Optimal Doppler centroid estimation for SAR data from a quasi-homogeneous source
NASA Technical Reports Server (NTRS)
Jin, M. Y.
1986-01-01
This correspondence briefly describes two Doppler centroid estimation (DCE) algorithms, provides a performance summary for these algorithms, and presents the experimental results. These algorithms include that of Li et al. (1985) and a newly developed one that is optimized for quasi-homogeneous sources. The performance enhancement achieved by the optimal DCE algorithm is clearly demonstrated by the experimental results.
Space shuttle propulsion parameter estimation using optimal estimation techniques
NASA Technical Reports Server (NTRS)
1983-01-01
The first twelve system state variables are presented with the necessary mathematical developments for incorporating them into the filter/smoother algorithm. Other state variables, i.e., aerodynamic coefficients can be easily incorporated into the estimation algorithm, representing uncertain parameters, but for initial checkout purposes are treated as known quantities. An approach for incorporating the NASA propulsion predictive model results into the optimal estimation algorithm was identified. This approach utilizes numerical derivatives and nominal predictions within the algorithm with global iterations of the algorithm. The iterative process is terminated when the quality of the estimates provided no longer significantly improves.
NASA Astrophysics Data System (ADS)
Xu, Quan-Li; Cao, Yu-Wei; Yang, Kun
2018-03-01
Ant Colony Optimization (ACO) is the most widely used artificial intelligence algorithm at present. This study introduced the principle and mathematical model of ACO algorithm in solving Vehicle Routing Problem (VRP), and designed a vehicle routing optimization model based on ACO, then the vehicle routing optimization simulation system was developed by using c ++ programming language, and the sensitivity analyses, estimations and improvements of the three key parameters of ACO were carried out. The results indicated that the ACO algorithm designed in this paper can efficiently solve rational planning and optimization of VRP, and the different values of the key parameters have significant influence on the performance and optimization effects of the algorithm, and the improved algorithm is not easy to locally converge prematurely and has good robustness.
Multiple shooting algorithms for jump-discontinuous problems in optimal control and estimation
NASA Technical Reports Server (NTRS)
Mook, D. J.; Lew, Jiann-Shiun
1991-01-01
Multiple shooting algorithms are developed for jump-discontinuous two-point boundary value problems arising in optimal control and optimal estimation. Examples illustrating the origin of such problems are given to motivate the development of the solution algorithms. The algorithms convert the necessary conditions, consisting of differential equations and transversality conditions, into algebraic equations. The solution of the algebraic equations provides exact solutions for linear problems. The existence and uniqueness of the solution are proved.
Huang, Yu; Guo, Feng; Li, Yongling; Liu, Yufeng
2015-01-01
Parameter estimation for fractional-order chaotic systems is an important issue in fractional-order chaotic control and synchronization and could be essentially formulated as a multidimensional optimization problem. A novel algorithm called quantum parallel particle swarm optimization (QPPSO) is proposed to solve the parameter estimation for fractional-order chaotic systems. The parallel characteristic of quantum computing is used in QPPSO. This characteristic increases the calculation of each generation exponentially. The behavior of particles in quantum space is restrained by the quantum evolution equation, which consists of the current rotation angle, individual optimal quantum rotation angle, and global optimal quantum rotation angle. Numerical simulation based on several typical fractional-order systems and comparisons with some typical existing algorithms show the effectiveness and efficiency of the proposed algorithm. PMID:25603158
Optimization of Straight Cylindrical Turning Using Artificial Bee Colony (ABC) Algorithm
NASA Astrophysics Data System (ADS)
Prasanth, Rajanampalli Seshasai Srinivasa; Hans Raj, Kandikonda
2017-04-01
Artificial bee colony (ABC) algorithm, that mimics the intelligent foraging behavior of honey bees, is increasingly gaining acceptance in the field of process optimization, as it is capable of handling nonlinearity, complexity and uncertainty. Straight cylindrical turning is a complex and nonlinear machining process which involves the selection of appropriate cutting parameters that affect the quality of the workpiece. This paper presents the estimation of optimal cutting parameters of the straight cylindrical turning process using the ABC algorithm. The ABC algorithm is first tested on four benchmark problems of numerical optimization and its performance is compared with genetic algorithm (GA) and ant colony optimization (ACO) algorithm. Results indicate that, the rate of convergence of ABC algorithm is better than GA and ACO. Then, the ABC algorithm is used to predict optimal cutting parameters such as cutting speed, feed rate, depth of cut and tool nose radius to achieve good surface finish. Results indicate that, the ABC algorithm estimated a comparable surface finish when compared with real coded genetic algorithm and differential evolution algorithm.
Wang, Jun; Zhou, Bihua; Zhou, Shudao
2016-01-01
This paper proposes an improved cuckoo search (ICS) algorithm to establish the parameters of chaotic systems. In order to improve the optimization capability of the basic cuckoo search (CS) algorithm, the orthogonal design and simulated annealing operation are incorporated in the CS algorithm to enhance the exploitation search ability. Then the proposed algorithm is used to establish parameters of the Lorenz chaotic system and Chen chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the algorithm can estimate parameters with high accuracy and reliability. Finally, the results are compared with the CS algorithm, genetic algorithm, and particle swarm optimization algorithm, and the compared results demonstrate the method is energy-efficient and superior. PMID:26880874
Metabolic flux estimation using particle swarm optimization with penalty function.
Long, Hai-Xia; Xu, Wen-Bo; Sun, Jun
2009-01-01
Metabolic flux estimation through 13C trace experiment is crucial for quantifying the intracellular metabolic fluxes. In fact, it corresponds to a constrained optimization problem that minimizes a weighted distance between measured and simulated results. In this paper, we propose particle swarm optimization (PSO) with penalty function to solve 13C-based metabolic flux estimation problem. The stoichiometric constraints are transformed to an unconstrained one, by penalizing the constraints and building a single objective function, which in turn is minimized using PSO algorithm for flux quantification. The proposed algorithm is applied to estimate the central metabolic fluxes of Corynebacterium glutamicum. From simulation results, it is shown that the proposed algorithm has superior performance and fast convergence ability when compared to other existing algorithms.
USDA-ARS?s Scientific Manuscript database
Several bio-optical algorithms were developed to estimate the chlorophyll-a (Chl-a) and phycocyanin (PC) concentrations in inland waters. This study aimed at identifying the influence of the algorithm parameters and wavelength bands on output variables and searching optimal parameter values. The opt...
Aircraft Engine Thrust Estimator Design Based on GSA-LSSVM
NASA Astrophysics Data System (ADS)
Sheng, Hanlin; Zhang, Tianhong
2017-08-01
In view of the necessity of highly precise and reliable thrust estimator to achieve direct thrust control of aircraft engine, based on support vector regression (SVR), as well as least square support vector machine (LSSVM) and a new optimization algorithm - gravitational search algorithm (GSA), by performing integrated modelling and parameter optimization, a GSA-LSSVM-based thrust estimator design solution is proposed. The results show that compared to particle swarm optimization (PSO) algorithm, GSA can find unknown optimization parameter better and enables the model developed with better prediction and generalization ability. The model can better predict aircraft engine thrust and thus fulfills the need of direct thrust control of aircraft engine.
Ismail, Ahmad Muhaimin; Mohamad, Mohd Saberi; Abdul Majid, Hairudin; Abas, Khairul Hamimah; Deris, Safaai; Zaki, Nazar; Mohd Hashim, Siti Zaiton; Ibrahim, Zuwairie; Remli, Muhammad Akmal
2017-12-01
Mathematical modelling is fundamental to understand the dynamic behavior and regulation of the biochemical metabolisms and pathways that are found in biological systems. Pathways are used to describe complex processes that involve many parameters. It is important to have an accurate and complete set of parameters that describe the characteristics of a given model. However, measuring these parameters is typically difficult and even impossible in some cases. Furthermore, the experimental data are often incomplete and also suffer from experimental noise. These shortcomings make it challenging to identify the best-fit parameters that can represent the actual biological processes involved in biological systems. Computational approaches are required to estimate these parameters. The estimation is converted into multimodal optimization problems that require a global optimization algorithm that can avoid local solutions. These local solutions can lead to a bad fit when calibrating with a model. Although the model itself can potentially match a set of experimental data, a high-performance estimation algorithm is required to improve the quality of the solutions. This paper describes an improved hybrid of particle swarm optimization and the gravitational search algorithm (IPSOGSA) to improve the efficiency of a global optimum (the best set of kinetic parameter values) search. The findings suggest that the proposed algorithm is capable of narrowing down the search space by exploiting the feasible solution areas. Hence, the proposed algorithm is able to achieve a near-optimal set of parameters at a fast convergence speed. The proposed algorithm was tested and evaluated based on two aspartate pathways that were obtained from the BioModels Database. The results show that the proposed algorithm outperformed other standard optimization algorithms in terms of accuracy and near-optimal kinetic parameter estimation. Nevertheless, the proposed algorithm is only expected to work well in small scale systems. In addition, the results of this study can be used to estimate kinetic parameter values in the stage of model selection for different experimental conditions. Copyright © 2017 Elsevier B.V. All rights reserved.
Fat water decomposition using globally optimal surface estimation (GOOSE) algorithm.
Cui, Chen; Wu, Xiaodong; Newell, John D; Jacob, Mathews
2015-03-01
This article focuses on developing a novel noniterative fat water decomposition algorithm more robust to fat water swaps and related ambiguities. Field map estimation is reformulated as a constrained surface estimation problem to exploit the spatial smoothness of the field, thus minimizing the ambiguities in the recovery. Specifically, the differences in the field map-induced frequency shift between adjacent voxels are constrained to be in a finite range. The discretization of the above problem yields a graph optimization scheme, where each node of the graph is only connected with few other nodes. Thanks to the low graph connectivity, the problem is solved efficiently using a noniterative graph cut algorithm. The global minimum of the constrained optimization problem is guaranteed. The performance of the algorithm is compared with that of state-of-the-art schemes. Quantitative comparisons are also made against reference data. The proposed algorithm is observed to yield more robust fat water estimates with fewer fat water swaps and better quantitative results than other state-of-the-art algorithms in a range of challenging applications. The proposed algorithm is capable of considerably reducing the swaps in challenging fat water decomposition problems. The experiments demonstrate the benefit of using explicit smoothness constraints in field map estimation and solving the problem using a globally convergent graph-cut optimization algorithm. © 2014 Wiley Periodicals, Inc.
Wang, Chang; Qin, Xin; Liu, Yan; Zhang, Wenchao
2016-06-01
An adaptive inertia weight particle swarm algorithm is proposed in this study to solve the local optimal problem with the method of traditional particle swarm optimization in the process of estimating magnetic resonance(MR)image bias field.An indicator measuring the degree of premature convergence was designed for the defect of traditional particle swarm optimization algorithm.The inertia weight was adjusted adaptively based on this indicator to ensure particle swarm to be optimized globally and to avoid it from falling into local optimum.The Legendre polynomial was used to fit bias field,the polynomial parameters were optimized globally,and finally the bias field was estimated and corrected.Compared to those with the improved entropy minimum algorithm,the entropy of corrected image was smaller and the estimated bias field was more accurate in this study.Then the corrected image was segmented and the segmentation accuracy obtained in this research was 10% higher than that with improved entropy minimum algorithm.This algorithm can be applied to the correction of MR image bias field.
A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.
Xu, Qingyang; Zhang, Chengjin; Zhang, Li
2014-01-01
Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.
A Fast Elitism Gaussian Estimation of Distribution Algorithm and Application for PID Optimization
Xu, Qingyang; Zhang, Chengjin; Zhang, Li
2014-01-01
Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA. PMID:24892059
On the estimation algorithm used in adaptive performance optimization of turbofan engines
NASA Technical Reports Server (NTRS)
Espana, Martin D.; Gilyard, Glenn B.
1993-01-01
The performance seeking control algorithm is designed to continuously optimize the performance of propulsion systems. The performance seeking control algorithm uses a nominal model of the propulsion system and estimates, in flight, the engine deviation parameters characterizing the engine deviations with respect to nominal conditions. In practice, because of measurement biases and/or model uncertainties, the estimated engine deviation parameters may not reflect the engine's actual off-nominal condition. This factor has a necessary impact on the overall performance seeking control scheme exacerbated by the open-loop character of the algorithm. The effects produced by unknown measurement biases over the estimation algorithm are evaluated. This evaluation allows for identification of the most critical measurements for application of the performance seeking control algorithm to an F100 engine. An equivalence relation between the biases and engine deviation parameters stems from an observability study; therefore, it is undecided whether the estimated engine deviation parameters represent the actual engine deviation or whether they simply reflect the measurement biases. A new algorithm, based on the engine's (steady-state) optimization model, is proposed and tested with flight data. When compared with previous Kalman filter schemes, based on local engine dynamic models, the new algorithm is easier to design and tune and it reduces the computational burden of the onboard computer.
Distributed weighted least-squares estimation with fast convergence for large-scale systems.
Marelli, Damián Edgardo; Fu, Minyue
2015-01-01
In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods.
Distributed weighted least-squares estimation with fast convergence for large-scale systems☆
Marelli, Damián Edgardo; Fu, Minyue
2015-01-01
In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods. PMID:25641976
Multi-Target Tracking via Mixed Integer Optimization
2016-05-13
solving these two problems separately, however few algorithms attempt to solve these simultaneously and even fewer utilize optimization. In this paper we...introduce a new mixed integer optimization (MIO) model which solves the data association and trajectory estimation problems simultaneously by minimizing...Kalman filter [5], which updates the trajectory estimates before the algorithm progresses forward to the next scan. This process repeats sequentially
Optimal Budget Allocation for Sample Average Approximation
2011-06-01
an optimization algorithm applied to the sample average problem. We examine the convergence rate of the estimator as the computing budget tends to...regime for the optimization algorithm . 1 Introduction Sample average approximation (SAA) is a frequently used approach to solving stochastic programs...appealing due to its simplicity and the fact that a large number of standard optimization algorithms are often available to optimize the resulting sample
Machining Parameters Optimization using Hybrid Firefly Algorithm and Particle Swarm Optimization
NASA Astrophysics Data System (ADS)
Farahlina Johari, Nur; Zain, Azlan Mohd; Haszlinna Mustaffa, Noorfa; Udin, Amirmudin
2017-09-01
Firefly Algorithm (FA) is a metaheuristic algorithm that is inspired by the flashing behavior of fireflies and the phenomenon of bioluminescent communication and the algorithm is used to optimize the machining parameters (feed rate, depth of cut, and spindle speed) in this research. The algorithm is hybridized with Particle Swarm Optimization (PSO) to discover better solution in exploring the search space. Objective function of previous research is used to optimize the machining parameters in turning operation. The optimal machining cutting parameters estimated by FA that lead to a minimum surface roughness are validated using ANOVA test.
Production scheduling with ant colony optimization
NASA Astrophysics Data System (ADS)
Chernigovskiy, A. S.; Kapulin, D. V.; Noskova, E. E.; Yamskikh, T. N.; Tsarev, R. Yu
2017-10-01
The optimum solution of the production scheduling problem for manufacturing processes at an enterprise is crucial as it allows one to obtain the required amount of production within a specified time frame. Optimum production schedule can be found using a variety of optimization algorithms or scheduling algorithms. Ant colony optimization is one of well-known techniques to solve the global multi-objective optimization problem. In the article, the authors present a solution of the production scheduling problem by means of an ant colony optimization algorithm. A case study of the algorithm efficiency estimated against some others production scheduling algorithms is presented. Advantages of the ant colony optimization algorithm and its beneficial effect on the manufacturing process are provided.
NASA Astrophysics Data System (ADS)
Yuan, Chunhua; Wang, Jiang; Yi, Guosheng
2017-03-01
Estimation of ion channel parameters is crucial to spike initiation of neurons. The biophysical neuron models have numerous ion channel parameters, but only a few of them play key roles in the firing patterns of the models. So we choose three parameters featuring the adaptation in the Ermentrout neuron model to be estimated. However, the traditional particle swarm optimization (PSO) algorithm is still easy to fall into local optimum and has the premature convergence phenomenon in the study of some problems. In this paper, we propose an improved method that uses a concave function and dynamic logistic chaotic mapping mixed to adjust the inertia weights of the fitness value, effectively improve the global convergence ability of the algorithm. The perfect predicting firing trajectories of the rebuilt model using the estimated parameters prove that only estimating a few important ion channel parameters can establish the model well and the proposed algorithm is effective. Estimations using two classic PSO algorithms are also compared to the improved PSO to verify that the algorithm proposed in this paper can avoid local optimum and quickly converge to the optimal value. The results provide important theoretical foundations for building biologically realistic neuron models.
Novel cooperative neural fusion algorithms for image restoration and image fusion.
Xia, Youshen; Kamel, Mohamed S
2007-02-01
To deal with the problem of restoring degraded images with non-Gaussian noise, this paper proposes a novel cooperative neural fusion regularization (CNFR) algorithm for image restoration. Compared with conventional regularization algorithms for image restoration, the proposed CNFR algorithm can relax need of the optimal regularization parameter to be estimated. Furthermore, to enhance the quality of restored images, this paper presents a cooperative neural fusion (CNF) algorithm for image fusion. Compared with existing signal-level image fusion algorithms, the proposed CNF algorithm can greatly reduce the loss of contrast information under blind Gaussian noise environments. The performance analysis shows that the proposed two neural fusion algorithms can converge globally to the robust and optimal image estimate. Simulation results confirm that in different noise environments, the proposed two neural fusion algorithms can obtain a better image estimate than several well known image restoration and image fusion methods.
Progress in navigation filter estimate fusion and its application to spacecraft rendezvous
NASA Technical Reports Server (NTRS)
Carpenter, J. Russell
1994-01-01
A new derivation of an algorithm which fuses the outputs of two Kalman filters is presented within the context of previous research in this field. Unlike other works, this derivation clearly shows the combination of estimates to be optimal, minimizing the trace of the fused covariance matrix. The algorithm assumes that the filters use identical models, and are stable and operating optimally with respect to their own local measurements. Evidence is presented which indicates that the error ellipsoid derived from the covariance of the optimally fused estimate is contained within the intersections of the error ellipsoids of the two filters being fused. Modifications which reduce the algorithm's data transmission requirements are also presented, including a scalar gain approximation, a cross-covariance update formula which employs only the two contributing filters' autocovariances, and a form of the algorithm which can be used to reinitialize the two Kalman filters. A sufficient condition for using the optimally fused estimates to periodically reinitialize the Kalman filters in this fashion is presented and proved as a theorem. When these results are applied to an optimal spacecraft rendezvous problem, simulated performance results indicate that the use of optimally fused data leads to significantly improved robustness to initial target vehicle state errors. The following applications of estimate fusion methods to spacecraft rendezvous are also described: state vector differencing, and redundancy management.
New Multi-objective Uncertainty-based Algorithm for Water Resource Models' Calibration
NASA Astrophysics Data System (ADS)
Keshavarz, Kasra; Alizadeh, Hossein
2017-04-01
Water resource models are powerful tools to support water management decision making process and are developed to deal with a broad range of issues including land use and climate change impacts analysis, water allocation, systems design and operation, waste load control and allocation, etc. These models are divided into two categories of simulation and optimization models whose calibration has been addressed in the literature where great relevant efforts in recent decades have led to two main categories of auto-calibration methods of uncertainty-based algorithms such as GLUE, MCMC and PEST and optimization-based algorithms including single-objective optimization such as SCE-UA and multi-objective optimization such as MOCOM-UA and MOSCEM-UA. Although algorithms which benefit from capabilities of both types, such as SUFI-2, were rather developed, this paper proposes a new auto-calibration algorithm which is capable of both finding optimal parameters values regarding multiple objectives like optimization-based algorithms and providing interval estimations of parameters like uncertainty-based algorithms. The algorithm is actually developed to improve quality of SUFI-2 results. Based on a single-objective, e.g. NSE and RMSE, SUFI-2 proposes a routine to find the best point and interval estimation of parameters and corresponding prediction intervals (95 PPU) of time series of interest. To assess the goodness of calibration, final results are presented using two uncertainty measures of p-factor quantifying percentage of observations covered by 95PPU and r-factor quantifying degree of uncertainty, and the analyst has to select the point and interval estimation of parameters which are actually non-dominated regarding both of the uncertainty measures. Based on the described properties of SUFI-2, two important questions are raised, answering of which are our research motivation: Given that in SUFI-2, final selection is based on the two measures or objectives and on the other hand, knowing that there is no multi-objective optimization mechanism in SUFI-2, are the final estimations Pareto-optimal? Can systematic methods be applied to select the final estimations? Dealing with these questions, a new auto-calibration algorithm was proposed where the uncertainty measures were considered as two objectives to find non-dominated interval estimations of parameters by means of coupling Monte Carlo simulation and Multi-Objective Particle Swarm Optimization. Both the proposed algorithm and SUFI-2 were applied to calibrate parameters of water resources planning model of Helleh river basin, Iran. The model is a comprehensive water quantity-quality model developed in the previous researches using WEAP software in order to analyze the impacts of different water resources management strategies including dam construction, increasing cultivation area, utilization of more efficient irrigation technologies, changing crop pattern, etc. Comparing the Pareto frontier resulted from the proposed auto-calibration algorithm with SUFI-2 results, it was revealed that the new algorithm leads to a better and also continuous Pareto frontier, even though it is more computationally expensive. Finally, Nash and Kalai-Smorodinsky bargaining methods were used to choose compromised interval estimation regarding Pareto frontier.
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…
An analysis dictionary learning algorithm under a noisy data model with orthogonality constraint.
Zhang, Ye; Yu, Tenglong; Wang, Wenwu
2014-01-01
Two common problems are often encountered in analysis dictionary learning (ADL) algorithms. The first one is that the original clean signals for learning the dictionary are assumed to be known, which otherwise need to be estimated from noisy measurements. This, however, renders a computationally slow optimization process and potentially unreliable estimation (if the noise level is high), as represented by the Analysis K-SVD (AK-SVD) algorithm. The other problem is the trivial solution to the dictionary, for example, the null dictionary matrix that may be given by a dictionary learning algorithm, as discussed in the learning overcomplete sparsifying transform (LOST) algorithm. Here we propose a novel optimization model and an iterative algorithm to learn the analysis dictionary, where we directly employ the observed data to compute the approximate analysis sparse representation of the original signals (leading to a fast optimization procedure) and enforce an orthogonality constraint on the optimization criterion to avoid the trivial solutions. Experiments demonstrate the competitive performance of the proposed algorithm as compared with three baselines, namely, the AK-SVD, LOST, and NAAOLA algorithms.
A Doppler centroid estimation algorithm for SAR systems optimized for the quasi-homogeneous source
NASA Technical Reports Server (NTRS)
Jin, Michael Y.
1989-01-01
Radar signal processing applications frequently require an estimate of the Doppler centroid of a received signal. The Doppler centroid estimate is required for synthetic aperture radar (SAR) processing. It is also required for some applications involving target motion estimation and antenna pointing direction estimation. In some cases, the Doppler centroid can be accurately estimated based on available information regarding the terrain topography, the relative motion between the sensor and the terrain, and the antenna pointing direction. Often, the accuracy of the Doppler centroid estimate can be improved by analyzing the characteristics of the received SAR signal. This kind of signal processing is also referred to as clutterlock processing. A Doppler centroid estimation (DCE) algorithm is described which contains a linear estimator optimized for the type of terrain surface that can be modeled by a quasi-homogeneous source (QHS). Information on the following topics is presented: (1) an introduction to the theory of Doppler centroid estimation; (2) analysis of the performance characteristics of previously reported DCE algorithms; (3) comparison of these analysis results with experimental results; (4) a description and performance analysis of a Doppler centroid estimator which is optimized for a QHS; and (5) comparison of the performance of the optimal QHS Doppler centroid estimator with that of previously reported methods.
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.
Disk storage management for LHCb based on Data Popularity estimator
NASA Astrophysics Data System (ADS)
Hushchyn, Mikhail; Charpentier, Philippe; Ustyuzhanin, Andrey
2015-12-01
This paper presents an algorithm providing recommendations for optimizing the LHCb data storage. The LHCb data storage system is a hybrid system. All datasets are kept as archives on magnetic tapes. The most popular datasets are kept on disks. The algorithm takes the dataset usage history and metadata (size, type, configuration etc.) to generate a recommendation report. This article presents how we use machine learning algorithms to predict future data popularity. Using these predictions it is possible to estimate which datasets should be removed from disk. We use regression algorithms and time series analysis to find the optimal number of replicas for datasets that are kept on disk. Based on the data popularity and the number of replicas optimization, the algorithm minimizes a loss function to find the optimal data distribution. The loss function represents all requirements for data distribution in the data storage system. We demonstrate how our algorithm helps to save disk space and to reduce waiting times for jobs using this data.
NASA Astrophysics Data System (ADS)
Singh, R.; Verma, H. K.
2013-12-01
This paper presents a teaching-learning-based optimization (TLBO) algorithm to solve parameter identification problems in the designing of digital infinite impulse response (IIR) filter. TLBO based filter modelling is applied to calculate the parameters of unknown plant in simulations. Unlike other heuristic search algorithms, TLBO algorithm is an algorithm-specific parameter-less algorithm. In this paper big bang-big crunch (BB-BC) optimization and PSO algorithms are also applied to filter design for comparison. Unknown filter parameters are considered as a vector to be optimized by these algorithms. MATLAB programming is used for implementation of proposed algorithms. Experimental results show that the TLBO is more accurate to estimate the filter parameters than the BB-BC optimization algorithm and has faster convergence rate when compared to PSO algorithm. TLBO is used where accuracy is more essential than the convergence speed.
NASA Technical Reports Server (NTRS)
Lombaerts, Thomas; Schuet, Stefan R.; Wheeler, Kevin; Acosta, Diana; Kaneshige, John
2013-01-01
This paper discusses an algorithm for estimating the safe maneuvering envelope of damaged aircraft. The algorithm performs a robust reachability analysis through an optimal control formulation while making use of time scale separation and taking into account uncertainties in the aerodynamic derivatives. Starting with an optimal control formulation, the optimization problem can be rewritten as a Hamilton- Jacobi-Bellman equation. This equation can be solved by level set methods. This approach has been applied on an aircraft example involving structural airframe damage. Monte Carlo validation tests have confirmed that this approach is successful in estimating the safe maneuvering envelope for damaged aircraft.
Research on bathymetry estimation by Worldview-2 based with the semi-analytical model
NASA Astrophysics Data System (ADS)
Sheng, L.; Bai, J.; Zhou, G.-W.; Zhao, Y.; Li, Y.-C.
2015-04-01
South Sea Islands of China are far away from the mainland, the reefs takes more than 95% of south sea, and most reefs scatter over interested dispute sensitive area. Thus, the methods of obtaining the reefs bathymetry accurately are urgent to be developed. Common used method, including sonar, airborne laser and remote sensing estimation, are limited by the long distance, large area and sensitive location. Remote sensing data provides an effective way for bathymetry estimation without touching over large area, by the relationship between spectrum information and bathymetry. Aimed at the water quality of the south sea of China, our paper develops a bathymetry estimation method without measured water depth. Firstly the semi-analytical optimization model of the theoretical interpretation models has been studied based on the genetic algorithm to optimize the model. Meanwhile, OpenMP parallel computing algorithm has been introduced to greatly increase the speed of the semi-analytical optimization model. One island of south sea in China is selected as our study area, the measured water depth are used to evaluate the accuracy of bathymetry estimation from Worldview-2 multispectral images. The results show that: the semi-analytical optimization model based on genetic algorithm has good results in our study area;the accuracy of estimated bathymetry in the 0-20 meters shallow water area is accepted.Semi-analytical optimization model based on genetic algorithm solves the problem of the bathymetry estimation without water depth measurement. Generally, our paper provides a new bathymetry estimation method for the sensitive reefs far away from mainland.
A multipopulation PSO based memetic algorithm for permutation flow shop scheduling.
Liu, Ruochen; Ma, Chenlin; Ma, Wenping; Li, Yangyang
2013-01-01
The permutation flow shop scheduling problem (PFSSP) is part of production scheduling, which belongs to the hardest combinatorial optimization problem. In this paper, a multipopulation particle swarm optimization (PSO) based memetic algorithm (MPSOMA) is proposed in this paper. In the proposed algorithm, the whole particle swarm population is divided into three subpopulations in which each particle evolves itself by the standard PSO and then updates each subpopulation by using different local search schemes such as variable neighborhood search (VNS) and individual improvement scheme (IIS). Then, the best particle of each subpopulation is selected to construct a probabilistic model by using estimation of distribution algorithm (EDA) and three particles are sampled from the probabilistic model to update the worst individual in each subpopulation. The best particle in the entire particle swarm is used to update the global optimal solution. The proposed MPSOMA is compared with two recently proposed algorithms, namely, PSO based memetic algorithm (PSOMA) and hybrid particle swarm optimization with estimation of distribution algorithm (PSOEDA), on 29 well-known PFFSPs taken from OR-library, and the experimental results show that it is an effective approach for the PFFSP.
Composite Particle Swarm Optimizer With Historical Memory for Function Optimization.
Li, Jie; Zhang, JunQi; Jiang, ChangJun; Zhou, MengChu
2015-10-01
Particle swarm optimization (PSO) algorithm is a population-based stochastic optimization technique. It is characterized by the collaborative search in which each particle is attracted toward the global best position (gbest) in the swarm and its own best position (pbest). However, all of particles' historical promising pbests in PSO are lost except their current pbests. In order to solve this problem, this paper proposes a novel composite PSO algorithm, called historical memory-based PSO (HMPSO), which uses an estimation of distribution algorithm to estimate and preserve the distribution information of particles' historical promising pbests. Each particle has three candidate positions, which are generated from the historical memory, particles' current pbests, and the swarm's gbest. Then the best candidate position is adopted. Experiments on 28 CEC2013 benchmark functions demonstrate the superiority of HMPSO over other algorithms.
Fast Quaternion Attitude Estimation from Two Vector Measurements
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Bauer, Frank H. (Technical Monitor)
2001-01-01
Many spacecraft attitude determination methods use exactly two vector measurements. The two vectors are typically the unit vector to the Sun and the Earth's magnetic field vector for coarse "sun-mag" attitude determination or unit vectors to two stars tracked by two star trackers for fine attitude determination. Existing closed-form attitude estimates based on Wahba's optimality criterion for two arbitrarily weighted observations are somewhat slow to evaluate. This paper presents two new fast quaternion attitude estimation algorithms using two vector observations, one optimal and one suboptimal. The suboptimal method gives the same estimate as the TRIAD algorithm, at reduced computational cost. Simulations show that the TRIAD estimate is almost as accurate as the optimal estimate in representative test scenarios.
Research reactor loading pattern optimization using estimation of distribution algorithms
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jiang, S.; Ziver, K.; AMCG Group, RM Consultants, Abingdon
2006-07-01
A new evolutionary search based approach for solving the nuclear reactor loading pattern optimization problems is presented based on the Estimation of Distribution Algorithms. The optimization technique developed is then applied to the maximization of the effective multiplication factor (K{sub eff}) of the Imperial College CONSORT research reactor (the last remaining civilian research reactor in the United Kingdom). A new elitism-guided searching strategy has been developed and applied to improve the local convergence together with some problem-dependent information based on the 'stand-alone K{sub eff} with fuel coupling calculations. A comparison study between the EDAs and a Genetic Algorithm with Heuristicmore » Tie Breaking Crossover operator has shown that the new algorithm is efficient and robust. (authors)« less
Multiple Target Laser Designator (MTLD)
2007-03-01
Optimized Liquid Crystal Scanning Element Optimize the Nonimaging Predictive Algorithm for Target Ranging, Tracking, and Position Estimation...commercial potential. 3.0 PROGRESS THIS QUARTER 3.1 Optimization of Nonimaging Holographic Antenna for Target Tracking and Position Estimation (Task 6) In
Attitude determination using vector observations: A fast optimal matrix algorithm
NASA Technical Reports Server (NTRS)
Markley, F. Landis
1993-01-01
The attitude matrix minimizing Wahba's loss function is computed directly by a method that is competitive with the fastest known algorithm for finding this optimal estimate. The method also provides an estimate of the attitude error covariance matrix. Analysis of the special case of two vector observations identifies those cases for which the TRIAD or algebraic method minimizes Wahba's loss function.
NASA Astrophysics Data System (ADS)
Wang, Z.
2015-12-01
For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.
Hernando, Leticia; Mendiburu, Alexander; Lozano, Jose A
2013-01-01
The solution of many combinatorial optimization problems is carried out by metaheuristics, which generally make use of local search algorithms. These algorithms use some kind of neighborhood structure over the search space. The performance of the algorithms strongly depends on the properties that the neighborhood imposes on the search space. One of these properties is the number of local optima. Given an instance of a combinatorial optimization problem and a neighborhood, the estimation of the number of local optima can help not only to measure the complexity of the instance, but also to choose the most convenient neighborhood to solve it. In this paper we review and evaluate several methods to estimate the number of local optima in combinatorial optimization problems. The methods reviewed not only come from the combinatorial optimization literature, but also from the statistical literature. A thorough evaluation in synthetic as well as real problems is given. We conclude by providing recommendations of methods for several scenarios.
NASA Astrophysics Data System (ADS)
Hu, Dong; Lu, Renfu; Ying, Yibin
2018-03-01
This research was aimed at optimizing the inverse algorithm for estimating the optical absorption (μa) and reduced scattering (μs‧) coefficients from spatial frequency domain diffuse reflectance. Studies were first conducted to determine the optimal frequency resolution and start and end frequencies in terms of the reciprocal of mean free path (1/mfp‧). The results showed that the optimal frequency resolution increased with μs‧ and remained stable when μs‧ was larger than 2 mm-1. The optimal end frequency decreased from 0.3/mfp‧ to 0.16/mfp‧ with μs‧ ranging from 0.4 mm-1 to 3 mm-1, while the optimal start frequency remained at 0 mm-1. A two-step parameter estimation method was proposed based on the optimized frequency parameters, which improved estimation accuracies by 37.5% and 9.8% for μa and μs‧, respectively, compared with the conventional one-step method. Experimental validations with seven liquid optical phantoms showed that the optimized algorithm resulted in the mean absolute errors of 15.4%, 7.6%, 5.0% for μa and 16.4%, 18.0%, 18.3% for μs‧ at the wavelengths of 675 nm, 700 nm, and 715 nm, respectively. Hence, implementation of the optimized parameter estimation method should be considered in order to improve the measurement of optical properties of biological materials when using spatial frequency domain imaging technique.
RESOLVE: A new algorithm for aperture synthesis imaging of extended emission in radio astronomy
NASA Astrophysics Data System (ADS)
Junklewitz, H.; Bell, M. R.; Selig, M.; Enßlin, T. A.
2016-02-01
We present resolve, a new algorithm for radio aperture synthesis imaging of extended and diffuse emission in total intensity. The algorithm is derived using Bayesian statistical inference techniques, estimating the surface brightness in the sky assuming a priori log-normal statistics. resolve estimates the measured sky brightness in total intensity, and the spatial correlation structure in the sky, which is used to guide the algorithm to an optimal reconstruction of extended and diffuse sources. During this process, the algorithm succeeds in deconvolving the effects of the radio interferometric point spread function. Additionally, resolve provides a map with an uncertainty estimate of the reconstructed surface brightness. Furthermore, with resolve we introduce a new, optimal visibility weighting scheme that can be viewed as an extension to robust weighting. In tests using simulated observations, the algorithm shows improved performance against two standard imaging approaches for extended sources, Multiscale-CLEAN and the Maximum Entropy Method.
Optimal pattern synthesis for speech recognition based on principal component analysis
NASA Astrophysics Data System (ADS)
Korsun, O. N.; Poliyev, A. V.
2018-02-01
The algorithm for building an optimal pattern for the purpose of automatic speech recognition, which increases the probability of correct recognition, is developed and presented in this work. The optimal pattern forming is based on the decomposition of an initial pattern to principal components, which enables to reduce the dimension of multi-parameter optimization problem. At the next step the training samples are introduced and the optimal estimates for principal components decomposition coefficients are obtained by a numeric parameter optimization algorithm. Finally, we consider the experiment results that show the improvement in speech recognition introduced by the proposed optimization algorithm.
Quantum Parameter Estimation: From Experimental Design to Constructive Algorithm
NASA Astrophysics Data System (ADS)
Yang, Le; Chen, Xi; Zhang, Ming; Dai, Hong-Yi
2017-11-01
In this paper we design the following two-step scheme to estimate the model parameter ω 0 of the quantum system: first we utilize the Fisher information with respect to an intermediate variable v=\\cos ({ω }0t) to determine an optimal initial state and to seek optimal parameters of the POVM measurement operators; second we explore how to estimate ω 0 from v by choosing t when a priori information knowledge of ω 0 is available. Our optimal initial state can achieve the maximum quantum Fisher information. The formulation of the optimal time t is obtained and the complete algorithm for parameter estimation is presented. We further explore how the lower bound of the estimation deviation depends on the a priori information of the model. Supported by the National Natural Science Foundation of China under Grant Nos. 61273202, 61673389, and 61134008
Inertial sensor-based smoother for gait analysis.
Suh, Young Soo
2014-12-17
An off-line smoother algorithm is proposed to estimate foot motion using an inertial sensor unit (three-axis gyroscopes and accelerometers) attached to a shoe. The smoother gives more accurate foot motion estimation than filter-based algorithms by using all of the sensor data instead of using the current sensor data. The algorithm consists of two parts. In the first part, a Kalman filter is used to obtain initial foot motion estimation. In the second part, the error in the initial estimation is compensated using a smoother, where the problem is formulated in the quadratic optimization problem. An efficient solution of the quadratic optimization problem is given using the sparse structure. Through experiments, it is shown that the proposed algorithm can estimate foot motion more accurately than a filter-based algorithm with reasonable computation time. In particular, there is significant improvement in the foot motion estimation when the foot is moving off the floor: the z-axis position error squared sum (total time: 3.47 s) when the foot is in the air is 0.0807 m2 (Kalman filter) and 0.0020 m2 (the proposed smoother).
Privacy Preservation in Distributed Subgradient Optimization Algorithms.
Lou, Youcheng; Yu, Lean; Wang, Shouyang; Yi, Peng
2017-07-31
In this paper, some privacy-preserving features for distributed subgradient optimization algorithms are considered. Most of the existing distributed algorithms focus mainly on the algorithm design and convergence analysis, but not the protection of agents' privacy. Privacy is becoming an increasingly important issue in applications involving sensitive information. In this paper, we first show that the distributed subgradient synchronous homogeneous-stepsize algorithm is not privacy preserving in the sense that the malicious agent can asymptotically discover other agents' subgradients by transmitting untrue estimates to its neighbors. Then a distributed subgradient asynchronous heterogeneous-stepsize projection algorithm is proposed and accordingly its convergence and optimality is established. In contrast to the synchronous homogeneous-stepsize algorithm, in the new algorithm agents make their optimization updates asynchronously with heterogeneous stepsizes. The introduced two mechanisms of projection operation and asynchronous heterogeneous-stepsize optimization can guarantee that agents' privacy can be effectively protected.
Closed-Loop Optimal Control Implementations for Space Applications
2016-12-01
analyses of a series of optimal control problems, several real- time optimal control algorithms are developed that continuously adapt to feedback on the...through the analyses of a series of optimal control problems, several real- time optimal control algorithms are developed that continuously adapt to...information is estimated to average 1 hour per response, including the time for reviewing instruction, searching existing data sources, gathering
A Simulation of Readiness-Based Sparing Policies
2017-06-01
variant of a greedy heuristic algorithm to set stock levels and estimate overall WS availability. Our discrete event simulation is then used to test the...available in the optimization tools. 14. SUBJECT TERMS readiness-based sparing, discrete event simulation, optimization, multi-indenture...variant of a greedy heuristic algorithm to set stock levels and estimate overall WS availability. Our discrete event simulation is then used to test the
NASA Astrophysics Data System (ADS)
Rakotomanga, Prisca; Soussen, Charles; Blondel, Walter C. P. M.
2017-03-01
Diffuse reflectance spectroscopy (DRS) has been acknowledged as a valuable optical biopsy tool for in vivo characterizing pathological modifications in epithelial tissues such as cancer. In spatially resolved DRS, accurate and robust estimation of the optical parameters (OP) of biological tissues is a major challenge due to the complexity of the physical models. Solving this inverse problem requires to consider 3 components: the forward model, the cost function, and the optimization algorithm. This paper presents a comparative numerical study of the performances in estimating OP depending on the choice made for each of the latter components. Mono- and bi-layer tissue models are considered. Monowavelength (scalar) absorption and scattering coefficients are estimated. As a forward model, diffusion approximation analytical solutions with and without noise are implemented. Several cost functions are evaluated possibly including normalized data terms. Two local optimization methods, Levenberg-Marquardt and TrustRegion-Reflective, are considered. Because they may be sensitive to the initial setting, a global optimization approach is proposed to improve the estimation accuracy. This algorithm is based on repeated calls to the above-mentioned local methods, with initial parameters randomly sampled. Two global optimization methods, Genetic Algorithm (GA) and Particle Swarm Optimization (PSO), are also implemented. Estimation performances are evaluated in terms of relative errors between the ground truth and the estimated values for each set of unknown OP. The combination between the number of variables to be estimated, the nature of the forward model, the cost function to be minimized and the optimization method are discussed.
An Integrated Method Based on PSO and EDA for the Max-Cut Problem.
Lin, Geng; Guan, Jian
2016-01-01
The max-cut problem is NP-hard combinatorial optimization problem with many real world applications. In this paper, we propose an integrated method based on particle swarm optimization and estimation of distribution algorithm (PSO-EDA) for solving the max-cut problem. The integrated algorithm overcomes the shortcomings of particle swarm optimization and estimation of distribution algorithm. To enhance the performance of the PSO-EDA, a fast local search procedure is applied. In addition, a path relinking procedure is developed to intensify the search. To evaluate the performance of PSO-EDA, extensive experiments were carried out on two sets of benchmark instances with 800 to 20,000 vertices from the literature. Computational results and comparisons show that PSO-EDA significantly outperforms the existing PSO-based and EDA-based algorithms for the max-cut problem. Compared with other best performing algorithms, PSO-EDA is able to find very competitive results in terms of solution quality.
A Multipopulation PSO Based Memetic Algorithm for Permutation Flow Shop Scheduling
Liu, Ruochen; Ma, Chenlin; Ma, Wenping; Li, Yangyang
2013-01-01
The permutation flow shop scheduling problem (PFSSP) is part of production scheduling, which belongs to the hardest combinatorial optimization problem. In this paper, a multipopulation particle swarm optimization (PSO) based memetic algorithm (MPSOMA) is proposed in this paper. In the proposed algorithm, the whole particle swarm population is divided into three subpopulations in which each particle evolves itself by the standard PSO and then updates each subpopulation by using different local search schemes such as variable neighborhood search (VNS) and individual improvement scheme (IIS). Then, the best particle of each subpopulation is selected to construct a probabilistic model by using estimation of distribution algorithm (EDA) and three particles are sampled from the probabilistic model to update the worst individual in each subpopulation. The best particle in the entire particle swarm is used to update the global optimal solution. The proposed MPSOMA is compared with two recently proposed algorithms, namely, PSO based memetic algorithm (PSOMA) and hybrid particle swarm optimization with estimation of distribution algorithm (PSOEDA), on 29 well-known PFFSPs taken from OR-library, and the experimental results show that it is an effective approach for the PFFSP. PMID:24453841
Optimal integer resolution for attitude determination using global positioning system signals
NASA Technical Reports Server (NTRS)
Crassidis, John L.; Markley, F. Landis; Lightsey, E. Glenn
1998-01-01
In this paper, a new motion-based algorithm for GPS integer ambiguity resolution is derived. The first step of this algorithm converts the reference sightline vectors into body frame vectors. This is accomplished by an optimal vectorized transformation of the phase difference measurements. The result of this transformation leads to the conversion of the integer ambiguities to vectorized biases. This essentially converts the problem to the familiar magnetometer-bias determination problem, for which an optimal and efficient solution exists. Also, the formulation in this paper is re-derived to provide a sequential estimate, so that a suitable stopping condition can be found during the vehicle motion. The advantages of the new algorithm include: it does not require an a-priori estimate of the vehicle's attitude; it provides an inherent integrity check using a covariance-type expression; and it can sequentially estimate the ambiguities during the vehicle motion. The only disadvantage of the new algorithm is that it requires at least three non-coplanar baselines. The performance of the new algorithm is tested on a dynamic hardware simulator.
Zhang, Tao; Gao, Feng; Muhamedsalih, Hussam; Lou, Shan; Martin, Haydn; Jiang, Xiangqian
2018-03-20
The phase slope method which estimates height through fringe pattern frequency and the algorithm which estimates height through the fringe phase are the fringe analysis algorithms widely used in interferometry. Generally they both extract the phase information by filtering the signal in frequency domain after Fourier transform. Among the numerous papers in the literature about these algorithms, it is found that the design of the filter, which plays an important role, has never been discussed in detail. This paper focuses on the filter design in these algorithms for wavelength scanning interferometry (WSI), trying to optimize the parameters to acquire the optimal results. The spectral characteristics of the interference signal are analyzed first. The effective signal is found to be narrow-band (near single frequency), and the central frequency is calculated theoretically. Therefore, the position of the filter pass-band is determined. The width of the filter window is optimized with the simulation to balance the elimination of the noise and the ringing of the filter. Experimental validation of the approach is provided, and the results agree very well with the simulation. The experiment shows that accuracy can be improved by optimizing the filter design, especially when the signal quality, i.e., the signal noise ratio (SNR), is low. The proposed method also shows the potential of improving the immunity to the environmental noise by adapting the signal to acquire the optimal results through designing an adaptive filter once the signal SNR can be estimated accurately.
An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.
Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V
2013-01-01
The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.
An Evolutionary Firefly Algorithm for the Estimation of Nonlinear Biological Model Parameters
Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N. V.
2013-01-01
The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test. PMID:23469172
Novel trace chemical detection algorithms: a comparative study
NASA Astrophysics Data System (ADS)
Raz, Gil; Murphy, Cara; Georgan, Chelsea; Greenwood, Ross; Prasanth, R. K.; Myers, Travis; Goyal, Anish; Kelley, David; Wood, Derek; Kotidis, Petros
2017-05-01
Algorithms for standoff detection and estimation of trace chemicals in hyperspectral images in the IR band are a key component for a variety of applications relevant to law-enforcement and the intelligence communities. Performance of these methods is impacted by the spectral signature variability due to presence of contaminants, surface roughness, nonlinear dependence on abundances as well as operational limitations on the compute platforms. In this work we provide a comparative performance and complexity analysis of several classes of algorithms as a function of noise levels, error distribution, scene complexity, and spatial degrees of freedom. The algorithm classes we analyze and test include adaptive cosine estimator (ACE and modifications to it), compressive/sparse methods, Bayesian estimation, and machine learning. We explicitly call out the conditions under which each algorithm class is optimal or near optimal as well as their built-in limitations and failure modes.
The Application Programming Interface (API) for Uncertainty Analysis, Sensitivity Analysis, and Parameter Estimation (UA/SA/PE API) tool development, here fore referred to as the Calibration, Optimization, and Sensitivity and Uncertainty Algorithms API (COSU-API), was initially d...
Sensitivity of NTCP parameter values against a change of dose calculation algorithm.
Brink, Carsten; Berg, Martin; Nielsen, Morten
2007-09-01
Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis with those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.
Sensitivity of NTCP parameter values against a change of dose calculation algorithm
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brink, Carsten; Berg, Martin; Nielsen, Morten
2007-09-15
Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis withmore » those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sheng, Zheng, E-mail: 19994035@sina.com; Wang, Jun; Zhou, Bihua
2014-03-15
This paper introduces a novel hybrid optimization algorithm to establish the parameters of chaotic systems. In order to deal with the weaknesses of the traditional cuckoo search algorithm, the proposed adaptive cuckoo search with simulated annealing algorithm is presented, which incorporates the adaptive parameters adjusting operation and the simulated annealing operation in the cuckoo search algorithm. Normally, the parameters of the cuckoo search algorithm are kept constant that may result in decreasing the efficiency of the algorithm. For the purpose of balancing and enhancing the accuracy and convergence rate of the cuckoo search algorithm, the adaptive operation is presented tomore » tune the parameters properly. Besides, the local search capability of cuckoo search algorithm is relatively weak that may decrease the quality of optimization. So the simulated annealing operation is merged into the cuckoo search algorithm to enhance the local search ability and improve the accuracy and reliability of the results. The functionality of the proposed hybrid algorithm is investigated through the Lorenz chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the method can estimate parameters efficiently and accurately in the noiseless and noise condition. Finally, the results are compared with the traditional cuckoo search algorithm, genetic algorithm, and particle swarm optimization algorithm. Simulation results demonstrate the effectiveness and superior performance of the proposed algorithm.« less
FPGA based hardware optimized implementation of signal processing system for LFM pulsed radar
NASA Astrophysics Data System (ADS)
Azim, Noor ul; Jun, Wang
2016-11-01
Signal processing is one of the main parts of any radar system. Different signal processing algorithms are used to extract information about different parameters like range, speed, direction etc, of a target in the field of radar communication. This paper presents LFM (Linear Frequency Modulation) pulsed radar signal processing algorithms which are used to improve target detection, range resolution and to estimate the speed of a target. Firstly, these algorithms are simulated in MATLAB to verify the concept and theory. After the conceptual verification in MATLAB, the simulation is converted into implementation on hardware using Xilinx FPGA. Chosen FPGA is Xilinx Virtex-6 (XC6LVX75T). For hardware implementation pipeline optimization is adopted and also other factors are considered for resources optimization in the process of implementation. Focusing algorithms in this work for improving target detection, range resolution and speed estimation are hardware optimized fast convolution processing based pulse compression and pulse Doppler processing.
NASA Astrophysics Data System (ADS)
Heidari, A. A.; Moayedi, A.; Abbaspour, R. Ali
2017-09-01
Automated fare collection (AFC) systems are regarded as valuable resources for public transport planners. In this paper, the AFC data are utilized to analysis and extract mobility patterns in a public transportation system. For this purpose, the smart card data are inserted into a proposed metaheuristic-based aggregation model and then converted to O-D matrix between stops, since the size of O-D matrices makes it difficult to reproduce the measured passenger flows precisely. The proposed strategy is applied to a case study from Haaglanden, Netherlands. In this research, moth-flame optimizer (MFO) is utilized and evaluated for the first time as a new metaheuristic algorithm (MA) in estimating transit origin-destination matrices. The MFO is a novel, efficient swarm-based MA inspired from the celestial navigation of moth insects in nature. To investigate the capabilities of the proposed MFO-based approach, it is compared to methods that utilize the K-means algorithm, gray wolf optimization algorithm (GWO) and genetic algorithm (GA). The sum of the intra-cluster distances and computational time of operations are considered as the evaluation criteria to assess the efficacy of the optimizers. The optimality of solutions of different algorithms is measured in detail. The traveler's behavior is analyzed to achieve to a smooth and optimized transport system. The results reveal that the proposed MFO-based aggregation strategy can outperform other evaluated approaches in terms of convergence tendency and optimality of the results. The results show that it can be utilized as an efficient approach to estimating the transit O-D matrices.
NASA Astrophysics Data System (ADS)
Li, Y.; Kirchengast, G.; Scherllin-Pirscher, B.; Norman, R.; Yuan, Y. B.; Fritzer, J.; Schwaerz, M.; Zhang, K.
2015-08-01
We introduce a new dynamic statistical optimization algorithm to initialize ionosphere-corrected bending angles of Global Navigation Satellite System (GNSS)-based radio occultation (RO) measurements. The new algorithm estimates background and observation error covariance matrices with geographically varying uncertainty profiles and realistic global-mean correlation matrices. The error covariance matrices estimated by the new approach are more accurate and realistic than in simplified existing approaches and can therefore be used in statistical optimization to provide optimal bending angle profiles for high-altitude initialization of the subsequent Abel transform retrieval of refractivity. The new algorithm is evaluated against the existing Wegener Center Occultation Processing System version 5.6 (OPSv5.6) algorithm, using simulated data on two test days from January and July 2008 and real observed CHAllenging Minisatellite Payload (CHAMP) and Constellation Observing System for Meteorology, Ionosphere, and Climate (COSMIC) measurements from the complete months of January and July 2008. The following is achieved for the new method's performance compared to OPSv5.6: (1) significant reduction of random errors (standard deviations) of optimized bending angles down to about half of their size or more; (2) reduction of the systematic differences in optimized bending angles for simulated MetOp data; (3) improved retrieval of refractivity and temperature profiles; and (4) realistically estimated global-mean correlation matrices and realistic uncertainty fields for the background and observations. Overall the results indicate high suitability for employing the new dynamic approach in the processing of long-term RO data into a reference climate record, leading to well-characterized and high-quality atmospheric profiles over the entire stratosphere.
NASA Astrophysics Data System (ADS)
Li, Lei; Yu, Long; Yang, Kecheng; Li, Wei; Li, Kai; Xia, Min
2018-04-01
The multiangle dynamic light scattering (MDLS) technique can better estimate particle size distributions (PSDs) than single-angle dynamic light scattering. However, determining the inversion range, angular weighting coefficients, and scattering angle combination is difficult but fundamental to the reconstruction for both unimodal and multimodal distributions. In this paper, we propose a self-adapting regularization method called the wavelet iterative recursion nonnegative Tikhonov-Phillips-Twomey (WIRNNT-PT) algorithm. This algorithm combines a wavelet multiscale strategy with an appropriate inversion method and could self-adaptively optimize several noteworthy issues containing the choices of the weighting coefficients, the inversion range and the optimal inversion method from two regularization algorithms for estimating the PSD from MDLS measurements. In addition, the angular dependence of the MDLS for estimating the PSDs of polymeric latexes is thoroughly analyzed. The dependence of the results on the number and range of measurement angles was analyzed in depth to identify the optimal scattering angle combination. Numerical simulations and experimental results for unimodal and multimodal distributions are presented to demonstrate both the validity of the WIRNNT-PT algorithm and the angular dependence of MDLS and show that the proposed algorithm with a six-angle analysis in the 30-130° range can be satisfactorily applied to retrieve PSDs from MDLS measurements.
Sidler, Dominik; Cristòfol-Clough, Michael; Riniker, Sereina
2017-06-13
Replica-exchange enveloping distribution sampling (RE-EDS) allows the efficient estimation of free-energy differences between multiple end-states from a single molecular dynamics (MD) simulation. In EDS, a reference state is sampled, which can be tuned by two types of parameters, i.e., smoothness parameters(s) and energy offsets, such that all end-states are sufficiently sampled. However, the choice of these parameters is not trivial. Replica exchange (RE) or parallel tempering is a widely applied technique to enhance sampling. By combining EDS with the RE technique, the parameter choice problem could be simplified and the challenge shifted toward an optimal distribution of the replicas in the smoothness-parameter space. The choice of a certain replica distribution can alter the sampling efficiency significantly. In this work, global round-trip time optimization (GRTO) algorithms are tested for the use in RE-EDS simulations. In addition, a local round-trip time optimization (LRTO) algorithm is proposed for systems with slowly adapting environments, where a reliable estimate for the round-trip time is challenging to obtain. The optimization algorithms were applied to RE-EDS simulations of a system of nine small-molecule inhibitors of phenylethanolamine N-methyltransferase (PNMT). The energy offsets were determined using our recently proposed parallel energy-offset (PEOE) estimation scheme. While the multistate GRTO algorithm yielded the best replica distribution for the ligands in water, the multistate LRTO algorithm was found to be the method of choice for the ligands in complex with PNMT. With this, the 36 alchemical free-energy differences between the nine ligands were calculated successfully from a single RE-EDS simulation 10 ns in length. Thus, RE-EDS presents an efficient method for the estimation of relative binding free energies.
Application of the LSQR algorithm in non-parametric estimation of aerosol size distribution
NASA Astrophysics Data System (ADS)
He, Zhenzong; Qi, Hong; Lew, Zhongyuan; Ruan, Liming; Tan, Heping; Luo, Kun
2016-05-01
Based on the Least Squares QR decomposition (LSQR) algorithm, the aerosol size distribution (ASD) is retrieved in non-parametric approach. The direct problem is solved by the Anomalous Diffraction Approximation (ADA) and the Lambert-Beer Law. An optimal wavelength selection method is developed to improve the retrieval accuracy of the ASD. The proposed optimal wavelength set is selected by the method which can make the measurement signals sensitive to wavelength and decrease the degree of the ill-condition of coefficient matrix of linear systems effectively to enhance the anti-interference ability of retrieval results. Two common kinds of monomodal and bimodal ASDs, log-normal (L-N) and Gamma distributions, are estimated, respectively. Numerical tests show that the LSQR algorithm can be successfully applied to retrieve the ASD with high stability in the presence of random noise and low susceptibility to the shape of distributions. Finally, the experimental measurement ASD over Harbin in China is recovered reasonably. All the results confirm that the LSQR algorithm combined with the optimal wavelength selection method is an effective and reliable technique in non-parametric estimation of ASD.
USDA-ARS?s Scientific Manuscript database
Determination of the optical properties from intact biological materials based on diffusion approximation theory is a complicated inverse problem, and it requires proper implementation of inverse algorithm, instrumentation, and experiment. This work was aimed at optimizing the procedure of estimatin...
NASA Astrophysics Data System (ADS)
Wu, Yuanfeng; Gao, Lianru; Zhang, Bing; Zhao, Haina; Li, Jun
2014-01-01
We present a parallel implementation of the optimized maximum noise fraction (G-OMNF) transform algorithm for feature extraction of hyperspectral images on commodity graphics processing units (GPUs). The proposed approach explored the algorithm data-level concurrency and optimized the computing flow. We first defined a three-dimensional grid, in which each thread calculates a sub-block data to easily facilitate the spatial and spectral neighborhood data searches in noise estimation, which is one of the most important steps involved in OMNF. Then, we optimized the processing flow and computed the noise covariance matrix before computing the image covariance matrix to reduce the original hyperspectral image data transmission. These optimization strategies can greatly improve the computing efficiency and can be applied to other feature extraction algorithms. The proposed parallel feature extraction algorithm was implemented on an Nvidia Tesla GPU using the compute unified device architecture and basic linear algebra subroutines library. Through the experiments on several real hyperspectral images, our GPU parallel implementation provides a significant speedup of the algorithm compared with the CPU implementation, especially for highly data parallelizable and arithmetically intensive algorithm parts, such as noise estimation. In order to further evaluate the effectiveness of G-OMNF, we used two different applications: spectral unmixing and classification for evaluation. Considering the sensor scanning rate and the data acquisition time, the proposed parallel implementation met the on-board real-time feature extraction.
NASA Technical Reports Server (NTRS)
Linares, Irving; Mersereau, Russell M.; Smith, Mark J. T.
1994-01-01
Two representative sample images of Band 4 of the Landsat Thematic Mapper are compressed with the JPEG algorithm at 8:1, 16:1 and 24:1 Compression Ratios for experimental browsing purposes. We then apply the Optimal PSNR Estimated Spectra Adaptive Postfiltering (ESAP) algorithm to reduce the DCT blocking distortion. ESAP reduces the blocking distortion while preserving most of the image's edge information by adaptively postfiltering the decoded image using the block's spectral information already obtainable from each block's DCT coefficients. The algorithm iteratively applied a one dimensional log-sigmoid weighting function to the separable interpolated local block estimated spectra of the decoded image until it converges to the optimal PSNR with respect to the original using a 2-D steepest ascent search. Convergence is obtained in a few iterations for integer parameters. The optimal logsig parameters are transmitted to the decoder as a negligible byte of overhead data. A unique maxima is guaranteed due to the 2-D asymptotic exponential overshoot shape of the surface generated by the algorithm. ESAP is based on a DFT analysis of the DCT basis functions. It is implemented with pixel-by-pixel spatially adaptive separable FIR postfilters. PSNR objective improvements between 0.4 to 0.8 dB are shown together with their corresponding optimal PSNR adaptive postfiltered images.
Belief Propagation Algorithm for Portfolio Optimization Problems
2015-01-01
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm. PMID:26305462
Belief Propagation Algorithm for Portfolio Optimization Problems.
Shinzato, Takashi; Yasuda, Muneki
2015-01-01
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.
NASA Astrophysics Data System (ADS)
Yu, Wan-Ting; Yu, Hong-yi; Du, Jian-Ping; Wang, Ding
2018-04-01
The Direct Position Determination (DPD) algorithm has been demonstrated to achieve a better accuracy with known signal waveforms. However, the signal waveform is difficult to be completely known in the actual positioning process. To solve the problem, we proposed a DPD method for digital modulation signals based on improved particle swarm optimization algorithm. First, a DPD model is established for known modulation signals and a cost function is obtained on symbol estimation. Second, as the optimization of the cost function is a nonlinear integer optimization problem, an improved Particle Swarm Optimization (PSO) algorithm is considered for the optimal symbol search. Simulations are carried out to show the higher position accuracy of the proposed DPD method and the convergence of the fitness function under different inertia weight and population size. On the one hand, the proposed algorithm can take full advantage of the signal feature to improve the positioning accuracy. On the other hand, the improved PSO algorithm can improve the efficiency of symbol search by nearly one hundred times to achieve a global optimal solution.
NASA Astrophysics Data System (ADS)
Fattoruso, Grazia; Longobardi, Antonia; Pizzuti, Alfredo; Molinara, Mario; Marocco, Claudio; De Vito, Saverio; Tortorella, Francesco; Di Francia, Girolamo
2017-06-01
Rainfall data collection gathered in continuous by a distributed rain gauge network is instrumental to more effective hydro-geological risk forecasting and management services though the input estimated rainfall fields suffer from prediction uncertainty. Optimal rain gauge networks can generate accurate estimated rainfall fields. In this research work, a methodology has been investigated for evaluating an optimal rain gauges network aimed at robust hydrogeological hazard investigations. The rain gauges of the Sarno River basin (Southern Italy) has been evaluated by optimizing a two-objective function that maximizes the estimated accuracy and minimizes the total metering cost through the variance reduction algorithm along with the climatological variogram (time-invariant). This problem has been solved by using an enumerative search algorithm, evaluating the exact Pareto-front by an efficient computational time.
STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION.
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
2014-06-01
Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression.
STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
2014-01-01
Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression. PMID:25598560
Bai, Mingsian R; Hsieh, Ping-Ju; Hur, Kur-Nan
2009-02-01
The performance of the minimum mean-square error noise reduction (MMSE-NR) algorithm in conjunction with time-recursive averaging (TRA) for noise estimation is found to be very sensitive to the choice of two recursion parameters. To address this problem in a more systematic manner, this paper proposes an optimization method to efficiently search the optimal parameters of the MMSE-TRA-NR algorithms. The objective function is based on a regression model, whereas the optimization process is carried out with the simulated annealing algorithm that is well suited for problems with many local optima. Another NR algorithm proposed in the paper employs linear prediction coding as a preprocessor for extracting the correlated portion of human speech. Objective and subjective tests were undertaken to compare the optimized MMSE-TRA-NR algorithm with several conventional NR algorithms. The results of subjective tests were processed by using analysis of variance to justify the statistic significance. A post hoc test, Tukey's Honestly Significant Difference, was conducted to further assess the pairwise difference between the NR algorithms.
Thrust stand evaluation of engine performance improvement algorithms in an F-15 airplane
NASA Technical Reports Server (NTRS)
Conners, Timothy R.
1992-01-01
An investigation is underway to determine the benefits of a new propulsion system optimization algorithm in an F-15 airplane. The performance seeking control (PSC) algorithm optimizes the quasi-steady-state performance of an F100 derivative turbofan engine for several modes of operation. The PSC algorithm uses an onboard software engine model that calculates thrust, stall margin, and other unmeasured variables for use in the optimization. As part of the PSC test program, the F-15 aircraft was operated on a horizontal thrust stand. Thrust was measured with highly accurate load cells. The measured thrust was compared to onboard model estimates and to results from posttest performance programs. Thrust changes using the various PSC modes were recorded. Those results were compared to benefits using the less complex highly integrated digital electronic control (HIDEC) algorithm. The PSC maximum thrust mode increased intermediate power thrust by 10 percent. The PSC engine model did very well at estimating measured thrust and closely followed the transients during optimization. Quantitative results from the evaluation of the algorithms and performance calculation models are included with emphasis on measured thrust results. The report presents a description of the PSC system and a discussion of factors affecting the accuracy of the thrust stand load measurements.
NASA Astrophysics Data System (ADS)
Bhattacharjya, Rajib Kumar
2018-05-01
The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.
Parameter estimation for chaotic systems using improved bird swarm algorithm
NASA Astrophysics Data System (ADS)
Xu, Chuangbiao; Yang, Renhuan
2017-12-01
Parameter estimation of chaotic systems is an important problem in nonlinear science and has aroused increasing interest of many research fields, which can be basically reduced to a multidimensional optimization problem. In this paper, an improved boundary bird swarm algorithm is used to estimate the parameters of chaotic systems. This algorithm can combine the good global convergence and robustness of the bird swarm algorithm and the exploitation capability of improved boundary learning strategy. Experiments are conducted on the Lorenz system and the coupling motor system. Numerical simulation results reveal the effectiveness and with desirable performance of IBBSA for parameter estimation of chaotic systems.
NASA Technical Reports Server (NTRS)
Samareh, Jamshid A.; Sensmeier, mark D.; Stewart, Bret A.
2006-01-01
Algorithms for rapid generation of moderate-fidelity structural finite element models of air vehicle structures to allow more accurate weight estimation earlier in the vehicle design process have been developed. Application of these algorithms should help to rapidly assess many structural layouts before the start of the preliminary design phase and eliminate weight penalties imposed when actual structure weights exceed those estimated during conceptual design. By defining the structural topology in a fully parametric manner, the structure can be mapped to arbitrary vehicle configurations being considered during conceptual design optimization. Recent enhancements to this approach include the porting of the algorithms to a platform-independent software language Python, and modifications to specifically consider morphing aircraft-type configurations. Two sample cases which illustrate these recent developments are presented.
Optimized data fusion for K-means Laplacian clustering
Yu, Shi; Liu, Xinhai; Tranchevent, Léon-Charles; Glänzel, Wolfgang; Suykens, Johan A. K.; De Moor, Bart; Moreau, Yves
2011-01-01
Motivation: We propose a novel algorithm to combine multiple kernels and Laplacians for clustering analysis. The new algorithm is formulated on a Rayleigh quotient objective function and is solved as a bi-level alternating minimization procedure. Using the proposed algorithm, the coefficients of kernels and Laplacians can be optimized automatically. Results: Three variants of the algorithm are proposed. The performance is systematically validated on two real-life data fusion applications. The proposed Optimized Kernel Laplacian Clustering (OKLC) algorithms perform significantly better than other methods. Moreover, the coefficients of kernels and Laplacians optimized by OKLC show some correlation with the rank of performance of individual data source. Though in our evaluation the K values are predefined, in practical studies, the optimal cluster number can be consistently estimated from the eigenspectrum of the combined kernel Laplacian matrix. Availability: The MATLAB code of algorithms implemented in this paper is downloadable from http://homes.esat.kuleuven.be/~sistawww/bioi/syu/oklc.html. Contact: shiyu@uchicago.edu Supplementary information: Supplementary data are available at Bioinformatics online. PMID:20980271
Review: Optimization methods for groundwater modeling and management
NASA Astrophysics Data System (ADS)
Yeh, William W.-G.
2015-09-01
Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.
NASA Astrophysics Data System (ADS)
He, Zhenzong; Qi, Hong; Wang, Yuqing; Ruan, Liming
2014-10-01
Four improved Ant Colony Optimization (ACO) algorithms, i.e. the probability density function based ACO (PDF-ACO) algorithm, the Region ACO (RACO) algorithm, Stochastic ACO (SACO) algorithm and Homogeneous ACO (HACO) algorithm, are employed to estimate the particle size distribution (PSD) of the spheroidal particles. The direct problems are solved by the extended Anomalous Diffraction Approximation (ADA) and the Lambert-Beer law. Three commonly used monomodal distribution functions i.e. the Rosin-Rammer (R-R) distribution function, the normal (N-N) distribution function, and the logarithmic normal (L-N) distribution function are estimated under dependent model. The influence of random measurement errors on the inverse results is also investigated. All the results reveal that the PDF-ACO algorithm is more accurate than the other three ACO algorithms and can be used as an effective technique to investigate the PSD of the spheroidal particles. Furthermore, the Johnson's SB (J-SB) function and the modified beta (M-β) function are employed as the general distribution functions to retrieve the PSD of spheroidal particles using PDF-ACO algorithm. The investigation shows a reasonable agreement between the original distribution function and the general distribution function when only considering the variety of the length of the rotational semi-axis.
USDA-ARS?s Scientific Manuscript database
In this research, the inverse algorithm for estimating optical properties of food and biological materials from spatially-resolved diffuse reflectance was optimized in terms of data smoothing, normalization and spatial region of reflectance profile for curve fitting. Monte Carlo simulation was used ...
NASA Astrophysics Data System (ADS)
Shan, Bonan; Wang, Jiang; Deng, Bin; Wei, Xile; Yu, Haitao; Zhang, Zhen; Li, Huiyan
2016-07-01
This paper proposes an epilepsy detection and closed-loop control strategy based on Particle Swarm Optimization (PSO) algorithm. The proposed strategy can effectively suppress the epileptic spikes in neural mass models, where the epileptiform spikes are recognized as the biomarkers of transitions from the normal (interictal) activity to the seizure (ictal) activity. In addition, the PSO algorithm shows capabilities of accurate estimation for the time evolution of key model parameters and practical detection for all the epileptic spikes. The estimation effects of unmeasurable parameters are improved significantly compared with unscented Kalman filter. When the estimated excitatory-inhibitory ratio exceeds a threshold value, the epileptiform spikes can be inhibited immediately by adopting the proportion-integration controller. Besides, numerical simulations are carried out to illustrate the effectiveness of the proposed method as well as the potential value for the model-based early seizure detection and closed-loop control treatment design.
NASA Astrophysics Data System (ADS)
He, A.; Quan, C.
2018-04-01
The principal component analysis (PCA) and region matching combined method is effective for fringe direction estimation. However, its mask construction algorithm for region matching fails in some circumstances, and the algorithm for conversion of orientation to direction in mask areas is computationally-heavy and non-optimized. We propose an improved PCA based region matching method for the fringe direction estimation, which includes an improved and robust mask construction scheme, and a fast and optimized orientation-direction conversion algorithm for the mask areas. Along with the estimated fringe direction map, filtered fringe pattern by automatic selective reconstruction modification and enhanced fast empirical mode decomposition (ASRm-EFEMD) is used for Hilbert spiral transform (HST) to demodulate the phase. Subsequently, windowed Fourier ridge (WFR) method is used for the refinement of the phase. The robustness and effectiveness of proposed method are demonstrated by both simulated and experimental fringe patterns.
Accelerating IMRT optimization by voxel sampling
NASA Astrophysics Data System (ADS)
Martin, Benjamin C.; Bortfeld, Thomas R.; Castañon, David A.
2007-12-01
This paper presents a new method for accelerating intensity-modulated radiation therapy (IMRT) optimization using voxel sampling. Rather than calculating the dose to the entire patient at each step in the optimization, the dose is only calculated for some randomly selected voxels. Those voxels are then used to calculate estimates of the objective and gradient which are used in a randomized version of a steepest descent algorithm. By selecting different voxels on each step, we are able to find an optimal solution to the full problem. We also present an algorithm to automatically choose the best sampling rate for each structure within the patient during the optimization. Seeking further improvements, we experimented with several other gradient-based optimization algorithms and found that the delta-bar-delta algorithm performs well despite the randomness. Overall, we were able to achieve approximately an order of magnitude speedup on our test case as compared to steepest descent.
Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhou, Ning; Huang, Zhenyu; Welch, Greg
2012-05-24
To reduce the computational load of the ensemble Kalman filter while maintaining its efficacy, an optimization algorithm based on the generalized eigenvalue decomposition method is proposed for identifying the most informative measurement subspace. When the number of measurements is large, the proposed algorithm can be used to make an effective tradeoff between computational complexity and estimation accuracy. This algorithm also can be extended to other Kalman filters for measurement subspace selection.
NASA Astrophysics Data System (ADS)
Schämann, M.; Bücker, M.; Hessel, S.; Langmann, U.
2008-05-01
High data rates combined with high mobility represent a challenge for the design of cellular devices. Advanced algorithms are required which result in higher complexity, more chip area and increased power consumption. However, this contrasts to the limited power supply of mobile devices. This presentation discusses the application of an HSDPA receiver which has been optimized regarding power consumption with the focus on the algorithmic and architectural level. On algorithmic level the Rake combiner, Prefilter-Rake equalizer and MMSE equalizer are compared regarding their BER performance. Both equalizer approaches provide a significant increase of performance for high data rates compared to the Rake combiner which is commonly used for lower data rates. For both equalizer approaches several adaptive algorithms are available which differ in complexity and convergence properties. To identify the algorithm which achieves the required performance with the lowest power consumption the algorithms have been investigated using SystemC models regarding their performance and arithmetic complexity. Additionally, for the Prefilter Rake equalizer the power estimations of a modified Griffith (LMS) and a Levinson (RLS) algorithm have been compared with the tool ORINOCO supplied by ChipVision. The accuracy of this tool has been verified with a scalable architecture of the UMTS channel estimation described both in SystemC and VHDL targeting a 130 nm CMOS standard cell library. An architecture combining all three approaches combined with an adaptive control unit is presented. The control unit monitors the current condition of the propagation channel and adjusts parameters for the receiver like filter size and oversampling ratio to minimize the power consumption while maintaining the required performance. The optimization strategies result in a reduction of the number of arithmetic operations up to 70% for single components which leads to an estimated power reduction of up to 40% while the BER performance is not affected. This work utilizes SystemC and ORINOCO for the first estimation of power consumption in an early step of the design flow. Thereby algorithms can be compared in different operating modes including the effects of control units. Here an algorithm having higher peak complexity and power consumption but providing more flexibility showed less consumption for normal operating modes compared to the algorithm which is optimized for peak performance.
Ciaccio, Edward J; Micheli-Tzanakou, Evangelia
2007-07-01
Common-mode noise degrades cardiovascular signal quality and diminishes measurement accuracy. Filtering to remove noise components in the frequency domain often distorts the signal. Two adaptive noise canceling (ANC) algorithms were tested to adjust weighted reference signals for optimal subtraction from a primary signal. Update of weight w was based upon the gradient term of the steepest descent equation: [see text], where the error epsilon is the difference between primary and weighted reference signals. nabla was estimated from Deltaepsilon(2) and Deltaw without using a variable Deltaw in the denominator which can cause instability. The Parallel Comparison (PC) algorithm computed Deltaepsilon(2) using fixed finite differences +/- Deltaw in parallel during each discrete time k. The ALOPEX algorithm computed Deltaepsilon(2)x Deltaw from time k to k + 1 to estimate nabla, with a random number added to account for Deltaepsilon(2) . Deltaw--> 0 near the optimal weighting. Using simulated data, both algorithms stably converged to the optimal weighting within 50-2000 discrete sample points k even with a SNR = 1:8 and weights which were initialized far from the optimal. Using a sharply pulsatile cardiac electrogram signal with added noise so that the SNR = 1:5, both algorithms exhibited stable convergence within 100 ms (100 sample points). Fourier spectral analysis revealed minimal distortion when comparing the signal without added noise to the ANC restored signal. ANC algorithms based upon difference calculations can rapidly and stably converge to the optimal weighting in simulated and real cardiovascular data. Signal quality is restored with minimal distortion, increasing the accuracy of biophysical measurement.
Accurate position estimation methods based on electrical impedance tomography measurements
NASA Astrophysics Data System (ADS)
Vergara, Samuel; Sbarbaro, Daniel; Johansen, T. A.
2017-08-01
Electrical impedance tomography (EIT) is a technology that estimates the electrical properties of a body or a cross section. Its main advantages are its non-invasiveness, low cost and operation free of radiation. The estimation of the conductivity field leads to low resolution images compared with other technologies, and high computational cost. However, in many applications the target information lies in a low intrinsic dimensionality of the conductivity field. The estimation of this low-dimensional information is addressed in this work. It proposes optimization-based and data-driven approaches for estimating this low-dimensional information. The accuracy of the results obtained with these approaches depends on modelling and experimental conditions. Optimization approaches are sensitive to model discretization, type of cost function and searching algorithms. Data-driven methods are sensitive to the assumed model structure and the data set used for parameter estimation. The system configuration and experimental conditions, such as number of electrodes and signal-to-noise ratio (SNR), also have an impact on the results. In order to illustrate the effects of all these factors, the position estimation of a circular anomaly is addressed. Optimization methods based on weighted error cost functions and derivate-free optimization algorithms provided the best results. Data-driven approaches based on linear models provided, in this case, good estimates, but the use of nonlinear models enhanced the estimation accuracy. The results obtained by optimization-based algorithms were less sensitive to experimental conditions, such as number of electrodes and SNR, than data-driven approaches. Position estimation mean squared errors for simulation and experimental conditions were more than twice for the optimization-based approaches compared with the data-driven ones. The experimental position estimation mean squared error of the data-driven models using a 16-electrode setup was less than 0.05% of the tomograph radius value. These results demonstrate that the proposed approaches can estimate an object’s position accurately based on EIT measurements if enough process information is available for training or modelling. Since they do not require complex calculations it is possible to use them in real-time applications without requiring high-performance computers.
An optimal algorithm for reconstructing images from binary measurements
NASA Astrophysics Data System (ADS)
Yang, Feng; Lu, Yue M.; Sbaiz, Luciano; Vetterli, Martin
2010-01-01
We have studied a camera with a very large number of binary pixels referred to as the gigavision camera [1] or the gigapixel digital film camera [2, 3]. Potential advantages of this new camera design include improved dynamic range, thanks to its logarithmic sensor response curve, and reduced exposure time in low light conditions, due to its highly sensitive photon detection mechanism. We use maximum likelihood estimator (MLE) to reconstruct a high quality conventional image from the binary sensor measurements of the gigavision camera. We prove that when the threshold T is "1", the negative loglikelihood function is a convex function. Therefore, optimal solution can be achieved using convex optimization. Base on filter bank techniques, fast algorithms are given for computing the gradient and the multiplication of a vector and Hessian matrix of the negative log-likelihood function. We show that with a minor change, our algorithm also works for estimating conventional images from multiple binary images. Numerical experiments with synthetic 1-D signals and images verify the effectiveness and quality of the proposed algorithm. Experimental results also show that estimation performance can be improved by increasing the oversampling factor or the number of binary images.
Relative-Error-Covariance Algorithms
NASA Technical Reports Server (NTRS)
Bierman, Gerald J.; Wolff, Peter J.
1991-01-01
Two algorithms compute error covariance of difference between optimal estimates, based on data acquired during overlapping or disjoint intervals, of state of discrete linear system. Provides quantitative measure of mutual consistency or inconsistency of estimates of states. Relative-error-covariance concept applied, to determine degree of correlation between trajectories calculated from two overlapping sets of measurements and construct real-time test of consistency of state estimates based upon recently acquired data.
A Parametric k-Means Algorithm
Tarpey, Thaddeus
2007-01-01
Summary The k points that optimally represent a distribution (usually in terms of a squared error loss) are called the k principal points. This paper presents a computationally intensive method that automatically determines the principal points of a parametric distribution. Cluster means from the k-means algorithm are nonparametric estimators of principal points. A parametric k-means approach is introduced for estimating principal points by running the k-means algorithm on a very large simulated data set from a distribution whose parameters are estimated using maximum likelihood. Theoretical and simulation results are presented comparing the parametric k-means algorithm to the usual k-means algorithm and an example on determining sizes of gas masks is used to illustrate the parametric k-means algorithm. PMID:17917692
Control optimization, stabilization and computer algorithms for aircraft applications
NASA Technical Reports Server (NTRS)
1975-01-01
Research related to reliable aircraft design is summarized. Topics discussed include systems reliability optimization, failure detection algorithms, analysis of nonlinear filters, design of compensators incorporating time delays, digital compensator design, estimation for systems with echoes, low-order compensator design, descent-phase controller for 4-D navigation, infinite dimensional mathematical programming problems and optimal control problems with constraints, robust compensator design, numerical methods for the Lyapunov equations, and perturbation methods in linear filtering and control.
Manifold absolute pressure estimation using neural network with hybrid training algorithm
Selamat, Hazlina; Alimin, Ahmad Jais; Haniff, Mohamad Fadzli
2017-01-01
In a modern small gasoline engine fuel injection system, the load of the engine is estimated based on the measurement of the manifold absolute pressure (MAP) sensor, which took place in the intake manifold. This paper present a more economical approach on estimating the MAP by using only the measurements of the throttle position and engine speed, resulting in lower implementation cost. The estimation was done via two-stage multilayer feed-forward neural network by combining Levenberg-Marquardt (LM) algorithm, Bayesian Regularization (BR) algorithm and Particle Swarm Optimization (PSO) algorithm. Based on the results found in 20 runs, the second variant of the hybrid algorithm yields a better network performance than the first variant of hybrid algorithm, LM, LM with BR and PSO by estimating the MAP closely to the simulated MAP values. By using a valid experimental training data, the estimator network that trained with the second variant of the hybrid algorithm showed the best performance among other algorithms when used in an actual retrofit fuel injection system (RFIS). The performance of the estimator was also validated in steady-state and transient condition by showing a closer MAP estimation to the actual value. PMID:29190779
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.
Wang, Yong; Ma, Xiaolei; Liu, Yong; Gong, Ke; Henricakson, Kristian C.; Xu, Maozeng; Wang, Yinhai
2016-01-01
This paper proposes a two-stage algorithm to simultaneously estimate origin-destination (OD) matrix, link choice proportion, and dispersion parameter using partial traffic counts in a congested network. A non-linear optimization model is developed which incorporates a dynamic dispersion parameter, followed by a two-stage algorithm in which Generalized Least Squares (GLS) estimation and a Stochastic User Equilibrium (SUE) assignment model are iteratively applied until the convergence is reached. To evaluate the performance of the algorithm, the proposed approach is implemented in a hypothetical network using input data with high error, and tested under a range of variation coefficients. The root mean squared error (RMSE) of the estimated OD demand and link flows are used to evaluate the model estimation results. The results indicate that the estimated dispersion parameter theta is insensitive to the choice of variation coefficients. The proposed approach is shown to outperform two established OD estimation methods and produce parameter estimates that are close to the ground truth. In addition, the proposed approach is applied to an empirical network in Seattle, WA to validate the robustness and practicality of this methodology. In summary, this study proposes and evaluates an innovative computational approach to accurately estimate OD matrices using link-level traffic flow data, and provides useful insight for optimal parameter selection in modeling travelers’ route choice behavior. PMID:26761209
DOE Office of Scientific and Technical Information (OSTI.GOV)
Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard
Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less
Kong, Jianlei; Ding, Xiaokang; Liu, Jinhao; Yan, Lei; Wang, Jianli
2015-01-01
In this paper, a new algorithm to improve the accuracy of estimating diameter at breast height (DBH) for tree trunks in forest areas is proposed. First, the information is collected by a two-dimensional terrestrial laser scanner (2DTLS), which emits laser pulses to generate a point cloud. After extraction and filtration, the laser point clusters of the trunks are obtained, which are optimized by an arithmetic means method. Then, an algebraic circle fitting algorithm in polar form is non-linearly optimized by the Levenberg-Marquardt method to form a new hybrid algorithm, which is used to acquire the diameters and positions of the trees. Compared with previous works, this proposed method improves the accuracy of diameter estimation of trees significantly and effectively reduces the calculation time. Moreover, the experimental results indicate that this method is stable and suitable for the most challenging conditions, which has practical significance in improving the operating efficiency of forest harvester and reducing the risk of causing accidents. PMID:26147726
Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard; ...
2017-06-06
Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less
Estimation of power lithium-ion battery SOC based on fuzzy optimal decision
NASA Astrophysics Data System (ADS)
He, Dongmei; Hou, Enguang; Qiao, Xin; Liu, Guangmin
2018-06-01
In order to improve vehicle performance and safety, need to accurately estimate the power lithium battery state of charge (SOC), analyzing the common SOC estimation methods, according to the characteristics open circuit voltage and Kalman filter algorithm, using T - S fuzzy model, established a lithium battery SOC estimation method based on the fuzzy optimal decision. Simulation results show that the battery model accuracy can be improved.
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.
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.
Konikoff, Jacob; Brookmeyer, Ron; Longosz, Andrew F.; Cousins, Matthew M.; Celum, Connie; Buchbinder, Susan P.; Seage, George R.; Kirk, Gregory D.; Moore, Richard D.; Mehta, Shruti H.; Margolick, Joseph B.; Brown, Joelle; Mayer, Kenneth H.; Koblin, Beryl A.; Justman, Jessica E.; Hodder, Sally L.; Quinn, Thomas C.; Eshleman, Susan H.; Laeyendecker, Oliver
2013-01-01
Background A limiting antigen avidity enzyme immunoassay (HIV-1 LAg-Avidity assay) was recently developed for cross-sectional HIV incidence estimation. We evaluated the performance of the LAg-Avidity assay alone and in multi-assay algorithms (MAAs) that included other biomarkers. Methods and Findings Performance of testing algorithms was evaluated using 2,282 samples from individuals in the United States collected 1 month to >8 years after HIV seroconversion. The capacity of selected testing algorithms to accurately estimate incidence was evaluated in three longitudinal cohorts. When used in a single-assay format, the LAg-Avidity assay classified some individuals infected >5 years as assay positive and failed to provide reliable incidence estimates in cohorts that included individuals with long-term infections. We evaluated >500,000 testing algorithms, that included the LAg-Avidity assay alone and MAAs with other biomarkers (BED capture immunoassay [BED-CEIA], BioRad-Avidity assay, HIV viral load, CD4 cell count), varying the assays and assay cutoffs. We identified an optimized 2-assay MAA that included the LAg-Avidity and BioRad-Avidity assays, and an optimized 4-assay MAA that included those assays, as well as HIV viral load and CD4 cell count. The two optimized MAAs classified all 845 samples from individuals infected >5 years as MAA negative and estimated incidence within a year of sample collection. These two MAAs produced incidence estimates that were consistent with those from longitudinal follow-up of cohorts. A comparison of the laboratory assay costs of the MAAs was also performed, and we found that the costs associated with the optimal two assay MAA were substantially less than with the four assay MAA. Conclusions The LAg-Avidity assay did not perform well in a single-assay format, regardless of the assay cutoff. MAAs that include the LAg-Avidity and BioRad-Avidity assays, with or without viral load and CD4 cell count, provide accurate incidence estimates. PMID:24386116
Power Control and Optimization of Photovoltaic and Wind Energy Conversion Systems
NASA Astrophysics Data System (ADS)
Ghaffari, Azad
Power map and Maximum Power Point (MPP) of Photovoltaic (PV) and Wind Energy Conversion Systems (WECS) highly depend on system dynamics and environmental parameters, e.g., solar irradiance, temperature, and wind speed. Power optimization algorithms for PV systems and WECS are collectively known as Maximum Power Point Tracking (MPPT) algorithm. Gradient-based Extremum Seeking (ES), as a non-model-based MPPT algorithm, governs the system to its peak point on the steepest descent curve regardless of changes of the system dynamics and variations of the environmental parameters. Since the power map shape defines the gradient vector, then a close estimate of the power map shape is needed to create user assignable transients in the MPPT algorithm. The Hessian gives a precise estimate of the power map in a neighborhood around the MPP. The estimate of the inverse of the Hessian in combination with the estimate of the gradient vector are the key parts to implement the Newton-based ES algorithm. Hence, we generate an estimate of the Hessian using our proposed perturbation matrix. Also, we introduce a dynamic estimator to calculate the inverse of the Hessian which is an essential part of our algorithm. We present various simulations and experiments on the micro-converter PV systems to verify the validity of our proposed algorithm. The ES scheme can also be used in combination with other control algorithms to achieve desired closed-loop performance. The WECS dynamics is slow which causes even slower response time for the MPPT based on the ES. Hence, we present a control scheme, extended from Field-Oriented Control (FOC), in combination with feedback linearization to reduce the convergence time of the closed-loop system. Furthermore, the nonlinear control prevents magnetic saturation of the stator of the Induction Generator (IG). The proposed control algorithm in combination with the ES guarantees the closed-loop system robustness with respect to high level parameter uncertainty in the IG dynamics. The simulation results verify the effectiveness of the proposed algorithm.
A comparison of 12 algorithms for matching on the propensity score.
Austin, Peter C
2014-03-15
Propensity-score matching is increasingly being used to reduce the confounding that can occur in observational studies examining the effects of treatments or interventions on outcomes. We used Monte Carlo simulations to examine the following algorithms for forming matched pairs of treated and untreated subjects: optimal matching, greedy nearest neighbor matching without replacement, and greedy nearest neighbor matching without replacement within specified caliper widths. For each of the latter two algorithms, we examined four different sub-algorithms defined by the order in which treated subjects were selected for matching to an untreated subject: lowest to highest propensity score, highest to lowest propensity score, best match first, and random order. We also examined matching with replacement. We found that (i) nearest neighbor matching induced the same balance in baseline covariates as did optimal matching; (ii) when at least some of the covariates were continuous, caliper matching tended to induce balance on baseline covariates that was at least as good as the other algorithms; (iii) caliper matching tended to result in estimates of treatment effect with less bias compared with optimal and nearest neighbor matching; (iv) optimal and nearest neighbor matching resulted in estimates of treatment effect with negligibly less variability than did caliper matching; (v) caliper matching had amongst the best performance when assessed using mean squared error; (vi) the order in which treated subjects were selected for matching had at most a modest effect on estimation; and (vii) matching with replacement did not have superior performance compared with caliper matching without replacement. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd.
A comparison of 12 algorithms for matching on the propensity score
Austin, Peter C
2014-01-01
Propensity-score matching is increasingly being used to reduce the confounding that can occur in observational studies examining the effects of treatments or interventions on outcomes. We used Monte Carlo simulations to examine the following algorithms for forming matched pairs of treated and untreated subjects: optimal matching, greedy nearest neighbor matching without replacement, and greedy nearest neighbor matching without replacement within specified caliper widths. For each of the latter two algorithms, we examined four different sub-algorithms defined by the order in which treated subjects were selected for matching to an untreated subject: lowest to highest propensity score, highest to lowest propensity score, best match first, and random order. We also examined matching with replacement. We found that (i) nearest neighbor matching induced the same balance in baseline covariates as did optimal matching; (ii) when at least some of the covariates were continuous, caliper matching tended to induce balance on baseline covariates that was at least as good as the other algorithms; (iii) caliper matching tended to result in estimates of treatment effect with less bias compared with optimal and nearest neighbor matching; (iv) optimal and nearest neighbor matching resulted in estimates of treatment effect with negligibly less variability than did caliper matching; (v) caliper matching had amongst the best performance when assessed using mean squared error; (vi) the order in which treated subjects were selected for matching had at most a modest effect on estimation; and (vii) matching with replacement did not have superior performance compared with caliper matching without replacement. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd. PMID:24123228
Estimation of the discharges of the multiple water level stations by multi-objective optimization
NASA Astrophysics Data System (ADS)
Matsumoto, Kazuhiro; Miyamoto, Mamoru; Yamakage, Yuzuru; Tsuda, Morimasa; Yanami, Hitoshi; Anai, Hirokazu; Iwami, Yoichi
2016-04-01
This presentation shows two aspects of the parameter identification to estimate the discharges of the multiple water level stations by multi-objective optimization. One is how to adjust the parameters to estimate the discharges accurately. The other is which optimization algorithms are suitable for the parameter identification. Regarding the previous studies, there is a study that minimizes the weighted error of the discharges of the multiple water level stations by single-objective optimization. On the other hand, there are some studies that minimize the multiple error assessment functions of the discharge of a single water level station by multi-objective optimization. This presentation features to simultaneously minimize the errors of the discharges of the multiple water level stations by multi-objective optimization. Abe River basin in Japan is targeted. The basin area is 567.0km2. There are thirteen rainfall stations and three water level stations. Nine flood events are investigated. They occurred from 2005 to 2012 and the maximum discharges exceed 1,000m3/s. The discharges are calculated with PWRI distributed hydrological model. The basin is partitioned into the meshes of 500m x 500m. Two-layer tanks are placed on each mesh. Fourteen parameters are adjusted to estimate the discharges accurately. Twelve of them are the hydrological parameters and two of them are the parameters of the initial water levels of the tanks. Three objective functions are the mean squared errors between the observed and calculated discharges at the water level stations. Latin Hypercube sampling is one of the uniformly sampling algorithms. The discharges are calculated with respect to the parameter values sampled by a simplified version of Latin Hypercube sampling. The observed discharge is surrounded by the calculated discharges. It suggests that it might be possible to estimate the discharge accurately by adjusting the parameters. In a sense, it is true that the discharge of a water level station can be accurately estimated by setting the parameter values optimized to the responding water level station. However, there are some cases that the calculated discharge by setting the parameter values optimized to one water level station does not meet the observed discharge at another water level station. It is important to estimate the discharges of all the water level stations in some degree of accuracy. It turns out to be possible to select the parameter values from the pareto optimal solutions by the condition that all the normalized errors by the minimum error of the responding water level station are under 3. The optimization performance of five implementations of the algorithms and a simplified version of Latin Hypercube sampling are compared. Five implementations are NSGA2 and PAES of an optimization software inspyred and MCO_NSGA2R, MOPSOCD and NSGA2R_NSGA2R of a statistical software R. NSGA2, PAES and MOPSOCD are the optimization algorithms of a genetic algorithm, an evolution strategy and a particle swarm optimization respectively. The number of the evaluations of the objective functions is 10,000. Two implementations of NSGA2 of R outperform the others. They are promising to be suitable for the parameter identification of PWRI distributed hydrological model.
Adaptation of a Fast Optimal Interpolation Algorithm to the Mapping of Oceangraphic Data
NASA Technical Reports Server (NTRS)
Menemenlis, Dimitris; Fieguth, Paul; Wunsch, Carl; Willsky, Alan
1997-01-01
A fast, recently developed, multiscale optimal interpolation algorithm has been adapted to the mapping of hydrographic and other oceanographic data. This algorithm produces solution and error estimates which are consistent with those obtained from exact least squares methods, but at a small fraction of the computational cost. Problems whose solution would be completely impractical using exact least squares, that is, problems with tens or hundreds of thousands of measurements and estimation grid points, can easily be solved on a small workstation using the multiscale algorithm. In contrast to methods previously proposed for solving large least squares problems, our approach provides estimation error statistics while permitting long-range correlations, using all measurements, and permitting arbitrary measurement locations. The multiscale algorithm itself, published elsewhere, is not the focus of this paper. However, the algorithm requires statistical models having a very particular multiscale structure; it is the development of a class of multiscale statistical models, appropriate for oceanographic mapping problems, with which we concern ourselves in this paper. The approach is illustrated by mapping temperature in the northeastern Pacific. The number of hydrographic stations is kept deliberately small to show that multiscale and exact least squares results are comparable. A portion of the data were not used in the analysis; these data serve to test the multiscale estimates. A major advantage of the present approach is the ability to repeat the estimation procedure a large number of times for sensitivity studies, parameter estimation, and model testing. We have made available by anonymous Ftp a set of MATLAB-callable routines which implement the multiscale algorithm and the statistical models developed in this paper.
Derivative-free generation and interpolation of convex Pareto optimal IMRT plans
NASA Astrophysics Data System (ADS)
Hoffmann, Aswin L.; Siem, Alex Y. D.; den Hertog, Dick; Kaanders, Johannes H. A. M.; Huizenga, Henk
2006-12-01
In inverse treatment planning for intensity-modulated radiation therapy (IMRT), beamlet intensity levels in fluence maps of high-energy photon beams are optimized. Treatment plan evaluation criteria are used as objective functions to steer the optimization process. Fluence map optimization can be considered a multi-objective optimization problem, for which a set of Pareto optimal solutions exists: the Pareto efficient frontier (PEF). In this paper, a constrained optimization method is pursued to iteratively estimate the PEF up to some predefined error. We use the property that the PEF is convex for a convex optimization problem to construct piecewise-linear upper and lower bounds to approximate the PEF from a small initial set of Pareto optimal plans. A derivative-free Sandwich algorithm is presented in which these bounds are used with three strategies to determine the location of the next Pareto optimal solution such that the uncertainty in the estimated PEF is maximally reduced. We show that an intelligent initial solution for a new Pareto optimal plan can be obtained by interpolation of fluence maps from neighbouring Pareto optimal plans. The method has been applied to a simplified clinical test case using two convex objective functions to map the trade-off between tumour dose heterogeneity and critical organ sparing. All three strategies produce representative estimates of the PEF. The new algorithm is particularly suitable for dynamic generation of Pareto optimal plans in interactive treatment planning.
NASA Astrophysics Data System (ADS)
Lubey, D.; Scheeres, D.
Tracking objects in Earth orbit is fraught with complications. This is due to the large population of orbiting spacecraft and debris that continues to grow, passive (i.e. no direct communication) and data-sparse observations, and the presence of maneuvers and dynamics mismodeling. Accurate orbit determination in this environment requires an algorithm to capture both a system's state and its state dynamics in order to account for mismodelings. Previous studies by the authors yielded an algorithm called the Optimal Control Based Estimator (OCBE) - an algorithm that simultaneously estimates a system's state and optimal control policies that represent dynamic mismodeling in the system for an arbitrary orbit-observer setup. The stochastic properties of these estimated controls are then used to determine the presence of mismodelings (maneuver detection), as well as characterize and reconstruct the mismodelings. The purpose of this paper is to develop the OCBE into an accurate real-time orbit tracking and maneuver detection algorithm by automating the algorithm and removing its linear assumptions. This results in a nonlinear adaptive estimator. In its original form the OCBE had a parameter called the assumed dynamic uncertainty, which is selected by the user with each new measurement to reflect the level of dynamic mismodeling in the system. This human-in-the-loop approach precludes real-time application to orbit tracking problems due to their complexity. This paper focuses on the Adaptive OCBE, a version of the estimator where the assumed dynamic uncertainty is chosen automatically with each new measurement using maneuver detection results to ensure that state uncertainties are properly adjusted to account for all dynamic mismodelings. The paper also focuses on a nonlinear implementation of the estimator. Originally, the OCBE was derived from a nonlinear cost function then linearized about a nominal trajectory, which is assumed to be ballistic (i.e. the nominal optimal control policy is zero for all times). In this paper, we relax this assumption on the nominal trajectory in order to allow for controlled nominal trajectories. This allows the estimator to be iterated to obtain a more accurate nonlinear solution for both the state and control estimates. Beyond these developments to the estimator, this paper also introduces a modified distance metric for maneuver detection. The original metric used in the OCBE only accounted for the estimated control and its uncertainty. This new metric accounts for measurement deviation and a priori state deviations, such that it accounts for all three major forms of uncertainty in orbit determination. This allows the user to understand the contributions of each source of uncertainty toward the total system mismodeling so that the user can properly account for them. Together these developments create an accurate orbit determination algorithm that is automated, robust to mismodeling, and capable of detecting and reconstructing the presence of mismodeling. These qualities make this algorithm a good foundation from which to approach the problem of real-time maneuver detection and reconstruction for Space Situational Awareness applications. This is further strengthened by the algorithm's general formulation that allows it to be applied to problems with an arbitrary target and observer.
Optimal and adaptive methods of processing hydroacoustic signals (review)
NASA Astrophysics Data System (ADS)
Malyshkin, G. S.; Sidel'nikov, G. B.
2014-09-01
Different methods of optimal and adaptive processing of hydroacoustic signals for multipath propagation and scattering are considered. Advantages and drawbacks of the classical adaptive (Capon, MUSIC, and Johnson) algorithms and "fast" projection algorithms are analyzed for the case of multipath propagation and scattering of strong signals. The classical optimal approaches to detecting multipath signals are presented. A mechanism of controlled normalization of strong signals is proposed to automatically detect weak signals. The results of simulating the operation of different detection algorithms for a linear equidistant array under multipath propagation and scattering are presented. An automatic detector is analyzed, which is based on classical or fast projection algorithms, which estimates the background proceeding from median filtering or the method of bilateral spatial contrast.
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Cheng, Yang; Crassidis, John L.; Oshman, Yaakov
2007-01-01
Many applications require an algorithm that averages quaternions in an optimal manner. For example, when combining the quaternion outputs of multiple star trackers having this output capability, it is desirable to properly average the quaternions without recomputing the attitude from the the raw star tracker data. Other applications requiring some sort of optimal quaternion averaging include particle filtering and multiple-model adaptive estimation, where weighted quaternions are used to determine the quaternion estimate. For spacecraft attitude estimation applications, derives an optimal averaging scheme to compute the average of a set of weighted attitude matrices using the singular value decomposition method. Focusing on a 4-dimensional quaternion Gaussian distribution on the unit hypersphere, provides an approach to computing the average quaternion by minimizing a quaternion cost function that is equivalent to the attitude matrix cost function Motivated by and extending its results, this Note derives an algorithm that deterniines an optimal average quaternion from a set of scalar- or matrix-weighted quaternions. Rirthermore, a sufficient condition for the uniqueness of the average quaternion, and the equivalence of the mininiization problem, stated herein, to maximum likelihood estimation, are shown.
Optimization-Based Sensor Fusion of GNSS and IMU Using a Moving Horizon Approach
Girrbach, Fabian; Hol, Jeroen D.; Bellusci, Giovanni; Diehl, Moritz
2017-01-01
The rise of autonomous systems operating close to humans imposes new challenges in terms of robustness and precision on the estimation and control algorithms. Approaches based on nonlinear optimization, such as moving horizon estimation, have been shown to improve the accuracy of the estimated solution compared to traditional filter techniques. This paper introduces an optimization-based framework for multi-sensor fusion following a moving horizon scheme. The framework is applied to the often occurring estimation problem of motion tracking by fusing measurements of a global navigation satellite system receiver and an inertial measurement unit. The resulting algorithm is used to estimate position, velocity, and orientation of a maneuvering airplane and is evaluated against an accurate reference trajectory. A detailed study of the influence of the horizon length on the quality of the solution is presented and evaluated against filter-like and batch solutions of the problem. The versatile configuration possibilities of the framework are finally used to analyze the estimated solutions at different evaluation times exposing a nearly linear behavior of the sensor fusion problem. PMID:28534857
Optimization-Based Sensor Fusion of GNSS and IMU Using a Moving Horizon Approach.
Girrbach, Fabian; Hol, Jeroen D; Bellusci, Giovanni; Diehl, Moritz
2017-05-19
The rise of autonomous systems operating close to humans imposes new challenges in terms of robustness and precision on the estimation and control algorithms. Approaches based on nonlinear optimization, such as moving horizon estimation, have been shown to improve the accuracy of the estimated solution compared to traditional filter techniques. This paper introduces an optimization-based framework for multi-sensor fusion following a moving horizon scheme. The framework is applied to the often occurring estimation problem of motion tracking by fusing measurements of a global navigation satellite system receiver and an inertial measurement unit. The resulting algorithm is used to estimate position, velocity, and orientation of a maneuvering airplane and is evaluated against an accurate reference trajectory. A detailed study of the influence of the horizon length on the quality of the solution is presented and evaluated against filter-like and batch solutions of the problem. The versatile configuration possibilities of the framework are finally used to analyze the estimated solutions at different evaluation times exposing a nearly linear behavior of the sensor fusion problem.
NASA Astrophysics Data System (ADS)
Addawe, Rizavel C.; Addawe, Joel M.; Magadia, Joselito C.
2016-10-01
Accurate forecasting of dengue cases would significantly improve epidemic prevention and control capabilities. This paper attempts to provide useful models in forecasting dengue epidemic specific to the young and adult population of Baguio City. To capture the seasonal variations in dengue incidence, this paper develops a robust modeling approach to identify and estimate seasonal autoregressive integrated moving average (SARIMA) models in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on winsorized and reweighted least squares estimators. A hybrid algorithm, Differential Evolution - Simulated Annealing (DESA), is used to identify and estimate the parameters of the optimal SARIMA model. The method is applied to the monthly reported dengue cases in Baguio City, Philippines.
NASA Astrophysics Data System (ADS)
Han, Lu; Gao, Kun; Gong, Chen; Zhu, Zhenyu; Guo, Yue
2017-08-01
On-orbit Modulation Transfer Function (MTF) is an important indicator to evaluate the performance of the optical remote sensors in a satellite. There are many methods to estimate MTF, such as pinhole method, slit method and so on. Among them, knife-edge method is quite efficient, easy-to-use and recommended in ISO12233 standard for the wholefrequency MTF curve acquisition. However, the accuracy of the algorithm is affected by Edge Spread Function (ESF) fitting accuracy significantly, which limits the range of application. So in this paper, an optimized knife-edge method using Powell algorithm is proposed to improve the ESF fitting precision. Fermi function model is the most popular ESF fitting model, yet it is vulnerable to the initial values of the parameters. Considering the characteristics of simple and fast convergence, Powell algorithm is applied to fit the accurate parameters adaptively with the insensitivity to the initial parameters. Numerical simulation results reveal the accuracy and robustness of the optimized algorithm under different SNR, edge direction and leaning angles conditions. Experimental results using images of the camera in ZY-3 satellite show that this method is more accurate than the standard knife-edge method of ISO12233 in MTF estimation.
Optshrink LR + S: accelerated fMRI reconstruction using non-convex optimal singular value shrinkage.
Aggarwal, Priya; Shrivastava, Parth; Kabra, Tanay; Gupta, Anubha
2017-03-01
This paper presents a new accelerated fMRI reconstruction method, namely, OptShrink LR + S method that reconstructs undersampled fMRI data using a linear combination of low-rank and sparse components. The low-rank component has been estimated using non-convex optimal singular value shrinkage algorithm, while the sparse component has been estimated using convex l 1 minimization. The performance of the proposed method is compared with the existing state-of-the-art algorithms on real fMRI dataset. The proposed OptShrink LR + S method yields good qualitative and quantitative results.
Optimal time points sampling in pathway modelling.
Hu, Shiyan
2004-01-01
Modelling cellular dynamics based on experimental data is at the heart of system biology. Considerable progress has been made to dynamic pathway modelling as well as the related parameter estimation. However, few of them gives consideration for the issue of optimal sampling time selection for parameter estimation. Time course experiments in molecular biology rarely produce large and accurate data sets and the experiments involved are usually time consuming and expensive. Therefore, to approximate parameters for models with only few available sampling data is of significant practical value. For signal transduction, the sampling intervals are usually not evenly distributed and are based on heuristics. In the paper, we investigate an approach to guide the process of selecting time points in an optimal way to minimize the variance of parameter estimates. In the method, we first formulate the problem to a nonlinear constrained optimization problem by maximum likelihood estimation. We then modify and apply a quantum-inspired evolutionary algorithm, which combines the advantages of both quantum computing and evolutionary computing, to solve the optimization problem. The new algorithm does not suffer from the morass of selecting good initial values and being stuck into local optimum as usually accompanied with the conventional numerical optimization techniques. The simulation results indicate the soundness of the new method.
A New Ensemble Canonical Correlation Prediction Scheme for Seasonal Precipitation
NASA Technical Reports Server (NTRS)
Kim, Kyu-Myong; Lau, William K. M.; Li, Guilong; Shen, Samuel S. P.; Lau, William K. M. (Technical Monitor)
2001-01-01
Department of Mathematical Sciences, University of Alberta, Edmonton, Canada This paper describes the fundamental theory of the ensemble canonical correlation (ECC) algorithm for the seasonal climate forecasting. The algorithm is a statistical regression sch eme based on maximal correlation between the predictor and predictand. The prediction error is estimated by a spectral method using the basis of empirical orthogonal functions. The ECC algorithm treats the predictors and predictands as continuous fields and is an improvement from the traditional canonical correlation prediction. The improvements include the use of area-factor, estimation of prediction error, and the optimal ensemble of multiple forecasts. The ECC is applied to the seasonal forecasting over various parts of the world. The example presented here is for the North America precipitation. The predictor is the sea surface temperature (SST) from different ocean basins. The Climate Prediction Center's reconstructed SST (1951-1999) is used as the predictor's historical data. The optimally interpolated global monthly precipitation is used as the predictand?s historical data. Our forecast experiments show that the ECC algorithm renders very high skill and the optimal ensemble is very important to the high value.
Optimal wavefront estimation of incoherent sources
NASA Astrophysics Data System (ADS)
Riggs, A. J. Eldorado; Kasdin, N. Jeremy; Groff, Tyler
2014-08-01
Direct imaging is in general necessary to characterize exoplanets and disks. A coronagraph is an instrument used to create a dim (high-contrast) region in a star's PSF where faint companions can be detected. All coronagraphic high-contrast imaging systems use one or more deformable mirrors (DMs) to correct quasi-static aberrations and recover contrast in the focal plane. Simulations show that existing wavefront control algorithms can correct for diffracted starlight in just a few iterations, but in practice tens or hundreds of control iterations are needed to achieve high contrast. The discrepancy largely arises from the fact that simulations have perfect knowledge of the wavefront and DM actuation. Thus, wavefront correction algorithms are currently limited by the quality and speed of wavefront estimates. Exposures in space will take orders of magnitude more time than any calculations, so a nonlinear estimation method that needs fewer images but more computational time would be advantageous. In addition, current wavefront correction routines seek only to reduce diffracted starlight. Here we present nonlinear estimation algorithms that include optimal estimation of sources incoherent with a star such as exoplanets and debris disks.
Study on feed forward neural network convex optimization for LiFePO4 battery parameters
NASA Astrophysics Data System (ADS)
Liu, Xuepeng; Zhao, Dongmei
2017-08-01
Based on the modern facility agriculture automatic walking equipment LiFePO4 Battery, the parameter identification of LiFePO4 Battery is analyzed. An improved method for the process model of li battery is proposed, and the on-line estimation algorithm is presented. The parameters of the battery are identified using feed forward network neural convex optimization algorithm.
NASA Astrophysics Data System (ADS)
Frolov, Sergey; Garau, Bartolame; Bellingham, James
2014-08-01
Regular grid ("lawnmower") survey is a classical strategy for synoptic sampling of the ocean. Is it possible to achieve a more effective use of available resources if one takes into account a priori knowledge about variability in magnitudes of uncertainty and decorrelation scales? In this article, we develop and compare the performance of several path-planning algorithms: optimized "lawnmower," a graph-search algorithm (A*), and a fully nonlinear genetic algorithm. We use the machinery of the best linear unbiased estimator (BLUE) to quantify the ability of a vehicle fleet to synoptically map distribution of phytoplankton off the central California coast. We used satellite and in situ data to specify covariance information required by the BLUE estimator. Computational experiments showed that two types of sampling strategies are possible: a suboptimal space-filling design (produced by the "lawnmower" and the A* algorithms) and an optimal uncertainty-aware design (produced by the genetic algorithm). Unlike the space-filling designs that attempted to cover the entire survey area, the optimal design focused on revisiting areas of high uncertainty. Results of the multivehicle experiments showed that fleet performance predictors, such as cumulative speed or the weight of the fleet, predicted the performance of a homogeneous fleet well; however, these were poor predictors for comparing the performance of different platforms.
Attitude determination and parameter estimation using vector observations - Theory
NASA Technical Reports Server (NTRS)
Markley, F. Landis
1989-01-01
Procedures for attitude determination based on Wahba's loss function are generalized to include the estimation of parameters other than the attitude, such as sensor biases. Optimization with respect to the attitude is carried out using the q-method, which does not require an a priori estimate of the attitude. Optimization with respect to the other parameters employs an iterative approach, which does require an a priori estimate of these parameters. Conventional state estimation methods require a priori estimates of both the parameters and the attitude, while the algorithm presented in this paper always computes the exact optimal attitude for given values of the parameters. Expressions for the covariance of the attitude and parameter estimates are derived.
Control system estimation and design for aerospace vehicles with time delay
NASA Technical Reports Server (NTRS)
Allgaier, G. R.; Williams, T. L.
1972-01-01
The problems of estimation and control of discrete, linear, time-varying systems are considered. Previous solutions to these problems involved either approximate techniques, open-loop control solutions, or results which required excessive computation. The estimation problem is solved by two different methods, both of which yield the identical algorithm for determining the optimal filter. The partitioned results achieve a substantial reduction in computation time and storage requirements over the expanded solution, however. The results reduce to the Kalman filter when no delays are present in the system. The control problem is also solved by two different methods, both of which yield identical algorithms for determining the optimal control gains. The stochastic control is shown to be identical to the deterministic control, thus extending the separation principle to time delay systems. The results obtained reduce to the familiar optimal control solution when no time delays are present in the system.
Robust Video Stabilization Using Particle Keypoint Update and l1-Optimized Camera Path
Jeon, Semi; Yoon, Inhye; Jang, Jinbeum; Yang, Seungji; Kim, Jisung; Paik, Joonki
2017-01-01
Acquisition of stabilized video is an important issue for various type of digital cameras. This paper presents an adaptive camera path estimation method using robust feature detection to remove shaky artifacts in a video. The proposed algorithm consists of three steps: (i) robust feature detection using particle keypoints between adjacent frames; (ii) camera path estimation and smoothing; and (iii) rendering to reconstruct a stabilized video. As a result, the proposed algorithm can estimate the optimal homography by redefining important feature points in the flat region using particle keypoints. In addition, stabilized frames with less holes can be generated from the optimal, adaptive camera path that minimizes a temporal total variation (TV). The proposed video stabilization method is suitable for enhancing the visual quality for various portable cameras and can be applied to robot vision, driving assistant systems, and visual surveillance systems. PMID:28208622
Near-optimal quantum circuit for Grover's unstructured search using a transverse field
NASA Astrophysics Data System (ADS)
Jiang, Zhang; Rieffel, Eleanor G.; Wang, Zhihui
2017-06-01
Inspired by a class of algorithms proposed by Farhi et al. (arXiv:1411.4028), namely, the quantum approximate optimization algorithm (QAOA), we present a circuit-based quantum algorithm to search for a needle in a haystack, obtaining the same quadratic speedup achieved by Grover's original algorithm. In our algorithm, the problem Hamiltonian (oracle) and a transverse field are applied alternately to the system in a periodic manner. We introduce a technique, based on spin-coherent states, to analyze the composite unitary in a single period. This composite unitary drives a closed transition between two states that have high degrees of overlap with the initial state and the target state, respectively. The transition rate in our algorithm is of order Θ (1 /√{N }) , and the overlaps are of order Θ (1 ) , yielding a nearly optimal query complexity of T ≃√{N }(π /2 √{2 }) . Our algorithm is a QAOA circuit that demonstrates a quantum advantage with a large number of iterations that is not derived from Trotterization of an adiabatic quantum optimization (AQO) algorithm. It also suggests that the analysis required to understand QAOA circuits involves a very different process from estimating the energy gap of a Hamiltonian in AQO.
Optimization of the double dosimetry algorithm for interventional cardiologists
NASA Astrophysics Data System (ADS)
Chumak, Vadim; Morgun, Artem; Bakhanova, Elena; Voloskiy, Vitalii; Borodynchik, Elena
2014-11-01
A double dosimetry method is recommended in interventional cardiology (IC) to assess occupational exposure; yet currently there is no common and universal algorithm for effective dose estimation. In this work, flexible and adaptive algorithm building methodology was developed and some specific algorithm applicable for typical irradiation conditions of IC procedures was obtained. It was shown that the obtained algorithm agrees well with experimental measurements and is less conservative compared to other known algorithms.
Baygin, Mehmet; Karakose, Mehmet
2013-01-01
Nowadays, the increasing use of group elevator control systems owing to increasing building heights makes the development of high-performance algorithms necessary in terms of time and energy saving. Although there are many studies in the literature about this topic, they are still not effective enough because they are not able to evaluate all features of system. In this paper, a new approach of immune system-based optimal estimate is studied for dynamic control of group elevator systems. The method is mainly based on estimation of optimal way by optimizing all calls with genetic, immune system and DNA computing algorithms, and it is evaluated with a fuzzy system. The system has a dynamic feature in terms of the situation of calls and the option of the most appropriate algorithm, and it also adaptively works in terms of parameters such as the number of floors and cabins. This new approach which provides both time and energy saving was carried out in real time. The experimental results comparatively demonstrate the effects of method. With dynamic and adaptive control approach in this study carried out, a significant progress on group elevator control systems has been achieved in terms of time and energy efficiency according to traditional methods. PMID:23935433
Zhang, Zhihua; Sheng, Zheng; Shi, Hanqing; Fan, Zhiqiang
2016-01-01
Using the RFC technique to estimate refractivity parameters is a complex nonlinear optimization problem. In this paper, an improved cuckoo search (CS) algorithm is proposed to deal with this problem. To enhance the performance of the CS algorithm, a parameter dynamic adaptive operation and crossover operation were integrated into the standard CS (DACS-CO). Rechenberg's 1/5 criteria combined with learning factor were used to control the parameter dynamic adaptive adjusting process. The crossover operation of genetic algorithm was utilized to guarantee the population diversity. The new hybrid algorithm has better local search ability and contributes to superior performance. To verify the ability of the DACS-CO algorithm to estimate atmospheric refractivity parameters, the simulation data and real radar clutter data are both implemented. The numerical experiments demonstrate that the DACS-CO algorithm can provide an effective method for near-real-time estimation of the atmospheric refractivity profile from radar clutter. PMID:27212938
On the optimization of electromagnetic geophysical data: Application of the PSO algorithm
NASA Astrophysics Data System (ADS)
Godio, A.; Santilano, A.
2018-01-01
Particle Swarm optimization (PSO) algorithm resolves constrained multi-parameter problems and is suitable for simultaneous optimization of linear and nonlinear problems, with the assumption that forward modeling is based on good understanding of ill-posed problem for geophysical inversion. We apply PSO for solving the geophysical inverse problem to infer an Earth model, i.e. the electrical resistivity at depth, consistent with the observed geophysical data. The method doesn't require an initial model and can be easily constrained, according to external information for each single sounding. The optimization process to estimate the model parameters from the electromagnetic soundings focuses on the discussion of the objective function to be minimized. We discuss the possibility to introduce in the objective function vertical and lateral constraints, with an Occam-like regularization. A sensitivity analysis allowed us to check the performance of the algorithm. The reliability of the approach is tested on synthetic, real Audio-Magnetotelluric (AMT) and Long Period MT data. The method appears able to solve complex problems and allows us to estimate the a posteriori distribution of the model parameters.
Optimization-based scatter estimation using primary modulation for computed tomography
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Yi; Ma, Jingchen; Zhao, Jun, E-mail: junzhao
Purpose: Scatter reduces the image quality in computed tomography (CT), but scatter correction remains a challenge. A previously proposed primary modulation method simultaneously obtains the primary and scatter in a single scan. However, separating the scatter and primary in primary modulation is challenging because it is an underdetermined problem. In this study, an optimization-based scatter estimation (OSE) algorithm is proposed to estimate and correct scatter. Methods: In the concept of primary modulation, the primary is modulated, but the scatter remains smooth by inserting a modulator between the x-ray source and the object. In the proposed algorithm, an objective function ismore » designed for separating the scatter and primary. Prior knowledge is incorporated in the optimization-based framework to improve the accuracy of the estimation: (1) the primary is always positive; (2) the primary is locally smooth and the scatter is smooth; (3) the location of penumbra can be determined; and (4) the scatter-contaminated data provide knowledge about which part is smooth. Results: The simulation study shows that the edge-preserving weighting in OSE improves the estimation accuracy near the object boundary. Simulation study also demonstrates that OSE outperforms the two existing primary modulation algorithms for most regions of interest in terms of the CT number accuracy and noise. The proposed method was tested on a clinical cone beam CT, demonstrating that OSE corrects the scatter even when the modulator is not accurately registered. Conclusions: The proposed OSE algorithm improves the robustness and accuracy in scatter estimation and correction. This method is promising for scatter correction of various kinds of x-ray imaging modalities, such as x-ray radiography, cone beam CT, and the fourth-generation CT.« less
Kalman Filters for Time Delay of Arrival-Based Source Localization
NASA Astrophysics Data System (ADS)
Klee, Ulrich; Gehrig, Tobias; McDonough, John
2006-12-01
In this work, we propose an algorithm for acoustic source localization based on time delay of arrival (TDOA) estimation. In earlier work by other authors, an initial closed-form approximation was first used to estimate the true position of the speaker followed by a Kalman filtering stage to smooth the time series of estimates. In the proposed algorithm, this closed-form approximation is eliminated by employing a Kalman filter to directly update the speaker's position estimate based on the observed TDOAs. In particular, the TDOAs comprise the observation associated with an extended Kalman filter whose state corresponds to the speaker's position. We tested our algorithm on a data set consisting of seminars held by actual speakers. Our experiments revealed that the proposed algorithm provides source localization accuracy superior to the standard spherical and linear intersection techniques. Moreover, the proposed algorithm, although relying on an iterative optimization scheme, proved efficient enough for real-time operation.
Motion Estimation Using the Firefly Algorithm in Ultrasonic Image Sequence of Soft Tissue
Chao, Chih-Feng; Horng, Ming-Huwi; Chen, Yu-Chan
2015-01-01
Ultrasonic image sequence of the soft tissue is widely used in disease diagnosis; however, the speckle noises usually influenced the image quality. These images usually have a low signal-to-noise ratio presentation. The phenomenon gives rise to traditional motion estimation algorithms that are not suitable to measure the motion vectors. In this paper, a new motion estimation algorithm is developed for assessing the velocity field of soft tissue in a sequence of ultrasonic B-mode images. The proposed iterative firefly algorithm (IFA) searches for few candidate points to obtain the optimal motion vector, and then compares it to the traditional iterative full search algorithm (IFSA) via a series of experiments of in vivo ultrasonic image sequences. The experimental results show that the IFA can assess the vector with better efficiency and almost equal estimation quality compared to the traditional IFSA method. PMID:25873987
Motion estimation using the firefly algorithm in ultrasonic image sequence of soft tissue.
Chao, Chih-Feng; Horng, Ming-Huwi; Chen, Yu-Chan
2015-01-01
Ultrasonic image sequence of the soft tissue is widely used in disease diagnosis; however, the speckle noises usually influenced the image quality. These images usually have a low signal-to-noise ratio presentation. The phenomenon gives rise to traditional motion estimation algorithms that are not suitable to measure the motion vectors. In this paper, a new motion estimation algorithm is developed for assessing the velocity field of soft tissue in a sequence of ultrasonic B-mode images. The proposed iterative firefly algorithm (IFA) searches for few candidate points to obtain the optimal motion vector, and then compares it to the traditional iterative full search algorithm (IFSA) via a series of experiments of in vivo ultrasonic image sequences. The experimental results show that the IFA can assess the vector with better efficiency and almost equal estimation quality compared to the traditional IFSA method.
Last-position elimination-based learning automata.
Zhang, Junqi; Wang, Cheng; Zhou, MengChu
2014-12-01
An update scheme of the state probability vector of actions is critical for learning automata (LA). The most popular is the pursuit scheme that pursues the estimated optimal action and penalizes others. This paper proposes a reverse philosophy that leads to last-position elimination-based learning automata (LELA). The action graded last in terms of the estimated performance is penalized by decreasing its state probability and is eliminated when its state probability becomes zero. All active actions, that is, actions with nonzero state probability, equally share the penalized state probability from the last-position action at each iteration. The proposed LELA is characterized by the relaxed convergence condition for the optimal action, the accelerated step size of the state probability update scheme for the estimated optimal action, and the enriched sampling for the estimated nonoptimal actions. The proof of the ϵ-optimal property for the proposed algorithm is presented. Last-position elimination is a widespread philosophy in the real world and has proved to be also helpful for the update scheme of the learning automaton via the simulations of well-known benchmark environments. In the simulations, two versions of the LELA, using different selection strategies of the last action, are compared with the classical pursuit algorithms Discretized Pursuit Reward-Inaction (DP(RI)) and Discretized Generalized Pursuit Algorithm (DGPA). Simulation results show that the proposed schemes achieve significantly faster convergence and higher accuracy than the classical ones. Specifically, the proposed schemes reduce the interval to find the best parameter for a specific environment in the classical pursuit algorithms. Thus, they can have their parameter tuning easier to perform and can save much more time when applied to a practical case. Furthermore, the convergence curves and the corresponding variance coefficient curves of the contenders are illustrated to characterize their essential differences and verify the analysis results of the proposed algorithms.
Peak-Seeking Optimization of Trim for Reduced Fuel Consumption: Flight-Test Results
NASA Technical Reports Server (NTRS)
Brown, Nelson Andrew; Schaefer, Jacob Robert
2013-01-01
A peak-seeking control algorithm for real-time trim optimization for reduced fuel consumption has been developed by researchers at the National Aeronautics and Space Administration (NASA) Dryden Flight Research Center to address the goals of the NASA Environmentally Responsible Aviation project to reduce fuel burn and emissions. The peak-seeking control algorithm is based on a steepest-descent algorithm using a time-varying Kalman filter to estimate the gradient of a performance function of fuel flow versus control surface positions. In real-time operation, deflections of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of an F/A-18 airplane (McDonnell Douglas, now The Boeing Company, Chicago, Illinois) are used for optimization of fuel flow. Results from six research flights are presented herein. The optimization algorithm found a trim configuration that required approximately 3 percent less fuel flow than the baseline trim at the same flight condition. The algorithm consistently rediscovered the solution from several initial conditions. These results show that the algorithm has good performance in a relevant environment.
Peak-Seeking Optimization of Trim for Reduced Fuel Consumption: Flight-test Results
NASA Technical Reports Server (NTRS)
Brown, Nelson Andrew; Schaefer, Jacob Robert
2013-01-01
A peak-seeking control algorithm for real-time trim optimization for reduced fuel consumption has been developed by researchers at the National Aeronautics and Space Administration (NASA) Dryden Flight Research Center to address the goals of the NASA Environmentally Responsible Aviation project to reduce fuel burn and emissions. The peak-seeking control algorithm is based on a steepest-descent algorithm using a time-varying Kalman filter to estimate the gradient of a performance function of fuel flow versus control surface positions. In real-time operation, deflections of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of an F/A-18 airplane (McDonnell Douglas, now The Boeing Company, Chicago, Illinois) are used for optimization of fuel flow. Results from six research flights are presented herein. The optimization algorithm found a trim configuration that required approximately 3 percent less fuel flow than the baseline trim at the same flight condition. The algorithm consistently rediscovered the solution from several initial conditions. These results show that the algorithm has good performance in a relevant environment.
Optimal Deployment of Sensor Nodes Based on Performance Surface of Underwater Acoustic Communication
Choi, Jee Woong
2017-01-01
The underwater acoustic sensor network (UWASN) is a system that exchanges data between numerous sensor nodes deployed in the sea. The UWASN uses an underwater acoustic communication technique to exchange data. Therefore, it is important to design a robust system that will function even in severely fluctuating underwater communication conditions, along with variations in the ocean environment. In this paper, a new algorithm to find the optimal deployment positions of underwater sensor nodes is proposed. The algorithm uses the communication performance surface, which is a map showing the underwater acoustic communication performance of a targeted area. A virtual force-particle swarm optimization algorithm is then used as an optimization technique to find the optimal deployment positions of the sensor nodes, using the performance surface information to estimate the communication radii of the sensor nodes in each generation. The algorithm is evaluated by comparing simulation results between two different seasons (summer and winter) for an area located off the eastern coast of Korea as the selected targeted area. PMID:29053569
A New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation
Jiang, Chen; Zhang, Shu-Bi; Zhang, Qiu-Zhao
2016-01-01
The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of dynamic model errors. In contrast to the adaptive Kalman filtering algorithms, the H-infinity filter is able to address the interference of the stochastic model by minimization of the worst-case estimation error. In this paper, a novel adaptive H-infinity filtering algorithm, which integrates the adaptive Kalman filter and the H-infinity filter in order to perform a comprehensive filtering algorithm, is presented. In the proposed algorithm, a robust estimation method is employed to control the influence of outliers. In order to verify the proposed algorithm, experiments with real data of the Global Positioning System (GPS) and Inertial Navigation System (INS) integrated navigation, were conducted. The experimental results have shown that the proposed algorithm has multiple advantages compared to the other filtering algorithms. PMID:27999361
A New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation.
Jiang, Chen; Zhang, Shu-Bi; Zhang, Qiu-Zhao
2016-12-19
The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of dynamic model errors. In contrast to the adaptive Kalman filtering algorithms, the H-infinity filter is able to address the interference of the stochastic model by minimization of the worst-case estimation error. In this paper, a novel adaptive H-infinity filtering algorithm, which integrates the adaptive Kalman filter and the H-infinity filter in order to perform a comprehensive filtering algorithm, is presented. In the proposed algorithm, a robust estimation method is employed to control the influence of outliers. In order to verify the proposed algorithm, experiments with real data of the Global Positioning System (GPS) and Inertial Navigation System (INS) integrated navigation, were conducted. The experimental results have shown that the proposed algorithm has multiple advantages compared to the other filtering algorithms.
Huda, Shamsul; Yearwood, John; Togneri, Roberto
2009-02-01
This paper attempts to overcome the tendency of the expectation-maximization (EM) algorithm to locate a local rather than global maximum when applied to estimate the hidden Markov model (HMM) parameters in speech signal modeling. We propose a hybrid algorithm for estimation of the HMM in automatic speech recognition (ASR) using a constraint-based evolutionary algorithm (EA) and EM, the CEL-EM. The novelty of our hybrid algorithm (CEL-EM) is that it is applicable for estimation of the constraint-based models with many constraints and large numbers of parameters (which use EM) like HMM. Two constraint-based versions of the CEL-EM with different fusion strategies have been proposed using a constraint-based EA and the EM for better estimation of HMM in ASR. The first one uses a traditional constraint-handling mechanism of EA. The other version transforms a constrained optimization problem into an unconstrained problem using Lagrange multipliers. Fusion strategies for the CEL-EM use a staged-fusion approach where EM has been plugged with the EA periodically after the execution of EA for a specific period of time to maintain the global sampling capabilities of EA in the hybrid algorithm. A variable initialization approach (VIA) has been proposed using a variable segmentation to provide a better initialization for EA in the CEL-EM. Experimental results on the TIMIT speech corpus show that CEL-EM obtains higher recognition accuracies than the traditional EM algorithm as well as a top-standard EM (VIA-EM, constructed by applying the VIA to EM).
Optimal Signal Processing of Frequency-Stepped CW Radar Data
NASA Technical Reports Server (NTRS)
Ybarra, Gary A.; Wu, Shawkang M.; Bilbro, Griff L.; Ardalan, Sasan H.; Hearn, Chase P.; Neece, Robert T.
1995-01-01
An optimal signal processing algorithm is derived for estimating the time delay and amplitude of each scatterer reflection using a frequency-stepped CW system. The channel is assumed to be composed of abrupt changes in the reflection coefficient profile. The optimization technique is intended to maximize the target range resolution achievable from any set of frequency-stepped CW radar measurements made in such an environment. The algorithm is composed of an iterative two-step procedure. First, the amplitudes of the echoes are optimized by solving an overdetermined least squares set of equations. Then, a nonlinear objective function is scanned in an organized fashion to find its global minimum. The result is a set of echo strengths and time delay estimates. Although this paper addresses the specific problem of resolving the time delay between the first two echoes, the derivation is general in the number of echoes. Performance of the optimization approach is illustrated using measured data obtained from an HP-X510 network analyzer. It is demonstrated that the optimization approach offers a significant resolution enhancement over the standard processing approach that employs an IFFT. Degradation in the performance of the algorithm due to suboptimal model order selection and the effects of additive white Gaussion noise are addressed.
Optimal Signal Processing of Frequency-Stepped CW Radar Data
NASA Technical Reports Server (NTRS)
Ybarra, Gary A.; Wu, Shawkang M.; Bilbro, Griff L.; Ardalan, Sasan H.; Hearn, Chase P.; Neece, Robert T.
1995-01-01
An optimal signal processing algorithm is derived for estimating the time delay and amplitude of each scatterer reflection using a frequency-stepped CW system. The channel is assumed to be composed of abrupt changes in the reflection coefficient profile. The optimization technique is intended to maximize the target range resolution achievable from any set of frequency-stepped CW radar measurements made in such an environment. The algorithm is composed of an iterative two-step procedure. First, the amplitudes of the echoes are optimized by solving an overdetermined least squares set of equations. Then, a nonlinear objective function is scanned in an organized fashion to find its global minimum. The result is a set of echo strengths and time delay estimates. Although this paper addresses the specific problem of resolving the time delay between the two echoes, the derivation is general in the number of echoes. Performance of the optimization approach is illustrated using measured data obtained from an HP-851O network analyzer. It is demonstrated that the optimization approach offers a significant resolution enhancement over the standard processing approach that employs an IFFT. Degradation in the performance of the algorithm due to suboptimal model order selection and the effects of additive white Gaussion noise are addressed.
Non-Rigid Structure Estimation in Trajectory Space from Monocular Vision
Wang, Yaming; Tong, Lingling; Jiang, Mingfeng; Zheng, Junbao
2015-01-01
In this paper, the problem of non-rigid structure estimation in trajectory space from monocular vision is investigated. Similar to the Point Trajectory Approach (PTA), based on characteristic points’ trajectories described by a predefined Discrete Cosine Transform (DCT) basis, the structure matrix was also calculated by using a factorization method. To further optimize the non-rigid structure estimation from monocular vision, the rank minimization problem about structure matrix is proposed to implement the non-rigid structure estimation by introducing the basic low-rank condition. Moreover, the Accelerated Proximal Gradient (APG) algorithm is proposed to solve the rank minimization problem, and the initial structure matrix calculated by the PTA method is optimized. The APG algorithm can converge to efficient solutions quickly and lessen the reconstruction error obviously. The reconstruction results of real image sequences indicate that the proposed approach runs reliably, and effectively improves the accuracy of non-rigid structure estimation from monocular vision. PMID:26473863
An almost-parameter-free harmony search algorithm for groundwater pollution source identification.
Jiang, Simin; Zhang, Yali; Wang, Pei; Zheng, Maohui
2013-01-01
The spatiotemporal characterization of unknown sources of groundwater pollution is frequently encountered in environmental problems. This study adopts a simulation-optimization approach that combines a contaminant transport simulation model with a heuristic harmony search algorithm to identify unknown pollution sources. In the proposed methodology, an almost-parameter-free harmony search algorithm is developed. The performance of this methodology is evaluated on an illustrative groundwater pollution source identification problem, and the identified results indicate that the proposed almost-parameter-free harmony search algorithm-based optimization model can give satisfactory estimations, even when the irregular geometry, erroneous monitoring data, and prior information shortage of potential locations are considered.
Distributed Optimization of Multi-Agent Systems: Framework, Local Optimizer, and Applications
NASA Astrophysics Data System (ADS)
Zu, Yue
Convex optimization problem can be solved in a centralized or distributed manner. Compared with centralized methods based on single-agent system, distributed algorithms rely on multi-agent systems with information exchanging among connected neighbors, which leads to great improvement on the system fault tolerance. Thus, a task within multi-agent system can be completed with presence of partial agent failures. By problem decomposition, a large-scale problem can be divided into a set of small-scale sub-problems that can be solved in sequence/parallel. Hence, the computational complexity is greatly reduced by distributed algorithm in multi-agent system. Moreover, distributed algorithm allows data collected and stored in a distributed fashion, which successfully overcomes the drawbacks of using multicast due to the bandwidth limitation. Distributed algorithm has been applied in solving a variety of real-world problems. Our research focuses on the framework and local optimizer design in practical engineering applications. In the first one, we propose a multi-sensor and multi-agent scheme for spatial motion estimation of a rigid body. Estimation performance is improved in terms of accuracy and convergence speed. Second, we develop a cyber-physical system and implement distributed computation devices to optimize the in-building evacuation path when hazard occurs. The proposed Bellman-Ford Dual-Subgradient path planning method relieves the congestion in corridor and the exit areas. At last, highway traffic flow is managed by adjusting speed limits to minimize the fuel consumption and travel time in the third project. Optimal control strategy is designed through both centralized and distributed algorithm based on convex problem formulation. Moreover, a hybrid control scheme is presented for highway network travel time minimization. Compared with no controlled case or conventional highway traffic control strategy, the proposed hybrid control strategy greatly reduces total travel time on test highway network.
Adaptive Estimation and Heuristic Optimization of Nonlinear Spacecraft Attitude Dynamics
2016-09-15
Algorithm GPS Global Positioning System HOUF Higher Order Unscented Filter IC initial conditions IMM Interacting Multiple Model IMU Inertial Measurement Unit ...sources ranging from inertial measurement units to star sensors are used to construct observations for attitude estimation algorithms. The sensor...parameters. A single vector measurement will provide two independent parameters, as a unit vector constraint removes a DOF making the problem underdetermined
Practical input optimization for aircraft parameter estimation experiments. Ph.D. Thesis, 1990
NASA Technical Reports Server (NTRS)
Morelli, Eugene A.
1993-01-01
The object of this research was to develop an algorithm for the design of practical, optimal flight test inputs for aircraft parameter estimation experiments. A general, single pass technique was developed which allows global optimization of the flight test input design for parameter estimation using the principles of dynamic programming with the input forms limited to square waves only. Provision was made for practical constraints on the input, including amplitude constraints, control system dynamics, and selected input frequency range exclusions. In addition, the input design was accomplished while imposing output amplitude constraints required by model validity and considerations of safety during the flight test. The algorithm has multiple input design capability, with optional inclusion of a constraint that only one control move at a time, so that a human pilot can implement the inputs. It is shown that the technique can be used to design experiments for estimation of open loop model parameters from closed loop flight test data. The report includes a new formulation of the optimal input design problem, a description of a new approach to the solution, and a summary of the characteristics of the algorithm, followed by three example applications of the new technique which demonstrate the quality and expanded capabilities of the input designs produced by the new technique. In all cases, the new input design approach showed significant improvement over previous input design methods in terms of achievable parameter accuracies.
Stochastic Models of Plant Diversity: Application to White Sands Missile Range
2000-02-01
decades and its models have been well developed. These models fall in the categories: dynamic models and stochastic models. In their book , Modeling...Gelb 1974), and dendro- climatology (Visser and Molenaar 1988). Optimal Estimation An optimal estimator is a computational algorithm that...Evaluation, M.B. Usher, ed., Chapman and Hall, London. Visser, H., and J. Molenaar . 1990. "Estimating Trends in Tree-ring Data." For. Sei. 36(1): 87
Optimization of Contrast Detection Power with Probabilistic Behavioral Information
Cordes, Dietmar; Herzmann, Grit; Nandy, Rajesh; Curran, Tim
2012-01-01
Recent progress in the experimental design for event-related fMRI experiments made it possible to find the optimal stimulus sequence for maximum contrast detection power using a genetic algorithm. In this study, a novel algorithm is proposed for optimization of contrast detection power by including probabilistic behavioral information, based on pilot data, in the genetic algorithm. As a particular application, a recognition memory task is studied and the design matrix optimized for contrasts involving the familiarity of individual items (pictures of objects) and the recollection of qualitative information associated with the items (left/right orientation). Optimization of contrast efficiency is a complicated issue whenever subjects’ responses are not deterministic but probabilistic. Contrast efficiencies are not predictable unless behavioral responses are included in the design optimization. However, available software for design optimization does not include options for probabilistic behavioral constraints. If the anticipated behavioral responses are included in the optimization algorithm, the design is optimal for the assumed behavioral responses, and the resulting contrast efficiency is greater than what either a block design or a random design can achieve. Furthermore, improvements of contrast detection power depend strongly on the behavioral probabilities, the perceived randomness, and the contrast of interest. The present genetic algorithm can be applied to any case in which fMRI contrasts are dependent on probabilistic responses that can be estimated from pilot data. PMID:22326984
Research on optimal control, stabilization and computational algorithms for aerospace applications
NASA Technical Reports Server (NTRS)
Athans, M.
1985-01-01
The research carried out in the areas of optimal control and estimation theory and its applications under this grant is reviewed. A listing of the 257 publications that document the research results is presented.
Research on optimal control, stabilization and computational algorithms for aerospace applications
NASA Technical Reports Server (NTRS)
Athans, M.
1984-01-01
The research carried out in the areas of optimal control and estimation theory and its applications under this grant is reviewed. A listing of the 257 publications that document the research results is presented.
Earth resources data analysis program, phase 3
NASA Technical Reports Server (NTRS)
1975-01-01
Tasks were performed in two areas: (1) systems analysis and (2) algorithmic development. The major effort in the systems analysis task was the development of a recommended approach to the monitoring of resource utilization data for the Large Area Crop Inventory Experiment (LACIE). Other efforts included participation in various studies concerning the LACIE Project Plan, the utility of the GE Image 100, and the specifications for a special purpose processor to be used in the LACIE. In the second task, the major effort was the development of improved algorithms for estimating proportions of unclassified remotely sensed data. Also, work was performed on optimal feature extraction and optimal feature extraction for proportion estimation.
NASA Astrophysics Data System (ADS)
Sheng, Zheng
2013-02-01
The estimation of lower atmospheric refractivity from radar sea clutter (RFC) is a complicated nonlinear optimization problem. This paper deals with the RFC problem in a Bayesian framework. It uses the unbiased Markov Chain Monte Carlo (MCMC) sampling technique, which can provide accurate posterior probability distributions of the estimated refractivity parameters by using an electromagnetic split-step fast Fourier transform terrain parabolic equation propagation model within a Bayesian inversion framework. In contrast to the global optimization algorithm, the Bayesian—MCMC can obtain not only the approximate solutions, but also the probability distributions of the solutions, that is, uncertainty analyses of solutions. The Bayesian—MCMC algorithm is implemented on the simulation radar sea-clutter data and the real radar sea-clutter data. Reference data are assumed to be simulation data and refractivity profiles are obtained using a helicopter. The inversion algorithm is assessed (i) by comparing the estimated refractivity profiles from the assumed simulation and the helicopter sounding data; (ii) the one-dimensional (1D) and two-dimensional (2D) posterior probability distribution of solutions.
Surrogate Based Uni/Multi-Objective Optimization and Distribution Estimation Methods
NASA Astrophysics Data System (ADS)
Gong, W.; Duan, Q.; Huo, X.
2017-12-01
Parameter calibration has been demonstrated as an effective way to improve the performance of dynamic models, such as hydrological models, land surface models, weather and climate models etc. Traditional optimization algorithms usually cost a huge number of model evaluations, making dynamic model calibration very difficult, or even computationally prohibitive. With the help of a serious of recently developed adaptive surrogate-modelling based optimization methods: uni-objective optimization method ASMO, multi-objective optimization method MO-ASMO, and probability distribution estimation method ASMO-PODE, the number of model evaluations can be significantly reduced to several hundreds, making it possible to calibrate very expensive dynamic models, such as regional high resolution land surface models, weather forecast models such as WRF, and intermediate complexity earth system models such as LOVECLIM. This presentation provides a brief introduction to the common framework of adaptive surrogate-based optimization algorithms of ASMO, MO-ASMO and ASMO-PODE, a case study of Common Land Model (CoLM) calibration in Heihe river basin in Northwest China, and an outlook of the potential applications of the surrogate-based optimization methods.
Effects of high-order correlations on personalized recommendations for bipartite networks
NASA Astrophysics Data System (ADS)
Liu, Jian-Guo; Zhou, Tao; Che, Hong-An; Wang, Bing-Hong; Zhang, Yi-Cheng
2010-02-01
In this paper, we introduce a modified collaborative filtering (MCF) algorithm, which has remarkably higher accuracy than the standard collaborative filtering. In the MCF, instead of the cosine similarity index, the user-user correlations are obtained by a diffusion process. Furthermore, by considering the second-order correlations, we design an effective algorithm that depresses the influence of mainstream preferences. Simulation results show that the algorithmic accuracy, measured by the average ranking score, is further improved by 20.45% and 33.25% in the optimal cases of MovieLens and Netflix data. More importantly, the optimal value λ depends approximately monotonously on the sparsity of the training set. Given a real system, we could estimate the optimal parameter according to the data sparsity, which makes this algorithm easy to be applied. In addition, two significant criteria of algorithmic performance, diversity and popularity, are also taken into account. Numerical results show that as the sparsity increases, the algorithm considering the second-order correlation can outperform the MCF simultaneously in all three criteria.
Gharghan, Sadik Kamel; Nordin, Rosdiadee; Ismail, Mahamod
2016-08-06
In this paper, we propose two soft computing localization techniques for wireless sensor networks (WSNs). The two techniques, Neural Fuzzy Inference System (ANFIS) and Artificial Neural Network (ANN), focus on a range-based localization method which relies on the measurement of the received signal strength indicator (RSSI) from the three ZigBee anchor nodes distributed throughout the track cycling field. The soft computing techniques aim to estimate the distance between bicycles moving on the cycle track for outdoor and indoor velodromes. In the first approach the ANFIS was considered, whereas in the second approach the ANN was hybridized individually with three optimization algorithms, namely Particle Swarm Optimization (PSO), Gravitational Search Algorithm (GSA), and Backtracking Search Algorithm (BSA). The results revealed that the hybrid GSA-ANN outperforms the other methods adopted in this paper in terms of accuracy localization and distance estimation accuracy. The hybrid GSA-ANN achieves a mean absolute distance estimation error of 0.02 m and 0.2 m for outdoor and indoor velodromes, respectively.
A Wireless Sensor Network with Soft Computing Localization Techniques for Track Cycling Applications
Gharghan, Sadik Kamel; Nordin, Rosdiadee; Ismail, Mahamod
2016-01-01
In this paper, we propose two soft computing localization techniques for wireless sensor networks (WSNs). The two techniques, Neural Fuzzy Inference System (ANFIS) and Artificial Neural Network (ANN), focus on a range-based localization method which relies on the measurement of the received signal strength indicator (RSSI) from the three ZigBee anchor nodes distributed throughout the track cycling field. The soft computing techniques aim to estimate the distance between bicycles moving on the cycle track for outdoor and indoor velodromes. In the first approach the ANFIS was considered, whereas in the second approach the ANN was hybridized individually with three optimization algorithms, namely Particle Swarm Optimization (PSO), Gravitational Search Algorithm (GSA), and Backtracking Search Algorithm (BSA). The results revealed that the hybrid GSA-ANN outperforms the other methods adopted in this paper in terms of accuracy localization and distance estimation accuracy. The hybrid GSA-ANN achieves a mean absolute distance estimation error of 0.02 m and 0.2 m for outdoor and indoor velodromes, respectively. PMID:27509495
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.
Receiver Diversity Combining Using Evolutionary Algorithms in Rayleigh Fading Channel
Akbari, Mohsen; Manesh, Mohsen Riahi
2014-01-01
In diversity combining at the receiver, the output signal-to-noise ratio (SNR) is often maximized by using the maximal ratio combining (MRC) provided that the channel is perfectly estimated at the receiver. However, channel estimation is rarely perfect in practice, which results in deteriorating the system performance. In this paper, an imperialistic competitive algorithm (ICA) is proposed and compared with two other evolutionary based algorithms, namely, particle swarm optimization (PSO) and genetic algorithm (GA), for diversity combining of signals travelling across the imperfect channels. The proposed algorithm adjusts the combiner weights of the received signal components in such a way that maximizes the SNR and minimizes the bit error rate (BER). The results indicate that the proposed method eliminates the need of channel estimation and can outperform the conventional diversity combining methods. PMID:25045725
Liauh, Chihng-Tsung; Shih, Tzu-Ching; Huang, Huang-Wen; Lin, Win-Li
2004-02-01
An inverse algorithm with Tikhonov regularization of order zero has been used to estimate the intensity ratios of the reflected longitudinal wave to the incident longitudinal wave and that of the refracted shear wave to the total transmitted wave into bone in calculating the absorbed power field and then to reconstruct the temperature distribution in muscle and bone regions based on a limited number of temperature measurements during simulated ultrasound hyperthermia. The effects of the number of temperature sensors are investigated, as is the amount of noise superimposed on the temperature measurements, and the effects of the optimal sensor location on the performance of the inverse algorithm. Results show that noisy input data degrades the performance of this inverse algorithm, especially when the number of temperature sensors is small. Results are also presented demonstrating an improvement in the accuracy of the temperature estimates by employing an optimal value of the regularization parameter. Based on the analysis of singular-value decomposition, the optimal sensor position in a case utilizing only one temperature sensor can be determined to make the inverse algorithm converge to the true solution.
Optimal pressure regulation of the pneumatic ventricular assist device with bellows-type driver.
Lee, Jung Joo; Kim, Bum Soo; Choi, Jaesoon; Choi, Hyuk; Ahn, Chi Bum; Nam, Kyoung Won; Jeong, Gi Seok; Lim, Choon Hak; Son, Ho Sung; Sun, Kyung
2009-08-01
The bellows-type pneumatic ventricular assist device (VAD) generates pneumatic pressure with compression of bellows instead of using an air compressor. This VAD driver has a small volume that is suitable for portable devices. However, improper pneumatic pressure setup can not only cause a lack of adequate flow generation, but also cause durability problems. In this study, a pneumatic pressure regulation system for optimal operation of the bellows-type VAD has been developed. The optimal pneumatic pressure conditions according to various afterload conditions aiming for optimal flow rates were investigated, and an afterload estimation algorithm was developed. The developed regulation system, which consists of a pressure sensor and a two-way solenoid valve, estimates the current afterload and regulates the pneumatic pressure to the optimal point for the current afterload condition. Experiments were performed in a mock circulation system. The afterload estimation algorithm showed sufficient performance with the standard deviation of error, 8.8 mm Hg. The flow rate could be stably regulated with a developed system under various afterload conditions. The shortcoming of a bellows-type VAD could be handled with this simple pressure regulation system.
NASA Astrophysics Data System (ADS)
Rashid, Ahmar; Khambampati, Anil Kumar; Kim, Bong Seok; Liu, Dong; Kim, Sin; Kim, Kyung Youn
EIT image reconstruction is an ill-posed problem, the spatial resolution of the estimated conductivity distribution is usually poor and the external voltage measurements are subject to variable noise. Therefore, EIT conductivity estimation cannot be used in the raw form to correctly estimate the shape and size of complex shaped regional anomalies. An efficient algorithm employing a shape based estimation scheme is needed. The performance of traditional inverse algorithms, such as the Newton Raphson method, used for this purpose is below par and depends upon the initial guess and the gradient of the cost functional. This paper presents the application of differential evolution (DE) algorithm to estimate complex shaped region boundaries, expressed as coefficients of truncated Fourier series, using EIT. DE is a simple yet powerful population-based, heuristic algorithm with the desired features to solve global optimization problems under realistic conditions. The performance of the algorithm has been tested through numerical simulations, comparing its results with that of the traditional modified Newton Raphson (mNR) method.
Ghiasi, Mohammad Sadegh; Arjmand, Navid; Boroushaki, Mehrdad; Farahmand, Farzam
2016-03-01
A six-degree-of-freedom musculoskeletal model of the lumbar spine was developed to predict the activity of trunk muscles during light, moderate and heavy lifting tasks in standing posture. The model was formulated into a multi-objective optimization problem, minimizing the sum of the cubed muscle stresses and maximizing the spinal stability index. Two intelligent optimization algorithms, i.e., the vector evaluated particle swarm optimization (VEPSO) and nondominated sorting genetic algorithm (NSGA), were employed to solve the optimization problem. The optimal solution for each task was then found in the way that the corresponding in vivo intradiscal pressure could be reproduced. Results indicated that both algorithms predicted co-activity in the antagonistic abdominal muscles, as well as an increase in the stability index when going from the light to the heavy task. For all of the light, moderate and heavy tasks, the muscles' activities predictions of the VEPSO and the NSGA were generally consistent and in the same order of the in vivo electromyography data. The proposed methodology is thought to provide improved estimations for muscle activities by considering the spinal stability and incorporating the in vivo intradiscal pressure data.
Dräger, Andreas; Kronfeld, Marcel; Ziller, Michael J; Supper, Jochen; Planatscher, Hannes; Magnus, Jørgen B; Oldiges, Marco; Kohlbacher, Oliver; Zell, Andreas
2009-01-01
Background To understand the dynamic behavior of cellular systems, mathematical modeling is often necessary and comprises three steps: (1) experimental measurement of participating molecules, (2) assignment of rate laws to each reaction, and (3) parameter calibration with respect to the measurements. In each of these steps the modeler is confronted with a plethora of alternative approaches, e. g., the selection of approximative rate laws in step two as specific equations are often unknown, or the choice of an estimation procedure with its specific settings in step three. This overall process with its numerous choices and the mutual influence between them makes it hard to single out the best modeling approach for a given problem. Results We investigate the modeling process using multiple kinetic equations together with various parameter optimization methods for a well-characterized example network, the biosynthesis of valine and leucine in C. glutamicum. For this purpose, we derive seven dynamic models based on generalized mass action, Michaelis-Menten and convenience kinetics as well as the stochastic Langevin equation. In addition, we introduce two modeling approaches for feedback inhibition to the mass action kinetics. The parameters of each model are estimated using eight optimization strategies. To determine the most promising modeling approaches together with the best optimization algorithms, we carry out a two-step benchmark: (1) coarse-grained comparison of the algorithms on all models and (2) fine-grained tuning of the best optimization algorithms and models. To analyze the space of the best parameters found for each model, we apply clustering, variance, and correlation analysis. Conclusion A mixed model based on the convenience rate law and the Michaelis-Menten equation, in which all reactions are assumed to be reversible, is the most suitable deterministic modeling approach followed by a reversible generalized mass action kinetics model. A Langevin model is advisable to take stochastic effects into account. To estimate the model parameters, three algorithms are particularly useful: For first attempts the settings-free Tribes algorithm yields valuable results. Particle swarm optimization and differential evolution provide significantly better results with appropriate settings. PMID:19144170
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)
Merrill, S.; Horowitz, J.; Traino, A. C.; Chipkin, S. R.; Hollot, C. V.; Chait, Y.
2011-02-01
Calculation of the therapeutic activity of radioiodine 131I for individualized dosimetry in the treatment of Graves' disease requires an accurate estimate of the thyroid absorbed radiation dose based on a tracer activity administration of 131I. Common approaches (Marinelli-Quimby formula, MIRD algorithm) use, respectively, the effective half-life of radioiodine in the thyroid and the time-integrated activity. Many physicians perform one, two, or at most three tracer dose activity measurements at various times and calculate the required therapeutic activity by ad hoc methods. In this paper, we study the accuracy of estimates of four 'target variables': time-integrated activity coefficient, time of maximum activity, maximum activity, and effective half-life in the gland. Clinical data from 41 patients who underwent 131I therapy for Graves' disease at the University Hospital in Pisa, Italy, are used for analysis. The radioiodine kinetics are described using a nonlinear mixed-effects model. The distributions of the target variables in the patient population are characterized. Using minimum root mean squared error as the criterion, optimal 1-, 2-, and 3-point sampling schedules are determined for estimation of the target variables, and probabilistic bounds are given for the errors under the optimal times. An algorithm is developed for computing the optimal 1-, 2-, and 3-point sampling schedules for the target variables. This algorithm is implemented in a freely available software tool. Taking into consideration 131I effective half-life in the thyroid and measurement noise, the optimal 1-point time for time-integrated activity coefficient is a measurement 1 week following the tracer dose. Additional measurements give only a slight improvement in accuracy.
Computationally efficient algorithms for real-time attitude estimation
NASA Technical Reports Server (NTRS)
Pringle, Steven R.
1993-01-01
For many practical spacecraft applications, algorithms for determining spacecraft attitude must combine inputs from diverse sensors and provide redundancy in the event of sensor failure. A Kalman filter is suitable for this task, however, it may impose a computational burden which may be avoided by sub optimal methods. A suboptimal estimator is presented which was implemented successfully on the Delta Star spacecraft which performed a 9 month SDI flight experiment in 1989. This design sought to minimize algorithm complexity to accommodate the limitations of an 8K guidance computer. The algorithm used is interpreted in the framework of Kalman filtering and a derivation is given for the computation.
Adaptive Metropolis Sampling with Product Distributions
NASA Technical Reports Server (NTRS)
Wolpert, David H.; Lee, Chiu Fan
2005-01-01
The Metropolis-Hastings (MH) algorithm is a way to sample a provided target distribution pi(z). It works by repeatedly sampling a separate proposal distribution T(x,x') to generate a random walk {x(t)}. We consider a modification of the MH algorithm in which T is dynamically updated during the walk. The update at time t uses the {x(t' less than t)} to estimate the product distribution that has the least Kullback-Leibler distance to pi. That estimate is the information-theoretically optimal mean-field approximation to pi. We demonstrate through computer experiments that our algorithm produces samples that are superior to those of the conventional MH algorithm.
Pal, Partha S; Kar, R; Mandal, D; Ghoshal, S P
2015-11-01
This paper presents an efficient approach to identify different stable and practically useful Hammerstein models as well as unstable nonlinear process along with its stable closed loop counterpart with the help of an evolutionary algorithm as Colliding Bodies Optimization (CBO) optimization algorithm. The performance measures of the CBO based optimization approach such as precision, accuracy are justified with the minimum output mean square value (MSE) which signifies that the amount of bias and variance in the output domain are also the least. It is also observed that the optimization of output MSE in the presence of outliers has resulted in a very close estimation of the output parameters consistently, which also justifies the effective general applicability of the CBO algorithm towards the system identification problem and also establishes the practical usefulness of the applied approach. Optimum values of the MSEs, computational times and statistical information of the MSEs are all found to be the superior as compared with those of the other existing similar types of stochastic algorithms based approaches reported in different recent literature, which establish the robustness and efficiency of the applied CBO based identification scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Wei, Lin-Yang; Qi, Hong; Ren, Ya-Tao; Ruan, Li-Ming
2016-11-01
Inverse estimation of the refractive index distribution in one-dimensional participating media with graded refractive index (GRI) is investigated. The forward radiative transfer problem is solved by the Chebyshev collocation spectral method. The stochastic particle swarm optimization (SPSO) algorithm is employed to retrieve three kinds of GRI distribution, i.e. the linear, sinusoidal and quadratic GRI distribution. The retrieval accuracy of GRI distribution with different wall emissivity, optical thickness, absorption coefficients and scattering coefficients are discussed thoroughly. To improve the retrieval accuracy of quadratic GRI distribution, a double-layer model is proposed to supply more measurement information. The influence of measurement errors upon the precision of estimated results is also investigated. Considering the GRI distribution is unknown beforehand in practice, a quadratic function is employed to retrieve the linear GRI by SPSO algorithm. All the results show that the SPSO algorithm is applicable to retrieve different GRI distributions in participating media accurately even with noisy data.
A memetic optimization algorithm for multi-constrained multicast routing in ad hoc networks
Hammad, Karim; El Bakly, Ahmed M.
2018-01-01
A mobile ad hoc network is a conventional self-configuring network where the routing optimization problem—subject to various Quality-of-Service (QoS) constraints—represents a major challenge. Unlike previously proposed solutions, in this paper, we propose a memetic algorithm (MA) employing an adaptive mutation parameter, to solve the multicast routing problem with higher search ability and computational efficiency. The proposed algorithm utilizes an updated scheme, based on statistical analysis, to estimate the best values for all MA parameters and enhance MA performance. The numerical results show that the proposed MA improved the delay and jitter of the network, while reducing computational complexity as compared to existing algorithms. PMID:29509760
A memetic optimization algorithm for multi-constrained multicast routing in ad hoc networks.
Ramadan, Rahab M; Gasser, Safa M; El-Mahallawy, Mohamed S; Hammad, Karim; El Bakly, Ahmed M
2018-01-01
A mobile ad hoc network is a conventional self-configuring network where the routing optimization problem-subject to various Quality-of-Service (QoS) constraints-represents a major challenge. Unlike previously proposed solutions, in this paper, we propose a memetic algorithm (MA) employing an adaptive mutation parameter, to solve the multicast routing problem with higher search ability and computational efficiency. The proposed algorithm utilizes an updated scheme, based on statistical analysis, to estimate the best values for all MA parameters and enhance MA performance. The numerical results show that the proposed MA improved the delay and jitter of the network, while reducing computational complexity as compared to existing algorithms.
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.
Spectral gap optimization of order parameters for sampling complex molecular systems
Tiwary, Pratyush; Berne, B. J.
2016-01-01
In modern-day simulations of many-body systems, much of the computational complexity is shifted to the identification of slowly changing molecular order parameters called collective variables (CVs) or reaction coordinates. A vast array of enhanced-sampling methods are based on the identification and biasing of these low-dimensional order parameters, whose fluctuations are important in driving rare events of interest. Here, we describe a new algorithm for finding optimal low-dimensional CVs for use in enhanced-sampling biasing methods like umbrella sampling, metadynamics, and related methods, when limited prior static and dynamic information is known about the system, and a much larger set of candidate CVs is specified. The algorithm involves estimating the best combination of these candidate CVs, as quantified by a maximum path entropy estimate of the spectral gap for dynamics viewed as a function of that CV. The algorithm is called spectral gap optimization of order parameters (SGOOP). Through multiple practical examples, we show how this postprocessing procedure can lead to optimization of CV and several orders of magnitude improvement in the convergence of the free energy calculated through metadynamics, essentially giving the ability to extract useful information even from unsuccessful metadynamics runs. PMID:26929365
Improving best-phase image quality in cardiac CT by motion correction with MAM optimization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rohkohl, Christopher; Bruder, Herbert; Stierstorfer, Karl
2013-03-15
Purpose: Research in image reconstruction for cardiac CT aims at using motion correction algorithms to improve the image quality of the coronary arteries. The key to those algorithms is motion estimation, which is currently based on 3-D/3-D registration to align the structures of interest in images acquired in multiple heart phases. The need for an extended scan data range covering several heart phases is critical in terms of radiation dose to the patient and limits the clinical potential of the method. Furthermore, literature reports only slight quality improvements of the motion corrected images when compared to the most quiet phasemore » (best-phase) that was actually used for motion estimation. In this paper a motion estimation algorithm is proposed which does not require an extended scan range but works with a short scan data interval, and which markedly improves the best-phase image quality. Methods: Motion estimation is based on the definition of motion artifact metrics (MAM) to quantify motion artifacts in a 3-D reconstructed image volume. The authors use two different MAMs, entropy, and positivity. By adjusting the motion field parameters, the MAM of the resulting motion-compensated reconstruction is optimized using a gradient descent procedure. In this way motion artifacts are minimized. For a fast and practical implementation, only analytical methods are used for motion estimation and compensation. Both the MAM-optimization and a 3-D/3-D registration-based motion estimation algorithm were investigated by means of a computer-simulated vessel with a cardiac motion profile. Image quality was evaluated using normalized cross-correlation (NCC) with the ground truth template and root-mean-square deviation (RMSD). Four coronary CT angiography patient cases were reconstructed to evaluate the clinical performance of the proposed method. Results: For the MAM-approach, the best-phase image quality could be improved for all investigated heart phases, with a maximum improvement of the NCC value by 100% and of the RMSD value by 81%. The corresponding maximum improvements for the registration-based approach were 20% and 40%. In phases with very rapid motion the registration-based algorithm obtained better image quality, while the image quality of the MAM algorithm was superior in phases with less motion. The image quality improvement of the MAM optimization was visually confirmed for the different clinical cases. Conclusions: The proposed method allows a software-based best-phase image quality improvement in coronary CT angiography. A short scan data interval at the target heart phase is sufficient, no additional scan data in other cardiac phases are required. The algorithm is therefore directly applicable to any standard cardiac CT acquisition protocol.« less
Support vector machine firefly algorithm based optimization of lens system.
Shamshirband, Shahaboddin; Petković, Dalibor; Pavlović, Nenad T; Ch, Sudheer; Altameem, Torki A; Gani, Abdullah
2015-01-01
Lens system design is an important factor in image quality. The main aspect of the lens system design methodology is the optimization procedure. Since optimization is a complex, nonlinear task, soft computing optimization algorithms can be used. There are many tools that can be employed to measure optical performance, but the spot diagram is the most useful. The spot diagram gives an indication of the image of a point object. In this paper, the spot size radius is considered an optimization criterion. Intelligent soft computing scheme support vector machines (SVMs) coupled with the firefly algorithm (FFA) are implemented. The performance of the proposed estimators is confirmed with the simulation results. The result of the proposed SVM-FFA model has been compared with support vector regression (SVR), artificial neural networks, and generic programming methods. The results show that the SVM-FFA model performs more accurately than the other methodologies. Therefore, SVM-FFA can be used as an efficient soft computing technique in the optimization of lens system designs.
Mehri, Mehran
2014-07-01
The optimization algorithm of a model may have significant effects on the final optimal values of nutrient requirements in poultry enterprises. In poultry nutrition, the optimal values of dietary essential nutrients are very important for feed formulation to optimize profit through minimizing feed cost and maximizing bird performance. This study was conducted to introduce a novel multi-objective algorithm, desirability function, for optimization the bird response models based on response surface methodology (RSM) and artificial neural network (ANN). The growth databases on the central composite design (CCD) were used to construct the RSM and ANN models and optimal values for 3 essential amino acids including lysine, methionine, and threonine in broiler chicks have been reevaluated using the desirable function in both analytical approaches from 3 to 16 d of age. Multi-objective optimization results showed that the most desirable function was obtained for ANN-based model (D = 0.99) where the optimal levels of digestible lysine (dLys), digestible methionine (dMet), and digestible threonine (dThr) for maximum desirability were 13.2, 5.0, and 8.3 g/kg of diet, respectively. However, the optimal levels of dLys, dMet, and dThr in the RSM-based model were estimated at 11.2, 5.4, and 7.6 g/kg of diet, respectively. This research documented that the application of ANN in the broiler chicken model along with a multi-objective optimization algorithm such as desirability function could be a useful tool for optimization of dietary amino acids in fractional factorial experiments, in which the use of the global desirability function may be able to overcome the underestimations of dietary amino acids resulting from the RSM model. © 2014 Poultry Science Association Inc.
Tashkova, Katerina; Korošec, Peter; Silc, Jurij; Todorovski, Ljupčo; Džeroski, Sašo
2011-10-11
We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs) from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA), particle-swarm optimization (PSO), and differential evolution (DE), as well as a local-search derivative-based algorithm 717 (A717) to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Overall, the global meta-heuristic methods (DASA, PSO, and DE) clearly and significantly outperform the local derivative-based method (A717). Among the three meta-heuristics, differential evolution (DE) performs best in terms of the objective function, i.e., reconstructing the output, and in terms of convergence. These results hold for both real and artificial data, for all observability scenarios considered, and for all amounts of noise added to the artificial data. In sum, the meta-heuristic methods considered are suitable for estimating the parameters in the ODE model of the dynamics of endocytosis under a range of conditions: With the model and conditions being representative of parameter estimation tasks in ODE models of biochemical systems, our results clearly highlight the promise of bio-inspired meta-heuristic methods for parameter estimation in dynamic system models within system biology.
2011-01-01
Background We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs) from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. Results We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA), particle-swarm optimization (PSO), and differential evolution (DE), as well as a local-search derivative-based algorithm 717 (A717) to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Conclusions Overall, the global meta-heuristic methods (DASA, PSO, and DE) clearly and significantly outperform the local derivative-based method (A717). Among the three meta-heuristics, differential evolution (DE) performs best in terms of the objective function, i.e., reconstructing the output, and in terms of convergence. These results hold for both real and artificial data, for all observability scenarios considered, and for all amounts of noise added to the artificial data. In sum, the meta-heuristic methods considered are suitable for estimating the parameters in the ODE model of the dynamics of endocytosis under a range of conditions: With the model and conditions being representative of parameter estimation tasks in ODE models of biochemical systems, our results clearly highlight the promise of bio-inspired meta-heuristic methods for parameter estimation in dynamic system models within system biology. PMID:21989196
Evolutionary design optimization of traffic signals applied to Quito city.
Armas, Rolando; Aguirre, Hernán; Daolio, Fabio; Tanaka, Kiyoshi
2017-01-01
This work applies evolutionary computation and machine learning methods to study the transportation system of Quito from a design optimization perspective. It couples an evolutionary algorithm with a microscopic transport simulator and uses the outcome of the optimization process to deepen our understanding of the problem and gain knowledge about the system. The work focuses on the optimization of a large number of traffic lights deployed on a wide area of the city and studies their impact on travel time, emissions and fuel consumption. An evolutionary algorithm with specialized mutation operators is proposed to search effectively in large decision spaces, evolving small populations for a short number of generations. The effects of the operators combined with a varying mutation schedule are studied, and an analysis of the parameters of the algorithm is also included. In addition, hierarchical clustering is performed on the best solutions found in several runs of the algorithm. An analysis of signal clusters and their geolocation, estimation of fuel consumption, spatial analysis of emissions, and an analysis of signal coordination provide an overall picture of the systemic effects of the optimization process.
Evolutionary design optimization of traffic signals applied to Quito city
2017-01-01
This work applies evolutionary computation and machine learning methods to study the transportation system of Quito from a design optimization perspective. It couples an evolutionary algorithm with a microscopic transport simulator and uses the outcome of the optimization process to deepen our understanding of the problem and gain knowledge about the system. The work focuses on the optimization of a large number of traffic lights deployed on a wide area of the city and studies their impact on travel time, emissions and fuel consumption. An evolutionary algorithm with specialized mutation operators is proposed to search effectively in large decision spaces, evolving small populations for a short number of generations. The effects of the operators combined with a varying mutation schedule are studied, and an analysis of the parameters of the algorithm is also included. In addition, hierarchical clustering is performed on the best solutions found in several runs of the algorithm. An analysis of signal clusters and their geolocation, estimation of fuel consumption, spatial analysis of emissions, and an analysis of signal coordination provide an overall picture of the systemic effects of the optimization process. PMID:29236733
Coupled Inertial Navigation and Flush Air Data Sensing Algorithm for Atmosphere Estimation
NASA Technical Reports Server (NTRS)
Karlgaard, Christopher D.; Kutty, Prasad; Schoenenberger, Mark
2015-01-01
This paper describes an algorithm for atmospheric state estimation that is based on a coupling between inertial navigation and flush air data sensing pressure measurements. In this approach, the full navigation state is used in the atmospheric estimation algorithm along with the pressure measurements and a model of the surface pressure distribution to directly estimate atmospheric winds and density using a nonlinear weighted least-squares algorithm. The approach uses a high fidelity model of atmosphere stored in table-look-up form, along with simplified models of that are propagated along the trajectory within the algorithm to provide prior estimates and covariances to aid the air data state solution. Thus, the method is essentially a reduced-order Kalman filter in which the inertial states are taken from the navigation solution and atmospheric states are estimated in the filter. The algorithm is applied to data from the Mars Science Laboratory entry, descent, and landing from August 2012. Reasonable estimates of the atmosphere and winds are produced by the algorithm. The observability of winds along the trajectory are examined using an index based on the discrete-time observability Gramian and the pressure measurement sensitivity matrix. The results indicate that bank reversals are responsible for adding information content to the system. The algorithm is then applied to the design of the pressure measurement system for the Mars 2020 mission. The pressure port layout is optimized to maximize the observability of atmospheric states along the trajectory. Linear covariance analysis is performed to assess estimator performance for a given pressure measurement uncertainty. The results indicate that the new tightly-coupled estimator can produce enhanced estimates of atmospheric states when compared with existing algorithms.
System identification using Nuclear Norm & Tabu Search optimization
NASA Astrophysics Data System (ADS)
Ahmed, Asif A.; Schoen, Marco P.; Bosworth, Ken W.
2018-01-01
In recent years, subspace System Identification (SI) algorithms have seen increased research, stemming from advanced minimization methods being applied to the Nuclear Norm (NN) approach in system identification. These minimization algorithms are based on hard computing methodologies. To the authors’ knowledge, as of now, there has been no work reported that utilizes soft computing algorithms to address the minimization problem within the nuclear norm SI framework. A linear, time-invariant, discrete time system is used in this work as the basic model for characterizing a dynamical system to be identified. The main objective is to extract a mathematical model from collected experimental input-output data. Hankel matrices are constructed from experimental data, and the extended observability matrix is employed to define an estimated output of the system. This estimated output and the actual - measured - output are utilized to construct a minimization problem. An embedded rank measure assures minimum state realization outcomes. Current NN-SI algorithms employ hard computing algorithms for minimization. In this work, we propose a simple Tabu Search (TS) algorithm for minimization. TS algorithm based SI is compared with the iterative Alternating Direction Method of Multipliers (ADMM) line search optimization based NN-SI. For comparison, several different benchmark system identification problems are solved by both approaches. Results show improved performance of the proposed SI-TS algorithm compared to the NN-SI ADMM algorithm.
Krill herd and piecewise-linear initialization algorithms for designing Takagi-Sugeno systems
NASA Astrophysics Data System (ADS)
Hodashinsky, I. A.; Filimonenko, I. V.; Sarin, K. S.
2017-07-01
A method for designing Takagi-Sugeno fuzzy systems is proposed which uses a piecewiselinear initialization algorithm for structure generation and a metaheuristic krill herd algorithm for parameter optimization. The obtained systems are tested against real data sets. The influence of some parameters of this algorithm on the approximation accuracy is analyzed. Estimates of the approximation accuracy and the number of fuzzy rules are compared with four known methods of design.
Multi-objective optimization of GENIE Earth system models.
Price, Andrew R; Myerscough, Richard J; Voutchkov, Ivan I; Marsh, Robert; Cox, Simon J
2009-07-13
The tuning of parameters in climate models is essential to provide reliable long-term forecasts of Earth system behaviour. We apply a multi-objective optimization algorithm to the problem of parameter estimation in climate models. This optimization process involves the iterative evaluation of response surface models (RSMs), followed by the execution of multiple Earth system simulations. These computations require an infrastructure that provides high-performance computing for building and searching the RSMs and high-throughput computing for the concurrent evaluation of a large number of models. Grid computing technology is therefore essential to make this algorithm practical for members of the GENIE project.
NASA Astrophysics Data System (ADS)
Yao, Yunjun; Liang, Shunlin; Yu, Jian; Zhao, Shaohua; Lin, Yi; Jia, Kun; Zhang, Xiaotong; Cheng, Jie; Xie, Xianhong; Sun, Liang; Wang, Xuanyu; Zhang, Lilin
2017-04-01
Accurate estimates of terrestrial latent heat of evaporation (LE) for different biomes are essential to assess energy, water and carbon cycles. Different satellite- based Priestley-Taylor (PT) algorithms have been developed to estimate LE in different biomes. However, there are still large uncertainties in LE estimates for different PT algorithms. In this study, we evaluated differences in estimating terrestrial water flux in different biomes from three satellite-based PT algorithms using ground-observed data from eight eddy covariance (EC) flux towers of China. The results reveal that large differences in daily LE estimates exist based on EC measurements using three PT algorithms among eight ecosystem types. At the forest (CBS) site, all algorithms demonstrate high performance with low root mean square error (RMSE) (less than 16 W/m2) and high squared correlation coefficient (R2) (more than 0.9). At the village (HHV) site, the ATI-PT algorithm has the lowest RMSE (13.9 W/m2), with bias of 2.7 W/m2 and R2 of 0.66. At the irrigated crop (HHM) site, almost all models algorithms underestimate LE, indicating these algorithms may not capture wet soil evaporation by parameterization of the soil moisture. In contrast, the SM-PT algorithm shows high values of R2 (comparable to those of ATI-PT and VPD-PT) at most other (grass, wetland, desert and Gobi) biomes. There are no obvious differences in seasonal LE estimation using MODIS NDVI and LAI at most sites. However, all meteorological or satellite-based water-related parameters used in the PT algorithm have uncertainties for optimizing water constraints. This analysis highlights the need to improve PT algorithms with regard to water constraints.
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.
NASA Astrophysics Data System (ADS)
Teal, Paul D.; Eccles, Craig
2015-04-01
The two most successful methods of estimating the distribution of nuclear magnetic resonance relaxation times from two dimensional data are data compression followed by application of the Butler-Reeds-Dawson algorithm, and a primal-dual interior point method using preconditioned conjugate gradient. Both of these methods have previously been presented using a truncated singular value decomposition of matrices representing the exponential kernel. In this paper it is shown that other matrix factorizations are applicable to each of these algorithms, and that these illustrate the different fundamental principles behind the operation of the algorithms. These are the rank-revealing QR (RRQR) factorization and the LDL factorization with diagonal pivoting, also known as the Bunch-Kaufman-Parlett factorization. It is shown that both algorithms can be improved by adaptation of the truncation as the optimization process progresses, improving the accuracy as the optimal value is approached. A variation on the interior method viz, the use of barrier function instead of the primal-dual approach, is found to offer considerable improvement in terms of speed and reliability. A third type of algorithm, related to the algorithm known as Fast iterative shrinkage-thresholding algorithm, is applied to the problem. This method can be efficiently formulated without the use of a matrix decomposition.
Fast beampattern evaluation by polynomial rooting
NASA Astrophysics Data System (ADS)
Häcker, P.; Uhlich, S.; Yang, B.
2011-07-01
Current automotive radar systems measure the distance, the relative velocity and the direction of objects in their environment. This information enables the car to support the driver. The direction estimation capabilities of a sensor array depend on its beampattern. To find the array configuration leading to the best angle estimation by a global optimization algorithm, a huge amount of beampatterns have to be calculated to detect their maxima. In this paper, a novel algorithm is proposed to find all maxima of an array's beampattern fast and reliably, leading to accelerated array optimizations. The algorithm works for arrays having the sensors on a uniformly spaced grid. We use a general version of the gcd (greatest common divisor) function in order to write the problem as a polynomial. We differentiate and root the polynomial to get the extrema of the beampattern. In addition, we show a method to reduce the computational burden even more by decreasing the order of the polynomial.
Joint optimization of maintenance, buffers and machines in manufacturing lines
NASA Astrophysics Data System (ADS)
Nahas, Nabil; Nourelfath, Mustapha
2018-01-01
This article considers a series manufacturing line composed of several machines separated by intermediate buffers of finite capacity. The goal is to find the optimal number of preventive maintenance actions performed on each machine, the optimal selection of machines and the optimal buffer allocation plan that minimize the total system cost, while providing the desired system throughput level. The mean times between failures of all machines are assumed to increase when applying periodic preventive maintenance. To estimate the production line throughput, a decomposition method is used. The decision variables in the formulated optimal design problem are buffer levels, types of machines and times between preventive maintenance actions. Three heuristic approaches are developed to solve the formulated combinatorial optimization problem. The first heuristic consists of a genetic algorithm, the second is based on the nonlinear threshold accepting metaheuristic and the third is an ant colony system. The proposed heuristics are compared and their efficiency is shown through several numerical examples. It is found that the nonlinear threshold accepting algorithm outperforms the genetic algorithm and ant colony system, while the genetic algorithm provides better results than the ant colony system for longer manufacturing lines.
A Direction of Arrival Estimation Algorithm Based on Orthogonal Matching Pursuit
NASA Astrophysics Data System (ADS)
Tang, Junyao; Cao, Fei; Liu, Lipeng
2018-02-01
The results show that the modified DSM is able to predict local buckling capacity of hot-rolled RHS and SHS accurately. In order to solve the problem of the weak ability of anti-radiation missile against active decoy in modern electronic warfare, a direction of arrival estimation algorithm based on orthogonal matching pursuit is proposed in this paper. The algorithm adopts the compression sensing technology. This paper uses array antennas to receive signals, gets the sparse representation of signals, and then designs the corresponding perception matrix. The signal is reconstructed by orthogonal matching pursuit algorithm to estimate the optimal solution. At the same time, the error of the whole measurement system is analyzed and simulated, and the validity of this algorithm is verified. The algorithm greatly reduces the measurement time, the quantity of equipment and the total amount of the calculation, and accurately estimates the angle and strength of the incoming signal. This technology can effectively improve the angle resolution of the missile, which is of reference significance to the research of anti-active decoy.
She, Ji; Wang, Fei; Zhou, Jianjiang
2016-01-01
Radar networks are proven to have numerous advantages over traditional monostatic and bistatic radar. With recent developments, radar networks have become an attractive platform due to their low probability of intercept (LPI) performance for target tracking. In this paper, a joint sensor selection and power allocation algorithm for multiple-target tracking in a radar network based on LPI is proposed. It is found that this algorithm can minimize the total transmitted power of a radar network on the basis of a predetermined mutual information (MI) threshold between the target impulse response and the reflected signal. The MI is required by the radar network system to estimate target parameters, and it can be calculated predictively with the estimation of target state. The optimization problem of sensor selection and power allocation, which contains two variables, is non-convex and it can be solved by separating power allocation problem from sensor selection problem. To be specific, the optimization problem of power allocation can be solved by using the bisection method for each sensor selection scheme. Also, the optimization problem of sensor selection can be solved by a lower complexity algorithm based on the allocated powers. According to the simulation results, it can be found that the proposed algorithm can effectively reduce the total transmitted power of a radar network, which can be conducive to improving LPI performance. PMID:28009819
Network Community Detection based on the Physarum-inspired Computational Framework.
Gao, Chao; Liang, Mingxin; Li, Xianghua; Zhang, Zili; Wang, Zhen; Zhou, Zhili
2016-12-13
Community detection is a crucial and essential problem in the structure analytics of complex networks, which can help us understand and predict the characteristics and functions of complex networks. Many methods, ranging from the optimization-based algorithms to the heuristic-based algorithms, have been proposed for solving such a problem. Due to the inherent complexity of identifying network structure, how to design an effective algorithm with a higher accuracy and a lower computational cost still remains an open problem. Inspired by the computational capability and positive feedback mechanism in the wake of foraging process of Physarum, which is a large amoeba-like cell consisting of a dendritic network of tube-like pseudopodia, a general Physarum-based computational framework for community detection is proposed in this paper. Based on the proposed framework, the inter-community edges can be identified from the intra-community edges in a network and the positive feedback of solving process in an algorithm can be further enhanced, which are used to improve the efficiency of original optimization-based and heuristic-based community detection algorithms, respectively. Some typical algorithms (e.g., genetic algorithm, ant colony optimization algorithm, and Markov clustering algorithm) and real-world datasets have been used to estimate the efficiency of our proposed computational framework. Experiments show that the algorithms optimized by Physarum-inspired computational framework perform better than the original ones, in terms of accuracy and computational cost. Moreover, a computational complexity analysis verifies the scalability of our framework.
Maximum Margin Clustering of Hyperspectral Data
NASA Astrophysics Data System (ADS)
Niazmardi, S.; Safari, A.; Homayouni, S.
2013-09-01
In recent decades, large margin methods such as Support Vector Machines (SVMs) are supposed to be the state-of-the-art of supervised learning methods for classification of hyperspectral data. However, the results of these algorithms mainly depend on the quality and quantity of available training data. To tackle down the problems associated with the training data, the researcher put effort into extending the capability of large margin algorithms for unsupervised learning. One of the recent proposed algorithms is Maximum Margin Clustering (MMC). The MMC is an unsupervised SVMs algorithm that simultaneously estimates both the labels and the hyperplane parameters. Nevertheless, the optimization of the MMC algorithm is a non-convex problem. Most of the existing MMC methods rely on the reformulating and the relaxing of the non-convex optimization problem as semi-definite programs (SDP), which are computationally very expensive and only can handle small data sets. Moreover, most of these algorithms are two-class classification, which cannot be used for classification of remotely sensed data. In this paper, a new MMC algorithm is used that solve the original non-convex problem using Alternative Optimization method. This algorithm is also extended for multi-class classification and its performance is evaluated. The results of the proposed algorithm show that the algorithm has acceptable results for hyperspectral data clustering.
NASA Astrophysics Data System (ADS)
Azarpour, Masoumeh; Enzner, Gerald
2017-12-01
Binaural noise reduction, with applications for instance in hearing aids, has been a very significant challenge. This task relates to the optimal utilization of the available microphone signals for the estimation of the ambient noise characteristics and for the optimal filtering algorithm to separate the desired speech from the noise. The additional requirements of low computational complexity and low latency further complicate the design. A particular challenge results from the desired reconstruction of binaural speech input with spatial cue preservation. The latter essentially diminishes the utility of multiple-input/single-output filter-and-sum techniques such as beamforming. In this paper, we propose a comprehensive and effective signal processing configuration with which most of the aforementioned criteria can be met suitably. This relates especially to the requirement of efficient online adaptive processing for noise estimation and optimal filtering while preserving the binaural cues. Regarding noise estimation, we consider three different architectures: interaural (ITF), cross-relation (CR), and principal-component (PCA) target blocking. An objective comparison with two other noise PSD estimation algorithms demonstrates the superiority of the blocking-based noise estimators, especially the CR-based and ITF-based blocking architectures. Moreover, we present a new noise reduction filter based on minimum mean-square error (MMSE), which belongs to the class of common gain filters, hence being rigorous in terms of spatial cue preservation but also efficient and competitive for the acoustic noise reduction task. A formal real-time subjective listening test procedure is also developed in this paper. The proposed listening test enables a real-time assessment of the proposed computationally efficient noise reduction algorithms in a realistic acoustic environment, e.g., considering time-varying room impulse responses and the Lombard effect. The listening test outcome reveals that the signals processed by the blocking-based algorithms are significantly preferred over the noisy signal in terms of instantaneous noise attenuation. Furthermore, the listening test data analysis confirms the conclusions drawn based on the objective evaluation.
Vogel, Curtis R; Yang, Qiang
2006-08-21
We present two different implementations of the Fourier domain preconditioned conjugate gradient algorithm (FD-PCG) to efficiently solve the large structured linear systems that arise in optimal volume turbulence estimation, or tomography, for multi-conjugate adaptive optics (MCAO). We describe how to deal with several critical technical issues, including the cone coordinate transformation problem and sensor subaperture grid spacing. We also extend the FD-PCG approach to handle the deformable mirror fitting problem for MCAO.
Yoo, Do Guen; Lee, Ho Min; Sadollah, Ali; Kim, Joong Hoon
2015-01-01
Water supply systems are mainly classified into branched and looped network systems. The main difference between these two systems is that, in a branched network system, the flow within each pipe is a known value, whereas in a looped network system, the flow in each pipe is considered an unknown value. Therefore, an analysis of a looped network system is a more complex task. This study aims to develop a technique for estimating the optimal pipe diameter for a looped agricultural irrigation water supply system using a harmony search algorithm, which is an optimization technique. This study mainly serves two purposes. The first is to develop an algorithm and a program for estimating a cost-effective pipe diameter for agricultural irrigation water supply systems using optimization techniques. The second is to validate the developed program by applying the proposed optimized cost-effective pipe diameter to an actual study region (Saemangeum project area, zone 6). The results suggest that the optimal design program, which applies an optimization theory and enhances user convenience, can be effectively applied for the real systems of a looped agricultural irrigation water supply.
Lee, Ho Min; Sadollah, Ali
2015-01-01
Water supply systems are mainly classified into branched and looped network systems. The main difference between these two systems is that, in a branched network system, the flow within each pipe is a known value, whereas in a looped network system, the flow in each pipe is considered an unknown value. Therefore, an analysis of a looped network system is a more complex task. This study aims to develop a technique for estimating the optimal pipe diameter for a looped agricultural irrigation water supply system using a harmony search algorithm, which is an optimization technique. This study mainly serves two purposes. The first is to develop an algorithm and a program for estimating a cost-effective pipe diameter for agricultural irrigation water supply systems using optimization techniques. The second is to validate the developed program by applying the proposed optimized cost-effective pipe diameter to an actual study region (Saemangeum project area, zone 6). The results suggest that the optimal design program, which applies an optimization theory and enhances user convenience, can be effectively applied for the real systems of a looped agricultural irrigation water supply. PMID:25874252
The effect of model uncertainty on some optimal routing problems
NASA Technical Reports Server (NTRS)
Mohanty, Bibhu; Cassandras, Christos G.
1991-01-01
The effect of model uncertainties on optimal routing in a system of parallel queues is examined. The uncertainty arises in modeling the service time distribution for the customers (jobs, packets) to be served. For a Poisson arrival process and Bernoulli routing, the optimal mean system delay generally depends on the variance of this distribution. However, as the input traffic load approaches the system capacity the optimal routing assignment and corresponding mean system delay are shown to converge to a variance-invariant point. The implications of these results are examined in the context of gradient-based routing algorithms. An example of a model-independent algorithm using online gradient estimation is also included.
A learning approach to the bandwidth multicolouring problem
NASA Astrophysics Data System (ADS)
Akbari Torkestani, Javad
2016-05-01
In this article, a generalisation of the vertex colouring problem known as bandwidth multicolouring problem (BMCP), in which a set of colours is assigned to each vertex such that the difference between the colours, assigned to each vertex and its neighbours, is by no means less than a predefined threshold, is considered. It is shown that the proposed method can be applied to solve the bandwidth colouring problem (BCP) as well. BMCP is known to be NP-hard in graph theory, and so a large number of approximation solutions, as well as exact algorithms, have been proposed to solve it. In this article, two learning automata-based approximation algorithms are proposed for estimating a near-optimal solution to the BMCP. We show, for the first proposed algorithm, that by choosing a proper learning rate, the algorithm finds the optimal solution with a probability close enough to unity. Moreover, we compute the worst-case time complexity of the first algorithm for finding a 1/(1-ɛ) optimal solution to the given problem. The main advantage of this method is that a trade-off between the running time of algorithm and the colour set size (colouring optimality) can be made, by a proper choice of the learning rate also. Finally, it is shown that the running time of the proposed algorithm is independent of the graph size, and so it is a scalable algorithm for large graphs. The second proposed algorithm is compared with some well-known colouring algorithms and the results show the efficiency of the proposed algorithm in terms of the colour set size and running time of algorithm.
NASA Astrophysics Data System (ADS)
Yoon, Kyung-Beom; Park, Won-Hee
2015-04-01
The convective heat transfer coefficient and surface emissivity before and after flame occurrence on a wood specimen surface and the flame heat flux were estimated using the repulsive particle swarm optimization algorithm and cone heater test results. The cone heater specified in the ISO 5660 standards was used, and six cone heater heat fluxes were tested. Preservative-treated Douglas fir 21 mm in thickness was used as the wood specimen in the tests. This study confirmed that the surface temperature of the specimen, which was calculated using the convective heat transfer coefficient, surface emissivity and flame heat flux on the wood specimen by a repulsive particle swarm optimization algorithm, was consistent with the measured temperature. Considering the measurement errors in the surface temperature of the specimen, the applicability of the optimization method considered in this study was evaluated.
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.
The Impact of Monte Carlo Dose Calculations on Intensity-Modulated Radiation Therapy
NASA Astrophysics Data System (ADS)
Siebers, J. V.; Keall, P. J.; Mohan, R.
The effect of dose calculation accuracy for IMRT was studied by comparing different dose calculation algorithms. A head and neck IMRT plan was optimized using a superposition dose calculation algorithm. Dose was re-computed for the optimized plan using both Monte Carlo and pencil beam dose calculation algorithms to generate patient and phantom dose distributions. Tumor control probabilities (TCP) and normal tissue complication probabilities (NTCP) were computed to estimate the plan outcome. For the treatment plan studied, Monte Carlo best reproduces phantom dose measurements, the TCP was slightly lower than the superposition and pencil beam results, and the NTCP values differed little.
Optimizing Medical Kits for Spaceflight
NASA Technical Reports Server (NTRS)
Keenan, A. B,; Foy, Millennia; Myers, G.
2014-01-01
The Integrated Medical Model (IMM) is a probabilistic model that estimates medical event occurrences and mission outcomes for different mission profiles. IMM simulation outcomes describing the impact of medical events on the mission may be used to optimize the allocation of resources in medical kits. Efficient allocation of medical resources, subject to certain mass and volume constraints, is crucial to ensuring the best outcomes of in-flight medical events. We implement a new approach to this medical kit optimization problem. METHODS We frame medical kit optimization as a modified knapsack problem and implement an algorithm utilizing a dynamic programming technique. Using this algorithm, optimized medical kits were generated for 3 different mission scenarios with the goal of minimizing the probability of evacuation and maximizing the Crew Health Index (CHI) for each mission subject to mass and volume constraints. Simulation outcomes using these kits were also compared to outcomes using kits optimized..RESULTS The optimized medical kits generated by the algorithm described here resulted in predicted mission outcomes more closely approached the unlimited-resource scenario for Crew Health Index (CHI) than the implementation in under all optimization priorities. Furthermore, the approach described here improves upon in reducing evacuation when the optimization priority is minimizing the probability of evacuation. CONCLUSIONS This algorithm provides an efficient, effective means to objectively allocate medical resources for spaceflight missions using the Integrated Medical Model.
Frequency-Modulated, Continuous-Wave Laser Ranging Using Photon-Counting Detectors
NASA Technical Reports Server (NTRS)
Erkmen, Baris I.; Barber, Zeb W.; Dahl, Jason
2014-01-01
Optical ranging is a problem of estimating the round-trip flight time of a phase- or amplitude-modulated optical beam that reflects off of a target. Frequency- modulated, continuous-wave (FMCW) ranging systems obtain this estimate by performing an interferometric measurement between a local frequency- modulated laser beam and a delayed copy returning from the target. The range estimate is formed by mixing the target-return field with the local reference field on a beamsplitter and detecting the resultant beat modulation. In conventional FMCW ranging, the source modulation is linear in instantaneous frequency, the reference-arm field has many more photons than the target-return field, and the time-of-flight estimate is generated by balanced difference- detection of the beamsplitter output, followed by a frequency-domain peak search. This work focused on determining the maximum-likelihood (ML) estimation algorithm when continuous-time photoncounting detectors are used. It is founded on a rigorous statistical characterization of the (random) photoelectron emission times as a function of the incident optical field, including the deleterious effects caused by dark current and dead time. These statistics enable derivation of the Cramér-Rao lower bound (CRB) on the accuracy of FMCW ranging, and derivation of the ML estimator, whose performance approaches this bound at high photon flux. The estimation algorithm was developed, and its optimality properties were shown in simulation. Experimental data show that it performs better than the conventional estimation algorithms used. The demonstrated improvement is a factor of 1.414 over frequency-domainbased estimation. If the target interrogating photons and the local reference field photons are costed equally, the optimal allocation of photons between these two arms is to have them equally distributed. This is different than the state of the art, in which the local field is stronger than the target return. The optimal processing of the photocurrent processes at the outputs of the two detectors is to perform log-matched filtering followed by a summation and peak detection. This implies that neither difference detection, nor Fourier-domain peak detection, which are the staples of the state-of-the-art systems, is optimal when a weak local oscillator is employed.
Three-dimensional electrical impedance tomography: a topology optimization approach.
Mello, Luís Augusto Motta; de Lima, Cícero Ribeiro; Amato, Marcelo Britto Passos; Lima, Raul Gonzalez; Silva, Emílio Carlos Nelli
2008-02-01
Electrical impedance tomography is a technique to estimate the impedance distribution within a domain, based on measurements on its boundary. In other words, given the mathematical model of the domain, its geometry and boundary conditions, a nonlinear inverse problem of estimating the electric impedance distribution can be solved. Several impedance estimation algorithms have been proposed to solve this problem. In this paper, we present a three-dimensional algorithm, based on the topology optimization method, as an alternative. A sequence of linear programming problems, allowing for constraints, is solved utilizing this method. In each iteration, the finite element method provides the electric potential field within the model of the domain. An electrode model is also proposed (thus, increasing the accuracy of the finite element results). The algorithm is tested using numerically simulated data and also experimental data, and absolute resistivity values are obtained. These results, corresponding to phantoms with two different conductive materials, exhibit relatively well-defined boundaries between them, and show that this is a practical and potentially useful technique to be applied to monitor lung aeration, including the possibility of imaging a pneumothorax.
NASA Astrophysics Data System (ADS)
Menshikh, V.; Samorokovskiy, A.; Avsentev, O.
2018-03-01
The mathematical model of optimizing the allocation of resources to reduce the time for management decisions and algorithms to solve the general problem of resource allocation. The optimization problem of choice of resources in organizational systems in order to reduce the total execution time of a job is solved. This problem is a complex three-level combinatorial problem, for the solving of which it is necessary to implement the solution to several specific problems: to estimate the duration of performing each action, depending on the number of performers within the group that performs this action; to estimate the total execution time of all actions depending on the quantitative composition of groups of performers; to find such a distribution of the existing resource of performers in groups to minimize the total execution time of all actions. In addition, algorithms to solve the general problem of resource allocation are proposed.
NASA Astrophysics Data System (ADS)
Iny, David
2007-09-01
This paper addresses the out-of-sequence measurement (OOSM) problem associated with multiple platform tracking systems. The problem arises due to different transmission delays in communication of detection reports across platforms. Much of the literature focuses on the improvement to the state estimate by incorporating the OOSM. As the time lag increases, there is diminishing improvement to the state estimate. However, this paper shows that optimal processing of OOSMs may still be beneficial by improving data association as part of a multi-target tracker. This paper derives exact multi-lag algorithms with the property that the standard log likelihood track scoring is independent of the order in which the measurements are processed. The orthogonality principle is applied to generalize the method of Bar- Shalom in deriving the exact A1 algorithm for 1-lag estimation. Theory is also developed for optimal filtering of time averaged measurements and measurements correlated through periodic updates of a target aim-point. An alternative derivation of the multi-lag algorithms is also achieved using an efficient variant of the augmented state Kalman filter (AS-KF). This results in practical and reasonably efficient multi-lag algorithms. Results are compared to a well known ad hoc algorithm for incorporating OOSMs. Finally, the paper presents some simulated multi-target multi-static scenarios where there is a benefit to processing the data out of sequence in order to improve pruning efficiency.
A review of estimation of distribution algorithms in bioinformatics
Armañanzas, Rubén; Inza, Iñaki; Santana, Roberto; Saeys, Yvan; Flores, Jose Luis; Lozano, Jose Antonio; Peer, Yves Van de; Blanco, Rosa; Robles, Víctor; Bielza, Concha; Larrañaga, Pedro
2008-01-01
Evolutionary search algorithms have become an essential asset in the algorithmic toolbox for solving high-dimensional optimization problems in across a broad range of bioinformatics problems. Genetic algorithms, the most well-known and representative evolutionary search technique, have been the subject of the major part of such applications. Estimation of distribution algorithms (EDAs) offer a novel evolutionary paradigm that constitutes a natural and attractive alternative to genetic algorithms. They make use of a probabilistic model, learnt from the promising solutions, to guide the search process. In this paper, we set out a basic taxonomy of EDA techniques, underlining the nature and complexity of the probabilistic model of each EDA variant. We review a set of innovative works that make use of EDA techniques to solve challenging bioinformatics problems, emphasizing the EDA paradigm's potential for further research in this domain. PMID:18822112
A Self-Adaptive Fuzzy c-Means Algorithm for Determining the Optimal Number of Clusters
Wang, Zhihao; Yi, Jing
2016-01-01
For the shortcoming of fuzzy c-means algorithm (FCM) needing to know the number of clusters in advance, this paper proposed a new self-adaptive method to determine the optimal number of clusters. Firstly, a density-based algorithm was put forward. The algorithm, according to the characteristics of the dataset, automatically determined the possible maximum number of clusters instead of using the empirical rule n and obtained the optimal initial cluster centroids, improving the limitation of FCM that randomly selected cluster centroids lead the convergence result to the local minimum. Secondly, this paper, by introducing a penalty function, proposed a new fuzzy clustering validity index based on fuzzy compactness and separation, which ensured that when the number of clusters verged on that of objects in the dataset, the value of clustering validity index did not monotonically decrease and was close to zero, so that the optimal number of clusters lost robustness and decision function. Then, based on these studies, a self-adaptive FCM algorithm was put forward to estimate the optimal number of clusters by the iterative trial-and-error process. At last, experiments were done on the UCI, KDD Cup 1999, and synthetic datasets, which showed that the method not only effectively determined the optimal number of clusters, but also reduced the iteration of FCM with the stable clustering result. PMID:28042291
Memon, Muhammad Qasim; He, Jingsha; Yasir, Mirza Ammar; Memon, Aasma
2018-04-12
Radio frequency identification is a wireless communication technology, which enables data gathering and identifies recognition from any tagged object. The number of collisions produced during wireless communication would lead to a variety of problems including unwanted number of iterations and reader-induced idle slots, computational complexity in terms of estimation as well as recognition of the number of tags. In this work, dynamic frame adjustment and optimal splitting are employed together in the proposed algorithm. In the dynamic frame adjustment method, the length of frames is based on the quantity of tags to yield optimal efficiency. The optimal splitting method is conceived with smaller duration of idle slots using an optimal value for splitting level M o p t , where (M > 2), to vary slot sizes to get the minimal identification time for the idle slots. The application of the proposed algorithm offers the advantages of not going for the cumbersome estimation of the quantity of tags incurred and the size (number) of tags has no effect on its performance efficiency. Our experiment results show that using the proposed algorithm, the efficiency curve remains constant as the number of tags varies from 50 to 450, resulting in an overall theoretical gain in the efficiency of 0.032 compared to system efficiency of 0.441 and thus outperforming both dynamic binary tree slotted ALOHA (DBTSA) and binary splitting protocols.
Convergence Estimates for Multidisciplinary Analysis and Optimization
NASA Technical Reports Server (NTRS)
Arian, Eyal
1997-01-01
A quantitative analysis of coupling between systems of equations is introduced. This analysis is then applied to problems in multidisciplinary analysis, sensitivity, and optimization. For the sensitivity and optimization problems both multidisciplinary and single discipline feasibility schemes are considered. In all these cases a "convergence factor" is estimated in terms of the Jacobians and Hessians of the system, thus it can also be approximated by existing disciplinary analysis and optimization codes. The convergence factor is identified with the measure for the "coupling" between the disciplines in the system. Applications to algorithm development are discussed. Demonstration of the convergence estimates and numerical results are given for a system composed of two non-linear algebraic equations, and for a system composed of two PDEs modeling aeroelasticity.
Image denoising in mixed Poisson-Gaussian noise.
Luisier, Florian; Blu, Thierry; Unser, Michael
2011-03-01
We propose a general methodology (PURE-LET) to design and optimize a wide class of transform-domain thresholding algorithms for denoising images corrupted by mixed Poisson-Gaussian noise. We express the denoising process as a linear expansion of thresholds (LET) that we optimize by relying on a purely data-adaptive unbiased estimate of the mean-squared error (MSE), derived in a non-Bayesian framework (PURE: Poisson-Gaussian unbiased risk estimate). We provide a practical approximation of this theoretical MSE estimate for the tractable optimization of arbitrary transform-domain thresholding. We then propose a pointwise estimator for undecimated filterbank transforms, which consists of subband-adaptive thresholding functions with signal-dependent thresholds that are globally optimized in the image domain. We finally demonstrate the potential of the proposed approach through extensive comparisons with state-of-the-art techniques that are specifically tailored to the estimation of Poisson intensities. We also present denoising results obtained on real images of low-count fluorescence microscopy.
Facial Affect Recognition Using Regularized Discriminant Analysis-Based Algorithms
NASA Astrophysics Data System (ADS)
Lee, Chien-Cheng; Huang, Shin-Sheng; Shih, Cheng-Yuan
2010-12-01
This paper presents a novel and effective method for facial expression recognition including happiness, disgust, fear, anger, sadness, surprise, and neutral state. The proposed method utilizes a regularized discriminant analysis-based boosting algorithm (RDAB) with effective Gabor features to recognize the facial expressions. Entropy criterion is applied to select the effective Gabor feature which is a subset of informative and nonredundant Gabor features. The proposed RDAB algorithm uses RDA as a learner in the boosting algorithm. The RDA combines strengths of linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA). It solves the small sample size and ill-posed problems suffered from QDA and LDA through a regularization technique. Additionally, this study uses the particle swarm optimization (PSO) algorithm to estimate optimal parameters in RDA. Experiment results demonstrate that our approach can accurately and robustly recognize facial expressions.
Optimal designs based on the maximum quasi-likelihood estimator
Shen, Gang; Hyun, Seung Won; Wong, Weng Kee
2016-01-01
We use optimal design theory and construct locally optimal designs based on the maximum quasi-likelihood estimator (MqLE), which is derived under less stringent conditions than those required for the MLE method. We show that the proposed locally optimal designs are asymptotically as efficient as those based on the MLE when the error distribution is from an exponential family, and they perform just as well or better than optimal designs based on any other asymptotically linear unbiased estimators such as the least square estimator (LSE). In addition, we show current algorithms for finding optimal designs can be directly used to find optimal designs based on the MqLE. As an illustrative application, we construct a variety of locally optimal designs based on the MqLE for the 4-parameter logistic (4PL) model and study their robustness properties to misspecifications in the model using asymptotic relative efficiency. The results suggest that optimal designs based on the MqLE can be easily generated and they are quite robust to mis-specification in the probability distribution of the responses. PMID:28163359
Optimal input selection for neural machine interfaces predicting multiple non-explicit outputs.
Krepkovich, Eileen T; Perreault, Eric J
2008-01-01
This study implemented a novel algorithm that optimally selects inputs for neural machine interface (NMI) devices intended to control multiple outputs and evaluated its performance on systems lacking explicit output. NMIs often incorporate signals from multiple physiological sources and provide predictions for multidimensional control, leading to multiple-input multiple-output systems. Further, NMIs often are used with subjects who have motor disabilities and thus lack explicit motor outputs. Our algorithm was tested on simulated multiple-input multiple-output systems and on electromyogram and kinematic data collected from healthy subjects performing arm reaches. Effects of output noise in simulated systems indicated that the algorithm could be useful for systems with poor estimates of the output states, as is true for systems lacking explicit motor output. To test efficacy on physiological data, selection was performed using inputs from one subject and outputs from a different subject. Selection was effective for these cases, again indicating that this algorithm will be useful for predictions where there is no motor output, as often is the case for disabled subjects. Further, prediction results generalized for different movement types not used for estimation. These results demonstrate the efficacy of this algorithm for the development of neural machine interfaces.
An algorithmic approach to crustal deformation analysis
NASA Technical Reports Server (NTRS)
Iz, Huseyin Baki
1987-01-01
In recent years the analysis of crustal deformation measurements has become important as a result of current improvements in geodetic methods and an increasing amount of theoretical and observational data provided by several earth sciences. A first-generation data analysis algorithm which combines a priori information with current geodetic measurements was proposed. Relevant methods which can be used in the algorithm were discussed. Prior information is the unifying feature of this algorithm. Some of the problems which may arise through the use of a priori information in the analysis were indicated and preventive measures were demonstrated. The first step in the algorithm is the optimal design of deformation networks. The second step in the algorithm identifies the descriptive model of the deformation field. The final step in the algorithm is the improved estimation of deformation parameters. Although deformation parameters are estimated in the process of model discrimination, they can further be improved by the use of a priori information about them. According to the proposed algorithm this information must first be tested against the estimates calculated using the sample data only. Null-hypothesis testing procedures were developed for this purpose. Six different estimators which employ a priori information were examined. Emphasis was put on the case when the prior information is wrong and analytical expressions for possible improvements under incompatible prior information were derived.
Ghalyan, Najah F; Miller, David J; Ray, Asok
2018-06-12
Estimation of a generating partition is critical for symbolization of measurements from discrete-time dynamical systems, where a sequence of symbols from a (finite-cardinality) alphabet may uniquely specify the underlying time series. Such symbolization is useful for computing measures (e.g., Kolmogorov-Sinai entropy) to identify or characterize the (possibly unknown) dynamical system. It is also useful for time series classification and anomaly detection. The seminal work of Hirata, Judd, and Kilminster (2004) derives a novel objective function, akin to a clustering objective, that measures the discrepancy between a set of reconstruction values and the points from the time series. They cast estimation of a generating partition via the minimization of their objective function. Unfortunately, their proposed algorithm is nonconvergent, with no guarantee of finding even locally optimal solutions with respect to their objective. The difficulty is a heuristic-nearest neighbor symbol assignment step. Alternatively, we develop a novel, locally optimal algorithm for their objective. We apply iterative nearest-neighbor symbol assignments with guaranteed discrepancy descent, by which joint, locally optimal symbolization of the entire time series is achieved. While most previous approaches frame generating partition estimation as a state-space partitioning problem, we recognize that minimizing the Hirata et al. (2004) objective function does not induce an explicit partitioning of the state space, but rather the space consisting of the entire time series (effectively, clustering in a (countably) infinite-dimensional space). Our approach also amounts to a novel type of sliding block lossy source coding. Improvement, with respect to several measures, is demonstrated over popular methods for symbolizing chaotic maps. We also apply our approach to time-series anomaly detection, considering both chaotic maps and failure application in a polycrystalline alloy material.
Genetic Algorithm for Optimization: Preprocessing with n Dimensional Bisection and Error Estimation
NASA Technical Reports Server (NTRS)
Sen, S. K.; Shaykhian, Gholam Ali
2006-01-01
A knowledge of the appropriate values of the parameters of a genetic algorithm (GA) such as the population size, the shrunk search space containing the solution, crossover and mutation probabilities is not available a priori for a general optimization problem. Recommended here is a polynomial-time preprocessing scheme that includes an n-dimensional bisection and that determines the foregoing parameters before deciding upon an appropriate GA for all problems of similar nature and type. Such a preprocessing is not only fast but also enables us to get the global optimal solution and its reasonably narrow error bounds with a high degree of confidence.
Novel multireceiver communication systems configurations based on optimal estimation theory
NASA Technical Reports Server (NTRS)
Kumar, Rajendra
1992-01-01
A novel multireceiver configuration for carrier arraying and/or signal arraying is presented. The proposed configuration is obtained by formulating the carrier and/or signal arraying problem as an optimal estimation problem, and it consists of two stages. The first stage optimally estimates various phase processes received at different receivers with coupled phase-locked loops wherein the individual loops acquire and track their respective receivers' phase processes but are aided by each other in an optimal manner via LF error signals. The proposed configuration results in the minimization of the the effective radio loss at the combiner output, and thus maximization of energy per bit to noise power spectral density ratio is achieved. A novel adaptive algorithm for the estimator of the signal model parameters when these are not known a priori is also presented.
Optimization methods for locating lightning flashes using magnetic direction finding networks
NASA Technical Reports Server (NTRS)
Goodman, Steven J.
1989-01-01
Techniques for producing best point estimates of target position using direction finder bearing information are reviewed. The use of an algorithm that calculates the cloud-to-ground flash location given multiple bearings is illustrated and the position errors are described. This algorithm can be used to analyze direction finder network performance.
Optimization-Based Model Fitting for Latent Class and Latent Profile Analyses
ERIC Educational Resources Information Center
Huang, Guan-Hua; Wang, Su-Mei; Hsu, Chung-Chu
2011-01-01
Statisticians typically estimate the parameters of latent class and latent profile models using the Expectation-Maximization algorithm. This paper proposes an alternative two-stage approach to model fitting. The first stage uses the modified k-means and hierarchical clustering algorithms to identify the latent classes that best satisfy the…
Optimization of genomic selection training populations with a genetic algorithm
USDA-ARS?s Scientific Manuscript database
In this article, we derive a computationally efficient statistic to measure the reliability of estimates of genetic breeding values for a fixed set of genotypes based on a given training set of genotypes and phenotypes. We adopt a genetic algorithm scheme to find a training set of certain size from ...
Optimal sensor fusion for land vehicle navigation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Morrow, J.D.
1990-10-01
Position location is a fundamental requirement in autonomous mobile robots which record and subsequently follow x,y paths. The Dept. of Energy, Office of Safeguards and Security, Robotic Security Vehicle (RSV) program involves the development of an autonomous mobile robot for patrolling a structured exterior environment. A straight-forward method for autonomous path-following has been adopted and requires digitizing'' the desired road network by storing x,y coordinates every 2m along the roads. The position location system used to define the locations consists of a radio beacon system which triangulates position off two known transponders, and dead reckoning with compass and odometer. Thismore » paper addresses the problem of combining these two measurements to arrive at a best estimate of position. Two algorithms are proposed: the optimal'' algorithm treats the measurements as random variables and minimizes the estimate variance, while the average error'' algorithm considers the bias in dead reckoning and attempts to guarantee an average error. Data collected on the algorithms indicate that both work well in practice. 2 refs., 7 figs.« less
Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach
NASA Astrophysics Data System (ADS)
Sukono; Susanti, D.; Najmia, M.; Lesmana, E.; Napitupulu, H.; Supian, S.; Putra, A. S.
2018-03-01
Investment is one of the economic growth factors of countries, especially in Indonesia. Stocks is a form of investment, which is liquid. In determining the stock investment decisions which need to be considered by investors is to choose stocks that can generate maximum returns with a minimum risk level. Therefore, we need to know how to allocate the capital which may give the optimal benefit. This study discusses the issue of stock investment based on CAPM which is estimated using covariance and Genetic Algorithm approach. It is assumed that the stocks analyzed follow the CAPM model. To do the estimation of beta parameter on CAPM equation is done by two approach, first is to be represented by covariance approach, and second with genetic algorithm optimization. As a numerical illustration, in this paper analyzed ten stocks traded on the capital market in Indonesia. The results of the analysis show that estimation of beta parameters using covariance and genetic algorithm approach, give the same decision, that is, six underpriced stocks with buying decision, and four overpriced stocks with a sales decision. Based on the analysis, it can be concluded that the results can be used as a consideration for investors buying six under-priced stocks, and selling four overpriced stocks.
Enabling Incremental Query Re-Optimization.
Liu, Mengmeng; Ives, Zachary G; Loo, Boon Thau
2016-01-01
As declarative query processing techniques expand to the Web, data streams, network routers, and cloud platforms, there is an increasing need to re-plan execution in the presence of unanticipated performance changes. New runtime information may affect which query plan we prefer to run. Adaptive techniques require innovation both in terms of the algorithms used to estimate costs , and in terms of the search algorithm that finds the best plan. We investigate how to build a cost-based optimizer that recomputes the optimal plan incrementally given new cost information, much as a stream engine constantly updates its outputs given new data. Our implementation especially shows benefits for stream processing workloads. It lays the foundations upon which a variety of novel adaptive optimization algorithms can be built. We start by leveraging the recently proposed approach of formulating query plan enumeration as a set of recursive datalog queries ; we develop a variety of novel optimization approaches to ensure effective pruning in both static and incremental cases. We further show that the lessons learned in the declarative implementation can be equally applied to more traditional optimizer implementations.
Enabling Incremental Query Re-Optimization
Liu, Mengmeng; Ives, Zachary G.; Loo, Boon Thau
2017-01-01
As declarative query processing techniques expand to the Web, data streams, network routers, and cloud platforms, there is an increasing need to re-plan execution in the presence of unanticipated performance changes. New runtime information may affect which query plan we prefer to run. Adaptive techniques require innovation both in terms of the algorithms used to estimate costs, and in terms of the search algorithm that finds the best plan. We investigate how to build a cost-based optimizer that recomputes the optimal plan incrementally given new cost information, much as a stream engine constantly updates its outputs given new data. Our implementation especially shows benefits for stream processing workloads. It lays the foundations upon which a variety of novel adaptive optimization algorithms can be built. We start by leveraging the recently proposed approach of formulating query plan enumeration as a set of recursive datalog queries; we develop a variety of novel optimization approaches to ensure effective pruning in both static and incremental cases. We further show that the lessons learned in the declarative implementation can be equally applied to more traditional optimizer implementations. PMID:28659658
Safe Maneuvering Envelope Estimation Based on a Physical Approach
NASA Technical Reports Server (NTRS)
Lombaerts, Thomas J. J.; Schuet, Stefan R.; Wheeler, Kevin R.; Acosta, Diana; Kaneshige, John T.
2013-01-01
This paper discusses a computationally efficient algorithm for estimating the safe maneuvering envelope of damaged aircraft. The algorithm performs a robust reachability analysis through an optimal control formulation while making use of time scale separation and taking into account uncertainties in the aerodynamic derivatives. This approach differs from others since it is physically inspired. This more transparent approach allows interpreting data in each step, and it is assumed that these physical models based upon flight dynamics theory will therefore facilitate certification for future real life applications.
A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.
Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco
2018-01-01
A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.
HEAVY DUTY DIESEL VEHICLE LOAD ESTIMATION: DEVELOPMENT OF VEHICLE ACTIVITY OPTIMIZATION ALGORITHM
The Heavy-Duty Vehicle Modal Emission Model (HDDV-MEM) developed by the Georgia Institute of Technology(Georgia Tech) has a capability to model link-specific second-by-second emissions using speed/accleration matrices. To estimate emissions, engine power demand calculated usin...
Optimally Distributed Kalman Filtering with Data-Driven Communication †
Dormann, Katharina
2018-01-01
For multisensor data fusion, distributed state estimation techniques that enable a local processing of sensor data are the means of choice in order to minimize storage and communication costs. In particular, a distributed implementation of the optimal Kalman filter has recently been developed. A significant disadvantage of this algorithm is that the fusion center needs access to each node so as to compute a consistent state estimate, which requires full communication each time an estimate is requested. In this article, different extensions of the optimally distributed Kalman filter are proposed that employ data-driven transmission schemes in order to reduce communication expenses. As a first relaxation of the full-rate communication scheme, it can be shown that each node only has to transmit every second time step without endangering consistency of the fusion result. Also, two data-driven algorithms are introduced that even allow for lower transmission rates, and bounds are derived to guarantee consistent fusion results. Simulations demonstrate that the data-driven distributed filtering schemes can outperform a centralized Kalman filter that requires each measurement to be sent to the center node. PMID:29596392
Estimation of saturated pixel values in digital color imaging
Zhang, Xuemei; Brainard, David H.
2007-01-01
Pixel saturation, where the incident light at a pixel causes one of the color channels of the camera sensor to respond at its maximum value, can produce undesirable artifacts in digital color images. We present a Bayesian algorithm that estimates what the saturated channel's value would have been in the absence of saturation. The algorithm uses the non-saturated responses from the other color channels, together with a multivariate Normal prior that captures the correlation in response across color channels. The appropriate parameters for the prior may be estimated directly from the image data, since most image pixels are not saturated. Given the prior, the responses of the non-saturated channels, and the fact that the true response of the saturated channel is known to be greater than the saturation level, the algorithm returns the optimal expected mean square estimate for the true response. Extensions of the algorithm to the case where more than one channel is saturated are also discussed. Both simulations and examples with real images are presented to show that the algorithm is effective. PMID:15603065
Modeling human decision making behavior in supervisory control
NASA Technical Reports Server (NTRS)
Tulga, M. K.; Sheridan, T. B.
1977-01-01
An optimal decision control model was developed, which is based primarily on a dynamic programming algorithm which looks at all the available task possibilities, charts an optimal trajectory, and commits itself to do the first step (i.e., follow the optimal trajectory during the next time period), and then iterates the calculation. A Bayesian estimator was included which estimates the tasks which might occur in the immediate future and provides this information to the dynamic programming routine. Preliminary trials comparing the human subject's performance to that of the optimal model show a great similarity, but indicate that the human skips certain movements which require quick change in strategy.
NASA Astrophysics Data System (ADS)
Bagherzadeh, Seyed Amin; Asadi, Davood
2017-05-01
In search of a precise method for analyzing nonlinear and non-stationary flight data of an aircraft in the icing condition, an Empirical Mode Decomposition (EMD) algorithm enhanced by multi-objective optimization is introduced. In the proposed method, dissimilar IMF definitions are considered by the Genetic Algorithm (GA) in order to find the best decision parameters of the signal trend. To resolve disadvantages of the classical algorithm caused by the envelope concept, the signal trend is estimated directly in the proposed method. Furthermore, in order to simplify the performance and understanding of the EMD algorithm, the proposed method obviates the need for a repeated sifting process. The proposed enhanced EMD algorithm is verified by some benchmark signals. Afterwards, the enhanced algorithm is applied to simulated flight data in the icing condition in order to detect the ice assertion on the aircraft. The results demonstrate the effectiveness of the proposed EMD algorithm in aircraft ice detection by providing a figure of merit for the icing severity.
Adjoint-Based Algorithms for Adaptation and Design Optimizations on Unstructured Grids
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.
2006-01-01
Schemes based on discrete adjoint algorithms present several exciting opportunities for significantly advancing the current state of the art in computational fluid dynamics. Such methods provide an extremely efficient means for obtaining discretely consistent sensitivity information for hundreds of design variables, opening the door to rigorous, automated design optimization of complex aerospace configuration using the Navier-Stokes equation. Moreover, the discrete adjoint formulation provides a mathematically rigorous foundation for mesh adaptation and systematic reduction of spatial discretization error. Error estimates are also an inherent by-product of an adjoint-based approach, valuable information that is virtually non-existent in today's large-scale CFD simulations. An overview of the adjoint-based algorithm work at NASA Langley Research Center is presented, with examples demonstrating the potential impact on complex computational problems related to design optimization as well as mesh adaptation.
An unbiased risk estimator for image denoising in the presence of mixed poisson-gaussian noise.
Le Montagner, Yoann; Angelini, Elsa D; Olivo-Marin, Jean-Christophe
2014-03-01
The behavior and performance of denoising algorithms are governed by one or several parameters, whose optimal settings depend on the content of the processed image and the characteristics of the noise, and are generally designed to minimize the mean squared error (MSE) between the denoised image returned by the algorithm and a virtual ground truth. In this paper, we introduce a new Poisson-Gaussian unbiased risk estimator (PG-URE) of the MSE applicable to a mixed Poisson-Gaussian noise model that unifies the widely used Gaussian and Poisson noise models in fluorescence bioimaging applications. We propose a stochastic methodology to evaluate this estimator in the case when little is known about the internal machinery of the considered denoising algorithm, and we analyze both theoretically and empirically the characteristics of the PG-URE estimator. Finally, we evaluate the PG-URE-driven parametrization for three standard denoising algorithms, with and without variance stabilizing transforms, and different characteristics of the Poisson-Gaussian noise mixture.
Correlation between automatic detection of malaria on thin film and experts' parasitaemia scores
NASA Astrophysics Data System (ADS)
Sunarko, Budi; Williams, Simon; Prescott, William R.; Byker, Scott M.; Bottema, Murk J.
2017-03-01
An algorithm was developed to diagnose the presence of malaria and to estimate the depth of infection by automatically counting individual normal and infected erythrocytes in images of thin blood smears. During the training stage, the parameters of the algorithm were optimized to maximize correlation with estimates of parasitaemia from expert human observers. The correlation was tested on a set of 1590 images from seven thin film blood smears. The correlation between the results from the algorithm and expert human readers was r = 0.836. Results indicate that reliable estimates of parasitaemia may be achieved by computational image analysis methods applied to images of thin film smears. Meanwhile, compared to biological experiments, the algorithm fitted well the three high parasitaemia slides and a mid-level parasitaemia slide, and overestimated the three low parasitaemia slides. To improve the parasitaemia estimation, the sources of the overestimation were identified. Emphasis is laid on the importance of further research in order to identify parasites independently of their erythrocyte hosts
On global optimization using an estimate of Lipschitz constant and simplicial partition
NASA Astrophysics Data System (ADS)
Gimbutas, Albertas; Žilinskas, Antanas
2016-10-01
A new algorithm is proposed for finding the global minimum of a multi-variate black-box Lipschitz function with an unknown Lipschitz constant. The feasible region is initially partitioned into simplices; in the subsequent iteration, the most suitable simplices are selected and bisected via the middle point of the longest edge. The suitability of a simplex for bisection is evaluated by minimizing of a surrogate function which mimics the lower bound for the considered objective function over that simplex. The surrogate function is defined using an estimate of the Lipschitz constant and the objective function values at the vertices of a simplex. The novelty of the algorithm is the sophisticated method of estimating the Lipschitz constant, and the appropriate method to minimize the surrogate function. The proposed algorithm was tested using 600 random test problems of different complexity, showing competitive results with two popular advanced algorithms which are based on similar assumptions.
Predicting ozone profile shape from satellite UV spectra
NASA Astrophysics Data System (ADS)
Xu, Jian; Loyola, Diego; Romahn, Fabian; Doicu, Adrian
2017-04-01
Identifying ozone profile shape is a critical yet challenging job for the accurate reconstruction of vertical distributions of atmospheric ozone that is relevant to climate change and air quality. Motivated by the need to develop an approach to reliably and efficiently estimate vertical information of ozone and inspired by the success of machine learning techniques, this work proposes a new algorithm for deriving ozone profile shapes from ultraviolet (UV) absorption spectra that are recorded by satellite instruments, e.g. GOME series and the future Sentinel missions. The proposed algorithm formulates this particular inverse problem in a classification framework rather than a conventional inversion one and places an emphasis on effectively characterizing various profile shapes based on machine learning techniques. Furthermore, a comparison of the ozone profiles from real GOME-2 data estimated by our algorithm and the classical retrieval algorithm (Optimal Estimation Method) is performed.
Algorithm architecture co-design for ultra low-power image sensor
NASA Astrophysics Data System (ADS)
Laforest, T.; Dupret, A.; Verdant, A.; Lattard, D.; Villard, P.
2012-03-01
In a context of embedded video surveillance, stand alone leftbehind image sensors are used to detect events with high level of confidence, but also with a very low power consumption. Using a steady camera, motion detection algorithms based on background estimation to find regions in movement are simple to implement and computationally efficient. To reduce power consumption, the background is estimated using a down sampled image formed of macropixels. In order to extend the class of moving objects to be detected, we propose an original mixed mode architecture developed thanks to an algorithm architecture co-design methodology. This programmable architecture is composed of a vector of SIMD processors. A basic RISC architecture was optimized in order to implement motion detection algorithms with a dedicated set of 42 instructions. Definition of delta modulation as a calculation primitive has allowed to implement algorithms in a very compact way. Thereby, a 1920x1080@25fps CMOS image sensor performing integrated motion detection is proposed with a power estimation of 1.8 mW.
Bias in error estimation when using cross-validation for model selection.
Varma, Sudhir; Simon, Richard
2006-02-23
Cross-validation (CV) is an effective method for estimating the prediction error of a classifier. Some recent articles have proposed methods for optimizing classifiers by choosing classifier parameter values that minimize the CV error estimate. We have evaluated the validity of using the CV error estimate of the optimized classifier as an estimate of the true error expected on independent data. We used CV to optimize the classification parameters for two kinds of classifiers; Shrunken Centroids and Support Vector Machines (SVM). Random training datasets were created, with no difference in the distribution of the features between the two classes. Using these "null" datasets, we selected classifier parameter values that minimized the CV error estimate. 10-fold CV was used for Shrunken Centroids while Leave-One-Out-CV (LOOCV) was used for the SVM. Independent test data was created to estimate the true error. With "null" and "non null" (with differential expression between the classes) data, we also tested a nested CV procedure, where an inner CV loop is used to perform the tuning of the parameters while an outer CV is used to compute an estimate of the error. The CV error estimate for the classifier with the optimal parameters was found to be a substantially biased estimate of the true error that the classifier would incur on independent data. Even though there is no real difference between the two classes for the "null" datasets, the CV error estimate for the Shrunken Centroid with the optimal parameters was less than 30% on 18.5% of simulated training data-sets. For SVM with optimal parameters the estimated error rate was less than 30% on 38% of "null" data-sets. Performance of the optimized classifiers on the independent test set was no better than chance. The nested CV procedure reduces the bias considerably and gives an estimate of the error that is very close to that obtained on the independent testing set for both Shrunken Centroids and SVM classifiers for "null" and "non-null" data distributions. We show that using CV to compute an error estimate for a classifier that has itself been tuned using CV gives a significantly biased estimate of the true error. Proper use of CV for estimating true error of a classifier developed using a well defined algorithm requires that all steps of the algorithm, including classifier parameter tuning, be repeated in each CV loop. A nested CV procedure provides an almost unbiased estimate of the true error.
ANOTHER LOOK AT THE FAST ITERATIVE SHRINKAGE/THRESHOLDING ALGORITHM (FISTA)*
Kim, Donghwan; Fessler, Jeffrey A.
2017-01-01
This paper provides a new way of developing the “Fast Iterative Shrinkage/Thresholding Algorithm (FISTA)” [3] that is widely used for minimizing composite convex functions with a nonsmooth term such as the ℓ1 regularizer. In particular, this paper shows that FISTA corresponds to an optimized approach to accelerating the proximal gradient method with respect to a worst-case bound of the cost function. This paper then proposes a new algorithm that is derived by instead optimizing the step coefficients of the proximal gradient method with respect to a worst-case bound of the composite gradient mapping. The proof is based on the worst-case analysis called Performance Estimation Problem in [11]. PMID:29805242
Image interpolation via regularized local linear regression.
Liu, Xianming; Zhao, Debin; Xiong, Ruiqin; Ma, Siwei; Gao, Wen; Sun, Huifang
2011-12-01
The linear regression model is a very attractive tool to design effective image interpolation schemes. Some regression-based image interpolation algorithms have been proposed in the literature, in which the objective functions are optimized by ordinary least squares (OLS). However, it is shown that interpolation with OLS may have some undesirable properties from a robustness point of view: even small amounts of outliers can dramatically affect the estimates. To address these issues, in this paper we propose a novel image interpolation algorithm based on regularized local linear regression (RLLR). Starting with the linear regression model where we replace the OLS error norm with the moving least squares (MLS) error norm leads to a robust estimator of local image structure. To keep the solution stable and avoid overfitting, we incorporate the l(2)-norm as the estimator complexity penalty. Moreover, motivated by recent progress on manifold-based semi-supervised learning, we explicitly consider the intrinsic manifold structure by making use of both measured and unmeasured data points. Specifically, our framework incorporates the geometric structure of the marginal probability distribution induced by unmeasured samples as an additional local smoothness preserving constraint. The optimal model parameters can be obtained with a closed-form solution by solving a convex optimization problem. Experimental results on benchmark test images demonstrate that the proposed method achieves very competitive performance with the state-of-the-art interpolation algorithms, especially in image edge structure preservation. © 2011 IEEE
A Model-Free No-arbitrage Price Bound for Variance Options
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bonnans, J. Frederic, E-mail: frederic.bonnans@inria.fr; Tan Xiaolu, E-mail: xiaolu.tan@polytechnique.edu
2013-08-01
We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.
A pheromone-rate-based analysis on the convergence time of ACO algorithm.
Huang, Han; Wu, Chun-Guo; Hao, Zhi-Feng
2009-08-01
Ant colony optimization (ACO) has widely been applied to solve combinatorial optimization problems in recent years. There are few studies, however, on its convergence time, which reflects how many iteration times ACO algorithms spend in converging to the optimal solution. Based on the absorbing Markov chain model, we analyze the ACO convergence time in this paper. First, we present a general result for the estimation of convergence time to reveal the relationship between convergence time and pheromone rate. This general result is then extended to a two-step analysis of the convergence time, which includes the following: 1) the iteration time that the pheromone rate spends on reaching the objective value and 2) the convergence time that is calculated with the objective pheromone rate in expectation. Furthermore, four brief ACO algorithms are investigated by using the proposed theoretical results as case studies. Finally, the conclusions of the case studies that the pheromone rate and its deviation determine the expected convergence time are numerically verified with the experiment results of four one-ant ACO algorithms and four ten-ant ACO algorithms.
An improved dehazing algorithm of aerial high-definition image
NASA Astrophysics Data System (ADS)
Jiang, Wentao; Ji, Ming; Huang, Xiying; Wang, Chao; Yang, Yizhou; Li, Tao; Wang, Jiaoying; Zhang, Ying
2016-01-01
For unmanned aerial vehicle(UAV) images, the sensor can not get high quality images due to fog and haze weather. To solve this problem, An improved dehazing algorithm of aerial high-definition image is proposed. Based on the model of dark channel prior, the new algorithm firstly extracts the edges from crude estimated transmission map and expands the extracted edges. Then according to the expended edges, the algorithm sets a threshold value to divide the crude estimated transmission map into different areas and makes different guided filter on the different areas compute the optimized transmission map. The experimental results demonstrate that the performance of the proposed algorithm is substantially the same as the one based on dark channel prior and guided filter. The average computation time of the new algorithm is around 40% of the one as well as the detection ability of UAV image is improved effectively in fog and haze weather.
State estimation of spatio-temporal phenomena
NASA Astrophysics Data System (ADS)
Yu, Dan
This dissertation addresses the state estimation problem of spatio-temporal phenomena which can be modeled by partial differential equations (PDEs), such as pollutant dispersion in the atmosphere. After discretizing the PDE, the dynamical system has a large number of degrees of freedom (DOF). State estimation using Kalman Filter (KF) is computationally intractable, and hence, a reduced order model (ROM) needs to be constructed first. Moreover, the nonlinear terms, external disturbances or unknown boundary conditions can be modeled as unknown inputs, which leads to an unknown input filtering problem. Furthermore, the performance of KF could be improved by placing sensors at feasible locations. Therefore, the sensor scheduling problem to place multiple mobile sensors is of interest. The first part of the dissertation focuses on model reduction for large scale systems with a large number of inputs/outputs. A commonly used model reduction algorithm, the balanced proper orthogonal decomposition (BPOD) algorithm, is not computationally tractable for large systems with a large number of inputs/outputs. Inspired by the BPOD and randomized algorithms, we propose a randomized proper orthogonal decomposition (RPOD) algorithm and a computationally optimal RPOD (RPOD*) algorithm, which construct an ROM to capture the input-output behaviour of the full order model, while reducing the computational cost of BPOD by orders of magnitude. It is demonstrated that the proposed RPOD* algorithm could construct the ROM in real-time, and the performance of the proposed algorithms on different advection-diffusion equations. Next, we consider the state estimation problem of linear discrete-time systems with unknown inputs which can be treated as a wide-sense stationary process with rational power spectral density, while no other prior information needs to be known. We propose an autoregressive (AR) model based unknown input realization technique which allows us to recover the input statistics from the output data by solving an appropriate least squares problem, then fit an AR model to the recovered input statistics and construct an innovations model of the unknown inputs using the eigensystem realization algorithm. The proposed algorithm outperforms the augmented two-stage Kalman Filter (ASKF) and the unbiased minimum-variance (UMV) algorithm are shown in several examples. Finally, we propose a framework to place multiple mobile sensors to optimize the long-term performance of KF in the estimation of the state of a PDE. The major challenges are that placing multiple sensors is an NP-hard problem, and the optimization problem is non-convex in general. In this dissertation, first, we construct an ROM using RPOD* algorithm, and then reduce the feasible sensor locations into a subset using the ROM. The Information Space Receding Horizon Control (I-RHC) approach and a modified Monte Carlo Tree Search (MCTS) approach are applied to solve the sensor scheduling problem using the subset. Various applications have been provided to demonstrate the performance of the proposed approach.
Evaluation of a new parallel numerical parameter optimization algorithm for a dynamical system
NASA Astrophysics Data System (ADS)
Duran, Ahmet; Tuncel, Mehmet
2016-10-01
It is important to have a scalable parallel numerical parameter optimization algorithm for a dynamical system used in financial applications where time limitation is crucial. We use Message Passing Interface parallel programming and present such a new parallel algorithm for parameter estimation. For example, we apply the algorithm to the asset flow differential equations that have been developed and analyzed since 1989 (see [3-6] and references contained therein). We achieved speed-up for some time series to run up to 512 cores (see [10]). Unlike [10], we consider more extensive financial market situations, for example, in presence of low volatility, high volatility and stock market price at a discount/premium to its net asset value with varying magnitude, in this work. Moreover, we evaluated the convergence of the model parameter vector, the nonlinear least squares error and maximum improvement factor to quantify the success of the optimization process depending on the number of initial parameter vectors.
Human body motion tracking based on quantum-inspired immune cloning algorithm
NASA Astrophysics Data System (ADS)
Han, Hong; Yue, Lichuan; Jiao, Licheng; Wu, Xing
2009-10-01
In a static monocular camera system, to gain a perfect 3D human body posture is a great challenge for Computer Vision technology now. This paper presented human postures recognition from video sequences using the Quantum-Inspired Immune Cloning Algorithm (QICA). The algorithm included three parts. Firstly, prior knowledge of human beings was used, the key joint points of human could be detected automatically from the human contours and skeletons which could be thinning from the contours; And due to the complexity of human movement, a forecasting mechanism of occlusion joint points was addressed to get optimum 2D key joint points of human body; And then pose estimation recovered by optimizing between the 2D projection of 3D human key joint points and 2D detection key joint points using QICA, which recovered the movement of human body perfectly, because this algorithm could acquire not only the global optimal solution, but the local optimal solution.
NASA Technical Reports Server (NTRS)
Brown, Nelson
2013-01-01
A peak-seeking control algorithm for real-time trim optimization for reduced fuel consumption has been developed by researchers at the National Aeronautics and Space Administration (NASA) Dryden Flight Research Center to address the goals of the NASA Environmentally Responsible Aviation project to reduce fuel burn and emissions. The peak-seeking control algorithm is based on a steepest-descent algorithm using a time-varying Kalman filter to estimate the gradient of a performance function of fuel flow versus control surface positions. In real-time operation, deflections of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of an F/A-18 airplane are used for optimization of fuel flow. Results from six research flights are presented herein. The optimization algorithm found a trim configuration that required approximately 3 percent less fuel flow than the baseline trim at the same flight condition. This presentation also focuses on the design of the flight experiment and the practical challenges of conducting the experiment.
Miklós, István; Darling, Aaron E
2009-06-22
Inversions are among the most common mutations acting on the order and orientation of genes in a genome, and polynomial-time algorithms exist to obtain a minimal length series of inversions that transform one genome arrangement to another. However, the minimum length series of inversions (the optimal sorting path) is often not unique as many such optimal sorting paths exist. If we assume that all optimal sorting paths are equally likely, then statistical inference on genome arrangement history must account for all such sorting paths and not just a single estimate. No deterministic polynomial algorithm is known to count the number of optimal sorting paths nor sample from the uniform distribution of optimal sorting paths. Here, we propose a stochastic method that uniformly samples the set of all optimal sorting paths. Our method uses a novel formulation of parallel Markov chain Monte Carlo. In practice, our method can quickly estimate the total number of optimal sorting paths. We introduce a variant of our approach in which short inversions are modeled to be more likely, and we show how the method can be used to estimate the distribution of inversion lengths and breakpoint usage in pathogenic Yersinia pestis. The proposed method has been implemented in a program called "MC4Inversion." We draw comparison of MC4Inversion to the sampler implemented in BADGER and a previously described importance sampling (IS) technique. We find that on high-divergence data sets, MC4Inversion finds more optimal sorting paths per second than BADGER and the IS technique and simultaneously avoids bias inherent in the IS technique.
Ortho Image and DTM Generation with Intelligent Methods
NASA Astrophysics Data System (ADS)
Bagheri, H.; Sadeghian, S.
2013-10-01
Nowadays the artificial intelligent algorithms has considered in GIS and remote sensing. Genetic algorithm and artificial neural network are two intelligent methods that are used for optimizing of image processing programs such as edge extraction and etc. these algorithms are very useful for solving of complex program. In this paper, the ability and application of genetic algorithm and artificial neural network in geospatial production process like geometric modelling of satellite images for ortho photo generation and height interpolation in raster Digital Terrain Model production process is discussed. In first, the geometric potential of Ikonos-2 and Worldview-2 with rational functions, 2D & 3D polynomials were tested. Also comprehensive experiments have been carried out to evaluate the viability of the genetic algorithm for optimization of rational function, 2D & 3D polynomials. Considering the quality of Ground Control Points, the accuracy (RMSE) with genetic algorithm and 3D polynomials method for Ikonos-2 Geo image was 0.508 pixel sizes and the accuracy (RMSE) with GA algorithm and rational function method for Worldview-2 image was 0.930 pixel sizes. For more another optimization artificial intelligent methods, neural networks were used. With the use of perceptron network in Worldview-2 image, a result of 0.84 pixel sizes with 4 neurons in middle layer was gained. The final conclusion was that with artificial intelligent algorithms it is possible to optimize the existing models and have better results than usual ones. Finally the artificial intelligence methods, like genetic algorithms as well as neural networks, were examined on sample data for optimizing interpolation and for generating Digital Terrain Models. The results then were compared with existing conventional methods and it appeared that these methods have a high capacity in heights interpolation and that using these networks for interpolating and optimizing the weighting methods based on inverse distance leads to a high accurate estimation of heights.
NASA Astrophysics Data System (ADS)
Qarib, Hossein; Adeli, Hojjat
2015-12-01
In this paper authors introduce a new adaptive signal processing technique for feature extraction and parameter estimation in noisy exponentially damped signals. The iterative 3-stage method is based on the adroit integration of the strengths of parametric and nonparametric methods such as multiple signal categorization, matrix pencil, and empirical mode decomposition algorithms. The first stage is a new adaptive filtration or noise removal scheme. The second stage is a hybrid parametric-nonparametric signal parameter estimation technique based on an output-only system identification technique. The third stage is optimization of estimated parameters using a combination of the primal-dual path-following interior point algorithm and genetic algorithm. The methodology is evaluated using a synthetic signal and a signal obtained experimentally from transverse vibrations of a steel cantilever beam. The method is successful in estimating the frequencies accurately. Further, it estimates the damping exponents. The proposed adaptive filtration method does not include any frequency domain manipulation. Consequently, the time domain signal is not affected as a result of frequency domain and inverse transformations.
Online Cross-Validation-Based Ensemble Learning
Benkeser, David; Ju, Cheng; Lendle, Sam; van der Laan, Mark
2017-01-01
Online estimators update a current estimate with a new incoming batch of data without having to revisit past data thereby providing streaming estimates that are scalable to big data. We develop flexible, ensemble-based online estimators of an infinite-dimensional target parameter, such as a regression function, in the setting where data are generated sequentially by a common conditional data distribution given summary measures of the past. This setting encompasses a wide range of time-series models and as special case, models for independent and identically distributed data. Our estimator considers a large library of candidate online estimators and uses online cross-validation to identify the algorithm with the best performance. We show that by basing estimates on the cross-validation-selected algorithm, we are asymptotically guaranteed to perform as well as the true, unknown best-performing algorithm. We provide extensions of this approach including online estimation of the optimal ensemble of candidate online estimators. We illustrate excellent performance of our methods using simulations and a real data example where we make streaming predictions of infectious disease incidence using data from a large database. PMID:28474419
An analysis of a candidate control algorithm for a ride quality augmentation system
NASA Technical Reports Server (NTRS)
Suikat, Reiner; Donaldson, Kent; Downing, David R.
1987-01-01
This paper presents a detailed analysis of a candidate algorithm for a ride quality augmentation system. The algorithm consists of a full-state feedback control law based on optimal control output weighting, estimators for angle of attack and sideslip, and a maneuvering algorithm. The control law is shown to perform well by both frequency and time domain analysis. The rms vertical acceleration is reduced by about 40 percent over the whole mission flight envelope. The estimators for the angle of attack and sideslip avoid the often inaccurate or costly direct measurement of those angles. The maneuvering algorithm will allow the augmented airplane to respond to pilot inputs. The design characteristics and performance are documented by the closed-loop eigenvalues; rms levels of vertical, lateral, and longitudinal acceleration; and representative time histories and frequency response.
Pazos, Valérie; Mongrain, Rosaire; Tardif, Jean-Claude
2010-06-01
Clinical studies on lipid-lowering therapy have shown that changing the composition of lipid pools reduced significantly the risk of cardiac events associated with plaque rupture. It has been shown also that changing the composition of the lipid pool affects its mechanical properties. However, knowledge about the mechanical properties of human atherosclerotic lesions remains limited due to the difficulty of the experiments. This paper aims to assess the feasibility of characterizing a lipid pool embedded in the wall of a pressurized vessel using finite-element simulations and an optimization algorithm. Finite-element simulations of inflation experiments were used together with nonlinear least squares algorithm to estimate the material model parameters of the wall and of the inclusion. An optimal fit of the simulated experiment and the real experiment was sought with the parameter estimation algorithm. The method was first tested on a single-layer polyvinyl alcohol (PVA) cryogel stenotic vessel, and then, applied on a double-layered PVA cryogel stenotic vessel with a lipid inclusion.
Uniform, optimal signal processing of mapped deep-sequencing data.
Kumar, Vibhor; Muratani, Masafumi; Rayan, Nirmala Arul; Kraus, Petra; Lufkin, Thomas; Ng, Huck Hui; Prabhakar, Shyam
2013-07-01
Despite their apparent diversity, many problems in the analysis of high-throughput sequencing data are merely special cases of two general problems, signal detection and signal estimation. Here we adapt formally optimal solutions from signal processing theory to analyze signals of DNA sequence reads mapped to a genome. We describe DFilter, a detection algorithm that identifies regulatory features in ChIP-seq, DNase-seq and FAIRE-seq data more accurately than assay-specific algorithms. We also describe EFilter, an estimation algorithm that accurately predicts mRNA levels from as few as 1-2 histone profiles (R ∼0.9). Notably, the presence of regulatory motifs in promoters correlates more with histone modifications than with mRNA levels, suggesting that histone profiles are more predictive of cis-regulatory mechanisms. We show by applying DFilter and EFilter to embryonic forebrain ChIP-seq data that regulatory protein identification and functional annotation are feasible despite tissue heterogeneity. The mathematical formalism underlying our tools facilitates integrative analysis of data from virtually any sequencing-based functional profile.
NASA Astrophysics Data System (ADS)
Hashimoto, Hiroyuki; Takaguchi, Yusuke; Nakamura, Shizuka
Instability of calculation process and increase of calculation time caused by increasing size of continuous optimization problem remain the major issues to be solved to apply the technique to practical industrial systems. This paper proposes an enhanced quadratic programming algorithm based on interior point method mainly for improvement of calculation stability. The proposed method has dynamic estimation mechanism of active constraints on variables, which fixes the variables getting closer to the upper/lower limit on them and afterwards releases the fixed ones as needed during the optimization process. It is considered as algorithm-level integration of the solution strategy of active-set method into the interior point method framework. We describe some numerical results on commonly-used bench-mark problems called “CUTEr” to show the effectiveness of the proposed method. Furthermore, the test results on large-sized ELD problem (Economic Load Dispatching problems in electric power supply scheduling) are also described as a practical industrial application.
Model-based Estimation for Pose, Velocity of Projectile from Stereo Linear Array Image
NASA Astrophysics Data System (ADS)
Zhao, Zhuxin; Wen, Gongjian; Zhang, Xing; Li, Deren
2012-01-01
The pose (position and attitude) and velocity of in-flight projectiles have major influence on the performance and accuracy. A cost-effective method for measuring the gun-boosted projectiles is proposed. The method adopts only one linear array image collected by the stereo vision system combining a digital line-scan camera and a mirror near the muzzle. From the projectile's stereo image, the motion parameters (pose and velocity) are acquired by using a model-based optimization algorithm. The algorithm achieves optimal estimation of the parameters by matching the stereo projection of the projectile and that of the same size 3D model. The speed and the AOA (angle of attack) could also be determined subsequently. Experiments are made to test the proposed method.
Masterlark, Timothy; Lu, Zhong; Rykhus, Russell P.
2006-01-01
Interferometric synthetic aperture radar (InSAR) imagery documents the consistent subsidence, during the interval 1992–1999, of a pyroclastic flow deposit (PFD) emplaced during the 1986 eruption of Augustine Volcano, Alaska. We construct finite element models (FEMs) that simulate thermoelastic contraction of the PFD to account for the observed subsidence. Three-dimensional problem domains of the FEMs include a thermoelastic PFD embedded in an elastic substrate. The thickness of the PFD is initially determined from the difference between post- and pre-eruption digital elevation models (DEMs). The initial excess temperature of the PFD at the time of deposition, 640 °C, is estimated from FEM predictions and an InSAR image via standard least-squares inverse methods. Although the FEM predicts the major features of the observed transient deformation, systematic prediction errors (RMSE = 2.2 cm) are most likely associated with errors in the a priori PFD thickness distribution estimated from the DEM differences. We combine an InSAR image, FEMs, and an adaptive mesh algorithm to iteratively optimize the geometry of the PFD with respect to a minimized misfit between the predicted thermoelastic deformation and observed deformation. Prediction errors from an FEM, which includes an optimized PFD geometry and the initial excess PFD temperature estimated from the least-squares analysis, are sub-millimeter (RMSE = 0.3 mm). The average thickness (9.3 m), maximum thickness (126 m), and volume (2.1 × 107m3) of the PFD, estimated using the adaptive mesh algorithm, are about twice as large as the respective estimations for the a priori PFD geometry. Sensitivity analyses suggest unrealistic PFD thickness distributions are required for initial excess PFD temperatures outside of the range 500–800 °C.
New estimation architecture for multisensor data fusion
NASA Astrophysics Data System (ADS)
Covino, Joseph M.; Griffiths, Barry E.
1991-07-01
This paper describes a novel method of hierarchical asynchronous distributed filtering called the Net Information Approach (NIA). The NIA is a Kalman-filter-based estimation scheme for spatially distributed sensors which must retain their local optimality yet require a nearly optimal global estimate. The key idea of the NIA is that each local sensor-dedicated filter tells the global filter 'what I've learned since the last local-to-global transmission,' whereas in other estimation architectures the local-to-global transmission consists of 'what I think now.' An algorithm based on this idea has been demonstrated on a small-scale target-tracking problem with many encouraging results. Feasibility of this approach was demonstrated by comparing NIA performance to an optimal centralized Kalman filter (lower bound) via Monte Carlo simulations.
NASA Astrophysics Data System (ADS)
Lagos, Soledad R.; Velis, Danilo R.
2018-02-01
We perform the location of microseismic events generated in hydraulic fracturing monitoring scenarios using two global optimization techniques: Very Fast Simulated Annealing (VFSA) and Particle Swarm Optimization (PSO), and compare them against the classical grid search (GS). To this end, we present an integrated and optimized workflow that concatenates into an automated bash script the different steps that lead to the microseismic events location from raw 3C data. First, we carry out the automatic detection, denoising and identification of the P- and S-waves. Secondly, we estimate their corresponding backazimuths using polarization information, and propose a simple energy-based criterion to automatically decide which is the most reliable estimate. Finally, after taking proper care of the size of the search space using the backazimuth information, we perform the location using the aforementioned algorithms for 2D and 3D usual scenarios of hydraulic fracturing processes. We assess the impact of restricting the search space and show the advantages of using either VFSA or PSO over GS to attain significant speed-ups.
Composing problem solvers for simulation experimentation: a case study on steady state estimation.
Leye, Stefan; Ewald, Roland; Uhrmacher, Adelinde M
2014-01-01
Simulation experiments involve various sub-tasks, e.g., parameter optimization, simulation execution, or output data analysis. Many algorithms can be applied to such tasks, but their performance depends on the given problem. Steady state estimation in systems biology is a typical example for this: several estimators have been proposed, each with its own (dis-)advantages. Experimenters, therefore, must choose from the available options, even though they may not be aware of the consequences. To support those users, we propose a general scheme to aggregate such algorithms to so-called synthetic problem solvers, which exploit algorithm differences to improve overall performance. Our approach subsumes various aggregation mechanisms, supports automatic configuration from training data (e.g., via ensemble learning or portfolio selection), and extends the plugin system of the open source modeling and simulation framework James II. We show the benefits of our approach by applying it to steady state estimation for cell-biological models.
A Brief Survey of Modern Optimization for Statisticians
Lange, Kenneth; Chi, Eric C.; Zhou, Hua
2014-01-01
Modern computational statistics is turning more and more to high-dimensional optimization to handle the deluge of big data. Once a model is formulated, its parameters can be estimated by optimization. Because model parsimony is important, models routinely include nondifferentiable penalty terms such as the lasso. This sober reality complicates minimization and maximization. Our broad survey stresses a few important principles in algorithm design. Rather than view these principles in isolation, it is more productive to mix and match them. A few well chosen examples illustrate this point. Algorithm derivation is also emphasized, and theory is downplayed, particularly the abstractions of the convex calculus. Thus, our survey should be useful and accessible to a broad audience. PMID:25242858
Muñoz, Mario A; Smith-Miles, Kate A
2017-01-01
This article presents a method for the objective assessment of an algorithm's strengths and weaknesses. Instead of examining the performance of only one or more algorithms on a benchmark set, or generating custom problems that maximize the performance difference between two algorithms, our method quantifies both the nature of the test instances and the algorithm performance. Our aim is to gather information about possible phase transitions in performance, that is, the points in which a small change in problem structure produces algorithm failure. The method is based on the accurate estimation and characterization of the algorithm footprints, that is, the regions of instance space in which good or exceptional performance is expected from an algorithm. A footprint can be estimated for each algorithm and for the overall portfolio. Therefore, we select a set of features to generate a common instance space, which we validate by constructing a sufficiently accurate prediction model. We characterize the footprints by their area and density. Our method identifies complementary performance between algorithms, quantifies the common features of hard problems, and locates regions where a phase transition may lie.
Local Estimators for Spacecraft Formation Flying
NASA Technical Reports Server (NTRS)
Fathpour, Nanaz; Hadaegh, Fred Y.; Mesbahi, Mehran; Nabi, Marzieh
2011-01-01
A formation estimation architecture for formation flying builds upon the local information exchange among multiple local estimators. Spacecraft formation flying involves the coordination of states among multiple spacecraft through relative sensing, inter-spacecraft communication, and control. Most existing formation flying estimation algorithms can only be supported via highly centralized, all-to-all, static relative sensing. New algorithms are needed that are scalable, modular, and robust to variations in the topology and link characteristics of the formation exchange network. These distributed algorithms should rely on a local information-exchange network, relaxing the assumptions on existing algorithms. In this research, it was shown that only local observability is required to design a formation estimator and control law. The approach relies on breaking up the overall information-exchange network into sequence of local subnetworks, and invoking an agreement-type filter to reach consensus among local estimators within each local network. State estimates were obtained by a set of local measurements that were passed through a set of communicating Kalman filters to reach an overall state estimation for the formation. An optimization approach was also presented by means of which diffused estimates over the network can be incorporated in the local estimates obtained by each estimator via local measurements. This approach compares favorably with that obtained by a centralized Kalman filter, which requires complete knowledge of the raw measurement available to each estimator.
Meta-heuristic algorithms as tools for hydrological science
NASA Astrophysics Data System (ADS)
Yoo, Do Guen; Kim, Joong Hoon
2014-12-01
In this paper, meta-heuristic optimization techniques are introduced and their applications to water resources engineering, particularly in hydrological science are introduced. In recent years, meta-heuristic optimization techniques have been introduced that can overcome the problems inherent in iterative simulations. These methods are able to find good solutions and require limited computation time and memory use without requiring complex derivatives. Simulation-based meta-heuristic methods such as Genetic algorithms (GAs) and Harmony Search (HS) have powerful searching abilities, which can occasionally overcome the several drawbacks of traditional mathematical methods. For example, HS algorithms can be conceptualized from a musical performance process and used to achieve better harmony; such optimization algorithms seek a near global optimum determined by the value of an objective function, providing a more robust determination of musical performance than can be achieved through typical aesthetic estimation. In this paper, meta-heuristic algorithms and their applications (focus on GAs and HS) in hydrological science are discussed by subject, including a review of existing literature in the field. Then, recent trends in optimization are presented and a relatively new technique such as Smallest Small World Cellular Harmony Search (SSWCHS) is briefly introduced, with a summary of promising results obtained in previous studies. As a result, previous studies have demonstrated that meta-heuristic algorithms are effective tools for the development of hydrological models and the management of water resources.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Man, Jun; Zhang, Jiangjiang; Li, Weixuan
2016-10-01
The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees ofmore » freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. The effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.« less
Distortion outage minimization in Nakagami fading using limited feedback
NASA Astrophysics Data System (ADS)
Wang, Chih-Hong; Dey, Subhrakanti
2011-12-01
We focus on a decentralized estimation problem via a clustered wireless sensor network measuring a random Gaussian source where the clusterheads amplify and forward their received signals (from the intra-cluster sensors) over orthogonal independent stationary Nakagami fading channels to a remote fusion center that reconstructs an estimate of the original source. The objective of this paper is to design clusterhead transmit power allocation policies to minimize the distortion outage probability at the fusion center, subject to an expected sum transmit power constraint. In the case when full channel state information (CSI) is available at the clusterhead transmitters, the optimization problem can be shown to be convex and is solved exactly. When only rate-limited channel feedback is available, we design a number of computationally efficient sub-optimal power allocation algorithms to solve the associated non-convex optimization problem. We also derive an approximation for the diversity order of the distortion outage probability in the limit when the average transmission power goes to infinity. Numerical results illustrate that the sub-optimal power allocation algorithms perform very well and can close the outage probability gap between the constant power allocation (no CSI) and full CSI-based optimal power allocation with only 3-4 bits of channel feedback.
Gradient descent for robust kernel-based regression
NASA Astrophysics Data System (ADS)
Guo, Zheng-Chu; Hu, Ting; Shi, Lei
2018-06-01
In this paper, we study the gradient descent algorithm generated by a robust loss function over a reproducing kernel Hilbert space (RKHS). The loss function is defined by a windowing function G and a scale parameter σ, which can include a wide range of commonly used robust losses for regression. There is still a gap between theoretical analysis and optimization process of empirical risk minimization based on loss: the estimator needs to be global optimal in the theoretical analysis while the optimization method can not ensure the global optimality of its solutions. In this paper, we aim to fill this gap by developing a novel theoretical analysis on the performance of estimators generated by the gradient descent algorithm. We demonstrate that with an appropriately chosen scale parameter σ, the gradient update with early stopping rules can approximate the regression function. Our elegant error analysis can lead to convergence in the standard L 2 norm and the strong RKHS norm, both of which are optimal in the mini-max sense. We show that the scale parameter σ plays an important role in providing robustness as well as fast convergence. The numerical experiments implemented on synthetic examples and real data set also support our theoretical results.
Motion prediction of a non-cooperative space target
NASA Astrophysics Data System (ADS)
Zhou, Bang-Zhao; Cai, Guo-Ping; Liu, Yun-Meng; Liu, Pan
2018-01-01
Capturing a non-cooperative space target is a tremendously challenging research topic. Effective acquisition of motion information of the space target is the premise to realize target capture. In this paper, motion prediction of a free-floating non-cooperative target in space is studied and a motion prediction algorithm is proposed. In order to predict the motion of the free-floating non-cooperative target, dynamic parameters of the target must be firstly identified (estimated), such as inertia, angular momentum and kinetic energy and so on; then the predicted motion of the target can be acquired by substituting these identified parameters into the Euler's equations of the target. Accurate prediction needs precise identification. This paper presents an effective method to identify these dynamic parameters of a free-floating non-cooperative target. This method is based on two steps, (1) the rough estimation of the parameters is computed using the motion observation data to the target, and (2) the best estimation of the parameters is found by an optimization method. In the optimization problem, the objective function is based on the difference between the observed and the predicted motion, and the interior-point method (IPM) is chosen as the optimization algorithm, which starts at the rough estimate obtained in the first step and finds a global minimum to the objective function with the guidance of objective function's gradient. So the speed of IPM searching for the global minimum is fast, and an accurate identification can be obtained in time. The numerical results show that the proposed motion prediction algorithm is able to predict the motion of the target.
Two-pass imputation algorithm for missing value estimation in gene expression time series.
Tsiporkova, Elena; Boeva, Veselka
2007-10-01
Gene expression microarray experiments frequently generate datasets with multiple values missing. However, most of the analysis, mining, and classification methods for gene expression data require a complete matrix of gene array values. Therefore, the accurate estimation of missing values in such datasets has been recognized as an important issue, and several imputation algorithms have already been proposed to the biological community. Most of these approaches, however, are not particularly suitable for time series expression profiles. In view of this, we propose a novel imputation algorithm, which is specially suited for the estimation of missing values in gene expression time series data. The algorithm utilizes Dynamic Time Warping (DTW) distance in order to measure the similarity between time expression profiles, and subsequently selects for each gene expression profile with missing values a dedicated set of candidate profiles for estimation. Three different DTW-based imputation (DTWimpute) algorithms have been considered: position-wise, neighborhood-wise, and two-pass imputation. These have initially been prototyped in Perl, and their accuracy has been evaluated on yeast expression time series data using several different parameter settings. The experiments have shown that the two-pass algorithm consistently outperforms, in particular for datasets with a higher level of missing entries, the neighborhood-wise and the position-wise algorithms. The performance of the two-pass DTWimpute algorithm has further been benchmarked against the weighted K-Nearest Neighbors algorithm, which is widely used in the biological community; the former algorithm has appeared superior to the latter one. Motivated by these findings, indicating clearly the added value of the DTW techniques for missing value estimation in time series data, we have built an optimized C++ implementation of the two-pass DTWimpute algorithm. The software also provides for a choice between three different initial rough imputation methods.
Optimal Bi-Objective Redundancy Allocation for Systems Reliability and Risk Management.
Govindan, Kannan; Jafarian, Ahmad; Azbari, Mostafa E; Choi, Tsan-Ming
2016-08-01
In the big data era, systems reliability is critical to effective systems risk management. In this paper, a novel multiobjective approach, with hybridization of a known algorithm called NSGA-II and an adaptive population-based simulated annealing (APBSA) method is developed to solve the systems reliability optimization problems. In the first step, to create a good algorithm, we use a coevolutionary strategy. Since the proposed algorithm is very sensitive to parameter values, the response surface method is employed to estimate the appropriate parameters of the algorithm. Moreover, to examine the performance of our proposed approach, several test problems are generated, and the proposed hybrid algorithm and other commonly known approaches (i.e., MOGA, NRGA, and NSGA-II) are compared with respect to four performance measures: 1) mean ideal distance; 2) diversification metric; 3) percentage of domination; and 4) data envelopment analysis. The computational studies have shown that the proposed algorithm is an effective approach for systems reliability and risk management.
Toward Optimal Target Placement for Neural Prosthetic Devices
Cunningham, John P.; Yu, Byron M.; Gilja, Vikash; Ryu, Stephen I.; Shenoy, Krishna V.
2008-01-01
Neural prosthetic systems have been designed to estimate continuous reach trajectories (motor prostheses) and to predict discrete reach targets (communication prostheses). In the latter case, reach targets are typically decoded from neural spiking activity during an instructed delay period before the reach begins. Such systems use targets placed in radially symmetric geometries independent of the tuning properties of the neurons available. Here we seek to automate the target placement process and increase decode accuracy in communication prostheses by selecting target locations based on the neural population at hand. Motor prostheses that incorporate intended target information could also benefit from this consideration. We present an optimal target placement algorithm that approximately maximizes decode accuracy with respect to target locations. In simulated neural spiking data fit from two monkeys, the optimal target placement algorithm yielded statistically significant improvements up to 8 and 9% for two and sixteen targets, respectively. For four and eight targets, gains were more modest, as the target layouts found by the algorithm closely resembled the canonical layouts. We trained a monkey in this paradigm and tested the algorithm with experimental neural data to confirm some of the results found in simulation. In all, the algorithm can serve not only to create new target layouts that outperform canonical layouts, but it can also confirm or help select among multiple canonical layouts. The optimal target placement algorithm developed here is the first algorithm of its kind, and it should both improve decode accuracy and help automate target placement for neural prostheses. PMID:18829845
Estimating Optimal Transformations for Multiple Regression and Correlation.
1982-07-01
algorithm; we minimize (2.4) e2 (,,, ...,) = E[e(Y) - 1I (X 2 j=l j 2holding EO =1, E6 = E0, =.-. =Ecp = 0, through a series of single function minimizations...X, x = INU = lIVe . Then (5.16) THEOREM. If 6*, p* is an optimal transformation for regression, then = ue*o Conversely, if e satisfies Xe = U6, Nll1...Stanford University, Tech. Report ORIONOO6. Gasser, T. and Rosenblatt, M. (eds.) (1979). Smoothing Techniques for Curve Estimation, in Lecture Notes in
An improved swarm optimization for parameter estimation and biological model selection.
Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail
2013-01-01
One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data.
NASA Technical Reports Server (NTRS)
Peterson, Harold; Koshak, William J.
2009-01-01
An algorithm has been developed to estimate the altitude distribution of one-meter lightning channel segments. The algorithm is required as part of a broader objective that involves improving the lightning NOx emission inventories of both regional air quality and global chemistry/climate models. The algorithm was tested and applied to VHF signals detected by the North Alabama Lightning Mapping Array (NALMA). The accuracy of the algorithm was characterized by comparing algorithm output to the plots of individual discharges whose lengths were computed by hand; VHF source amplitude thresholding and smoothing were applied to optimize results. Several thousands of lightning flashes within 120 km of the NALMA network centroid were gathered from all four seasons, and were analyzed by the algorithm. The mean, standard deviation, and median statistics were obtained for all the flashes, the ground flashes, and the cloud flashes. One-meter channel segment altitude distributions were also obtained for the different seasons.
Multistage classification of multispectral Earth observational data: The design approach
NASA Technical Reports Server (NTRS)
Bauer, M. E. (Principal Investigator); Muasher, M. J.; Landgrebe, D. A.
1981-01-01
An algorithm is proposed which predicts the optimal features at every node in a binary tree procedure. The algorithm estimates the probability of error by approximating the area under the likelihood ratio function for two classes and taking into account the number of training samples used in estimating each of these two classes. Some results on feature selection techniques, particularly in the presence of a very limited set of training samples, are presented. Results comparing probabilities of error predicted by the proposed algorithm as a function of dimensionality as compared to experimental observations are shown for aircraft and LANDSAT data. Results are obtained for both real and simulated data. Finally, two binary tree examples which use the algorithm are presented to illustrate the usefulness of the procedure.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S
The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.« less
An Algorithm For Climate-Quality Atmospheric Profiling Continuity From EOS Aqua To Suomi-NPP
NASA Astrophysics Data System (ADS)
Moncet, J. L.
2015-12-01
We will present results from an algorithm that is being developed to produce climate-quality atmospheric profiling earth system data records (ESDRs) for application to hyperspectral sounding instrument data from Suomi-NPP, EOS Aqua, and other spacecraft. The current focus is on data from the S-NPP Cross-track Infrared Sounder (CrIS) and Advanced Technology Microwave Sounder (ATMS) instruments as well as the Atmospheric InfraRed Sounder (AIRS) on EOS Aqua. The algorithm development at Atmospheric and Environmental Research (AER) has common heritage with the optimal estimation (OE) algorithm operationally processing S-NPP data in the Interface Data Processing Segment (IDPS), but the ESDR algorithm has a flexible, modular software structure to support experimentation and collaboration and has several features adapted to the climate orientation of ESDRs. Data record continuity benefits from the fact that the same algorithm can be applied to different sensors, simply by providing suitable configuration and data files. The radiative transfer component uses an enhanced version of optimal spectral sampling (OSS) with updated spectroscopy, treatment of emission that is not in local thermodynamic equilibrium (non-LTE), efficiency gains with "global" optimal sampling over all channels, and support for channel selection. The algorithm is designed for adaptive treatment of clouds, with capability to apply "cloud clearing" or simultaneous cloud parameter retrieval, depending on conditions. We will present retrieval results demonstrating the impact of a new capability to perform the retrievals on sigma or hybrid vertical grid (as opposed to a fixed pressure grid), which particularly affects profile accuracy over land with variable terrain height and with sharp vertical structure near the surface. In addition, we will show impacts of alternative treatments of regularization of the inversion. While OE algorithms typically implement regularization by using background estimates from climatological or numerical forecast data, those sources are problematic for climate applications due to the imprint of biases from past climate analyses or from model error.
Inversion of 2-D DC resistivity data using rapid optimization and minimal complexity neural network
NASA Astrophysics Data System (ADS)
Singh, U. K.; Tiwari, R. K.; Singh, S. B.
2010-02-01
The backpropagation (BP) artificial neural network (ANN) technique of optimization based on steepest descent algorithm is known to be inept for its poor performance and does not ensure global convergence. Nonlinear and complex DC resistivity data require efficient ANN model and more intensive optimization procedures for better results and interpretations. Improvements in the computational ANN modeling process are described with the goals of enhancing the optimization process and reducing ANN model complexity. Well-established optimization methods, such as Radial basis algorithm (RBA) and Levenberg-Marquardt algorithms (LMA) have frequently been used to deal with complexity and nonlinearity in such complex geophysical records. We examined here the efficiency of trained LMA and RB networks by using 2-D synthetic resistivity data and then finally applied to the actual field vertical electrical resistivity sounding (VES) data collected from the Puga Valley, Jammu and Kashmir, India. The resulting ANN reconstruction resistivity results are compared with the result of existing inversion approaches, which are in good agreement. The depths and resistivity structures obtained by the ANN methods also correlate well with the known drilling results and geologic boundaries. The application of the above ANN algorithms proves to be robust and could be used for fast estimation of resistive structures for other complex earth model also.
NASA Astrophysics Data System (ADS)
Quian Quiroga, R.; Kraskov, A.; Kreuz, T.; Grassberger, P.
2003-06-01
We agree with the Comment by Duckrow and Albano [Phys. Rev. E 67, 063901 (2003)] that mutual information, estimated with an optimized algorithm, can be a useful tool for studying synchronization in real data. However, we point out that the improvement they found is mainly due to an interesting but nonstandard embedding technique used, and not so much due to the algorithm used for the estimation of mutual information itself. We also address the issue of stationarity of electroencephalographic (EEG) data.
Huo, Ju; Zhang, Guiyang; Yang, Ming
2018-04-20
This paper is concerned with the anisotropic and non-identical gray distribution of feature points clinging to the curved surface, upon which a high precision and uncertainty-resistance algorithm for pose estimation is proposed. Weighted contribution of uncertainty to the objective function of feature points measuring error is analyzed. Then a novel error objective function based on the spatial collinear error is constructed by transforming the uncertainty into a covariance-weighted matrix, which is suitable for the practical applications. Further, the optimized generalized orthogonal iterative (GOI) algorithm is utilized for iterative solutions such that it avoids the poor convergence and significantly resists the uncertainty. Hence, the optimized GOI algorithm extends the field-of-view applications and improves the accuracy and robustness of the measuring results by the redundant information. Finally, simulation and practical experiments show that the maximum error of re-projection image coordinates of the target is less than 0.110 pixels. Within the space 3000 mm×3000 mm×4000 mm, the maximum estimation errors of static and dynamic measurement for rocket nozzle motion are superior to 0.065° and 0.128°, respectively. Results verify the high accuracy and uncertainty attenuation performance of the proposed approach and should therefore have potential for engineering applications.
NASA Astrophysics Data System (ADS)
Jerg, M.; Stengel, M.; Hollmann, R.; Poulsen, C.
2012-04-01
The ultimate objective of the ESA Climate Change Initiative (CCI) Cloud project is to provide long-term coherent cloud property data sets exploiting and improving on the synergetic capabilities of past, existing, and upcoming European and American satellite missions. The synergetic approach allows not only for improved accuracy and extended temporal and spatial sampling of retrieved cloud properties better than those provided by single instruments alone but potentially also for improved (inter-)calibration and enhanced homogeneity and stability of the derived time series. Such advances are required by the scientific community to facilitate further progress in satellite-based climate monitoring, which leads to a better understanding of climate. Some of the primary objectives of ESA Cloud CCI Cloud are (1) the development of inter-calibrated radiance data sets, so called Fundamental Climate Data Records - for ESA and non ESA instruments through an international collaboration, (2) the development of an optimal estimation based retrieval framework for cloud related essential climate variables like cloud cover, cloud top height and temperature, liquid and ice water path, and (3) the development of two multi-annual global data sets for the mentioned cloud properties including uncertainty estimates. These two data sets are characterized by different combinations of satellite systems: the AVHRR heritage product comprising (A)ATSR, AVHRR and MODIS and the novel (A)ATSR - MERIS product which is based on a synergetic retrieval using both instruments. Both datasets cover the years 2007-2009 in the first project phase. ESA Cloud CCI will also carry out a comprehensive validation of the cloud property products and provide a common data base as in the framework of the Global Energy and Water Cycle Experiment (GEWEX). The presentation will give an overview of the ESA Cloud CCI project and its goals and approaches and then continue with results from the Round Robin algorithm comparison exercise carried out at the beginning of the project which included three algorithms. The purpose of the exercise was to assess and compare existing cloud retrieval algorithms in order to chose one of them as backbone of the retrieval system and also identify areas of potential improvement and general strengths and weaknesses of the algorithm. Furthermore the presentation will elaborate on the optimal estimation algorithm subsequently chosen to derive the heritage product and which is presently further developed and will be employed for the AVHRR heritage product. The algorithm's capabilities to coherently and simultaneously process all radiative input and yield retrieval parameters together with associated uncertainty estimates will be presented together with first results for the heritage product. In the course of the project the algorithm is being developed into a freely and publicly available community retrieval system for interested scientists.
Deterministic quantum annealing expectation-maximization algorithm
NASA Astrophysics Data System (ADS)
Miyahara, Hideyuki; Tsumura, Koji; Sughiyama, Yuki
2017-11-01
Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field of physics, quantum annealing (QA) was proposed as a novel optimization approach. Motivated by QA, we propose a quantum annealing extension of EM, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. We also discuss its advantage in terms of the path integral formulation. Furthermore, by employing numerical simulations, we illustrate how DQAEM works in MLE and show that DQAEM moderate the problem of local optima in EM.
NASA Astrophysics Data System (ADS)
Brewick, Patrick T.; Smyth, Andrew W.
2016-12-01
The authors have previously shown that many traditional approaches to operational modal analysis (OMA) struggle to properly identify the modal damping ratios for bridges under traffic loading due to the interference caused by the driving frequencies of the traffic loads. This paper presents a novel methodology for modal parameter estimation in OMA that overcomes the problems presented by driving frequencies and significantly improves the damping estimates. This methodology is based on finding the power spectral density (PSD) of a given modal coordinate, and then dividing the modal PSD into separate regions, left- and right-side spectra. The modal coordinates were found using a blind source separation (BSS) algorithm and a curve-fitting technique was developed that uses optimization to find the modal parameters that best fit each side spectra of the PSD. Specifically, a pattern-search optimization method was combined with a clustering analysis algorithm and together they were employed in a series of stages in order to improve the estimates of the modal damping ratios. This method was used to estimate the damping ratios from a simulated bridge model subjected to moving traffic loads. The results of this method were compared to other established OMA methods, such as Frequency Domain Decomposition (FDD) and BSS methods, and they were found to be more accurate and more reliable, even for modes that had their PSDs distorted or altered by driving frequencies.
Optimal and robust control of transition
NASA Technical Reports Server (NTRS)
Bewley, T. R.; Agarwal, R.
1996-01-01
Optimal and robust control theories are used to determine feedback control rules that effectively stabilize a linearly unstable flow in a plane channel. Wall transpiration (unsteady blowing/suction) with zero net mass flux is used as the control. Control algorithms are considered that depend both on full flowfield information and on estimates of that flowfield based on wall skin-friction measurements only. The development of these control algorithms accounts for modeling errors and measurement noise in a rigorous fashion; these disturbances are considered in both a structured (Gaussian) and unstructured ('worst case') sense. The performance of these algorithms is analyzed in terms of the eigenmodes of the resulting controlled systems, and the sensitivity of individual eigenmodes to both control and observation is quantified.
Optimizing simulated fertilizer additions using a genetic algorithm with a nutrient uptake model
Wendell P. Cropper; N.B. Comerford
2005-01-01
Intensive management of pine plantations in the southeastern coastal plain typically involves weed and pest control, and the addition of fertilizer to meet the high nutrient demand of rapidly growing pines. In this study we coupled a mechanistic nutrient uptake model (SSAND, soil supply and nutrient demand) with a genetic algorithm (GA) in order to estimate the minimum...
Improved Speech Coding Based on Open-Loop Parameter Estimation
NASA Technical Reports Server (NTRS)
Juang, Jer-Nan; Chen, Ya-Chin; Longman, Richard W.
2000-01-01
A nonlinear optimization algorithm for linear predictive speech coding was developed early that not only optimizes the linear model coefficients for the open loop predictor, but does the optimization including the effects of quantization of the transmitted residual. It also simultaneously optimizes the quantization levels used for each speech segment. In this paper, we present an improved method for initialization of this nonlinear algorithm, and demonstrate substantial improvements in performance. In addition, the new procedure produces monotonically improving speech quality with increasing numbers of bits used in the transmitted error residual. Examples of speech encoding and decoding are given for 8 speech segments and signal to noise levels as high as 47 dB are produced. As in typical linear predictive coding, the optimization is done on the open loop speech analysis model. Here we demonstrate that minimizing the error of the closed loop speech reconstruction, instead of the simpler open loop optimization, is likely to produce negligible improvement in speech quality. The examples suggest that the algorithm here is close to giving the best performance obtainable from a linear model, for the chosen order with the chosen number of bits for the codebook.
NASA Astrophysics Data System (ADS)
Alimohammadi, Shahrouz; Cavaglieri, Daniele; Beyhaghi, Pooriya; Bewley, Thomas R.
2016-11-01
This work applies a recently developed Derivative-free optimization algorithm to derive a new mixed implicit-explicit (IMEX) time integration scheme for Computational Fluid Dynamics (CFD) simulations. This algorithm allows imposing a specified order of accuracy for the time integration and other important stability properties in the form of nonlinear constraints within the optimization problem. In this procedure, the coefficients of the IMEX scheme should satisfy a set of constraints simultaneously. Therefore, the optimization process, at each iteration, estimates the location of the optimal coefficients using a set of global surrogates, for both the objective and constraint functions, as well as a model of the uncertainty function of these surrogates based on the concept of Delaunay triangulation. This procedure has been proven to converge to the global minimum of the constrained optimization problem provided the constraints and objective functions are twice differentiable. As a result, a new third-order, low-storage IMEX Runge-Kutta time integration scheme is obtained with remarkably fast convergence. Numerical tests are then performed leveraging the turbulent channel flow simulations to validate the theoretical order of accuracy and stability properties of the new scheme.
Divergent estimation error in portfolio optimization and in linear regression
NASA Astrophysics Data System (ADS)
Kondor, I.; Varga-Haszonits, I.
2008-08-01
The problem of estimation error in portfolio optimization is discussed, in the limit where the portfolio size N and the sample size T go to infinity such that their ratio is fixed. The estimation error strongly depends on the ratio N/T and diverges for a critical value of this parameter. This divergence is the manifestation of an algorithmic phase transition, it is accompanied by a number of critical phenomena, and displays universality. As the structure of a large number of multidimensional regression and modelling problems is very similar to portfolio optimization, the scope of the above observations extends far beyond finance, and covers a large number of problems in operations research, machine learning, bioinformatics, medical science, economics, and technology.
Phase Helps Find Geometrically Optimal Gaits
NASA Astrophysics Data System (ADS)
Revzen, Shai; Hatton, Ross
Geometric motion planning describes motions of animals and machines governed by g ˙ = gA (q) q ˙ - a connection A (.) relating shape q and shape velocity q ˙ to body frame velocity g-1 g ˙ ∈ se (3) . Measuring the entire connection over a multidimensional q is often unfeasible with current experimental methods. We show how using a phase estimator can make tractable measuring the local structure of the connection surrounding a periodic motion q (φ) driven by a phase φ ∈S1 . This approach reduces the complexity of the estimation problem by a factor of dimq . The results suggest that phase estimation can be combined with geometric optimization into an iterative gait optimization algorithm usable on experimental systems, or alternatively, to allow the geometric optimality of an observed gait to be detected. ARO W911NF-14-1-0573, NSF 1462555.
Darling, Aaron E.
2009-01-01
Inversions are among the most common mutations acting on the order and orientation of genes in a genome, and polynomial-time algorithms exist to obtain a minimal length series of inversions that transform one genome arrangement to another. However, the minimum length series of inversions (the optimal sorting path) is often not unique as many such optimal sorting paths exist. If we assume that all optimal sorting paths are equally likely, then statistical inference on genome arrangement history must account for all such sorting paths and not just a single estimate. No deterministic polynomial algorithm is known to count the number of optimal sorting paths nor sample from the uniform distribution of optimal sorting paths. Here, we propose a stochastic method that uniformly samples the set of all optimal sorting paths. Our method uses a novel formulation of parallel Markov chain Monte Carlo. In practice, our method can quickly estimate the total number of optimal sorting paths. We introduce a variant of our approach in which short inversions are modeled to be more likely, and we show how the method can be used to estimate the distribution of inversion lengths and breakpoint usage in pathogenic Yersinia pestis. The proposed method has been implemented in a program called “MC4Inversion.” We draw comparison of MC4Inversion to the sampler implemented in BADGER and a previously described importance sampling (IS) technique. We find that on high-divergence data sets, MC4Inversion finds more optimal sorting paths per second than BADGER and the IS technique and simultaneously avoids bias inherent in the IS technique. PMID:20333186
Xiaodong Zhuge; Palenstijn, Willem Jan; Batenburg, Kees Joost
2016-01-01
In this paper, we present a novel iterative reconstruction algorithm for discrete tomography (DT) named total variation regularized discrete algebraic reconstruction technique (TVR-DART) with automated gray value estimation. This algorithm is more robust and automated than the original DART algorithm, and is aimed at imaging of objects consisting of only a few different material compositions, each corresponding to a different gray value in the reconstruction. By exploiting two types of prior knowledge of the scanned object simultaneously, TVR-DART solves the discrete reconstruction problem within an optimization framework inspired by compressive sensing to steer the current reconstruction toward a solution with the specified number of discrete gray values. The gray values and the thresholds are estimated as the reconstruction improves through iterations. Extensive experiments from simulated data, experimental μCT, and electron tomography data sets show that TVR-DART is capable of providing more accurate reconstruction than existing algorithms under noisy conditions from a small number of projection images and/or from a small angular range. Furthermore, the new algorithm requires less effort on parameter tuning compared with the original DART algorithm. With TVR-DART, we aim to provide the tomography society with an easy-to-use and robust algorithm for DT.
A quasi-dense matching approach and its calibration application with Internet photos.
Wan, Yanli; Miao, Zhenjiang; Wu, Q M Jonathan; Wang, Xifu; Tang, Zhen; Wang, Zhifei
2015-03-01
This paper proposes a quasi-dense matching approach to the automatic acquisition of camera parameters, which is required for recovering 3-D information from 2-D images. An affine transformation-based optimization model and a new matching cost function are used to acquire quasi-dense correspondences with high accuracy in each pair of views. These correspondences can be effectively detected and tracked at the sub-pixel level in multiviews with our neighboring view selection strategy. A two-layer iteration algorithm is proposed to optimize 3-D quasi-dense points and camera parameters. In the inner layer, different optimization strategies based on local photometric consistency and a global objective function are employed to optimize the 3-D quasi-dense points and camera parameters, respectively. In the outer layer, quasi-dense correspondences are resampled to guide a new estimation and optimization process of the camera parameters. We demonstrate the effectiveness of our algorithm with several experiments.
NASA Technical Reports Server (NTRS)
Srivastava, Prashant K.; Han, Dawei; Rico-Ramirez, Miguel A.; O'Neill, Peggy; Islam, Tanvir; Gupta, Manika
2014-01-01
Soil Moisture and Ocean Salinity (SMOS) is the latest mission which provides flow of coarse resolution soil moisture data for land applications. However, the efficient retrieval of soil moisture for hydrological applications depends on optimally choosing the soil and vegetation parameters. The first stage of this work involves the evaluation of SMOS Level 2 products and then several approaches for soil moisture retrieval from SMOS brightness temperature are performed to estimate Soil Moisture Deficit (SMD). The most widely applied algorithm i.e. Single channel algorithm (SCA), based on tau-omega is used in this study for the soil moisture retrieval. In tau-omega, the soil moisture is retrieved using the Horizontal (H) polarisation following Hallikainen dielectric model, roughness parameters, Fresnel's equation and estimated Vegetation Optical Depth (tau). The roughness parameters are empirically calibrated using the numerical optimization techniques. Further to explore the improvement in retrieval models, modifications have been incorporated in the algorithms with respect to the sources of the parameters, which include effective temperatures derived from the European Center for Medium-Range Weather Forecasts (ECMWF) downscaled using the Weather Research and Forecasting (WRF)-NOAH Land Surface Model and Moderate Resolution Imaging Spectroradiometer (MODIS) land surface temperature (LST) while the s is derived from MODIS Leaf Area Index (LAI). All the evaluations are performed against SMD, which is estimated using the Probability Distributed Model following a careful calibration and validation integrated with sensitivity and uncertainty analysis. The performance obtained after all those changes indicate that SCA-H using WRF-NOAH LSM downscaled ECMWF LST produces an improved performance for SMD estimation at a catchment scale.
Optimizing Fukushima Emissions Through Pattern Matching and Genetic Algorithms
NASA Astrophysics Data System (ADS)
Lucas, D. D.; Simpson, M. D.; Philip, C. S.; Baskett, R.
2017-12-01
Hazardous conditions during the Fukushima Daiichi nuclear power plant (NPP) accident hindered direct observations of the emissions of radioactive materials into the atmosphere. A wide range of emissions are estimated from bottom-up studies using reactor inventories and top-down approaches based on inverse modeling. We present a new inverse modeling estimate of cesium-137 emitted from the Fukushima NPP. Our estimate considers weather uncertainty through a large ensemble of Weather Research and Forecasting model simulations and uses the FLEXPART atmospheric dispersion model to transport and deposit cesium. The simulations are constrained by observations of the spatial distribution of cumulative cesium deposited on the surface of Japan through April 2, 2012. Multiple spatial metrics are used to quantify differences between observed and simulated deposition patterns. In order to match the observed pattern, we use a multi-objective genetic algorithm to optimize the time-varying emissions. We find that large differences with published bottom-up estimates are required to explain the observations. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.
NASA Astrophysics Data System (ADS)
dos Santos, A. F.; Freitas, S. R.; de Mattos, J. G. Z.; de Campos Velho, H. F.; Gan, M. A.; da Luz, E. F. P.; Grell, G. A.
2013-09-01
In this paper we consider an optimization problem applying the metaheuristic Firefly algorithm (FY) to weight an ensemble of rainfall forecasts from daily precipitation simulations with the Brazilian developments on the Regional Atmospheric Modeling System (BRAMS) over South America during January 2006. The method is addressed as a parameter estimation problem to weight the ensemble of precipitation forecasts carried out using different options of the convective parameterization scheme. Ensemble simulations were performed using different choices of closures, representing different formulations of dynamic control (the modulation of convection by the environment) in a deep convection scheme. The optimization problem is solved as an inverse problem of parameter estimation. The application and validation of the methodology is carried out using daily precipitation fields, defined over South America and obtained by merging remote sensing estimations with rain gauge observations. The quadratic difference between the model and observed data was used as the objective function to determine the best combination of the ensemble members to reproduce the observations. To reduce the model rainfall biases, the set of weights determined by the algorithm is used to weight members of an ensemble of model simulations in order to compute a new precipitation field that represents the observed precipitation as closely as possible. The validation of the methodology is carried out using classical statistical scores. The algorithm has produced the best combination of the weights, resulting in a new precipitation field closest to the observations.
Modeling, simulation, and estimation of optical turbulence
NASA Astrophysics Data System (ADS)
Formwalt, Byron Paul
This dissertation documents three new contributions to simulation and modeling of optical turbulence. The first contribution is the formalization, optimization, and validation of a modeling technique called successively conditioned rendering (SCR). The SCR technique is empirically validated by comparing the statistical error of random phase screens generated with the technique. The second contribution is the derivation of the covariance delineation theorem, which provides theoretical bounds on the error associated with SCR. It is shown empirically that the theoretical bound may be used to predict relative algorithm performance. Therefore, the covariance delineation theorem is a powerful tool for optimizing SCR algorithms. For the third contribution, we introduce a new method for passively estimating optical turbulence parameters, and demonstrate the method using experimental data. The technique was demonstrated experimentally, using a 100 m horizontal path at 1.25 m above sun-heated tarmac on a clear afternoon. For this experiment, we estimated C2n ≈ 6.01 · 10-9 m-23 , l0 ≈ 17.9 mm, and L0 ≈ 15.5 m.
SU-E-T-422: Fast Analytical Beamlet Optimization for Volumetric Intensity-Modulated Arc Therapy
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chan, Kenny S K; Lee, Louis K Y; Xing, L
2015-06-15
Purpose: To implement a fast optimization algorithm on CPU/GPU heterogeneous computing platform and to obtain an optimal fluence for a given target dose distribution from the pre-calculated beamlets in an analytical approach. Methods: The 2D target dose distribution was modeled as an n-dimensional vector and estimated by a linear combination of independent basis vectors. The basis set was composed of the pre-calculated beamlet dose distributions at every 6 degrees of gantry angle and the cost function was set as the magnitude square of the vector difference between the target and the estimated dose distribution. The optimal weighting of the basis,more » which corresponds to the optimal fluence, was obtained analytically by the least square method. Those basis vectors with a positive weighting were selected for entering into the next level of optimization. Totally, 7 levels of optimization were implemented in the study.Ten head-and-neck and ten prostate carcinoma cases were selected for the study and mapped to a round water phantom with a diameter of 20cm. The Matlab computation was performed in a heterogeneous programming environment with Intel i7 CPU and NVIDIA Geforce 840M GPU. Results: In all selected cases, the estimated dose distribution was in a good agreement with the given target dose distribution and their correlation coefficients were found to be in the range of 0.9992 to 0.9997. Their root-mean-square error was monotonically decreasing and converging after 7 cycles of optimization. The computation took only about 10 seconds and the optimal fluence maps at each gantry angle throughout an arc were quickly obtained. Conclusion: An analytical approach is derived for finding the optimal fluence for a given target dose distribution and a fast optimization algorithm implemented on the CPU/GPU heterogeneous computing environment greatly reduces the optimization time.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bent, Russell; Nagarajan, Harsha; Yamangil, Emre
2016-06-24
MICOT is a tool for optimizing and controlling infrastructure systems. In includes modules for optimizing the operations of an infrastructure structure (for example optimal dispatch), designing infrastructure systems, restoring infrastructures systems, resiliency, preparing for natural disasters, interdicting networks, state estimation, sensor placement, and simulation of infrastructure systems. It implements algorithms developed at LANL that have been published in the academic community. This is a release of the of resilient design module of the MICOT.
Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem
Stefanescu, Razvan; Schmidt, Kathleen; Hite, Jason; ...
2016-12-12
In this paper, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 × 180 m block of an urban center based on synthetic measurements. Radioactive decay and detection are Poisson random processes, so we employ likelihood functions based on this distribution. Owing to the domain geometry and the proposed response model, the negative logarithm of the likelihood is only piecewise continuous differentiable, and it has multiple local minima. To address these difficulties, we investigate three hybrid algorithms composed of mixed optimization techniques. For global optimization, we consider simulated annealing, particlemore » swarm, and genetic algorithm, which rely solely on objective function evaluations; that is, they do not evaluate the gradient in the objective function. By employing early stopping criteria for the global optimization methods, a pseudo-optimum point is obtained. This is subsequently utilized as the initial value by the deterministic implicit filtering method, which is able to find local extrema in non-smooth functions, to finish the search in a narrow domain. These new hybrid techniques, combining global optimization and implicit filtering address, difficulties associated with the non-smooth response, and their performances, are shown to significantly decrease the computational time over the global optimization methods. To quantify uncertainties associated with the source location and intensity, we employ the delayed rejection adaptive Metropolis and DiffeRential Evolution Adaptive Metropolis algorithms. Finally, marginal densities of the source properties are obtained, and the means of the chains compare accurately with the estimates produced by the hybrid algorithms.« less
A simple, remote, video based breathing monitor.
Regev, Nir; Wulich, Dov
2017-07-01
Breathing monitors have become the all-important cornerstone of a wide variety of commercial and personal safety applications, ranging from elderly care to baby monitoring. Many such monitors exist in the market, some, with vital signs monitoring capabilities, but none remote. This paper presents a simple, yet efficient, real time method of extracting the subject's breathing sinus rhythm. Points of interest are detected on the subject's body, and the corresponding optical flow is estimated and tracked using the well known Lucas-Kanade algorithm on a frame by frame basis. A generalized likelihood ratio test is then utilized on each of the many interest points to detect which is moving in harmonic fashion. Finally, a spectral estimation algorithm based on Pisarenko harmonic decomposition tracks the harmonic frequency in real time, and a fusion maximum likelihood algorithm optimally estimates the breathing rate using all points considered. The results show a maximal error of 1 BPM between the true breathing rate and the algorithm's calculated rate, based on experiments on two babies and three adults.
A combined reconstruction-classification method for diffuse optical tomography.
Hiltunen, P; Prince, S J D; Arridge, S
2009-11-07
We present a combined classification and reconstruction algorithm for diffuse optical tomography (DOT). DOT is a nonlinear ill-posed inverse problem. Therefore, some regularization is needed. We present a mixture of Gaussians prior, which regularizes the DOT reconstruction step. During each iteration, the parameters of a mixture model are estimated. These associate each reconstructed pixel with one of several classes based on the current estimate of the optical parameters. This classification is exploited to form a new prior distribution to regularize the reconstruction step and update the optical parameters. The algorithm can be described as an iteration between an optimization scheme with zeroth-order variable mean and variance Tikhonov regularization and an expectation-maximization scheme for estimation of the model parameters. We describe the algorithm in a general Bayesian framework. Results from simulated test cases and phantom measurements show that the algorithm enhances the contrast of the reconstructed images with good spatial accuracy. The probabilistic classifications of each image contain only a few misclassified pixels.
Online cross-validation-based ensemble learning.
Benkeser, David; Ju, Cheng; Lendle, Sam; van der Laan, Mark
2018-01-30
Online estimators update a current estimate with a new incoming batch of data without having to revisit past data thereby providing streaming estimates that are scalable to big data. We develop flexible, ensemble-based online estimators of an infinite-dimensional target parameter, such as a regression function, in the setting where data are generated sequentially by a common conditional data distribution given summary measures of the past. This setting encompasses a wide range of time-series models and, as special case, models for independent and identically distributed data. Our estimator considers a large library of candidate online estimators and uses online cross-validation to identify the algorithm with the best performance. We show that by basing estimates on the cross-validation-selected algorithm, we are asymptotically guaranteed to perform as well as the true, unknown best-performing algorithm. We provide extensions of this approach including online estimation of the optimal ensemble of candidate online estimators. We illustrate excellent performance of our methods using simulations and a real data example where we make streaming predictions of infectious disease incidence using data from a large database. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Pruning Neural Networks with Distribution Estimation Algorithms
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cantu-Paz, E
2003-01-15
This paper describes the application of four evolutionary algorithms to the pruning of neural networks used in classification problems. Besides of a simple genetic algorithm (GA), the paper considers three distribution estimation algorithms (DEAs): a compact GA, an extended compact GA, and the Bayesian Optimization Algorithm. The objective is to determine if the DEAs present advantages over the simple GA in terms of accuracy or speed in this problem. The experiments used a feed forward neural network trained with standard back propagation and public-domain and artificial data sets. The pruned networks seemed to have better or equal accuracy than themore » original fully-connected networks. Only in a few cases, pruning resulted in less accurate networks. We found few differences in the accuracy of the networks pruned by the four EAs, but found important differences in the execution time. The results suggest that a simple GA with a small population might be the best algorithm for pruning networks on the data sets we tested.« less
Approximate labeling via graph cuts based on linear programming.
Komodakis, Nikos; Tziritas, Georgios
2007-08-01
A new framework is presented for both understanding and developing graph-cut-based combinatorial algorithms suitable for the approximate optimization of a very wide class of Markov Random Fields (MRFs) that are frequently encountered in computer vision. The proposed framework utilizes tools from the duality theory of linear programming in order to provide an alternative and more general view of state-of-the-art techniques like the \\alpha-expansion algorithm, which is included merely as a special case. Moreover, contrary to \\alpha-expansion, the derived algorithms generate solutions with guaranteed optimality properties for a much wider class of problems, for example, even for MRFs with nonmetric potentials. In addition, they are capable of providing per-instance suboptimality bounds in all occasions, including discrete MRFs with an arbitrary potential function. These bounds prove to be very tight in practice (that is, very close to 1), which means that the resulting solutions are almost optimal. Our algorithms' effectiveness is demonstrated by presenting experimental results on a variety of low-level vision tasks, such as stereo matching, image restoration, image completion, and optical flow estimation, as well as on synthetic problems.
NASA Astrophysics Data System (ADS)
González, Diego; Botella, Guillermo; García, Carlos; Prieto, Manuel; Tirado, Francisco
2013-12-01
This contribution focuses on the optimization of matching-based motion estimation algorithms widely used for video coding standards using an Altera custom instruction-based paradigm and a combination of synchronous dynamic random access memory (SDRAM) with on-chip memory in Nios II processors. A complete profile of the algorithms is achieved before the optimization, which locates code leaks, and afterward, creates a custom instruction set, which is then added to the specific design, enhancing the original system. As well, every possible memory combination between on-chip memory and SDRAM has been tested to achieve the best performance. The final throughput of the complete designs are shown. This manuscript outlines a low-cost system, mapped using very large scale integration technology, which accelerates software algorithms by converting them into custom hardware logic blocks and showing the best combination between on-chip memory and SDRAM for the Nios II processor.
Differential sampling for fast frequency acquisition via adaptive extended least squares algorithm
NASA Technical Reports Server (NTRS)
Kumar, Rajendra
1987-01-01
This paper presents a differential signal model along with appropriate sampling techinques for least squares estimation of the frequency and frequency derivatives and possibly the phase and amplitude of a sinusoid received in the presence of noise. The proposed algorithm is recursive in mesurements and thus the computational requirement increases only linearly with the number of measurements. The dimension of the state vector in the proposed algorithm does not depend upon the number of measurements and is quite small, typically around four. This is an advantage when compared to previous algorithms wherein the dimension of the state vector increases monotonically with the product of the frequency uncertainty and the observation period. Such a computational simplification may possibly result in some loss of optimality. However, by applying the sampling techniques of the paper such a possible loss in optimality can made small.
Non-convex Statistical Optimization for Sparse Tensor Graphical Model
Sun, Wei; Wang, Zhaoran; Liu, Han; Cheng, Guang
2016-01-01
We consider the estimation of sparse graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. The penalized maximum likelihood estimation of this model involves minimizing a non-convex objective function. In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with the optimal statistical rate of convergence as well as consistent graph recovery. Notably, such an estimator achieves estimation consistency with only one tensor sample, which is unobserved in previous work. Our theoretical results are backed by thorough numerical studies. PMID:28316459
A Comparison of Hybrid Approaches for Turbofan Engine Gas Path Fault Diagnosis
NASA Astrophysics Data System (ADS)
Lu, Feng; Wang, Yafan; Huang, Jinquan; Wang, Qihang
2016-09-01
A hybrid diagnostic method utilizing Extended Kalman Filter (EKF) and Adaptive Genetic Algorithm (AGA) is presented for performance degradation estimation and sensor anomaly detection of turbofan engine. The EKF is used to estimate engine component performance degradation for gas path fault diagnosis. The AGA is introduced in the integrated architecture and applied for sensor bias detection. The contributions of this work are the comparisons of Kalman Filters (KF)-AGA algorithms and Neural Networks (NN)-AGA algorithms with a unified framework for gas path fault diagnosis. The NN needs to be trained off-line with a large number of prior fault mode data. When new fault mode occurs, estimation accuracy by the NN evidently decreases. However, the application of the Linearized Kalman Filter (LKF) and EKF will not be restricted in such case. The crossover factor and the mutation factor are adapted to the fitness function at each generation in the AGA, and it consumes less time to search for the optimal sensor bias value compared to the Genetic Algorithm (GA). In a word, we conclude that the hybrid EKF-AGA algorithm is the best choice for gas path fault diagnosis of turbofan engine among the algorithms discussed.
NASA Astrophysics Data System (ADS)
Murillo, Sergio; Pattichis, Marios; Soliz, Peter; Barriga, Simon; Loizou, C. P.; Pattichis, C. S.
2010-03-01
Motion estimation from digital video is an ill-posed problem that requires a regularization approach. Regularization introduces a smoothness constraint that can reduce the resolution of the velocity estimates. The problem is further complicated for ultrasound videos (US), where speckle noise levels can be significant. Motion estimation using optical flow models requires the modification of several parameters to satisfy the optical flow constraint as well as the level of imposed smoothness. Furthermore, except in simulations or mostly unrealistic cases, there is no ground truth to use for validating the velocity estimates. This problem is present in all real video sequences that are used as input to motion estimation algorithms. It is also an open problem in biomedical applications like motion analysis of US of carotid artery (CA) plaques. In this paper, we study the problem of obtaining reliable ultrasound video motion estimates for atherosclerotic plaques for use in clinical diagnosis. A global optimization framework for motion parameter optimization is presented. This framework uses actual carotid artery motions to provide optimal parameter values for a variety of motions and is tested on ten different US videos using two different motion estimation techniques.
Manual Optical Attitude Re-initialization of a Crew Vehicle in Space Using Bias Corrected Gyro Data
NASA Astrophysics Data System (ADS)
Gioia, Christopher J.
NASA and other space agencies have shown interest in sending humans on missions beyond low Earth orbit. Proposed is an algorithm that estimates the attitude of a manned spacecraft using measured line-of-sight (LOS) vectors to stars and gyroscope measurements. The Manual Optical Attitude Reinitialization (MOAR) algorithm and corresponding device draw inspiration from existing technology from the Gemini, Apollo and Space Shuttle programs. The improvement over these devices is the capability of estimating gyro bias completely independent from re-initializing attitude. It may be applied to the lost-in-space problem, where the spacecraft's attitude is unknown. In this work, a model was constructed that simulated gyro data using the Farrenkopf gyro model, and LOS measurements from a spotting scope were then computed from it. Using these simulated measurements, gyro bias was estimated by comparing measured interior star angles to those derived from a star catalog and then minimizing the difference using an optimization technique. Several optimization techniques were analyzed, and it was determined that the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm performed the best when combined with a grid search technique. Once estimated, the gyro bias was removed and attitude was determined by solving the Wahba Problem via the Singular Value Decomposition (SVD) approach. Several Monte Carlo simulations were performed that looked at different operating conditions for the MOAR algorithm. These included the effects of bias instability, using different constellations for data collection, sampling star measurements in different orders, and varying the time between measurements. A common method of estimating gyro bias and attitude in a Multiplicative Extended Kalman Filter (MEKF) was also explored and disproven for use in the MOAR algorithm. A prototype was also constructed to validate the proposed concepts. It was built using a simple spotting scope, MEMS grade IMU, and a Raspberry Pi computer. It was mounted on a tripod, used to target stars with the scope and measure the rotation between them using the IMU. The raw measurements were then post-processed using the MOAR algorithm, and attitude estimates were determined. Two different constellations---the Big Dipper and Orion---were used for experimental data collection. The results suggest that the novel method of estimating gyro bias independently from attitude in this document is credible for use onboard a spacecraft.
Merging Sounder and Imager Data for Improved Cloud Depiction on SNPP and JPSS.
NASA Astrophysics Data System (ADS)
Heidinger, A. K.; Holz, R.; Li, Y.; Platnick, S. E.; Wanzong, S.
2017-12-01
Under the NOAA GOES-R Algorithm Working Group (AWG) Program, NOAA supports the development of an Infrared (IR) Optimal Estimation (OE) Cloud Height Algorithm (ACHA). ACHA is an enterprise solution that supports many geostationary and polar orbiting imager sensors. ACHA is operational at NOAA on SNPP VIIRS and has been adopted as the cloud height algorithm for the NASA NPP Atmospheric Suite of products. Being an OE algorithm, ACHA is flexible and capable of using additional observations and constraints. We have modified ACHA to use sounder (CriS) observations to improve the cloud detection, typing and height estimation. Specifically, these improvements include retrievals in multi-layer scenarios and improved performance in polar regions. This presentation will describe the process for merging VIIRS and CrIS and a demonstration of the improvements.
NASA Astrophysics Data System (ADS)
Shoemaker, C. A.; Pang, M.; Akhtar, T.; Bindel, D.
2016-12-01
New parallel surrogate global optimization algorithms are developed and applied to objective functions that are expensive simulations (possibly with multiple local minima). The algorithms can be applied to most geophysical simulations, including those with nonlinear partial differential equations. The optimization does not require simulations be parallelized. Asynchronous (and synchronous) parallel execution is available in the optimization toolbox "pySOT". The parallel algorithms are modified from serial to eliminate fine grained parallelism. The optimization is computed with open source software pySOT, a Surrogate Global Optimization Toolbox that allows user to pick the type of surrogate (or ensembles), the search procedure on surrogate, and the type of parallelism (synchronous or asynchronous). pySOT also allows the user to develop new algorithms by modifying parts of the code. In the applications here, the objective function takes up to 30 minutes for one simulation, and serial optimization can take over 200 hours. Results from Yellowstone (NSF) and NCSS (Singapore) supercomputers are given for groundwater contaminant hydrology simulations with applications to model parameter estimation and decontamination management. All results are compared with alternatives. The first results are for optimization of pumping at many wells to reduce cost for decontamination of groundwater at a superfund site. The optimization runs with up to 128 processors. Superlinear speed up is obtained for up to 16 processors, and efficiency with 64 processors is over 80%. Each evaluation of the objective function requires the solution of nonlinear partial differential equations to describe the impact of spatially distributed pumping and model parameters on model predictions for the spatial and temporal distribution of groundwater contaminants. The second application uses an asynchronous parallel global optimization for groundwater quality model calibration. The time for a single objective function evaluation varies unpredictably, so efficiency is improved with asynchronous parallel calculations to improve load balancing. The third application (done at NCSS) incorporates new global surrogate multi-objective parallel search algorithms into pySOT and applies it to a large watershed calibration problem.
Phase retrieval from intensity-only data by relative entropy minimization.
Deming, Ross W
2007-11-01
A recursive algorithm, which appears to be new, is presented for estimating the amplitude and phase of a wave field from intensity-only measurements on two or more scan planes at different axial positions. The problem is framed as a nonlinear optimization, in which the angular spectrum of the complex field model is adjusted in order to minimize the relative entropy, or Kullback-Leibler divergence, between the measured and reconstructed intensities. The most common approach to this so-called phase retrieval problem is a variation of the well-known Gerchberg-Saxton algorithm devised by Misell (J. Phys. D6, L6, 1973), which is efficient and extremely simple to implement. The new algorithm has a computational structure that is very similar to Misell's approach, despite the fundamental difference in the optimization criteria used for each. Based upon results from noisy simulated data, the new algorithm appears to be more robust than Misell's approach and to produce better results from low signal-to-noise ratio data. The convergence of the new algorithm is examined.
An NN-Based SRD Decomposition Algorithm and Its Application in Nonlinear Compensation
Yan, Honghang; Deng, Fang; Sun, Jian; Chen, Jie
2014-01-01
In this study, a neural network-based square root of descending (SRD) order decomposition algorithm for compensating for nonlinear data generated by sensors is presented. The study aims at exploring the optimized decomposition of data 1.00,0.00,0.00 and minimizing the computational complexity and memory space of the training process. A linear decomposition algorithm, which automatically finds the optimal decomposition of N subparts and reduces the training time to 1N and memory cost to 1N, has been implemented on nonlinear data obtained from an encoder. Particular focus is given to the theoretical access of estimating the numbers of hidden nodes and the precision of varying the decomposition method. Numerical experiments are designed to evaluate the effect of this algorithm. Moreover, a designed device for angular sensor calibration is presented. We conduct an experiment that samples the data of an encoder and compensates for the nonlinearity of the encoder to testify this novel algorithm. PMID:25232912
Hong, Xia
2006-07-01
In this letter, a Box-Cox transformation-based radial basis function (RBF) neural network is introduced using the RBF neural network to represent the transformed system output. Initially a fixed and moderate sized RBF model base is derived based on a rank revealing orthogonal matrix triangularization (QR decomposition). Then a new fast identification algorithm is introduced using Gauss-Newton algorithm to derive the required Box-Cox transformation, based on a maximum likelihood estimator. The main contribution of this letter is to explore the special structure of the proposed RBF neural network for computational efficiency by utilizing the inverse of matrix block decomposition lemma. Finally, the Box-Cox transformation-based RBF neural network, with good generalization and sparsity, is identified based on the derived optimal Box-Cox transformation and a D-optimality-based orthogonal forward regression algorithm. The proposed algorithm and its efficacy are demonstrated with an illustrative example in comparison with support vector machine regression.
NASA Astrophysics Data System (ADS)
Wang, Ershen; Jia, Chaoying; Tong, Gang; Qu, Pingping; Lan, Xiaoyu; Pang, Tao
2018-03-01
The receiver autonomous integrity monitoring (RAIM) is one of the most important parts in an avionic navigation system. Two problems need to be addressed to improve this system, namely, the degeneracy phenomenon and lack of samples for the standard particle filter (PF). However, the number of samples cannot adequately express the real distribution of the probability density function (i.e., sample impoverishment). This study presents a GPS receiver autonomous integrity monitoring (RAIM) method based on a chaos particle swarm optimization particle filter (CPSO-PF) algorithm with a log likelihood ratio. The chaos sequence generates a set of chaotic variables, which are mapped to the interval of optimization variables to improve particle quality. This chaos perturbation overcomes the potential for the search to become trapped in a local optimum in the particle swarm optimization (PSO) algorithm. Test statistics are configured based on a likelihood ratio, and satellite fault detection is then conducted by checking the consistency between the state estimate of the main PF and those of the auxiliary PFs. Based on GPS data, the experimental results demonstrate that the proposed algorithm can effectively detect and isolate satellite faults under conditions of non-Gaussian measurement noise. Moreover, the performance of the proposed novel method is better than that of RAIM based on the PF or PSO-PF algorithm.
Heuristic-based scheduling algorithm for high level synthesis
NASA Technical Reports Server (NTRS)
Mohamed, Gulam; Tan, Han-Ngee; Chng, Chew-Lye
1992-01-01
A new scheduling algorithm is proposed which uses a combination of a resource utilization chart, a heuristic algorithm to estimate the minimum number of hardware units based on operator mobilities, and a list-scheduling technique to achieve fast and near optimal schedules. The schedule time of this algorithm is almost independent of the length of mobilities of operators as can be seen from the benchmark example (fifth order digital elliptical wave filter) presented when the cycle time was increased from 17 to 18 and then to 21 cycles. It is implemented in C on a SUN3/60 workstation.
NASA Astrophysics Data System (ADS)
Tartakovsky, A.; Tong, M.; Brown, A. P.; Agh, C.
2013-09-01
We develop efficient spatiotemporal image processing algorithms for rejection of non-stationary clutter and tracking of multiple dim objects using non-linear track-before-detect methods. For clutter suppression, we include an innovative image alignment (registration) algorithm. The images are assumed to contain elements of the same scene, but taken at different angles, from different locations, and at different times, with substantial clutter non-stationarity. These challenges are typical for space-based and surface-based IR/EO moving sensors, e.g., highly elliptical orbit or low earth orbit scenarios. The algorithm assumes that the images are related via a planar homography, also known as the projective transformation. The parameters are estimated in an iterative manner, at each step adjusting the parameter vector so as to achieve improved alignment of the images. Operating in the parameter space rather than in the coordinate space is a new idea, which makes the algorithm more robust with respect to noise as well as to large inter-frame disturbances, while operating at real-time rates. For dim object tracking, we include new advancements to a particle non-linear filtering-based track-before-detect (TrbD) algorithm. The new TrbD algorithm includes both real-time full image search for resolved objects not yet in track and joint super-resolution and tracking of individual objects in closely spaced object (CSO) clusters. The real-time full image search provides near-optimal detection and tracking of multiple extremely dim, maneuvering objects/clusters. The super-resolution and tracking CSO TrbD algorithm provides efficient near-optimal estimation of the number of unresolved objects in a CSO cluster, as well as the locations, velocities, accelerations, and intensities of the individual objects. We demonstrate that the algorithm is able to accurately estimate the number of CSO objects and their locations when the initial uncertainty on the number of objects is large. We demonstrate performance of the TrbD algorithm both for satellite-based and surface-based EO/IR surveillance scenarios.
Earth resources data analysis program, phase 2
NASA Technical Reports Server (NTRS)
1974-01-01
The efforts and findings of the Earth Resources Data Analysis Program are summarized. Results of a detailed study of the needs of EOD with respect to an applications development system (ADS) for the analysis of remotely sensed data, including an evaluation of four existing systems with respect to these needs are described. Recommendations as to possible courses for EOD to follow to obtain a viable ADS are presented. Algorithmic development comprised of several subtasks is discussed. These subtasks include the following: (1) two algorithms for multivariate density estimation; (2) a data smoothing algorithm; (3) a method for optimally estimating prior probabilities of unclassified data; and (4) further applications of the modified Cholesky decomposition in various calculations. Little effort was expended on task 3, however, two reports were reviewed.
NASA Astrophysics Data System (ADS)
Cao, Y.; Cervone, G.; Barkley, Z.; Lauvaux, T.; Deng, A.; Miles, N.; Richardson, S.
2016-12-01
Fugitive methane emission rates for the Marcellus shale area are estimated using a genetic algorithm that finds optimal weights to minimize the error between simulated and observed concentrations. The overall goal is to understand the relative contribution of methane due to Shale gas extraction. Methane sensors were installed on four towers located in northeastern Pennsylvania to measure atmospheric concentrations since May 2015. Inverse Lagrangian dispersion model runs are performed from each of these tower locations for each hour of 2015. Simulated methane concentrations at each of the four towers are computed by multiplying the resulting footprints from the atmospheric simulations by thousands of emission sources grouped into 11 classes. The emission sources were identified using GIS techniques, and include conventional and unconventional wells, different types of compressor stations, pipelines, landfills, farming and wetlands. Initial estimates for each source are calculated based on emission factors from EPA and few regional studies. A genetic algorithm is then used to identify optimal emission rates for the 11 classes of methane emissions and to explore extreme events and spatial and temporal structures in the emissions associated with natural gas activities.
Compression of strings with approximate repeats.
Allison, L; Edgoose, T; Dix, T I
1998-01-01
We describe a model for strings of characters that is loosely based on the Lempel Ziv model with the addition that a repeated substring can be an approximate match to the original substring; this is close to the situation of DNA, for example. Typically there are many explanations for a given string under the model, some optimal and many suboptimal. Rather than commit to one optimal explanation, we sum the probabilities over all explanations under the model because this gives the probability of the data under the model. The model has a small number of parameters and these can be estimated from the given string by an expectation-maximization (EM) algorithm. Each iteration of the EM algorithm takes O(n2) time and a few iterations are typically sufficient. O(n2) complexity is impractical for strings of more than a few tens of thousands of characters and a faster approximation algorithm is also given. The model is further extended to include approximate reverse complementary repeats when analyzing DNA strings. Tests include the recovery of parameter estimates from known sources and applications to real DNA strings.
Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude
NASA Technical Reports Server (NTRS)
Sedlak, J.
1994-01-01
Given a valid system model and adequate observability, a Kalman filter will converge toward the true system state with error statistics given by the estimated error covariance matrix. The errors generally do not continue to decrease. Rather, a balance is reached between the gain of information from new measurements and the loss of information during propagation. The errors can be further reduced, however, by a second pass through the data with an optimal smoother. This algorithm obtains the optimally weighted average of forward and backward propagating Kalman filters. It roughly halves the error covariance by including future as well as past measurements in each estimate. This paper investigates whether such benefits actually accrue in the application of an optimal smoother to spacecraft attitude determination. Tests are performed both with actual spacecraft data from the Extreme Ultraviolet Explorer (EUVE) and with simulated data for which the true state vector and noise statistics are exactly known.
Optimal two-phase sampling design for comparing accuracies of two binary classification rules.
Xu, Huiping; Hui, Siu L; Grannis, Shaun
2014-02-10
In this paper, we consider the design for comparing the performance of two binary classification rules, for example, two record linkage algorithms or two screening tests. Statistical methods are well developed for comparing these accuracy measures when the gold standard is available for every unit in the sample, or in a two-phase study when the gold standard is ascertained only in the second phase in a subsample using a fixed sampling scheme. However, these methods do not attempt to optimize the sampling scheme to minimize the variance of the estimators of interest. In comparing the performance of two classification rules, the parameters of primary interest are the difference in sensitivities, specificities, and positive predictive values. We derived the analytic variance formulas for these parameter estimates and used them to obtain the optimal sampling design. The efficiency of the optimal sampling design is evaluated through an empirical investigation that compares the optimal sampling with simple random sampling and with proportional allocation. Results of the empirical study show that the optimal sampling design is similar for estimating the difference in sensitivities and in specificities, and both achieve a substantial amount of variance reduction with an over-sample of subjects with discordant results and under-sample of subjects with concordant results. A heuristic rule is recommended when there is no prior knowledge of individual sensitivities and specificities, or the prevalence of the true positive findings in the study population. The optimal sampling is applied to a real-world example in record linkage to evaluate the difference in classification accuracy of two matching algorithms. Copyright © 2013 John Wiley & Sons, Ltd.
Optimal Attack Strategies Subject to Detection Constraints Against Cyber-Physical Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Yuan; Kar, Soummya; Moura, Jose M. F.
This paper studies an attacker against a cyberphysical system (CPS) whose goal is to move the state of a CPS to a target state while ensuring that his or her probability of being detected does not exceed a given bound. The attacker’s probability of being detected is related to the nonnegative bias induced by his or her attack on the CPS’s detection statistic. We formulate a linear quadratic cost function that captures the attacker’s control goal and establish constraints on the induced bias that reflect the attacker’s detection-avoidance objectives. When the attacker is constrained to be detected at the false-alarmmore » rate of the detector, we show that the optimal attack strategy reduces to a linear feedback of the attacker’s state estimate. In the case that the attacker’s bias is upper bounded by a positive constant, we provide two algorithms – an optimal algorithm and a sub-optimal, less computationally intensive algorithm – to find suitable attack sequences. Lastly, we illustrate our attack strategies in numerical examples based on a remotely-controlled helicopter under attack.« less
Peak Seeking Control for Reduced Fuel Consumption with Preliminary Flight Test Results
NASA Technical Reports Server (NTRS)
Brown, Nelson
2012-01-01
The Environmentally Responsible Aviation project seeks to accomplish the simultaneous reduction of fuel burn, noise, and emissions. A project at NASA Dryden Flight Research Center is contributing to ERAs goals by exploring the practical application of real-time trim configuration optimization for enhanced performance and reduced fuel consumption. This peak-seeking control approach is based on Newton-Raphson algorithm using a time-varying Kalman filter to estimate the gradient of the performance function. In real-time operation, deflection of symmetric ailerons, trailing-edge flaps, and leading-edge flaps of a modified F-18 are directly optimized, and the horizontal stabilators and angle of attack are indirectly optimized. Preliminary results from three research flights are presented herein. The optimization system found a trim configuration that required approximately 3.5% less fuel flow than the baseline trim at the given flight condition. The algorithm consistently rediscovered the solution from several initial conditions. These preliminary results show the algorithm has good performance and is expected to show similar results at other flight conditions and aircraft configurations.
Optimal Attack Strategies Subject to Detection Constraints Against Cyber-Physical Systems
Chen, Yuan; Kar, Soummya; Moura, Jose M. F.
2017-03-31
This paper studies an attacker against a cyberphysical system (CPS) whose goal is to move the state of a CPS to a target state while ensuring that his or her probability of being detected does not exceed a given bound. The attacker’s probability of being detected is related to the nonnegative bias induced by his or her attack on the CPS’s detection statistic. We formulate a linear quadratic cost function that captures the attacker’s control goal and establish constraints on the induced bias that reflect the attacker’s detection-avoidance objectives. When the attacker is constrained to be detected at the false-alarmmore » rate of the detector, we show that the optimal attack strategy reduces to a linear feedback of the attacker’s state estimate. In the case that the attacker’s bias is upper bounded by a positive constant, we provide two algorithms – an optimal algorithm and a sub-optimal, less computationally intensive algorithm – to find suitable attack sequences. Lastly, we illustrate our attack strategies in numerical examples based on a remotely-controlled helicopter under attack.« less
NASA Astrophysics Data System (ADS)
Wurl, D.; Grainger, R. G.; McDonald, A. J.; Deshler, T.
2010-05-01
Stratospheric aerosol particles under non-volcanic conditions are typically smaller than 0.1 μm. Due to fundamental limitations of the scattering theory in the Rayleigh limit, these tiny particles are hard to measure by satellite instruments. As a consequence, current estimates of global aerosol properties retrieved from spectral aerosol extinction measurements tend to be strongly biased. Aerosol surface area densities, for instance, are observed to be about 40% smaller than those derived from correlative in situ measurements (Deshler et al., 2003). An accurate knowledge of the global distribution of aerosol properties is, however, essential to better understand and quantify the role they play in atmospheric chemistry, dynamics, radiation and climate. To address this need a new retrieval algorithm was developed, which employs a nonlinear Optimal Estimation (OE) method to iteratively solve for the monomodal size distribution parameters which are statistically most consistent with both the satellite-measured multi-wavelength aerosol extinction data and a priori information. By thus combining spectral extinction measurements (at visible to near infrared wavelengths) with prior knowledge of aerosol properties at background level, even the smallest particles are taken into account which are practically invisible to optical remote sensing instruments. The performance of the OE retrieval algorithm was assessed based on synthetic spectral extinction data generated from both monomodal and small-mode-dominant bimodal sulphuric acid aerosol size distributions. For monomodal background aerosol, the new algorithm was shown to fairly accurately retrieve the particle sizes and associated integrated properties (surface area and volume densities), even in the presence of large extinction uncertainty. The associated retrieved uncertainties are a good estimate of the true errors. In the case of bimodal background aerosol, where the retrieved (monomodal) size distributions naturally differ from the correct bimodal values, the associated surface area (A) and volume densities (V) are, nevertheless, fairly accurately retrieved, except at values larger than 1.0 μm2 cm-3 (A) and 0.05 μm3 cm-3 (V), where they tend to underestimate the true bimodal values. Due to the limited information content in the SAGE II spectral extinction measurements this kind of forward model error cannot be avoided here. Nevertheless, the retrieved uncertainties are a good estimate of the true errors in the retrieved integrated properties, except where the surface area density exceeds the 1.0 μm2 cm-3 threshold. When applied to near-global SAGE II satellite extinction measured in 1999 the retrieved OE surface area and volume densities are observed to be larger by, respectively, 20-50% and 10-40% compared to those estimates obtained by the SAGE~II operational retrieval algorithm. An examination of the OE algorithm biases with in situ data indicates that the new OE aerosol property estimates tend to be more realistic than previous estimates obtained from remotely sensed data through other retrieval techniques. Based on the results of this study we therefore suggest that the new Optimal Estimation retrieval algorithm is able to contribute to an advancement in aerosol research by considerably improving current estimates of aerosol properties in the lower stratosphere under low aerosol loading conditions.
NASA Astrophysics Data System (ADS)
Saouane, I.; Chaker, A.; Zaidi, B.; Shekhar, C.
2017-03-01
This paper describes the mathematical model used to determine the amount of solar radiation received on an inclined solar photovoltaic panel. The optimum slope angles for each month, season, and year have also been calculated for a solar photovoltaic panel. The optimization of the procedure to maximize the solar energy collected by the solar panel by varying the tilt angle is also presented. As a first step, the global solar radiation on the horizontal surface of a thermal photovoltaic panel during clear sky is estimated. Thereafter, the Muneer model, which provides the most accurate estimation of the total solar radiation at a given geographical point has been used to determine the optimum collector slope. Also, the Ant Colony Optimization (ACO) algorithm was applied to obtain the optimum tilt angle settings for PV collector to improve the PV collector efficiency. The results show good agreement between calculated and predicted results. Additionally, this paper presents studies carried out on the polycrystalline silicon solar panels for electrical energy generation in the city of Ghardaia. The electrical energy generation has been studied as a function of amount of irradiation received and the angle of optimum orientation of the solar panels.
NASA Astrophysics Data System (ADS)
Zhao, Liang; Huang, Shoudong; Dissanayake, Gamini
2018-07-01
This paper presents a novel hierarchical approach to solving structure-from-motion (SFM) problems. The algorithm begins with small local reconstructions based on nonlinear bundle adjustment (BA). These are then joined in a hierarchical manner using a strategy that requires solving a linear least squares optimization problem followed by a nonlinear transform. The algorithm can handle ordered monocular and stereo image sequences. Two stereo images or three monocular images are adequate for building each initial reconstruction. The bulk of the computation involves solving a linear least squares problem and, therefore, the proposed algorithm avoids three major issues associated with most of the nonlinear optimization algorithms currently used for SFM: the need for a reasonably accurate initial estimate, the need for iterations, and the possibility of being trapped in a local minimum. Also, by summarizing all the original observations into the small local reconstructions with associated information matrices, the proposed Linear SFM manages to preserve all the information contained in the observations. The paper also demonstrates that the proposed problem formulation results in a sparse structure that leads to an efficient numerical implementation. The experimental results using publicly available datasets show that the proposed algorithm yields solutions that are very close to those obtained using a global BA starting with an accurate initial estimate. The C/C++ source code of the proposed algorithm is publicly available at https://github.com/LiangZhaoPKUImperial/LinearSFM.
Dai, Shengfa; Wei, Qingguo
2017-01-01
Common spatial pattern algorithm is widely used to estimate spatial filters in motor imagery based brain-computer interfaces. However, use of a large number of channels will make common spatial pattern tend to over-fitting and the classification of electroencephalographic signals time-consuming. To overcome these problems, it is necessary to choose an optimal subset of the whole channels to save computational time and improve the classification accuracy. In this paper, a novel method named backtracking search optimization algorithm is proposed to automatically select the optimal channel set for common spatial pattern. Each individual in the population is a N-dimensional vector, with each component representing one channel. A population of binary codes generate randomly in the beginning, and then channels are selected according to the evolution of these codes. The number and positions of 1's in the code denote the number and positions of chosen channels. The objective function of backtracking search optimization algorithm is defined as the combination of classification error rate and relative number of channels. Experimental results suggest that higher classification accuracy can be achieved with much fewer channels compared to standard common spatial pattern with whole channels.
Optimization of the coherence function estimation for multi-core central processing unit
NASA Astrophysics Data System (ADS)
Cheremnov, A. G.; Faerman, V. A.; Avramchuk, V. S.
2017-02-01
The paper considers use of parallel processing on multi-core central processing unit for optimization of the coherence function evaluation arising in digital signal processing. Coherence function along with other methods of spectral analysis is commonly used for vibration diagnosis of rotating machinery and its particular nodes. An algorithm is given for the function evaluation for signals represented with digital samples. The algorithm is analyzed for its software implementation and computational problems. Optimization measures are described, including algorithmic, architecture and compiler optimization, their results are assessed for multi-core processors from different manufacturers. Thus, speeding-up of the parallel execution with respect to sequential execution was studied and results are presented for Intel Core i7-4720HQ и AMD FX-9590 processors. The results show comparatively high efficiency of the optimization measures taken. In particular, acceleration indicators and average CPU utilization have been significantly improved, showing high degree of parallelism of the constructed calculating functions. The developed software underwent state registration and will be used as a part of a software and hardware solution for rotating machinery fault diagnosis and pipeline leak location with acoustic correlation method.
Optimization of the ANFIS using a genetic algorithm for physical work rate classification.
Habibi, Ehsanollah; Salehi, Mina; Yadegarfar, Ghasem; Taheri, Ali
2018-03-13
Recently, a new method was proposed for physical work rate classification based on an adaptive neuro-fuzzy inference system (ANFIS). This study aims to present a genetic algorithm (GA)-optimized ANFIS model for a highly accurate classification of physical work rate. Thirty healthy men participated in this study. Directly measured heart rate and oxygen consumption of the participants in the laboratory were used for training the ANFIS classifier model in MATLAB version 8.0.0 using a hybrid algorithm. A similar process was done using the GA as an optimization technique. The accuracy, sensitivity and specificity of the ANFIS classifier model were increased successfully. The mean accuracy of the model was increased from 92.95 to 97.92%. Also, the calculated root mean square error of the model was reduced from 5.4186 to 3.1882. The maximum estimation error of the optimized ANFIS during the network testing process was ± 5%. The GA can be effectively used for ANFIS optimization and leads to an accurate classification of physical work rate. In addition to high accuracy, simple implementation and inter-individual variability consideration are two other advantages of the presented model.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Paul, P.; Bhattacharyya, D.; Turton, R.
2012-01-01
Future integrated gasification combined cycle (IGCC) power plants with CO{sub 2} capture will face stricter operational and environmental constraints. Accurate values of relevant states/outputs/disturbances are needed to satisfy these constraints and to maximize the operational efficiency. Unfortunately, a number of these process variables cannot be measured while a number of them can be measured, but have low precision, reliability, or signal-to-noise ratio. In this work, a sensor placement (SP) algorithm is developed for optimal selection of sensor location, number, and type that can maximize the plant efficiency and result in a desired precision of the relevant measured/unmeasured states. In thismore » work, an SP algorithm is developed for an selective, dual-stage Selexol-based acid gas removal (AGR) unit for an IGCC plant with pre-combustion CO{sub 2} capture. A comprehensive nonlinear dynamic model of the AGR unit is developed in Aspen Plus Dynamics® (APD) and used to generate a linear state-space model that is used in the SP algorithm. The SP algorithm is developed with the assumption that an optimal Kalman filter will be implemented in the plant for state and disturbance estimation. The algorithm is developed assuming steady-state Kalman filtering and steady-state operation of the plant. The control system is considered to operate based on the estimated states and thereby, captures the effects of the SP algorithm on the overall plant efficiency. The optimization problem is solved by Genetic Algorithm (GA) considering both linear and nonlinear equality and inequality constraints. Due to the very large number of candidate sets available for sensor placement and because of the long time that it takes to solve the constrained optimization problem that includes more than 1000 states, solution of this problem is computationally expensive. For reducing the computation time, parallel computing is performed using the Distributed Computing Server (DCS®) and the Parallel Computing® toolbox from Mathworks®. In this presentation, we will share our experience in setting up parallel computing using GA in the MATLAB® environment and present the overall approach for achieving higher computational efficiency in this framework.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Paul, P.; Bhattacharyya, D.; Turton, R.
2012-01-01
Future integrated gasification combined cycle (IGCC) power plants with CO{sub 2} capture will face stricter operational and environmental constraints. Accurate values of relevant states/outputs/disturbances are needed to satisfy these constraints and to maximize the operational efficiency. Unfortunately, a number of these process variables cannot be measured while a number of them can be measured, but have low precision, reliability, or signal-to-noise ratio. In this work, a sensor placement (SP) algorithm is developed for optimal selection of sensor location, number, and type that can maximize the plant efficiency and result in a desired precision of the relevant measured/unmeasured states. In thismore » work, an SP algorithm is developed for an selective, dual-stage Selexol-based acid gas removal (AGR) unit for an IGCC plant with pre-combustion CO{sub 2} capture. A comprehensive nonlinear dynamic model of the AGR unit is developed in Aspen Plus Dynamics® (APD) and used to generate a linear state-space model that is used in the SP algorithm. The SP algorithm is developed with the assumption that an optimal Kalman filter will be implemented in the plant for state and disturbance estimation. The algorithm is developed assuming steady-state Kalman filtering and steady-state operation of the plant. The control system is considered to operate based on the estimated states and thereby, captures the effects of the SP algorithm on the overall plant efficiency. The optimization problem is solved by Genetic Algorithm (GA) considering both linear and nonlinear equality and inequality constraints. Due to the very large number of candidate sets available for sensor placement and because of the long time that it takes to solve the constrained optimization problem that includes more than 1000 states, solution of this problem is computationally expensive. For reducing the computation time, parallel computing is performed using the Distributed Computing Server (DCS®) and the Parallel Computing® toolbox from Mathworks®. In this presentation, we will share our experience in setting up parallel computing using GA in the MATLAB® environment and present the overall approach for achieving higher computational efficiency in this framework.« less
Multisource passive acoustic tracking: an application of random finite set data fusion
NASA Astrophysics Data System (ADS)
Ali, Andreas M.; Hudson, Ralph E.; Lorenzelli, Flavio; Yao, Kung
2010-04-01
Multisource passive acoustic tracking is useful in animal bio-behavioral study by replacing or enhancing human involvement during and after field data collection. Multiple simultaneous vocalizations are a common occurrence in a forest or a jungle, where many species are encountered. Given a set of nodes that are capable of producing multiple direction-of-arrivals (DOAs), such data needs to be combined into meaningful estimates. Random Finite Set provides the mathematical probabilistic model, which is suitable for analysis and optimal estimation algorithm synthesis. Then the proposed algorithm has been verified using a simulation and a controlled test experiment.
Optimal multi-type sensor placement for response and excitation reconstruction
NASA Astrophysics Data System (ADS)
Zhang, C. D.; Xu, Y. L.
2016-01-01
The need to perform dynamic response reconstruction always arises as the measurement of structural response is often limited to a few locations, especially for a large civil structure. Besides, it is usually very difficult, if not impossible, to measure external excitations under the operation condition of a structure. This study presents an algorithm for optimal placement of multi-type sensors, including strain gauges, displacement transducers and accelerometers, for the best reconstruction of responses of key structural components where there are no sensors installed and the best estimation of external excitations acting on the structure at the same time. The algorithm is developed in the framework of Kalman filter with unknown excitation, in which minimum-variance unbiased estimates of the generalized state of the structure and the external excitations are obtained by virtue of limited sensor measurements. The structural responses of key locations without sensors can then be reconstructed with the estimated generalized state and excitation. The asymptotic stability feature of the filter is utilized for optimal sensor placement. The number and spatial location of the multi-type sensors are determined by adding the optimal sensor which gains the maximal reduction of the estimation error of reconstructed responses. For the given mode number in response reconstruction and the given locations of external excitations, the optimal multi-sensor placement achieved by the proposed method is independent of the type and time evolution of external excitation. A simply-supported overhanging steel beam under multiple types of excitation is numerically studied to demonstrate the feasibility and superiority of the proposed method, and the experimental work is then carried out to testify the effectiveness of the proposed method.
Detecting an atomic clock frequency anomaly using an adaptive Kalman filter algorithm
NASA Astrophysics Data System (ADS)
Song, Huijie; Dong, Shaowu; Wu, Wenjun; Jiang, Meng; Wang, Weixiong
2018-06-01
The abnormal frequencies of an atomic clock mainly include frequency jump and frequency drift jump. Atomic clock frequency anomaly detection is a key technique in time-keeping. The Kalman filter algorithm, as a linear optimal algorithm, has been widely used in real-time detection for abnormal frequency. In order to obtain an optimal state estimation, the observation model and dynamic model of the Kalman filter algorithm should satisfy Gaussian white noise conditions. The detection performance is degraded if anomalies affect the observation model or dynamic model. The idea of the adaptive Kalman filter algorithm, applied to clock frequency anomaly detection, uses the residuals given by the prediction for building ‘an adaptive factor’ the prediction state covariance matrix is real-time corrected by the adaptive factor. The results show that the model error is reduced and the detection performance is improved. The effectiveness of the algorithm is verified by the frequency jump simulation, the frequency drift jump simulation and the measured data of the atomic clock by using the chi-square test.
Space Shuttle propulsion parameter estimation using optimal estimation techniques
NASA Technical Reports Server (NTRS)
1983-01-01
This fourth monthly progress report again contains corrections and additions to the previously submitted reports. The additions include a simplified SRB model that is directly incorporated into the estimation algorithm and provides the required partial derivatives. The resulting partial derivatives are analytical rather than numerical as would be the case using the SOBER routines. The filter and smoother routine developments have continued. These routines are being checked out.
Evaluation of the MV (CAPON) Coherent Doppler Lidar Velocity Estimator
NASA Technical Reports Server (NTRS)
Lottman, B.; Frehlich, R.
1997-01-01
The performance of the CAPON velocity estimator for coherent Doppler lidar is determined for typical space-based and ground-based parameter regimes. Optimal input parameters for the algorithm were determined for each regime. For weak signals, performance is described by the standard deviation of the good estimates and the fraction of outliers. For strong signals, the fraction of outliers is zero. Numerical effort was also determined.
NASA Astrophysics Data System (ADS)
Potters, M. G.; Bombois, X.; Mansoori, M.; Hof, Paul M. J. Van den
2016-08-01
Estimation of physical parameters in dynamical systems driven by linear partial differential equations is an important problem. In this paper, we introduce the least costly experiment design framework for these systems. It enables parameter estimation with an accuracy that is specified by the experimenter prior to the identification experiment, while at the same time minimising the cost of the experiment. We show how to adapt the classical framework for these systems and take into account scaling and stability issues. We also introduce a progressive subdivision algorithm that further generalises the experiment design framework in the sense that it returns the lowest cost by finding the optimal input signal, and optimal sensor and actuator locations. Our methodology is then applied to a relevant problem in heat transfer studies: estimation of conductivity and diffusivity parameters in front-face experiments. We find good correspondence between numerical and theoretical results.
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.
NASA Technical Reports Server (NTRS)
Robertson, Franklin R.; Fitzjarrald, Dan E.; Kummerow, Christian D.; Arnold, James E. (Technical Monitor)
2002-01-01
Considerable uncertainty surrounds the issue of whether precipitation over the tropical oceans (30 deg N/S) systematically changes with interannual sea-surface temperature (SST) anomalies that accompany El Nino (warm) and La Nina (cold) events. Time series of rainfall estimates from the Tropical Rainfall Measuring Mission (TRMM Precipitation Radar (PR) over the tropical oceans show marked differences with estimates from two TRMM Microwave Imager (TMI) passive microwave algorithms. We show that path-integrated attenuation derived from the effects of precipitation on the radar return from the ocean surface exhibits interannual variability that agrees closely with the TMI time series. Further analysis of the frequency distribution of PR (2A25 product) rain rates suggests that the algorithm incorporates the attenuation measurement in a very conservative fashion so as to optimize the instantaneous rain rates. Such an optimization appears to come at the expense of monitoring interannual climate variability.
Numerical optimization in Hilbert space using inexact function and gradient evaluations
NASA Technical Reports Server (NTRS)
Carter, Richard G.
1989-01-01
Trust region algorithms provide a robust iterative technique for solving non-convex unstrained optimization problems, but in many instances it is prohibitively expensive to compute high accuracy function and gradient values for the method. Of particular interest are inverse and parameter estimation problems, since function and gradient evaluations involve numerically solving large systems of differential equations. A global convergence theory is presented for trust region algorithms in which neither function nor gradient values are known exactly. The theory is formulated in a Hilbert space setting so that it can be applied to variational problems as well as the finite dimensional problems normally seen in trust region literature. The conditions concerning allowable error are remarkably relaxed: relative errors in the gradient error condition is automatically satisfied if the error is orthogonal to the gradient approximation. A technique for estimating gradient error and improving the approximation is also presented.
Development of adaptive observation strategy using retrospective optimal interpolation
NASA Astrophysics Data System (ADS)
Noh, N.; Kim, S.; Song, H.; Lim, G.
2011-12-01
Retrospective optimal interpolation (ROI) is a method that is used to minimize cost functions with multiple minima without using adjoint models. Song and Lim (2011) perform the experiments to reduce the computational costs for implementing ROI by transforming the control variables into eigenvectors of background error covariance. We adapt the ROI algorithm to compute sensitivity estimates of severe weather events over the Korean peninsula. The eigenvectors of the ROI algorithm is modified every time the observations are assimilated. This implies that the modified eigenvectors shows the error distribution of control variables which are updated by assimilating observations. So, We can estimate the effects of the specific observations. In order to verify the adaptive observation strategy, High-impact weather over the Korean peninsula is simulated and interpreted using WRF modeling system and sensitive regions for each high-impact weather is calculated. The effects of assimilation for each observation type is discussed.
An improved NAS-RIF algorithm for image restoration
NASA Astrophysics Data System (ADS)
Gao, Weizhe; Zou, Jianhua; Xu, Rong; Liu, Changhai; Li, Hengnian
2016-10-01
Space optical images are inevitably degraded by atmospheric turbulence, error of the optical system and motion. In order to get the true image, a novel nonnegativity and support constants recursive inverse filtering (NAS-RIF) algorithm is proposed to restore the degraded image. Firstly the image noise is weaken by Contourlet denoising algorithm. Secondly, the reliable object support region estimation is used to accelerate the algorithm convergence. We introduce the optimal threshold segmentation technology to improve the object support region. Finally, an object construction limit and the logarithm function are added to enhance algorithm stability. Experimental results demonstrate that, the proposed algorithm can increase the PSNR, and improve the quality of the restored images. The convergence speed of the proposed algorithm is faster than that of the original NAS-RIF algorithm.
Acceleration techniques in the univariate Lipschitz global optimization
NASA Astrophysics Data System (ADS)
Sergeyev, Yaroslav D.; Kvasov, Dmitri E.; Mukhametzhanov, Marat S.; De Franco, Angela
2016-10-01
Univariate box-constrained Lipschitz global optimization problems are considered in this contribution. Geometric and information statistical approaches are presented. The novel powerful local tuning and local improvement techniques are described in the contribution as well as the traditional ways to estimate the Lipschitz constant. The advantages of the presented local tuning and local improvement techniques are demonstrated using the operational characteristics approach for comparing deterministic global optimization algorithms on the class of 100 widely used test functions.
Lee, Donggil; Lee, Kyounghoon; Kim, Seonghun; Yang, Yongsu
2015-04-01
An automatic abalone grading algorithm that estimates abalone weights on the basis of computer vision using 2D images is developed and tested. The algorithm overcomes the problems experienced by conventional abalone grading methods that utilize manual sorting and mechanical automatic grading. To design an optimal algorithm, a regression formula and R(2) value were investigated by performing a regression analysis for each of total length, body width, thickness, view area, and actual volume against abalone weights. The R(2) value between the actual volume and abalone weight was 0.999, showing a relatively high correlation. As a result, to easily estimate the actual volumes of abalones based on computer vision, the volumes were calculated under the assumption that abalone shapes are half-oblate ellipsoids, and a regression formula was derived to estimate the volumes of abalones through linear regression analysis between the calculated and actual volumes. The final automatic abalone grading algorithm is designed using the abalone volume estimation regression formula derived from test results, and the actual volumes and abalone weights regression formula. In the range of abalones weighting from 16.51 to 128.01 g, the results of evaluation of the performance of algorithm via cross-validation indicate root mean square and worst-case prediction errors of are 2.8 and ±8 g, respectively. © 2015 Institute of Food Technologists®
Coupling reconstruction and motion estimation for dynamic MRI through optical flow constraint
NASA Astrophysics Data System (ADS)
Zhao, Ningning; O'Connor, Daniel; Gu, Wenbo; Ruan, Dan; Basarab, Adrian; Sheng, Ke
2018-03-01
This paper addresses the problem of dynamic magnetic resonance image (DMRI) reconstruction and motion estimation jointly. Because of the inherent anatomical movements in DMRI acquisition, reconstruction of DMRI using motion estimation/compensation (ME/MC) has been explored under the compressed sensing (CS) scheme. In this paper, by embedding the intensity based optical flow (OF) constraint into the traditional CS scheme, we are able to couple the DMRI reconstruction and motion vector estimation. Moreover, the OF constraint is employed in a specific coarse resolution scale in order to reduce the computational complexity. The resulting optimization problem is then solved using a primal-dual algorithm due to its efficiency when dealing with nondifferentiable problems. Experiments on highly accelerated dynamic cardiac MRI with multiple receiver coils validate the performance of the proposed algorithm.
NASA Technical Reports Server (NTRS)
Alag, Gurbux S.; Gilyard, Glenn B.
1990-01-01
To develop advanced control systems for optimizing aircraft engine performance, unmeasurable output variables must be estimated. The estimation has to be done in an uncertain environment and be adaptable to varying degrees of modeling errors and other variations in engine behavior over its operational life cycle. This paper represented an approach to estimate unmeasured output variables by explicitly modeling the effects of off-nominal engine behavior as biases on the measurable output variables. A state variable model accommodating off-nominal behavior is developed for the engine, and Kalman filter concepts are used to estimate the required variables. Results are presented from nonlinear engine simulation studies as well as the application of the estimation algorithm on actual flight data. The formulation presented has a wide range of application since it is not restricted or tailored to the particular application described.
NASA Astrophysics Data System (ADS)
Karkra, Rashmi; Kumar, Prashant; Bansod, Baban K. S.; Bagchi, Sudeshna; Sharma, Pooja; Krishna, C. Rama
2017-11-01
Access to potable water for the common people is one of the most challenging tasks in the present era. Contamination of drinking water has become a serious problem due to various anthropogenic and geogenic events. The paper demonstrates the application of evolutionary algorithms, viz., particle swan optimization and genetic algorithm to 24 water samples containing eight different heavy metal ions (Cd, Cu, Co, Pb, Zn, Ar, Cr and Ni) for the optimal estimation of electrode and frequency to classify the heavy metal ions. The work has been carried out on multi-variate data, viz., single electrode multi-frequency, single frequency multi-electrode and multi-frequency multi-electrode water samples. The electrodes used are platinum, gold, silver nanoparticles and glassy carbon electrodes. Various hazardous metal ions present in the water samples have been optimally classified and validated by the application of Davis Bouldin index. Such studies are useful in the segregation of hazardous heavy metal ions found in water resources, thereby quantifying the degree of water quality.
NASA Astrophysics Data System (ADS)
Khatibinia, M.; Salajegheh, E.; Salajegheh, J.; Fadaee, M. J.
2013-10-01
A new discrete gravitational search algorithm (DGSA) and a metamodelling framework are introduced for reliability-based design optimization (RBDO) of reinforced concrete structures. The RBDO of structures with soil-structure interaction (SSI) effects is investigated in accordance with performance-based design. The proposed DGSA is based on the standard gravitational search algorithm (GSA) to optimize the structural cost under deterministic and probabilistic constraints. The Monte-Carlo simulation (MCS) method is considered as the most reliable method for estimating the probabilities of reliability. In order to reduce the computational time of MCS, the proposed metamodelling framework is employed to predict the responses of the SSI system in the RBDO procedure. The metamodel consists of a weighted least squares support vector machine (WLS-SVM) and a wavelet kernel function, which is called WWLS-SVM. Numerical results demonstrate the efficiency and computational advantages of DGSA and the proposed metamodel for RBDO of reinforced concrete structures.
Polarimeter Blind Deconvolution Using Image Diversity
2007-09-01
significant presence when imaging through turbulence and its ease of production in the labora- tory. An innovative algorithm for detection and estimation...1.2.2.2 Atmospheric Turbulence . Atmospheric turbulence spatially distorts the wavefront as light passes through it and causes blurring of images in an...intensity image . Various values of β are used in the experiments. The optimal β value varied with the input and the algorithm . The hybrid seemed to
Tavakoli, Behnoosh; Zhu, Quing
2013-01-01
Ultrasound-guided diffuse optical tomography (DOT) is a promising method for characterizing malignant and benign lesions in the female breast. We introduce a new two-step algorithm for DOT inversion in which the optical parameters are estimated with the global optimization method, genetic algorithm. The estimation result is applied as an initial guess to the conjugate gradient (CG) optimization method to obtain the absorption and scattering distributions simultaneously. Simulations and phantom experiments have shown that the maximum absorption and reduced scattering coefficients are reconstructed with less than 10% and 25% errors, respectively. This is in contrast with the CG method alone, which generates about 20% error for the absorption coefficient and does not accurately recover the scattering distribution. A new measure of scattering contrast has been introduced to characterize benign and malignant breast lesions. The results of 16 clinical cases reconstructed with the two-step method demonstrates that, on average, the absorption coefficient and scattering contrast of malignant lesions are about 1.8 and 3.32 times higher than the benign cases, respectively.
Raghunathan, Shriram; Gupta, Sumeet K; Markandeya, Himanshu S; Roy, Kaushik; Irazoqui, Pedro P
2010-10-30
Implantable neural prostheses that deliver focal electrical stimulation upon demand are rapidly emerging as an alternate therapy for roughly a third of the epileptic patient population that is medically refractory. Seizure detection algorithms enable feedback mechanisms to provide focally and temporally specific intervention. Real-time feasibility and computational complexity often limit most reported detection algorithms to implementations using computers for bedside monitoring or external devices communicating with the implanted electrodes. A comparison of algorithms based on detection efficacy does not present a complete picture of the feasibility of the algorithm with limited computational power, as is the case with most battery-powered applications. We present a two-dimensional design optimization approach that takes into account both detection efficacy and hardware cost in evaluating algorithms for their feasibility in an implantable application. Detection features are first compared for their ability to detect electrographic seizures from micro-electrode data recorded from kainate-treated rats. Circuit models are then used to estimate the dynamic and leakage power consumption of the compared features. A score is assigned based on detection efficacy and the hardware cost for each of the features, then plotted on a two-dimensional design space. An optimal combination of compared features is used to construct an algorithm that provides maximal detection efficacy per unit hardware cost. The methods presented in this paper would facilitate the development of a common platform to benchmark seizure detection algorithms for comparison and feasibility analysis in the next generation of implantable neuroprosthetic devices to treat epilepsy. Copyright © 2010 Elsevier B.V. All rights reserved.
Extremal Optimization for estimation of the error threshold in topological subsystem codes at T = 0
NASA Astrophysics Data System (ADS)
Millán-Otoya, Jorge E.; Boettcher, Stefan
2014-03-01
Quantum decoherence is a problem that arises in implementations of quantum computing proposals. Topological subsystem codes (TSC) have been suggested as a way to overcome decoherence. These offer a higher optimal error tolerance when compared to typical error-correcting algorithms. A TSC has been translated into a planar Ising spin-glass with constrained bimodal three-spin couplings. This spin-glass has been considered at finite temperature to determine the phase boundary between the unstable phase and the stable phase, where error recovery is possible.[1] We approach the study of the error threshold problem by exploring ground states of this spin-glass with the Extremal Optimization algorithm (EO).[2] EO has proven to be a effective heuristic to explore ground state configurations of glassy spin-systems.[3
NASA Astrophysics Data System (ADS)
Khatir, Samir; Dekemele, Kevin; Loccufier, Mia; Khatir, Tawfiq; Abdel Wahab, Magd
2018-02-01
In this paper, a technique is presented for the detection and localization of an open crack in beam-like structures using experimentally measured natural frequencies and the Particle Swarm Optimization (PSO) method. The technique considers the variation in local flexibility near the crack. The natural frequencies of a cracked beam are determined experimentally and numerically using the Finite Element Method (FEM). The optimization algorithm is programmed in MATLAB. The algorithm is used to estimate the location and severity of a crack by minimizing the differences between measured and calculated frequencies. The method is verified using experimentally measured data on a cantilever steel beam. The Fourier transform is adopted to improve the frequency resolution. The results demonstrate the good accuracy of the proposed technique.
Performance tradeoffs in static and dynamic load balancing strategies
NASA Technical Reports Server (NTRS)
Iqbal, M. A.; Saltz, J. H.; Bokhart, S. H.
1986-01-01
The problem of uniformly distributing the load of a parallel program over a multiprocessor system was considered. A program was analyzed whose structure permits the computation of the optimal static solution. Then four strategies for load balancing were described and their performance compared. The strategies are: (1) the optimal static assignment algorithm which is guaranteed to yield the best static solution, (2) the static binary dissection method which is very fast but sub-optimal, (3) the greedy algorithm, a static fully polynomial time approximation scheme, which estimates the optimal solution to arbitrary accuracy, and (4) the predictive dynamic load balancing heuristic which uses information on the precedence relationships within the program and outperforms any of the static methods. It is also shown that the overhead incurred by the dynamic heuristic is reduced considerably if it is started off with a static assignment provided by either of the other three strategies.
Experimental Evaluation of UWB Indoor Positioning for Sport Postures
Defraye, Jense; Steendam, Heidi; Gerlo, Joeri; De Clercq, Dirk; De Poorter, Eli
2018-01-01
Radio frequency (RF)-based indoor positioning systems (IPSs) use wireless technologies (including Wi-Fi, Zigbee, Bluetooth, and ultra-wide band (UWB)) to estimate the location of persons in areas where no Global Positioning System (GPS) reception is available, for example in indoor stadiums or sports halls. Of the above-mentioned forms of radio frequency (RF) technology, UWB is considered one of the most accurate approaches because it can provide positioning estimates with centimeter-level accuracy. However, it is not yet known whether UWB can also offer such accurate position estimates during strenuous dynamic activities in which moves are characterized by fast changes in direction and velocity. To answer this question, this paper investigates the capabilities of UWB indoor localization systems for tracking athletes during their complex (and most of the time unpredictable) movements. To this end, we analyze the impact of on-body tag placement locations and human movement patterns on localization accuracy and communication reliability. Moreover, two localization algorithms (particle filter and Kalman filter) with different optimizations (bias removal, non-line-of-sight (NLoS) detection, and path determination) are implemented. It is shown that although the optimal choice of optimization depends on the type of movement patterns, some of the improvements can reduce the localization error by up to 31%. Overall, depending on the selected optimization and on-body tag placement, our algorithms show good results in terms of positioning accuracy, with average errors in position estimates of 20 cm. This makes UWB a suitable approach for tracking dynamic athletic activities. PMID:29315267
Optimal configuration of power grid sources based on optimal particle swarm algorithm
NASA Astrophysics Data System (ADS)
Wen, Yuanhua
2018-04-01
In order to optimize the distribution problem of power grid sources, an optimized particle swarm optimization algorithm is proposed. First, the concept of multi-objective optimization and the Pareto solution set are enumerated. Then, the performance of the classical genetic algorithm, the classical particle swarm optimization algorithm and the improved particle swarm optimization algorithm are analyzed. The three algorithms are simulated respectively. Compared with the test results of each algorithm, the superiority of the algorithm in convergence and optimization performance is proved, which lays the foundation for subsequent micro-grid power optimization configuration solution.
EEG Artifact Removal Using a Wavelet Neural Network
NASA Technical Reports Server (NTRS)
Nguyen, Hoang-Anh T.; Musson, John; Li, Jiang; McKenzie, Frederick; Zhang, Guangfan; Xu, Roger; Richey, Carl; Schnell, Tom
2011-01-01
!n this paper we developed a wavelet neural network. (WNN) algorithm for Electroencephalogram (EEG) artifact removal without electrooculographic (EOG) recordings. The algorithm combines the universal approximation characteristics of neural network and the time/frequency property of wavelet. We. compared the WNN algorithm with .the ICA technique ,and a wavelet thresholding method, which was realized by using the Stein's unbiased risk estimate (SURE) with an adaptive gradient-based optimal threshold. Experimental results on a driving test data set show that WNN can remove EEG artifacts effectively without diminishing useful EEG information even for very noisy data.
Chen, Jun; Quan, Wenting; Cui, Tingwei
2015-01-01
In this study, two sample semi-analytical algorithms and one new unified multi-band semi-analytical algorithm (UMSA) for estimating chlorophyll-a (Chla) concentration were constructed by specifying optimal wavelengths. The three sample semi-analytical algorithms, including the three-band semi-analytical algorithm (TSA), four-band semi-analytical algorithm (FSA), and UMSA algorithm, were calibrated and validated by the dataset collected in the Yellow River Estuary between September 1 and 10, 2009. By comparing of the accuracy of assessment of TSA, FSA, and UMSA algorithms, it was found that the UMSA algorithm had a superior performance in comparison with the two other algorithms, TSA and FSA. Using the UMSA algorithm in retrieving Chla concentration in the Yellow River Estuary decreased by 25.54% NRMSE (normalized root mean square error) when compared with the FSA algorithm, and 29.66% NRMSE in comparison with the TSA algorithm. These are very significant improvements upon previous methods. Additionally, the study revealed that the TSA and FSA algorithms are merely more specific forms of the UMSA algorithm. Owing to the special form of the UMSA algorithm, if the same bands were used for both the TSA and UMSA algorithms or FSA and UMSA algorithms, the UMSA algorithm would theoretically produce superior results in comparison with the TSA and FSA algorithms. Thus, good results may also be produced if the UMSA algorithm were to be applied for predicting Chla concentration for datasets of Gitelson et al. (2008) and Le et al. (2009).
Optimized Next-Generation Sequencing Genotype-Haplotype Calling for Genome Variability Analysis
Navarro, Javier; Nevado, Bruno; Hernández, Porfidio; Vera, Gonzalo; Ramos-Onsins, Sebastián E
2017-01-01
The accurate estimation of nucleotide variability using next-generation sequencing data is challenged by the high number of sequencing errors produced by new sequencing technologies, especially for nonmodel species, where reference sequences may not be available and the read depth may be low due to limited budgets. The most popular single-nucleotide polymorphism (SNP) callers are designed to obtain a high SNP recovery and low false discovery rate but are not designed to account appropriately the frequency of the variants. Instead, algorithms designed to account for the frequency of SNPs give precise results for estimating the levels and the patterns of variability. These algorithms are focused on the unbiased estimation of the variability and not on the high recovery of SNPs. Here, we implemented a fast and optimized parallel algorithm that includes the method developed by Roesti et al and Lynch, which estimates the genotype of each individual at each site, considering the possibility to call both bases from the genotype, a single one or none. This algorithm does not consider the reference and therefore is independent of biases related to the reference nucleotide specified. The pipeline starts from a BAM file converted to pileup or mpileup format and the software outputs a FASTA file. The new program not only reduces the running times but also, given the improved use of resources, it allows its usage with smaller computers and large parallel computers, expanding its benefits to a wider range of researchers. The output file can be analyzed using software for population genetics analysis, such as the R library PopGenome, the software VariScan, and the program mstatspop for analysis considering positions with missing data. PMID:28894353
Accuracy of tree diameter estimation from terrestrial laser scanning by circle-fitting methods
NASA Astrophysics Data System (ADS)
Koreň, Milan; Mokroš, Martin; Bucha, Tomáš
2017-12-01
This study compares the accuracies of diameter at breast height (DBH) estimations by three initial (minimum bounding box, centroid, and maximum distance) and two refining (Monte Carlo and optimal circle) circle-fitting methods The circle-fitting algorithms were evaluated in multi-scan mode and a simulated single-scan mode on 157 European beech trees (Fagus sylvatica L.). DBH measured by a calliper was used as reference data. Most of the studied circle-fitting algorithms significantly underestimated the mean DBH in both scanning modes. Only the Monte Carlo method in the single-scan mode significantly overestimated the mean DBH. The centroid method proved to be the least suitable and showed significantly different results from the other circle-fitting methods in both scanning modes. In multi-scan mode, the accuracy of the minimum bounding box method was not significantly different from the accuracies of the refining methods The accuracy of the maximum distance method was significantly different from the accuracies of the refining methods in both scanning modes. The accuracy of the Monte Carlo method was significantly different from the accuracy of the optimal circle method in only single-scan mode. The optimal circle method proved to be the most accurate circle-fitting method for DBH estimation from point clouds in both scanning modes.
Rayleigh wave dispersion curve inversion by using particle swarm optimization and genetic algorithm
NASA Astrophysics Data System (ADS)
Buyuk, Ersin; Zor, Ekrem; Karaman, Abdullah
2017-04-01
Inversion of surface wave dispersion curves with its highly nonlinear nature has some difficulties using traditional linear inverse methods due to the need and strong dependence to the initial model, possibility of trapping in local minima and evaluation of partial derivatives. There are some modern global optimization methods to overcome of these difficulties in surface wave analysis such as Genetic algorithm (GA) and Particle Swarm Optimization (PSO). GA is based on biologic evolution consisting reproduction, crossover and mutation operations, while PSO algorithm developed after GA is inspired from the social behaviour of birds or fish of swarms. Utility of these methods require plausible convergence rate, acceptable relative error and optimum computation cost that are important for modelling studies. Even though PSO and GA processes are similar in appearence, the cross-over operation in GA is not used in PSO and the mutation operation is a stochastic process for changing the genes within chromosomes in GA. Unlike GA, the particles in PSO algorithm changes their position with logical velocities according to particle's own experience and swarm's experience. In this study, we applied PSO algorithm to estimate S wave velocities and thicknesses of the layered earth model by using Rayleigh wave dispersion curve and also compared these results with GA and we emphasize on the advantage of using PSO algorithm for geophysical modelling studies considering its rapid convergence, low misfit error and computation cost.
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.
Optimized nonorthogonal transforms for image compression.
Guleryuz, O G; Orchard, M T
1997-01-01
The transform coding of images is analyzed from a common standpoint in order to generate a framework for the design of optimal transforms. It is argued that all transform coders are alike in the way they manipulate the data structure formed by transform coefficients. A general energy compaction measure is proposed to generate optimized transforms with desirable characteristics particularly suited to the simple transform coding operation of scalar quantization and entropy coding. It is shown that the optimal linear decoder (inverse transform) must be an optimal linear estimator, independent of the structure of the transform generating the coefficients. A formulation that sequentially optimizes the transforms is presented, and design equations and algorithms for its computation provided. The properties of the resulting transform systems are investigated. In particular, it is shown that the resulting basis are nonorthogonal and complete, producing energy compaction optimized, decorrelated transform coefficients. Quantization issues related to nonorthogonal expansion coefficients are addressed with a simple, efficient algorithm. Two implementations are discussed, and image coding examples are given. It is shown that the proposed design framework results in systems with superior energy compaction properties and excellent coding results.
Ronald E. McRoberts; Grant M. Domke; Qi Chen; Erik Næsset; Terje Gobakken
2016-01-01
The relatively small sampling intensities used by national forest inventories are often insufficient to produce the desired precision for estimates of population parameters unless the estimation process is augmented with auxiliary information, usually in the form of remotely sensed data. The k-Nearest Neighbors (k-NN) technique is a non-parametric,multivariate approach...
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.
An investigation of using an RQP based method to calculate parameter sensitivity derivatives
NASA Technical Reports Server (NTRS)
Beltracchi, Todd J.; Gabriele, Gary A.
1989-01-01
Estimation of the sensitivity of problem functions with respect to problem variables forms the basis for many of our modern day algorithms for engineering optimization. The most common application of problem sensitivities has been in the calculation of objective function and constraint partial derivatives for determining search directions and optimality conditions. A second form of sensitivity analysis, parameter sensitivity, has also become an important topic in recent years. By parameter sensitivity, researchers refer to the estimation of changes in the modeling functions and current design point due to small changes in the fixed parameters of the formulation. Methods for calculating these derivatives have been proposed by several authors (Armacost and Fiacco 1974, Sobieski et al 1981, Schmit and Chang 1984, and Vanderplaats and Yoshida 1985). Two drawbacks to estimating parameter sensitivities by current methods have been: (1) the need for second order information about the Lagrangian at the current point, and (2) the estimates assume no change in the active set of constraints. The first of these two problems is addressed here and a new algorithm is proposed that does not require explicit calculation of second order information.
Rare Event Simulation in Radiation Transport
NASA Astrophysics Data System (ADS)
Kollman, Craig
This dissertation studies methods for estimating extremely small probabilities by Monte Carlo simulation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a particular location. If the area is well shielded the probability of any one particular particle getting through is very small. Because of the large number of particles involved, even a tiny fraction penetrating the shield may represent an unacceptable level of radiation. It therefore becomes critical to be able to accurately estimate this extremely small probability. Importance sampling is a well known technique for improving the efficiency of rare event calculations. Here, a new set of probabilities is used in the simulation runs. The results are multiplied by the likelihood ratio between the true and simulated probabilities so as to keep our estimator unbiased. The variance of the resulting estimator is very sensitive to which new set of transition probabilities are chosen. It is shown that a zero variance estimator does exist, but that its computation requires exact knowledge of the solution. A simple random walk with an associated killing model for the scatter of neutrons is introduced. Large deviation results for optimal importance sampling in random walks are extended to the case where killing is present. An adaptive "learning" algorithm for implementing importance sampling is given for more general Markov chain models of neutron scatter. For finite state spaces this algorithm is shown to give, with probability one, a sequence of estimates converging exponentially fast to the true solution. In the final chapter, an attempt to generalize this algorithm to a continuous state space is made. This involves partitioning the space into a finite number of cells. There is a tradeoff between additional computation per iteration and variance reduction per iteration that arises in determining the optimal grid size. All versions of this algorithm can be thought of as a compromise between deterministic and Monte Carlo methods, capturing advantages of both techniques.
On robust parameter estimation in brain-computer interfacing
NASA Astrophysics Data System (ADS)
Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert
2017-12-01
Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.
An Improved Swarm Optimization for Parameter Estimation and Biological Model Selection
Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail
2013-01-01
One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data. PMID:23593445
Time series modeling by a regression approach based on a latent process.
Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice
2009-01-01
Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.
NASA Astrophysics Data System (ADS)
Emami Niri, Mohammad; Amiri Kolajoobi, Rasool; Khodaiy Arbat, Mohammad; Shahbazi Raz, Mahdi
2018-06-01
Seismic wave velocities, along with petrophysical data, provide valuable information during the exploration and development stages of oil and gas fields. The compressional-wave velocity (VP ) is acquired using conventional acoustic logging tools in many drilled wells. But the shear-wave velocity (VS ) is recorded using advanced logging tools only in a limited number of wells, mainly because of the high operational costs. In addition, laboratory measurements of seismic velocities on core samples are expensive and time consuming. So, alternative methods are often used to estimate VS . Heretofore, several empirical correlations that predict VS by using well logging measurements and petrophysical data such as VP , porosity and density are proposed. However, these empirical relations can only be used in limited cases. The use of intelligent systems and optimization algorithms are inexpensive, fast and efficient approaches for predicting VS. In this study, in addition to the widely used Greenberg–Castagna empirical method, we implement three relatively recently developed metaheuristic algorithms to construct linear and nonlinear models for predicting VS : teaching–learning based optimization, imperialist competitive and artificial bee colony algorithms. We demonstrate the applicability and performance of these algorithms to predict Vs using conventional well logs in two field data examples, a sandstone formation from an offshore oil field and a carbonate formation from an onshore oil field. We compared the estimated VS using each of the employed metaheuristic approaches with observed VS and also with those predicted by Greenberg–Castagna relations. The results indicate that, for both sandstone and carbonate case studies, all three implemented metaheuristic algorithms are more efficient and reliable than the empirical correlation to predict VS . The results also demonstrate that in both sandstone and carbonate case studies, the performance of an artificial bee colony algorithm in VS prediction is slightly higher than two other alternative employed approaches.
Highlights of TOMS Version 9 Total Ozone Algorithm
NASA Technical Reports Server (NTRS)
Bhartia, Pawan; Haffner, David
2012-01-01
The fundamental basis of TOMS total ozone algorithm was developed some 45 years ago by Dave and Mateer. It was designed to estimate total ozone from satellite measurements of the backscattered UV radiances at few discrete wavelengths in the Huggins ozone absorption band (310-340 nm). Over the years, as the need for higher accuracy in measuring total ozone from space has increased, several improvements to the basic algorithms have been made. They include: better correction for the effects of aerosols and clouds, an improved method to account for the variation in shape of ozone profiles with season, latitude, and total ozone, and a multi-wavelength correction for remaining profile shape errors. These improvements have made it possible to retrieve total ozone with just 3 spectral channels of moderate spectral resolution (approx. 1 nm) with accuracy comparable to state-of-the-art spectral fitting algorithms like DOAS that require high spectral resolution measurements at large number of wavelengths. One of the deficiencies of the TOMS algorithm has been that it doesn't provide an error estimate. This is a particular problem in high latitudes when the profile shape errors become significant and vary with latitude, season, total ozone, and instrument viewing geometry. The primary objective of the TOMS V9 algorithm is to account for these effects in estimating the error bars. This is done by a straightforward implementation of the Rodgers optimum estimation method using a priori ozone profiles and their error covariances matrices constructed using Aura MLS and ozonesonde data. The algorithm produces a vertical ozone profile that contains 1-2.5 pieces of information (degrees of freedom of signal) depending upon solar zenith angle (SZA). The profile is integrated to obtain the total column. We provide information that shows the altitude range in which the profile is best determined by the measurements. One can use this information in data assimilation and analysis. A side benefit of this algorithm is that it is considerably simpler than the present algorithm that uses a database of 1512 profiles to retrieve total ozone. These profiles are tedious to construct and modify. Though conceptually similar to the SBUV V8 algorithm that was developed about a decade ago, the SBUV and TOMS V9 algorithms differ in detail. The TOMS algorithm uses 3 wavelengths to retrieve the profile while the SBUV algorithm uses 6-9 wavelengths, so TOMS provides less profile information. However both algorithms have comparable total ozone information and TOMS V9 can be easily adapted to use additional wavelengths from instruments like GOME, OMI and OMPS to provide better profile information at smaller SZAs. The other significant difference between the two algorithms is that while the SBUV algorithm has been optimized for deriving monthly zonal means by making an appropriate choice of the a priori error covariance matrix, the TOMS algorithm has been optimized for tracking short-term variability using month and latitude dependent covariance matrices.
An optimal-estimation-based aerosol retrieval algorithm using OMI near-UV observations
NASA Astrophysics Data System (ADS)
Jeong, U.; Kim, J.; Ahn, C.; Torres, O.; Liu, X.; Bhartia, P. K.; Spurr, R. J. D.; Haffner, D.; Chance, K.; Holben, B. N.
2016-01-01
An optimal-estimation(OE)-based aerosol retrieval algorithm using the OMI (Ozone Monitoring Instrument) near-ultraviolet observation was developed in this study. The OE-based algorithm has the merit of providing useful estimates of errors simultaneously with the inversion products. Furthermore, instead of using the traditional look-up tables for inversion, it performs online radiative transfer calculations with the VLIDORT (linearized pseudo-spherical vector discrete ordinate radiative transfer code) to eliminate interpolation errors and improve stability. The measurements and inversion products of the Distributed Regional Aerosol Gridded Observation Network campaign in northeast Asia (DRAGON NE-Asia 2012) were used to validate the retrieved aerosol optical thickness (AOT) and single scattering albedo (SSA). The retrieved AOT and SSA at 388 nm have a correlation with the Aerosol Robotic Network (AERONET) products that is comparable to or better than the correlation with the operational product during the campaign. The OE-based estimated error represented the variance of actual biases of AOT at 388 nm between the retrieval and AERONET measurements better than the operational error estimates. The forward model parameter errors were analyzed separately for both AOT and SSA retrievals. The surface reflectance at 388 nm, the imaginary part of the refractive index at 354 nm, and the number fine-mode fraction (FMF) were found to be the most important parameters affecting the retrieval accuracy of AOT, while FMF was the most important parameter for the SSA retrieval. The additional information provided with the retrievals, including the estimated error and degrees of freedom, is expected to be valuable for relevant studies. Detailed advantages of using the OE method were described and discussed in this paper.
Optimal estimation for global ground-level fine particulate matter concentrations
NASA Astrophysics Data System (ADS)
Donkelaar, Aaron; Martin, Randall V.; Spurr, Robert J. D.; Drury, Easan; Remer, Lorraine A.; Levy, Robert C.; Wang, Jun
2013-06-01
We develop an optimal estimation (OE) algorithm based on top-of-atmosphere reflectances observed by the MODIS satellite instrument to retrieve near-surface fine particulate matter (PM2.5). The GEOS-Chem chemical transport model is used to provide prior information for the Aerosol Optical Depth (AOD) retrieval and to relate total column AOD to PM2.5. We adjust the shape of the GEOS-Chem relative vertical extinction profiles by comparison with lidar retrievals from the CALIOP satellite instrument. Surface reflectance relationships used in the OE algorithm are indexed by land type. Error quantities needed for this OE algorithm are inferred by comparison with AOD observations taken by a worldwide network of sun photometers (AERONET) and extended globally based upon aerosol speciation and cross correlation for simulated values, and upon land type for observational values. Significant agreement in PM2.5 is found over North America for 2005 (slope = 0.89; r = 0.82; 1-σ error = 1 µg/m3 + 27%), with improved coverage and correlation relative to previous work for the same region and time period, although certain subregions, such as the San Joaquin Valley of California are better represented by previous estimates. Independently derived error estimates of the OE PM2.5 values at in situ locations over North America (of ±(2.5 µg/m3 + 31%) and Europe of ±(3.5 µg/m3 + 30%) are corroborated by comparison with in situ observations, although globally (error estimates of ±(3.0 µg/m3 + 35%), may be underestimated. Global population-weighted PM2.5 at 50% relative humidity is estimated as 27.8 µg/m3 at 0.1° × 0.1° resolution.
An Optimal-Estimation-Based Aerosol Retrieval Algorithm Using OMI Near-UV Observations
NASA Technical Reports Server (NTRS)
Jeong, U; Kim, J.; Ahn, C.; Torres, O.; Liu, X.; Bhartia, P. K.; Spurr, R. J. D.; Haffner, D.; Chance, K.; Holben, B. N.
2016-01-01
An optimal-estimation(OE)-based aerosol retrieval algorithm using the OMI (Ozone Monitoring Instrument) near-ultraviolet observation was developed in this study. The OE-based algorithm has the merit of providing useful estimates of errors simultaneously with the inversion products. Furthermore, instead of using the traditional lookup tables for inversion, it performs online radiative transfer calculations with the VLIDORT (linearized pseudo-spherical vector discrete ordinate radiative transfer code) to eliminate interpolation errors and improve stability. The measurements and inversion products of the Distributed Regional Aerosol Gridded Observation Network campaign in northeast Asia (DRAGON NE-Asia 2012) were used to validate the retrieved aerosol optical thickness (AOT) and single scattering albedo (SSA). The retrieved AOT and SSA at 388 nm have a correlation with the Aerosol Robotic Network (AERONET) products that is comparable to or better than the correlation with the operational product during the campaign. The OEbased estimated error represented the variance of actual biases of AOT at 388 nm between the retrieval and AERONET measurements better than the operational error estimates. The forward model parameter errors were analyzed separately for both AOT and SSA retrievals. The surface reflectance at 388 nm, the imaginary part of the refractive index at 354 nm, and the number fine-mode fraction (FMF) were found to be the most important parameters affecting the retrieval accuracy of AOT, while FMF was the most important parameter for the SSA retrieval. The additional information provided with the retrievals, including the estimated error and degrees of freedom, is expected to be valuable for relevant studies. Detailed advantages of using the OE method were described and discussed in this paper.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liang, X; Zhang, Z; Xie, Y
Purpose: X-ray scatter photons result in significant image quality degradation of cone-beam CT (CBCT). Measurement based algorithms using beam blocker directly acquire the scatter samples and achieve significant improvement on the quality of CBCT image. Within existing algorithms, single-scan and stationary beam blocker proposed previously is promising due to its simplicity and practicability. Although demonstrated effectively on tabletop system, the blocker fails to estimate the scatter distribution on clinical CBCT system mainly due to the gantry wobble. In addition, the uniform distributed blocker strips in our previous design results in primary data loss in the CBCT system and leads tomore » the image artifacts due to data insufficiency. Methods: We investigate the motion behavior of the beam blocker in each projection and design an optimized non-uniform blocker strip distribution which accounts for the data insufficiency issue. An accurate scatter estimation is then achieved from the wobble modeling. Blocker wobble curve is estimated using threshold-based segmentation algorithms in each projection. In the blocker design optimization, the quality of final image is quantified using the number of the primary data loss voxels and the mesh adaptive direct search algorithm is applied to minimize the objective function. Scatter-corrected CT images are obtained using the optimized blocker. Results: The proposed method is evaluated using Catphan@504 phantom and a head patient. On the Catphan©504, our approach reduces the average CT number error from 115 Hounsfield unit (HU) to 11 HU in the selected regions of interest, and improves the image contrast by a factor of 1.45 in the high-contrast regions. On the head patient, the CT number error is reduced from 97 HU to 6 HU in the soft tissue region and image spatial non-uniformity is decreased from 27% to 5% after correction. Conclusion: The proposed optimized blocker design is practical and attractive for CBCT guided radiation therapy. This work is supported by grants from Guangdong Innovative Research Team Program of China (Grant No. 2011S013), National 863 Programs of China (Grant Nos. 2012AA02A604 and 2015AA043203), the National High-tech R&D Program for Young Scientists by the Ministry of Science and Technology of China (Grant No. 2015AA020917)« less
Murai, Akihiko; Kurosaki, Kosuke; Yamane, Katsu; Nakamura, Yoshihiko
2010-12-01
In this paper, we present a system that estimates and visualizes muscle tensions in real time using optical motion capture and electromyography (EMG). The system overlays rendered musculoskeletal human model on top of a live video image of the subject. The subject therefore has an impression that he/she sees the muscles with tension information through the cloth and skin. The main technical challenge lies in real-time estimation of muscle tension. Since existing algorithms using mathematical optimization to distribute joint torques to muscle tensions are too slow for our purpose, we develop a new algorithm that computes a reasonable approximation of muscle tensions based on the internal connections between muscles known as neuronal binding. The algorithm can estimate the tensions of 274 muscles in only 16 ms, and the whole visualization system runs at about 15 fps. The developed system is applied to assisting sport training, and the user case studies show its usefulness. Possible applications include interfaces for assisting rehabilitation. Copyright © 2010 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Zhang, Xu; Wang, Yujie; Liu, Chang; Chen, Zonghai
2018-02-01
An accurate battery pack state of health (SOH) estimation is important to characterize the dynamic responses of battery pack and ensure the battery work with safety and reliability. However, the different performances in battery discharge/charge characteristics and working conditions in battery pack make the battery pack SOH estimation difficult. In this paper, the battery pack SOH is defined as the change of battery pack maximum energy storage. It contains all the cells' information including battery capacity, the relationship between state of charge (SOC) and open circuit voltage (OCV), and battery inconsistency. To predict the battery pack SOH, the method of particle swarm optimization-genetic algorithm is applied in battery pack model parameters identification. Based on the results, a particle filter is employed in battery SOC and OCV estimation to avoid the noise influence occurring in battery terminal voltage measurement and current drift. Moreover, a recursive least square method is used to update cells' capacity. Finally, the proposed method is verified by the profiles of New European Driving Cycle and dynamic test profiles. The experimental results indicate that the proposed method can estimate the battery states with high accuracy for actual operation. In addition, the factors affecting the change of SOH is analyzed.
Acceleration of the direct reconstruction of linear parametric images using nested algorithms.
Wang, Guobao; Qi, Jinyi
2010-03-07
Parametric imaging using dynamic positron emission tomography (PET) provides important information for biological research and clinical diagnosis. Indirect and direct methods have been developed for reconstructing linear parametric images from dynamic PET data. Indirect methods are relatively simple and easy to implement because the image reconstruction and kinetic modeling are performed in two separate steps. Direct methods estimate parametric images directly from raw PET data and are statistically more efficient. However, the convergence rate of direct algorithms can be slow due to the coupling between the reconstruction and kinetic modeling. Here we present two fast gradient-type algorithms for direct reconstruction of linear parametric images. The new algorithms decouple the reconstruction and linear parametric modeling at each iteration by employing the principle of optimization transfer. Convergence speed is accelerated by running more sub-iterations of linear parametric estimation because the computation cost of the linear parametric modeling is much less than that of the image reconstruction. Computer simulation studies demonstrated that the new algorithms converge much faster than the traditional expectation maximization (EM) and the preconditioned conjugate gradient algorithms for dynamic PET.
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.
A General Classification Rule for Probability Measures
1993-08-12
1989) proposed an estimator based on relative entropy, related it to the Lempel - Ziv compression algorithm , and proved its asymptotic optimality in...327, 1991. 19 [12] Merhav, N., Gutman, M. and Ziv , J. (1989). On the determination of the order of a Markov chain and universal data compression ...over some compact Polish space E, we want to decide whether or not the unknown distribution belongs to A or its complement. We propose an algorithm which
Survey on the Performance of Source Localization Algorithms.
Fresno, José Manuel; Robles, Guillermo; Martínez-Tarifa, Juan Manuel; Stewart, Brian G
2017-11-18
The localization of emitters using an array of sensors or antennas is a prevalent issue approached in several applications. There exist different techniques for source localization, which can be classified into multilateration, received signal strength (RSS) and proximity methods. The performance of multilateration techniques relies on measured time variables: the time of flight (ToF) of the emission from the emitter to the sensor, the time differences of arrival (TDoA) of the emission between sensors and the pseudo-time of flight (pToF) of the emission to the sensors. The multilateration algorithms presented and compared in this paper can be classified as iterative and non-iterative methods. Both standard least squares (SLS) and hyperbolic least squares (HLS) are iterative and based on the Newton-Raphson technique to solve the non-linear equation system. The metaheuristic technique particle swarm optimization (PSO) used for source localisation is also studied. This optimization technique estimates the source position as the optimum of an objective function based on HLS and is also iterative in nature. Three non-iterative algorithms, namely the hyperbolic positioning algorithms (HPA), the maximum likelihood estimator (MLE) and Bancroft algorithm, are also presented. A non-iterative combined algorithm, MLE-HLS, based on MLE and HLS, is further proposed in this paper. The performance of all algorithms is analysed and compared in terms of accuracy in the localization of the position of the emitter and in terms of computational time. The analysis is also undertaken with three different sensor layouts since the positions of the sensors affect the localization; several source positions are also evaluated to make the comparison more robust. The analysis is carried out using theoretical time differences, as well as including errors due to the effect of digital sampling of the time variables. It is shown that the most balanced algorithm, yielding better results than the other algorithms in terms of accuracy and short computational time, is the combined MLE-HLS algorithm.
Survey on the Performance of Source Localization Algorithms
2017-01-01
The localization of emitters using an array of sensors or antennas is a prevalent issue approached in several applications. There exist different techniques for source localization, which can be classified into multilateration, received signal strength (RSS) and proximity methods. The performance of multilateration techniques relies on measured time variables: the time of flight (ToF) of the emission from the emitter to the sensor, the time differences of arrival (TDoA) of the emission between sensors and the pseudo-time of flight (pToF) of the emission to the sensors. The multilateration algorithms presented and compared in this paper can be classified as iterative and non-iterative methods. Both standard least squares (SLS) and hyperbolic least squares (HLS) are iterative and based on the Newton–Raphson technique to solve the non-linear equation system. The metaheuristic technique particle swarm optimization (PSO) used for source localisation is also studied. This optimization technique estimates the source position as the optimum of an objective function based on HLS and is also iterative in nature. Three non-iterative algorithms, namely the hyperbolic positioning algorithms (HPA), the maximum likelihood estimator (MLE) and Bancroft algorithm, are also presented. A non-iterative combined algorithm, MLE-HLS, based on MLE and HLS, is further proposed in this paper. The performance of all algorithms is analysed and compared in terms of accuracy in the localization of the position of the emitter and in terms of computational time. The analysis is also undertaken with three different sensor layouts since the positions of the sensors affect the localization; several source positions are also evaluated to make the comparison more robust. The analysis is carried out using theoretical time differences, as well as including errors due to the effect of digital sampling of the time variables. It is shown that the most balanced algorithm, yielding better results than the other algorithms in terms of accuracy and short computational time, is the combined MLE-HLS algorithm. PMID:29156565
Nonlinear Algorithms for Channel Equalization and Map Symbol Detection.
NASA Astrophysics Data System (ADS)
Giridhar, K.
The transfer of information through a communication medium invariably results in various kinds of distortion to the transmitted signal. In this dissertation, a feed -forward neural network-based equalizer, and a family of maximum a posteriori (MAP) symbol detectors are proposed for signal recovery in the presence of intersymbol interference (ISI) and additive white Gaussian noise. The proposed neural network-based equalizer employs a novel bit-mapping strategy to handle multilevel data signals in an equivalent bipolar representation. It uses a training procedure to learn the channel characteristics, and at the end of training, the multilevel symbols are recovered from the corresponding inverse bit-mapping. When the channel characteristics are unknown and no training sequences are available, blind estimation of the channel (or its inverse) and simultaneous data recovery is required. Convergence properties of several existing Bussgang-type blind equalization algorithms are studied through computer simulations, and a unique gain independent approach is used to obtain a fair comparison of their rates of convergence. Although simple to implement, the slow convergence of these Bussgang-type blind equalizers make them unsuitable for many high data-rate applications. Rapidly converging blind algorithms based on the principle of MAP symbol-by -symbol detection are proposed, which adaptively estimate the channel impulse response (CIR) and simultaneously decode the received data sequence. Assuming a linear and Gaussian measurement model, the near-optimal blind MAP symbol detector (MAPSD) consists of a parallel bank of conditional Kalman channel estimators, where the conditioning is done on each possible data subsequence that can convolve with the CIR. This algorithm is also extended to the recovery of convolutionally encoded waveforms in the presence of ISI. Since the complexity of the MAPSD algorithm increases exponentially with the length of the assumed CIR, a suboptimal decision-feedback mechanism is introduced to truncate the channel memory "seen" by the MAPSD section. Also, simpler gradient-based updates for the channel estimates, and a metric pruning technique are used to further reduce the MAPSD complexity. Spatial diversity MAP combiners are developed to enhance the error rate performance and combat channel fading. As a first application of the MAPSD algorithm, dual-mode recovery techniques for TDMA (time-division multiple access) mobile radio signals are presented. Combined estimation of the symbol timing and the multipath parameters is proposed, using an auxiliary extended Kalman filter during the training cycle, and then tracking of the fading parameters is performed during the data cycle using the blind MAPSD algorithm. For the second application, a single-input receiver is employed to jointly recover cochannel narrowband signals. Assuming known channels, this two-stage joint MAPSD (JMAPSD) algorithm is compared to the optimal joint maximum likelihood sequence estimator, and to the joint decision-feedback detector. A blind MAPSD algorithm for the joint recovery of cochannel signals is also presented. Computer simulation results are provided to quantify the performance of the various algorithms proposed in this dissertation.
Tele-Autonomous control involving contact. Final Report Thesis; [object localization
NASA Technical Reports Server (NTRS)
Shao, Lejun; Volz, Richard A.; Conway, Lynn; Walker, Michael W.
1990-01-01
Object localization and its application in tele-autonomous systems are studied. Two object localization algorithms are presented together with the methods of extracting several important types of object features. The first algorithm is based on line-segment to line-segment matching. Line range sensors are used to extract line-segment features from an object. The extracted features are matched to corresponding model features to compute the location of the object. The inputs of the second algorithm are not limited only to the line features. Featured points (point to point matching) and featured unit direction vectors (vector to vector matching) can also be used as the inputs of the algorithm, and there is no upper limit on the number of the features inputed. The algorithm will allow the use of redundant features to find a better solution. The algorithm uses dual number quaternions to represent the position and orientation of an object and uses the least squares optimization method to find an optimal solution for the object's location. The advantage of using this representation is that the method solves for the location estimation by minimizing a single cost function associated with the sum of the orientation and position errors and thus has a better performance on the estimation, both in accuracy and speed, than that of other similar algorithms. The difficulties when the operator is controlling a remote robot to perform manipulation tasks are also discussed. The main problems facing the operator are time delays on the signal transmission and the uncertainties of the remote environment. How object localization techniques can be used together with other techniques such as predictor display and time desynchronization to help to overcome these difficulties are then discussed.
NASA Astrophysics Data System (ADS)
Ushijima, Timothy T.; Yeh, William W.-G.
2013-10-01
An optimal experimental design algorithm is developed to select locations for a network of observation wells that provide maximum information about unknown groundwater pumping in a confined, anisotropic aquifer. The design uses a maximal information criterion that chooses, among competing designs, the design that maximizes the sum of squared sensitivities while conforming to specified design constraints. The formulated optimization problem is non-convex and contains integer variables necessitating a combinatorial search. Given a realistic large-scale model, the size of the combinatorial search required can make the problem difficult, if not impossible, to solve using traditional mathematical programming techniques. Genetic algorithms (GAs) can be used to perform the global search; however, because a GA requires a large number of calls to a groundwater model, the formulated optimization problem still may be infeasible to solve. As a result, proper orthogonal decomposition (POD) is applied to the groundwater model to reduce its dimensionality. Then, the information matrix in the full model space can be searched without solving the full model. Results from a small-scale test case show identical optimal solutions among the GA, integer programming, and exhaustive search methods. This demonstrates the GA's ability to determine the optimal solution. In addition, the results show that a GA with POD model reduction is several orders of magnitude faster in finding the optimal solution than a GA using the full model. The proposed experimental design algorithm is applied to a realistic, two-dimensional, large-scale groundwater problem. The GA converged to a solution for this large-scale problem.
On estimating the phase of periodic waveform in additive Gaussian noise, part 2
NASA Astrophysics Data System (ADS)
Rauch, L. L.
1984-11-01
Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.
On Estimating the Phase of Periodic Waveform in Additive Gaussian Noise, Part 2
NASA Technical Reports Server (NTRS)
Rauch, L. L.
1984-01-01
Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.
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
Application of genetic algorithms to focal mechanism determination
NASA Astrophysics Data System (ADS)
Kobayashi, Reiji; Nakanishi, Ichiro
1994-04-01
Genetic algorithms are a new class of methods for global optimization. They resemble Monte Carlo techniques, but search for solutions more efficiently than uniform Monte Carlo sampling. In the field of geophysics, genetic algorithms have recently been used to solve some non-linear inverse problems (e.g., earthquake location, waveform inversion, migration velocity estimation). We present an application of genetic algorithms to focal mechanism determination from first-motion polarities of P-waves and apply our method to two recent large events, the Kushiro-oki earthquake of January 15, 1993 and the SW Hokkaido (Japan Sea) earthquake of July 12, 1993. Initial solution and curvature information of the objective function that gradient methods need are not required in our approach. Moreover globally optimal solutions can be efficiently obtained. Calculation of polarities based on double-couple models is the most time-consuming part of the source mechanism determination. The amount of calculations required by the method designed in this study is much less than that of previous grid search methods.
Villarubia, Gabriel; De Paz, Juan F.; Bajo, Javier
2017-01-01
The use of electric bikes (e-bikes) has grown in popularity, especially in large cities where overcrowding and traffic congestion are common. This paper proposes an intelligent engine management system for e-bikes which uses the information collected from sensors to optimize battery energy and time. The intelligent engine management system consists of a built-in network of sensors in the e-bike, which is used for multi-sensor data fusion; the collected data is analysed and fused and on the basis of this information the system can provide the user with optimal and personalized assistance. The user is given recommendations related to battery consumption, sensors, and other parameters associated with the route travelled, such as duration, speed, or variation in altitude. To provide a user with these recommendations, artificial neural networks are used to estimate speed and consumption for each of the segments of a route. These estimates are incorporated into evolutionary algorithms in order to make the optimizations. A comparative analysis of the results obtained has been conducted for when routes were travelled with and without the optimization system. From the experiments, it is evident that the use of an engine management system results in significant energy and time savings. Moreover, user satisfaction increases as the level of assistance adapts to user behavior and the characteristics of the route. PMID:29088087
De La Iglesia, Daniel H; Villarrubia, Gabriel; De Paz, Juan F; Bajo, Javier
2017-10-31
The use of electric bikes (e-bikes) has grown in popularity, especially in large cities where overcrowding and traffic congestion are common. This paper proposes an intelligent engine management system for e-bikes which uses the information collected from sensors to optimize battery energy and time. The intelligent engine management system consists of a built-in network of sensors in the e-bike, which is used for multi-sensor data fusion; the collected data is analysed and fused and on the basis of this information the system can provide the user with optimal and personalized assistance. The user is given recommendations related to battery consumption, sensors, and other parameters associated with the route travelled, such as duration, speed, or variation in altitude. To provide a user with these recommendations, artificial neural networks are used to estimate speed and consumption for each of the segments of a route. These estimates are incorporated into evolutionary algorithms in order to make the optimizations. A comparative analysis of the results obtained has been conducted for when routes were travelled with and without the optimization system. From the experiments, it is evident that the use of an engine management system results in significant energy and time savings. Moreover, user satisfaction increases as the level of assistance adapts to user behavior and the characteristics of the route.
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.
Robust and fast nonlinear optimization of diffusion MRI microstructure models.
Harms, R L; Fritz, F J; Tobisch, A; Goebel, R; Roebroeck, A
2017-07-15
Advances in biophysical multi-compartment modeling for diffusion MRI (dMRI) have gained popularity because of greater specificity than DTI in relating the dMRI signal to underlying cellular microstructure. A large range of these diffusion microstructure models have been developed and each of the popular models comes with its own, often different, optimization algorithm, noise model and initialization strategy to estimate its parameter maps. Since data fit, accuracy and precision is hard to verify, this creates additional challenges to comparability and generalization of results from diffusion microstructure models. In addition, non-linear optimization is computationally expensive leading to very long run times, which can be prohibitive in large group or population studies. In this technical note we investigate the performance of several optimization algorithms and initialization strategies over a few of the most popular diffusion microstructure models, including NODDI and CHARMED. We evaluate whether a single well performing optimization approach exists that could be applied to many models and would equate both run time and fit aspects. All models, algorithms and strategies were implemented on the Graphics Processing Unit (GPU) to remove run time constraints, with which we achieve whole brain dataset fits in seconds to minutes. We then evaluated fit, accuracy, precision and run time for different models of differing complexity against three common optimization algorithms and three parameter initialization strategies. Variability of the achieved quality of fit in actual data was evaluated on ten subjects of each of two population studies with a different acquisition protocol. We find that optimization algorithms and multi-step optimization approaches have a considerable influence on performance and stability over subjects and over acquisition protocols. The gradient-free Powell conjugate-direction algorithm was found to outperform other common algorithms in terms of run time, fit, accuracy and precision. Parameter initialization approaches were found to be relevant especially for more complex models, such as those involving several fiber orientations per voxel. For these, a fitting cascade initializing or fixing parameter values in a later optimization step from simpler models in an earlier optimization step further improved run time, fit, accuracy and precision compared to a single step fit. This establishes and makes available standards by which robust fit and accuracy can be achieved in shorter run times. This is especially relevant for the use of diffusion microstructure modeling in large group or population studies and in combining microstructure parameter maps with tractography results. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
NASA Technical Reports Server (NTRS)
Orme, John S.
1995-01-01
The performance seeking control algorithm optimizes total propulsion system performance. This adaptive, model-based optimization algorithm has been successfully flight demonstrated on two engines with differing levels of degradation. Models of the engine, nozzle, and inlet produce reliable, accurate estimates of engine performance. But, because of an observability problem, component levels of degradation cannot be accurately determined. Depending on engine-specific operating characteristics PSC achieves various levels performance improvement. For example, engines with more deterioration typically operate at higher turbine temperatures than less deteriorated engines. Thus when the PSC maximum thrust mode is applied, for example, there will be less temperature margin available to be traded for increasing thrust.
Adaptive Window Zero-Crossing-Based Instantaneous Frequency Estimation
NASA Astrophysics Data System (ADS)
Sekhar, S. Chandra; Sreenivas, TV
2004-12-01
We address the problem of estimating instantaneous frequency (IF) of a real-valued constant amplitude time-varying sinusoid. Estimation of polynomial IF is formulated using the zero-crossings of the signal. We propose an algorithm to estimate nonpolynomial IF by local approximation using a low-order polynomial, over a short segment of the signal. This involves the choice of window length to minimize the mean square error (MSE). The optimal window length found by directly minimizing the MSE is a function of the higher-order derivatives of the IF which are not available a priori. However, an optimum solution is formulated using an adaptive window technique based on the concept of intersection of confidence intervals. The adaptive algorithm enables minimum MSE-IF (MMSE-IF) estimation without requiring a priori information about the IF. Simulation results show that the adaptive window zero-crossing-based IF estimation method is superior to fixed window methods and is also better than adaptive spectrogram and adaptive Wigner-Ville distribution (WVD)-based IF estimators for different signal-to-noise ratio (SNR).
Pant, Jeevan K; Krishnan, Sridhar
2016-07-01
A new signal reconstruction algorithm for compressive sensing based on the minimization of a pseudonorm which promotes block-sparse structure on the first-order difference of the signal is proposed. Involved optimization is carried out by using a sequential version of Fletcher-Reeves' conjugate-gradient algorithm, and the line search is based on Banach's fixed-point theorem. The algorithm is suitable for the reconstruction of foot gait signals which admit block-sparse structure on the first-order difference. An additional algorithm for the estimation of stride-interval, swing-interval, and stance-interval time series from the reconstructed foot gait signals is also proposed. This algorithm is based on finding zero crossing indices of the foot gait signal and using the resulting indices for the computation of time series. Extensive simulation results demonstrate that the proposed signal reconstruction algorithm yields improved signal-to-noise ratio and requires significantly reduced computational effort relative to several competing algorithms over a wide range of compression ratio. For a compression ratio in the range from 88% to 94%, the proposed algorithm is found to offer improved accuracy for the estimation of clinically relevant time-series parameters, namely, the mean value, variance, and spectral index of stride-interval, stance-interval, and swing-interval time series, relative to its nearest competitor algorithm. The improvement in performance for compression ratio as high as 94% indicates that the proposed algorithms would be useful for designing compressive sensing-based systems for long-term telemonitoring of human gait signals.
SCI model structure determination program (OSR) user's guide. [optimal subset regression
NASA Technical Reports Server (NTRS)
1979-01-01
The computer program, OSR (Optimal Subset Regression) which estimates models for rotorcraft body and rotor force and moment coefficients is described. The technique used is based on the subset regression algorithm. Given time histories of aerodynamic coefficients, aerodynamic variables, and control inputs, the program computes correlation between various time histories. The model structure determination is based on these correlations. Inputs and outputs of the program are given.
Foo, Brian; van der Schaar, Mihaela
2010-11-01
In this paper, we discuss distributed optimization techniques for configuring classifiers in a real-time, informationally-distributed stream mining system. Due to the large volume of streaming data, stream mining systems must often cope with overload, which can lead to poor performance and intolerable processing delay for real-time applications. Furthermore, optimizing over an entire system of classifiers is a difficult task since changing the filtering process at one classifier can impact both the feature values of data arriving at classifiers further downstream and thus, the classification performance achieved by an ensemble of classifiers, as well as the end-to-end processing delay. To address this problem, this paper makes three main contributions: 1) Based on classification and queuing theoretic models, we propose a utility metric that captures both the performance and the delay of a binary filtering classifier system. 2) We introduce a low-complexity framework for estimating the system utility by observing, estimating, and/or exchanging parameters between the inter-related classifiers deployed across the system. 3) We provide distributed algorithms to reconfigure the system, and analyze the algorithms based on their convergence properties, optimality, information exchange overhead, and rate of adaptation to non-stationary data sources. We provide results using different video classifier systems.
Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel
2016-01-01
Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005
Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel
2016-01-01
Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.
Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.
Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn
2015-05-15
The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.
Ting, T O; Man, Ka Lok; Lim, Eng Gee; Leach, Mark
2014-01-01
In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area.
Constrained Null Space Component Analysis for Semiblind Source Separation Problem.
Hwang, Wen-Liang; Lu, Keng-Shih; Ho, Jinn
2018-02-01
The blind source separation (BSS) problem extracts unknown sources from observations of their unknown mixtures. A current trend in BSS is the semiblind approach, which incorporates prior information on sources or how the sources are mixed. The constrained independent component analysis (ICA) approach has been studied to impose constraints on the famous ICA framework. We introduced an alternative approach based on the null space component (NCA) framework and referred to the approach as the c-NCA approach. We also presented the c-NCA algorithm that uses signal-dependent semidefinite operators, which is a bilinear mapping, as signatures for operator design in the c-NCA approach. Theoretically, we showed that the source estimation of the c-NCA algorithm converges with a convergence rate dependent on the decay of the sequence, obtained by applying the estimated operators on corresponding sources. The c-NCA can be formulated as a deterministic constrained optimization method, and thus, it can take advantage of solvers developed in optimization society for solving the BSS problem. As examples, we demonstrated electroencephalogram interference rejection problems can be solved by the c-NCA with proximal splitting algorithms by incorporating a sparsity-enforcing separation model and considering the case when reference signals are available.
Ting, T. O.; Lim, Eng Gee
2014-01-01
In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area. PMID:25162041
Particle swarm optimization algorithm based low cost magnetometer calibration
NASA Astrophysics Data System (ADS)
Ali, A. S.; Siddharth, S., Syed, Z., El-Sheimy, N.
2011-12-01
Inertial Navigation Systems (INS) consist of accelerometers, gyroscopes and a microprocessor provide inertial digital data from which position and orientation is obtained by integrating the specific forces and rotation rates. In addition to the accelerometers and gyroscopes, magnetometers can be used to derive the absolute user heading based on Earth's magnetic field. Unfortunately, the measurements of the magnetic field obtained with low cost sensors are corrupted by several errors including manufacturing defects and external electro-magnetic fields. Consequently, proper calibration of the magnetometer is required to achieve high accuracy heading measurements. In this paper, a Particle Swarm Optimization (PSO) based calibration algorithm is presented to estimate the values of the bias and scale factor of low cost magnetometer. The main advantage of this technique is the use of the artificial intelligence which does not need any error modeling or awareness of the nonlinearity. The estimated bias and scale factor errors from the proposed algorithm improve the heading accuracy and the results are also statistically significant. Also, it can help in the development of the Pedestrian Navigation Devices (PNDs) when combined with the INS and GPS/Wi-Fi especially in the indoor environments
Camera-pose estimation via projective Newton optimization on the manifold.
Sarkis, Michel; Diepold, Klaus
2012-04-01
Determining the pose of a moving camera is an important task in computer vision. In this paper, we derive a projective Newton algorithm on the manifold to refine the pose estimate of a camera. The main idea is to benefit from the fact that the 3-D rigid motion is described by the special Euclidean group, which is a Riemannian manifold. The latter is equipped with a tangent space defined by the corresponding Lie algebra. This enables us to compute the optimization direction, i.e., the gradient and the Hessian, at each iteration of the projective Newton scheme on the tangent space of the manifold. Then, the motion is updated by projecting back the variables on the manifold itself. We also derive another version of the algorithm that employs homeomorphic parameterization to the special Euclidean group. We test the algorithm on several simulated and real image data sets. Compared with the standard Newton minimization scheme, we are now able to obtain the full numerical formula of the Hessian with a 60% decrease in computational complexity. Compared with Levenberg-Marquardt, the results obtained are more accurate while having a rather similar complexity.
On the adequacy of identified Cole Cole models
NASA Astrophysics Data System (ADS)
Xiang, Jianping; Cheng, Daizhan; Schlindwein, F. S.; Jones, N. B.
2003-06-01
The Cole-Cole model has been widely used to interpret electrical geophysical data. Normally an iterative computer program is used to invert the frequency domain complex impedance data and simple error estimation is obtained from the squared difference of the measured (field) and calculated values over the full frequency range. Recently a new direct inversion algorithm was proposed for the 'optimal' estimation of the Cole-Cole parameters, which differs from existing inversion algorithms in that the estimated parameters are direct solutions of a set of equations without the need for an initial guess for initialisation. This paper first briefly investigates the advantages and disadvantages of the new algorithm compared to the standard Levenberg-Marquardt "ridge regression" algorithm. Then, and more importantly, we address the adequacy of the models resulting from both the "ridge regression" and the new algorithm, using two different statistical tests and we give objective statistical criteria for acceptance or rejection of the estimated models. The first is the standard χ2 technique. The second is a parameter-accuracy based test that uses a joint multi-normal distribution. Numerical results that illustrate the performance of both testing methods are given. The main goals of this paper are (i) to provide the source code for the new ''direct inversion'' algorithm in Matlab and (ii) to introduce and demonstrate two methods to determine the reliability of a set of data before data processing, i.e., to consider the adequacy of the resulting Cole-Cole model.
CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION.
Wang, Lan; Kim, Yongdai; Li, Runze
2013-10-01
We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open problem how to identify the oracle estimator among potentially multiple local minima. There are two main obstacles: (1) due to the presence of multiple minima, the solution path is nonunique and is not guaranteed to contain the oracle estimator; (2) even if a solution path is known to contain the oracle estimator, the optimal tuning parameter depends on many unknown factors and is hard to estimate. To address these two challenging issues, we first prove that an easy-to-calculate calibrated CCCP algorithm produces a consistent solution path which contains the oracle estimator with probability approaching one. Furthermore, we propose a high-dimensional BIC criterion and show that it can be applied to the solution path to select the optimal tuning parameter which asymptotically identifies the oracle estimator. The theory for a general class of non-convex penalties in the ultra-high dimensional setup is established when the random errors follow the sub-Gaussian distribution. Monte Carlo studies confirm that the calibrated CCCP algorithm combined with the proposed high-dimensional BIC has desirable performance in identifying the underlying sparsity pattern for high-dimensional data analysis.
CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION
Wang, Lan; Kim, Yongdai; Li, Runze
2014-01-01
We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open problem how to identify the oracle estimator among potentially multiple local minima. There are two main obstacles: (1) due to the presence of multiple minima, the solution path is nonunique and is not guaranteed to contain the oracle estimator; (2) even if a solution path is known to contain the oracle estimator, the optimal tuning parameter depends on many unknown factors and is hard to estimate. To address these two challenging issues, we first prove that an easy-to-calculate calibrated CCCP algorithm produces a consistent solution path which contains the oracle estimator with probability approaching one. Furthermore, we propose a high-dimensional BIC criterion and show that it can be applied to the solution path to select the optimal tuning parameter which asymptotically identifies the oracle estimator. The theory for a general class of non-convex penalties in the ultra-high dimensional setup is established when the random errors follow the sub-Gaussian distribution. Monte Carlo studies confirm that the calibrated CCCP algorithm combined with the proposed high-dimensional BIC has desirable performance in identifying the underlying sparsity pattern for high-dimensional data analysis. PMID:24948843
Optimal designs for copula models
Perrone, E.; Müller, W.G.
2016-01-01
Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula parameters can be enhanced by optimizing experimental conditions and how robust all the parameter estimates for the model are with respect to the type of copula employed. In this paper an equivalence theorem for (bivariate) copula models is provided that allows formulation of efficient design algorithms and quick checks of whether designs are optimal or at least efficient. Some examples illustrate that in practical situations considerable gains in design efficiency can be achieved. A natural comparison between different copula models with respect to design efficiency is provided as well. PMID:27453616
A tight upper bound for quadratic knapsack problems in grid-based wind farm layout optimization
NASA Astrophysics Data System (ADS)
Quan, Ning; Kim, Harrison M.
2018-03-01
The 0-1 quadratic knapsack problem (QKP) in wind farm layout optimization models possible turbine locations as nodes, and power loss due to wake effects between pairs of turbines as edges in a complete graph. The goal is to select up to a certain number of turbine locations such that the sum of selected node and edge coefficients is maximized. Finding the optimal solution to the QKP is difficult in general, but it is possible to obtain a tight upper bound on the QKP's optimal value which facilitates the use of heuristics to solve QKPs by giving a good estimate of the optimality gap of any feasible solution. This article applies an upper bound method that is especially well-suited to QKPs in wind farm layout optimization due to certain features of the formulation that reduce the computational complexity of calculating the upper bound. The usefulness of the upper bound was demonstrated by assessing the performance of the greedy algorithm for solving QKPs in wind farm layout optimization. The results show that the greedy algorithm produces good solutions within 4% of the optimal value for small to medium sized problems considered in this article.
Cota-Ruiz, Juan; Rosiles, Jose-Gerardo; Sifuentes, Ernesto; Rivas-Perea, Pablo
2012-01-01
This research presents a distributed and formula-based bilateration algorithm that can be used to provide initial set of locations. In this scheme each node uses distance estimates to anchors to solve a set of circle-circle intersection (CCI) problems, solved through a purely geometric formulation. The resulting CCIs are processed to pick those that cluster together and then take the average to produce an initial node location. The algorithm is compared in terms of accuracy and computational complexity with a Least-Squares localization algorithm, based on the Levenberg-Marquardt methodology. Results in accuracy vs. computational performance show that the bilateration algorithm is competitive compared with well known optimized localization algorithms.
NASA Astrophysics Data System (ADS)
Alkan, Hilal; Balkaya, Çağlayan
2018-02-01
We present an efficient inversion tool for parameter estimation from horizontal loop electromagnetic (HLEM) data using Differential Search Algorithm (DSA) which is a swarm-intelligence-based metaheuristic proposed recently. The depth, dip, and origin of a thin subsurface conductor causing the anomaly are the parameters estimated by the HLEM method commonly known as Slingram. The applicability of the developed scheme was firstly tested on two synthetically generated anomalies with and without noise content. Two control parameters affecting the convergence characteristic to the solution of the algorithm were tuned for the so-called anomalies including one and two conductive bodies, respectively. Tuned control parameters yielded more successful statistical results compared to widely used parameter couples in DSA applications. Two field anomalies measured over a dipping graphitic shale from Northern Australia were then considered, and the algorithm provided the depth estimations being in good agreement with those of previous studies and drilling information. Furthermore, the efficiency and reliability of the results obtained were investigated via probability density function. Considering the results obtained, we can conclude that DSA characterized by the simple algorithmic structure is an efficient and promising metaheuristic for the other relatively low-dimensional geophysical inverse problems. Finally, the researchers after being familiar with the content of developed scheme displaying an easy to use and flexible characteristic can easily modify and expand it for their scientific optimization problems.
NASA Astrophysics Data System (ADS)
Saavedra, Juan Alejandro
Quality Control (QC) and Quality Assurance (QA) strategies vary significantly across industries in the manufacturing sector depending on the product being built. Such strategies range from simple statistical analysis and process controls, decision-making process of reworking, repairing, or scraping defective product. This study proposes an optimal QC methodology in order to include rework stations during the manufacturing process by identifying the amount and location of these workstations. The factors that are considered to optimize these stations are cost, cycle time, reworkability and rework benefit. The goal is to minimize the cost and cycle time of the process, but increase the reworkability and rework benefit. The specific objectives of this study are: (1) to propose a cost estimation model that includes energy consumption, and (2) to propose an optimal QC methodology to identify quantity and location of rework workstations. The cost estimation model includes energy consumption as part of the product direct cost. The cost estimation model developed allows the user to calculate product direct cost as the quality sigma level of the process changes. This provides a benefit because a complete cost estimation calculation does not need to be performed every time the processes yield changes. This cost estimation model is then used for the QC strategy optimization process. In order to propose a methodology that provides an optimal QC strategy, the possible factors that affect QC were evaluated. A screening Design of Experiments (DOE) was performed on seven initial factors and identified 3 significant factors. It reflected that one response variable was not required for the optimization process. A full factorial DOE was estimated in order to verify the significant factors obtained previously. The QC strategy optimization is performed through a Genetic Algorithm (GA) which allows the evaluation of several solutions in order to obtain feasible optimal solutions. The GA evaluates possible solutions based on cost, cycle time, reworkability and rework benefit. Finally it provides several possible solutions because this is a multi-objective optimization problem. The solutions are presented as chromosomes that clearly state the amount and location of the rework stations. The user analyzes these solutions in order to select one by deciding which of the four factors considered is most important depending on the product being manufactured or the company's objective. The major contribution of this study is to provide the user with a methodology used to identify an effective and optimal QC strategy that incorporates the number and location of rework substations in order to minimize direct product cost, and cycle time, and maximize reworkability, and rework benefit.
Mass and Volume Optimization of Space Flight Medical Kits
NASA Technical Reports Server (NTRS)
Keenan, A. B.; Foy, Millennia Hope; Myers, Jerry
2014-01-01
Resource allocation is a critical aspect of space mission planning. All resources, including medical resources, are subject to a number of mission constraints such a maximum mass and volume. However, unlike many resources, there is often limited understanding in how to optimize medical resources for a mission. The Integrated Medical Model (IMM) is a probabilistic model that estimates medical event occurrences and mission outcomes for different mission profiles. IMM simulates outcomes and describes the impact of medical events in terms of lost crew time, medical resource usage, and the potential for medically required evacuation. Previously published work describes an approach that uses the IMM to generate optimized medical kits that maximize benefit to the crew subject to mass and volume constraints. We improve upon the results obtained previously and extend our approach to minimize mass and volume while meeting some benefit threshold. METHODS We frame the medical kit optimization problem as a modified knapsack problem and implement an algorithm utilizing dynamic programming. Using this algorithm, optimized medical kits were generated for 3 mission scenarios with the goal of minimizing the medical kit mass and volume for a specified likelihood of evacuation or Crew Health Index (CHI) threshold. The algorithm was expanded to generate medical kits that maximize likelihood of evacuation or CHI subject to mass and volume constraints. RESULTS AND CONCLUSIONS In maximizing benefit to crew health subject to certain constraints, our algorithm generates medical kits that more closely resemble the unlimited-resource scenario than previous approaches which leverage medical risk information generated by the IMM. Our work here demonstrates that this algorithm provides an efficient and effective means to objectively allocate medical resources for spaceflight missions and provides an effective means of addressing tradeoffs in medical resource allocations and crew mission success parameters.
Periodic orbits of hybrid systems and parameter estimation via AD.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Guckenheimer, John.; Phipps, Eric Todd; Casey, Richard
Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical modelsmore » of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives for time integration, parameter sensitivities, root finding and optimization. The boundary value problem representing a periodic orbit in a hybrid system of differential algebraic equations is discretized via multiple-shooting using a high-degree Taylor series integration method [GM00, Phi03]. Numerical solutions to the shooting equations are then estimated by a Newton process yielding an approximate periodic orbit. A metric is defined for computing the distance between two given periodic orbits which is then minimized using a trust-region minimization algorithm [DS83] to find optimal fits of the model to a reference orbit [Cas04]. There are two different yet related goals that motivate the algorithmic choices listed above. The first is to provide a simple yet powerful framework for studying periodic motions in mechanical systems. Formulating mechanically correct equations of motion for systems of interconnected rigid bodies, while straightforward, is a time-consuming error prone process. Much of this difficulty stems from computing the acceleration of each rigid body in an inertial reference frame. The acceleration is computed most easily in a redundant set of coordinates giving the spatial positions of each body: since the acceleration is just the second derivative of these positions. Rather than providing explicit formulas for these derivatives, automatic differentiation can be employed to compute these quantities efficiently during the course of a simulation. The feasibility of these ideas was investigated by applying these techniques to the problem of locating stable walking motions for a disc-foot passive walking machine [CGMR01, Gar99, McG91]. The second goal for this work was to investigate the application of smooth optimization methods to periodic orbit parameter estimation problems in neural oscillations. Others [BB93, FUS93, VB99] have favored non-continuous optimization methods such as genetic algorithms, stochastic search methods, simulated annealing and brute-force random searches because of their perceived suitability to the landscape of typical objective functions in parameter space, particularly for multi-compartmental neural models. Here we argue that a carefully formulated optimization problem is amenable to Newton-like methods and has a sufficiently smooth landscape in parameter space that these methods can be an efficient and effective alternative. The plan of this paper is as follows. In Section 1 we provide a definition of hybrid systems that is the basis for modeling systems with discontinuities or discrete transitions. Sections 2, 3, and 4 briefly describe the Taylor series integration, periodic orbit tracking, and parameter estimation algorithms. For full treatments of these algorithms, we refer the reader to [Phi03, Cas04, CPG04]. The software implementation of these algorithms is briefly described in Section 5 with particular emphasis on the automatic differentiation software ADMC++. Finally, these algorithms are applied to the bipedal walking and Hodgkin-Huxley based neural oscillation problems discussed above in Section 6.« less
Joint Transmit and Receive Filter Optimization for Sub-Nyquist Delay-Doppler Estimation
NASA Astrophysics Data System (ADS)
Lenz, Andreas; Stein, Manuel S.; Swindlehurst, A. Lee
2018-05-01
In this article, a framework is presented for the joint optimization of the analog transmit and receive filter with respect to a parameter estimation problem. At the receiver, conventional signal processing systems restrict the two-sided bandwidth of the analog pre-filter $B$ to the rate of the analog-to-digital converter $f_s$ to comply with the well-known Nyquist-Shannon sampling theorem. In contrast, here we consider a transceiver that by design violates the common paradigm $B\\leq f_s$. To this end, at the receiver, we allow for a higher pre-filter bandwidth $B>f_s$ and study the achievable parameter estimation accuracy under a fixed sampling rate when the transmit and receive filter are jointly optimized with respect to the Bayesian Cram\\'{e}r-Rao lower bound. For the case of delay-Doppler estimation, we propose to approximate the required Fisher information matrix and solve the transceiver design problem by an alternating optimization algorithm. The presented approach allows us to explore the Pareto-optimal region spanned by transmit and receive filters which are favorable under a weighted mean squared error criterion. We also discuss the computational complexity of the obtained transceiver design by visualizing the resulting ambiguity function. Finally, we verify the performance of the optimized designs by Monte-Carlo simulations of a likelihood-based estimator.
Sim, Kwang Mong; Guo, Yuanyuan; Shi, Benyun
2009-02-01
Automated negotiation provides a means for resolving differences among interacting agents. For negotiation with complete information, this paper provides mathematical proofs to show that an agent's optimal strategy can be computed using its opponent's reserve price (RP) and deadline. The impetus of this work is using the synergy of Bayesian learning (BL) and genetic algorithm (GA) to determine an agent's optimal strategy in negotiation (N) with incomplete information. BLGAN adopts: 1) BL and a deadline-estimation process for estimating an opponent's RP and deadline and 2) GA for generating a proposal at each negotiation round. Learning the RP and deadline of an opponent enables the GA in BLGAN to reduce the size of its search space (SP) by adaptively focusing its search on a specific region in the space of all possible proposals. SP is dynamically defined as a region around an agent's proposal P at each negotiation round. P is generated using the agent's optimal strategy determined using its estimations of its opponent's RP and deadline. Hence, the GA in BLGAN is more likely to generate proposals that are closer to the proposal generated by the optimal strategy. Using GA to search around a proposal generated by its current strategy, an agent in BLGAN compensates for possible errors in estimating its opponent's RP and deadline. Empirical results show that agents adopting BLGAN reached agreements successfully, and achieved: 1) higher utilities and better combined negotiation outcomes (CNOs) than agents that only adopt GA to generate their proposals, 2) higher utilities than agents that adopt BL to learn only RP, and 3) higher utilities and better CNOs than agents that do not learn their opponents' RPs and deadlines.
Optimizing Complexity Measures for fMRI Data: Algorithm, Artifact, and Sensitivity
Rubin, Denis; Fekete, Tomer; Mujica-Parodi, Lilianne R.
2013-01-01
Introduction Complexity in the brain has been well-documented at both neuronal and hemodynamic scales, with increasing evidence supporting its use in sensitively differentiating between mental states and disorders. However, application of complexity measures to fMRI time-series, which are short, sparse, and have low signal/noise, requires careful modality-specific optimization. Methods Here we use both simulated and real data to address two fundamental issues: choice of algorithm and degree/type of signal processing. Methods were evaluated with regard to resilience to acquisition artifacts common to fMRI as well as detection sensitivity. Detection sensitivity was quantified in terms of grey-white matter contrast and overlap with activation. We additionally investigated the variation of complexity with activation and emotional content, optimal task length, and the degree to which results scaled with scanner using the same paradigm with two 3T magnets made by different manufacturers. Methods for evaluating complexity were: power spectrum, structure function, wavelet decomposition, second derivative, rescaled range, Higuchi’s estimate of fractal dimension, aggregated variance, and detrended fluctuation analysis. To permit direct comparison across methods, all results were normalized to Hurst exponents. Results Power-spectrum, Higuchi’s fractal dimension, and generalized Hurst exponent based estimates were most successful by all criteria; the poorest-performing measures were wavelet, detrended fluctuation analysis, aggregated variance, and rescaled range. Conclusions Functional MRI data have artifacts that interact with complexity calculations in nontrivially distinct ways compared to other physiological data (such as EKG, EEG) for which these measures are typically used. Our results clearly demonstrate that decisions regarding choice of algorithm, signal processing, time-series length, and scanner have a significant impact on the reliability and sensitivity of complexity estimates. PMID:23700424
Efficient and optimized identification of generalized Maxwell viscoelastic relaxation spectra
Babaei, Behzad; Davarian, Ali; Pryse, Kenneth M.; Elson, Elliot L.; Genin, Guy M.
2017-01-01
Viscoelastic relaxation spectra are essential for predicting and interpreting the mechanical responses of materials and structures. For biological tissues, these spectra must usually be estimated from viscoelastic relaxation tests. Interpreting viscoelastic relaxation tests is challenging because the inverse problem is expensive computationally. We present here an efficient algorithm that enables rapid identification of viscoelastic relaxation spectra. The algorithm was tested against trial data to characterize its robustness and identify its limitations and strengths. The algorithm was then applied to identify the viscoelastic response of reconstituted collagen, revealing an extensive distribution of viscoelastic time constants. PMID:26523785
Vedadi, Farhang; Shirani, Shahram
2014-01-01
A new method of image resolution up-conversion (image interpolation) based on maximum a posteriori sequence estimation is proposed. Instead of making a hard decision about the value of each missing pixel, we estimate the missing pixels in groups. At each missing pixel of the high resolution (HR) image, we consider an ensemble of candidate interpolation methods (interpolation functions). The interpolation functions are interpreted as states of a Markov model. In other words, the proposed method undergoes state transitions from one missing pixel position to the next. Accordingly, the interpolation problem is translated to the problem of estimating the optimal sequence of interpolation functions corresponding to the sequence of missing HR pixel positions. We derive a parameter-free probabilistic model for this to-be-estimated sequence of interpolation functions. Then, we solve the estimation problem using a trellis representation and the Viterbi algorithm. Using directional interpolation functions and sequence estimation techniques, we classify the new algorithm as an adaptive directional interpolation using soft-decision estimation techniques. Experimental results show that the proposed algorithm yields images with higher or comparable peak signal-to-noise ratios compared with some benchmark interpolation methods in the literature while being efficient in terms of implementation and complexity considerations.
AUC-Maximizing Ensembles through Metalearning.
LeDell, Erin; van der Laan, Mark J; Petersen, Maya
2016-05-01
Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree.
AUC-Maximizing Ensembles through Metalearning
LeDell, Erin; van der Laan, Mark J.; Peterson, Maya
2016-01-01
Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree. PMID:27227721
Gradient-based Optimization for Poroelastic and Viscoelastic MR Elastography
Tan, Likun; McGarry, Matthew D.J.; Van Houten, Elijah E.W.; Ji, Ming; Solamen, Ligin; Weaver, John B.
2017-01-01
We describe an efficient gradient computation for solving inverse problems arising in magnetic resonance elastography (MRE). The algorithm can be considered as a generalized ‘adjoint method’ based on a Lagrangian formulation. One requirement for the classic adjoint method is assurance of the self-adjoint property of the stiffness matrix in the elasticity problem. In this paper, we show this property is no longer a necessary condition in our algorithm, but the computational performance can be as efficient as the classic method, which involves only two forward solutions and is independent of the number of parameters to be estimated. The algorithm is developed and implemented in material property reconstructions using poroelastic and viscoelastic modeling. Various gradient- and Hessian-based optimization techniques have been tested on simulation, phantom and in vivo brain data. The numerical results show the feasibility and the efficiency of the proposed scheme for gradient calculation. PMID:27608454
Sequential and parallel image restoration: neural network implementations.
Figueiredo, M T; Leitao, J N
1994-01-01
Sequential and parallel image restoration algorithms and their implementations on neural networks are proposed. For images degraded by linear blur and contaminated by additive white Gaussian noise, maximum a posteriori (MAP) estimation and regularization theory lead to the same high dimension convex optimization problem. The commonly adopted strategy (in using neural networks for image restoration) is to map the objective function of the optimization problem into the energy of a predefined network, taking advantage of its energy minimization properties. Departing from this approach, we propose neural implementations of iterative minimization algorithms which are first proved to converge. The developed schemes are based on modified Hopfield (1985) networks of graded elements, with both sequential and parallel updating schedules. An algorithm supported on a fully standard Hopfield network (binary elements and zero autoconnections) is also considered. Robustness with respect to finite numerical precision is studied, and examples with real images are presented.
NASA Astrophysics Data System (ADS)
Kobayashi, Kiyoshi; Suzuki, Tohru S.
2018-03-01
A new algorithm for the automatic estimation of an equivalent circuit and the subsequent parameter optimization is developed by combining the data-mining concept and complex least-squares method. In this algorithm, the program generates an initial equivalent-circuit model based on the sampling data and then attempts to optimize the parameters. The basic hypothesis is that the measured impedance spectrum can be reproduced by the sum of the partial-impedance spectra presented by the resistor, inductor, resistor connected in parallel to a capacitor, and resistor connected in parallel to an inductor. The adequacy of the model is determined by using a simple artificial-intelligence function, which is applied to the output function of the Levenberg-Marquardt module. From the iteration of model modifications, the program finds an adequate equivalent-circuit model without any user input to the equivalent-circuit model.
An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors
Li, Jian; Wei, Xinguo; Zhang, Guangjun
2017-01-01
Efficiency and reliability are key issues when a star sensor operates in tracking mode. In the case of high attitude dynamics, the performance of existing attitude tracking algorithms degenerates rapidly. In this paper an extended Kalman filtering-based attitude tracking algorithm is presented. The star sensor is modeled as a nonlinear stochastic system with the state estimate providing the three degree-of-freedom attitude quaternion and angular velocity. The star positions in the star image are predicted and measured to estimate the optimal attitude. Furthermore, all the cataloged stars observed in the sensor field-of-view according the predicted image motion are accessed using a catalog partition table to speed up the tracking, called star mapping. Software simulation and night-sky experiment are performed to validate the efficiency and reliability of the proposed method. PMID:28825684
An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors.
Li, Jian; Wei, Xinguo; Zhang, Guangjun
2017-08-21
Efficiency and reliability are key issues when a star sensor operates in tracking mode. In the case of high attitude dynamics, the performance of existing attitude tracking algorithms degenerates rapidly. In this paper an extended Kalman filtering-based attitude tracking algorithm is presented. The star sensor is modeled as a nonlinear stochastic system with the state estimate providing the three degree-of-freedom attitude quaternion and angular velocity. The star positions in the star image are predicted and measured to estimate the optimal attitude. Furthermore, all the cataloged stars observed in the sensor field-of-view according the predicted image motion are accessed using a catalog partition table to speed up the tracking, called star mapping. Software simulation and night-sky experiment are performed to validate the efficiency and reliability of the proposed method.
Automatic parameter selection for feature-based multi-sensor image registration
NASA Astrophysics Data System (ADS)
DelMarco, Stephen; Tom, Victor; Webb, Helen; Chao, Alan
2006-05-01
Accurate image registration is critical for applications such as precision targeting, geo-location, change-detection, surveillance, and remote sensing. However, the increasing volume of image data is exceeding the current capacity of human analysts to perform manual registration. This image data glut necessitates the development of automated approaches to image registration, including algorithm parameter value selection. Proper parameter value selection is crucial to the success of registration techniques. The appropriate algorithm parameters can be highly scene and sensor dependent. Therefore, robust algorithm parameter value selection approaches are a critical component of an end-to-end image registration algorithm. In previous work, we developed a general framework for multisensor image registration which includes feature-based registration approaches. In this work we examine the problem of automated parameter selection. We apply the automated parameter selection approach of Yitzhaky and Peli to select parameters for feature-based registration of multisensor image data. The approach consists of generating multiple feature-detected images by sweeping over parameter combinations and using these images to generate estimated ground truth. The feature-detected images are compared to the estimated ground truth images to generate ROC points associated with each parameter combination. We develop a strategy for selecting the optimal parameter set by choosing the parameter combination corresponding to the optimal ROC point. We present numerical results showing the effectiveness of the approach using registration of collected SAR data to reference EO data.
Real-Time Station Grouping under Dynamic Traffic for IEEE 802.11ah
Tian, Le; Latré, Steven
2017-01-01
IEEE 802.11ah, marketed as Wi-Fi HaLow, extends Wi-Fi to the sub-1 GHz spectrum. Through a number of physical layer (PHY) and media access control (MAC) optimizations, it aims to bring greatly increased range, energy-efficiency, and scalability. This makes 802.11ah the perfect candidate for providing connectivity to Internet of Things (IoT) devices. One of these new features, referred to as the Restricted Access Window (RAW), focuses on improving scalability in highly dense deployments. RAW divides stations into groups and reduces contention and collisions by only allowing channel access to one group at a time. However, the standard does not dictate how to determine the optimal RAW grouping parameters. The optimal parameters depend on the current network conditions, and it has been shown that incorrect configuration severely impacts throughput, latency and energy efficiency. In this paper, we propose a traffic-adaptive RAW optimization algorithm (TAROA) to adapt the RAW parameters in real time based on the current traffic conditions, optimized for sensor networks in which each sensor transmits packets with a certain (predictable) frequency and may change the transmission frequency over time. The TAROA algorithm is executed at each target beacon transmission time (TBTT), and it first estimates the packet transmission interval of each station only based on packet transmission information obtained by access point (AP) during the last beacon interval. Then, TAROA determines the RAW parameters and assigns stations to RAW slots based on this estimated transmission frequency. The simulation results show that, compared to enhanced distributed channel access/distributed coordination function (EDCA/DCF), the TAROA algorithm can highly improve the performance of IEEE 802.11ah dense networks in terms of throughput, especially when hidden nodes exist, although it does not always achieve better latency performance. This paper contributes with a practical approach to optimizing RAW grouping under dynamic traffic in real time, which is a major leap towards applying RAW mechanism in real-life IoT networks. PMID:28677617
Real-Time Station Grouping under Dynamic Traffic for IEEE 802.11ah.
Tian, Le; Khorov, Evgeny; Latré, Steven; Famaey, Jeroen
2017-07-04
IEEE 802.11ah, marketed as Wi-Fi HaLow, extends Wi-Fi to the sub-1 GHz spectrum. Through a number of physical layer (PHY) and media access control (MAC) optimizations, it aims to bring greatly increased range, energy-efficiency, and scalability. This makes 802.11ah the perfect candidate for providing connectivity to Internet of Things (IoT) devices. One of these new features, referred to as the Restricted Access Window (RAW), focuses on improving scalability in highly dense deployments. RAW divides stations into groups and reduces contention and collisions by only allowing channel access to one group at a time. However, the standard does not dictate how to determine the optimal RAW grouping parameters. The optimal parameters depend on the current network conditions, and it has been shown that incorrect configuration severely impacts throughput, latency and energy efficiency. In this paper, we propose a traffic-adaptive RAW optimization algorithm (TAROA) to adapt the RAW parameters in real time based on the current traffic conditions, optimized for sensor networks in which each sensor transmits packets with a certain (predictable) frequency and may change the transmission frequency over time. The TAROA algorithm is executed at each target beacon transmission time (TBTT), and it first estimates the packet transmission interval of each station only based on packet transmission information obtained by access point (AP) during the last beacon interval. Then, TAROA determines the RAW parameters and assigns stations to RAW slots based on this estimated transmission frequency. The simulation results show that, compared to enhanced distributed channel access/distributed coordination function (EDCA/DCF), the TAROA algorithm can highly improve the performance of IEEE 802.11ah dense networks in terms of throughput, especially when hidden nodes exist, although it does not always achieve better latency performance. This paper contributes with a practical approach to optimizing RAW grouping under dynamic traffic in real time, which is a major leap towards applying RAW mechanism in real-life IoT networks.
Near-optimal matrix recovery from random linear measurements.
Romanov, Elad; Gavish, Matan
2018-06-25
In matrix recovery from random linear measurements, one is interested in recovering an unknown M-by-N matrix [Formula: see text] from [Formula: see text] measurements [Formula: see text], where each [Formula: see text] is an M-by-N measurement matrix with i.i.d. random entries, [Formula: see text] We present a matrix recovery algorithm, based on approximate message passing, which iteratively applies an optimal singular-value shrinker-a nonconvex nonlinearity tailored specifically for matrix estimation. Our algorithm typically converges exponentially fast, offering a significant speedup over previously suggested matrix recovery algorithms, such as iterative solvers for nuclear norm minimization (NNM). It is well known that there is a recovery tradeoff between the information content of the object [Formula: see text] to be recovered (specifically, its matrix rank r) and the number of linear measurements n from which recovery is to be attempted. The precise tradeoff between r and n, beyond which recovery by a given algorithm becomes possible, traces the so-called phase transition curve of that algorithm in the [Formula: see text] plane. The phase transition curve of our algorithm is noticeably better than that of NNM. Interestingly, it is close to the information-theoretic lower bound for the minimal number of measurements needed for matrix recovery, making it not only state of the art in terms of convergence rate, but also near optimal in terms of the matrices it successfully recovers. Copyright © 2018 the Author(s). Published by PNAS.
Optimizing interconnections to maximize the spectral radius of interdependent networks
NASA Astrophysics Data System (ADS)
Chen, Huashan; Zhao, Xiuyan; Liu, Feng; Xu, Shouhuai; Lu, Wenlian
2017-03-01
The spectral radius (i.e., the largest eigenvalue) of the adjacency matrices of complex networks is an important quantity that governs the behavior of many dynamic processes on the networks, such as synchronization and epidemics. Studies in the literature focused on bounding this quantity. In this paper, we investigate how to maximize the spectral radius of interdependent networks by optimally linking k internetwork connections (or interconnections for short). We derive formulas for the estimation of the spectral radius of interdependent networks and employ these results to develop a suite of algorithms that are applicable to different parameter regimes. In particular, a simple algorithm is to link the k nodes with the largest k eigenvector centralities in one network to the node in the other network with a certain property related to both networks. We demonstrate the applicability of our algorithms via extensive simulations. We discuss the physical implications of the results, including how the optimal interconnections can more effectively decrease the threshold of epidemic spreading in the susceptible-infected-susceptible model and the threshold of synchronization of coupled Kuramoto oscillators.
Machine-Vision Aids for Improved Flight Operations
NASA Technical Reports Server (NTRS)
Menon, P. K.; Chatterji, Gano B.
1996-01-01
The development of machine vision based pilot aids to help reduce night approach and landing accidents is explored. The techniques developed are motivated by the desire to use the available information sources for navigation such as the airport lighting layout, attitude sensors and Global Positioning System to derive more precise aircraft position and orientation information. The fact that airport lighting geometry is known and that images of airport lighting can be acquired by the camera, has lead to the synthesis of machine vision based algorithms for runway relative aircraft position and orientation estimation. The main contribution of this research is the synthesis of seven navigation algorithms based on two broad families of solutions. The first family of solution methods consists of techniques that reconstruct the airport lighting layout from the camera image and then estimate the aircraft position components by comparing the reconstructed lighting layout geometry with the known model of the airport lighting layout geometry. The second family of methods comprises techniques that synthesize the image of the airport lighting layout using a camera model and estimate the aircraft position and orientation by comparing this image with the actual image of the airport lighting acquired by the camera. Algorithms 1 through 4 belong to the first family of solutions while Algorithms 5 through 7 belong to the second family of solutions. Algorithms 1 and 2 are parameter optimization methods, Algorithms 3 and 4 are feature correspondence methods and Algorithms 5 through 7 are Kalman filter centered algorithms. Results of computer simulation are presented to demonstrate the performance of all the seven algorithms developed.
NASA Astrophysics Data System (ADS)
Yu, Haiqing; Chen, Shuhang; Chen, Yunmei; Liu, Huafeng
2017-05-01
Dynamic positron emission tomography (PET) is capable of providing both spatial and temporal information of radio tracers in vivo. In this paper, we present a novel joint estimation framework to reconstruct temporal sequences of dynamic PET images and the coefficients characterizing the system impulse response function, from which the associated parametric images of the system macro parameters for tracer kinetics can be estimated. The proposed algorithm, which combines statistical data measurement and tracer kinetic models, integrates a dictionary sparse coding (DSC) into a total variational minimization based algorithm for simultaneous reconstruction of the activity distribution and parametric map from measured emission sinograms. DSC, based on the compartmental theory, provides biologically meaningful regularization, and total variation regularization is incorporated to provide edge-preserving guidance. We rely on techniques from minimization algorithms (the alternating direction method of multipliers) to first generate the estimated activity distributions with sub-optimal kinetic parameter estimates, and then recover the parametric maps given these activity estimates. These coupled iterative steps are repeated as necessary until convergence. Experiments with synthetic, Monte Carlo generated data, and real patient data have been conducted, and the results are very promising.
A Compact VLSI System for Bio-Inspired Visual Motion Estimation.
Shi, Cong; Luo, Gang
2018-04-01
This paper proposes a bio-inspired visual motion estimation algorithm based on motion energy, along with its compact very-large-scale integration (VLSI) architecture using low-cost embedded systems. The algorithm mimics motion perception functions of retina, V1, and MT neurons in a primate visual system. It involves operations of ternary edge extraction, spatiotemporal filtering, motion energy extraction, and velocity integration. Moreover, we propose the concept of confidence map to indicate the reliability of estimation results on each probing location. Our algorithm involves only additions and multiplications during runtime, which is suitable for low-cost hardware implementation. The proposed VLSI architecture employs multiple (frame, pixel, and operation) levels of pipeline and massively parallel processing arrays to boost the system performance. The array unit circuits are optimized to minimize hardware resource consumption. We have prototyped the proposed architecture on a low-cost field-programmable gate array platform (Zynq 7020) running at 53-MHz clock frequency. It achieved 30-frame/s real-time performance for velocity estimation on 160 × 120 probing locations. A comprehensive evaluation experiment showed that the estimated velocity by our prototype has relatively small errors (average endpoint error < 0.5 pixel and angular error < 10°) for most motion cases.
Feng, Haihua; Karl, William Clem; Castañon, David A
2008-05-01
In this paper, we develop a new unified approach for laser radar range anomaly suppression, range profiling, and segmentation. This approach combines an object-based hybrid scene model for representing the range distribution of the field and a statistical mixture model for the range data measurement noise. The image segmentation problem is formulated as a minimization problem which jointly estimates the target boundary together with the target region range variation and background range variation directly from the noisy and anomaly-filled range data. This formulation allows direct incorporation of prior information concerning the target boundary, target ranges, and background ranges into an optimal reconstruction process. Curve evolution techniques and a generalized expectation-maximization algorithm are jointly employed as an efficient solver for minimizing the objective energy, resulting in a coupled pair of object and intensity optimization tasks. The method directly and optimally extracts the target boundary, avoiding a suboptimal two-step process involving image smoothing followed by boundary extraction. Experiments are presented demonstrating that the proposed approach is robust to anomalous pixels (missing data) and capable of producing accurate estimation of the target boundary and range values from noisy data.
Robust Rate Maximization for Heterogeneous Wireless Networks under Channel Uncertainties
Xu, Yongjun; Hu, Yuan; Li, Guoquan
2018-01-01
Heterogeneous wireless networks are a promising technology in next generation wireless communication networks, which has been shown to efficiently reduce the blind area of mobile communication and improve network coverage compared with the traditional wireless communication networks. In this paper, a robust power allocation problem for a two-tier heterogeneous wireless networks is formulated based on orthogonal frequency-division multiplexing technology. Under the consideration of imperfect channel state information (CSI), the robust sum-rate maximization problem is built while avoiding sever cross-tier interference to macrocell user and maintaining the minimum rate requirement of each femtocell user. To be practical, both of channel estimation errors from the femtocells to the macrocell and link uncertainties of each femtocell user are simultaneously considered in terms of outage probabilities of users. The optimization problem is analyzed under no CSI feedback with some cumulative distribution function and partial CSI with Gaussian distribution of channel estimation error. The robust optimization problem is converted into the convex optimization problem which is solved by using Lagrange dual theory and subgradient algorithm. Simulation results demonstrate the effectiveness of the proposed algorithm by the impact of channel uncertainties on the system performance. PMID:29466315
Sehgal, Muhammad Shoaib B; Gondal, Iqbal; Dooley, Laurence S
2005-05-15
Microarray data are used in a range of application areas in biology, although often it contains considerable numbers of missing values. These missing values can significantly affect subsequent statistical analysis and machine learning algorithms so there is a strong motivation to estimate these values as accurately as possible before using these algorithms. While many imputation algorithms have been proposed, more robust techniques need to be developed so that further analysis of biological data can be accurately undertaken. In this paper, an innovative missing value imputation algorithm called collateral missing value estimation (CMVE) is presented which uses multiple covariance-based imputation matrices for the final prediction of missing values. The matrices are computed and optimized using least square regression and linear programming methods. The new CMVE algorithm has been compared with existing estimation techniques including Bayesian principal component analysis imputation (BPCA), least square impute (LSImpute) and K-nearest neighbour (KNN). All these methods were rigorously tested to estimate missing values in three separate non-time series (ovarian cancer based) and one time series (yeast sporulation) dataset. Each method was quantitatively analyzed using the normalized root mean square (NRMS) error measure, covering a wide range of randomly introduced missing value probabilities from 0.01 to 0.2. Experiments were also undertaken on the yeast dataset, which comprised 1.7% actual missing values, to test the hypothesis that CMVE performed better not only for randomly occurring but also for a real distribution of missing values. The results confirmed that CMVE consistently demonstrated superior and robust estimation capability of missing values compared with other methods for both series types of data, for the same order of computational complexity. A concise theoretical framework has also been formulated to validate the improved performance of the CMVE algorithm. The CMVE software is available upon request from the authors.
Sparse Covariance Matrix Estimation With Eigenvalue Constraints
LIU, Han; WANG, Lie; ZHAO, Tuo
2014-01-01
We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint. The estimated covariance matrix simultaneously achieves sparsity and positive definiteness. The estimator is rate optimal in the minimax sense and we develop an efficient iterative soft-thresholding and projection algorithm based on the alternating direction method of multipliers. Empirically, we conduct thorough numerical experiments on simulated datasets as well as real data examples to illustrate the usefulness of our method. Supplementary materials for the article are available online. PMID:25620866
An efficient algorithm for function optimization: modified stem cells algorithm
NASA Astrophysics Data System (ADS)
Taherdangkoo, Mohammad; Paziresh, Mahsa; Yazdi, Mehran; Bagheri, Mohammad Hadi
2013-03-01
In this paper, we propose an optimization algorithm based on the intelligent behavior of stem cell swarms in reproduction and self-organization. Optimization algorithms, such as the Genetic Algorithm (GA), Particle Swarm Optimization (PSO) algorithm, Ant Colony Optimization (ACO) algorithm and Artificial Bee Colony (ABC) algorithm, can give solutions to linear and non-linear problems near to the optimum for many applications; however, in some case, they can suffer from becoming trapped in local optima. The Stem Cells Algorithm (SCA) is an optimization algorithm inspired by the natural behavior of stem cells in evolving themselves into new and improved cells. The SCA avoids the local optima problem successfully. In this paper, we have made small changes in the implementation of this algorithm to obtain improved performance over previous versions. Using a series of benchmark functions, we assess the performance of the proposed algorithm and compare it with that of the other aforementioned optimization algorithms. The obtained results prove the superiority of the Modified Stem Cells Algorithm (MSCA).
Optimal joint detection and estimation that maximizes ROC-type curves
Wunderlich, Adam; Goossens, Bart; Abbey, Craig K.
2017-01-01
Combined detection-estimation tasks are frequently encountered in medical imaging. Optimal methods for joint detection and estimation are of interest because they provide upper bounds on observer performance, and can potentially be utilized for imaging system optimization, evaluation of observer efficiency, and development of image formation algorithms. We present a unified Bayesian framework for decision rules that maximize receiver operating characteristic (ROC)-type summary curves, including ROC, localization ROC (LROC), estimation ROC (EROC), free-response ROC (FROC), alternative free-response ROC (AFROC), and exponentially-transformed FROC (EFROC) curves, succinctly summarizing previous results. The approach relies on an interpretation of ROC-type summary curves as plots of an expected utility versus an expected disutility (or penalty) for signal-present decisions. We propose a general utility structure that is flexible enough to encompass many ROC variants and yet sufficiently constrained to allow derivation of a linear expected utility equation that is similar to that for simple binary detection. We illustrate our theory with an example comparing decision strategies for joint detection-estimation of a known signal with unknown amplitude. In addition, building on insights from our utility framework, we propose new ROC-type summary curves and associated optimal decision rules for joint detection-estimation tasks with an unknown, potentially-multiple, number of signals in each observation. PMID:27093544
Optimal Joint Detection and Estimation That Maximizes ROC-Type Curves.
Wunderlich, Adam; Goossens, Bart; Abbey, Craig K
2016-09-01
Combined detection-estimation tasks are frequently encountered in medical imaging. Optimal methods for joint detection and estimation are of interest because they provide upper bounds on observer performance, and can potentially be utilized for imaging system optimization, evaluation of observer efficiency, and development of image formation algorithms. We present a unified Bayesian framework for decision rules that maximize receiver operating characteristic (ROC)-type summary curves, including ROC, localization ROC (LROC), estimation ROC (EROC), free-response ROC (FROC), alternative free-response ROC (AFROC), and exponentially-transformed FROC (EFROC) curves, succinctly summarizing previous results. The approach relies on an interpretation of ROC-type summary curves as plots of an expected utility versus an expected disutility (or penalty) for signal-present decisions. We propose a general utility structure that is flexible enough to encompass many ROC variants and yet sufficiently constrained to allow derivation of a linear expected utility equation that is similar to that for simple binary detection. We illustrate our theory with an example comparing decision strategies for joint detection-estimation of a known signal with unknown amplitude. In addition, building on insights from our utility framework, we propose new ROC-type summary curves and associated optimal decision rules for joint detection-estimation tasks with an unknown, potentially-multiple, number of signals in each observation.
Automated modal parameter estimation using correlation analysis and bootstrap sampling
NASA Astrophysics Data System (ADS)
Yaghoubi, Vahid; Vakilzadeh, Majid K.; Abrahamsson, Thomas J. S.
2018-02-01
The estimation of modal parameters from a set of noisy measured data is a highly judgmental task, with user expertise playing a significant role in distinguishing between estimated physical and noise modes of a test-piece. Various methods have been developed to automate this procedure. The common approach is to identify models with different orders and cluster similar modes together. However, most proposed methods based on this approach suffer from high-dimensional optimization problems in either the estimation or clustering step. To overcome this problem, this study presents an algorithm for autonomous modal parameter estimation in which the only required optimization is performed in a three-dimensional space. To this end, a subspace-based identification method is employed for the estimation and a non-iterative correlation-based method is used for the clustering. This clustering is at the heart of the paper. The keys to success are correlation metrics that are able to treat the problems of spatial eigenvector aliasing and nonunique eigenvectors of coalescent modes simultaneously. The algorithm commences by the identification of an excessively high-order model from frequency response function test data. The high number of modes of this model provides bases for two subspaces: one for likely physical modes of the tested system and one for its complement dubbed the subspace of noise modes. By employing the bootstrap resampling technique, several subsets are generated from the same basic dataset and for each of them a model is identified to form a set of models. Then, by correlation analysis with the two aforementioned subspaces, highly correlated modes of these models which appear repeatedly are clustered together and the noise modes are collected in a so-called Trashbox cluster. Stray noise modes attracted to the mode clusters are trimmed away in a second step by correlation analysis. The final step of the algorithm is a fuzzy c-means clustering procedure applied to a three-dimensional feature space to assign a degree of physicalness to each cluster. The proposed algorithm is applied to two case studies: one with synthetic data and one with real test data obtained from a hammer impact test. The results indicate that the algorithm successfully clusters similar modes and gives a reasonable quantification of the extent to which each cluster is physical.
Optimization of a large-scale microseismic monitoring network in northern Switzerland
NASA Astrophysics Data System (ADS)
Kraft, Toni; Mignan, Arnaud; Giardini, Domenico
2013-10-01
We have developed a network optimization method for regional-scale microseismic monitoring networks and applied it to optimize the densification of the existing seismic network in northeastern Switzerland. The new network will build the backbone of a 10-yr study on the neotectonic activity of this area that will help to better constrain the seismic hazard imposed on nuclear power plants and waste repository sites. This task defined the requirements regarding location precision (0.5 km in epicentre and 2 km in source depth) and detection capability [magnitude of completeness Mc = 1.0 (ML)]. The goal of the optimization was to find the geometry and size of the network that met these requirements. Existing stations in Switzerland, Germany and Austria were considered in the optimization procedure. We based the optimization on the simulated annealing approach proposed by Hardt & Scherbaum, which aims to minimize the volume of the error ellipsoid of the linearized earthquake location problem (D-criterion). We have extended their algorithm to:
We calculated optimized geometries for networks with 10-35 added stations and tested the stability of the optimization result by repeated runs with changing initial conditions. Further, we estimated the attainable magnitude of completeness (Mc) for the different sized optimal networks using the Bayesian Magnitude of Completeness (BMC) method introduced by Mignan et al. The algorithm developed in this study is also applicable to smaller optimization problems, for example, small local monitoring networks. Possible applications are volcano monitoring, the surveillance of induced seismicity associated with geotechnical operations and many more. Our algorithm is especially useful to optimize networks in populated areas with heterogeneous noise conditions and if complex velocity structures or existing stations have to be considered.
Scalable Indoor Localization via Mobile Crowdsourcing and Gaussian Process
Chang, Qiang; Li, Qun; Shi, Zesen; Chen, Wei; Wang, Weiping
2016-01-01
Indoor localization using Received Signal Strength Indication (RSSI) fingerprinting has been extensively studied for decades. The positioning accuracy is highly dependent on the density of the signal database. In areas without calibration data, however, this algorithm breaks down. Building and updating a dense signal database is labor intensive, expensive, and even impossible in some areas. Researchers are continually searching for better algorithms to create and update dense databases more efficiently. In this paper, we propose a scalable indoor positioning algorithm that works both in surveyed and unsurveyed areas. We first propose Minimum Inverse Distance (MID) algorithm to build a virtual database with uniformly distributed virtual Reference Points (RP). The area covered by the virtual RPs can be larger than the surveyed area. A Local Gaussian Process (LGP) is then applied to estimate the virtual RPs’ RSSI values based on the crowdsourced training data. Finally, we improve the Bayesian algorithm to estimate the user’s location using the virtual database. All the parameters are optimized by simulations, and the new algorithm is tested on real-case scenarios. The results show that the new algorithm improves the accuracy by 25.5% in the surveyed area, with an average positioning error below 2.2 m for 80% of the cases. Moreover, the proposed algorithm can localize the users in the neighboring unsurveyed area. PMID:26999139
Adaptive Sparse Representation for Source Localization with Gain/Phase Errors
Sun, Ke; Liu, Yimin; Meng, Huadong; Wang, Xiqin
2011-01-01
Sparse representation (SR) algorithms can be implemented for high-resolution direction of arrival (DOA) estimation. Additionally, SR can effectively separate the coherent signal sources because the spectrum estimation is based on the optimization technique, such as the L1 norm minimization, but not on subspace orthogonality. However, in the actual source localization scenario, an unknown gain/phase error between the array sensors is inevitable. Due to this nonideal factor, the predefined overcomplete basis mismatches the actual array manifold so that the estimation performance is degraded in SR. In this paper, an adaptive SR algorithm is proposed to improve the robustness with respect to the gain/phase error, where the overcomplete basis is dynamically adjusted using multiple snapshots and the sparse solution is adaptively acquired to match with the actual scenario. The simulation results demonstrate the estimation robustness to the gain/phase error using the proposed method. PMID:22163875
Texas two-step: a framework for optimal multi-input single-output deconvolution.
Neelamani, Ramesh; Deffenbaugh, Max; Baraniuk, Richard G
2007-11-01
Multi-input single-output deconvolution (MISO-D) aims to extract a deblurred estimate of a target signal from several blurred and noisy observations. This paper develops a new two step framework--Texas Two-Step--to solve MISO-D problems with known blurs. Texas Two-Step first reduces the MISO-D problem to a related single-input single-output deconvolution (SISO-D) problem by invoking the concept of sufficient statistics (SSs) and then solves the simpler SISO-D problem using an appropriate technique. The two-step framework enables new MISO-D techniques (both optimal and suboptimal) based on the rich suite of existing SISO-D techniques. In fact, the properties of SSs imply that a MISO-D algorithm is mean-squared-error optimal if and only if it can be rearranged to conform to the Texas Two-Step framework. Using this insight, we construct new wavelet- and curvelet-based MISO-D algorithms with asymptotically optimal performance. Simulated and real data experiments verify that the framework is indeed effective.
Optimal structure and parameter learning of Ising models
Lokhov, Andrey; Vuffray, Marc Denis; Misra, Sidhant; ...
2018-03-16
Reconstruction of the structure and parameters of an Ising model from binary samples is a problem of practical importance in a variety of disciplines, ranging from statistical physics and computational biology to image processing and machine learning. The focus of the research community shifted toward developing universal reconstruction algorithms that are both computationally efficient and require the minimal amount of expensive data. Here, we introduce a new method, interaction screening, which accurately estimates model parameters using local optimization problems. The algorithm provably achieves perfect graph structure recovery with an information-theoretically optimal number of samples, notably in the low-temperature regime, whichmore » is known to be the hardest for learning. Here, the efficacy of interaction screening is assessed through extensive numerical tests on synthetic Ising models of various topologies with different types of interactions, as well as on real data produced by a D-Wave quantum computer. Finally, this study shows that the interaction screening method is an exact, tractable, and optimal technique that universally solves the inverse Ising problem.« less
Optimal structure and parameter learning of Ising models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lokhov, Andrey; Vuffray, Marc Denis; Misra, Sidhant
Reconstruction of the structure and parameters of an Ising model from binary samples is a problem of practical importance in a variety of disciplines, ranging from statistical physics and computational biology to image processing and machine learning. The focus of the research community shifted toward developing universal reconstruction algorithms that are both computationally efficient and require the minimal amount of expensive data. Here, we introduce a new method, interaction screening, which accurately estimates model parameters using local optimization problems. The algorithm provably achieves perfect graph structure recovery with an information-theoretically optimal number of samples, notably in the low-temperature regime, whichmore » is known to be the hardest for learning. Here, the efficacy of interaction screening is assessed through extensive numerical tests on synthetic Ising models of various topologies with different types of interactions, as well as on real data produced by a D-Wave quantum computer. Finally, this study shows that the interaction screening method is an exact, tractable, and optimal technique that universally solves the inverse Ising problem.« less
Combinatorics of least-squares trees.
Mihaescu, Radu; Pachter, Lior
2008-09-09
A recurring theme in the least-squares approach to phylogenetics has been the discovery of elegant combinatorial formulas for the least-squares estimates of edge lengths. These formulas have proved useful for the development of efficient algorithms, and have also been important for understanding connections among popular phylogeny algorithms. For example, the selection criterion of the neighbor-joining algorithm is now understood in terms of the combinatorial formulas of Pauplin for estimating tree length. We highlight a phylogenetically desirable property that weighted least-squares methods should satisfy, and provide a complete characterization of methods that satisfy the property. The necessary and sufficient condition is a multiplicative four-point condition that the variance matrix needs to satisfy. The proof is based on the observation that the Lagrange multipliers in the proof of the Gauss-Markov theorem are tree-additive. Our results generalize and complete previous work on ordinary least squares, balanced minimum evolution, and the taxon-weighted variance model. They also provide a time-optimal algorithm for computation.
A reduced successive quadratic programming strategy for errors-in-variables estimation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tjoa, I.-B.; Biegler, L. T.; Carnegie-Mellon Univ.
Parameter estimation problems in process engineering represent a special class of nonlinear optimization problems, because the maximum likelihood structure of the objective function can be exploited. Within this class, the errors in variables method (EVM) is particularly interesting. Here we seek a weighted least-squares fit to the measurements with an underdetermined process model. Thus, both the number of variables and degrees of freedom available for optimization increase linearly with the number of data sets. Large optimization problems of this type can be particularly challenging and expensive to solve because, for general-purpose nonlinear programming (NLP) algorithms, the computational effort increases atmore » least quadratically with problem size. In this study we develop a tailored NLP strategy for EVM problems. The method is based on a reduced Hessian approach to successive quadratic programming (SQP), but with the decomposition performed separately for each data set. This leads to the elimination of all variables but the model parameters, which are determined by a QP coordination step. In this way the computational effort remains linear in the number of data sets. Moreover, unlike previous approaches to the EVM problem, global and superlinear properties of the SQP algorithm apply naturally. Also, the method directly incorporates inequality constraints on the model parameters (although not on the fitted variables). This approach is demonstrated on five example problems with up to 102 degrees of freedom. Compared to general-purpose NLP algorithms, large improvements in computational performance are observed.« less
info-gibbs: a motif discovery algorithm that directly optimizes information content during sampling.
Defrance, Matthieu; van Helden, Jacques
2009-10-15
Discovering cis-regulatory elements in genome sequence remains a challenging issue. Several methods rely on the optimization of some target scoring function. The information content (IC) or relative entropy of the motif has proven to be a good estimator of transcription factor DNA binding affinity. However, these information-based metrics are usually used as a posteriori statistics rather than during the motif search process itself. We introduce here info-gibbs, a Gibbs sampling algorithm that efficiently optimizes the IC or the log-likelihood ratio (LLR) of the motif while keeping computation time low. The method compares well with existing methods like MEME, BioProspector, Gibbs or GAME on both synthetic and biological datasets. Our study shows that motif discovery techniques can be enhanced by directly focusing the search on the motif IC or the motif LLR. http://rsat.ulb.ac.be/rsat/info-gibbs
A multi target approach to control chemical reactions in their inhomogeneous solvent environment
NASA Astrophysics Data System (ADS)
Keefer, Daniel; Thallmair, Sebastian; Zauleck, Julius P. P.; de Vivie-Riedle, Regina
2015-12-01
Shaped laser pulses offer a powerful tool to manipulate molecular quantum systems. Their application to chemical reactions in solution is a promising concept to redesign chemical synthesis. Along this road, theoretical developments to include the solvent surrounding are necessary. An appropriate theoretical treatment is helpful to understand the underlying mechanisms. In our approach we simulate the solvent by randomly selected snapshots from molecular dynamics trajectories. We use multi target optimal control theory to optimize pulses for the various arrangements of explicit solvent molecules simultaneously. This constitutes a major challenge for the control algorithm, as the solvent configurations introduce a large inhomogeneity to the potential surfaces. We investigate how the algorithm handles the new challenges and how well the controllability of the system is preserved with increasing complexity. Additionally, we introduce a way to statistically estimate the efficiency of the optimized laser pulses in the complete thermodynamical ensemble.
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
NASA Astrophysics Data System (ADS)
Zuhdi, Shaifudin; Saputro, Dewi Retno Sari
2017-03-01
GWOLR model used for represent relationship between dependent variable has categories and scale of category is ordinal with independent variable influenced the geographical location of the observation site. Parameters estimation of GWOLR model use maximum likelihood provide system of nonlinear equations and hard to be found the result in analytic resolution. By finishing it, it means determine the maximum completion, this thing associated with optimizing problem. The completion nonlinear system of equations optimize use numerical approximation, which one is Newton Raphson method. The purpose of this research is to make iteration algorithm Newton Raphson and program using R software to estimate GWOLR model. Based on the research obtained that program in R can be used to estimate the parameters of GWOLR model by forming a syntax program with command "while".
Liu, Chen-Yi; Goertzen, Andrew L
2013-07-21
An iterative position-weighted centre-of-gravity algorithm was developed and tested for positioning events in a silicon photomultiplier (SiPM)-based scintillation detector for positron emission tomography. The algorithm used a Gaussian-based weighting function centred at the current estimate of the event location. The algorithm was applied to the signals from a 4 × 4 array of SiPM detectors that used individual channel readout and a LYSO:Ce scintillator array. Three scintillator array configurations were tested: single layer with 3.17 mm crystal pitch, matched to the SiPM size; single layer with 1.5 mm crystal pitch; and dual layer with 1.67 mm crystal pitch and a ½ crystal offset in the X and Y directions between the two layers. The flood histograms generated by this algorithm were shown to be superior to those generated by the standard centre of gravity. The width of the Gaussian weighting function of the algorithm was optimized for different scintillator array setups. The optimal width of the Gaussian curve was found to depend on the amount of light spread. The algorithm required less than 20 iterations to calculate the position of an event. The rapid convergence of this algorithm will readily allow for implementation on a front-end detector processing field programmable gate array for use in improved real-time event positioning and identification.
Selecting a restoration technique to minimize OCR error.
Cannon, M; Fugate, M; Hush, D R; Scovel, C
2003-01-01
This paper introduces a learning problem related to the task of converting printed documents to ASCII text files. The goal of the learning procedure is to produce a function that maps documents to restoration techniques in such a way that on average the restored documents have minimum optical character recognition error. We derive a general form for the optimal function and use it to motivate the development of a nonparametric method based on nearest neighbors. We also develop a direct method of solution based on empirical error minimization for which we prove a finite sample bound on estimation error that is independent of distribution. We show that this empirical error minimization problem is an extension of the empirical optimization problem for traditional M-class classification with general loss function and prove computational hardness for this problem. We then derive a simple iterative algorithm called generalized multiclass ratchet (GMR) and prove that it produces an optimal function asymptotically (with probability 1). To obtain the GMR algorithm we introduce a new data map that extends Kesler's construction for the multiclass problem and then apply an algorithm called Ratchet to this mapped data, where Ratchet is a modification of the Pocket algorithm . Finally, we apply these methods to a collection of documents and report on the experimental results.
NASA Astrophysics Data System (ADS)
Hou, Huirang; Zheng, Dandan; Nie, Laixiao
2015-04-01
For gas ultrasonic flowmeters, the signals received by ultrasonic sensors are susceptible to noise interference. If signals are mingled with noise, a large error in flow measurement can be caused by triggering mistakenly using the traditional double-threshold method. To solve this problem, genetic-ant colony optimization (GACO) based on the ultrasonic pulse received signal model is proposed. Furthermore, in consideration of the real-time performance of the flow measurement system, the improvement of processing only the first three cycles of the received signals rather than the whole signal is proposed. Simulation results show that the GACO algorithm has the best estimation accuracy and ant-noise ability compared with the genetic algorithm, ant colony optimization, double-threshold and enveloped zero-crossing. Local convergence doesn’t appear with the GACO algorithm until -10 dB. For the GACO algorithm, the converging accuracy and converging speed and the amount of computation are further improved when using the first three cycles (called GACO-3cycles). Experimental results involving actual received signals show that the accuracy of single-gas ultrasonic flow rate measurement can reach 0.5% with GACO-3 cycles, which is better than with the double-threshold method.
NASA Astrophysics Data System (ADS)
Rana, Sachin; Ertekin, Turgay; King, Gregory R.
2018-05-01
Reservoir history matching is frequently viewed as an optimization problem which involves minimizing misfit between simulated and observed data. Many gradient and evolutionary strategy based optimization algorithms have been proposed to solve this problem which typically require a large number of numerical simulations to find feasible solutions. Therefore, a new methodology referred to as GP-VARS is proposed in this study which uses forward and inverse Gaussian processes (GP) based proxy models combined with a novel application of variogram analysis of response surface (VARS) based sensitivity analysis to efficiently solve high dimensional history matching problems. Empirical Bayes approach is proposed to optimally train GP proxy models for any given data. The history matching solutions are found via Bayesian optimization (BO) on forward GP models and via predictions of inverse GP model in an iterative manner. An uncertainty quantification method using MCMC sampling in conjunction with GP model is also presented to obtain a probabilistic estimate of reservoir properties and estimated ultimate recovery (EUR). An application of the proposed GP-VARS methodology on PUNQ-S3 reservoir is presented in which it is shown that GP-VARS provides history match solutions in approximately four times less numerical simulations as compared to the differential evolution (DE) algorithm. Furthermore, a comparison of uncertainty quantification results obtained by GP-VARS, EnKF and other previously published methods shows that the P50 estimate of oil EUR obtained by GP-VARS is in close agreement to the true values for the PUNQ-S3 reservoir.
C-learning: A new classification framework to estimate optimal dynamic treatment regimes.
Zhang, Baqun; Zhang, Min
2017-12-11
A dynamic treatment regime is a sequence of decision rules, each corresponding to a decision point, that determine that next treatment based on each individual's own available characteristics and treatment history up to that point. We show that identifying the optimal dynamic treatment regime can be recast as a sequential optimization problem and propose a direct sequential optimization method to estimate the optimal treatment regimes. In particular, at each decision point, the optimization is equivalent to sequentially minimizing a weighted expected misclassification error. Based on this classification perspective, we propose a powerful and flexible C-learning algorithm to learn the optimal dynamic treatment regimes backward sequentially from the last stage until the first stage. C-learning is a direct optimization method that directly targets optimizing decision rules by exploiting powerful optimization/classification techniques and it allows incorporation of patient's characteristics and treatment history to improve performance, hence enjoying advantages of both the traditional outcome regression-based methods (Q- and A-learning) and the more recent direct optimization methods. The superior performance and flexibility of the proposed methods are illustrated through extensive simulation studies. © 2017, The International Biometric Society.
Learning partial differential equations via data discovery and sparse optimization
NASA Astrophysics Data System (ADS)
Schaeffer, Hayden
2017-01-01
We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.
Learning partial differential equations via data discovery and sparse optimization.
Schaeffer, Hayden
2017-01-01
We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.
Learning partial differential equations via data discovery and sparse optimization
2017-01-01
We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection. PMID:28265183
NASA Astrophysics Data System (ADS)
Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu
2016-01-01
An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.
Fast clustering using adaptive density peak detection.
Wang, Xiao-Feng; Xu, Yifan
2017-12-01
Common limitations of clustering methods include the slow algorithm convergence, the instability of the pre-specification on a number of intrinsic parameters, and the lack of robustness to outliers. A recent clustering approach proposed a fast search algorithm of cluster centers based on their local densities. However, the selection of the key intrinsic parameters in the algorithm was not systematically investigated. It is relatively difficult to estimate the "optimal" parameters since the original definition of the local density in the algorithm is based on a truncated counting measure. In this paper, we propose a clustering procedure with adaptive density peak detection, where the local density is estimated through the nonparametric multivariate kernel estimation. The model parameter is then able to be calculated from the equations with statistical theoretical justification. We also develop an automatic cluster centroid selection method through maximizing an average silhouette index. The advantage and flexibility of the proposed method are demonstrated through simulation studies and the analysis of a few benchmark gene expression data sets. The method only needs to perform in one single step without any iteration and thus is fast and has a great potential to apply on big data analysis. A user-friendly R package ADPclust is developed for public use.
Ambiguity Resolution for Phase-Based 3-D Source Localization under Fixed Uniform Circular Array.
Chen, Xin; Liu, Zhen; Wei, Xizhang
2017-05-11
Under fixed uniform circular array (UCA), 3-D parameter estimation of a source whose half-wavelength is smaller than the array aperture would suffer from a serious phase ambiguity problem, which also appears in a recently proposed phase-based algorithm. In this paper, by using the centro-symmetry of UCA with an even number of sensors, the source's angles and range can be decoupled and a novel algorithm named subarray grouping and ambiguity searching (SGAS) is addressed to resolve angle ambiguity. In the SGAS algorithm, each subarray formed by two couples of centro-symmetry sensors can obtain a batch of results under different ambiguities, and by searching the nearest value among subarrays, which is always corresponding to correct ambiguity, rough angle estimation with no ambiguity is realized. Then, the unambiguous angles are employed to resolve phase ambiguity in a phase-based 3-D parameter estimation algorithm, and the source's range, as well as more precise angles, can be achieved. Moreover, to improve the practical performance of SGAS, the optimal structure of subarrays and subarray selection criteria are further investigated. Simulation results demonstrate the satisfying performance of the proposed method in 3-D source localization.
NASA Astrophysics Data System (ADS)
Harshan, S.; Roth, M.; Velasco, E.
2014-12-01
Forecasting of the urban weather and climate is of great importance as our cities become more populated and considering the combined effects of global warming and local land use changes which make urban inhabitants more vulnerable to e.g. heat waves and flash floods. In meso/global scale models, urban parameterization schemes are used to represent the urban effects. However, these schemes require a large set of input parameters related to urban morphological and thermal properties. Obtaining all these parameters through direct measurements are usually not feasible. A number of studies have reported on parameter estimation and sensitivity analysis to adjust and determine the most influential parameters for land surface schemes in non-urban areas. Similar work for urban areas is scarce, in particular studies on urban parameterization schemes in tropical cities have so far not been reported. In order to address above issues, the town energy balance (TEB) urban parameterization scheme (part of the SURFEX land surface modeling system) was subjected to a sensitivity and optimization/parameter estimation experiment at a suburban site in, tropical Singapore. The sensitivity analysis was carried out as a screening test to identify the most sensitive or influential parameters. Thereafter, an optimization/parameter estimation experiment was performed to calibrate the input parameter. The sensitivity experiment was based on the "improved Sobol's global variance decomposition method" . The analysis showed that parameters related to road, roof and soil moisture have significant influence on the performance of the model. The optimization/parameter estimation experiment was performed using the AMALGM (a multi-algorithm genetically adaptive multi-objective method) evolutionary algorithm. The experiment showed a remarkable improvement compared to the simulations using the default parameter set. The calibrated parameters from this optimization experiment can be used for further model validation studies to identify inherent deficiencies in model physics.
Hudson, H M; Ma, J; Green, P
1994-01-01
Many algorithms for medical image reconstruction adopt versions of the expectation-maximization (EM) algorithm. In this approach, parameter estimates are obtained which maximize a complete data likelihood or penalized likelihood, in each iteration. Implicitly (and sometimes explicitly) penalized algorithms require smoothing of the current reconstruction in the image domain as part of their iteration scheme. In this paper, we discuss alternatives to EM which adapt Fisher's method of scoring (FS) and other methods for direct maximization of the incomplete data likelihood. Jacobi and Gauss-Seidel methods for non-linear optimization provide efficient algorithms applying FS in tomography. One approach uses smoothed projection data in its iterations. We investigate the convergence of Jacobi and Gauss-Seidel algorithms with clinical tomographic projection data.
Unsteady flow sensing and optimal sensor placement using machine learning
NASA Astrophysics Data System (ADS)
Semaan, Richard
2016-11-01
Machine learning is used to estimate the flow state and to determine the optimal sensor placement over a two-dimensional (2D) airfoil equipped with a Coanda actuator. The analysis is based on flow field data obtained from 2D unsteady Reynolds averaged Navier-Stokes (uRANS) simulations with different jet blowing intensities and actuation frequencies, characterizing different flow separation states. This study shows how the "random forests" algorithm is utilized beyond its typical usage in fluid mechanics estimating the flow state to determine the optimal sensor placement. The results are compared against the current de-facto standard of maximum modal amplitude location and against a brute force approach that scans all possible sensor combinations. The results show that it is possible to simultaneously infer the state of flow and to determine the optimal sensor location without the need to perform proper orthogonal decomposition. Collaborative Research Center (CRC) 880, DFG.
Pseudorange Measurement Method Based on AIS Signals.
Zhang, Jingbo; Zhang, Shufang; Wang, Jinpeng
2017-05-22
In order to use the existing automatic identification system (AIS) to provide additional navigation and positioning services, a complete pseudorange measurements solution is presented in this paper. Through the mathematical analysis of the AIS signal, the bit-0-phases in the digital sequences were determined as the timestamps. Monte Carlo simulation was carried out to compare the accuracy of the zero-crossing and differential peak, which are two timestamp detection methods in the additive white Gaussian noise (AWGN) channel. Considering the low-speed and low-dynamic motion characteristics of ships, an optimal estimation method based on the minimum mean square error is proposed to improve detection accuracy. Furthermore, the α difference filter algorithm was used to achieve the fusion of the optimal estimation results of the two detection methods. The results show that the algorithm can greatly improve the accuracy of pseudorange estimation under low signal-to-noise ratio (SNR) conditions. In order to verify the effectiveness of the scheme, prototypes containing the measurement scheme were developed and field tests in Xinghai Bay of Dalian (China) were performed. The test results show that the pseudorange measurement accuracy was better than 28 m (σ) without any modification of the existing AIS system.
Pseudorange Measurement Method Based on AIS Signals
Zhang, Jingbo; Zhang, Shufang; Wang, Jinpeng
2017-01-01
In order to use the existing automatic identification system (AIS) to provide additional navigation and positioning services, a complete pseudorange measurements solution is presented in this paper. Through the mathematical analysis of the AIS signal, the bit-0-phases in the digital sequences were determined as the timestamps. Monte Carlo simulation was carried out to compare the accuracy of the zero-crossing and differential peak, which are two timestamp detection methods in the additive white Gaussian noise (AWGN) channel. Considering the low-speed and low-dynamic motion characteristics of ships, an optimal estimation method based on the minimum mean square error is proposed to improve detection accuracy. Furthermore, the α difference filter algorithm was used to achieve the fusion of the optimal estimation results of the two detection methods. The results show that the algorithm can greatly improve the accuracy of pseudorange estimation under low signal-to-noise ratio (SNR) conditions. In order to verify the effectiveness of the scheme, prototypes containing the measurement scheme were developed and field tests in Xinghai Bay of Dalian (China) were performed. The test results show that the pseudorange measurement accuracy was better than 28 m (σ) without any modification of the existing AIS system. PMID:28531153
Chen, Peng; Yang, Yixin; Wang, Yong; Ma, Yuanliang
2018-05-08
When sensor position errors exist, the performance of recently proposed interference-plus-noise covariance matrix (INCM)-based adaptive beamformers may be severely degraded. In this paper, we propose a weighted subspace fitting-based INCM reconstruction algorithm to overcome sensor displacement for linear arrays. By estimating the rough signal directions, we construct a novel possible mismatched steering vector (SV) set. We analyze the proximity of the signal subspace from the sample covariance matrix (SCM) and the space spanned by the possible mismatched SV set. After solving an iterative optimization problem, we reconstruct the INCM using the estimated sensor position errors. Then we estimate the SV of the desired signal by solving an optimization problem with the reconstructed INCM. The main advantage of the proposed algorithm is its robustness against SV mismatches dominated by unknown sensor position errors. Numerical examples show that even if the position errors are up to half of the assumed sensor spacing, the output signal-to-interference-plus-noise ratio is only reduced by 4 dB. Beam patterns plotted using experiment data show that the interference suppression capability of the proposed beamformer outperforms other tested beamformers.
NASA Astrophysics Data System (ADS)
Taylor, Thomas E.; L'Ecuyer, Tristan; Slusser, James; Stephens, Graeme; Krotkov, Nick; Davis, John; Goering, Christian
2005-08-01
Extensive sensitivity and error characteristics of a recently developed optimal estimation retrieval algorithm which simultaneously determines aerosol optical depth (AOD), aerosol single scatter albedo (SSA) and total ozone column (TOC) from ultra-violet irradiances are described. The algorithm inverts measured diffuse and direct irradiances at 7 channels in the UV spectral range obtained from the United States Department of Agriculture's (USDA) UV-B Monitoring and Research Program's (UVMRP) network of 33 ground-based UV-MFRSR instruments to produce aerosol optical properties and TOC at all seven wavelengths. Sensitivity studies of the Tropospheric Ultra-violet/Visible (TUV) radiative transfer model performed for various operating modes (Delta-Eddington versus n-stream Discrete Ordinate) over domains of AOD, SSA, TOC, asymmetry parameter and surface albedo show that the solutions are well constrained. Realistic input error budgets and diagnostic and error outputs from the retrieval are analyzed to demonstrate the atmospheric conditions under which the retrieval provides useful and significant results. After optimizing the algorithm for the USDA site in Panther Junction, Texas the retrieval algorithm was run on a cloud screened set of irradiance measurements for the month of May 2003. Comparisons to independently derived AOD's are favorable with root mean square (RMS) differences of about 3% to 7% at 300nm and less than 1% at 368nm, on May 12 and 22, 2003. This retrieval method will be used to build an aerosol climatology and provide ground-truthing of satellite measurements by running it operationally on the USDA UV network database.
NASA Astrophysics Data System (ADS)
Oda, Hirokuni; Xuan, Chuang
2014-10-01
development of pass-through superconducting rock magnetometers (SRM) has greatly promoted collection of paleomagnetic data from continuous long-core samples. The output of pass-through measurement is smoothed and distorted due to convolution of magnetization with the magnetometer sensor response. Although several studies could restore high-resolution paleomagnetic signal through deconvolution of pass-through measurement, difficulties in accurately measuring the magnetometer sensor response have hindered the application of deconvolution. We acquired reliable sensor response of an SRM at the Oregon State University based on repeated measurements of a precisely fabricated magnetic point source. In addition, we present an improved deconvolution algorithm based on Akaike's Bayesian Information Criterion (ABIC) minimization, incorporating new parameters to account for errors in sample measurement position and length. The new algorithm was tested using synthetic data constructed by convolving "true" paleomagnetic signal containing an "excursion" with the sensor response. Realistic noise was added to the synthetic measurement using Monte Carlo method based on measurement noise distribution acquired from 200 repeated measurements of a u-channel sample. Deconvolution of 1000 synthetic measurements with realistic noise closely resembles the "true" magnetization, and successfully restored fine-scale magnetization variations including the "excursion." Our analyses show that inaccuracy in sample measurement position and length significantly affects deconvolution estimation, and can be resolved using the new deconvolution algorithm. Optimized deconvolution of 20 repeated measurements of a u-channel sample yielded highly consistent deconvolution results and estimates of error in sample measurement position and length, demonstrating the reliability of the new deconvolution algorithm for real pass-through measurements.
Consensus-Based Sorting of Neuronal Spike Waveforms
Fournier, Julien; Mueller, Christian M.; Shein-Idelson, Mark; Hemberger, Mike
2016-01-01
Optimizing spike-sorting algorithms is difficult because sorted clusters can rarely be checked against independently obtained “ground truth” data. In most spike-sorting algorithms in use today, the optimality of a clustering solution is assessed relative to some assumption on the distribution of the spike shapes associated with a particular single unit (e.g., Gaussianity) and by visual inspection of the clustering solution followed by manual validation. When the spatiotemporal waveforms of spikes from different cells overlap, the decision as to whether two spikes should be assigned to the same source can be quite subjective, if it is not based on reliable quantitative measures. We propose a new approach, whereby spike clusters are identified from the most consensual partition across an ensemble of clustering solutions. Using the variability of the clustering solutions across successive iterations of the same clustering algorithm (template matching based on K-means clusters), we estimate the probability of spikes being clustered together and identify groups of spikes that are not statistically distinguishable from one another. Thus, we identify spikes that are most likely to be clustered together and therefore correspond to consistent spike clusters. This method has the potential advantage that it does not rely on any model of the spike shapes. It also provides estimates of the proportion of misclassified spikes for each of the identified clusters. We tested our algorithm on several datasets for which there exists a ground truth (simultaneous intracellular data), and show that it performs close to the optimum reached by a support vector machine trained on the ground truth. We also show that the estimated rate of misclassification matches the proportion of misclassified spikes measured from the ground truth data. PMID:27536990
Consensus-Based Sorting of Neuronal Spike Waveforms.
Fournier, Julien; Mueller, Christian M; Shein-Idelson, Mark; Hemberger, Mike; Laurent, Gilles
2016-01-01
Optimizing spike-sorting algorithms is difficult because sorted clusters can rarely be checked against independently obtained "ground truth" data. In most spike-sorting algorithms in use today, the optimality of a clustering solution is assessed relative to some assumption on the distribution of the spike shapes associated with a particular single unit (e.g., Gaussianity) and by visual inspection of the clustering solution followed by manual validation. When the spatiotemporal waveforms of spikes from different cells overlap, the decision as to whether two spikes should be assigned to the same source can be quite subjective, if it is not based on reliable quantitative measures. We propose a new approach, whereby spike clusters are identified from the most consensual partition across an ensemble of clustering solutions. Using the variability of the clustering solutions across successive iterations of the same clustering algorithm (template matching based on K-means clusters), we estimate the probability of spikes being clustered together and identify groups of spikes that are not statistically distinguishable from one another. Thus, we identify spikes that are most likely to be clustered together and therefore correspond to consistent spike clusters. This method has the potential advantage that it does not rely on any model of the spike shapes. It also provides estimates of the proportion of misclassified spikes for each of the identified clusters. We tested our algorithm on several datasets for which there exists a ground truth (simultaneous intracellular data), and show that it performs close to the optimum reached by a support vector machine trained on the ground truth. We also show that the estimated rate of misclassification matches the proportion of misclassified spikes measured from the ground truth data.
Massanes, Francesc; Cadennes, Marie; Brankov, Jovan G.
2012-01-01
In this paper we describe and evaluate a fast implementation of a classical block matching motion estimation algorithm for multiple Graphical Processing Units (GPUs) using the Compute Unified Device Architecture (CUDA) computing engine. The implemented block matching algorithm (BMA) uses summed absolute difference (SAD) error criterion and full grid search (FS) for finding optimal block displacement. In this evaluation we compared the execution time of a GPU and CPU implementation for images of various sizes, using integer and non-integer search grids. The results show that use of a GPU card can shorten computation time by a factor of 200 times for integer and 1000 times for a non-integer search grid. The additional speedup for non-integer search grid comes from the fact that GPU has built-in hardware for image interpolation. Further, when using multiple GPU cards, the presented evaluation shows the importance of the data splitting method across multiple cards, but an almost linear speedup with a number of cards is achievable. In addition we compared execution time of the proposed FS GPU implementation with two existing, highly optimized non-full grid search CPU based motion estimations methods, namely implementation of the Pyramidal Lucas Kanade Optical flow algorithm in OpenCV and Simplified Unsymmetrical multi-Hexagon search in H.264/AVC standard. In these comparisons, FS GPU implementation still showed modest improvement even though the computational complexity of FS GPU implementation is substantially higher than non-FS CPU implementation. We also demonstrated that for an image sequence of 720×480 pixels in resolution, commonly used in video surveillance, the proposed GPU implementation is sufficiently fast for real-time motion estimation at 30 frames-per-second using two NVIDIA C1060 Tesla GPU cards. PMID:22347787
Massanes, Francesc; Cadennes, Marie; Brankov, Jovan G
2011-07-01
In this paper we describe and evaluate a fast implementation of a classical block matching motion estimation algorithm for multiple Graphical Processing Units (GPUs) using the Compute Unified Device Architecture (CUDA) computing engine. The implemented block matching algorithm (BMA) uses summed absolute difference (SAD) error criterion and full grid search (FS) for finding optimal block displacement. In this evaluation we compared the execution time of a GPU and CPU implementation for images of various sizes, using integer and non-integer search grids.The results show that use of a GPU card can shorten computation time by a factor of 200 times for integer and 1000 times for a non-integer search grid. The additional speedup for non-integer search grid comes from the fact that GPU has built-in hardware for image interpolation. Further, when using multiple GPU cards, the presented evaluation shows the importance of the data splitting method across multiple cards, but an almost linear speedup with a number of cards is achievable.In addition we compared execution time of the proposed FS GPU implementation with two existing, highly optimized non-full grid search CPU based motion estimations methods, namely implementation of the Pyramidal Lucas Kanade Optical flow algorithm in OpenCV and Simplified Unsymmetrical multi-Hexagon search in H.264/AVC standard. In these comparisons, FS GPU implementation still showed modest improvement even though the computational complexity of FS GPU implementation is substantially higher than non-FS CPU implementation.We also demonstrated that for an image sequence of 720×480 pixels in resolution, commonly used in video surveillance, the proposed GPU implementation is sufficiently fast for real-time motion estimation at 30 frames-per-second using two NVIDIA C1060 Tesla GPU cards.
Fisher, Jason C.
2013-01-01
Long-term groundwater monitoring networks can provide essential information for the planning and management of water resources. Budget constraints in water resource management agencies often mean a reduction in the number of observation wells included in a monitoring network. A network design tool, distributed as an R package, was developed to determine which wells to exclude from a monitoring network because they add little or no beneficial information. A kriging-based genetic algorithm method was used to optimize the monitoring network. The algorithm was used to find the set of wells whose removal leads to the smallest increase in the weighted sum of the (1) mean standard error at all nodes in the kriging grid where the water table is estimated, (2) root-mean-squared-error between the measured and estimated water-level elevation at the removed sites, (3) mean standard deviation of measurements across time at the removed sites, and (4) mean measurement error of wells in the reduced network. The solution to the optimization problem (the best wells to retain in the monitoring network) depends on the total number of wells removed; this number is a management decision. The network design tool was applied to optimize two observation well networks monitoring the water table of the eastern Snake River Plain aquifer, Idaho; these networks include the 2008 Federal-State Cooperative water-level monitoring network (Co-op network) with 166 observation wells, and the 2008 U.S. Geological Survey-Idaho National Laboratory water-level monitoring network (USGS-INL network) with 171 wells. Each water-level monitoring network was optimized five times: by removing (1) 10, (2) 20, (3) 40, (4) 60, and (5) 80 observation wells from the original network. An examination of the trade-offs associated with changes in the number of wells to remove indicates that 20 wells can be removed from the Co-op network with a relatively small degradation of the estimated water table map, and 40 wells can be removed from the USGS-INL network before the water table map degradation accelerates. The optimal network designs indicate the robustness of the network design tool. Observation wells were removed from high well-density areas of the network while retaining the spatial pattern of the existing water-table map.
Ochi, Kento; Kamiura, Moto
2015-09-01
A multi-armed bandit problem is a search problem on which a learning agent must select the optimal arm among multiple slot machines generating random rewards. UCB algorithm is one of the most popular methods to solve multi-armed bandit problems. It achieves logarithmic regret performance by coordinating balance between exploration and exploitation. Since UCB algorithms, researchers have empirically known that optimistic value functions exhibit good performance in multi-armed bandit problems. The terms optimistic or optimism might suggest that the value function is sufficiently larger than the sample mean of rewards. The first definition of UCB algorithm is focused on the optimization of regret, and it is not directly based on the optimism of a value function. We need to think the reason why the optimism derives good performance in multi-armed bandit problems. In the present article, we propose a new method, which is called Overtaking method, to solve multi-armed bandit problems. The value function of the proposed method is defined as an upper bound of a confidence interval with respect to an estimator of expected value of reward: the value function asymptotically approaches to the expected value of reward from the upper bound. If the value function is larger than the expected value under the asymptote, then the learning agent is almost sure to be able to obtain the optimal arm. This structure is called sand-sifter mechanism, which has no regrowth of value function of suboptimal arms. It means that the learning agent can play only the current best arm in each time step. Consequently the proposed method achieves high accuracy rate and low regret and some value functions of it can outperform UCB algorithms. This study suggests the advantage of optimism of agents in uncertain environment by one of the simplest frameworks. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.
2011-01-01
Background Comparing biological time series data across different conditions, or different specimens, is a common but still challenging task. Algorithms aligning two time series represent a valuable tool for such comparisons. While many powerful computation tools for time series alignment have been developed, they do not provide significance estimates for time shift measurements. Results Here, we present an extended version of the original DTW algorithm that allows us to determine the significance of time shift estimates in time series alignments, the DTW-Significance (DTW-S) algorithm. The DTW-S combines important properties of the original algorithm and other published time series alignment tools: DTW-S calculates the optimal alignment for each time point of each gene, it uses interpolated time points for time shift estimation, and it does not require alignment of the time-series end points. As a new feature, we implement a simulation procedure based on parameters estimated from real time series data, on a series-by-series basis, allowing us to determine the false positive rate (FPR) and the significance of the estimated time shift values. We assess the performance of our method using simulation data and real expression time series from two published primate brain expression datasets. Our results show that this method can provide accurate and robust time shift estimates for each time point on a gene-by-gene basis. Using these estimates, we are able to uncover novel features of the biological processes underlying human brain development and maturation. Conclusions The DTW-S provides a convenient tool for calculating accurate and robust time shift estimates at each time point for each gene, based on time series data. The estimates can be used to uncover novel biological features of the system being studied. The DTW-S is freely available as an R package TimeShift at http://www.picb.ac.cn/Comparative/data.html. PMID:21851598
Yuan, Yuan; Chen, Yi-Ping Phoebe; Ni, Shengyu; Xu, Augix Guohua; Tang, Lin; Vingron, Martin; Somel, Mehmet; Khaitovich, Philipp
2011-08-18
Comparing biological time series data across different conditions, or different specimens, is a common but still challenging task. Algorithms aligning two time series represent a valuable tool for such comparisons. While many powerful computation tools for time series alignment have been developed, they do not provide significance estimates for time shift measurements. Here, we present an extended version of the original DTW algorithm that allows us to determine the significance of time shift estimates in time series alignments, the DTW-Significance (DTW-S) algorithm. The DTW-S combines important properties of the original algorithm and other published time series alignment tools: DTW-S calculates the optimal alignment for each time point of each gene, it uses interpolated time points for time shift estimation, and it does not require alignment of the time-series end points. As a new feature, we implement a simulation procedure based on parameters estimated from real time series data, on a series-by-series basis, allowing us to determine the false positive rate (FPR) and the significance of the estimated time shift values. We assess the performance of our method using simulation data and real expression time series from two published primate brain expression datasets. Our results show that this method can provide accurate and robust time shift estimates for each time point on a gene-by-gene basis. Using these estimates, we are able to uncover novel features of the biological processes underlying human brain development and maturation. The DTW-S provides a convenient tool for calculating accurate and robust time shift estimates at each time point for each gene, based on time series data. The estimates can be used to uncover novel biological features of the system being studied. The DTW-S is freely available as an R package TimeShift at http://www.picb.ac.cn/Comparative/data.html.
A Survey of Distributed Optimization and Control Algorithms for Electric Power Systems
Molzahn, Daniel K.; Dorfler, Florian K.; Sandberg, Henrik; ...
2017-07-25
Historically, centrally computed algorithms have been the primary means of power system optimization and control. With increasing penetrations of distributed energy resources requiring optimization and control of power systems with many controllable devices, distributed algorithms have been the subject of significant research interest. Here, this paper surveys the literature of distributed algorithms with applications to optimization and control of power systems. In particular, this paper reviews distributed algorithms for offline solution of optimal power flow (OPF) problems as well as online algorithms for real-time solution of OPF, optimal frequency control, optimal voltage control, and optimal wide-area control problems.
A Survey of Distributed Optimization and Control Algorithms for Electric Power Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Molzahn, Daniel K.; Dorfler, Florian K.; Sandberg, Henrik
Historically, centrally computed algorithms have been the primary means of power system optimization and control. With increasing penetrations of distributed energy resources requiring optimization and control of power systems with many controllable devices, distributed algorithms have been the subject of significant research interest. Here, this paper surveys the literature of distributed algorithms with applications to optimization and control of power systems. In particular, this paper reviews distributed algorithms for offline solution of optimal power flow (OPF) problems as well as online algorithms for real-time solution of OPF, optimal frequency control, optimal voltage control, and optimal wide-area control problems.
A Minimum Fuel Based Estimator for Maneuver and Natrual Dynamics Reconstruction
NASA Astrophysics Data System (ADS)
Lubey, D.; Scheeres, D.
2013-09-01
The vast and growing population of objects in Earth orbit (active and defunct spacecraft, orbital debris, etc.) offers many unique challenges when it comes to tracking these objects and associating the resulting observations. Complicating these challenges are the inaccurate natural dynamical models of these objects, the active maneuvers of spacecraft that deviate them from their ballistic trajectories, and the fact that spacecraft are tracked and operated by separate agencies. Maneuver detection and reconstruction algorithms can help with each of these issues by estimating mismodeled and unmodeled dynamics through indirect observation of spacecraft. It also helps to verify the associations made by an object correlation algorithm or aid in making those associations, which is essential when tracking objects in orbit. The algorithm developed in this study applies an Optimal Control Problem (OCP) Distance Metric approach to the problems of Maneuver Reconstruction and Dynamics Estimation. This was first developed by Holzinger, Scheeres, and Alfriend (2011), with a subsequent study by Singh, Horwood, and Poore (2012). This method estimates the minimum fuel control policy rather than the state as a typical Kalman Filter would. This difference ensures that the states are connected through a given dynamical model and allows for automatic covariance manipulation, which can help to prevent filter saturation. Using a string of measurements (either verified or hypothesized to correlate with one another), the algorithm outputs a corresponding string of adjoint and state estimates with associated noise. Post-processing techniques are implemented, which when applied to the adjoint estimates can remove noise and expose unmodeled maneuvers and mismodeled natural dynamics. Specifically, the estimated controls are used to determine spacecraft dependent accelerations (atmospheric drag and solar radiation pressure) using an adapted form of the Optimal Control based natural dynamics estimation scheme developed by Lubey and Scheeres (2012). In order to allow for direct comparison, the estimator developed here was modeled after a typical Kalman Filter. The estimator forces the terminal state to lie on a manifold that satisfies the least squares with a priori information cost function, thus establishing a link with a typical Kalman filter. Terms are collected into a pseudo-Kalman Gain, which creates an equivalent form in the state estimates and covariances between the two estimators. While the two estimators share common roots, the inclusion of control in the Minimum Fuel Estimator gives it special properties. For instance, the inclusion of adjoint noise can help to automatically prevent filter saturation in a manner similar to a State Noise Compensation Algorithm. This property is quite important when considering dynamics mismodeling as filter saturation will cause estimate divergence for mismodeled systems. Additional properties and alternative forms of the estimator are also explored in this study. Several implementations of this estimator are given in this paper. It is applied to LEO, GEO, and GTO orbits with drag and SRP mismodeling. The inclusion of unmodeled maneuvers is also considered. These numerical simulations verify the mathematical properties of this estimator, and demonstrate the advantages that this estimator has over typical Kalman Filters.
An intelligent allocation algorithm for parallel processing
NASA Technical Reports Server (NTRS)
Carroll, Chester C.; Homaifar, Abdollah; Ananthram, Kishan G.
1988-01-01
The problem of allocating nodes of a program graph to processors in a parallel processing architecture is considered. The algorithm is based on critical path analysis, some allocation heuristics, and the execution granularity of nodes in a program graph. These factors, and the structure of interprocessor communication network, influence the allocation. To achieve realistic estimations of the executive durations of allocations, the algorithm considers the fact that nodes in a program graph have to communicate through varying numbers of tokens. Coarse and fine granularities have been implemented, with interprocessor token-communication duration, varying from zero up to values comparable to the execution durations of individual nodes. The effect on allocation of communication network structures is demonstrated by performing allocations for crossbar (non-blocking) and star (blocking) networks. The algorithm assumes the availability of as many processors as it needs for the optimal allocation of any program graph. Hence, the focus of allocation has been on varying token-communication durations rather than varying the number of processors. The algorithm always utilizes as many processors as necessary for the optimal allocation of any program graph, depending upon granularity and characteristics of the interprocessor communication network.
Iterative Track Fitting Using Cluster Classification in Multi Wire Proportional Chamber
NASA Astrophysics Data System (ADS)
Primor, David; Mikenberg, Giora; Etzion, Erez; Messer, Hagit
2007-10-01
This paper addresses the problem of track fitting of a charged particle in a multi wire proportional chamber (MWPC) using cathode readout strips. When a charged particle crosses a MWPC, a positive charge is induced on a cluster of adjacent strips. In the presence of high radiation background, the cluster charge measurements may be contaminated due to background particles, leading to less accurate hit position estimation. The least squares method for track fitting assumes the same position error distribution for all hits and thus loses its optimal properties on contaminated data. For this reason, a new robust algorithm is proposed. The algorithm first uses the known spatial charge distribution caused by a single charged particle over the strips, and classifies the clusters into ldquocleanrdquo and ldquodirtyrdquo clusters. Then, using the classification results, it performs an iterative weighted least squares fitting procedure, updating its optimal weights each iteration. The performance of the suggested algorithm is compared to other track fitting techniques using a simulation of tracks with radiation background. It is shown that the algorithm improves the track fitting performance significantly. A practical implementation of the algorithm is presented for muon track fitting in the cathode strip chamber (CSC) of the ATLAS experiment.