Technical Monitor)
2000-01-01
Low order equivalent system (LOES) models for the Tu-144 supersonic transport aircraft were identified from flight test data. The mathematical models were given in terms of transfer functions with a time delay by the military standard MIL-STD-1797A, "Flying Qualities of Piloted Aircraft," and the handling qualities were predicted from the estimated transfer function coefficients. The coefficients and the time delay in the transfer functions were estimated using a nonlinear equation error formulation in the frequency domain. Flight test data from pitch, roll, and yaw frequency sweeps at various flight conditions were used for parameter estimation. Flight test results are presented in terms of the estimated parameter values, their standard errors, and output fits in the time domain. Data from doublet maneuvers at the same flight conditions were used to assess the predictive capabilities of the identified models. The identified transfer function models fit the measured data well and demonstrated good prediction capabilities. The Tu-144 was predicted to be between level 2 and 3 for all longitudinal maneuvers and level I for all lateral maneuvers. High estimates of the equivalent time delay in the transfer function model caused the poor longitudinal rating.
PARTICLE FILTERING WITH SEQUENTIAL PARAMETER LEARNING FOR NONLINEAR BOLD fMRI SIGNALS.
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.
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.
Regions of absolute ultimate boundedness for discrete-time systems.
NASA Technical Reports Server (NTRS)
Siljak, D. D.; Weissenberger, S.
1972-01-01
This paper considers discrete-time systems of the Lur'e-Postnikov class where the linear part is not asymptotically stable and the nonlinear characteristic satisfies only partially the usual sector condition. Estimates of the resulting finite regions of absolute ultimate boundedness are calculated by means of a quadratic Liapunov function.
Structured functional additive regression in reproducing kernel Hilbert spaces.
Zhu, Hongxiao; Yao, Fang; Zhang, Hao Helen
2014-06-01
Functional additive models (FAMs) provide a flexible yet simple framework for regressions involving functional predictors. The utilization of data-driven basis in an additive rather than linear structure naturally extends the classical functional linear model. However, the critical issue of selecting nonlinear additive components has been less studied. In this work, we propose a new regularization framework for the structure estimation in the context of Reproducing Kernel Hilbert Spaces. The proposed approach takes advantage of the functional principal components which greatly facilitates the implementation and the theoretical analysis. The selection and estimation are achieved by penalized least squares using a penalty which encourages the sparse structure of the additive components. Theoretical properties such as the rate of convergence are investigated. The empirical performance is demonstrated through simulation studies and a real data application.
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.
Induced dynamic nonlinear ground response at Gamer Valley, California
Lawrence, Z.; Bodin, P.; Langston, C.A.; Pearce, F.; Gomberg, J.; Johnson, P.A.; Menq, F.-Y.; Brackman, T.
2008-01-01
We present results from a prototype experiment in which we actively induce, observe, and quantify in situ nonlinear sediment response in the near surface. This experiment was part of a suite of experiments conducted during August 2004 in Garner Valley, California, using a large mobile shaker truck from the Network for Earthquake Engineering Simulation (NEES) facility. We deployed a dense accelerometer array within meters of the mobile shaker truck to replicate a controlled, laboratory-style soil dynamics experiment in order to observe wave-amplitude-dependent sediment properties. Ground motion exceeding 1g acceleration was produced near the shaker truck. The wave field was dominated by Rayleigh surface waves and ground motions were strong enough to produce observable nonlinear changes in wave velocity. We found that as the force load of the shaker increased, the Rayleigh-wave phase velocity decreased by as much as ???30% at the highest frequencies used (up to 30 Hz). Phase velocity dispersion curves were inverted for S-wave velocity as a function of depth using a simple isotropic elastic model to estimate the depth dependence of changes to the velocity structure. The greatest change in velocity occurred nearest the surface, within the upper 4 m. These estimated S-wave velocity values were used with estimates of surface strain to compare with laboratory-based shear modulus reduction measurements from the same site. Our results suggest that it may be possible to characterize nonlinear soil properties in situ using a noninvasive field technique.
Conceptual definition of porosity function for coarse granular porous media with fixed texture
NASA Astrophysics Data System (ADS)
Shokri, Morteza
2018-06-01
Porous media's porosity value is commonly taken as a constant for a given granular texture free from any type of imposed loads. Although such definition holds for those media at hydrostatic equilibrium, it might not be hydrodynamically true for media subjected to the flow of fluids. This article casts light on an alternative vision describing porosity as a function of fluid velocity, though the media's solid skeleton does not undergo any changes and remain essentially intact. Carefully planned laboratory experiments support such as hypothesis and may help reducing reported disagreements between observed and actual behaviors of nonlinear flow regimes. Findings indicate that the so-called Stephenson relationship that enables estimating actual flow velocity is a case that holds true only for the Darcian conditions. In order to investigate the relationship, an accurate permeability should be measured. An alternative relationship, therefore, has been proposed to estimate actual pore flow velocity. On the other hand, with introducing the novel concept of effective porosity, that should be determined not only based on geotechnical parameters, but also it has to be regarded as a function of the flow regime. Such a porosity may be affected by the flow regime through variations in the effective pore volume and effective shape factor. In a numerical justification of findings, it is shown that unsatisfactory results, obtained from nonlinear mathematical models of unsteady flow, may be due to unreliable porosity estimates.
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.
Least-squares sequential parameter and state estimation for large space structures
NASA Technical Reports Server (NTRS)
Thau, F. E.; Eliazov, T.; Montgomery, R. C.
1982-01-01
This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.
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)
Inferring Nonlinear Neuronal Computation Based on Physiologically Plausible Inputs
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
NASA Astrophysics Data System (ADS)
Thaya Kumari, C. Rathika; Nageshwari, M.; Raman, R. Ganapathi; Caroline, M. Lydia
2018-07-01
An organic centrosymmetric nicotinic acid (NA) single crystal has been grown employing slow evaporation method in water. NA crystallizes in monoclinic system with centric space group P21/C. The experimental and theoretical investigation includes vibrational spectra based on Hartree - Fock (HF) and density functional theory (DFT) has been applied using different function at B3LYP level of theory using 6-311G++(d,p) basis set. The optical transparency of the title molecule was examined by TD- DFT analysis and for comparison basis experimental UV-Vis spectrum was recorded. The interaction of charge within the molecule was analyzed and the HOMO - LUMO energy gap was evaluated. The value of dipole moment, Mulliken charge and molecular electrostatic potential were estimated at the same level of theory. Also the first order hyper polarizability for NA was calculated. The dielectric behavior of the grown crystal was determined for few selected temperatures. The third order nonlinear response of NA has been examined using Z-scan technique and nonlinear susceptibility (χ3), nonlinear refraction (n2) and nonlinear absorption coefficient (β) has been calculated. The current results clearly indicate that the title compound is an excellent applicant in the domain of opto - electronic applications.
Linear and Nonlinear Time-Frequency Analysis for Parameter Estimation of Resident Space Objects
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
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.
Nonlinear Blind Compensation for Array Signal Processing Application
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
Estimating the remaining useful life of bearings using a neuro-local linear estimator-based method.
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.
Bilinear modeling and nonlinear estimation
NASA Technical Reports Server (NTRS)
Dwyer, Thomas A. W., III; Karray, Fakhreddine; Bennett, William H.
1989-01-01
New methods are illustrated for online nonlinear estimation applied to the lateral deflection of an elastic beam on board measurements of angular rates and angular accelerations. The development of the filter equations, together with practical issues of their numerical solution as developed from global linearization by nonlinear output injection are contrasted with the usual method of the extended Kalman filter (EKF). It is shown how nonlinear estimation due to gyroscopic coupling can be implemented as an adaptive covariance filter using off-the-shelf Kalman filter algorithms. The effect of the global linearization by nonlinear output injection is to introduce a change of coordinates in which only the process noise covariance is to be updated in online implementation. This is in contrast to the computational approach which arises in EKF methods arising by local linearization with respect to the current conditional mean. Processing refinements for nonlinear estimation based on optimal, nonlinear interpolation between observations are also highlighted. In these methods the extrapolation of the process dynamics between measurement updates is obtained by replacing a transition matrix with an operator spline that is optimized off-line from responses to selected test inputs.
Development of orientation tuning in simple cells of primary visual cortex
Moore, Bartlett D.
2012-01-01
Orientation selectivity and its development are basic features of visual cortex. The original model of orientation selectivity proposes that elongated simple cell receptive fields are constructed from convergent input of an array of lateral geniculate nucleus neurons. However, orientation selectivity of simple cells in the visual cortex is generally greater than the linear contributions based on projections from spatial receptive field profiles. This implies that additional selectivity may arise from intracortical mechanisms. The hierarchical processing idea implies mainly linear connections, whereas cortical contributions are generally considered to be nonlinear. We have explored development of orientation selectivity in visual cortex with a focus on linear and nonlinear factors in a population of anesthetized 4-wk postnatal kittens and adult cats. Linear contributions are estimated from receptive field maps by which orientation tuning curves are generated and bandwidth is quantified. Nonlinear components are estimated as the magnitude of the power function relationship between responses measured from drifting sinusoidal gratings and those predicted from the spatial receptive field. Measured bandwidths for kittens are slightly larger than those in adults, whereas predicted bandwidths are substantially broader. These results suggest that relatively strong nonlinearities in early postnatal stages are substantially involved in the development of orientation tuning in visual cortex. PMID:22323631
An empirical method for estimating travel times for wet volcanic mass flows
Pierson, Thomas C.
1998-01-01
Travel times for wet volcanic mass flows (debris avalanches and lahars) can be forecast as a function of distance from source when the approximate flow rate (peak discharge near the source) can be estimated beforehand. The near-source flow rate is primarily a function of initial flow volume, which should be possible to estimate to an order of magnitude on the basis of geologic, geomorphic, and hydrologic factors at a particular volcano. Least-squares best fits to plots of flow-front travel time as a function of distance from source provide predictive second-degree polynomial equations with high coefficients of determination for four broad size classes of flow based on near-source flow rate: extremely large flows (>1 000 000 m3/s), very large flows (10 000–1 000 000 m3/s), large flows (1000–10 000 m3/s), and moderate flows (100–1000 m3/s). A strong nonlinear correlation that exists between initial total flow volume and flow rate for "instantaneously" generated debris flows can be used to estimate near-source flow rates in advance. Differences in geomorphic controlling factors among different flows in the data sets have relatively little effect on the strong nonlinear correlations between travel time and distance from source. Differences in flow type may be important, especially for extremely large flows, but this could not be evaluated here. At a given distance away from a volcano, travel times can vary by approximately an order of magnitude depending on flow rate. The method can provide emergency-management officials a means for estimating time windows for evacuation of communities located in hazard zones downstream from potentially hazardous volcanoes.
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.
Fang, Fang; Ni, Bing-Jie; Yu, Han-Qing
2009-06-01
In this study, weighted non-linear least-squares analysis and accelerating genetic algorithm are integrated to estimate the kinetic parameters of substrate consumption and storage product formation of activated sludge. A storage product formation equation is developed and used to construct the objective function for the determination of its production kinetics. The weighted least-squares analysis is employed to calculate the differences in the storage product concentration between the model predictions and the experimental data as the sum of squared weighted errors. The kinetic parameters for the substrate consumption and the storage product formation are estimated to be the maximum heterotrophic growth rate of 0.121/h, the yield coefficient of 0.44 mg CODX/mg CODS (COD, chemical oxygen demand) and the substrate half saturation constant of 16.9 mg/L, respectively, by minimizing the objective function using a real-coding-based accelerating genetic algorithm. Also, the fraction of substrate electrons diverted to the storage product formation is estimated to be 0.43 mg CODSTO/mg CODS. The validity of our approach is confirmed by the results of independent tests and the kinetic parameter values reported in literature, suggesting that this approach could be useful to evaluate the product formation kinetics of mixed cultures like activated sludge. More importantly, as this integrated approach could estimate the kinetic parameters rapidly and accurately, it could be applied to other biological processes.
A simple approach to nonlinear estimation of physical systems
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.
Nonlinear adaptive control system design with asymptotically stable parameter estimation error
NASA Astrophysics Data System (ADS)
Mishkov, Rumen; Darmonski, Stanislav
2018-01-01
The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.
Li, Yun
2017-01-01
We addressed the fusion estimation problem for nonlinear multisensory systems. Based on the Gauss–Hermite approximation and weighted least square criterion, an augmented high-dimension measurement from all sensors was compressed into a lower dimension. By combining the low-dimension measurement function with the particle filter (PF), a weighted measurement fusion PF (WMF-PF) is presented. The accuracy of WMF-PF appears good and has a lower computational cost when compared to centralized fusion PF (CF-PF). An example is given to show the effectiveness of the proposed algorithms. PMID:28956862
Yu, Chanki; Lee, Sang Wook
2016-05-20
We present a reliable and accurate global optimization framework for estimating parameters of isotropic analytical bidirectional reflectance distribution function (BRDF) models. This approach is based on a branch and bound strategy with linear programming and interval analysis. Conventional local optimization is often very inefficient for BRDF estimation since its fitting quality is highly dependent on initial guesses due to the nonlinearity of analytical BRDF models. The algorithm presented in this paper employs L1-norm error minimization to estimate BRDF parameters in a globally optimal way and interval arithmetic to derive our feasibility problem and lower bounding function. Our method is developed for the Cook-Torrance model but with several normal distribution functions such as the Beckmann, Berry, and GGX functions. Experiments have been carried out to validate the presented method using 100 isotropic materials from the MERL BRDF database, and our experimental results demonstrate that the L1-norm minimization provides a more accurate and reliable solution than the L2-norm minimization.
Umari, P; Marzari, Nicola
2009-09-07
We calculate the linear and nonlinear susceptibilities of periodic longitudinal chains of hydrogen dimers with different bond-length alternations using a diffusion quantum Monte Carlo approach. These quantities are derived from the changes in electronic polarization as a function of applied finite electric field--an approach we recently introduced and made possible by the use of a Berry-phase, many-body electric-enthalpy functional. Calculated susceptibilities and hypersusceptibilities are found to be in excellent agreement with the best estimates available from quantum chemistry--usually extrapolations to the infinite-chain limit of calculations for chains of finite length. It is found that while exchange effects dominate the proper description of the susceptibilities, second hypersusceptibilities are greatly affected by electronic correlations. We also assess how different approximations to the nodal surface of the many-body wave function affect the accuracy of the calculated susceptibilities.
Figure-ground segregation: A fully nonlocal approach.
Dimiccoli, Mariella
2016-09-01
We present a computational model that computes and integrates in a nonlocal fashion several configural cues for automatic figure-ground segregation. Our working hypothesis is that the figural status of each pixel is a nonlocal function of several geometric shape properties and it can be estimated without explicitly relying on object boundaries. The methodology is grounded on two elements: multi-directional linear voting and nonlinear diffusion. A first estimation of the figural status of each pixel is obtained as a result of a voting process, in which several differently oriented line-shaped neighborhoods vote to express their belief about the figural status of the pixel. A nonlinear diffusion process is then applied to enforce the coherence of figural status estimates among perceptually homogeneous regions. Computer simulations fit human perception and match the experimental evidence that several cues cooperate in defining figure-ground segregation. The results of this work suggest that figure-ground segregation involves feedback from cells with larger receptive fields in higher visual cortical areas. Copyright © 2015 Elsevier Ltd. All rights reserved.
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.
Shih, Peter; Kaul, Brian C; Jagannathan, Sarangapani; Drallmeier, James A
2009-10-01
A novel reinforcement-learning-based output adaptive neural network (NN) controller, which is also referred to as the adaptive-critic NN controller, is developed to deliver the desired tracking performance for a class of nonlinear discrete-time systems expressed in nonstrict feedback form in the presence of bounded and unknown disturbances. The adaptive-critic NN controller consists of an observer, a critic, and two action NNs. The observer estimates the states and output, and the two action NNs provide virtual and actual control inputs to the nonlinear discrete-time system. The critic approximates a certain strategic utility function, and the action NNs minimize the strategic utility function and control inputs. All NN weights adapt online toward minimization of a performance index, utilizing the gradient-descent-based rule, in contrast with iteration-based adaptive-critic schemes. Lyapunov functions are used to show the stability of the closed-loop tracking error, weights, and observer estimates. Separation and certainty equivalence principles, persistency of excitation condition, and linearity in the unknown parameter assumption are not needed. Experimental results on a spark ignition (SI) engine operating lean at an equivalence ratio of 0.75 show a significant (25%) reduction in cyclic dispersion in heat release with control, while the average fuel input changes by less than 1% compared with the uncontrolled case. Consequently, oxides of nitrogen (NO(x)) drop by 30%, and unburned hydrocarbons drop by 16% with control. Overall, NO(x)'s are reduced by over 80% compared with stoichiometric levels.
Semiparametric mixed-effects analysis of PK/PD models using differential equations.
Wang, Yi; Eskridge, Kent M; Zhang, Shunpu
2008-08-01
Motivated by the use of semiparametric nonlinear mixed-effects modeling on longitudinal data, we develop a new semiparametric modeling approach to address potential structural model misspecification for population pharmacokinetic/pharmacodynamic (PK/PD) analysis. Specifically, we use a set of ordinary differential equations (ODEs) with form dx/dt = A(t)x + B(t) where B(t) is a nonparametric function that is estimated using penalized splines. The inclusion of a nonparametric function in the ODEs makes identification of structural model misspecification feasible by quantifying the model uncertainty and provides flexibility for accommodating possible structural model deficiencies. The resulting model will be implemented in a nonlinear mixed-effects modeling setup for population analysis. We illustrate the method with an application to cefamandole data and evaluate its performance through simulations.
Nonlinear Optical Properties and Applications of Polydiacetylene
NASA Technical Reports Server (NTRS)
Abdeldayem, Hossin; Paley, Mark S.; Witherow, William K.; Frazier, Donald O.
2000-01-01
Recently, we have demonstrated a picosecond all-optical switch, which also functions as a partial all-optical NAND logic gate using a novel polydiacetylene that is synthesized in our laboratory. The nonlinear optical properties of the polydiacetylene material are measured using the Z-scan technique. A theoretical model based on a three level system is investigated and the rate equations of the system are solved. The theoretical calculations are proven to match nicely with the experimental results. The absorption cross-sections for both the first and higher excited states are estimated. The analyses also show that the material suffers a photochemical change beyond a certain level of the laser power and its physical properties suffer radical changes. These changes are the cause for the partial NAND gate function and the switching mechanism.
Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.
Herzallah, Randa
2015-03-01
Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.
Caffeine Increases the Linearity of the Visual BOLD Response
Liu, Thomas T.; Liau, Joy
2009-01-01
Although the blood oxygenation level dependent (BOLD) signal used in most functional magnetic resonance imaging (fMRI) studies has been shown to exhibit nonlinear characteristics, most analyses assume that the BOLD signal responds in a linear fashion to stimulus. This assumption of linearity can lead to errors in the estimation of the BOLD response, especially for rapid event-related fMRI studies. In this study, we used a rapid event-related design and Volterra kernel analysis to assess the effect of a 200 mg oral dose of caffeine on the linearity of the visual BOLD response. The caffeine dose significantly (p < 0.02) increased the linearity of the BOLD response in a sample of 11 healthy volunteers studied on a 3 Tesla MRI system. In addition, the agreement between nonlinear and linear estimates of the hemodynamic response function was significantly increased (p= 0.013) with the caffeine dose. These findings indicate that differences in caffeine usage should be considered as a potential source of bias in the analysis of rapid event-related fMRI studies. PMID:19854278
Song, Yong-Ze; Yang, Hong-Lei; Peng, Jun-Huan; Song, Yi-Rong; Sun, Qian; Li, Yuan
2015-01-01
Particulate matter with an aerodynamic diameter <2.5 μm (PM2.5) represents a severe environmental problem and is of negative impact on human health. Xi'an City, with a population of 6.5 million, is among the highest concentrations of PM2.5 in China. In 2013, in total, there were 191 days in Xi’an City on which PM2.5 concentrations were greater than 100 μg/m3. Recently, a few studies have explored the potential causes of high PM2.5 concentration using remote sensing data such as the MODIS aerosol optical thickness (AOT) product. Linear regression is a commonly used method to find statistical relationships among PM2.5 concentrations and other pollutants, including CO, NO2, SO2, and O3, which can be indicative of emission sources. The relationships of these variables, however, are usually complicated and non-linear. Therefore, a generalized additive model (GAM) is used to estimate the statistical relationships between potential variables and PM2.5 concentrations. This model contains linear functions of SO2 and CO, univariate smoothing non-linear functions of NO2, O3, AOT and temperature, and bivariate smoothing non-linear functions of location and wind variables. The model can explain 69.50% of PM2.5 concentrations, with R2 = 0.691, which improves the result of a stepwise linear regression (R2 = 0.582) by 18.73%. The two most significant variables, CO concentration and AOT, represent 20.65% and 19.54% of the deviance, respectively, while the three other gas-phase concentrations, SO2, NO2, and O3 account for 10.88% of the total deviance. These results show that in Xi'an City, the traffic and other industrial emissions are the primary source of PM2.5. Temperature, location, and wind variables also non-linearly related with PM2.5. PMID:26540446
Long, Lijun; Zhao, Jun
2017-07-01
In this paper, the problem of adaptive neural output-feedback control is addressed for a class of multi-input multioutput (MIMO) switched uncertain nonlinear systems with unknown control gains. Neural networks (NNs) are used to approximate unknown nonlinear functions. In order to avoid the conservativeness caused by adoption of a common observer for all subsystems, an MIMO NN switched observer is designed to estimate unmeasurable states. A new switched observer-based adaptive neural control technique for the problem studied is then provided by exploiting the classical average dwell time (ADT) method and the backstepping method and the Nussbaum gain technique. It effectively handles the obstacle about the coexistence of multiple Nussbaum-type function terms, and improves the classical ADT method, since the exponential decline property of Lyapunov functions for individual subsystems is no longer satisfied. It is shown that the technique proposed is able to guarantee semiglobal uniformly ultimately boundedness of all the signals in the closed-loop system under a class of switching signals with ADT, and the tracking errors converge to a small neighborhood of the origin. The effectiveness of the approach proposed is illustrated by its application to a two inverted pendulum system.
Modeling Nonlinear Errors in Surface Electromyography Due To Baseline Noise: A New Methodology
Law, Laura Frey; Krishnan, Chandramouli; Avin, Keith
2010-01-01
The surface electromyographic (EMG) signal is often contaminated by some degree of baseline noise. It is customary for scientists to subtract baseline noise from the measured EMG signal prior to further analyses based on the assumption that baseline noise adds linearly to the observed EMG signal. The stochastic nature of both the baseline and EMG signal, however, may invalidate this assumption. Alternately, “true” EMG signals may be either minimally or nonlinearly affected by baseline noise. This information is particularly relevant at low contraction intensities when signal-to-noise ratios (SNR) may be lowest. Thus, the purpose of this simulation study was to investigate the influence of varying levels of baseline noise (approximately 2 – 40 % maximum EMG amplitude) on mean EMG burst amplitude and to assess the best means to account for signal noise. The simulations indicated baseline noise had minimal effects on mean EMG activity for maximum contractions, but increased nonlinearly with increasing noise levels and decreasing signal amplitudes. Thus, the simple baseline noise subtraction resulted in substantial error when estimating mean activity during low intensity EMG bursts. Conversely, correcting EMG signal as a nonlinear function of both baseline and measured signal amplitude provided highly accurate estimates of EMG amplitude. This novel nonlinear error modeling approach has potential implications for EMG signal processing, particularly when assessing co-activation of antagonist muscles or small amplitude contractions where the SNR can be low. PMID:20869716
Structured functional additive regression in reproducing kernel Hilbert spaces
Zhu, Hongxiao; Yao, Fang; Zhang, Hao Helen
2013-01-01
Summary Functional additive models (FAMs) provide a flexible yet simple framework for regressions involving functional predictors. The utilization of data-driven basis in an additive rather than linear structure naturally extends the classical functional linear model. However, the critical issue of selecting nonlinear additive components has been less studied. In this work, we propose a new regularization framework for the structure estimation in the context of Reproducing Kernel Hilbert Spaces. The proposed approach takes advantage of the functional principal components which greatly facilitates the implementation and the theoretical analysis. The selection and estimation are achieved by penalized least squares using a penalty which encourages the sparse structure of the additive components. Theoretical properties such as the rate of convergence are investigated. The empirical performance is demonstrated through simulation studies and a real data application. PMID:25013362
Anomaly Detection in Test Equipment via Sliding Mode Observers
NASA Technical Reports Server (NTRS)
Solano, Wanda M.; Drakunov, Sergey V.
2012-01-01
Nonlinear observers were originally developed based on the ideas of variable structure control, and for the purpose of detecting disturbances in complex systems. In this anomaly detection application, these observers were designed for estimating the distributed state of fluid flow in a pipe described by a class of advection equations. The observer algorithm uses collected data in a piping system to estimate the distributed system state (pressure and velocity along a pipe containing liquid gas propellant flow) using only boundary measurements. These estimates are then used to further estimate and localize possible anomalies such as leaks or foreign objects, and instrumentation metering problems such as incorrect flow meter orifice plate size. The observer algorithm has the following parts: a mathematical model of the fluid flow, observer control algorithm, and an anomaly identification algorithm. The main functional operation of the algorithm is in creating the sliding mode in the observer system implemented as software. Once the sliding mode starts in the system, the equivalent value of the discontinuous function in sliding mode can be obtained by filtering out the high-frequency chattering component. In control theory, "observers" are dynamic algorithms for the online estimation of the current state of a dynamic system by measurements of an output of the system. Classical linear observers can provide optimal estimates of a system state in case of uncertainty modeled by white noise. For nonlinear cases, the theory of nonlinear observers has been developed and its success is mainly due to the sliding mode approach. Using the mathematical theory of variable structure systems with sliding modes, the observer algorithm is designed in such a way that it steers the output of the model to the output of the system obtained via a variety of sensors, in spite of possible mismatches between the assumed model and actual system. The unique properties of sliding mode control allow not only control of the model internal states to the states of the real-life system, but also identification of the disturbance or anomaly that may occur.
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%.
Boosting structured additive quantile regression for longitudinal childhood obesity data.
Fenske, Nora; Fahrmeir, Ludwig; Hothorn, Torsten; Rzehak, Peter; Höhle, Michael
2013-07-25
Childhood obesity and the investigation of its risk factors has become an important public health issue. Our work is based on and motivated by a German longitudinal study including 2,226 children with up to ten measurements on their body mass index (BMI) and risk factors from birth to the age of 10 years. We introduce boosting of structured additive quantile regression as a novel distribution-free approach for longitudinal quantile regression. The quantile-specific predictors of our model include conventional linear population effects, smooth nonlinear functional effects, varying-coefficient terms, and individual-specific effects, such as intercepts and slopes. Estimation is based on boosting, a computer intensive inference method for highly complex models. We propose a component-wise functional gradient descent boosting algorithm that allows for penalized estimation of the large variety of different effects, particularly leading to individual-specific effects shrunken toward zero. This concept allows us to flexibly estimate the nonlinear age curves of upper quantiles of the BMI distribution, both on population and on individual-specific level, adjusted for further risk factors and to detect age-varying effects of categorical risk factors. Our model approach can be regarded as the quantile regression analog of Gaussian additive mixed models (or structured additive mean regression models), and we compare both model classes with respect to our obesity data.
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.
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
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.
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.
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.
An Application of the H-Function to Curve-Fitting and Density Estimation.
1983-12-01
equations into a model that is linear in its coefficients. Nonlinear least squares estimation is a relatively new area developed to accomodate models which...to converge on a solution (10:9-10). For the simple linear model and when general assump- tions are made, the Gauss-Markov theorem states that the...distribution. For example, if the analyst wants to model the time between arrivals to a queue for a computer simulation, he infers the true probability
Nonlinear bias compensation of ZiYuan-3 satellite imagery with cubic splines
NASA Astrophysics Data System (ADS)
Cao, Jinshan; Fu, Jianhong; Yuan, Xiuxiao; Gong, Jianya
2017-11-01
Like many high-resolution satellites such as the ALOS, MOMS-2P, QuickBird, and ZiYuan1-02C satellites, the ZiYuan-3 satellite suffers from different levels of attitude oscillations. As a result of such oscillations, the rational polynomial coefficients (RPCs) obtained using a terrain-independent scenario often have nonlinear biases. In the sensor orientation of ZiYuan-3 imagery based on a rational function model (RFM), these nonlinear biases cannot be effectively compensated by an affine transformation. The sensor orientation accuracy is thereby worse than expected. In order to eliminate the influence of attitude oscillations on the RFM-based sensor orientation, a feasible nonlinear bias compensation approach for ZiYuan-3 imagery with cubic splines is proposed. In this approach, no actual ground control points (GCPs) are required to determine the cubic splines. First, the RPCs are calculated using a three-dimensional virtual control grid generated based on a physical sensor model. Second, one cubic spline is used to model the residual errors of the virtual control points in the row direction and another cubic spline is used to model the residual errors in the column direction. Then, the estimated cubic splines are used to compensate the nonlinear biases in the RPCs. Finally, the affine transformation parameters are used to compensate the residual biases in the RPCs. Three ZiYuan-3 images were tested. The experimental results showed that before the nonlinear bias compensation, the residual errors of the independent check points were nonlinearly biased. Even if the number of GCPs used to determine the affine transformation parameters was increased from 4 to 16, these nonlinear biases could not be effectively compensated. After the nonlinear bias compensation with the estimated cubic splines, the influence of the attitude oscillations could be eliminated. The RFM-based sensor orientation accuracies of the three ZiYuan-3 images reached 0.981 pixels, 0.890 pixels, and 1.093 pixels, which were respectively 42.1%, 48.3%, and 54.8% better than those achieved before the nonlinear bias compensation.
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.
NASA Astrophysics Data System (ADS)
Hamim, Salah Uddin Ahmed
Nanoindentation involves probing a hard diamond tip into a material, where the load and the displacement experienced by the tip is recorded continuously. This load-displacement data is a direct function of material's innate stress-strain behavior. Thus, theoretically it is possible to extract mechanical properties of a material through nanoindentation. However, due to various nonlinearities associated with nanoindentation the process of interpreting load-displacement data into material properties is difficult. Although, simple elastic behavior can be characterized easily, a method to characterize complicated material behavior such as nonlinear viscoelasticity is still lacking. In this study, a nanoindentation-based material characterization technique is developed to characterize soft materials exhibiting nonlinear viscoelasticity. Nanoindentation experiment was modeled in finite element analysis software (ABAQUS), where a nonlinear viscoelastic behavior was incorporated using user-defined subroutine (UMAT). The model parameters were calibrated using a process called inverse analysis. In this study, a surrogate model-based approach was used for the inverse analysis. The different factors affecting the surrogate model performance are analyzed in order to optimize the performance with respect to the computational cost.
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.
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.
Performance of nonlinear mixed effects models in the presence of informative dropout.
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.
NASA Astrophysics Data System (ADS)
Erazo, Kalil; Nagarajaiah, Satish
2017-06-01
In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Parekh, Ankit
Sparsity has become the basis of some important signal processing methods over the last ten years. Many signal processing problems (e.g., denoising, deconvolution, non-linear component analysis) can be expressed as inverse problems. Sparsity is invoked through the formulation of an inverse problem with suitably designed regularization terms. The regularization terms alone encode sparsity into the problem formulation. Often, the ℓ1 norm is used to induce sparsity, so much so that ℓ1 regularization is considered to be `modern least-squares'. The use of ℓ1 norm, as a sparsity-inducing regularizer, leads to a convex optimization problem, which has several benefits: the absence of extraneous local minima, well developed theory of globally convergent algorithms, even for large-scale problems. Convex regularization via the ℓ1 norm, however, tends to under-estimate the non-zero values of sparse signals. In order to estimate the non-zero values more accurately, non-convex regularization is often favored over convex regularization. However, non-convex regularization generally leads to non-convex optimization, which suffers from numerous issues: convergence may be guaranteed to only a stationary point, problem specific parameters may be difficult to set, and the solution is sensitive to the initialization of the algorithm. The first part of this thesis is aimed toward combining the benefits of non-convex regularization and convex optimization to estimate sparse signals more effectively. To this end, we propose to use parameterized non-convex regularizers with designated non-convexity and provide a range for the non-convex parameter so as to ensure that the objective function is strictly convex. By ensuring convexity of the objective function (sum of data-fidelity and non-convex regularizer), we can make use of a wide variety of convex optimization algorithms to obtain the unique global minimum reliably. The second part of this thesis proposes a non-linear signal decomposition technique for an important biomedical signal processing problem: the detection of sleep spindles and K-complexes in human sleep electroencephalography (EEG). We propose a non-linear model for the EEG consisting of three components: (1) a transient (sparse piecewise constant) component, (2) a low-frequency component, and (3) an oscillatory component. The oscillatory component admits a sparse time-frequency representation. Using a convex objective function, we propose a fast non-linear optimization algorithm to estimate the three components in the proposed signal model. The low-frequency and oscillatory components are then used to estimate the K-complexes and sleep spindles respectively. The proposed detection method is shown to outperform several state-of-the-art automated sleep spindles detection methods.
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.
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
Blind identification of nonlinear models with non-Gaussian inputs
NASA Astrophysics Data System (ADS)
Prakriya, Shankar; Pasupathy, Subbarayan; Hatzinakos, Dimitrios
1995-12-01
Some methods are proposed for the blind identification of finite-order discrete-time nonlinear models with non-Gaussian circular inputs. The nonlinear models consist of two finite memory linear time invariant (LTI) filters separated by a zero-memory nonlinearity (ZMNL) of the polynomial type (the LTI-ZMNL-LTI models). The linear subsystems are allowed to be of non-minimum phase (NMP). The methods base their estimates of the impulse responses on slices of the N plus 1th order polyspectra of the output sequence. It is shown that the identification of LTI-ZMNL systems requires only a 1-D moment or polyspectral slice. The coefficients of the ZMNL are not estimated, and need not be known. The order of the nonlinearity can, in theory, be estimated from the received signal. These methods possess several noise and interference suppression characteristics, and have applications in modeling nonlinearly amplified QAM/QPSK signals in digital satellite and microwave communications.
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.
Helgesson, P; Sjöstrand, H
2017-11-01
Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r 1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r 1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r 1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.
NASA Astrophysics Data System (ADS)
Helgesson, P.; Sjöstrand, H.
2017-11-01
Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.
Chen, Rui; Hyrien, Ollivier
2011-01-01
This article deals with quasi- and pseudo-likelihood estimation in a class of continuous-time multi-type Markov branching processes observed at discrete points in time. “Conventional” and conditional estimation are discussed for both approaches. We compare their properties and identify situations where they lead to asymptotically equivalent estimators. Both approaches possess robustness properties, and coincide with maximum likelihood estimation in some cases. Quasi-likelihood functions involving only linear combinations of the data may be unable to estimate all model parameters. Remedial measures exist, including the resort either to non-linear functions of the data or to conditioning the moments on appropriate sigma-algebras. The method of pseudo-likelihood may also resolve this issue. We investigate the properties of these approaches in three examples: the pure birth process, the linear birth-and-death process, and a two-type process that generalizes the previous two examples. Simulations studies are conducted to evaluate performance in finite samples. PMID:21552356
Exact hierarchical clustering in one dimension. [in universe
NASA Technical Reports Server (NTRS)
Williams, B. G.; Heavens, A. F.; Peacock, J. A.; Shandarin, S. F.
1991-01-01
The present adhesion model-based one-dimensional simulations of gravitational clustering have yielded bound-object catalogs applicable in tests of analytical approaches to cosmological structure formation. Attention is given to Press-Schechter (1974) type functions, as well as to their density peak-theory modifications and the two-point correlation function estimated from peak theory. The extent to which individual collapsed-object locations can be predicted by linear theory is significant only for objects of near-characteristic nonlinear mass.
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.
Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.
Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun
2016-05-09
The direction of arrival (DOA) tracking problem based on an angle sensor is an important topic in many fields. In this paper, a nonlinear filter named the feedback M-estimation based robust cubature Kalman filter (FMR-CKF) is proposed to deal with measurement outliers from the angle sensor. The filter designs a new equivalent weight function with the Mahalanobis distance to combine the cubature Kalman filter (CKF) with the M-estimation method. Moreover, by embedding a feedback strategy which consists of a splitting and merging procedure, the proper sub-filter (the standard CKF or the robust CKF) can be chosen in each time index. Hence, the probability of the outliers' misjudgment can be reduced. Numerical experiments show that the FMR-CKF performs better than the CKF and conventional robust filters in terms of accuracy and robustness with good computational efficiency. Additionally, the filter can be extended to the nonlinear applications using other types of sensors.
NASA Astrophysics Data System (ADS)
Sun, Jingliang; Liu, Chunsheng
2018-01-01
In this paper, the problem of intercepting a manoeuvring target within a fixed final time is posed in a non-linear constrained zero-sum differential game framework. The Nash equilibrium solution is found by solving the finite-horizon constrained differential game problem via adaptive dynamic programming technique. Besides, a suitable non-quadratic functional is utilised to encode the control constraints into a differential game problem. The single critic network with constant weights and time-varying activation functions is constructed to approximate the solution of associated time-varying Hamilton-Jacobi-Isaacs equation online. To properly satisfy the terminal constraint, an additional error term is incorporated in a novel weight-updating law such that the terminal constraint error is also minimised over time. By utilising Lyapunov's direct method, the closed-loop differential game system and the estimation weight error of the critic network are proved to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is demonstrated by using a simple non-linear system and a non-linear missile-target interception system, assuming first-order dynamics for the interceptor and target.
A Generic Nonlinear Aerodynamic Model for Aircraft
NASA Technical Reports Server (NTRS)
Grauer, Jared A.; Morelli, Eugene A.
2014-01-01
A generic model of the aerodynamic coefficients was developed using wind tunnel databases for eight different aircraft and multivariate orthogonal functions. For each database and each coefficient, models were determined using polynomials expanded about the state and control variables, and an othgonalization procedure. A predicted squared-error criterion was used to automatically select the model terms. Modeling terms picked in at least half of the analyses, which totalled 45 terms, were retained to form the generic nonlinear aerodynamic (GNA) model. Least squares was then used to estimate the model parameters and associated uncertainty that best fit the GNA model to each database. Nonlinear flight simulations were used to demonstrate that the GNA model produces accurate trim solutions, local behavior (modal frequencies and damping ratios), and global dynamic behavior (91% accurate state histories and 80% accurate aerodynamic coefficient histories) under large-amplitude excitation. This compact aerodynamics model can be used to decrease on-board memory storage requirements, quickly change conceptual aircraft models, provide smooth analytical functions for control and optimization applications, and facilitate real-time parametric system identification.
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.
Nonlinear stability of solar type 3 radio bursts. 1: Theory
NASA Technical Reports Server (NTRS)
Smith, R. A.; Goldstein, M. L.; Papadopoulos, K.
1978-01-01
A theory of the excitation of solar type 3 bursts is presented. Electrons initially unstable to the linear bump-in-tail instability are shown to rapidly amplify Langmuir waves to energy densities characteristic of strong turbulence. The three-dimensional equations which describe the strong coupling (wave-wave) interactions are derived. For parameters characteristic of the interplanetary medium the equations reduce to one dimension. In this case, the oscillating two stream instability (OTSI) is the dominant nonlinear instability, and is stablized through the production of nonlinear ion density fluctuations that efficiently scatter Langmuir waves out of resonance with the electron beam. An analytical model of the electron distribution function is also developed which is used to estimate the total energy losses suffered by the electron beam as it propagates from the solar corona to 1 A.U. and beyond.
Adaptive sensor-fault tolerant control for a class of multivariable uncertain nonlinear systems.
Khebbache, Hicham; Tadjine, Mohamed; Labiod, Salim; Boulkroune, Abdesselem
2015-03-01
This paper deals with the active fault tolerant control (AFTC) problem for a class of multiple-input multiple-output (MIMO) uncertain nonlinear systems subject to sensor faults and external disturbances. The proposed AFTC method can tolerate three additive (bias, drift and loss of accuracy) and one multiplicative (loss of effectiveness) sensor faults. By employing backstepping technique, a novel adaptive backstepping-based AFTC scheme is developed using the fact that sensor faults and system uncertainties (including external disturbances and unexpected nonlinear functions caused by sensor faults) can be on-line estimated and compensated via robust adaptive schemes. The stability analysis of the closed-loop system is rigorously proven using a Lyapunov approach. The effectiveness of the proposed controller is illustrated by two simulation examples. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Waszak, Martin R.; Fung, Jimmy
1998-01-01
This report describes the development of transfer function models for the trailing-edge and upper and lower spoiler actuators of the Benchmark Active Control Technology (BACT) wind tunnel model for application to control system analysis and design. A simple nonlinear least-squares parameter estimation approach is applied to determine transfer function parameters from frequency response data. Unconstrained quasi-Newton minimization of weighted frequency response error was employed to estimate the transfer function parameters. An analysis of the behavior of the actuators over time to assess the effects of wear and aerodynamic load by using the transfer function models is also presented. The frequency responses indicate consistent actuator behavior throughout the wind tunnel test and only slight degradation in effectiveness due to aerodynamic hinge loading. The resulting actuator models have been used in design, analysis, and simulation of controllers for the BACT to successfully suppress flutter over a wide range of conditions.
Noniterative estimation of a nonlinear parameter
NASA Technical Reports Server (NTRS)
Bergstroem, A.
1973-01-01
An algorithm is described which solves the parameters X = (x1,x2,...,xm) and p in an approximation problem Ax nearly equal to y(p), where the parameter p occurs nonlinearly in y. Instead of linearization methods, which require an approximate value of p to be supplied as a priori information, and which may lead to the finding of local minima, the proposed algorithm finds the global minimum by permitting the use of series expansions of arbitrary order, exploiting an a priori knowledge that the addition of a particular function, corresponding to a new column in A, will not improve the goodness of the approximation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hou, Z; Terry, N; Hubbard, S S
2013-02-12
In this study, we evaluate the possibility of monitoring soil moisture variation using tomographic ground penetrating radar travel time data through Bayesian inversion, which is integrated with entropy memory function and pilot point concepts, as well as efficient sampling approaches. It is critical to accurately estimate soil moisture content and variations in vadose zone studies. Many studies have illustrated the promise and value of GPR tomographic data for estimating soil moisture and associated changes, however, challenges still exist in the inversion of GPR tomographic data in a manner that quantifies input and predictive uncertainty, incorporates multiple data types, handles non-uniquenessmore » and nonlinearity, and honors time-lapse tomograms collected in a series. To address these challenges, we develop a minimum relative entropy (MRE)-Bayesian based inverse modeling framework that non-subjectively defines prior probabilities, incorporates information from multiple sources, and quantifies uncertainty. The framework enables us to estimate dielectric permittivity at pilot point locations distributed within the tomogram, as well as the spatial correlation range. In the inversion framework, MRE is first used to derive prior probability distribution functions (pdfs) of dielectric permittivity based on prior information obtained from a straight-ray GPR inversion. The probability distributions are then sampled using a Quasi-Monte Carlo (QMC) approach, and the sample sets provide inputs to a sequential Gaussian simulation (SGSim) algorithm that constructs a highly resolved permittivity/velocity field for evaluation with a curved-ray GPR forward model. The likelihood functions are computed as a function of misfits, and posterior pdfs are constructed using a Gaussian kernel. Inversion of subsequent time-lapse datasets combines the Bayesian estimates from the previous inversion (as a memory function) with new data. The memory function and pilot point design takes advantage of the spatial-temporal correlation of the state variables. We first apply the inversion framework to a static synthetic example and then to a time-lapse GPR tomographic dataset collected during a dynamic experiment conducted at the Hanford Site in Richland, WA. We demonstrate that the MRE-Bayesian inversion enables us to merge various data types, quantify uncertainty, evaluate nonlinear models, and produce more detailed and better resolved estimates than straight-ray based inversion; therefore, it has the potential to improve estimates of inter-wellbore dielectric permittivity and soil moisture content and to monitor their temporal dynamics more accurately.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hou, Zhangshuan; Terry, Neil C.; Hubbard, Susan S.
2013-02-22
In this study, we evaluate the possibility of monitoring soil moisture variation using tomographic ground penetrating radar travel time data through Bayesian inversion, which is integrated with entropy memory function and pilot point concepts, as well as efficient sampling approaches. It is critical to accurately estimate soil moisture content and variations in vadose zone studies. Many studies have illustrated the promise and value of GPR tomographic data for estimating soil moisture and associated changes, however, challenges still exist in the inversion of GPR tomographic data in a manner that quantifies input and predictive uncertainty, incorporates multiple data types, handles non-uniquenessmore » and nonlinearity, and honors time-lapse tomograms collected in a series. To address these challenges, we develop a minimum relative entropy (MRE)-Bayesian based inverse modeling framework that non-subjectively defines prior probabilities, incorporates information from multiple sources, and quantifies uncertainty. The framework enables us to estimate dielectric permittivity at pilot point locations distributed within the tomogram, as well as the spatial correlation range. In the inversion framework, MRE is first used to derive prior probability density functions (pdfs) of dielectric permittivity based on prior information obtained from a straight-ray GPR inversion. The probability distributions are then sampled using a Quasi-Monte Carlo (QMC) approach, and the sample sets provide inputs to a sequential Gaussian simulation (SGSIM) algorithm that constructs a highly resolved permittivity/velocity field for evaluation with a curved-ray GPR forward model. The likelihood functions are computed as a function of misfits, and posterior pdfs are constructed using a Gaussian kernel. Inversion of subsequent time-lapse datasets combines the Bayesian estimates from the previous inversion (as a memory function) with new data. The memory function and pilot point design takes advantage of the spatial-temporal correlation of the state variables. We first apply the inversion framework to a static synthetic example and then to a time-lapse GPR tomographic dataset collected during a dynamic experiment conducted at the Hanford Site in Richland, WA. We demonstrate that the MRE-Bayesian inversion enables us to merge various data types, quantify uncertainty, evaluate nonlinear models, and produce more detailed and better resolved estimates than straight-ray based inversion; therefore, it has the potential to improve estimates of inter-wellbore dielectric permittivity and soil moisture content and to monitor their temporal dynamics more accurately.« less
NASA Astrophysics Data System (ADS)
Bochet, Esther; García-Fayos, Patricio; José Molina, Maria; Moreno de las Heras, Mariano; Espigares, Tíscar; Nicolau, Jose Manuel; Monleon, Vicente
2017-04-01
Theoretical models predict that drylands are particularly prone to suffer critical transitions with abrupt non-linear changes in their structure and functions as a result of the existing complex interactions between climatic fluctuations and human disturbances. However, so far, few studies provide empirical data to validate these models. We aim at determining how holm oak (Quercus ilex) woodlands undergo changes in their functions in response to human disturbance along an aridity gradient (from semi-arid to sub-humid conditions), in eastern Spain. For that purpose, we used (a) remote-sensing estimations of precipitation-use-efficiency (PUE) from enhanced vegetation index (EVI) observations performed in 231x231 m plots of the Moderate Resolution Imaging Spectroradiometer (MODIS); (b) biological and chemical soil parameter determinations (extracellular soil enzyme activity, soil respiration, nutrient cycling processes) from soil sampled in the same plots; (c) vegetation parameter determinations (ratio of functional groups) from vegetation surveys performed in the same plots. We analyzed and compared the shape of the functional change (in terms of PUE and soil and vegetation parameters) in response to human disturbance intensity for our holm oak sites along the aridity gradient. Overall, our results evidenced important differences in the shape of the functional change in response to human disturbance between climatic conditions. Semi-arid areas experienced a more accelerated non-linear decrease with an increasing disturbance intensity than sub-humid ones. The proportion of functional groups (herbaceous vs. woody cover) played a relevant role in the shape of the functional response of the holm oak sites to human disturbance.
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.
Composite Intelligent Learning Control of Strict-Feedback Systems With Disturbance.
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.
NASA Technical Reports Server (NTRS)
Murphy, K. A.
1988-01-01
A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.
NASA Technical Reports Server (NTRS)
Murphy, K. A.
1990-01-01
A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.
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.
Albanito, Fabrizio; Lebender, Ulrike; Cornulier, Thomas; Sapkota, Tek B; Brentrup, Frank; Stirling, Clare; Hillier, Jon
2017-03-10
There has been much debate about the uncertainties associated with the estimation of direct and indirect agricultural nitrous oxide (N 2 O) emissions in developing countries and in particular from tropical regions. In this study, we report an up-to-date review of the information published in peer-review journals on direct N 2 O emissions from agricultural systems in tropical and sub-tropical regions. We statistically analyze net-N 2 O-N emissions to estimate tropic-specific annual N 2 O emission factors (N 2 O-EFs) using a Generalized Additive Mixed Model (GAMM) which allowed the effects of multiple covariates to be modelled as linear or smooth non-linear continuous functions. Overall the mean N 2 O-EF was 1.2% for the tropics and sub-tropics, thus within the uncertainty range of IPCC-EF. On a regional basis, mean N 2 O-EFs were 1.4% for Africa, 1.1%, for Asia, 0.9% for Australia and 1.3% for Central &South America. Our annual N 2 O-EFs, estimated for a range of fertiliser rates using the available data, do not support recent studies hypothesising non-linear increase N 2 O-EFs as a function of applied N. Our findings highlight that in reporting annual N 2 O emissions and estimating N 2 O-EFs, particular attention should be paid in modelling the effect of study length on response of N 2 O.
Albanito, Fabrizio; Lebender, Ulrike; Cornulier, Thomas; Sapkota, Tek B.; Brentrup, Frank; Stirling, Clare; Hillier, Jon
2017-01-01
There has been much debate about the uncertainties associated with the estimation of direct and indirect agricultural nitrous oxide (N2O) emissions in developing countries and in particular from tropical regions. In this study, we report an up-to-date review of the information published in peer-review journals on direct N2O emissions from agricultural systems in tropical and sub-tropical regions. We statistically analyze net-N2O-N emissions to estimate tropic-specific annual N2O emission factors (N2O-EFs) using a Generalized Additive Mixed Model (GAMM) which allowed the effects of multiple covariates to be modelled as linear or smooth non-linear continuous functions. Overall the mean N2O-EF was 1.2% for the tropics and sub-tropics, thus within the uncertainty range of IPCC-EF. On a regional basis, mean N2O-EFs were 1.4% for Africa, 1.1%, for Asia, 0.9% for Australia and 1.3% for Central & South America. Our annual N2O-EFs, estimated for a range of fertiliser rates using the available data, do not support recent studies hypothesising non-linear increase N2O-EFs as a function of applied N. Our findings highlight that in reporting annual N2O emissions and estimating N2O-EFs, particular attention should be paid in modelling the effect of study length on response of N2O. PMID:28281637
NASA Astrophysics Data System (ADS)
Albanito, Fabrizio; Lebender, Ulrike; Cornulier, Thomas; Sapkota, Tek B.; Brentrup, Frank; Stirling, Clare; Hillier, Jon
2017-03-01
There has been much debate about the uncertainties associated with the estimation of direct and indirect agricultural nitrous oxide (N2O) emissions in developing countries and in particular from tropical regions. In this study, we report an up-to-date review of the information published in peer-review journals on direct N2O emissions from agricultural systems in tropical and sub-tropical regions. We statistically analyze net-N2O-N emissions to estimate tropic-specific annual N2O emission factors (N2O-EFs) using a Generalized Additive Mixed Model (GAMM) which allowed the effects of multiple covariates to be modelled as linear or smooth non-linear continuous functions. Overall the mean N2O-EF was 1.2% for the tropics and sub-tropics, thus within the uncertainty range of IPCC-EF. On a regional basis, mean N2O-EFs were 1.4% for Africa, 1.1%, for Asia, 0.9% for Australia and 1.3% for Central & South America. Our annual N2O-EFs, estimated for a range of fertiliser rates using the available data, do not support recent studies hypothesising non-linear increase N2O-EFs as a function of applied N. Our findings highlight that in reporting annual N2O emissions and estimating N2O-EFs, particular attention should be paid in modelling the effect of study length on response of N2O.
Depth Of Modulation And Spot Size Selection In Bar-Code Laser Scanners
NASA Astrophysics Data System (ADS)
Barkan, Eric; Swartz, Jerome
1982-04-01
Many optical and electronic considerations enter into the selection of optical spot size in flying spot laser scanners of the type used in modern industrial and commerical environments. These include: the scale of the symbols to be read, optical background noise present in the symbol substrate, and factors relating to the characteristics of the signal processor. Many 'front ends' consist of a linear signal conditioner followed by nonlinear conditioning and digitizing circuitry. Although the nonlinear portions of the circuit can be difficult to characterize mathematically, it is frequently possible to at least give a minimum depth of modulation measure to yield a worst-case guarantee of adequate performance with respect to digitization accuracy. Depth of modulation actually delivered to the nonlinear circuitry will depend on scale, contrast, and noise content of the scanned symbol, as well as the characteristics of the linear conditioning circuitry (eg. transfer function and electronic noise). Time and frequency domain techniques are applied in order to estimate the effects of these factors in selecting a spot size for a given system environment. Results obtained include estimates of the effects of the linear front end transfer function on effective spot size and asymmetries which can affect digitization accuracy. Plots of convolution-computed modulation patterns and other important system properties are presented. Considerations are limited primarily to Gaussian spot profiles but also apply to more general cases. Attention is paid to realistic symbol models and to implications with respect to printing tolerances.
Culpepper, Steven Andrew
2016-06-01
Standardized tests are frequently used for selection decisions, and the validation of test scores remains an important area of research. This paper builds upon prior literature about the effect of nonlinearity and heteroscedasticity on the accuracy of standard formulas for correcting correlations in restricted samples. Existing formulas for direct range restriction require three assumptions: (1) the criterion variable is missing at random; (2) a linear relationship between independent and dependent variables; and (3) constant error variance or homoscedasticity. The results in this paper demonstrate that the standard approach for correcting restricted correlations is severely biased in cases of extreme monotone quadratic nonlinearity and heteroscedasticity. This paper offers at least three significant contributions to the existing literature. First, a method from the econometrics literature is adapted to provide more accurate estimates of unrestricted correlations. Second, derivations establish bounds on the degree of bias attributed to quadratic functions under the assumption of a monotonic relationship between test scores and criterion measurements. New results are presented on the bias associated with using the standard range restriction correction formula, and the results show that the standard correction formula yields estimates of unrestricted correlations that deviate by as much as 0.2 for high to moderate selectivity. Third, Monte Carlo simulation results demonstrate that the new procedure for correcting restricted correlations provides more accurate estimates in the presence of quadratic and heteroscedastic test score and criterion relationships.
Output feedback control of a quadrotor UAV using neural networks.
Dierks, Travis; Jagannathan, Sarangapani
2010-01-01
In this paper, a new nonlinear controller for a quadrotor unmanned aerial vehicle (UAV) is proposed using neural networks (NNs) and output feedback. The assumption on the availability of UAV dynamics is not always practical, especially in an outdoor environment. Therefore, in this work, an NN is introduced to learn the complete dynamics of the UAV online, including uncertain nonlinear terms like aerodynamic friction and blade flapping. Although a quadrotor UAV is underactuated, a novel NN virtual control input scheme is proposed which allows all six degrees of freedom (DOF) of the UAV to be controlled using only four control inputs. Furthermore, an NN observer is introduced to estimate the translational and angular velocities of the UAV, and an output feedback control law is developed in which only the position and the attitude of the UAV are considered measurable. It is shown using Lyapunov theory that the position, orientation, and velocity tracking errors, the virtual control and observer estimation errors, and the NN weight estimation errors for each NN are all semiglobally uniformly ultimately bounded (SGUUB) in the presence of bounded disturbances and NN functional reconstruction errors while simultaneously relaxing the separation principle. The effectiveness of proposed output feedback control scheme is then demonstrated in the presence of unknown nonlinear dynamics and disturbances, and simulation results are included to demonstrate the theoretical conjecture.
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.
Stability of Nonlinear Systems with Unknown Time-varying Feedback Delay
NASA Astrophysics Data System (ADS)
Chunodkar, Apurva A.; Akella, Maruthi R.
2013-12-01
This paper considers the problem of stabilizing a class of nonlinear systems with unknown bounded delayed feedback wherein the time-varying delay is 1) piecewise constant 2) continuous with a bounded rate. We also consider application of these results to the stabilization of rigid-body attitude dynamics. In the first case, the time-delay in feedback is modeled specifically as a switch among an arbitrarily large set of unknown constant values with a known strict upper bound. The feedback is a linear function of the delayed states. In the case of linear systems with switched delay feedback, a new sufficiency condition for average dwell time result is presented using a complete type Lyapunov-Krasovskii (L-K) functional approach. Further, the corresponding switched system with nonlinear perturbations is proven to be exponentially stable inside a well characterized region of attraction for an appropriately chosen average dwell time. In the second case, the concept of the complete type L-K functional is extended to a class of nonlinear time-delay systems with unknown time-varying time-delay. This extension ensures stability robustness to time-delay in the control design for all values of time-delay less than the known upper bound. Model-transformation is used in order to partition the nonlinear system into a nominal linear part that is exponentially stable with a bounded perturbation. We obtain sufficient conditions which ensure exponential stability inside a region of attraction estimate. A constructive method to evaluate the sufficient conditions is presented together with comparison with the corresponding constant and piecewise constant delay. Numerical simulations are performed to illustrate the theoretical results of this paper.
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.
NASA Astrophysics Data System (ADS)
Saupe, Florian; Knoblach, Andreas
2015-02-01
Two different approaches for the determination of frequency response functions (FRFs) are used for the non-parametric closed loop identification of a flexible joint industrial manipulator with serial kinematics. The two applied experiment designs are based on low power multisine and high power chirp excitations. The main challenge is to eliminate disturbances of the FRF estimates caused by the numerous nonlinearities of the robot. For the experiment design based on chirp excitations, a simple iterative procedure is proposed which allows exploiting the good crest factor of chirp signals in a closed loop setup. An interesting synergy of the two approaches, beyond validation purposes, is pointed out.
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.
State-Dependent Pseudo-Linear Filter for Spacecraft Attitude and Rate Estimation
NASA Technical Reports Server (NTRS)
Bar-Itzhack, Itzhack Y.; Harman, Richard R.
2001-01-01
This paper presents the development and performance of a special algorithm for estimating the attitude and angular rate of a spacecraft. The algorithm is a pseudo-linear Kalman filter, which is an ordinary linear Kalman filter that operates on a linear model whose matrices are current state estimate dependent. The nonlinear rotational dynamics equation of the spacecraft is presented in the state space as a state-dependent linear system. Two types of measurements are considered. One type is a measurement of the quaternion of rotation, which is obtained from a newly introduced star tracker based apparatus. The other type of measurement is that of vectors, which permits the use of a variety of vector measuring sensors like sun sensors and magnetometers. While quaternion measurements are related linearly to the state vector, vector measurements constitute a nonlinear function of the state vector. Therefore, in this paper, a state-dependent linear measurement equation is developed for the vector measurement case. The state-dependent pseudo linear filter is applied to simulated spacecraft rotations and adequate estimates of the spacecraft attitude and rate are obtained for the case of quaternion measurements as well as of vector measurements.
MEG and fMRI Fusion for Non-Linear Estimation of Neural and BOLD Signal Changes
Plis, Sergey M.; Calhoun, Vince D.; Weisend, Michael P.; Eichele, Tom; Lane, Terran
2010-01-01
The combined analysis of magnetoencephalography (MEG)/electroencephalography and functional magnetic resonance imaging (fMRI) measurements can lead to improvement in the description of the dynamical and spatial properties of brain activity. In this paper we empirically demonstrate this improvement using simulated and recorded task related MEG and fMRI activity. Neural activity estimates were derived using a dynamic Bayesian network with continuous real valued parameters by means of a sequential Monte Carlo technique. In synthetic data, we show that MEG and fMRI fusion improves estimation of the indirectly observed neural activity and smooths tracking of the blood oxygenation level dependent (BOLD) response. In recordings of task related neural activity the combination of MEG and fMRI produces a result with greater signal-to-noise ratio, that confirms the expectation arising from the nature of the experiment. The highly non-linear model of the BOLD response poses a difficult inference problem for neural activity estimation; computational requirements are also high due to the time and space complexity. We show that joint analysis of the data improves the system's behavior by stabilizing the differential equations system and by requiring fewer computational resources. PMID:21120141
NASA Astrophysics Data System (ADS)
Kasaragod, Deepa; Sugiyama, Satoshi; Ikuno, Yasushi; Alonso-Caneiro, David; Yamanari, Masahiro; Fukuda, Shinichi; Oshika, Tetsuro; Hong, Young-Joo; Li, En; Makita, Shuichi; Miura, Masahiro; Yasuno, Yoshiaki
2016-03-01
Polarization sensitive optical coherence tomography (PS-OCT) is a functional extension of OCT that contrasts the polarization properties of tissues. It has been applied to ophthalmology, cardiology, etc. Proper quantitative imaging is required for a widespread clinical utility. However, the conventional method of averaging to improve the signal to noise ratio (SNR) and the contrast of the phase retardation (or birefringence) images introduce a noise bias offset from the true value. This bias reduces the effectiveness of birefringence contrast for a quantitative study. Although coherent averaging of Jones matrix tomography has been widely utilized and has improved the image quality, the fundamental limitation of nonlinear dependency of phase retardation and birefringence to the SNR was not overcome. So the birefringence obtained by PS-OCT was still not accurate for a quantitative imaging. The nonlinear effect of SNR to phase retardation and birefringence measurement was previously formulated in detail for a Jones matrix OCT (JM-OCT) [1]. Based on this, we had developed a maximum a-posteriori (MAP) estimator and quantitative birefringence imaging was demonstrated [2]. However, this first version of estimator had a theoretical shortcoming. It did not take into account the stochastic nature of SNR of OCT signal. In this paper, we present an improved version of the MAP estimator which takes into account the stochastic property of SNR. This estimator uses a probability distribution function (PDF) of true local retardation, which is proportional to birefringence, under a specific set of measurements of the birefringence and SNR. The PDF was pre-computed by a Monte-Carlo (MC) simulation based on the mathematical model of JM-OCT before the measurement. A comparison between this new MAP estimator, our previous MAP estimator [2], and the standard mean estimator is presented. The comparisons are performed both by numerical simulation and in vivo measurements of anterior and posterior eye segment as well as in skin imaging. The new estimator shows superior performance and also shows clearer image contrast.
Discrete-time state estimation for stochastic polynomial systems over polynomial observations
NASA Astrophysics Data System (ADS)
Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.
2018-07-01
This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.
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.
Association between pulmonary function and renal function: findings from China and Australia.
Yu, Dahai; Chen, Tao; Cai, Yamei; Zhao, Zhanzheng; Simmons, David
2017-05-01
The relationship between obstructive lung function and impaired renal function is unclear. This study investigated the dose-response relationship between obstructive lung function and impaired renal function. Two independent cross-sectional studies with representative sampling were applied. 1454 adults from rural Victoria, Australia (1298 with normal renal function, 156 with impaired renal function) and 5824 adults from Nanjing, China (4313 with normal renal function, 1511 with impaired renal function). Pulmonary function measurements included forced expiratory volume in one second (FEV1) and forced vital capacity (FVC). Estimated glomerular filtration rate (eGFR), and impaired renal function marked by eGFR <60 mL/min/1.73m 2 were used as outcome. eGFR increased linearly with FEV1 in Chinese participants and with FVC in Australians. A non-linear relationship with peaked eGFR was found for FEV1 at 2.65 L among Australians and for FVC at 2.78 L among Chinese participants, respectively. A non-linear relationship with peaked eGFR was found for the predicted percentage value of forced expiratory volume in 1 s (PFEV1) at 81-82% and for the predicted percentage value of forced vital capacity (PFVC) at 83-84% among both Chinese and Australian participants, respectively. The non-linear dose-response relationships between lung capacity measurements (both for FEV1 and FVC) and risk of impaired renal function were consistently identified in both Chinese and Australian participants. An increased risk of impaired renal function was found below 3.05 L both for FEV1 and FVC, respectively. The non-linear relationship between PFEV and PVC and the risk of impaired renal function were consistently identified in both Chinese and Australian participants. An increased risk of impaired renal function was found below 76-77% for PFEV1 and 79-80% for PFVC, respectively. In both Australian and Chinese populations, the risk of impaired renal function increased both with FEV1 and FVC below 3.05 L, with PFEV1 below 76-77% or with PFVC below 79-80%, respectively. Obstructive lung function was associated with increased risk of reduced renal function. The screen for impaired renal function in patients with obstructive lung disease might be useful to ensure there was no impaired renal function before the commencement of potentially nephrotoxic medication where indicated (eg diuretics).
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.
Identification of boiler inlet transfer functions and estimation of system parameters
NASA Technical Reports Server (NTRS)
Miles, J. H.
1972-01-01
An iterative computer method is described for identifying boiler transfer functions using frequency response data. An objective penalized performance measure and a nonlinear minimization technique are used to cause the locus of points generated by a transfer function to resemble the locus of points obtained from frequency response measurements. Different transfer functions can be tried until a satisfactory empirical transfer function of the system is found. To illustrate the method, some examples and some results from a study of a set of data consisting of measurements of the inlet impedance of a single tube forced flow boiler with inserts are given.
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.
Estimation and Control of Nonlinear and Hybrid Systems with Applications to Air-to-Air Guidance
1989-03-31
systems. flexible structures [13], and last but not least Hence, some conditions for detariniing the macroeconomic models (5]. stability of hybrid...equation being defined almost everywhere, the propagation of the characteristic function is introduced. Denote the characteristic function of Pa as Oa (v,w...initial condition is ( Da (v,w;Ox,zo;O)=ejvxoejwzo and the auxilary conditions correspond to (13), i.e., 0a(O,O;TlxO,zO;O)=. Similar to the case for the
Fu, Xiao-Ning; Wang, Jie; Yang, Lin
2013-01-01
It is a typical passive ranging technology that estimation of distance of an object is based on transmission characteristic of infrared radiation, it is also a hotspot in electro-optic countermeasures. Because of avoiding transmitting energy in the detection, this ranging technology will significantly enhance the penetration capability and infrared conceal capability of the missiles or unmanned aerial vehicles. With the current situation in existing passive ranging system, for overcoming the shortage in ranging an oncoming target object with small temperature difference from background, an improved distance estimation scheme was proposed. This article begins with introducing the concept of signal transfer function, makes clear the working curve of current algorithm, and points out that the estimated distance is not unique due to inherent nonlinearity of the working curve. A new distance calculation algorithm was obtained through nonlinear correction technique. It is a ranging formula by using sensing information at 3-5 and 8-12 microm combined with background temperature and field meteorological conditions. The authors' study has shown that the ranging error could be mainly kept around the level of 10% under the condition of the target and background apparent temperature difference equal to +/- 5 K, and the error in estimating background temperature is no more than +/- 15 K.
Estimation of Image Sensor Fill Factor Using a Single Arbitrary Image
Wen, Wei; Khatibi, Siamak
2017-01-01
Achieving a high fill factor is a bottleneck problem for capturing high-quality images. There are hardware and software solutions to overcome this problem. In the solutions, the fill factor is known. However, this is an industrial secrecy by most image sensor manufacturers due to its direct effect on the assessment of the sensor quality. In this paper, we propose a method to estimate the fill factor of a camera sensor from an arbitrary single image. The virtual response function of the imaging process and sensor irradiance are estimated from the generation of virtual images. Then the global intensity values of the virtual images are obtained, which are the result of fusing the virtual images into a single, high dynamic range radiance map. A non-linear function is inferred from the original and global intensity values of the virtual images. The fill factor is estimated by the conditional minimum of the inferred function. The method is verified using images of two datasets. The results show that our method estimates the fill factor correctly with significant stability and accuracy from one single arbitrary image according to the low standard deviation of the estimated fill factors from each of images and for each camera. PMID:28335459
Simple robust control laws for robot manipulators. Part 2: Adaptive case
NASA Technical Reports Server (NTRS)
Bayard, D. S.; Wen, J. T.
1987-01-01
A new class of asymptotically stable adaptive control laws is introduced for application to the robotic manipulator. Unlike most applications of adaptive control theory to robotic manipulators, this analysis addresses the nonlinear dynamics directly without approximation, linearization, or ad hoc assumptions, and utilizes a parameterization based on physical (time-invariant) quantities. This approach is made possible by using energy-like Lyapunov functions which retain the nonlinear character and structure of the dynamics, rather than simple quadratic forms which are ubiquitous to the adaptive control literature, and which have bound the theory tightly to linear systems with unknown parameters. It is a unique feature of these results that the adaptive forms arise by straightforward certainty equivalence adaptation of their nonadaptive counterparts found in the companion to this paper (i.e., by replacing unknown quantities by their estimates) and that this simple approach leads to asymptotically stable closed-loop adaptive systems. Furthermore, it is emphasized that this approach does not require convergence of the parameter estimates (i.e., via persistent excitation), invertibility of the mass matrix estimate, or measurement of the joint accelerations.
Uncertainty importance analysis using parametric moment ratio functions.
Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen
2014-02-01
This article presents a new importance analysis framework, called parametric moment ratio function, for measuring the reduction of model output uncertainty when the distribution parameters of inputs are changed, and the emphasis is put on the mean and variance ratio functions with respect to the variances of model inputs. The proposed concepts efficiently guide the analyst to achieve a targeted reduction on the model output mean and variance by operating on the variances of model inputs. The unbiased and progressive unbiased Monte Carlo estimators are also derived for the parametric mean and variance ratio functions, respectively. Only a set of samples is needed for implementing the proposed importance analysis by the proposed estimators, thus the computational cost is free of input dimensionality. An analytical test example with highly nonlinear behavior is introduced for illustrating the engineering significance of the proposed importance analysis technique and verifying the efficiency and convergence of the derived Monte Carlo estimators. Finally, the moment ratio function is applied to a planar 10-bar structure for achieving a targeted 50% reduction of the model output variance. © 2013 Society for Risk Analysis.
A differentiable reformulation for E-optimal design of experiments in nonlinear dynamic biosystems.
Telen, Dries; Van Riet, Nick; Logist, Flip; Van Impe, Jan
2015-06-01
Informative experiments are highly valuable for estimating parameters in nonlinear dynamic bioprocesses. Techniques for optimal experiment design ensure the systematic design of such informative experiments. The E-criterion which can be used as objective function in optimal experiment design requires the maximization of the smallest eigenvalue of the Fisher information matrix. However, one problem with the minimal eigenvalue function is that it can be nondifferentiable. In addition, no closed form expression exists for the computation of eigenvalues of a matrix larger than a 4 by 4 one. As eigenvalues are normally computed with iterative methods, state-of-the-art optimal control solvers are not able to exploit automatic differentiation to compute the derivatives with respect to the decision variables. In the current paper a reformulation strategy from the field of convex optimization is suggested to circumvent these difficulties. This reformulation requires the inclusion of a matrix inequality constraint involving positive semidefiniteness. In this paper, this positive semidefiniteness constraint is imposed via Sylverster's criterion. As a result the maximization of the minimum eigenvalue function can be formulated in standard optimal control solvers through the addition of nonlinear constraints. The presented methodology is successfully illustrated with a case study from the field of predictive microbiology. Copyright © 2015. Published by Elsevier Inc.
Romo-Muñoz, Rodrigo Alejandro; Cabas-Monje, Juan Hernán; Garrido-Henrríquez, Héctor Manuel
2017-01-01
In relatively unknown products, consumers use prices as a quality reference. Under such circumstances, the utility function can be non-negative for a specific price range and generate an inverted U-shaped function. The extra virgin olive oil market in Chile is a good example. Although domestic production and consumption have increased significantly in the last few years, consumer knowledge of this product is still limited. The objective of this study was to analyze Chilean consumer preferences and willingness to pay for extra virgin olive oil attributes. Consumers were segmented taking into account purchasing frequency. A Random Parameter Logit model was estimated for preference heterogeneity. Results indicate that the utility function is nonlinear allowing us to differentiate between two regimes. In the first regime, olive oil behaves as a conspicuous good, that is, higher utility is assigned to higher prices and consumers prefer foreign products in smaller containers. Under the second regime, Chilean olive oil in larger containers is preferred. PMID:28892516
Romo-Muñoz, Rodrigo Alejandro; Cabas-Monje, Juan Hernán; Garrido-Henrríquez, Héctor Manuel; Gil, José María
2017-01-01
In relatively unknown products, consumers use prices as a quality reference. Under such circumstances, the utility function can be non-negative for a specific price range and generate an inverted U-shaped function. The extra virgin olive oil market in Chile is a good example. Although domestic production and consumption have increased significantly in the last few years, consumer knowledge of this product is still limited. The objective of this study was to analyze Chilean consumer preferences and willingness to pay for extra virgin olive oil attributes. Consumers were segmented taking into account purchasing frequency. A Random Parameter Logit model was estimated for preference heterogeneity. Results indicate that the utility function is nonlinear allowing us to differentiate between two regimes. In the first regime, olive oil behaves as a conspicuous good, that is, higher utility is assigned to higher prices and consumers prefer foreign products in smaller containers. Under the second regime, Chilean olive oil in larger containers is preferred.
Linear functional minimization for inverse modeling
Barajas-Solano, David A.; Wohlberg, Brendt Egon; Vesselinov, Velimir Valentinov; ...
2015-06-01
In this paper, we present a novel inverse modeling strategy to estimate spatially distributed parameters of nonlinear models. The maximum a posteriori (MAP) estimators of these parameters are based on a likelihood functional, which contains spatially discrete measurements of the system parameters and spatiotemporally discrete measurements of the transient system states. The piecewise continuity prior for the parameters is expressed via Total Variation (TV) regularization. The MAP estimator is computed by minimizing a nonquadratic objective equipped with the TV operator. We apply this inversion algorithm to estimate hydraulic conductivity of a synthetic confined aquifer from measurements of conductivity and hydraulicmore » head. The synthetic conductivity field is composed of a low-conductivity heterogeneous intrusion into a high-conductivity heterogeneous medium. Our algorithm accurately reconstructs the location, orientation, and extent of the intrusion from the steady-state data only. Finally, addition of transient measurements of hydraulic head improves the parameter estimation, accurately reconstructing the conductivity field in the vicinity of observation locations.« less
Tire Force Estimation using a Proportional Integral Observer
NASA Astrophysics Data System (ADS)
Farhat, Ahmad; Koenig, Damien; Hernandez-Alcantara, Diana; Morales-Menendez, Ruben
2017-01-01
This paper addresses a method for detecting critical stability situations in the lateral vehicle dynamics by estimating the non-linear part of the tire forces. These forces indicate the road holding performance of the vehicle. The estimation method is based on a robust fault detection and estimation approach which minimize the disturbance and uncertainties to residual sensitivity. It consists in the design of a Proportional Integral Observer (PIO), while minimizing the well known H ∞ norm for the worst case uncertainties and disturbance attenuation, and combining a transient response specification. This multi-objective problem is formulated as a Linear Matrix Inequalities (LMI) feasibility problem where a cost function subject to LMI constraints is minimized. This approach is employed to generate a set of switched robust observers for uncertain switched systems, where the convergence of the observer is ensured using a Multiple Lyapunov Function (MLF). Whilst the forces to be estimated can not be physically measured, a simulation scenario with CarSimTM is presented to illustrate the developed method.
Ultrasound coefficient of nonlinearity imaging.
van Sloun, Ruud; Demi, Libertario; Shan, Caifeng; Mischi, Massimo
2015-07-01
Imaging the acoustical coefficient of nonlinearity, β, is of interest in several healthcare interventional applications. It is an important feature that can be used for discriminating tissues. In this paper, we propose a nonlinearity characterization method with the goal of locally estimating the coefficient of nonlinearity. The proposed method is based on a 1-D solution of the nonlinear lossy Westerfelt equation, thereby deriving a local relation between β and the pressure wave field. Based on several assumptions, a β imaging method is then presented that is based on the ratio between the harmonic and fundamental fields, thereby reducing the effect of spatial amplitude variations of the speckle pattern. By testing the method on simulated ultrasound pressure fields and an in vitro B-mode ultrasound acquisition, we show that the designed algorithm is able to estimate the coefficient of nonlinearity, and that the tissue types of interest are well discriminable. The proposed imaging method provides a new approach to β estimation, not requiring a special measurement setup or transducer, that seems particularly promising for in vivo imaging.
Fabian C.C. Uzoh; Martin W. Ritchie
1996-01-01
The equations presented predict crown area for 13 species of trees and shrubs which may be found growing in competition with commercial conifers during early stages of stand development. The equations express crown area as a function of basal area and height. Parameters were estimated for each species individually using weighted nonlinear least square regression.
Yang, Qinmin; Jagannathan, Sarangapani
2012-04-01
In this paper, reinforcement learning state- and output-feedback-based adaptive critic controller designs are proposed by using the online approximators (OLAs) for a general multi-input and multioutput affine unknown nonlinear discretetime systems in the presence of bounded disturbances. The proposed controller design has two entities, an action network that is designed to produce optimal signal and a critic network that evaluates the performance of the action network. The critic estimates the cost-to-go function which is tuned online using recursive equations derived from heuristic dynamic programming. Here, neural networks (NNs) are used both for the action and critic whereas any OLAs, such as radial basis functions, splines, fuzzy logic, etc., can be utilized. For the output-feedback counterpart, an additional NN is designated as the observer to estimate the unavailable system states, and thus, separation principle is not required. The NN weight tuning laws for the controller schemes are also derived while ensuring uniform ultimate boundedness of the closed-loop system using Lyapunov theory. Finally, the effectiveness of the two controllers is tested in simulation on a pendulum balancing system and a two-link robotic arm system.
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…
Identification of Piecewise Linear Uniform Motion Blur
NASA Astrophysics Data System (ADS)
Patanukhom, Karn; Nishihara, Akinori
A motion blur identification scheme is proposed for nonlinear uniform motion blurs approximated by piecewise linear models which consist of more than one linear motion component. The proposed scheme includes three modules that are a motion direction estimator, a motion length estimator and a motion combination selector. In order to identify the motion directions, the proposed scheme is based on a trial restoration by using directional forward ramp motion blurs along different directions and an analysis of directional information via frequency domain by using a Radon transform. Autocorrelation functions of image derivatives along several directions are employed for estimation of the motion lengths. A proper motion combination is identified by analyzing local autocorrelation functions of non-flat component of trial restored results. Experimental examples of simulated and real world blurred images are given to demonstrate a promising performance of the proposed scheme.
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.
A data-driven approach for modeling post-fire debris-flow volumes and their uncertainty
Friedel, Michael J.
2011-01-01
This study demonstrates the novel application of genetic programming to evolve nonlinear post-fire debris-flow volume equations from variables associated with a data-driven conceptual model of the western United States. The search space is constrained using a multi-component objective function that simultaneously minimizes root-mean squared and unit errors for the evolution of fittest equations. An optimization technique is then used to estimate the limits of nonlinear prediction uncertainty associated with the debris-flow equations. In contrast to a published multiple linear regression three-variable equation, linking basin area with slopes greater or equal to 30 percent, burn severity characterized as area burned moderate plus high, and total storm rainfall, the data-driven approach discovers many nonlinear and several dimensionally consistent equations that are unbiased and have less prediction uncertainty. Of the nonlinear equations, the best performance (lowest prediction uncertainty) is achieved when using three variables: average basin slope, total burned area, and total storm rainfall. Further reduction in uncertainty is possible for the nonlinear equations when dimensional consistency is not a priority and by subsequently applying a gradient solver to the fittest solutions. The data-driven modeling approach can be applied to nonlinear multivariate problems in all fields of study.
Stable boundary conditions and difference schemes for Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Dutt, P.
1985-01-01
The Navier-Stokes equations can be viewed as an incompletely elliptic perturbation of the Euler equations. By using the entropy function for the Euler equations as a measure of energy for the Navier-Stokes equations, it was possible to obtain nonlinear energy estimates for the mixed initial boundary value problem. These estimates are used to derive boundary conditions which guarantee L2 boundedness even when the Reynolds number tends to infinity. Finally, a new difference scheme for modelling the Navier-Stokes equations in multidimensions for which it is possible to obtain discrete energy estimates exactly analogous to those we obtained for the differential equation was proposed.
Numerical scheme approximating solution and parameters in a beam equation
NASA Astrophysics Data System (ADS)
Ferdinand, Robert R.
2003-12-01
We present a mathematical model which describes vibration in a metallic beam about its equilibrium position. This model takes the form of a nonlinear second-order (in time) and fourth-order (in space) partial differential equation with boundary and initial conditions. A finite-element Galerkin approximation scheme is used to estimate model solution. Infinite-dimensional model parameters are then estimated numerically using an inverse method procedure which involves the minimization of a least-squares cost functional. Numerical results are presented and future work to be done is discussed.
Efficient, nonlinear phase estimation with the nonmodulated pyramid wavefront sensor.
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.
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.
NASA Astrophysics Data System (ADS)
Yu, Haitao; Liu, Jing; Cai, Lihui; Wang, Jiang; Cao, Yibin; Hao, Chongqing
2017-02-01
Electroencephalogram (EEG) signal evoked by acupuncture stimulation at "Zusanli" acupoint is analyzed to investigate the modulatory effect of manual acupuncture on the functional brain activity. Power spectral density of EEG signal is first calculated based on the autoregressive Burg method. It is shown that the EEG power is significantly increased during and after acupuncture in delta and theta bands, but decreased in alpha band. Furthermore, synchronization likelihood is used to estimate the nonlinear correlation between each pairwise EEG signals. By applying a threshold to resulting synchronization matrices, functional networks for each band are reconstructed and further quantitatively analyzed to study the impact of acupuncture on network structure. Graph theoretical analysis demonstrates that the functional connectivity of the brain undergoes obvious change under different conditions: pre-acupuncture, acupuncture, and post-acupuncture. The minimum path length is largely decreased and the clustering coefficient keeps increasing during and after acupuncture in delta and theta bands. It is indicated that acupuncture can significantly modulate the functional activity of the brain, and facilitate the information transmission within different brain areas. The obtained results may facilitate our understanding of the long-lasting effect of acupuncture on the brain function.
Optimizing Synchronization Stability of the Kuramoto Model in Complex Networks and Power Grids
NASA Astrophysics Data System (ADS)
Li, Bo; Wong, K. Y. Michael
Maintaining the stability of synchronization state is crucial for the functioning of many natural and artificial systems. For the Kuramoto model on general weighted networks, the synchronization stability, measured by the dominant Lyapunov exponent at the steady state, is shown to have intricate and nonlinear dependence on the network topology and the dynamical parameters. Specifically, the dominant Lyapunov exponent corresponds to the algebraic connectivity of a meta-graph whose edge weight depends nonlinearly on the steady states. In this study, we utilize the cut-set space (DC) approximation to estimate the nonlinear steady state and simplify the calculation of the stability measure, based on which we further derive efficient algorithms to optimize the synchronization stability. The properties of the optimized networks and application in power grid stability are also discussed. This work is supported by a Grant from the Research Grant Council of Hong Kong (Grant Numbers 605813 and 16322616).
Liu, Chongxin; Liu, Hang
2017-01-01
This paper presents a continuous composite control scheme to achieve fixed-time stabilization for nonlinear systems with mismatched disturbances. The composite controller is constructed in two steps: First, uniformly finite time exact disturbance observers are proposed to estimate and compensate the disturbances. Then, based on adding a power integrator technique and fixed-time stability theory, continuous fixed-time stable state feedback controller and Lyapunov functions are constructed to achieve global fixed-time system stabilization. The proposed control method extends the existing fixed-time stable control results to high order nonlinear systems with mismatched disturbances and achieves global fixed-time system stabilization. Besides, the proposed control scheme improves the disturbance rejection performance and achieves performance recovery of nominal system. Simulation results are provided to show the effectiveness, the superiority and the applicability of the proposed control scheme. PMID:28406966
NASA Astrophysics Data System (ADS)
Liu, Derong; Huang, Yuzhu; Wang, Ding; Wei, Qinglai
2013-09-01
In this paper, an observer-based optimal control scheme is developed for unknown nonlinear systems using adaptive dynamic programming (ADP) algorithm. First, a neural-network (NN) observer is designed to estimate system states. Then, based on the observed states, a neuro-controller is constructed via ADP method to obtain the optimal control. In this design, two NN structures are used: a three-layer NN is used to construct the observer which can be applied to systems with higher degrees of nonlinearity and without a priori knowledge of system dynamics, and a critic NN is employed to approximate the value function. The optimal control law is computed using the critic NN and the observer NN. Uniform ultimate boundedness of the closed-loop system is guaranteed. The actor, critic, and observer structures are all implemented in real-time, continuously and simultaneously. Finally, simulation results are presented to demonstrate the effectiveness of the proposed control scheme.
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.
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.
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.
Nonlinear acoustics in cicada mating calls enhance sound propagation.
Hughes, Derke R; Nuttall, Albert H; Katz, Richard A; Carter, G Clifford
2009-02-01
An analysis of cicada mating calls, measured in field experiments, indicates that the very high levels of acoustic energy radiated by this relatively small insect are mainly attributed to the nonlinear characteristics of the signal. The cicada emits one of the loudest sounds in all of the insect population with a sound production system occupying a physical space typically less than 3 cc. The sounds made by tymbals are amplified by the hollow abdomen, functioning as a tuned resonator, but models of the signal based solely on linear techniques do not fully account for a sound radiation capability that is so disproportionate to the insect's size. The nonlinear behavior of the cicada signal is demonstrated by combining the mutual information and surrogate data techniques; the results obtained indicate decorrelation when the phase-randomized and non-phase-randomized data separate. The Volterra expansion technique is used to fit the nonlinearity in the insect's call. The second-order Volterra estimate provides further evidence that the cicada mating calls are dominated by nonlinear characteristics and also suggests that the medium contributes to the cicada's efficient sound propagation. Application of the same principles has the potential to improve radiated sound levels for sonar applications.
Incorporating nonlinearity into mediation analyses.
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.
Risk Classification with an Adaptive Naive Bayes Kernel Machine Model.
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.
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.
The Changing Nonlinear Relationship between Income and Terrorism
Enders, Walter; Hoover, Gary A.
2014-01-01
This article reinvestigates the relationship between real per capita gross domestic product (GDP) and terrorism. We devise a terrorism Lorenz curve to show that domestic and transnational terrorist attacks are each more concentrated in middle-income countries, thereby suggesting a nonlinear income–terrorism relationship. Moreover, this point of concentration shifted to lower income countries after the rising influence of the religious fundamentalist and nationalist/separatist terrorists in the early 1990s. For transnational terrorist attacks, this shift characterized not only the attack venue but also the perpetrators’ nationality. The article then uses nonlinear smooth transition regressions to establish the relationship between real per capita GDP and terrorism for eight alternative terrorism samples, accounting for venue, perpetrators’ nationality, terrorism type, and the period. Our nonlinear estimates are shown to be favored over estimates using linear or quadratic income determinants of terrorism. These nonlinear estimates are robust to additional controls. PMID:28579636
UCODE, a computer code for universal inverse modeling
Poeter, E.P.; Hill, M.C.
1999-01-01
This article presents the US Geological Survey computer program UCODE, which was developed in collaboration with the US Army Corps of Engineers Waterways Experiment Station and the International Ground Water Modeling Center of the Colorado School of Mines. UCODE performs inverse modeling, posed as a parameter-estimation problem, using nonlinear regression. Any application model or set of models can be used; the only requirement is that they have numerical (ASCII or text only) input and output files and that the numbers in these files have sufficient significant digits. Application models can include preprocessors and postprocessors as well as models related to the processes of interest (physical, chemical and so on), making UCODE extremely powerful for model calibration. Estimated parameters can be defined flexibly with user-specified functions. Observations to be matched in the regression can be any quantity for which a simulated equivalent value can be produced, thus simulated equivalent values are calculated using values that appear in the application model output files and can be manipulated with additive and multiplicative functions, if necessary. Prior, or direct, information on estimated parameters also can be included in the regression. The nonlinear regression problem is solved by minimizing a weighted least-squares objective function with respect to the parameter values using a modified Gauss-Newton method. Sensitivities needed for the method are calculated approximately by forward or central differences and problems and solutions related to this approximation are discussed. Statistics are calculated and printed for use in (1) diagnosing inadequate data or identifying parameters that probably cannot be estimated with the available data, (2) evaluating estimated parameter values, (3) evaluating the model representation of the actual processes and (4) quantifying the uncertainty of model simulated values. UCODE is intended for use on any computer operating system: it consists of algorithms programmed in perl, a freeware language designed for text manipulation and Fortran90, which efficiently performs numerical calculations.
Distributed Adaptive Fuzzy Control for Nonlinear Multiagent Systems Via Sliding Mode Observers.
Shen, Qikun; Shi, Peng; Shi, Yan
2016-12-01
In this paper, the problem of distributed adaptive fuzzy control is investigated for high-order uncertain nonlinear multiagent systems on directed graph with a fixed topology. It is assumed that only the outputs of each follower and its neighbors are available in the design of its distributed controllers. Equivalent output injection sliding mode observers are proposed for each follower to estimate the states of itself and its neighbors, and an observer-based distributed adaptive controller is designed for each follower to guarantee that it asymptotically synchronizes to a leader with tracking errors being semi-globally uniform ultimate bounded, in which fuzzy logic systems are utilized to approximate unknown functions. Based on algebraic graph theory and Lyapunov function approach, using Filippov-framework, the closed-loop system stability analysis is conducted. Finally, numerical simulations are provided to illustrate the effectiveness and potential of the developed design techniques.
Dwell time-based stabilisation of switched delay systems using free-weighting matrices
NASA Astrophysics Data System (ADS)
Koru, Ahmet Taha; Delibaşı, Akın; Özbay, Hitay
2018-01-01
In this paper, we present a quasi-convex optimisation method to minimise an upper bound of the dwell time for stability of switched delay systems. Piecewise Lyapunov-Krasovskii functionals are introduced and the upper bound for the derivative of Lyapunov functionals is estimated by free-weighting matrices method to investigate non-switching stability of each candidate subsystems. Then, a sufficient condition for the dwell time is derived to guarantee the asymptotic stability of the switched delay system. Once these conditions are represented by a set of linear matrix inequalities , dwell time optimisation problem can be formulated as a standard quasi-convex optimisation problem. Numerical examples are given to illustrate the improvements over previously obtained dwell time bounds. Using the results obtained in the stability case, we present a nonlinear minimisation algorithm to synthesise the dwell time minimiser controllers. The algorithm solves the problem with successive linearisation of nonlinear conditions.
Event-Triggered Adaptive Dynamic Programming for Continuous-Time Systems With Control Constraints.
Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo
2016-08-31
In this paper, an event-triggered near optimal control structure is developed for nonlinear continuous-time systems with control constraints. Due to the saturating actuators, a nonquadratic cost function is introduced and the Hamilton-Jacobi-Bellman (HJB) equation for constrained nonlinear continuous-time systems is formulated. In order to solve the HJB equation, an actor-critic framework is presented. The critic network is used to approximate the cost function and the action network is used to estimate the optimal control law. In addition, in the proposed method, the control signal is transmitted in an aperiodic manner to reduce the computational and the transmission cost. Both the networks are only updated at the trigger instants decided by the event-triggered condition. Detailed Lyapunov analysis is provided to guarantee that the closed-loop event-triggered system is ultimately bounded. Three case studies are used to demonstrate the effectiveness of the proposed method.
Neuro-adaptive backstepping control of SISO non-affine systems with unknown gain sign.
Ramezani, Zahra; Arefi, Mohammad Mehdi; Zargarzadeh, Hassan; Jahed-Motlagh, Mohammad Reza
2016-11-01
This paper presents two neuro-adaptive controllers for a class of uncertain single-input, single-output (SISO) nonlinear non-affine systems with unknown gain sign. The first approach is state feedback controller, so that a neuro-adaptive state-feedback controller is constructed based on the backstepping technique. The second approach is an observer-based controller and K-filters are designed to estimate the system states. The proposed method relaxes a priori knowledge of control gain sign and therefore by utilizing the Nussbaum-type functions this problem is addressed. In these methods, neural networks are employed to approximate the unknown nonlinear functions. The proposed adaptive control schemes guarantee that all the closed-loop signals are semi-globally uniformly ultimately bounded (SGUUB). Finally, the theoretical results are numerically verified through simulation examples. Simulation results show the effectiveness of the proposed methods. Copyright © 2016 ISA. All rights reserved.
Global optimization algorithm for heat exchanger networks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Quesada, I.; Grossmann, I.E.
This paper deals with the global optimization of heat exchanger networks with fixed topology. It is shown that if linear area cost functions are assumed, as well as arithmetic mean driving force temperature differences in networks with isothermal mixing, the corresponding nonlinear programming (NLP) optimization problem involves linear constraints and a sum of linear fractional functions in the objective which are nonconvex. A rigorous algorithm is proposed that is based on a convex NLP underestimator that involves linear and nonlinear estimators for fractional and bilinear terms which provide a tight lower bound to the global optimum. This NLP problem ismore » used within a spatial branch and bound method for which branching rules are given. Basic properties of the proposed method are presented, and its application is illustrated with several example problems. The results show that the proposed method only requires few nodes in the branch and bound search.« less
Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David
2018-04-01
Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.
Prediction of optimum sorption isotherm: comparison of linear and non-linear method.
Kumar, K Vasanth; Sivanesan, S
2005-11-11
Equilibrium parameters for Bismarck brown onto rice husk were estimated by linear least square and a trial and error non-linear method using Freundlich, Langmuir and Redlich-Peterson isotherms. A comparison between linear and non-linear method of estimating the isotherm parameters was reported. The best fitting isotherm was Langmuir isotherm and Redlich-Peterson isotherm equation. The results show that non-linear method could be a better way to obtain the parameters. Redlich-Peterson isotherm is a special case of Langmuir isotherm when the Redlich-Peterson isotherm constant g was unity.
Distributed robust finite-time nonlinear consensus protocols for multi-agent systems
NASA Astrophysics Data System (ADS)
Zuo, Zongyu; Tie, Lin
2016-04-01
This paper investigates the robust finite-time consensus problem of multi-agent systems in networks with undirected topology. Global nonlinear consensus protocols augmented with a variable structure are constructed with the aid of Lyapunov functions for each single-integrator agent dynamics in the presence of external disturbances. In particular, it is shown that the finite settling time of the proposed general framework for robust consensus design is upper bounded for any initial condition. This makes it possible for network consensus problems to design and estimate the convergence time offline for a multi-agent team with a given undirected information flow. Finally, simulation results are presented to demonstrate the performance and effectiveness of our finite-time protocols.
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.
Linear and non-linear interdependence of EEG and HRV frequency bands in human sleep.
Chaparro-Vargas, Ramiro; Dissanayaka, P Chamila; Patti, Chanakya Reddy; Schilling, Claudia; Schredl, Michael; Cvetkovic, Dean
2014-01-01
The characterisation of functional interdependencies of the autonomic nervous system (ANS) stands an evergrowing interest to unveil electroencephalographic (EEG) and Heart Rate Variability (HRV) interactions. This paper presents a biosignal processing approach as a supportive computational resource in the estimation of sleep dynamics. The application of linear, non-linear methods and statistical tests upon 10 overnight polysomnographic (PSG) recordings, allowed the computation of wavelet coherence and phase locking values, in order to identify discerning features amongst the clinical healthy subjects. Our findings showed that neuronal oscillations θ, α and σ interact with cardiac power bands at mid-to-high rank of coherence and phase locking, particularly during NREM sleep stages.
Channel Capacity Calculation at Large SNR and Small Dispersion within Path-Integral Approach
NASA Astrophysics Data System (ADS)
Reznichenko, A. V.; Terekhov, I. S.
2018-04-01
We consider the optical fiber channel modelled by the nonlinear Shrödinger equation with additive white Gaussian noise. Using Feynman path-integral approach for the model with small dispersion we find the first nonzero corrections to the conditional probability density function and the channel capacity estimations at large signal-to-noise ratio. We demonstrate that the correction to the channel capacity in small dimensionless dispersion parameter is quadratic and positive therefore increasing the earlier calculated capacity for a nondispersive nonlinear optical fiber channel in the intermediate power region. Also for small dispersion case we find the analytical expressions for simple correlators of the output signals in our noisy channel.
NASA Astrophysics Data System (ADS)
See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.
2018-04-01
This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.
Interpreting experimental data on egg production--applications of dynamic differential equations.
France, J; Lopez, S; Kebreab, E; Dijkstra, J
2013-09-01
This contribution focuses on applying mathematical models based on systems of ordinary first-order differential equations to synthesize and interpret data from egg production experiments. Models based on linear systems of differential equations are contrasted with those based on nonlinear systems. Regression equations arising from analytical solutions to linear compartmental schemes are considered as candidate functions for describing egg production curves, together with aspects of parameter estimation. Extant candidate functions are reviewed, a role for growth functions such as the Gompertz equation suggested, and a function based on a simple new model outlined. Structurally, the new model comprises a single pool with an inflow and an outflow. Compartmental simulation models based on nonlinear systems of differential equations, and thus requiring numerical solution, are next discussed, and aspects of parameter estimation considered. This type of model is illustrated in relation to development and evaluation of a dynamic model of calcium and phosphorus flows in layers. The model consists of 8 state variables representing calcium and phosphorus pools in the crop, stomachs, plasma, and bone. The flow equations are described by Michaelis-Menten or mass action forms. Experiments that measure Ca and P uptake in layers fed different calcium concentrations during shell-forming days are used to evaluate the model. In addition to providing a useful management tool, such a simulation model also provides a means to evaluate feeding strategies aimed at reducing excretion of potential pollutants in poultry manure to the environment.
Arribas-Gil, Ana; De la Cruz, Rolando; Lebarbier, Emilie; Meza, Cristian
2015-06-01
We propose a classification method for longitudinal data. The Bayes classifier is classically used to determine a classification rule where the underlying density in each class needs to be well modeled and estimated. This work is motivated by a real dataset of hormone levels measured at the early stages of pregnancy that can be used to predict normal versus abnormal pregnancy outcomes. The proposed model, which is a semiparametric linear mixed-effects model (SLMM), is a particular case of the semiparametric nonlinear mixed-effects class of models (SNMM) in which finite dimensional (fixed effects and variance components) and infinite dimensional (an unknown function) parameters have to be estimated. In SNMM's maximum likelihood estimation is performed iteratively alternating parametric and nonparametric procedures. However, if one can make the assumption that the random effects and the unknown function interact in a linear way, more efficient estimation methods can be used. Our contribution is the proposal of a unified estimation procedure based on a penalized EM-type algorithm. The Expectation and Maximization steps are explicit. In this latter step, the unknown function is estimated in a nonparametric fashion using a lasso-type procedure. A simulation study and an application on real data are performed. © 2015, The International Biometric Society.
Malkyarenko, Dariya I; Chenevert, Thomas L
2014-12-01
To describe an efficient procedure to empirically characterize gradient nonlinearity and correct for the corresponding apparent diffusion coefficient (ADC) bias on a clinical magnetic resonance imaging (MRI) scanner. Spatial nonlinearity scalars for individual gradient coils along superior and right directions were estimated via diffusion measurements of an isotropicic e-water phantom. Digital nonlinearity model from an independent scanner, described in the literature, was rescaled by system-specific scalars to approximate 3D bias correction maps. Correction efficacy was assessed by comparison to unbiased ADC values measured at isocenter. Empirically estimated nonlinearity scalars were confirmed by geometric distortion measurements of a regular grid phantom. The applied nonlinearity correction for arbitrarily oriented diffusion gradients reduced ADC bias from 20% down to 2% at clinically relevant offsets both for isotropic and anisotropic media. Identical performance was achieved using either corrected diffusion-weighted imaging (DWI) intensities or corrected b-values for each direction in brain and ice-water. Direction-average trace image correction was adequate only for isotropic medium. Empiric scalar adjustment of an independent gradient nonlinearity model adequately described DWI bias for a clinical scanner. Observed efficiency of implemented ADC bias correction quantitatively agreed with previous theoretical predictions and numerical simulations. The described procedure provides an independent benchmark for nonlinearity bias correction of clinical MRI scanners.
Sreedevi, Gudapati; Prasad, Yenumula Gerard; Prabhakar, Mathyam; Rao, Gubbala Ramachandra; Vennila, Sengottaiyan; Venkateswarlu, Bandi
2013-01-01
Temperature-driven development and survival rates of the mealybug, Phenacoccussolenopsis Tinsley (Hemiptera: Pseudococcidae) were examined at nine constant temperatures (15, 20, 25, 27, 30, 32, 35 and 40°C) on hibiscus ( Hibiscus rosa -sinensis L.). Crawlers successfully completed development to adult stage between 15 and 35°C, although their survival was affected at low temperatures. Two linear and four nonlinear models were fitted to describe developmental rates of P . solenopsis as a function of temperature, and for estimating thermal constants and bioclimatic thresholds (lower, optimum and upper temperature thresholds for development: Tmin, Topt and Tmax, respectively). Estimated thresholds between the two linear models were statistically similar. Ikemoto and Takai’s linear model permitted testing the equivalence of lower developmental thresholds for life stages of P . solenopsis reared on two hosts, hibiscus and cotton. Thermal constants required for completion of cumulative development of female and male nymphs and for the whole generation were significantly lower on hibiscus (222.2, 237.0, 308.6 degree-days, respectively) compared to cotton. Three nonlinear models performed better in describing the developmental rate for immature instars and cumulative life stages of female and male and for generation based on goodness-of-fit criteria. The simplified β type distribution function estimated Topt values closer to the observed maximum rates. Thermodynamic SSI model indicated no significant differences in the intrinsic optimum temperature estimates for different geographical populations of P . solenopsis . The estimated bioclimatic thresholds and the observed survival rates of P . solenopsis indicate the species to be high-temperature adaptive, and explained the field abundance of P . solenopsis on its host plants. PMID:24086597
NASA Astrophysics Data System (ADS)
Wu, Fang-Xiang; Mu, Lei; Shi, Zhong-Ke
2010-01-01
The models of gene regulatory networks are often derived from statistical thermodynamics principle or Michaelis-Menten kinetics equation. As a result, the models contain rational reaction rates which are nonlinear in both parameters and states. It is challenging to estimate parameters nonlinear in a model although there have been many traditional nonlinear parameter estimation methods such as Gauss-Newton iteration method and its variants. In this article, we develop a two-step method to estimate the parameters in rational reaction rates of gene regulatory networks via weighted linear least squares. This method takes the special structure of rational reaction rates into consideration. That is, in the rational reaction rates, the numerator and the denominator are linear in parameters. By designing a special weight matrix for the linear least squares, parameters in the numerator and the denominator can be estimated by solving two linear least squares problems. The main advantage of the developed method is that it can produce the analytical solutions to the estimation of parameters in rational reaction rates which originally is nonlinear parameter estimation problem. The developed method is applied to a couple of gene regulatory networks. The simulation results show the superior performance over Gauss-Newton method.
Knecht, William R
2013-11-01
Is there a "killing zone" (Craig, 2001)-a range of pilot flight time over which general aviation (GA) pilots are at greatest risk? More broadly, can we predict accident rates, given a pilot's total flight hours (TFH)? These questions interest pilots, aviation policy makers, insurance underwriters, and researchers alike. Most GA research studies implicitly assume that accident rates are linearly related to TFH, but that relation may actually be multiply nonlinear. This work explores the ability of serial nonlinear modeling functions to predict GA accident rates from noisy rate data binned by TFH. Two sets of National Transportation Safety Board (NTSB)/Federal Aviation Administration (FAA) data were log-transformed, then curve-fit to a gamma-pdf-based function. Despite high rate-noise, this produced weighted goodness-of-fit (Rw(2)) estimates of .654 and .775 for non-instrument-rated (non-IR) and instrument-rated pilots (IR) respectively. Serial-nonlinear models could be useful to directly predict GA accident rates from TFH, and as an independent variable or covariate to control for flight risk during data analysis. Applied to FAA data, these models imply that the "killing zone" may be broader than imagined. Relatively high risk for an individual pilot may extend well beyond the 2000-h mark before leveling off to a baseline rate. Published by Elsevier Ltd.
NASA Technical Reports Server (NTRS)
Baker, J. R. (Principal Investigator)
1979-01-01
The author has identified the following significant results. Least squares techniques were applied for parameter estimation of functions to predict winter wheat phenological stage with daily maximum temperature, minimum temperature, daylength, and precipitation as independent variables. After parameter estimation, tests were conducted using independent data. It may generally be concluded that exponential functions have little advantage over polynomials. Precipitation was not found to significantly affect the fits. The Robertson triquadratic form, in general use for spring wheat, yielded good results, but special techniques and care are required. In most instances, equations with nonlinear effects were found to yield erratic results when utilized with averaged daily environmental values as independent variables.
ERIC Educational Resources Information Center
Lopez-Martin, Esther; Kuosmanen, Timo; Gaviria, Jose Luis
2014-01-01
Value-added models are considered one of the best alternatives not only for accountability purposes but also to improve the school system itself. The estimates provided by these models measure the contribution of schools to students' academic progress, once the effect of other factors outside school control are eliminated. The functional form for…
Adaptive learning in complex reproducing kernel Hilbert spaces employing Wirtinger's subgradients.
Bouboulis, Pantelis; Slavakis, Konstantinos; Theodoridis, Sergios
2012-03-01
This paper presents a wide framework for non-linear online supervised learning tasks in the context of complex valued signal processing. The (complex) input data are mapped into a complex reproducing kernel Hilbert space (RKHS), where the learning phase is taking place. Both pure complex kernels and real kernels (via the complexification trick) can be employed. Moreover, any convex, continuous and not necessarily differentiable function can be used to measure the loss between the output of the specific system and the desired response. The only requirement is the subgradient of the adopted loss function to be available in an analytic form. In order to derive analytically the subgradients, the principles of the (recently developed) Wirtinger's calculus in complex RKHS are exploited. Furthermore, both linear and widely linear (in RKHS) estimation filters are considered. To cope with the problem of increasing memory requirements, which is present in almost all online schemes in RKHS, the sparsification scheme, based on projection onto closed balls, has been adopted. We demonstrate the effectiveness of the proposed framework in a non-linear channel identification task, a non-linear channel equalization problem and a quadrature phase shift keying equalization scheme, using both circular and non circular synthetic signal sources.
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.
Inverse Analysis of Irradiated NuclearMaterial Gamma Spectra via Nonlinear Optimization
NASA Astrophysics Data System (ADS)
Dean, Garrett James
Nuclear forensics is the collection of technical methods used to identify the provenance of nuclear material interdicted outside of regulatory control. Techniques employed in nuclear forensics include optical microscopy, gas chromatography, mass spectrometry, and alpha, beta, and gamma spectrometry. This dissertation focuses on the application of inverse analysis to gamma spectroscopy to estimate the history of pulse irradiated nuclear material. Previous work in this area has (1) utilized destructive analysis techniques to supplement the nondestructive gamma measurements, and (2) been applied to samples composed of spent nuclear fuel with long irradiation and cooling times. Previous analyses have employed local nonlinear solvers, simple empirical models of gamma spectral features, and simple detector models of gamma spectral features. The algorithm described in this dissertation uses a forward model of the irradiation and measurement process within a global nonlinear optimizer to estimate the unknown irradiation history of pulse irradiated nuclear material. The forward model includes a detector response function for photopeaks only. The algorithm uses a novel hybrid global and local search algorithm to quickly estimate the irradiation parameters, including neutron fluence, cooling time and original composition. Sequential, time correlated series of measurements are used to reduce the uncertainty in the estimated irradiation parameters. This algorithm allows for in situ measurements of interdicted irradiated material. The increase in analysis speed comes with a decrease in information that can be determined, but the sample fluence, cooling time, and composition can be determined within minutes of a measurement. Furthermore, pulse irradiated nuclear material has a characteristic feature that irradiation time and flux cannot be independently estimated. The algorithm has been tested against pulse irradiated samples of pure special nuclear material with cooling times of four minutes to seven hours. The algorithm described is capable of determining the cooling time and fluence the sample was exposed to within 10% as well as roughly estimating the relative concentrations of nuclides present in the original composition.
Determination of the Time-Space Magnetic Correlation Functions in the Solar Wind
NASA Astrophysics Data System (ADS)
Weygand, J. M.; Matthaeus, W. H.; Kivelson, M.; Dasso, S.
2013-12-01
Magnetic field data from many different intervals and 7 different solar wind spacecraft are employed to estimate the scale-dependent time decorrelation function in the interplanetary magnetic field in both the slow and fast solar wind. This estimation requires correlations varying with both space and time lags. The two point correlation function with no time lag is determined by correlating time series data from multiple spacecraft separated in space and for complete coverage of length scales relies on many intervals with different spacecraft spatial separations. In addition we employ single spacecraft time-lagged correlations, and two spacecraft time lagged correlations to access different spatial and temporal correlation data. Combining these data sets gives estimates of the scale-dependent time decorrelation function, which in principle tells us how rapidly time decorrelation occurs at a given wavelength. For static fields the scale-dependent time decorrelation function is trivially unity, but in turbulence the nonlinear cascade process induces time-decorrelation at a given length scale that occurs more rapidly with decreasing scale. The scale-dependent time decorrelation function is valuable input to theories as well as various applications such as scattering, transport, and study of predictability. It is also a fundamental element of formal turbulence theory. Our results are extension of the Eulerian correlation functions estimated in Matthaeus et al. [2010], Weygand et al [2012; 2013].
Kowalski, Amanda E.
2015-01-01
Insurance induces a tradeoff between the welfare gains from risk protection and the welfare losses from moral hazard. Empirical work traditionally estimates each side of the tradeoff separately, potentially yielding mutually inconsistent results. I develop a nonlinear budget set model of health insurance that allows for both simultaneously. Nonlinearities in the budget set arise from deductibles, coinsurance rates, and stoplosses that alter moral hazard as well as risk protection. I illustrate the properties of my model by estimating it using data on employer sponsored health insurance from a large firm. PMID:26664035
Rapid assessment of nonlinear optical propagation effects in dielectrics
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.
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.
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.
NASA Astrophysics Data System (ADS)
Ceyhun Şahin, Fatma; Schiffmann, Jürg
2018-02-01
A single-hole probe was designed to measure steady and periodic flows with high fluctuation amplitudes and with minimal flow intrusion. Because of its high aspect ratio, estimations showed that the probe resonates at a frequency two orders of magnitude lower than the fast response sensor cut-off frequencies. The high fluctuation amplitudes cause a non-linear behavior of the probe and available models are neither adequate for a quantitative estimation of the resonating frequencies nor for predicting the system damping. Instead, a non-linear data correction procedure based on individual transfer functions defined for each harmonic contribution is introduced for pneumatic probes that allows to extend their operating range beyond the resonating frequencies and linear dynamics. This data correction procedure was assessed on a miniature single-hole probe of 0.35 mm inner diameter which was designed to measure flow speed and direction. For the reliable use of such a probe in periodic flows, its frequency response was reproduced with a siren disk, which allows exciting the probe up to 10 kHz with peak-to-peak amplitudes ranging between 20%-170% of the absolute mean pressure. The effect of the probe interior design on the phase lag and amplitude distortion in periodic flow measurements was investigated on probes with similar inner diameters and different lengths or similar aspect ratios (L/D) and different total interior volumes. The results suggest that while the tube length consistently sets the resonance frequency, the internal total volume affects the non-linear dynamic response in terms of varying gain functions. A detailed analysis of the introduced calibration methodology shows that the goodness of the reconstructed data compared to the reference data is above 75% for fundamental frequencies up to twice the probe resonance frequency. The results clearly suggest that the introduced procedure is adequate to capture non-linear pneumatic probe dynamics and to reproduce time-resolved data far above probe resonant frequency.
Bias and uncertainty in regression-calibrated models of groundwater flow in heterogeneous media
Cooley, R.L.; Christensen, S.
2006-01-01
Groundwater models need to account for detailed but generally unknown spatial variability (heterogeneity) of the hydrogeologic model inputs. To address this problem we replace the large, m-dimensional stochastic vector ?? that reflects both small and large scales of heterogeneity in the inputs by a lumped or smoothed m-dimensional approximation ????*, where ?? is an interpolation matrix and ??* is a stochastic vector of parameters. Vector ??* has small enough dimension to allow its estimation with the available data. The consequence of the replacement is that model function f(????*) written in terms of the approximate inputs is in error with respect to the same model function written in terms of ??, ??,f(??), which is assumed to be nearly exact. The difference f(??) - f(????*), termed model error, is spatially correlated, generates prediction biases, and causes standard confidence and prediction intervals to be too small. Model error is accounted for in the weighted nonlinear regression methodology developed to estimate ??* and assess model uncertainties by incorporating the second-moment matrix of the model errors into the weight matrix. Techniques developed by statisticians to analyze classical nonlinear regression methods are extended to analyze the revised method. The analysis develops analytical expressions for bias terms reflecting the interaction of model nonlinearity and model error, for correction factors needed to adjust the sizes of confidence and prediction intervals for this interaction, and for correction factors needed to adjust the sizes of confidence and prediction intervals for possible use of a diagonal weight matrix in place of the correct one. If terms expressing the degree of intrinsic nonlinearity for f(??) and f(????*) are small, then most of the biases are small and the correction factors are reduced in magnitude. Biases, correction factors, and confidence and prediction intervals were obtained for a test problem for which model error is large to test robustness of the methodology. Numerical results conform with the theoretical analysis. ?? 2005 Elsevier Ltd. All rights reserved.
Nonlinear Viscoelastic Rheology and the Occurrence of Aftershocks
NASA Astrophysics Data System (ADS)
Shcherbakov, R.; Zhang, X.
2017-12-01
Aftershocks are ubiquitous in nature. They are the manifestation of relaxation phenomena observed in various physical systems. In one prominent example, they typically occur after large earthquakes. The observed aftershock sequences usually obey several well defined non-trivial empirical laws in magnitude, temporal, and spatial domains. In many cases their characteristics follow scale-invariant distributions. The occurrence of aftershocks displays a prominent temporal behavior due to time-dependent mechanisms of stress and/or energy transfer. There are compelling evidences that the lower continental crust and upper mantle are governed by various solid state creep mechanisms. Among those mechanisms a power-law viscous flow was suggested to explain the postseismic surface deformation after large earthquakes. In this work, we consider a slider-block model to mimic the behavior of a seismogenic fault. In the model, we introduce a nonlinear viscoelastic coupling mechanism to capture the essential characteristics of crustal rheology and stress interaction between the blocks and the medium. For this purpose we employ nonlinear Kelvin-Voigt elements consisting of an elastic spring and a dashpot assembled in parallel to introduce viscoelastic coupling between the blocks and the driving plate. By mapping the model into a cellular automaton we derive the functional form of the stress transfer mechanism in the model. We show that the nonlinear viscoelasticity plays a critical role in triggering of aftershocks. It explains the functional form of the Omori-Utsu law and gives physical interpretation of its parameters. The proposed model also suggests that the power-law rheology of the fault gauge and underlying lower crust and upper mantle controls the decay rate of aftershocks. To verify this, we analyze several prominent aftershock sequences to estimate their decay rates and correlate with the rheological properties of the underlying lower crust and mantle, which were estimated from the postseismic surface deformation. Our modelling suggests that the power-law rheology exponent n controls the decay rate of aftershocks and is related to the parameter p of the Omori-Utsu law.
NASA Astrophysics Data System (ADS)
Ben Abdessalem, Anis; Dervilis, Nikolaos; Wagg, David; Worden, Keith
2018-01-01
This paper will introduce the use of the approximate Bayesian computation (ABC) algorithm for model selection and parameter estimation in structural dynamics. ABC is a likelihood-free method typically used when the likelihood function is either intractable or cannot be approached in a closed form. To circumvent the evaluation of the likelihood function, simulation from a forward model is at the core of the ABC algorithm. The algorithm offers the possibility to use different metrics and summary statistics representative of the data to carry out Bayesian inference. The efficacy of the algorithm in structural dynamics is demonstrated through three different illustrative examples of nonlinear system identification: cubic and cubic-quintic models, the Bouc-Wen model and the Duffing oscillator. The obtained results suggest that ABC is a promising alternative to deal with model selection and parameter estimation issues, specifically for systems with complex behaviours.
A new test of multivariate nonlinear causality
Bai, Zhidong; Jiang, Dandan; Lv, Zhihui; Wong, Wing-Keung; Zheng, Shurong
2018-01-01
The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role in detecting the dynamic interrelationships between two groups of variables. Following the idea of Hiemstra-Jones (HJ) test proposed by Hiemstra and Jones (1994) (Journal of Finance. 1994; 49(5): 1639-1664), they attempt to establish a central limit theorem (CLT) of their test statistic by applying the asymptotical property of multivariate U-statistic. However, Bai et al. (2016) (2016; arXiv: 1701.03992) revisit the HJ test and find that the test statistic given by HJ is NOT a function of U-statistics which implies that the CLT neither proposed by Hiemstra and Jones (1994) nor the one extended by Bai et al. (2010) is valid for statistical inference. In this paper, we re-estimate the probabilities and reestablish the CLT of the new test statistic. Numerical simulation shows that our new estimates are consistent and our new test performs decent size and power. PMID:29304085
A new test of multivariate nonlinear causality.
Bai, Zhidong; Hui, Yongchang; Jiang, Dandan; Lv, Zhihui; Wong, Wing-Keung; Zheng, Shurong
2018-01-01
The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role in detecting the dynamic interrelationships between two groups of variables. Following the idea of Hiemstra-Jones (HJ) test proposed by Hiemstra and Jones (1994) (Journal of Finance. 1994; 49(5): 1639-1664), they attempt to establish a central limit theorem (CLT) of their test statistic by applying the asymptotical property of multivariate U-statistic. However, Bai et al. (2016) (2016; arXiv: 1701.03992) revisit the HJ test and find that the test statistic given by HJ is NOT a function of U-statistics which implies that the CLT neither proposed by Hiemstra and Jones (1994) nor the one extended by Bai et al. (2010) is valid for statistical inference. In this paper, we re-estimate the probabilities and reestablish the CLT of the new test statistic. Numerical simulation shows that our new estimates are consistent and our new test performs decent size and power.
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.
One-dimensional Numerical Model of Transient Discharges in Air of a Spatial Plasma Ignition Device
NASA Astrophysics Data System (ADS)
Saceleanu, Florin N.
This thesis examines the modes of discharge of a plasma ignition device. Oscilloscope data of the discharge voltage and current are analyzed for various pressures in air at ambient temperature. It is determined that the discharge operates in 2 modes: a glow discharge and a postulated streamer discharge. Subsequently, a 1-dimensional fluid simulation of plasma using the finite volume method (FVM) is developed to gain insight into the particle kinetics. Transient results of the simulation agree with theories of electric discharges; however, quasi-steady state results were not reached due to high diffusion time of ions in air. Next, an ordinary differential equation (ODE) is derived to understand the discharge transition. Simulated results were used to estimate the voltage waveform, which describes the ODE's forcing function; additional simulated results were used to estimate the discharge current and the ODE's non-linearity. It is found that the ODE's non-linearity increases exponentially for capacitive discharges. It is postulated that the non-linearity defines the mode transition observed experimentally. The research is motivated by Spatial Plasma Discharge Ignition (SPDI), an innovative ignition system postulated to increase combustion efficiency in automobile engines for up to 9%. The research thus far can only hypothesize SPDI's benefits on combustion, based on the literature review and the modes of discharge.
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.
State-space model with deep learning for functional dynamics estimation in resting-state fMRI.
Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang
2016-04-01
Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. Copyright © 2016 Elsevier Inc. All rights reserved.
State-space model with deep learning for functional dynamics estimation in resting-state fMRI
Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang
2017-01-01
Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. PMID:26774612
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.
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)
Genomic prediction based on data from three layer lines using non-linear regression models.
Huang, Heyun; Windig, Jack J; Vereijken, Addie; Calus, Mario P L
2014-11-06
Most studies on genomic prediction with reference populations that include multiple lines or breeds have used linear models. Data heterogeneity due to using multiple populations may conflict with model assumptions used in linear regression methods. In an attempt to alleviate potential discrepancies between assumptions of linear models and multi-population data, two types of alternative models were used: (1) a multi-trait genomic best linear unbiased prediction (GBLUP) model that modelled trait by line combinations as separate but correlated traits and (2) non-linear models based on kernel learning. These models were compared to conventional linear models for genomic prediction for two lines of brown layer hens (B1 and B2) and one line of white hens (W1). The three lines each had 1004 to 1023 training and 238 to 240 validation animals. Prediction accuracy was evaluated by estimating the correlation between observed phenotypes and predicted breeding values. When the training dataset included only data from the evaluated line, non-linear models yielded at best a similar accuracy as linear models. In some cases, when adding a distantly related line, the linear models showed a slight decrease in performance, while non-linear models generally showed no change in accuracy. When only information from a closely related line was used for training, linear models and non-linear radial basis function (RBF) kernel models performed similarly. The multi-trait GBLUP model took advantage of the estimated genetic correlations between the lines. Combining linear and non-linear models improved the accuracy of multi-line genomic prediction. Linear models and non-linear RBF models performed very similarly for genomic prediction, despite the expectation that non-linear models could deal better with the heterogeneous multi-population data. This heterogeneity of the data can be overcome by modelling trait by line combinations as separate but correlated traits, which avoids the occasional occurrence of large negative accuracies when the evaluated line was not included in the training dataset. Furthermore, when using a multi-line training dataset, non-linear models provided information on the genotype data that was complementary to the linear models, which indicates that the underlying data distributions of the three studied lines were indeed heterogeneous.
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
On-line estimation of nonlinear physical systems
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.
Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.
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.
Turbulent Reconnection Rates from Cluster Observations in the Magnetosheath
NASA Technical Reports Server (NTRS)
Wendel, Deirdre
2011-01-01
The role of turbulence in producing fast reconnection rates is an important unresolved question. Scant in situ analyses exist. We apply multiple spacecraft techniques to a case of nonlinear turbulent reconnection in the magnetosheath to test various theoretical results for turbulent reconnection rates. To date, in situ estimates of the contribution of turbulence to reconnection rates have been calculated from an effective electric field derived through linear wave theory. However, estimates of reconnection rates based on fully nonlinear turbulence theories and simulations exist that are amenable to multiple spacecraft analyses. Here we present the linear and nonlinear theories and apply some of the nonlinear rates to Cluster observations of reconnecting, turbulent current sheets in the magnetosheath. We compare the results to the net reconnection rate found from the inflow speed. Ultimately, we intend to test and compare linear and nonlinear estimates of the turbulent contribution to reconnection rates and to measure the relative contributions of turbulence and the Hall effect.
Turbulent Reconnection Rates from Cluster Observations in the Magneto sheath
NASA Technical Reports Server (NTRS)
Wendel, Deirdre
2011-01-01
The role of turbulence in producing fast reconnection rates is an important unresolved question. Scant in situ analyses exist. We apply multiple spacecraft techniques to a case of nonlinear turbulent reconnection in the magnetosheath to test various theoretical results for turbulent reconnection rates. To date, in situ estimates of the contribution of turbulence to reconnection rates have been calculated from an effective electric field derived through linear wave theory. However, estimates of reconnection rates based on fully nonlinear turbulence theories and simulations exist that are amenable to multiple spacecraft analyses. Here we present the linear and nonlinear theories and apply some of the nonlinear rates to Cluster observations of reconnecting, turbulent current sheets in the magnetos heath. We compare the results to the net reconnection rate found from the inflow speed. Ultimately, we intend to test and compare linear and nonlinear estimates of the turbulent contribution to reconnection rates and to measure the relative contributions of turbulence and the Hall effect.
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.
Parameter estimation of a pulp digester model with derivative-free optimization strategies
NASA Astrophysics Data System (ADS)
Seiça, João C.; Romanenko, Andrey; Fernandes, Florbela P.; Santos, Lino O.; Fernandes, Natércia C. P.
2017-07-01
The work concerns the parameter estimation in the context of the mechanistic modelling of a pulp digester. The problem is cast as a box bounded nonlinear global optimization problem in order to minimize the mismatch between the model outputs with the experimental data observed at a real pulp and paper plant. MCSFilter and Simulated Annealing global optimization methods were used to solve the optimization problem. While the former took longer to converge to the global minimum, the latter terminated faster at a significantly higher value of the objective function and, thus, failed to find the global solution.
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.
Constrained State Estimation for Individual Localization in Wireless Body Sensor Networks
Feng, Xiaoxue; Snoussi, Hichem; Liang, Yan; Jiao, Lianmeng
2014-01-01
Wireless body sensor networks based on ultra-wideband radio have recently received much research attention due to its wide applications in health-care, security, sports and entertainment. Accurate localization is a fundamental problem to realize the development of effective location-aware applications above. In this paper the problem of constrained state estimation for individual localization in wireless body sensor networks is addressed. Priori knowledge about geometry among the on-body nodes as additional constraint is incorporated into the traditional filtering system. The analytical expression of state estimation with linear constraint to exploit the additional information is derived. Furthermore, for nonlinear constraint, first-order and second-order linearizations via Taylor series expansion are proposed to transform the nonlinear constraint to the linear case. Examples between the first-order and second-order nonlinear constrained filters based on interacting multiple model extended kalman filter (IMM-EKF) show that the second-order solution for higher order nonlinearity as present in this paper outperforms the first-order solution, and constrained IMM-EKF obtains superior estimation than IMM-EKF without constraint. Another brownian motion individual localization example also illustrates the effectiveness of constrained nonlinear iterative least square (NILS), which gets better filtering performance than NILS without constraint. PMID:25390408
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.
Estimating monotonic rates from biological data using local linear regression.
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.
NASA Astrophysics Data System (ADS)
Liao, Yuxi; She, Xiwei; Wang, Yiwen; Zhang, Shaomin; Zhang, Qiaosheng; Zheng, Xiaoxiang; Principe, Jose C.
2015-12-01
Objective. Representation of movement in the motor cortex (M1) has been widely studied in brain-machine interfaces (BMIs). The electromyogram (EMG) has greater bandwidth than the conventional kinematic variables (such as position, velocity), and is functionally related to the discharge of cortical neurons. As the stochastic information of EMG is derived from the explicit spike time structure, point process (PP) methods will be a good solution for decoding EMG directly from neural spike trains. Previous studies usually assume linear or exponential tuning curves between neural firing and EMG, which may not be true. Approach. In our analysis, we estimate the tuning curves in a data-driven way and find both the traditional functional-excitatory and functional-inhibitory neurons, which are widely found across a rat’s motor cortex. To accurately decode EMG envelopes from M1 neural spike trains, the Monte Carlo point process (MCPP) method is implemented based on such nonlinear tuning properties. Main results. Better reconstruction of EMG signals is shown on baseline and extreme high peaks, as our method can better preserve the nonlinearity of the neural tuning during decoding. The MCPP improves the prediction accuracy (the normalized mean squared error) 57% and 66% on average compared with the adaptive point process filter using linear and exponential tuning curves respectively, for all 112 data segments across six rats. Compared to a Wiener filter using spike rates with an optimal window size of 50 ms, MCPP decoding EMG from a point process improves the normalized mean square error (NMSE) by 59% on average. Significance. These results suggest that neural tuning is constantly changing during task execution and therefore, the use of spike timing methodologies and estimation of appropriate tuning curves needs to be undertaken for better EMG decoding in motor BMIs.
Dubský, Pavel; Ördögová, Magda; Malý, Michal; Riesová, Martina
2016-05-06
We introduce CEval software (downloadable for free at echmet.natur.cuni.cz) that was developed for quicker and easier electrophoregram evaluation and further data processing in (affinity) capillary electrophoresis. This software allows for automatic peak detection and evaluation of common peak parameters, such as its migration time, area, width etc. Additionally, the software includes a nonlinear regression engine that performs peak fitting with the Haarhoff-van der Linde (HVL) function, including automated initial guess of the HVL function parameters. HVL is a fundamental peak-shape function in electrophoresis, based on which the correct effective mobility of the analyte represented by the peak is evaluated. Effective mobilities of an analyte at various concentrations of a selector can be further stored and plotted in an affinity CE mode. Consequently, the mobility of the free analyte, μA, mobility of the analyte-selector complex, μAS, and the apparent complexation constant, K('), are first guessed automatically from the linearized data plots and subsequently estimated by the means of nonlinear regression. An option that allows two complexation dependencies to be fitted at once is especially convenient for enantioseparations. Statistical processing of these data is also included, which allowed us to: i) express the 95% confidence intervals for the μA, μAS and K(') least-squares estimates, ii) do hypothesis testing on the estimated parameters for the first time. We demonstrate the benefits of the CEval software by inspecting complexation of tryptophan methyl ester with two cyclodextrins, neutral heptakis(2,6-di-O-methyl)-β-CD and charged heptakis(6-O-sulfo)-β-CD. Copyright © 2016 Elsevier B.V. All rights reserved.
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.
Electron precipitation in solar flares - Collisionless effects
NASA Technical Reports Server (NTRS)
Vlahos, L.; Rowland, H. L.
1984-01-01
A large fraction of the electrons which are accelerated during the impulsive phase of solar flares stream towards the chromosphere and are unstable to the growth of plasma waves. The linear and nonlinear evolution of plasma waves as a function of time is analyzed with a set of rate equations that follows, in time, the nonlinearly coupled system of plasma waves-ion fluctuations. As an outcome of the fast transfer of wave energy from the beam to the ambient plasma, nonthermal electron tails are formed which can stabilize the anomalous Doppler resonance instability responsible for the pitch angle scattering of the beam electrons. The non-collisional losses of the precipitating electrons are estimated, and the observational implication of these results are discussed.
Adaptive control of an exoskeleton robot with uncertainties on kinematics and dynamics.
Brahmi, Brahim; Saad, Maarouf; Ochoa-Luna, Cristobal; Rahman, Mohammad H
2017-07-01
In this paper, we propose a new adaptive control technique based on nonlinear sliding mode control (JSTDE) taking into account kinematics and dynamics uncertainties. This approach is applied to an exoskeleton robot with uncertain kinematics and dynamics. The adaptation design is based on Time Delay Estimation (TDE). The proposed strategy does not necessitate the well-defined dynamic and kinematic models of the system robot. The updated laws are designed using Lyapunov-function to solve the adaptation problem systematically, proving the close loop stability and ensuring the convergence asymptotically of the outputs tracking errors. Experiments results show the effectiveness and feasibility of JSTDE technique to deal with the variation of the unknown nonlinear dynamics and kinematics of the exoskeleton model.
NASA Astrophysics Data System (ADS)
Saiidi, M.
1982-07-01
The equivalent of a single degree of freedom (SDOF) nonlinear model, the Q-model-13, was examined. The study intended to: (1) determine the seismic response of a torsionally coupled building based on the multidegree of freedom (MDOF) and (SDOF) nonlinear models; and (2) develop a simple SDOF nonlinear model to calculate displacement history of structures with eccentric centers of mass and stiffness. It is shown that planar models are able to yield qualitative estimates of the response of the building. The model is used to estimate the response of a hypothetical six-story frame wall reinforced concrete building with torsional coupling, using two different earthquake intensities. It is shown that the Q-Model-13 can lead to a satisfactory estimate of the response of the structure in both cases.
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.
Adaptive non-linear control for cancer therapy through a Fokker-Planck observer.
Shakeri, Ehsan; Latif-Shabgahi, Gholamreza; Esmaeili Abharian, Amir
2018-04-01
In recent years, many efforts have been made to present optimal strategies for cancer therapy through the mathematical modelling of tumour-cell population dynamics and optimal control theory. In many cases, therapy effect is included in the drift term of the stochastic Gompertz model. By fitting the model with empirical data, the parameters of therapy function are estimated. The reported research works have not presented any algorithm to determine the optimal parameters of therapy function. In this study, a logarithmic therapy function is entered in the drift term of the Gompertz model. Using the proposed control algorithm, the therapy function parameters are predicted and adaptively adjusted. To control the growth of tumour-cell population, its moments must be manipulated. This study employs the probability density function (PDF) control approach because of its ability to control all the process moments. A Fokker-Planck-based non-linear stochastic observer will be used to determine the PDF of the process. A cost function based on the difference between a predefined desired PDF and PDF of tumour-cell population is defined. Using the proposed algorithm, the therapy function parameters are adjusted in such a manner that the cost function is minimised. The existence of an optimal therapy function is also proved. The numerical results are finally given to demonstrate the effectiveness of the proposed method.
Constitutive Modeling, Nonlinear Behavior, and the Stress-Optic Law
2011-01-01
estimates of D̂ from dynamic mechanical measurements. Some results are shown in Figure 58 for a filled EPDM rubber [116]. There is rough agreement with...elastomers and filler-reinforced rubber . 5.1 Linearity and the superposition principle The problem of analyzing viscoelastic mechanical behavior is greatly...deformation such as shear. For crosslinked rubber the strain can be defined in terms of the strain function suggested by the statistical theories of
Dependence of rates of breakage on fines content in wet ball mill grinding
NASA Astrophysics Data System (ADS)
Bhattacharyya, Anirban
The following research fundamentally deals with the cause and implications of nonlinearities in breakage rates of materials in wet grinding systems. The innate dependence of such nonlinearities on fines content and the milling environment during wet grinding operations is also tested and observed. Preferential breakage of coarser size fractions as compared to the finer size fractions in a particle population were observed and discussed. The classification action of the pulp was deemed to be the probable cause for such a peculiarity. Ores with varying degrees of hardness and brittleness were used for wet grinding experiments, primarily to test the variations in specific breakage rates as a function of varying hardness. For this research, limestone, quartzite, and gold ore were used. The degree of hardness is of the order of: limestone, quartzite, gold ore. Selection and breakage function parameters were determined in the course of this research. Functional forms of these expressions were used to compare experimentally derived parameter estimates. Force-fitting of parameters was not done in order to examine the realtime behavior of particle populations in wet grinding systems. Breakage functions were established as being invariant with respect to such operating variables like ball load, mill speed, particle load, and particle size distribution of the mill. It was also determined that specific selection functions were inherently dependent on the particle size distribution in wet grinding systems. Also, they were consistent with inputs of specific energy, according to grind time. Nonlinearity trends were observed for 1st order specific selection functions which illustrated variations in breakage rates with incremental inputs of grind time and specific energy. A mean particle size called the fulcrum was noted below which the nonlinearities in the breakage trends were observed. This magnitude of the fulcrum value varied with percent solids and slurry filling, indicating that breakage rates were being influenced by the milling environment as a whole. Primarily, there was always an increase in the breakage rates of coarser fractions with an increase in the amount of fines in the particle population. Consequently, the breakage rates of the finer size fractions were observed to decrease with an increase in grind time. Similar trends were noticed for 2nd order specific selection functions, where incremental inputs of specific energy were provided to observe realtime trends in the nonlinearity of breakage rates closely. Although the breakage rates for coarser size fractions increase with an increase in the amount of fines, the nature of nonlinearities varied with extended grind times. 1st order and 2nd order energy-specific breakage rates were observed to notice the variation in trends with extended grind times. Implications of such nonlinearities in specific breakage rates of various materials were tested on predictive simulation techniques, using the normalized linear population balance model and compared with an incremental methodology of specific energy input.
Miranian, A; Abdollahzade, M
2013-02-01
Local modeling approaches, owing to their ability to model different operating regimes of nonlinear systems and processes by independent local models, seem appealing for modeling, identification, and prediction applications. In this paper, we propose a local neuro-fuzzy (LNF) approach based on the least-squares support vector machines (LSSVMs). The proposed LNF approach employs LSSVMs, which are powerful in modeling and predicting time series, as local models and uses hierarchical binary tree (HBT) learning algorithm for fast and efficient estimation of its parameters. The HBT algorithm heuristically partitions the input space into smaller subdomains by axis-orthogonal splits. In each partitioning, the validity functions automatically form a unity partition and therefore normalization side effects, e.g., reactivation, are prevented. Integration of LSSVMs into the LNF network as local models, along with the HBT learning algorithm, yield a high-performance approach for modeling and prediction of complex nonlinear time series. The proposed approach is applied to modeling and predictions of different nonlinear and chaotic real-world and hand-designed systems and time series. Analysis of the prediction results and comparisons with recent and old studies demonstrate the promising performance of the proposed LNF approach with the HBT learning algorithm for modeling and prediction of nonlinear and chaotic systems and time series.
Encircling the dark: constraining dark energy via cosmic density in spheres
NASA Astrophysics Data System (ADS)
Codis, S.; Pichon, C.; Bernardeau, F.; Uhlemann, C.; Prunet, S.
2016-08-01
The recently published analytic probability density function for the mildly non-linear cosmic density field within spherical cells is used to build a simple but accurate maximum likelihood estimate for the redshift evolution of the variance of the density, which, as expected, is shown to have smaller relative error than the sample variance. This estimator provides a competitive probe for the equation of state of dark energy, reaching a few per cent accuracy on wp and wa for a Euclid-like survey. The corresponding likelihood function can take into account the configuration of the cells via their relative separations. A code to compute one-cell-density probability density functions for arbitrary initial power spectrum, top-hat smoothing and various spherical-collapse dynamics is made available online, so as to provide straightforward means of testing the effect of alternative dark energy models and initial power spectra on the low-redshift matter distribution.
Synaptic control of the shape of the motoneuron pool input-output function
Heckman, Charles J.
2017-01-01
Although motoneurons have often been considered to be fairly linear transducers of synaptic input, recent evidence suggests that strong persistent inward currents (PICs) in motoneurons allow neuromodulatory and inhibitory synaptic inputs to induce large nonlinearities in the relation between the level of excitatory input and motor output. To try to estimate the possible extent of this nonlinearity, we developed a pool of model motoneurons designed to replicate the characteristics of motoneuron input-output properties measured in medial gastrocnemius motoneurons in the decerebrate cat with voltage-clamp and current-clamp techniques. We drove the model pool with a range of synaptic inputs consisting of various mixtures of excitation, inhibition, and neuromodulation. We then looked at the relation between excitatory drive and total pool output. Our results revealed that the PICs not only enhance gain but also induce a strong nonlinearity in the relation between the average firing rate of the motoneuron pool and the level of excitatory input. The relation between the total simulated force output and input was somewhat more linear because of higher force outputs in later-recruited units. We also found that the nonlinearity can be increased by increasing neuromodulatory input and/or balanced inhibitory input and minimized by a reciprocal, push-pull pattern of inhibition. We consider the possibility that a flexible input-output function may allow motor output to be tuned to match the widely varying demands of the normal motor repertoire. NEW & NOTEWORTHY Motoneuron activity is generally considered to reflect the level of excitatory drive. However, the activation of voltage-dependent intrinsic conductances can distort the relation between excitatory drive and the total output of a pool of motoneurons. Using a pool of realistic motoneuron models, we show that pool output can be a highly nonlinear function of synaptic input but linearity can be achieved through adjusting the time course of excitatory and inhibitory synaptic inputs. PMID:28053245
Langoju, Rajesh; Patil, Abhijit; Rastogi, Pramod
2007-11-20
Signal processing methods based on maximum-likelihood theory, discrete chirp Fourier transform, and spectral estimation methods have enabled accurate measurement of phase in phase-shifting interferometry in the presence of nonlinear response of the piezoelectric transducer to the applied voltage. We present the statistical study of these generalized nonlinear phase step estimation methods to identify the best method by deriving the Cramér-Rao bound. We also address important aspects of these methods for implementation in practical applications and compare the performance of the best-identified method with other bench marking algorithms in the presence of harmonics and noise.
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.
NASA Astrophysics Data System (ADS)
Hong, Yang
Precipitation estimation from satellite information (VISIBLE , IR, or microwave) is becoming increasingly imperative because of its high spatial/temporal resolution and board coverage unparalleled by ground-based data. After decades' efforts of rainfall estimation using IR imagery as basis, it has been explored and concluded that the limitations/uncertainty of the existing techniques are: (1) pixel-based local-scale feature extraction; (2) IR temperature threshold to define rain/no-rain clouds; (3) indirect relationship between rain rate and cloud-top temperature; (4) lumped techniques to model high variability of cloud-precipitation processes; (5) coarse scales of rainfall products. As continuing studies, a new version of Precipitation Estimation from Remotely Sensed Information using Artificial Neural Network (PERSIANN), called Cloud Classification System (CCS), has been developed to cope with these limitations in this dissertation. CCS includes three consecutive components: (1) a hybrid segmentation algorithm, namely Hierarchically Topographical Thresholding and Stepwise Seeded Region Growing (HTH-SSRG), to segment satellite IR images into separated cloud patches; (2) a 3D feature extraction procedure to retrieve both pixel-based local-scale and patch-based large-scale features of cloud patch at various heights; (3) an ANN model, Self-Organizing Nonlinear Output (SONO) network, to classify cloud patches into similarity-based clusters, using Self-Organizing Feature Map (SOFM), and then calibrate hundreds of multi-parameter nonlinear functions to identify the relationship between every cloud types and their underneath precipitation characteristics using Probability Matching Method and Multi-Start Downhill Simplex optimization techniques. The model was calibrated over the Southwest of United States (100°--130°W and 25°--45°N) first and then adaptively adjusted to the study region of North America Monsoon Experiment (65°--135°W and 10°--50°N) using observations from Geostationary Operational Environmental Satellite (GOES) IR imagery, Next Generation Radar (NEXRAD) rainfall network, and Tropical Rainfall Measurement Mission (TRMM) microwave rain rate estimates. CCS functions as a distributed model that first identifies cloud patches and then dispatches different but the best matching cloud-precipitation function for each cloud patch to estimate instantaneous rain rate at high spatial resolution (4km) and full temporal resolution of GOES IR images (every 30-minute). Evaluated over a range of spatial and temporal scales, the performance of CCS compared favorably with GOES Precipitation Index (GPI), Universal Adjusted GPI (UAGPI), PERSIANN, and Auto-Estimator (AE) algorithms, consistently. Particularly, the large number of nonlinear functions and optimum IR-rain rate thresholds of CCS model are highly variable, reflecting the complexity of dominant cloud-precipitation processes from cloud patch to cloud patch over various regions. As a result, CCS can more successfully capture variability in rain rate at small scales than existing algorithms and potentially provides rainfall product from GOES IR-NEXARD-TRMM TMI (SSM/I) at 0.12° x 0.12° and 3-hour resolution with relative low standard error (˜=3.0mm/hr) and high correlation coefficient (˜=0.65).
Maximum Likelihood Estimation of Nonlinear Structural Equation Models.
ERIC Educational Resources Information Center
Lee, Sik-Yum; Zhu, Hong-Tu
2002-01-01
Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)
Linear and nonlinear stiffness and friction in biological rhythmic movements.
Beek, P J; Schmidt, R C; Morris, A W; Sim, M Y; Turvey, M T
1995-11-01
Biological rhythmic movements can be viewed as instances of self-sustained oscillators. Auto-oscillatory phenomena must involve a nonlinear friction function, and usually involve a nonlinear elastic function. With respect to rhythmic movements, the question is: What kinds of nonlinear friction and elastic functions are involved? The nonlinear friction functions of the kind identified by Rayleigh (involving terms such as theta3) and van der Pol (involving terms such as theta2theta), and the nonlinear elastic functions identified by Duffing (involving terms such as theta3), constitute elementary nonlinear components for the assembling of self-sustained oscillators, Recently, additional elementary nonlinear friction and stiffness functions expressed, respectively, through terms such as theta2theta3 and thetatheta2, and a methodology for evaluating the contribution of the elementary components to any given cyclic activity have been identified. The methodology uses a quantification of the continuous deviation of oscillatory motion from ideal (harmonic) motion. Multiple regression of this quantity on the elementary linear and nonlinear terms reveals the individual contribution of each term to the oscillator's non-harmonic behavior. In the present article the methodology was applied to the data from three experiments in which human subjects produced pendular rhythmic movements under manipulations of rotational inertia (experiment 1), rotational inertia and frequency (experiment 2), and rotational inertia and amplitude (experiment 3). The analysis revealed that the pendular oscillators assembled in the three experiments were compositionally rich, braiding linear and nonlinear friction and elastic functions in a manner that depended on the nature of the task.
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.
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.
NASA Astrophysics Data System (ADS)
Azarnavid, Babak; Parand, Kourosh; Abbasbandy, Saeid
2018-06-01
This article discusses an iterative reproducing kernel method with respect to its effectiveness and capability of solving a fourth-order boundary value problem with nonlinear boundary conditions modeling beams on elastic foundations. Since there is no method of obtaining reproducing kernel which satisfies nonlinear boundary conditions, the standard reproducing kernel methods cannot be used directly to solve boundary value problems with nonlinear boundary conditions as there is no knowledge about the existence and uniqueness of the solution. The aim of this paper is, therefore, to construct an iterative method by the use of a combination of reproducing kernel Hilbert space method and a shooting-like technique to solve the mentioned problems. Error estimation for reproducing kernel Hilbert space methods for nonlinear boundary value problems have yet to be discussed in the literature. In this paper, we present error estimation for the reproducing kernel method to solve nonlinear boundary value problems probably for the first time. Some numerical results are given out to demonstrate the applicability of the method.
Zouari, Farouk; Ibeas, Asier; Boulkroune, Abdesselem; Cao, Jinde; Mehdi Arefi, Mohammad
2018-06-01
This study addresses the issue of the adaptive output tracking control for a category of uncertain nonstrict-feedback delayed incommensurate fractional-order systems in the presence of nonaffine structures, unmeasured pseudo-states, unknown control directions, unknown actuator nonlinearities and output constraints. Firstly, the mean value theorem and the Gaussian error function are introduced to eliminate the difficulties that arise from the nonaffine structures and the unknown actuator nonlinearities, respectively. Secondly, the immeasurable tracking error variables are suitably estimated by constructing a fractional-order linear observer. Thirdly, the neural network, the Razumikhin Lemma, the variable separation approach, and the smooth Nussbaum-type function are used to deal with the uncertain nonlinear dynamics, the unknown time-varying delays, the nonstrict feedback and the unknown control directions, respectively. Fourthly, asymmetric barrier Lyapunov functions are employed to overcome the violation of the output constraints and to tune online the parameters of the adaptive neural controller. Through rigorous analysis, it is proved that the boundedness of all variables in the closed-loop system and the semi global asymptotic tracking are ensured without transgression of the constraints. The principal contributions of this study can be summarized as follows: (1) based on Caputo's definitions and new lemmas, methods concerning the controllability, observability and stability analysis of integer-order systems are extended to fractional-order ones, (2) the output tracking objective for a relatively large class of uncertain systems is achieved with a simple controller and less tuning parameters. Finally, computer-simulation studies from the robotic field are given to demonstrate the effectiveness of the proposed controller. Copyright © 2018 Elsevier Ltd. All rights reserved.
Wu, Yun-Jie; Zuo, Jing-Xing; Sun, Liang-Hua
2017-11-01
In this paper, the altitude and velocity tracking control of a generic hypersonic flight vehicle (HFV) is considered. A novel adaptive terminal sliding mode controller (ATSMC) with strictly lower convex function based nonlinear disturbance observer (SDOB) is proposed for the longitudinal dynamics of HFV in presence of both parametric uncertainties and external disturbances. First, for the sake of enhancing the anti-interference capability, SDOB is presented to estimate and compensate the equivalent disturbances by introducing a strictly lower convex function. Next, the SDOB based ATSMC (SDOB-ATSMC) is proposed to guarantee the system outputs track the reference trajectory. Then, stability of the proposed control scheme is analyzed by the Lyapunov function method. Compared with other HFV control approaches, key novelties of SDOB-ATSMC are that a novel SDOB is proposed and drawn into the (virtual) control laws to compensate the disturbances and that several adaptive laws are used to deal with the differential explosion problem. Finally, it is illustrated by the simulation results that the new method exhibits an excellent robustness and a better disturbance rejection performance than the convention approach. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Linear theory for filtering nonlinear multiscale systems with model error
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
State, Parameter, and Unknown Input Estimation Problems in Active Automotive Safety Applications
NASA Astrophysics Data System (ADS)
Phanomchoeng, Gridsada
A variety of driver assistance systems such as traction control, electronic stability control (ESC), rollover prevention and lane departure avoidance systems are being developed by automotive manufacturers to reduce driver burden, partially automate normal driving operations, and reduce accidents. The effectiveness of these driver assistance systems can be significant enhanced if the real-time values of several vehicle parameters and state variables, namely tire-road friction coefficient, slip angle, roll angle, and rollover index, can be known. Since there are no inexpensive sensors available to measure these variables, it is necessary to estimate them. However, due to the significant nonlinear dynamics in a vehicle, due to unknown and changing plant parameters, and due to the presence of unknown input disturbances, the design of estimation algorithms for this application is challenging. This dissertation develops a new approach to observer design for nonlinear systems in which the nonlinearity has a globally (or locally) bounded Jacobian. The developed approach utilizes a modified version of the mean value theorem to express the nonlinearity in the estimation error dynamics as a convex combination of known matrices with time varying coefficients. The observer gains are then obtained by solving linear matrix inequalities (LMIs). A number of illustrative examples are presented to show that the developed approach is less conservative and more useful than the standard Lipschitz assumption based nonlinear observer. The developed nonlinear observer is utilized for estimation of slip angle, longitudinal vehicle velocity, and vehicle roll angle. In order to predict and prevent vehicle rollovers in tripped situations, it is necessary to estimate the vertical tire forces in the presence of unknown road disturbance inputs. An approach to estimate unknown disturbance inputs in nonlinear systems using dynamic model inversion and a modified version of the mean value theorem is presented. The developed theory is used to estimate vertical tire forces and predict tripped rollovers in situations involving road bumps, potholes, and lateral unknown force inputs. To estimate the tire-road friction coefficients at each individual tire of the vehicle, algorithms to estimate longitudinal forces and slip ratios at each tire are proposed. Subsequently, tire-road friction coefficients are obtained using recursive least squares parameter estimators that exploit the relationship between longitudinal force and slip ratio at each tire. The developed approaches are evaluated through simulations with industry standard software, CARSIM, with experimental tests on a Volvo XC90 sport utility vehicle and with experimental tests on a 1/8th scaled vehicle. The simulation and experimental results show that the developed approaches can reliably estimate the vehicle parameters and state variables needed for effective ESC and rollover prevention applications.
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.
Silambarasan, A; Krishna Kumar, M; Thirunavukkarasu, A; Mohan Kumar, R; Umarani, P R
2015-01-25
An organic nonlinear optical bulk single crystal, Ammonium 3-carboxy-4-hydroxy benzenesulfonate monohydrate (ACHBS) was successfully grown by solution growth technique. Single crystal X-ray diffraction study confirms that, the grown crystal belongs to P21/c space group. Powder X-ray diffraction and high resolution X-ray diffraction analyses revealed the crystallinity of the grown crystal. Infrared spectral analysis showed the vibrational behavior of chemical bonds and its functional groups. The thermal stability and decomposition stages of the grown crystal were studied by TG-DTA analysis. UV-Visible transmittance studies showed the transparency region and cut-off wavelength of the grown crystal. The third-order nonlinear optical susceptibility of the grown crystal was estimated by Z-scan technique using He-Ne laser source. The mechanical property of the grown crystal was studied by using Vicker's microhardness test. Copyright © 2014 Elsevier B.V. All rights reserved.
Multivariate meta-analysis for non-linear and other multi-parameter associations
Gasparrini, A; Armstrong, B; Kenward, M G
2012-01-01
In this paper, we formalize the application of multivariate meta-analysis and meta-regression to synthesize estimates of multi-parameter associations obtained from different studies. This modelling approach extends the standard two-stage analysis used to combine results across different sub-groups or populations. The most straightforward application is for the meta-analysis of non-linear relationships, described for example by regression coefficients of splines or other functions, but the methodology easily generalizes to any setting where complex associations are described by multiple correlated parameters. The modelling framework of multivariate meta-analysis is implemented in the package mvmeta within the statistical environment R. As an illustrative example, we propose a two-stage analysis for investigating the non-linear exposure–response relationship between temperature and non-accidental mortality using time-series data from multiple cities. Multivariate meta-analysis represents a useful analytical tool for studying complex associations through a two-stage procedure. Copyright © 2012 John Wiley & Sons, Ltd. PMID:22807043
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.
Sun, Ying; Gu, Lianhong; Dickinson, Robert E; Pallardy, Stephen G; Baker, John; Cao, Yonghui; DaMatta, Fábio Murilo; Dong, Xuejun; Ellsworth, David; Van Goethem, Davina; Jensen, Anna M; Law, Beverly E; Loos, Rodolfo; Martins, Samuel C Vitor; Norby, Richard J; Warren, Jeffrey; Weston, David; Winter, Klaus
2014-04-01
Worldwide measurements of nearly 130 C3 species covering all major plant functional types are analysed in conjunction with model simulations to determine the effects of mesophyll conductance (g(m)) on photosynthetic parameters and their relationships estimated from A/Ci curves. We find that an assumption of infinite g(m) results in up to 75% underestimation for maximum carboxylation rate V(cmax), 60% for maximum electron transport rate J(max), and 40% for triose phosphate utilization rate T(u) . V(cmax) is most sensitive, J(max) is less sensitive, and T(u) has the least sensitivity to the variation of g(m). Because of this asymmetrical effect of g(m), the ratios of J(max) to V(cmax), T(u) to V(cmax) and T(u) to J(max) are all overestimated. An infinite g(m) assumption also limits the freedom of variation of estimated parameters and artificially constrains parameter relationships to stronger shapes. These findings suggest the importance of quantifying g(m) for understanding in situ photosynthetic machinery functioning. We show that a nonzero resistance to CO2 movement in chloroplasts has small effects on estimated parameters. A non-linear function with gm as input is developed to convert the parameters estimated under an assumption of infinite gm to proper values. This function will facilitate gm representation in global carbon cycle models. © 2013 John Wiley & Sons Ltd.
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.
Wagner, Brian J.; Gorelick, Steven M.
1986-01-01
A simulation nonlinear multiple-regression methodology for estimating parameters that characterize the transport of contaminants is developed and demonstrated. Finite difference contaminant transport simulation is combined with a nonlinear weighted least squares multiple-regression procedure. The technique provides optimal parameter estimates and gives statistics for assessing the reliability of these estimates under certain general assumptions about the distributions of the random measurement errors. Monte Carlo analysis is used to estimate parameter reliability for a hypothetical homogeneous soil column for which concentration data contain large random measurement errors. The value of data collected spatially versus data collected temporally was investigated for estimation of velocity, dispersion coefficient, effective porosity, first-order decay rate, and zero-order production. The use of spatial data gave estimates that were 2–3 times more reliable than estimates based on temporal data for all parameters except velocity. Comparison of estimated linear and nonlinear confidence intervals based upon Monte Carlo analysis showed that the linear approximation is poor for dispersion coefficient and zero-order production coefficient when data are collected over time. In addition, examples demonstrate transport parameter estimation for two real one-dimensional systems. First, the longitudinal dispersivity and effective porosity of an unsaturated soil are estimated using laboratory column data. We compare the reliability of estimates based upon data from individual laboratory experiments versus estimates based upon pooled data from several experiments. Second, the simulation nonlinear regression procedure is extended to include an additional governing equation that describes delayed storage during contaminant transport. The model is applied to analyze the trends, variability, and interrelationship of parameters in a mourtain stream in northern California.
NASA Technical Reports Server (NTRS)
Erickson, Gary E.
2010-01-01
Response surface methodology was used to estimate the longitudinal stage separation aerodynamic characteristics of a generic, bimese, winged multi-stage launch vehicle configuration at supersonic speeds in the NASA LaRC Unitary Plan Wind Tunnel. The Mach 3 staging was dominated by shock wave interactions between the orbiter and booster vehicles throughout the relative spatial locations of interest. The inference space was partitioned into several contiguous regions within which the separation aerodynamics were presumed to be well-behaved and estimable using central composite designs capable of fitting full second-order response functions. The underlying aerodynamic response surfaces of the booster vehicle in belly-to-belly proximity to the orbiter vehicle were estimated using piecewise-continuous lower-order polynomial functions. The quality of fit and prediction capabilities of the empirical models were assessed in detail, and the issue of subspace boundary discontinuities was addressed. Augmenting the central composite designs to full third-order using computer-generated D-optimality criteria was evaluated. The usefulness of central composite designs, the subspace sizing, and the practicality of fitting lower-order response functions over a partitioned inference space dominated by highly nonlinear and possibly discontinuous shock-induced aerodynamics are discussed.
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.
Satellite Angular Rate Estimation From Vector Measurements
NASA Technical Reports Server (NTRS)
Azor, Ruth; Bar-Itzhack, Itzhack Y.; Harman, Richard R.
1996-01-01
This paper presents an algorithm for estimating the angular rate vector of a satellite which is based on the time derivatives of vector measurements expressed in a reference and body coordinate. The computed derivatives are fed into a spacial Kalman filter which yields an estimate of the spacecraft angular velocity. The filter, named Extended Interlaced Kalman Filter (EIKF), is an extension of the Kalman filter which, although being linear, estimates the state of a nonlinear dynamic system. It consists of two or three parallel Kalman filters whose individual estimates are fed to one another and are considered as known inputs by the other parallel filter(s). The nonlinear dynamics stem from the nonlinear differential equation that describes the rotation of a three dimensional body. Initial results, using simulated data, and real Rossi X ray Timing Explorer (RXTE) data indicate that the algorithm is efficient and robust.
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.
Data Assimilation on a Quantum Annealing Computer: Feasibility and Scalability
NASA Astrophysics Data System (ADS)
Nearing, G. S.; Halem, M.; Chapman, D. R.; Pelissier, C. S.
2014-12-01
Data assimilation is one of the ubiquitous and computationally hard problems in the Earth Sciences. In particular, ensemble-based methods require a large number of model evaluations to estimate the prior probability density over system states, and variational methods require adjoint calculations and iteration to locate the maximum a posteriori solution in the presence of nonlinear models and observation operators. Quantum annealing computers (QAC) like the new D-Wave housed at the NASA Ames Research Center can be used for optimization and sampling, and therefore offers a new possibility for efficiently solving hard data assimilation problems. Coding on the QAC is not straightforward: a problem must be posed as a Quadratic Unconstrained Binary Optimization (QUBO) and mapped to a spherical Chimera graph. We have developed a method for compiling nonlinear 4D-Var problems on the D-Wave that consists of five steps: Emulating the nonlinear model and/or observation function using radial basis functions (RBF) or Chebyshev polynomials. Truncating a Taylor series around each RBF kernel. Reducing the Taylor polynomial to a quadratic using ancilla gadgets. Mapping the real-valued quadratic to a fixed-precision binary quadratic. Mapping the fully coupled binary quadratic to a partially coupled spherical Chimera graph using ancilla gadgets. At present the D-Wave contains 512 qbits (with 1024 and 2048 qbit machines due in the next two years); this machine size allows us to estimate only 3 state variables at each satellite overpass. However, QAC's solve optimization problems using a physical (quantum) system, and therefore do not require iterations or calculation of model adjoints. This has the potential to revolutionize our ability to efficiently perform variational data assimilation, as the size of these computers grows in the coming years.
Empirical Mode Decomposition of Geophysical Well-log Data of Bombay Offshore Basin, Mumbai, India
NASA Astrophysics Data System (ADS)
Siddharth Gairola, Gaurav; Chandrasekhar, Enamundram
2016-04-01
Geophysical well-log data manifest the nonlinear behaviour of their respective physical properties of the heterogeneous subsurface layers as a function of depth. Therefore, nonlinear data analysis techniques must be implemented, to quantify the degree of heterogeneity in the subsurface lithologies. One such nonlinear data adaptive technique is empirical mode decomposition (EMD) technique, which facilitates to decompose the data into oscillatory signals of different wavelengths called intrinsic mode functions (IMF). In the present study EMD has been applied to gamma-ray log and neutron porosity log of two different wells: Well B and Well C located in the western offshore basin of India to perform heterogeneity analysis and compare the results with those obtained by multifractal studies of the same data sets. By establishing a relationship between the IMF number (m) and the mean wavelength associated with each IMF (Im), a heterogeneity index (ρ) associated with subsurface layers can be determined using the relation, Im=kρm, where 'k' is a constant. The ρ values bear an inverse relation with the heterogeneity of the subsurface: smaller ρ values designate higher heterogeneity and vice-versa. The ρ values estimated for different limestone payzones identified in the wells clearly show that Well C has higher degree of heterogeneity than Well B. This correlates well with the estimated Vshale values for the limestone reservoir zone showing higher shale content in Well C than Well B. The ρ values determined for different payzones of both wells will be used to quantify the degree of heterogeneity in different wells. The multifractal behaviour of each IMF of both the logs of both the wells will be compared with one another and discussed on the lines of their heterogeneity indices.
NASA Astrophysics Data System (ADS)
Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.
2017-08-01
The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.
Flaw characterization through nonlinear ultrasonics and wavelet cross-correlation algorithms
NASA Astrophysics Data System (ADS)
Bunget, Gheorghe; Yee, Andrew; Stewart, Dylan; Rogers, James; Henley, Stanley; Bugg, Chris; Cline, John; Webster, Matthew; Farinholt, Kevin; Friedersdorf, Fritz
2018-04-01
Ultrasonic measurements have become increasingly important non-destructive techniques to characterize flaws found within various in-service industrial components. The prediction of remaining useful life based on fracture analysis depends on the accurate estimation of flaw size and orientation. However, amplitude-based ultrasonic measurements are not able to estimate the plastic zones that exist ahead of crack tips. Estimating the size of the plastic zone is an advantage since some flaws may propagate faster than others. This paper presents a wavelet cross-correlation (WCC) algorithm that was applied to nonlinear analysis of ultrasonically guided waves (GW). By using this algorithm, harmonics present in the waveforms were extracted and nonlinearity parameters were used to indicate both the tip of the cracks and size of the plastic zone. B-scans performed with the quadratic nonlinearities were sensitive to micro-damage specific to plastic zones.
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.
A different approach to estimate nonlinear regression model using numerical methods
NASA Astrophysics Data System (ADS)
Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.
2017-11-01
This research paper concerns with the computational methods namely the Gauss-Newton method, Gradient algorithm methods (Newton-Raphson method, Steepest Descent or Steepest Ascent algorithm method, the Method of Scoring, the Method of Quadratic Hill-Climbing) based on numerical analysis to estimate parameters of nonlinear regression model in a very different way. Principles of matrix calculus have been used to discuss the Gradient-Algorithm methods. Yonathan Bard [1] discussed a comparison of gradient methods for the solution of nonlinear parameter estimation problems. However this article discusses an analytical approach to the gradient algorithm methods in a different way. This paper describes a new iterative technique namely Gauss-Newton method which differs from the iterative technique proposed by Gorden K. Smyth [2]. Hans Georg Bock et.al [10] proposed numerical methods for parameter estimation in DAE’s (Differential algebraic equation). Isabel Reis Dos Santos et al [11], Introduced weighted least squares procedure for estimating the unknown parameters of a nonlinear regression metamodel. For large-scale non smooth convex minimization the Hager and Zhang (HZ) conjugate gradient Method and the modified HZ (MHZ) method were presented by Gonglin Yuan et al [12].
Fang, Joyce; Savransky, Dmitry
2016-08-01
Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with 8 degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis on the simulated data set to obtain Karhunen-Loève modes, which form the basis set whose weights are the system measurements. A model function, which maps the state to the measurement, is learned using nonlinear least-squares fitting and serves as the measurement function for the nonlinear estimator (extended and unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss simulated and experimental results of the full system in operation.
NASA Astrophysics Data System (ADS)
Leyva, J. Francisco; Málaga, Carlos; Plaza, Ramón G.
2013-11-01
This paper studies a reaction-diffusion-chemotaxis model for bacterial aggregation patterns on the surface of thin agar plates. It is based on the non-linear degenerate cross diffusion model proposed by Kawasaki et al. (1997) [5] and it includes a suitable nutrient chemotactic term compatible with such type of diffusion, as suggested by Ben-Jacob et al. (2000) [20]. An asymptotic estimation predicts the growth velocity of the colony envelope as a function of both the nutrient concentration and the chemotactic sensitivity. It is shown that the growth velocity is an increasing function of the chemotactic sensitivity. High resolution numerical simulations using Graphic Processing Units (GPUs), which include noise in the diffusion coefficient for the bacteria, are presented. The numerical results verify that the chemotactic term enhances the velocity of propagation of the colony envelope. In addition, the chemotaxis seems to stabilize the formation of branches in the soft-agar, low-nutrient regime.
Liu, Derong; Wang, Ding; Li, Hongliang
2014-02-01
In this paper, using a neural-network-based online learning optimal control approach, a novel decentralized control strategy is developed to stabilize a class of continuous-time nonlinear interconnected large-scale systems. First, optimal controllers of the isolated subsystems are designed with cost functions reflecting the bounds of interconnections. Then, it is proven that the decentralized control strategy of the overall system can be established by adding appropriate feedback gains to the optimal control policies of the isolated subsystems. Next, an online policy iteration algorithm is presented to solve the Hamilton-Jacobi-Bellman equations related to the optimal control problem. Through constructing a set of critic neural networks, the cost functions can be obtained approximately, followed by the control policies. Furthermore, the dynamics of the estimation errors of the critic networks are verified to be uniformly and ultimately bounded. Finally, a simulation example is provided to illustrate the effectiveness of the present decentralized control scheme.
NASA Astrophysics Data System (ADS)
Luna, Julio; Jemei, Samir; Yousfi-Steiner, Nadia; Husar, Attila; Serra, Maria; Hissel, Daniel
2016-10-01
In this work, a nonlinear model predictive control (NMPC) strategy is proposed to improve the efficiency and enhance the durability of a proton exchange membrane fuel cell (PEMFC) power system. The PEMFC controller is based on a distributed parameters model that describes the nonlinear dynamics of the system, considering spatial variations along the gas channels. Parasitic power from different system auxiliaries is considered, including the main parasitic losses which are those of the compressor. A nonlinear observer is implemented, based on the discretised model of the PEMFC, to estimate the internal states. This information is included in the cost function of the controller to enhance the durability of the system by means of avoiding local starvation and inappropriate water vapour concentrations. Simulation results are presented to show the performance of the proposed controller over a given case study in an automotive application (New European Driving Cycle). With the aim of representing the most relevant phenomena that affects the PEMFC voltage, the simulation model includes a two-phase water model and the effects of liquid water on the catalyst active area. The control model is a simplified version that does not consider two-phase water dynamics.
Liu, Derong; Yang, Xiong; Wang, Ding; Wei, Qinglai
2015-07-01
The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.
NASA Astrophysics Data System (ADS)
Pei, Jin-Song; Mai, Eric C.
2007-04-01
This paper introduces a continuous effort towards the development of a heuristic initialization methodology for constructing multilayer feedforward neural networks to model nonlinear functions. In this and previous studies that this work is built upon, including the one presented at SPIE 2006, the authors do not presume to provide a universal method to approximate arbitrary functions, rather the focus is given to the development of a rational and unambiguous initialization procedure that applies to the approximation of nonlinear functions in the specific domain of engineering mechanics. The applications of this exploratory work can be numerous including those associated with potential correlation and interpretation of the inner workings of neural networks, such as damage detection. The goal of this study is fulfilled by utilizing the governing physics and mathematics of nonlinear functions and the strength of the sigmoidal basis function. A step-by-step graphical procedure utilizing a few neural network prototypes as "templates" to approximate commonly seen memoryless nonlinear functions of one or two variables is further developed in this study. Decomposition of complex nonlinear functions into a summation of some simpler nonlinear functions is utilized to exploit this prototype-based initialization methodology. Training examples are presented to demonstrate the rationality and effciency of the proposed methodology when compared with the popular Nguyen-Widrow initialization algorithm. Future work is also identfied.
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
Talaei, Behzad; Jagannathan, Sarangapani; Singler, John
2018-04-01
In this paper, neurodynamic programming-based output feedback boundary control of distributed parameter systems governed by uncertain coupled semilinear parabolic partial differential equations (PDEs) under Neumann or Dirichlet boundary control conditions is introduced. First, Hamilton-Jacobi-Bellman (HJB) equation is formulated in the original PDE domain and the optimal control policy is derived using the value functional as the solution of the HJB equation. Subsequently, a novel observer is developed to estimate the system states given the uncertain nonlinearity in PDE dynamics and measured outputs. Consequently, the suboptimal boundary control policy is obtained by forward-in-time estimation of the value functional using a neural network (NN)-based online approximator and estimated state vector obtained from the NN observer. Novel adaptive tuning laws in continuous time are proposed for learning the value functional online to satisfy the HJB equation along system trajectories while ensuring the closed-loop stability. Local uniformly ultimate boundedness of the closed-loop system is verified by using Lyapunov theory. The performance of the proposed controller is verified via simulation on an unstable coupled diffusion reaction process.
Zheng, Xueying; Qin, Guoyou; Tu, Dongsheng
2017-05-30
Motivated by the analysis of quality of life data from a clinical trial on early breast cancer, we propose in this paper a generalized partially linear mean-covariance regression model for longitudinal proportional data, which are bounded in a closed interval. Cholesky decomposition of the covariance matrix for within-subject responses and generalized estimation equations are used to estimate unknown parameters and the nonlinear function in the model. Simulation studies are performed to evaluate the performance of the proposed estimation procedures. Our new model is also applied to analyze the data from the cancer clinical trial that motivated this research. In comparison with available models in the literature, the proposed model does not require specific parametric assumptions on the density function of the longitudinal responses and the probability function of the boundary values and can capture dynamic changes of time or other interested variables on both mean and covariance of the correlated proportional responses. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Dynamic State Estimation of Power Systems With Quantization Effects: A Recursive Filter Approach.
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.
NASA Astrophysics Data System (ADS)
MOHAMMED, M. A. SI; BOUSSADIA, H.; BELLAR, A.; ADNANE, A.
2017-01-01
This paper presents a brief synthesis and useful performance analysis of different attitude filtering algorithms (attitude determination algorithms, attitude estimation algorithms, and nonlinear observers) applied to Low Earth Orbit Satellite in terms of accuracy, convergence time, amount of memory, and computation time. This latter is calculated in two ways, using a personal computer and also using On-board computer 750 (OBC 750) that is being used in many SSTL Earth observation missions. The use of this comparative study could be an aided design tool to the designer to choose from an attitude determination or attitude estimation or attitude observer algorithms. The simulation results clearly indicate that the nonlinear Observer is the more logical choice.
Thermal Property Parameter Estimation of TPS Materials
NASA Technical Reports Server (NTRS)
Maddren, Jesse
1998-01-01
Accurate knowledge of the thermophysical properties of TPS (thermal protection system) materials is necessary for pre-flight design and post-flight data analysis. Thermal properties, such as thermal conductivity and the volumetric specific heat, can be estimated from transient temperature measurements using non-linear parameter estimation methods. Property values are derived by minimizing a functional of the differences between measured and calculated temperatures. High temperature thermal response testing of TPS materials is usually done in arc-jet or radiant heating facilities which provide a quasi one-dimensional heating environment. Last year, under the NASA-ASEE-Stanford Fellowship Program, my work focused on developing a radiant heating apparatus. This year, I have worked on increasing the fidelity of the experimental measurements, optimizing the experimental procedures and interpreting the data.
Differential flatness properties and multivariable adaptive control of ovarian system dynamics
NASA Astrophysics Data System (ADS)
Rigatos, Gerasimos
2016-12-01
The ovarian system exhibits nonlinear dynamics which is modeled by a set of coupled nonlinear differential equations. The paper proposes adaptive fuzzy control based on differential flatness theory for the complex dynamics of the ovarian system. It is proven that the dynamic model of the ovarian system, having as state variables the LH and the FSH hormones and their derivatives, is a differentially flat one. This means that all its state variables and its control inputs can be described as differential functions of the flat output. By exploiting differential flatness properties the system's dynamic model is written in the multivariable linear canonical (Brunovsky) form, for which the design of a state feedback controller becomes possible. After this transformation, the new control inputs of the system contain unknown nonlinear parts, which are identified with the use of neurofuzzy approximators. The learning procedure for these estimators is determined by the requirement the first derivative of the closed-loop's Lyapunov function to be a negative one. Moreover, Lyapunov stability analysis shows that H-infinity tracking performance is succeeded for the feedback control loop and this assures improved robustness to the aforementioned model uncertainty as well as to external perturbations. The efficiency of the proposed adaptive fuzzy control scheme is confirmed through simulation experiments.
NASA Astrophysics Data System (ADS)
Zhou, H.; Liu, W.; Ning, T.
2017-12-01
Land surface actual evapotranspiration plays a key role in the global water and energy cycles. Accurate estimation of evapotranspiration is crucial for understanding the interactions between the land surface and the atmosphere, as well as for managing water resources. The nonlinear advection-aridity approach was formulated by Brutsaert to estimate actual evapotranspiration in 2015. Subsequently, this approach has been verified, applied and developed by many scholars. The estimation, impact factors and correlation analysis of the parameter alpha (αe) of this approach has become important aspects of the research. According to the principle of this approach, the potential evapotranspiration (ETpo) (taking αe as 1) and the apparent potential evapotranspiration (ETpm) were calculated using the meteorological data of 123 sites of the Loess Plateau and its surrounding areas. Then the mean spatial values of precipitation (P), ETpm and ETpo for 13 catchments were obtained by a CoKriging interpolation algorithm. Based on the runoff data of the 13 catchments, actual evapotranspiration was calculated using the catchment water balance equation at the hydrological year scale (May to April of the following year) by ignoring the change of catchment water storage. Thus, the parameter was estimated, and its relationships with P, ETpm and aridity index (ETpm/P) were further analyzed. The results showed that the general range of annual parameter value was 0.385-1.085, with an average value of 0.751 and a standard deviation of 0.113. The mean annual parameter αe value showed different spatial characteristics, with lower values in northern and higher values in southern. The annual scale parameter linearly related with annual P (R2=0.89) and ETpm (R2=0.49), while it exhibited a power function relationship with the aridity index (R2=0.83). Considering the ETpm is a variable in the nonlinear advection-aridity approach in which its effect has been incorporated, the relationship of precipitation and parameter (αe=1.0×10-3*P+0.301) was developed. The value of αe in this study is lower than those in the published literature. The reason is unclear at this point and yet need further investigation. The preliminary application of the nonlinear advection-aridity approach in the Loess Plateau has shown promising results.
Flexible link functions in nonparametric binary regression with Gaussian process priors.
Li, Dan; Wang, Xia; Lin, Lizhen; Dey, Dipak K
2016-09-01
In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. © 2015, The International Biometric Society.
Flexible Link Functions in Nonparametric Binary Regression with Gaussian Process Priors
Li, Dan; Lin, Lizhen; Dey, Dipak K.
2015-01-01
Summary In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. PMID:26686333
Sigmoid function based integral-derivative observer and application to autopilot design
NASA Astrophysics Data System (ADS)
Shao, Xingling; Wang, Honglun; Liu, Jun; Tang, Jun; Li, Jie; Zhang, Xiaoming; Shen, Chong
2017-02-01
To handle problems of accurate signal reconstruction and controller implementation with integral and derivative components in the presence of noisy measurement, motivated by the design principle of sigmoid function based tracking differentiator and nonlinear continuous integral-derivative observer, a novel integral-derivative observer (SIDO) using sigmoid function is developed. The key merit of the proposed SIDO is that it can simultaneously provide continuous integral and differential estimates with almost no drift phenomena and chattering effect, as well as acceptable noise-tolerance performance from output measurement, and the stability is established based on exponential stability and singular perturbation theory. In addition, the effectiveness of SIDO in suppressing drift phenomena and high frequency noises is firstly revealed using describing function and confirmed through simulation comparisons. Finally, the theoretical results on SIDO are demonstrated with application to autopilot design: 1) the integral and tracking estimates are extracted from the sensed pitch angular rate contaminated by nonwhite noises in feedback loop, 2) the PID(proportional-integral-derivative) based attitude controller is realized by adopting the error estimates offered by SIDO instead of using the ideal integral and derivative operator to achieve satisfactory tracking performance under control constraint.
Prediction of spectral acceleration response ordinates based on PGA attenuation
Graizer, V.; Kalkan, E.
2009-01-01
Developed herein is a new peak ground acceleration (PGA)-based predictive model for 5% damped pseudospectral acceleration (SA) ordinates of free-field horizontal component of ground motion from shallow-crustal earthquakes. The predictive model of ground motion spectral shape (i.e., normalized spectrum) is generated as a continuous function of few parameters. The proposed model eliminates the classical exhausted matrix of estimator coefficients, and provides significant ease in its implementation. It is structured on the Next Generation Attenuation (NGA) database with a number of additions from recent Californian events including 2003 San Simeon and 2004 Parkfield earthquakes. A unique feature of the model is its new functional form explicitly integrating PGA as a scaling factor. The spectral shape model is parameterized within an approximation function using moment magnitude, closest distance to the fault (fault distance) and VS30 (average shear-wave velocity in the upper 30 m) as independent variables. Mean values of its estimator coefficients were computed by fitting an approximation function to spectral shape of each record using robust nonlinear optimization. Proposed spectral shape model is independent of the PGA attenuation, allowing utilization of various PGA attenuation relations to estimate the response spectrum of earthquake recordings.
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…
Estimation of a Nonlinear Intervention Phase Trajectory for Multiple-Baseline Design Data
ERIC Educational Resources Information Center
Hembry, Ian; Bunuan, Rommel; Beretvas, S. Natasha; Ferron, John M.; Van den Noortgate, Wim
2015-01-01
A multilevel logistic model for estimating a nonlinear trajectory in a multiple-baseline design is introduced. The model is applied to data from a real multiple-baseline design study to demonstrate interpretation of relevant parameters. A simple change-in-levels (?"Levels") model and a model involving a quadratic function…
Zhao, Zhibiao
2011-06-01
We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.
Nonlinear analysis of a rotor-bearing system using describing functions
NASA Astrophysics Data System (ADS)
Maraini, Daniel; Nataraj, C.
2018-04-01
This paper presents a technique for modelling the nonlinear behavior of a rotor-bearing system with Hertzian contact, clearance, and rotating unbalance. The rotor-bearing system is separated into linear and nonlinear components, and the nonlinear bearing force is replaced with an equivalent describing function gain. The describing function captures the relationship between the amplitude of the fundamental input to the nonlinearity and the fundamental output. The frequency response is constructed for various values of the clearance parameter, and the results show the presence of a jump resonance in bearings with both clearance and preload. Nonlinear hardening type behavior is observed in the case with clearance and softening behavior is observed for the case with preload. Numerical integration is also carried out on the nonlinear equations of motion showing strong agreement with the approximate solution. This work could easily be extended to include additional nonlinearities that arise from defects, providing a powerful diagnostic tool.
Synthesis of nonlinear frequency responses with experimentally extracted nonlinear modes
NASA Astrophysics Data System (ADS)
Peter, Simon; Scheel, Maren; Krack, Malte; Leine, Remco I.
2018-02-01
Determining frequency response curves is a common task in the vibration analysis of nonlinear systems. Measuring nonlinear frequency responses is often challenging and time consuming due to, e.g., coexisting stable or unstable vibration responses and structure-exciter-interaction. The aim of the current paper is to develop a method for the synthesis of nonlinear frequency responses near an isolated resonance, based on data that can be easily and automatically obtained experimentally. The proposed purely experimental approach relies on (a) a standard linear modal analysis carried out at low vibration levels and (b) a phase-controlled tracking of the backbone curve of the considered forced resonance. From (b), the natural frequency and vibrational deflection shape are directly obtained as a function of the vibration level. Moreover, a damping measure can be extracted by power considerations or from the linear modal analysis. In accordance with the single nonlinear mode assumption, the near-resonant frequency response can then be synthesized using this data. The method is applied to a benchmark structure consisting of a cantilevered beam attached to a leaf spring undergoing large deflections. The results are compared with direct measurements of the frequency response. The proposed approach is fast, robust and provides a good estimate for the frequency response. It is also found that direct frequency response measurement is less robust due to bifurcations and using a sine sweep excitation with a conventional force controller leads to underestimation of maximum vibration response.
A spline-based non-linear diffeomorphism for multimodal prostate registration.
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.
Nonlinear viscoelastic characterization of bovine trabecular bone.
Manda, Krishnagoud; Wallace, Robert J; Xie, Shuqiao; Levrero-Florencio, Francesc; Pankaj, Pankaj
2017-02-01
The time-independent elastic properties of trabecular bone have been extensively investigated, and several stiffness-density relations have been proposed. Although it is recognized that trabecular bone exhibits time-dependent mechanical behaviour, a property of viscoelastic materials, the characterization of this behaviour has received limited attention. The objective of the present study was to investigate the time-dependent behaviour of bovine trabecular bone through a series of compressive creep-recovery experiments and to identify its nonlinear constitutive viscoelastic material parameters. Uniaxial compressive creep and recovery experiments at multiple loads were performed on cylindrical bovine trabecular bone samples ([Formula: see text]). Creep response was found to be significant and always comprised of recoverable and irrecoverable strains, even at low stress/strain levels. This response was also found to vary nonlinearly with applied stress. A systematic methodology was developed to separate recoverable (nonlinear viscoelastic) and irrecoverable (permanent) strains from the total experimental strain response. We found that Schapery's nonlinear viscoelastic constitutive model describes the viscoelastic response of the trabecular bone, and parameters associated with this model were estimated from the multiple load creep-recovery (MLCR) experiments. Nonlinear viscoelastic recovery compliance was found to have a decreasing and then increasing trend with increasing stress level, indicating possible stiffening and softening behaviour of trabecular bone due to creep. The obtained parameters from MLCR tests, expressed as second-order polynomial functions of stress, showed a similar trend for all the samples, and also demonstrate stiffening-softening behaviour with increasing stress.
Sensorless Estimation and Nonlinear Control of a Rotational Energy Harvester
NASA Astrophysics Data System (ADS)
Nunna, Kameswarie; Toh, Tzern T.; Mitcheson, Paul D.; Astolfi, Alessandro
2013-12-01
It is important to perform sensorless monitoring of parameters in energy harvesting devices in order to determine the operating states of the system. However, physical measurements of these parameters is often a challenging task due to the unavailability of access points. This paper presents, as an example application, the design of a nonlinear observer and a nonlinear feedback controller for a rotational energy harvester. A dynamic model of a rotational energy harvester with its power electronic interface is derived and validated. This model is then used to design a nonlinear observer and a nonlinear feedback controller which yield a sensorless closed-loop system. The observer estimates the mechancial quantities from the measured electrical quantities while the control law sustains power generation across a range of source rotation speeds. The proposed scheme is assessed through simulations and experiments.
NASA Astrophysics Data System (ADS)
Balkaya, Çağlayan; Ekinci, Yunus Levent; Göktürkler, Gökhan; Turan, Seçil
2017-01-01
3D non-linear inversion of total field magnetic anomalies caused by vertical-sided prismatic bodies has been achieved by differential evolution (DE), which is one of the population-based evolutionary algorithms. We have demonstrated the efficiency of the algorithm on both synthetic and field magnetic anomalies by estimating horizontal distances from the origin in both north and east directions, depths to the top and bottom of the bodies, inclination and declination angles of the magnetization, and intensity of magnetization of the causative bodies. In the synthetic anomaly case, we have considered both noise-free and noisy data sets due to two vertical-sided prismatic bodies in a non-magnetic medium. For the field case, airborne magnetic anomalies originated from intrusive granitoids at the eastern part of the Biga Peninsula (NW Turkey) which is composed of various kinds of sedimentary, metamorphic and igneous rocks, have been inverted and interpreted. Since the granitoids are the outcropped rocks in the field, the estimations for the top depths of two prisms representing the magnetic bodies were excluded during inversion studies. Estimated bottom depths are in good agreement with the ones obtained by a different approach based on 3D modelling of pseudogravity anomalies. Accuracy of the estimated parameters from both cases has been also investigated via probability density functions. Based on the tests in the present study, it can be concluded that DE is a useful tool for the parameter estimation of source bodies using magnetic anomalies.
Neural network fusion capabilities for efficient implementation of tracking algorithms
NASA Astrophysics Data System (ADS)
Sundareshan, Malur K.; Amoozegar, Farid
1997-03-01
The ability to efficiently fuse information of different forms to facilitate intelligent decision making is one of the major capabilities of trained multilayer neural networks that is now being recognized. While development of innovative adaptive control algorithms for nonlinear dynamical plants that attempt to exploit these capabilities seems to be more popular, a corresponding development of nonlinear estimation algorithms using these approaches, particularly for application in target surveillance and guidance operations, has not received similar attention. We describe the capabilities and functionality of neural network algorithms for data fusion and implementation of tracking filters. To discuss details and to serve as a vehicle for quantitative performance evaluations, the illustrative case of estimating the position and velocity of surveillance targets is considered. Efficient target- tracking algorithms that can utilize data from a host of sensing modalities and are capable of reliably tracking even uncooperative targets executing fast and complex maneuvers are of interest in a number of applications. The primary motivation for employing neural networks in these applications comes from the efficiency with which more features extracted from different sensor measurements can be utilized as inputs for estimating target maneuvers. A system architecture that efficiently integrates the fusion capabilities of a trained multilayer neural net with the tracking performance of a Kalman filter is described. The innovation lies in the way the fusion of multisensor data is accomplished to facilitate improved estimation without increasing the computational complexity of the dynamical state estimator itself.
Optimized System Identification
NASA Technical Reports Server (NTRS)
Juang, Jer-Nan; Longman, Richard W.
1999-01-01
In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.
Goal-oriented explicit residual-type error estimates in XFEM
NASA Astrophysics Data System (ADS)
Rüter, Marcus; Gerasimov, Tymofiy; Stein, Erwin
2013-08-01
A goal-oriented a posteriori error estimator is derived to control the error obtained while approximately evaluating a quantity of engineering interest, represented in terms of a given linear or nonlinear functional, using extended finite elements of Q1 type. The same approximation method is used to solve the dual problem as required for the a posteriori error analysis. It is shown that for both problems to be solved numerically the same singular enrichment functions can be used. The goal-oriented error estimator presented can be classified as explicit residual type, i.e. the residuals of the approximations are used directly to compute upper bounds on the error of the quantity of interest. This approach therefore extends the explicit residual-type error estimator for classical energy norm error control as recently presented in Gerasimov et al. (Int J Numer Meth Eng 90:1118-1155, 2012a). Without loss of generality, the a posteriori error estimator is applied to the model problem of linear elastic fracture mechanics. Thus, emphasis is placed on the fracture criterion, here the J-integral, as the chosen quantity of interest. Finally, various illustrative numerical examples are presented where, on the one hand, the error estimator is compared to its finite element counterpart and, on the other hand, improved enrichment functions, as introduced in Gerasimov et al. (2012b), are discussed.
Solution Methods for 3D Tomographic Inversion Using A Highly Non-Linear Ray Tracer
NASA Astrophysics Data System (ADS)
Hipp, J. R.; Ballard, S.; Young, C. J.; Chang, M.
2008-12-01
To develop 3D velocity models to improve nuclear explosion monitoring capability, we have developed a 3D tomographic modeling system that traces rays using an implementation of the Um and Thurber ray pseudo- bending approach, with full enforcement of Snell's Law in 3D at the major discontinuities. Due to the highly non-linear nature of the ray tracer, however, we are forced to substantially damp the inversion in order to converge on a reasonable model. Unfortunately the amount of damping is not known a priori and can significantly extend the number of calls of the computationally expensive ray-tracer and the least squares matrix solver. If the damping term is too small the solution step-size produces either an un-realistic model velocity change or places the solution in or near a local minimum from which extrication is nearly impossible. If the damping term is too large, convergence can be very slow or premature convergence can occur. Standard approaches involve running inversions with a suite of damping parameters to find the best model. A better solution methodology is to take advantage of existing non-linear solution techniques such as Levenberg-Marquardt (LM) or quasi-newton iterative solvers. In particular, the LM algorithm was specifically designed to find the minimum of a multi-variate function that is expressed as the sum of squares of non-linear real-valued functions. It has become a standard technique for solving non-linear least squared problems, and is widely adopted in a broad spectrum of disciplines, including the geosciences. At each iteration, the LM approach dynamically varies the level of damping to optimize convergence. When the current estimate of the solution is far from the ultimate solution LM behaves as a steepest decent method, but transitions to Gauss- Newton behavior, with near quadratic convergence, as the estimate approaches the final solution. We show typical linear solution techniques and how they can lead to local minima if the damping is set too low. We also describe the LM technique and show how it automatically determines the appropriate damping factor as it iteratively converges on the best solution. Sandia is a multiprogram laboratory operated by Sandia Corporation, a Lockheed Martin Company, for the United States Department of Energy's National Nuclear Security Administration under Contract DE-AC04- 94AL85000.
Stochastic sediment property inversion in Shallow Water 06.
Michalopoulou, Zoi-Heleni
2017-11-01
Received time-series at a short distance from the source allow the identification of distinct paths; four of these are direct, surface and bottom reflections, and sediment reflection. In this work, a Gibbs sampling method is used for the estimation of the arrival times of these paths and the corresponding probability density functions. The arrival times for the first three paths are then employed along with linearization for the estimation of source range and depth, water column depth, and sound speed in the water. Propagating densities of arrival times through the linearized inverse problem, densities are also obtained for the above parameters, providing maximum a posteriori estimates. These estimates are employed to calculate densities and point estimates of sediment sound speed and thickness using a non-linear, grid-based model. Density computation is an important aspect of this work, because those densities express the uncertainty in the inversion for sediment properties.
Hopping in the Crowd to Unveil Network Topology.
Asllani, Malbor; Carletti, Timoteo; Di Patti, Francesca; Fanelli, Duccio; Piazza, Francesco
2018-04-13
We introduce a nonlinear operator to model diffusion on a complex undirected network under crowded conditions. We show that the asymptotic distribution of diffusing agents is a nonlinear function of the nodes' degree and saturates to a constant value for sufficiently large connectivities, at variance with standard diffusion in the absence of excluded-volume effects. Building on this observation, we define and solve an inverse problem, aimed at reconstructing the a priori unknown connectivity distribution. The method gathers all the necessary information by repeating a limited number of independent measurements of the asymptotic density at a single node, which can be chosen randomly. The technique is successfully tested against both synthetic and real data and is also shown to estimate with great accuracy the total number of nodes.
NASA Astrophysics Data System (ADS)
Tuan, Nguyen Huy; Van Au, Vo; Khoa, Vo Anh; Lesnic, Daniel
2017-05-01
The identification of the population density of a logistic equation backwards in time associated with nonlocal diffusion and nonlinear reaction, motivated by biology and ecology fields, is investigated. The diffusion depends on an integral average of the population density whilst the reaction term is a global or local Lipschitz function of the population density. After discussing the ill-posedness of the problem, we apply the quasi-reversibility method to construct stable approximation problems. It is shown that the regularized solutions stemming from such method not only depend continuously on the final data, but also strongly converge to the exact solution in L 2-norm. New error estimates together with stability results are obtained. Furthermore, numerical examples are provided to illustrate the theoretical results.
NASA Astrophysics Data System (ADS)
Thomas Joseph Prakash, J.; Martin Sam Gnanaraj, J.
2015-01-01
Semiorganic nonlinear optical crystals of Cadmium Thiosemicarbazide Bromide was grown by slow evaporation solution growth technique. The unit cell parameters were estimated by subjecting the crystals to single crystal X-ray diffraction. The grown crystals were subjected to Powder X-ray diffraction for analyzing the crystalline nature of the sample. FTIR studies reveal the functional groups and the optical characters were analyzed by UV-Vis spectral studies. Mechanical stability of the sample was assessed by Vicker's micro hardness test. The presence of surface dislocations was identified by chemical etching technique. Antibacterial study was carried out against ACDP declared harmful pathogens. SHG efficiency of CTSB crystal was tested using Nd: YAG laser and it was found to be ∼1.8 times that of potassium dihydrogen phosphate.
Hopping in the Crowd to Unveil Network Topology
NASA Astrophysics Data System (ADS)
Asllani, Malbor; Carletti, Timoteo; Di Patti, Francesca; Fanelli, Duccio; Piazza, Francesco
2018-04-01
We introduce a nonlinear operator to model diffusion on a complex undirected network under crowded conditions. We show that the asymptotic distribution of diffusing agents is a nonlinear function of the nodes' degree and saturates to a constant value for sufficiently large connectivities, at variance with standard diffusion in the absence of excluded-volume effects. Building on this observation, we define and solve an inverse problem, aimed at reconstructing the a priori unknown connectivity distribution. The method gathers all the necessary information by repeating a limited number of independent measurements of the asymptotic density at a single node, which can be chosen randomly. The technique is successfully tested against both synthetic and real data and is also shown to estimate with great accuracy the total number of nodes.
NASA Astrophysics Data System (ADS)
Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying
2016-05-01
Health state estimation of inaccessible components in complex systems necessitates effective state estimation techniques using the observable variables of the system. The task becomes much complicated when the system is nonlinear/non-Gaussian and it receives stochastic input. In this work, a novel sequential state estimation framework is developed based on particle filtering (PF) scheme for state estimation of general class of nonlinear dynamical systems with stochastic input. Performance of the developed framework is then validated with simulation on a Bivariate Non-stationary Growth Model (BNGM) as a benchmark. In the next step, three-year operating data of an industrial gas turbine engine (GTE) are utilized to verify the effectiveness of the developed framework. A comprehensive thermodynamic model for the GTE is therefore developed to formulate the relation of the observable parameters and the dominant degradation symptoms of the turbine, namely, loss of isentropic efficiency and increase of the mass flow. The results confirm the effectiveness of the developed framework for simultaneous estimation of multiple degradation symptoms in complex systems with noisy measured inputs.
Ji, Cuicui; Jia, Yonghong; Gao, Zhihai; Wei, Huaidong; Li, Xiaosong
2017-01-01
Desert vegetation plays significant roles in securing the ecological integrity of oasis ecosystems in western China. Timely monitoring of photosynthetic/non-photosynthetic desert vegetation cover is necessary to guide management practices on land desertification and research into the mechanisms driving vegetation recession. In this study, nonlinear spectral mixture effects for photosynthetic/non-photosynthetic vegetation cover estimates are investigated through comparing the performance of linear and nonlinear spectral mixture models with different endmembers applied to field spectral measurements of two types of typical desert vegetation, namely, Nitraria shrubs and Haloxylon. The main results were as follows. (1) The correct selection of endmembers is important for improving the accuracy of vegetation cover estimates, and in particular, shadow endmembers cannot be neglected. (2) For both the Nitraria shrubs and Haloxylon, the Kernel-based Nonlinear Spectral Mixture Model (KNSMM) with nonlinear parameters was the best unmixing model. In consideration of the computational complexity and accuracy requirements, the Linear Spectral Mixture Model (LSMM) could be adopted for Nitraria shrubs plots, but this will result in significant errors for the Haloxylon plots since the nonlinear spectral mixture effects were more obvious for this vegetation type. (3) The vegetation canopy structure (planophile or erectophile) determines the strength of the nonlinear spectral mixture effects. Therefore, no matter for Nitraria shrubs or Haloxylon, the non-linear spectral mixing effects between the photosynthetic / non-photosynthetic vegetation and the bare soil do exist, and its strength is dependent on the three-dimensional structure of the vegetation canopy. The choice of linear or nonlinear spectral mixture models is up to the consideration of computational complexity and the accuracy requirement.
Jia, Yonghong; Gao, Zhihai; Wei, Huaidong
2017-01-01
Desert vegetation plays significant roles in securing the ecological integrity of oasis ecosystems in western China. Timely monitoring of photosynthetic/non-photosynthetic desert vegetation cover is necessary to guide management practices on land desertification and research into the mechanisms driving vegetation recession. In this study, nonlinear spectral mixture effects for photosynthetic/non-photosynthetic vegetation cover estimates are investigated through comparing the performance of linear and nonlinear spectral mixture models with different endmembers applied to field spectral measurements of two types of typical desert vegetation, namely, Nitraria shrubs and Haloxylon. The main results were as follows. (1) The correct selection of endmembers is important for improving the accuracy of vegetation cover estimates, and in particular, shadow endmembers cannot be neglected. (2) For both the Nitraria shrubs and Haloxylon, the Kernel-based Nonlinear Spectral Mixture Model (KNSMM) with nonlinear parameters was the best unmixing model. In consideration of the computational complexity and accuracy requirements, the Linear Spectral Mixture Model (LSMM) could be adopted for Nitraria shrubs plots, but this will result in significant errors for the Haloxylon plots since the nonlinear spectral mixture effects were more obvious for this vegetation type. (3) The vegetation canopy structure (planophile or erectophile) determines the strength of the nonlinear spectral mixture effects. Therefore, no matter for Nitraria shrubs or Haloxylon, the non-linear spectral mixing effects between the photosynthetic / non-photosynthetic vegetation and the bare soil do exist, and its strength is dependent on the three-dimensional structure of the vegetation canopy. The choice of linear or nonlinear spectral mixture models is up to the consideration of computational complexity and the accuracy requirement. PMID:29240777
Shih, Peter; Kaul, Brian C; Jagannathan, S; Drallmeier, James A
2008-08-01
A novel reinforcement-learning-based dual-control methodology adaptive neural network (NN) controller is developed to deliver a desired tracking performance for a class of complex feedback nonlinear discrete-time systems, which consists of a second-order nonlinear discrete-time system in nonstrict feedback form and an affine nonlinear discrete-time system, in the presence of bounded and unknown disturbances. For example, the exhaust gas recirculation (EGR) operation of a spark ignition (SI) engine is modeled by using such a complex nonlinear discrete-time system. A dual-controller approach is undertaken where primary adaptive critic NN controller is designed for the nonstrict feedback nonlinear discrete-time system whereas the secondary one for the affine nonlinear discrete-time system but the controllers together offer the desired performance. The primary adaptive critic NN controller includes an NN observer for estimating the states and output, an NN critic, and two action NNs for generating virtual control and actual control inputs for the nonstrict feedback nonlinear discrete-time system, whereas an additional critic NN and an action NN are included for the affine nonlinear discrete-time system by assuming the state availability. All NN weights adapt online towards minimization of a certain performance index, utilizing gradient-descent-based rule. Using Lyapunov theory, the uniformly ultimate boundedness (UUB) of the closed-loop tracking error, weight estimates, and observer estimates are shown. The adaptive critic NN controller performance is evaluated on an SI engine operating with high EGR levels where the controller objective is to reduce cyclic dispersion in heat release while minimizing fuel intake. Simulation and experimental results indicate that engine out emissions drop significantly at 20% EGR due to reduction in dispersion in heat release thus verifying the dual-control approach.
Combining Biomarkers Linearly and Nonlinearly for Classification Using the Area Under the ROC Curve
Fong, Youyi; Yin, Shuxin; Huang, Ying
2016-01-01
In biomedical studies, it is often of interest to classify/predict a subject’s disease status based on a variety of biomarker measurements. A commonly used classification criterion is based on AUC - Area under the Receiver Operating Characteristic Curve. Many methods have been proposed to optimize approximated empirical AUC criteria, but there are two limitations to the existing methods. First, most methods are only designed to find the best linear combination of biomarkers, which may not perform well when there is strong nonlinearity in the data. Second, many existing linear combination methods use gradient-based algorithms to find the best marker combination, which often result in sub-optimal local solutions. In this paper, we address these two problems by proposing a new kernel-based AUC optimization method called Ramp AUC (RAUC). This method approximates the empirical AUC loss function with a ramp function, and finds the best combination by a difference of convex functions algorithm. We show that as a linear combination method, RAUC leads to a consistent and asymptotically normal estimator of the linear marker combination when the data is generated from a semiparametric generalized linear model, just as the Smoothed AUC method (SAUC). Through simulation studies and real data examples, we demonstrate that RAUC out-performs SAUC in finding the best linear marker combinations, and can successfully capture nonlinear pattern in the data to achieve better classification performance. We illustrate our method with a dataset from a recent HIV vaccine trial. PMID:27058981
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.
Proposed method to construct Boolean functions with maximum possible annihilator immunity
NASA Astrophysics Data System (ADS)
Goyal, Rajni; Panigrahi, Anupama; Bansal, Rohit
2017-07-01
Nonlinearity and Algebraic(annihilator) immunity are two core properties of a Boolean function because optimum values of Annihilator Immunity and nonlinearity are required to resist fast algebraic attack and differential cryptanalysis respectively. For a secure cypher system, Boolean function(S-Boxes) should resist maximum number of attacks. It is possible if a Boolean function has optimal trade-off among its properties. Before constructing Boolean functions, we fixed the criteria of our constructions based on its properties. In present work, our construction is based on annihilator immunity and nonlinearity. While keeping above facts in mind,, we have developed a multi-objective evolutionary approach based on NSGA-II and got the optimum value of annihilator immunity with good bound of nonlinearity. We have constructed balanced Boolean functions having the best trade-off among balancedness, Annihilator immunity and nonlinearity for 5, 6 and 7 variables by the proposed method.
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.
Instrumental Variable Analysis with a Nonlinear Exposure–Outcome Relationship
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