On the design of classifiers for crop inventories

NASA Technical Reports Server (NTRS)

Heydorn, R. P.; Takacs, H. C.

1986-01-01

Crop proportion estimators that use classifications of satellite data to correct, in an additive way, a given estimate acquired from ground observations are discussed. A linear version of these estimators is optimal, in terms of minimum variance, when the regression of the ground observations onto the satellite observations in linear. When this regression is not linear, but the reverse regression (satellite observations onto ground observations) is linear, the estimator is suboptimal but still has certain appealing variance properties. In this paper expressions are derived for those regressions which relate the intercepts and slopes to conditional classification probabilities. These expressions are then used to discuss the question of classifier designs that can lead to low-variance crop proportion estimates. Variance expressions for these estimates in terms of classifier omission and commission errors are also derived.

On optimal control of linear systems in the presence of multiplicative noise

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

Centroid estimation for a Shack-Hartmann wavefront sensor based on stream processing.

PubMed

Kong, Fanpeng; Polo, Manuel Cegarra; Lambert, Andrew

2017-08-10

Using center of gravity to estimate the centroid of the spot in a Shack-Hartmann wavefront sensor, the measurement corrupts with photon and detector noise. Parameters, like window size, often require careful optimization to balance the noise error, dynamic range, and linearity of the response coefficient under different photon flux. It also needs to be substituted by the correlation method for extended sources. We propose a centroid estimator based on stream processing, where the center of gravity calculation window floats with the incoming pixel from the detector. In comparison with conventional methods, we show that the proposed estimator simplifies the choice of optimized parameters, provides a unit linear coefficient response, and reduces the influence of background and noise. It is shown that the stream-based centroid estimator also works well for limited size extended sources. A hardware implementation of the proposed estimator is discussed.

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter

PubMed Central

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Gu, Chengfan

2018-01-01

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation. PMID:29415509

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter.

PubMed

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan

2018-02-06

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation.

The effect of dropout on the efficiency of D-optimal designs of linear mixed models.

PubMed

Ortega-Azurduy, S A; Tan, F E S; Berger, M P F

2008-06-30

Dropout is often encountered in longitudinal data. Optimal designs will usually not remain optimal in the presence of dropout. In this paper, we study D-optimal designs for linear mixed models where dropout is encountered. Moreover, we estimate the efficiency loss in cases where a D-optimal design for complete data is chosen instead of that for data with dropout. Two types of monotonically decreasing response probability functions are investigated to describe dropout. Our results show that the location of D-optimal design points for the dropout case will shift with respect to that for the complete and uncorrelated data case. Owing to this shift, the information collected at the D-optimal design points for the complete data case does not correspond to the smallest variance. We show that the size of the displacement of the time points depends on the linear mixed model and that the efficiency loss is moderate.

Semilinear programming: applications and implementation

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

Mohan, S.

Semilinear programming is a method of solving optimization problems with linear constraints where the non-negativity restrictions on the variables are dropped and the objective function coefficients can take on different values depending on whether the variable is positive or negative. The simplex method for linear programming is modified in this thesis to solve general semilinear and piecewise linear programs efficiently without having to transform them into equivalent standard linear programs. Several models in widely different areas of optimization such as production smoothing, facility locations, goal programming and L/sub 1/ estimation are presented first to demonstrate the compact formulation that arisesmore » when such problems are formulated as semilinear programs. A code SLP is constructed using the semilinear programming techniques. Problems in aggregate planning and L/sub 1/ estimation are solved using SLP and equivalent linear programs using a linear programming simplex code. Comparisons of CPU times and number iterations indicate SLP to be far superior. The semilinear programming techniques are extended to piecewise linear programming in the implementation of the code PLP. Piecewise linear models in aggregate planning are solved using PLP and equivalent standard linear programs using a simple upper bounded linear programming code SUBLP.« less

Approximation theory for LQG (Linear-Quadratic-Gaussian) optimal control of flexible structures

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Adamian, A.

1988-01-01

An approximation theory is presented for the LQG (Linear-Quadratic-Gaussian) optimal control problem for flexible structures whose distributed models have bounded input and output operators. The main purpose of the theory is to guide the design of finite dimensional compensators that approximate closely the optimal compensator. The optimal LQG problem separates into an optimal linear-quadratic regulator problem and an optimal state estimation problem. The solution of the former problem lies in the solution to an infinite dimensional Riccati operator equation. The approximation scheme approximates the infinite dimensional LQG problem with a sequence of finite dimensional LQG problems defined for a sequence of finite dimensional, usually finite element or modal, approximations of the distributed model of the structure. Two Riccati matrix equations determine the solution to each approximating problem. The finite dimensional equations for numerical approximation are developed, including formulas for converting matrix control and estimator gains to their functional representation to allow comparison of gains based on different orders of approximation. Convergence of the approximating control and estimator gains and of the corresponding finite dimensional compensators is studied. Also, convergence and stability of the closed-loop systems produced with the finite dimensional compensators are discussed. The convergence theory is based on the convergence of the solutions of the finite dimensional Riccati equations to the solutions of the infinite dimensional Riccati equations. A numerical example with a flexible beam, a rotating rigid body, and a lumped mass is given.

Estimation of time averages from irregularly spaced observations - With application to coastal zone color scanner estimates of chlorophyll concentration

NASA Technical Reports Server (NTRS)

Chelton, Dudley B.; Schlax, Michael G.

1991-01-01

The sampling error of an arbitrary linear estimate of a time-averaged quantity constructed from a time series of irregularly spaced observations at a fixed located is quantified through a formalism. The method is applied to satellite observations of chlorophyll from the coastal zone color scanner. The two specific linear estimates under consideration are the composite average formed from the simple average of all observations within the averaging period and the optimal estimate formed by minimizing the mean squared error of the temporal average based on all the observations in the time series. The resulting suboptimal estimates are shown to be more accurate than composite averages. Suboptimal estimates are also found to be nearly as accurate as optimal estimates using the correct signal and measurement error variances and correlation functions for realistic ranges of these parameters, which makes it a viable practical alternative to the composite average method generally employed at present.

Some comments on Anderson and Pospahala's correction of bias in line transect sampling

USGS Publications Warehouse

Anderson, D.R.; Burnham, K.P.; Chain, B.R.

1980-01-01

ANDERSON and POSPAHALA (1970) investigated the estimation of wildlife population size using the belt or line transect sampling method and devised a correction for bias, thus leading to an estimator with interesting characteristics. This work was given a uniform mathematical framework in BURNHAM and ANDERSON (1976). In this paper we show that the ANDERSON-POSPAHALA estimator is optimal in the sense of being the (unique) best linear unbiased estimator within the class of estimators which are linear combinations of cell frequencies, provided certain assumptions are met.

Quantum State Tomography via Linear Regression Estimation

PubMed Central

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

2013-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

NASA Astrophysics Data System (ADS)

Khwaja, Ahmed Shaharyar; ćetin, Müjdat

2018-04-01

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

Error analysis of finite element method for Poisson–Nernst–Planck equations

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

Sun, Yuzhou; Sun, Pengtao; Zheng, Bin

A priori error estimates of finite element method for time-dependent Poisson-Nernst-Planck equations are studied in this work. We obtain the optimal error estimates in L∞(H1) and L2(H1) norms, and suboptimal error estimates in L∞(L2) norm, with linear element, and optimal error estimates in L∞(L2) norm with quadratic or higher-order element, for both semi- and fully discrete finite element approximations. Numerical experiments are also given to validate the theoretical results.

Information's role in the estimation of chaotic signals

NASA Astrophysics Data System (ADS)

Drake, Daniel Fred

1998-11-01

Researchers have proposed several methods designed to recover chaotic signals from noise-corrupted observations. While the methods vary, their qualitative performance does not: in low levels of noise all methods effectively recover the underlying signal; in high levels of noise no method can recover the underlying signal to any meaningful degree of accuracy. Of the methods proposed to date, all represent sub-optimal estimators. So: Is the inability to recover the signal in high noise levels simply a consequence of estimator sub-optimality? Or is estimator failure actually a manifestation of some intrinsic property of chaos itself? These questions are answered by deriving an optimal estimator for a class of chaotic systems and noting that it, too, fails in high levels of noise. An exact, closed- form expression for the estimator is obtained for a class of chaotic systems whose signals are solutions to a set of linear (but noncausal) difference equations. The existence of this linear description circumvents the difficulties normally encountered when manipulating the nonlinear (but causal) expressions that govern. chaotic behavior. The reason why even the optimal estimator fails to recover underlying chaotic signals in high levels of noise has its roots in information theory. At such noise levels, the mutual information linking the corrupted observations to the underlying signal is essentially nil, reducing the estimator to a simple guessing strategy based solely on a priori statistics. Entropy, long the common bond between information theory and dynamical systems, is actually one aspect of a far more complete characterization of information sources: the rate distortion function. Determining the rate distortion function associated with the class of chaotic systems considered in this work provides bounds on estimator performance in high levels of noise. Finally, a slight modification of the linear description leads to a method of synthesizing on limited precision platforms ``pseudo-chaotic'' sequences that mimic true chaotic behavior to any finite degree of precision and duration. The use of such a technique in spread-spectrum communications is considered.

Generalized massive optimal data compression

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin

2018-05-01

In this paper, we provide a general procedure for optimally compressing N data down to n summary statistics, where n is equal to the number of parameters of interest. We show that compression to the score function - the gradient of the log-likelihood with respect to the parameters - yields n compressed statistics that are optimal in the sense that they preserve the Fisher information content of the data. Our method generalizes earlier work on linear Karhunen-Loéve compression for Gaussian data whilst recovering both lossless linear compression and quadratic estimation as special cases when they are optimal. We give a unified treatment that also includes the general non-Gaussian case as long as mild regularity conditions are satisfied, producing optimal non-linear summary statistics when appropriate. As a worked example, we derive explicitly the n optimal compressed statistics for Gaussian data in the general case where both the mean and covariance depend on the parameters.

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.

Robust linear discriminant analysis with distance based estimators

NASA Astrophysics Data System (ADS)

Lim, Yai-Fung; Yahaya, Sharipah Soaad Syed; Ali, Hazlina

2017-11-01

Linear discriminant analysis (LDA) is one of the supervised classification techniques concerning relationship between a categorical variable and a set of continuous variables. The main objective of LDA is to create a function to distinguish between populations and allocating future observations to previously defined populations. Under the assumptions of normality and homoscedasticity, the LDA yields optimal linear discriminant rule (LDR) between two or more groups. However, the optimality of LDA highly relies on the sample mean and pooled sample covariance matrix which are known to be sensitive to outliers. To alleviate these conflicts, a new robust LDA using distance based estimators known as minimum variance vector (MVV) has been proposed in this study. The MVV estimators were used to substitute the classical sample mean and classical sample covariance to form a robust linear discriminant rule (RLDR). Simulation and real data study were conducted to examine on the performance of the proposed RLDR measured in terms of misclassification error rates. The computational result showed that the proposed RLDR is better than the classical LDR and was comparable with the existing robust LDR.

Verifiable Adaptive Control with Analytical Stability Margins by Optimal Control Modification

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.

2010-01-01

This paper presents a verifiable model-reference adaptive control method based on an optimal control formulation for linear uncertain systems. A predictor model is formulated to enable a parameter estimation of the system parametric uncertainty. The adaptation is based on both the tracking error and predictor error. Using a singular perturbation argument, it can be shown that the closed-loop system tends to a linear time invariant model asymptotically under an assumption of fast adaptation. A stability margin analysis is given to estimate a lower bound of the time delay margin using a matrix measure method. Using this analytical method, the free design parameter n of the optimal control modification adaptive law can be determined to meet a specification of stability margin for verification purposes.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

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

Optimal estimation and scheduling in aquifer management using the rapid feedback control method

NASA Astrophysics Data System (ADS)

Ghorbanidehno, Hojat; Kokkinaki, Amalia; Kitanidis, Peter K.; Darve, Eric

2017-12-01

Management of water resources systems often involves a large number of parameters, as in the case of large, spatially heterogeneous aquifers, and a large number of "noisy" observations, as in the case of pressure observation in wells. Optimizing the operation of such systems requires both searching among many possible solutions and utilizing new information as it becomes available. However, the computational cost of this task increases rapidly with the size of the problem to the extent that textbook optimization methods are practically impossible to apply. In this paper, we present a new computationally efficient technique as a practical alternative for optimally operating large-scale dynamical systems. The proposed method, which we term Rapid Feedback Controller (RFC), provides a practical approach for combined monitoring, parameter estimation, uncertainty quantification, and optimal control for linear and nonlinear systems with a quadratic cost function. For illustration, we consider the case of a weakly nonlinear uncertain dynamical system with a quadratic objective function, specifically a two-dimensional heterogeneous aquifer management problem. To validate our method, we compare our results with the linear quadratic Gaussian (LQG) method, which is the basic approach for feedback control. We show that the computational cost of the RFC scales only linearly with the number of unknowns, a great improvement compared to the basic LQG control with a computational cost that scales quadratically. We demonstrate that the RFC method can obtain the optimal control values at a greatly reduced computational cost compared to the conventional LQG algorithm with small and controllable losses in the accuracy of the state and parameter estimation.

Bilinear modeling and nonlinear estimation

NASA Technical Reports Server (NTRS)

Dwyer, Thomas A. W., III; Karray, Fakhreddine; Bennett, William H.

1989-01-01

New methods are illustrated for online nonlinear estimation applied to the lateral deflection of an elastic beam on board measurements of angular rates and angular accelerations. The development of the filter equations, together with practical issues of their numerical solution as developed from global linearization by nonlinear output injection are contrasted with the usual method of the extended Kalman filter (EKF). It is shown how nonlinear estimation due to gyroscopic coupling can be implemented as an adaptive covariance filter using off-the-shelf Kalman filter algorithms. The effect of the global linearization by nonlinear output injection is to introduce a change of coordinates in which only the process noise covariance is to be updated in online implementation. This is in contrast to the computational approach which arises in EKF methods arising by local linearization with respect to the current conditional mean. Processing refinements for nonlinear estimation based on optimal, nonlinear interpolation between observations are also highlighted. In these methods the extrapolation of the process dynamics between measurement updates is obtained by replacing a transition matrix with an operator spline that is optimized off-line from responses to selected test inputs.

Image interpolation via regularized local linear regression.

PubMed

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

[Application of ordinary Kriging method in entomologic ecology].

PubMed

Zhang, Runjie; Zhou, Qiang; Chen, Cuixian; Wang, Shousong

2003-01-01

Geostatistics is a statistic method based on regional variables and using the tool of variogram to analyze the spatial structure and the patterns of organism. In simulating the variogram within a great range, though optimal simulation cannot be obtained, the simulation method of a dialogue between human and computer can be used to optimize the parameters of the spherical models. In this paper, the method mentioned above and the weighted polynomial regression were utilized to simulate the one-step spherical model, the two-step spherical model and linear function model, and the available nearby samples were used to draw on the ordinary Kriging procedure, which provided a best linear unbiased estimate of the constraint of the unbiased estimation. The sum of square deviation between the estimating and measuring values of varying theory models were figured out, and the relative graphs were shown. It was showed that the simulation based on the two-step spherical model was the best simulation, and the one-step spherical model was better than the linear function model.

First-Order System Least Squares for the Stokes Equations, with Application to Linear Elasticity

NASA Technical Reports Server (NTRS)

Cai, Z.; Manteuffel, T. A.; McCormick, S. F.

1996-01-01

Following our earlier work on general second-order scalar equations, here we develop a least-squares functional for the two- and three-dimensional Stokes equations, generalized slightly by allowing a pressure term in the continuity equation. By introducing a velocity flux variable and associated curl and trace equations, we are able to establish ellipticity in an H(exp 1) product norm appropriately weighted by the Reynolds number. This immediately yields optimal discretization error estimates for finite element spaces in this norm and optimal algebraic convergence estimates for multiplicative and additive multigrid methods applied to the resulting discrete systems. Both estimates are uniform in the Reynolds number. Moreover, our pressure-perturbed form of the generalized Stokes equations allows us to develop an analogous result for the Dirichlet problem for linear elasticity with estimates that are uniform in the Lame constants.

Continuous-variable phase estimation with unitary and random linear disturbance

NASA Astrophysics Data System (ADS)

Delgado de Souza, Douglas; Genoni, Marco G.; Kim, M. S.

2014-10-01

We address the problem of continuous-variable quantum phase estimation in the presence of linear disturbance at the Hamiltonian level by means of Gaussian probe states. In particular we discuss both unitary and random disturbance by considering the parameter which characterizes the unwanted linear term present in the Hamiltonian as fixed (unitary disturbance) or random with a given probability distribution (random disturbance). We derive the optimal input Gaussian states at fixed energy, maximizing the quantum Fisher information over the squeezing angle and the squeezing energy fraction, and we discuss the scaling of the quantum Fisher information in terms of the output number of photons, nout. We observe that, in the case of unitary disturbance, the optimal state is a squeezed vacuum state and the quadratic scaling is conserved. As regards the random disturbance, we observe that the optimal squeezing fraction may not be equal to one and, for any nonzero value of the noise parameter, the quantum Fisher information scales linearly with the average number of photons. Finally, we discuss the performance of homodyne measurement by comparing the achievable precision with the ultimate limit imposed by the quantum Cramér-Rao bound.

Estimation of reflectance from camera responses by the regularized local linear model.

PubMed

Zhang, Wei-Feng; Tang, Gongguo; Dai, Dao-Qing; Nehorai, Arye

2011-10-01

Because of the limited approximation capability of using fixed basis functions, the performance of reflectance estimation obtained by traditional linear models will not be optimal. We propose an approach based on the regularized local linear model. Our approach performs efficiently and knowledge of the spectral power distribution of the illuminant and the spectral sensitivities of the camera is not needed. Experimental results show that the proposed method performs better than some well-known methods in terms of both reflectance error and colorimetric error. © 2011 Optical Society of America

A Bayesian approach for estimating under-reported dengue incidence with a focus on non-linear associations between climate and dengue in Dhaka, Bangladesh.

PubMed

Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David

2018-04-01

Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.

A boosted optimal linear learner for retinal vessel segmentation

NASA Astrophysics Data System (ADS)

Poletti, E.; Grisan, E.

2014-03-01

Ocular fundus images provide important information about retinal degeneration, which may be related to acute pathologies or to early signs of systemic diseases. An automatic and quantitative assessment of vessel morphological features, such as diameters and tortuosity, can improve clinical diagnosis and evaluation of retinopathy. At variance with available methods, we propose a data-driven approach, in which the system learns a set of optimal discriminative convolution kernels (linear learner). The set is progressively built based on an ADA-boost sample weighting scheme, providing seamless integration between linear learner estimation and classification. In order to capture the vessel appearance changes at different scales, the kernels are estimated on a pyramidal decomposition of the training samples. The set is employed as a rotating bank of matched filters, whose response is used by the boosted linear classifier to provide a classification of each image pixel into the two classes of interest (vessel/background). We tested the approach fundus images available from the DRIVE dataset. We show that the segmentation performance yields an accuracy of 0.94.

Nonlinear Estimation With Sparse Temporal Measurements

DTIC Science & Technology

2016-09-01

Kalman filter , the extended Kalman filter (EKF) and unscented Kalman filter (UKF) are commonly used in practical application. The Kalman filter is an...optimal estimator for linear systems; the EKF and UKF are sub-optimal approximations of the Kalman filter . The EKF uses a first-order Taylor series...propagated covariance is compared for similarity with a Monte Carlo propagation. The similarity of the covariance matrices is shown to predict filter

Optimal designs based on the maximum quasi-likelihood estimator

PubMed Central

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

Image denoising in mixed Poisson-Gaussian noise.

PubMed

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.

Optimized parameter estimation in the presence of collective phase noise

NASA Astrophysics Data System (ADS)

Altenburg, Sanah; Wölk, Sabine; Tóth, Géza; Gühne, Otfried

2016-11-01

We investigate phase and frequency estimation with different measurement strategies under the effect of collective phase noise. First, we consider the standard linear estimation scheme and present an experimentally realizable optimization of the initial probe states by collective rotations. We identify the optimal rotation angle for different measurement times. Second, we show that subshot noise sensitivity—up to the Heisenberg limit—can be reached in presence of collective phase noise by using differential interferometry, where one part of the system is used to monitor the noise. For this, not only Greenberger-Horne-Zeilinger states but also symmetric Dicke states are suitable. We investigate the optimal splitting for a general symmetric Dicke state at both inputs and discuss possible experimental realizations of differential interferometry.

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.

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.

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

Phase and Pupil Amplitude Recovery for JWST Space-Optics Control

NASA Technical Reports Server (NTRS)

Dean, B. H.; Zielinski, T. P.; Smith, J. S.; Bolcar, M. R.; Aronstein, D. L.; Fienup, J. R.

2010-01-01

This slide presentation reviews the phase and pupil amplitude recovery for the James Webb Space Telescope (JWST) Near Infrared Camera (NIRCam). It includes views of the Integrated Science Instrument Module (ISIM), the NIRCam, examples of Phase Retrieval Data, Ghost Irradiance, Pupil Amplitude Estimation, Amplitude Retrieval, Initial Plate Scale Estimation using the Modulation Transfer Function (MTF), Pupil Amplitude Estimation vs lambda, Pupil Amplitude Estimation vs. number of Images, Pupil Amplitude Estimation vs Rotation (clocking), and Typical Phase Retrieval Results Also included is information about the phase retrieval approach, Non-Linear Optimization (NLO) Optimized Diversity Functions, and Least Square Error vs. Starting Pupil Amplitude.

Multi-objective optimization in quantum parameter estimation

NASA Astrophysics Data System (ADS)

Gong, BeiLi; Cui, Wei

2018-04-01

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

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

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

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

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

Objective assessment of image quality. IV. Application to adaptive optics

PubMed Central

Barrett, Harrison H.; Myers, Kyle J.; Devaney, Nicholas; Dainty, Christopher

2008-01-01

The methodology of objective assessment, which defines image quality in terms of the performance of specific observers on specific tasks of interest, is extended to temporal sequences of images with random point spread functions and applied to adaptive imaging in astronomy. The tasks considered include both detection and estimation, and the observers are the optimal linear discriminant (Hotelling observer) and the optimal linear estimator (Wiener). A general theory of first- and second-order spatiotemporal statistics in adaptive optics is developed. It is shown that the covariance matrix can be rigorously decomposed into three terms representing the effect of measurement noise, random point spread function, and random nature of the astronomical scene. Figures of merit are developed, and computational methods are discussed. PMID:17106464

Linear system theory

NASA Technical Reports Server (NTRS)

Callier, Frank M.; Desoer, Charles A.

1991-01-01

The aim of this book is to provide a systematic and rigorous access to the main topics of linear state-space system theory in both the continuous-time case and the discrete-time case; and the I/O description of linear systems. The main thrusts of the work are the analysis of system descriptions and derivations of their properties, LQ-optimal control, state feedback and state estimation, and MIMO unity-feedback systems.

Computation of output feedback gains for linear stochastic systems using the Zangwill-Powell method

NASA Technical Reports Server (NTRS)

Kaufman, H.

1977-01-01

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell.

Optimal HRF and smoothing parameters for fMRI time series within an autoregressive modeling framework.

PubMed

Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru

2010-12-01

The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.

Wing box transonic-flutter suppression using piezoelectric self-sensing actuators attached to skin

NASA Astrophysics Data System (ADS)

Otiefy, R. A. H.; Negm, H. M.

2010-12-01

The main objective of this research is to study the capability of piezoelectric (PZT) self-sensing actuators to suppress the transonic wing box flutter, which is a flow-structure interaction phenomenon. The unsteady general frequency modified transonic small disturbance (TSD) equation is used to model the transonic flow about the wing. The wing box structure and piezoelectric actuators are modeled using the equivalent plate method, which is based on the first order shear deformation plate theory (FSDPT). The piezoelectric actuators are bonded to the skin. The optimal electromechanical coupling conditions between the piezoelectric actuators and the wing are collected from previous work. Three main different control strategies, a linear quadratic Gaussian (LQG) which combines the linear quadratic regulator (LQR) with the Kalman filter estimator (KFE), an optimal static output feedback (SOF), and a classic feedback controller (CFC), are studied and compared. The optimum actuator and sensor locations are determined using the norm of feedback control gains (NFCG) and norm of Kalman filter estimator gains (NKFEG) respectively. A genetic algorithm (GA) optimization technique is used to calculate the controller and estimator parameters to achieve a target response.

Validation of a pair of computer codes for estimation and optimization of subsonic aerodynamic performance of simple hinged-flap systems for thin swept wings

NASA Technical Reports Server (NTRS)

Carlson, Harry W.; Darden, Christine M.

1988-01-01

Extensive correlations of computer code results with experimental data are employed to illustrate the use of linearized theory attached flow methods for the estimation and optimization of the aerodynamic performance of simple hinged flap systems. Use of attached flow methods is based on the premise that high levels of aerodynamic efficiency require a flow that is as nearly attached as circumstances permit. A variety of swept wing configurations are considered ranging from fighters to supersonic transports, all with leading- and trailing-edge flaps for enhancement of subsonic aerodynamic efficiency. The results indicate that linearized theory attached flow computer code methods provide a rational basis for the estimation and optimization of flap system aerodynamic performance at subsonic speeds. The analysis also indicates that vortex flap design is not an opposing approach but is closely related to attached flow design concepts. The successful vortex flap design actually suppresses the formation of detached vortices to produce a small vortex which is restricted almost entirely to the leading edge flap itself.

Validation of a computer code for analysis of subsonic aerodynamic performance of wings with flaps in combination with a canard or horizontal tail and an application to optimization

NASA Technical Reports Server (NTRS)

Carlson, Harry W.; Darden, Christine M.; Mann, Michael J.

1990-01-01

Extensive correlations of computer code results with experimental data are employed to illustrate the use of a linearized theory, attached flow method for the estimation and optimization of the longitudinal aerodynamic performance of wing-canard and wing-horizontal tail configurations which may employ simple hinged flap systems. Use of an attached flow method is based on the premise that high levels of aerodynamic efficiency require a flow that is as nearly attached as circumstances permit. The results indicate that linearized theory, attached flow, computer code methods (modified to include estimated attainable leading-edge thrust and an approximate representation of vortex forces) provide a rational basis for the estimation and optimization of aerodynamic performance at subsonic speeds below the drag rise Mach number. Generally, good prediction of aerodynamic performance, as measured by the suction parameter, can be expected for near optimum combinations of canard or horizontal tail incidence and leading- and trailing-edge flap deflections at a given lift coefficient (conditions which tend to produce a predominantly attached flow).

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION.

PubMed

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method-named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)-for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results.

Boundary Korn Inequality and Neumann Problems in Homogenization of Systems of Elasticity

NASA Astrophysics Data System (ADS)

Geng, Jun; Shen, Zhongwei; Song, Liang

2017-06-01

This paper is concerned with a family of elliptic systems of linear elasticity with rapidly oscillating periodic coefficients, arising in the theory of homogenization. We establish uniform optimal regularity estimates for solutions of Neumann problems in a bounded Lipschitz domain with L 2 boundary data. The proof relies on a boundary Korn inequality for solutions of systems of linear elasticity and uses a large-scale Rellich estimate obtained in Shen (Anal PDE, arXiv:1505.00694v2).

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

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

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

Generalized Distributed Consensus-based Algorithms for Uncertain Systems and Networks

DTIC Science & Technology

2010-01-01

time linear systems with markovian jumping parameters and additive disturbances. SIAM Journal on Control and Optimization, 44(4):1165– 1191, 2005... time marko- vian jump linear systems , in the presence of delayed mode observations. Proceed- ings of the 2008 IEEE American Control Conference, pages...Markovian Jump Linear System state estimation . . . . 147 6 Conclusions 152 A Discrete- Time Coupled Matrix Equations 156 A.1 Properties of a special

Optimal estimation of suspended-sediment concentrations in streams

USGS Publications Warehouse

Holtschlag, D.J.

2001-01-01

Optimal estimators are developed for computation of suspended-sediment concentrations in streams. The estimators are a function of parameters, computed by use of generalized least squares, which simultaneously account for effects of streamflow, seasonal variations in average sediment concentrations, a dynamic error component, and the uncertainty in concentration measurements. The parameters are used in a Kalman filter for on-line estimation and an associated smoother for off-line estimation of suspended-sediment concentrations. The accuracies of the optimal estimators are compared with alternative time-averaging interpolators and flow-weighting regression estimators by use of long-term daily-mean suspended-sediment concentration and streamflow data from 10 sites within the United States. For sampling intervals from 3 to 48 days, the standard errors of on-line and off-line optimal estimators ranged from 52.7 to 107%, and from 39.5 to 93.0%, respectively. The corresponding standard errors of linear and cubic-spline interpolators ranged from 48.8 to 158%, and from 50.6 to 176%, respectively. The standard errors of simple and multiple regression estimators, which did not vary with the sampling interval, were 124 and 105%, respectively. Thus, the optimal off-line estimator (Kalman smoother) had the lowest error characteristics of those evaluated. Because suspended-sediment concentrations are typically measured at less than 3-day intervals, use of optimal estimators will likely result in significant improvements in the accuracy of continuous suspended-sediment concentration records. Additional research on the integration of direct suspended-sediment concentration measurements and optimal estimators applied at hourly or shorter intervals is needed.

Reduced state feedback gain computation. [optimization and control theory for aircraft control

NASA Technical Reports Server (NTRS)

Kaufman, H.

1976-01-01

Because application of conventional optimal linear regulator theory to flight controller design requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. Therefore, a stochastic linear model that was developed is presented which accounts for aircraft parameter and initial uncertainty, measurement noise, turbulence, pilot command and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.

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.

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.

Guaranteed estimation of solutions to Helmholtz transmission problems with uncertain data from their indirect noisy observations

NASA Astrophysics Data System (ADS)

Podlipenko, Yu. K.; Shestopalov, Yu. V.

2017-09-01

We investigate the guaranteed estimation problem of linear functionals from solutions to transmission problems for the Helmholtz equation with inexact data. The right-hand sides of equations entering the statements of transmission problems and the statistical characteristics of observation errors are supposed to be unknown and belonging to certain sets. It is shown that the optimal linear mean square estimates of the above mentioned functionals and estimation errors are expressed via solutions to the systems of transmission problems of the special type. The results and techniques can be applied in the analysis and estimation of solution to forward and inverse electromagnetic and acoustic problems with uncertain data that arise in mathematical models of the wave diffraction on transparent bodies.

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.

Determining Optimal Allocation of Naval Obstetric Resources with Linear Programming

DTIC Science & Technology

2013-12-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA MBA PROFESSIONAL REPORT DETERMINING OPTIMAL ALLOCATION OF NAVAL OBSTETRIC RESOURCES...Davis Approved for public release; distribution is unlimited THIS PAGE INTENTIONALLY LEFT BLANK REPORT DOCUMENTATION PAGE Form Approved...OMB No. 0704-0188 Public reporting burden for this collection of information is estimated to average 1 hour per response, including the time for

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

2016-01-01

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method—named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)—for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results. PMID:26778864

The Effect of Primary School Size on Academic Achievement

ERIC Educational Resources Information Center

Gershenson, Seth; Langbein, Laura

2015-01-01

Evidence on optimal school size is mixed. We estimate the effect of transitory changes in school size on the academic achievement of fourth-and fifth-grade students in North Carolina using student-level longitudinal administrative data. Estimates of value-added models that condition on school-specific linear time trends and a variety of…

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

PubMed

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

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

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

PubMed Central

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

Ponte Castañeda, Pedro

2016-11-01

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

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.

Computation of output feedback gains for linear stochastic systems using the Zangnill-Powell Method

NASA Technical Reports Server (NTRS)

Kaufman, H.

1975-01-01

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.

Using parallel banded linear system solvers in generalized eigenvalue problems

NASA Technical Reports Server (NTRS)

Zhang, Hong; Moss, William F.

1993-01-01

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

Adaptive local linear regression with application to printer color management.

PubMed

Gupta, Maya R; Garcia, Eric K; Chin, Erika

2008-06-01

Local learning methods, such as local linear regression and nearest neighbor classifiers, base estimates on nearby training samples, neighbors. Usually, the number of neighbors used in estimation is fixed to be a global "optimal" value, chosen by cross validation. This paper proposes adapting the number of neighbors used for estimation to the local geometry of the data, without need for cross validation. The term enclosing neighborhood is introduced to describe a set of neighbors whose convex hull contains the test point when possible. It is proven that enclosing neighborhoods yield bounded estimation variance under some assumptions. Three such enclosing neighborhood definitions are presented: natural neighbors, natural neighbors inclusive, and enclosing k-NN. The effectiveness of these neighborhood definitions with local linear regression is tested for estimating lookup tables for color management. Significant improvements in error metrics are shown, indicating that enclosing neighborhoods may be a promising adaptive neighborhood definition for other local learning tasks as well, depending on the density of training samples.

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.

Structural Properties and Estimation of Delay Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kwong, R. H. S.

1975-01-01

Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1977-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1978-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Modeling error analysis of stationary linear discrete-time filters

NASA Technical Reports Server (NTRS)

Patel, R.; Toda, M.

1977-01-01

The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a design can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices is available.

Optimal estimation of recurrence structures from time series

NASA Astrophysics Data System (ADS)

beim Graben, Peter; Sellers, Kristin K.; Fröhlich, Flavio; Hutt, Axel

2016-05-01

Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it still encounters an unsolved pertinent problem: the optimal selection of distance thresholds for estimating the recurrence structure of dynamical systems. The present work proposes a stochastic Markov model for the recurrent dynamics that allows for the analytical derivation of a criterion for the optimal distance threshold. The goodness of fit is assessed by a utility function which assumes a local maximum for that threshold reflecting the optimal estimate of the system's recurrence structure. We validate our approach by means of the nonlinear Lorenz system and its linearized stochastic surrogates. The final application to neurophysiological time series obtained from anesthetized animals illustrates the method and reveals novel dynamic features of the underlying system. We propose the number of optimal recurrence domains as a statistic for classifying an animals' state of consciousness.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

Galaxy Redshifts from Discrete Optimization of Correlation Functions

NASA Astrophysics Data System (ADS)

Lee, Benjamin C. G.; Budavári, Tamás; Basu, Amitabh; Rahman, Mubdi

2016-12-01

We propose a new method of constraining the redshifts of individual extragalactic sources based on celestial coordinates and their ensemble statistics. Techniques from integer linear programming (ILP) are utilized to optimize simultaneously for the angular two-point cross- and autocorrelation functions. Our novel formalism introduced here not only transforms the otherwise hopelessly expensive, brute-force combinatorial search into a linear system with integer constraints but also is readily implementable in off-the-shelf solvers. We adopt Gurobi, a commercial optimization solver, and use Python to build the cost function dynamically. The preliminary results on simulated data show potential for future applications to sky surveys by complementing and enhancing photometric redshift estimators. Our approach is the first application of ILP to astronomical analysis.

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

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

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

A generalised optimal linear quadratic tracker with universal applications. Part 2: discrete-time systems

NASA Astrophysics Data System (ADS)

Ebrahimzadeh, Faezeh; Tsai, Jason Sheng-Hong; Chung, Min-Ching; Liao, Ying Ting; Guo, Shu-Mei; Shieh, Leang-San; Wang, Li

2017-01-01

Contrastive to Part 1, Part 2 presents a generalised optimal linear quadratic digital tracker (LQDT) with universal applications for the discrete-time (DT) systems. This includes (1) a generalised optimal LQDT design for the system with the pre-specified trajectories of the output and the control input and additionally with both the input-to-output direct-feedthrough term and known/estimated system disturbances or extra input/output signals; (2) a new optimal filter-shaped proportional plus integral state-feedback LQDT design for non-square non-minimum phase DT systems to achieve a minimum-phase-like tracking performance; (3) a new approach for computing the control zeros of the given non-square DT systems; and (4) a one-learning-epoch input-constrained iterative learning LQDT design for the repetitive DT systems.

Optimal Model-Based Fault Estimation and Correction for Particle Accelerators and Industrial Plants Using Combined Support Vector Machines and First Principles Models

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

Sayyar-Rodsari, Bijan; Schweiger, Carl; /SLAC /Pavilion Technologies, Inc., Austin, TX

2010-08-25

Timely estimation of deviations from optimal performance in complex systems and the ability to identify corrective measures in response to the estimated parameter deviations has been the subject of extensive research over the past four decades. The implications in terms of lost revenue from costly industrial processes, operation of large-scale public works projects and the volume of the published literature on this topic clearly indicates the significance of the problem. Applications range from manufacturing industries (integrated circuits, automotive, etc.), to large-scale chemical plants, pharmaceutical production, power distribution grids, and avionics. In this project we investigated a new framework for buildingmore » parsimonious models that are suited for diagnosis and fault estimation of complex technical systems. We used Support Vector Machines (SVMs) to model potentially time-varying parameters of a First-Principles (FP) description of the process. The combined SVM & FP model was built (i.e. model parameters were trained) using constrained optimization techniques. We used the trained models to estimate faults affecting simulated beam lifetime. In the case where a large number of process inputs are required for model-based fault estimation, the proposed framework performs an optimal nonlinear principal component analysis of the large-scale input space, and creates a lower dimension feature space in which fault estimation results can be effectively presented to the operation personnel. To fulfill the main technical objectives of the Phase I research, our Phase I efforts have focused on: (1) SVM Training in a Combined Model Structure - We developed the software for the constrained training of the SVMs in a combined model structure, and successfully modeled the parameters of a first-principles model for beam lifetime with support vectors. (2) Higher-order Fidelity of the Combined Model - We used constrained training to ensure that the output of the SVM (i.e. the parameters of the beam lifetime model) are physically meaningful. (3) Numerical Efficiency of the Training - We investigated the numerical efficiency of the SVM training. More specifically, for the primal formulation of the training, we have developed a problem formulation that avoids the linear increase in the number of the constraints as a function of the number of data points. (4) Flexibility of Software Architecture - The software framework for the training of the support vector machines was designed to enable experimentation with different solvers. We experimented with two commonly used nonlinear solvers for our simulations. The primary application of interest for this project has been the sustained optimal operation of particle accelerators at the Stanford Linear Accelerator Center (SLAC). Particle storage rings are used for a variety of applications ranging from 'colliding beam' systems for high-energy physics research to highly collimated x-ray generators for synchrotron radiation science. Linear accelerators are also used for collider research such as International Linear Collider (ILC), as well as for free electron lasers, such as the Linear Coherent Light Source (LCLS) at SLAC. One common theme in the operation of storage rings and linear accelerators is the need to precisely control the particle beams over long periods of time with minimum beam loss and stable, yet challenging, beam parameters. We strongly believe that beyond applications in particle accelerators, the high fidelity and cost benefits of a combined model-based fault estimation/correction system will attract customers from a wide variety of commercial and scientific industries. Even though the acquisition of Pavilion Technologies, Inc. by Rockwell Automation Inc. in 2007 has altered the small business status of the Pavilion and it no longer qualifies for a Phase II funding, our findings in the course of the Phase I research have convinced us that further research will render a workable model-based fault estimation and correction for particle accelerators and industrial plants feasible.« less

Estimating cosmic velocity fields from density fields and tidal tensors

NASA Astrophysics Data System (ADS)

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

2012-10-01

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

Framework to trade optimality for local processing in large-scale wavefront reconstruction problems.

PubMed

Haber, Aleksandar; Verhaegen, Michel

2016-11-15

We show that the minimum variance wavefront estimation problems permit localized approximate solutions, in the sense that the wavefront value at a point (excluding unobservable modes, such as the piston mode) can be approximated by a linear combination of the wavefront slope measurements in the point's neighborhood. This enables us to efficiently compute a wavefront estimate by performing a single sparse matrix-vector multiplication. Moreover, our results open the possibility for the development of wavefront estimators that can be easily implemented in a decentralized/distributed manner, and in which the estimate optimality can be easily traded for computational efficiency. We numerically validate our approach on Hudgin wavefront sensor geometries, and the results can be easily generalized to Fried geometries.

Minimum mean squared error (MSE) adjustment and the optimal Tykhonov-Phillips regularization parameter via reproducing best invariant quadratic uniformly unbiased estimates (repro-BIQUUE)

NASA Astrophysics Data System (ADS)

Schaffrin, Burkhard

2008-02-01

In a linear Gauss-Markov model, the parameter estimates from BLUUE (Best Linear Uniformly Unbiased Estimate) are not robust against possible outliers in the observations. Moreover, by giving up the unbiasedness constraint, the mean squared error (MSE) risk may be further reduced, in particular when the problem is ill-posed. In this paper, the α-weighted S-homBLE (Best homogeneously Linear Estimate) is derived via formulas originally used for variance component estimation on the basis of the repro-BIQUUE (reproducing Best Invariant Quadratic Uniformly Unbiased Estimate) principle in a model with stochastic prior information. In the present model, however, such prior information is not included, which allows the comparison of the stochastic approach (α-weighted S-homBLE) with the well-established algebraic approach of Tykhonov-Phillips regularization, also known as R-HAPS (Hybrid APproximation Solution), whenever the inverse of the “substitute matrix” S exists and is chosen as the R matrix that defines the relative impact of the regularizing term on the final result.

A Systematic Approach to Sensor Selection for Aircraft Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2009-01-01

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

Treatment of systematic errors in land data assimilation systems

NASA Astrophysics Data System (ADS)

Crow, W. T.; Yilmaz, M.

2012-12-01

Data assimilation systems are generally designed to minimize the influence of random error on the estimation of system states. Yet, experience with land data assimilation systems has also revealed the presence of large systematic differences between model-derived and remotely-sensed estimates of land surface states. Such differences are commonly resolved prior to data assimilation through implementation of a pre-processing rescaling step whereby observations are scaled (or non-linearly transformed) to somehow "match" comparable predictions made by an assimilation model. While the rationale for removing systematic differences in means (i.e., bias) between models and observations is well-established, relatively little theoretical guidance is currently available to determine the appropriate treatment of higher-order moments during rescaling. This talk presents a simple analytical argument to define an optimal linear-rescaling strategy for observations prior to their assimilation into a land surface model. While a technique based on triple collocation theory is shown to replicate this optimal strategy, commonly-applied rescaling techniques (e.g., so called "least-squares regression" and "variance matching" approaches) are shown to represent only sub-optimal approximations to it. Since the triple collocation approach is likely infeasible in many real-world circumstances, general advice for deciding between various feasible (yet sub-optimal) rescaling approaches will be presented with an emphasis of the implications of this work for the case of directly assimilating satellite radiances. While the bulk of the analysis will deal with linear rescaling techniques, its extension to nonlinear cases will also be discussed.

Extended Decentralized Linear-Quadratic-Gaussian Control

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2000-01-01

A straightforward extension of a solution to the decentralized linear-Quadratic-Gaussian problem is proposed that allows its use for commonly encountered classes of problems that are currently solved with the extended Kalman filter. This extension allows the system to be partitioned in such a way as to exclude the nonlinearities from the essential algebraic relationships that allow the estimation and control to be optimally decentralized.

Integrated Sensing Processor, Phase 2

DTIC Science & Technology

2005-12-01

performance analysis for several baseline classifiers including neural nets, linear classifiers, and kNN classifiers. Use of CCDR as a preprocessing step...below the level of the benchmark non-linear classifier for this problem ( kNN ). Furthermore, the CCDR preconditioned kNN achieved a 10% improvement over...the benchmark kNN without CCDR. Finally, we found an important connection between intrinsic dimension estimation via entropic graphs and the optimal

A novel methodology for non-linear system identification of battery cells used in non-road hybrid electric vehicles

NASA Astrophysics Data System (ADS)

Unger, Johannes; Hametner, Christoph; Jakubek, Stefan; Quasthoff, Marcus

2014-12-01

An accurate state of charge (SoC) estimation of a traction battery in hybrid electric non-road vehicles, which possess higher dynamics and power densities than on-road vehicles, requires a precise battery cell terminal voltage model. This paper presents a novel methodology for non-linear system identification of battery cells to obtain precise battery models. The methodology comprises the architecture of local model networks (LMN) and optimal model based design of experiments (DoE). Three main novelties are proposed: 1) Optimal model based DoE, which aims to high dynamically excite the battery cells at load ranges frequently used in operation. 2) The integration of corresponding inputs in the LMN to regard the non-linearities SoC, relaxation, hysteresis as well as temperature effects. 3) Enhancements to the local linear model tree (LOLIMOT) construction algorithm, to achieve a physical appropriate interpretation of the LMN. The framework is applicable for different battery cell chemistries and different temperatures, and is real time capable, which is shown on an industrial PC. The accuracy of the obtained non-linear battery model is demonstrated on cells with different chemistries and temperatures. The results show significant improvement due to optimal experiment design and integration of the battery non-linearities within the LMN structure.

Polynomial elimination theory and non-linear stability analysis for the Euler equations

NASA Technical Reports Server (NTRS)

Kennon, S. R.; Dulikravich, G. S.; Jespersen, D. C.

1986-01-01

Numerical methods are presented that exploit the polynomial properties of discretizations of the Euler equations. It is noted that most finite difference or finite volume discretizations of the steady-state Euler equations produce a polynomial system of equations to be solved. These equations are solved using classical polynomial elimination theory, with some innovative modifications. This paper also presents some preliminary results of a new non-linear stability analysis technique. This technique is applicable to determining the stability of polynomial iterative schemes. Results are presented for applying the elimination technique to a one-dimensional test case. For this test case, the exact solution is computed in three iterations. The non-linear stability analysis is applied to determine the optimal time step for solving Burgers' equation using the MacCormack scheme. The estimated optimal time step is very close to the time step that arises from a linear stability analysis.

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

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

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

Estimation of the linear mixed integrated Ornstein–Uhlenbeck model

PubMed Central

Hughes, Rachael A.; Kenward, Michael G.; Sterne, Jonathan A. C.; Tilling, Kate

2017-01-01

ABSTRACT The linear mixed model with an added integrated Ornstein–Uhlenbeck (IOU) process (linear mixed IOU model) allows for serial correlation and estimation of the degree of derivative tracking. It is rarely used, partly due to the lack of available software. We implemented the linear mixed IOU model in Stata and using simulations we assessed the feasibility of fitting the model by restricted maximum likelihood when applied to balanced and unbalanced data. We compared different (1) optimization algorithms, (2) parameterizations of the IOU process, (3) data structures and (4) random-effects structures. Fitting the model was practical and feasible when applied to large and moderately sized balanced datasets (20,000 and 500 observations), and large unbalanced datasets with (non-informative) dropout and intermittent missingness. Analysis of a real dataset showed that the linear mixed IOU model was a better fit to the data than the standard linear mixed model (i.e. independent within-subject errors with constant variance). PMID:28515536

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

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

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

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.

Linear SFM: A hierarchical approach to solving structure-from-motion problems by decoupling the linear and nonlinear components

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.

Bypassing the Limits of Ll Regularization: Convex Sparse Signal Processing Using Non-Convex Regularization

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.

A computer tool for a minimax criterion in binary response and heteroscedastic simple linear regression models.

PubMed

Casero-Alonso, V; López-Fidalgo, J; Torsney, B

2017-01-01

Binary response models are used in many real applications. For these models the Fisher information matrix (FIM) is proportional to the FIM of a weighted simple linear regression model. The same is also true when the weight function has a finite integral. Thus, optimal designs for one binary model are also optimal for the corresponding weighted linear regression model. The main objective of this paper is to provide a tool for the construction of MV-optimal designs, minimizing the maximum of the variances of the estimates, for a general design space. MV-optimality is a potentially difficult criterion because of its nondifferentiability at equal variance designs. A methodology for obtaining MV-optimal designs where the design space is a compact interval [a, b] will be given for several standard weight functions. The methodology will allow us to build a user-friendly computer tool based on Mathematica to compute MV-optimal designs. Some illustrative examples will show a representation of MV-optimal designs in the Euclidean plane, taking a and b as the axes. The applet will be explained using two relevant models. In the first one the case of a weighted linear regression model is considered, where the weight function is directly chosen from a typical family. In the second example a binary response model is assumed, where the probability of the outcome is given by a typical probability distribution. Practitioners can use the provided applet to identify the solution and to know the exact support points and design weights. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Optimization-Based Sensor Fusion of GNSS and IMU Using a Moving Horizon Approach

PubMed Central

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.

PubMed

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.

Optimized nonorthogonal transforms for image compression.

PubMed

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.

A comparison of optimal MIMO linear and nonlinear models for brain machine interfaces

NASA Astrophysics Data System (ADS)

Kim, S.-P.; Sanchez, J. C.; Rao, Y. N.; Erdogmus, D.; Carmena, J. M.; Lebedev, M. A.; Nicolelis, M. A. L.; Principe, J. C.

2006-06-01

The field of brain-machine interfaces requires the estimation of a mapping from spike trains collected in motor cortex areas to the hand kinematics of the behaving animal. This paper presents a systematic investigation of several linear (Wiener filter, LMS adaptive filters, gamma filter, subspace Wiener filters) and nonlinear models (time-delay neural network and local linear switching models) applied to datasets from two experiments in monkeys performing motor tasks (reaching for food and target hitting). Ensembles of 100-200 cortical neurons were simultaneously recorded in these experiments, and even larger neuronal samples are anticipated in the future. Due to the large size of the models (thousands of parameters), the major issue studied was the generalization performance. Every parameter of the models (not only the weights) was selected optimally using signal processing and machine learning techniques. The models were also compared statistically with respect to the Wiener filter as the baseline. Each of the optimization procedures produced improvements over that baseline for either one of the two datasets or both.

A comparison of optimal MIMO linear and nonlinear models for brain-machine interfaces.

PubMed

Kim, S-P; Sanchez, J C; Rao, Y N; Erdogmus, D; Carmena, J M; Lebedev, M A; Nicolelis, M A L; Principe, J C

2006-06-01

The field of brain-machine interfaces requires the estimation of a mapping from spike trains collected in motor cortex areas to the hand kinematics of the behaving animal. This paper presents a systematic investigation of several linear (Wiener filter, LMS adaptive filters, gamma filter, subspace Wiener filters) and nonlinear models (time-delay neural network and local linear switching models) applied to datasets from two experiments in monkeys performing motor tasks (reaching for food and target hitting). Ensembles of 100-200 cortical neurons were simultaneously recorded in these experiments, and even larger neuronal samples are anticipated in the future. Due to the large size of the models (thousands of parameters), the major issue studied was the generalization performance. Every parameter of the models (not only the weights) was selected optimally using signal processing and machine learning techniques. The models were also compared statistically with respect to the Wiener filter as the baseline. Each of the optimization procedures produced improvements over that baseline for either one of the two datasets or both.

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.

Optshrink LR + S: accelerated fMRI reconstruction using non-convex optimal singular value shrinkage.

PubMed

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.

Multidimensional density shaping by sigmoids.

PubMed

Roth, Z; Baram, Y

1996-01-01

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

Discriminative Learning of Receptive Fields from Responses to Non-Gaussian Stimulus Ensembles

PubMed Central

Meyer, Arne F.; Diepenbrock, Jan-Philipp; Happel, Max F. K.; Ohl, Frank W.; Anemüller, Jörn

2014-01-01

Analysis of sensory neurons' processing characteristics requires simultaneous measurement of presented stimuli and concurrent spike responses. The functional transformation from high-dimensional stimulus space to the binary space of spike and non-spike responses is commonly described with linear-nonlinear models, whose linear filter component describes the neuron's receptive field. From a machine learning perspective, this corresponds to the binary classification problem of discriminating spike-eliciting from non-spike-eliciting stimulus examples. The classification-based receptive field (CbRF) estimation method proposed here adapts a linear large-margin classifier to optimally predict experimental stimulus-response data and subsequently interprets learned classifier weights as the neuron's receptive field filter. Computational learning theory provides a theoretical framework for learning from data and guarantees optimality in the sense that the risk of erroneously assigning a spike-eliciting stimulus example to the non-spike class (and vice versa) is minimized. Efficacy of the CbRF method is validated with simulations and for auditory spectro-temporal receptive field (STRF) estimation from experimental recordings in the auditory midbrain of Mongolian gerbils. Acoustic stimulation is performed with frequency-modulated tone complexes that mimic properties of natural stimuli, specifically non-Gaussian amplitude distribution and higher-order correlations. Results demonstrate that the proposed approach successfully identifies correct underlying STRFs, even in cases where second-order methods based on the spike-triggered average (STA) do not. Applied to small data samples, the method is shown to converge on smaller amounts of experimental recordings and with lower estimation variance than the generalized linear model and recent information theoretic methods. Thus, CbRF estimation may prove useful for investigation of neuronal processes in response to natural stimuli and in settings where rapid adaptation is induced by experimental design. PMID:24699631

Discriminative learning of receptive fields from responses to non-Gaussian stimulus ensembles.

PubMed

Meyer, Arne F; Diepenbrock, Jan-Philipp; Happel, Max F K; Ohl, Frank W; Anemüller, Jörn

2014-01-01

Analysis of sensory neurons' processing characteristics requires simultaneous measurement of presented stimuli and concurrent spike responses. The functional transformation from high-dimensional stimulus space to the binary space of spike and non-spike responses is commonly described with linear-nonlinear models, whose linear filter component describes the neuron's receptive field. From a machine learning perspective, this corresponds to the binary classification problem of discriminating spike-eliciting from non-spike-eliciting stimulus examples. The classification-based receptive field (CbRF) estimation method proposed here adapts a linear large-margin classifier to optimally predict experimental stimulus-response data and subsequently interprets learned classifier weights as the neuron's receptive field filter. Computational learning theory provides a theoretical framework for learning from data and guarantees optimality in the sense that the risk of erroneously assigning a spike-eliciting stimulus example to the non-spike class (and vice versa) is minimized. Efficacy of the CbRF method is validated with simulations and for auditory spectro-temporal receptive field (STRF) estimation from experimental recordings in the auditory midbrain of Mongolian gerbils. Acoustic stimulation is performed with frequency-modulated tone complexes that mimic properties of natural stimuli, specifically non-Gaussian amplitude distribution and higher-order correlations. Results demonstrate that the proposed approach successfully identifies correct underlying STRFs, even in cases where second-order methods based on the spike-triggered average (STA) do not. Applied to small data samples, the method is shown to converge on smaller amounts of experimental recordings and with lower estimation variance than the generalized linear model and recent information theoretic methods. Thus, CbRF estimation may prove useful for investigation of neuronal processes in response to natural stimuli and in settings where rapid adaptation is induced by experimental design.

Estimation of Gravity Parameters Related to Simple Geometrical Structures by Developing an Approach Based on Deconvolution and Linear Optimization Techniques

NASA Astrophysics Data System (ADS)

Asfahani, J.; Tlas, M.

2015-10-01

An easy and practical method for interpreting residual gravity anomalies due to simple geometrically shaped models such as cylinders and spheres has been proposed in this paper. This proposed method is based on both the deconvolution technique and the simplex algorithm for linear optimization to most effectively estimate the model parameters, e.g., the depth from the surface to the center of a buried structure (sphere or horizontal cylinder) or the depth from the surface to the top of a buried object (vertical cylinder), and the amplitude coefficient from the residual gravity anomaly profile. The method was tested on synthetic data sets corrupted by different white Gaussian random noise levels to demonstrate the capability and reliability of the method. The results acquired show that the estimated parameter values derived by this proposed method are close to the assumed true parameter values. The validity of this method is also demonstrated using real field residual gravity anomalies from Cuba and Sweden. Comparable and acceptable agreement is shown between the results derived by this method and those derived from real field data.

Optimal Combinations of Diagnostic Tests Based on AUC.

PubMed

Huang, Xin; Qin, Gengsheng; Fang, Yixin

2011-06-01

When several diagnostic tests are available, one can combine them to achieve better diagnostic accuracy. This article considers the optimal linear combination that maximizes the area under the receiver operating characteristic curve (AUC); the estimates of the combination's coefficients can be obtained via a nonparametric procedure. However, for estimating the AUC associated with the estimated coefficients, the apparent estimation by re-substitution is too optimistic. To adjust for the upward bias, several methods are proposed. Among them the cross-validation approach is especially advocated, and an approximated cross-validation is developed to reduce the computational cost. Furthermore, these proposed methods can be applied for variable selection to select important diagnostic tests. The proposed methods are examined through simulation studies and applications to three real examples. © 2010, The International Biometric Society.

A control-theory model for human decision-making

NASA Technical Reports Server (NTRS)

Levison, W. H.; Tanner, R. B.

1971-01-01

A model for human decision making is an adaptation of an optimal control model for pilot/vehicle systems. The models for decision and control both contain concepts of time delay, observation noise, optimal prediction, and optimal estimation. The decision making model was intended for situations in which the human bases his decision on his estimate of the state of a linear plant. Experiments are described for the following task situations: (a) single decision tasks, (b) two-decision tasks, and (c) simultaneous manual control and decision making. Using fixed values for model parameters, single-task and two-task decision performance can be predicted to within an accuracy of 10 percent. Agreement is less good for the simultaneous decision and control situation.

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.

A Canonical Ensemble Correlation Prediction Model for Seasonal Precipitation Anomaly

NASA Technical Reports Server (NTRS)

Shen, Samuel S. P.; Lau, William K. M.; Kim, Kyu-Myong; Li, Guilong

2001-01-01

This report describes an optimal ensemble forecasting model for seasonal precipitation and its error estimation. Each individual forecast is based on the canonical correlation analysis (CCA) in the spectral spaces whose bases are empirical orthogonal functions (EOF). The optimal weights in the ensemble forecasting crucially depend on the mean square error of each individual forecast. An estimate of the mean square error of a CCA prediction is made also using the spectral method. The error is decomposed onto EOFs of the predictand and decreases linearly according to the correlation between the predictor and predictand. This new CCA model includes the following features: (1) the use of area-factor, (2) the estimation of prediction error, and (3) the optimal ensemble of multiple forecasts. The new CCA model is applied to the seasonal forecasting of the United States precipitation field. The predictor is the sea surface temperature.

A Non-linear Geodetic Data Inversion Using ABIC for Slip Distribution on a Fault With an Unknown dip Angle

NASA Astrophysics Data System (ADS)

Fukahata, Y.; Wright, T. J.

2006-12-01

We developed a method of geodetic data inversion for slip distribution on a fault with an unknown dip angle. When fault geometry is unknown, the problem of geodetic data inversion is non-linear. A common strategy for obtaining slip distribution is to first determine the fault geometry by minimizing the square misfit under the assumption of a uniform slip on a rectangular fault, and then apply the usual linear inversion technique to estimate a slip distribution on the determined fault. It is not guaranteed, however, that the fault determined under the assumption of a uniform slip gives the best fault geometry for a spatially variable slip distribution. In addition, in obtaining a uniform slip fault model, we have to simultaneously determine the values of the nine mutually dependent parameters, which is a highly non-linear, complicated process. Although the inverse problem is non-linear for cases with unknown fault geometries, the non-linearity of the problems is actually weak, when we can assume the fault surface to be flat. In particular, when a clear fault trace is observed on the EarthOs surface after an earthquake, we can precisely estimate the strike and the location of the fault. In this case only the dip angle has large ambiguity. In geodetic data inversion we usually need to introduce smoothness constraints in order to compromise reciprocal requirements for model resolution and estimation errors in a natural way. Strictly speaking, the inverse problem with smoothness constraints is also non-linear, even if the fault geometry is known. The non-linearity has been dissolved by introducing AkaikeOs Bayesian Information Criterion (ABIC), with which the optimal value of the relative weight of observed data to smoothness constraints is objectively determined. In this study, using ABIC in determining the optimal dip angle, we dissolved the non-linearity of the inverse problem. We applied the method to the InSAR data of the 1995 Dinar, Turkey earthquake and obtained a much shallower dip angle than before.

Optimal joint detection and estimation that maximizes ROC-type curves

PubMed Central

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.

PubMed

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.

Estimating of aquifer parameters from the single-well water-level measurements in response to advancing longwall mine by using particle swarm optimization

NASA Astrophysics Data System (ADS)

Buyuk, Ersin; Karaman, Abdullah

2017-04-01

We estimated transmissivity and storage coefficient values from the single well water-level measurements positioned ahead of the mining face by using particle swarm optimization (PSO) technique. The water-level response to the advancing mining face contains an semi-analytical function that is not suitable for conventional inversion shemes because the partial derivative is difficult to calculate . Morever, the logaritmic behaviour of the model create difficulty for obtaining an initial model that may lead to a stable convergence. The PSO appears to obtain a reliable solution that produce a reasonable fit between water-level data and model function response. Optimization methods have been used to find optimum conditions consisting either minimum or maximum of a given objective function with regard to some criteria. Unlike PSO, traditional non-linear optimization methods have been used for many hydrogeologic and geophysical engineering problems. These methods indicate some difficulties such as dependencies to initial model, evolution of the partial derivatives that is required while linearizing the model and trapping at local optimum. Recently, Particle swarm optimization (PSO) became the focus of modern global optimization method that is inspired from the social behaviour of birds of swarms, and appears to be a reliable and powerful algorithms for complex engineering applications. PSO that is not dependent on an initial model, and non-derivative stochastic process appears to be capable of searching all possible solutions in the model space either around local or global optimum points.

An optimally weighted estimator of the linear power spectrum disentangling the growth of density perturbations across galaxy surveys

NASA Astrophysics Data System (ADS)

Sorini, D.

2017-04-01

Measuring the clustering of galaxies from surveys allows us to estimate the power spectrum of matter density fluctuations, thus constraining cosmological models. This requires careful modelling of observational effects to avoid misinterpretation of data. In particular, signals coming from different distances encode information from different epochs. This is known as ``light-cone effect'' and is going to have a higher impact as upcoming galaxy surveys probe larger redshift ranges. Generalising the method by Feldman, Kaiser and Peacock (1994) [1], I define a minimum-variance estimator of the linear power spectrum at a fixed time, properly taking into account the light-cone effect. An analytic expression for the estimator is provided, and that is consistent with the findings of previous works in the literature. I test the method within the context of the Halofit model, assuming Planck 2014 cosmological parameters [2]. I show that the estimator presented recovers the fiducial linear power spectrum at present time within 5% accuracy up to k ~ 0.80 h Mpc-1 and within 10% up to k ~ 0.94 h Mpc-1, well into the non-linear regime of the growth of density perturbations. As such, the method could be useful in the analysis of the data from future large-scale surveys, like Euclid.

Optimal linear reconstruction of dark matter from halo catalogues

DOE PAGES

Cai, Yan -Chuan; Bernstein, Gary; Sheth, Ravi K.

2011-04-01

The dark matter lumps (or "halos") that contain galaxies have locations in the Universe that are to some extent random with respect to the overall matter distributions. We investigate how best to estimate the total matter distribution from the locations of the halos. We derive the weight function w(M) to apply to dark-matter haloes that minimizes the stochasticity between the weighted halo distribution and its underlying mass density field. The optimal w(M) depends on the range of masses of halos being used. While the standard biased-Poisson model of the halo distribution predicts that bias weighting is optimal, the simple factmore » that the mass is comprised of haloes implies that the optimal w(M) will be a mixture of mass-weighting and bias-weighting. In N-body simulations, the Poisson estimator is up to 15× noisier than the optimal. Optimal weighting could make cosmological tests based on the matter power spectrum or cross-correlations much more powerful and/or cost effective.« less

Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

PubMed

Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

2017-08-01

Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.

[Optimal extraction of effective constituents from Aralia elata by central composite design and response surface methodology].

PubMed

Lv, Shao-Wa; Liu, Dong; Hu, Pan-Pan; Ye, Xu-Yan; Xiao, Hong-Bin; Kuang, Hai-Xue

2010-03-01

To optimize the process of extracting effective constituents from Aralia elata by response surface methodology. The independent variables were ethanol concentration, reflux time and solvent fold, the dependent variable was extraction rate of total saponins in Aralia elata. Linear or no-linear mathematic models were used to estimate the relationship between independent and dependent variables. Response surface methodology was used to optimize the process of extraction. The prediction was carried out through comparing the observed and predicted values. Regression coefficient of binomial fitting complex model was as high as 0.9617, the optimum conditions of extraction process were 70% ethanol, 2.5 hours for reflux, 20-fold solvent and 3 times for extraction. The bias between observed and predicted values was -2.41%. It shows the optimum model is highly predictive.

Optimal experimental designs for estimating Henry's law constants via the method of phase ratio variation.

PubMed

Kapelner, Adam; Krieger, Abba; Blanford, William J

2016-10-14

When measuring Henry's law constants (k H ) using the phase ratio variation (PRV) method via headspace gas chromatography (G C ), the value of k H of the compound under investigation is calculated from the ratio of the slope to the intercept of a linear regression of the inverse G C response versus the ratio of gas to liquid volumes of a series of vials drawn from the same parent solution. Thus, an experimenter collects measurements consisting of the independent variable (the gas/liquid volume ratio) and dependent variable (the G C -1 peak area). A review of the literature found that the common design is a simple uniform spacing of liquid volumes. We present an optimal experimental design which estimates k H with minimum error and provides multiple means for building confidence intervals for such estimates. We illustrate performance improvements of our design with an example measuring the k H for Naphthalene in aqueous solution as well as simulations on previous studies. Our designs are most applicable after a trial run defines the linear G C response and the linear phase ratio to the G C -1 region (where the PRV method is suitable) after which a practitioner can collect measurements in bulk. The designs can be easily computed using our open source software optDesignSlopeInt, an R package on CRAN. Copyright © 2016 Elsevier B.V. All rights reserved.

Method for hue plane preserving color correction.

PubMed

Mackiewicz, Michal; Andersen, Casper F; Finlayson, Graham

2016-11-01

Hue plane preserving color correction (HPPCC), introduced by Andersen and Hardeberg [Proceedings of the 13th Color and Imaging Conference (CIC) (2005), pp. 141-146], maps device-dependent color values (RGB) to colorimetric color values (XYZ) using a set of linear transforms, realized by white point preserving 3×3 matrices, where each transform is learned and applied in a subregion of color space, defined by two adjacent hue planes. The hue plane delimited subregions of camera RGB values are mapped to corresponding hue plane delimited subregions of estimated colorimetric XYZ values. Hue planes are geometrical half-planes, where each is defined by the neutral axis and a chromatic color in a linear color space. The key advantage of the HPPCC method is that, while offering an estimation accuracy of higher order methods, it maintains the linear colorimetric relations of colors in hue planes. As a significant result, it therefore also renders the colorimetric estimates invariant to exposure and shading of object reflection. In this paper, we present a new flexible and robust version of HPPCC using constrained least squares in the optimization, where the subregions can be chosen freely in number and position in order to optimize the results while constraining transform continuity at the subregion boundaries. The method is compared to a selection of other state-of-the-art characterization methods, and the results show that it outperforms the original HPPCC method.

Digital controllers for VTOL aircraft

NASA Technical Reports Server (NTRS)

Stengel, R. F.; Broussard, J. R.; Berry, P. W.

1976-01-01

Using linear-optimal estimation and control techniques, digital-adaptive control laws have been designed for a tandem-rotor helicopter which is equipped for fully automatic flight in terminal area operations. Two distinct discrete-time control laws are designed to interface with velocity-command and attitude-command guidance logic, and each incorporates proportional-integral compensation for non-zero-set-point regulation, as well as reduced-order Kalman filters for sensor blending and noise rejection. Adaptation to flight condition is achieved with a novel gain-scheduling method based on correlation and regression analysis. The linear-optimal design approach is found to be a valuable tool in the development of practical multivariable control laws for vehicles which evidence significant coupling and insufficient natural stability.

A methodology for designing robust multivariable nonlinear control systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Grunberg, D. B.

1986-01-01

A new methodology is described for the design of nonlinear dynamic controllers for nonlinear multivariable systems providing guarantees of closed-loop stability, performance, and robustness. The methodology is an extension of the Linear-Quadratic-Gaussian with Loop-Transfer-Recovery (LQG/LTR) methodology for linear systems, thus hinging upon the idea of constructing an approximate inverse operator for the plant. A major feature of the methodology is a unification of both the state-space and input-output formulations. In addition, new results on stability theory, nonlinear state estimation, and optimal nonlinear regulator theory are presented, including the guaranteed global properties of the extended Kalman filter and optimal nonlinear regulators.

Combining Biomarkers Linearly and Nonlinearly for Classification Using the Area Under the ROC Curve

PubMed Central

Fong, Youyi; Yin, Shuxin; Huang, Ying

2016-01-01

In biomedical studies, it is often of interest to classify/predict a subject’s disease status based on a variety of biomarker measurements. A commonly used classification criterion is based on AUC - Area under the Receiver Operating Characteristic Curve. Many methods have been proposed to optimize approximated empirical AUC criteria, but there are two limitations to the existing methods. First, most methods are only designed to find the best linear combination of biomarkers, which may not perform well when there is strong nonlinearity in the data. Second, many existing linear combination methods use gradient-based algorithms to find the best marker combination, which often result in sub-optimal local solutions. In this paper, we address these two problems by proposing a new kernel-based AUC optimization method called Ramp AUC (RAUC). This method approximates the empirical AUC loss function with a ramp function, and finds the best combination by a difference of convex functions algorithm. We show that as a linear combination method, RAUC leads to a consistent and asymptotically normal estimator of the linear marker combination when the data is generated from a semiparametric generalized linear model, just as the Smoothed AUC method (SAUC). Through simulation studies and real data examples, we demonstrate that RAUC out-performs SAUC in finding the best linear marker combinations, and can successfully capture nonlinear pattern in the data to achieve better classification performance. We illustrate our method with a dataset from a recent HIV vaccine trial. PMID:27058981

Linear model describing three components of flow in karst aquifers using 18O data

USGS Publications Warehouse

Long, Andrew J.; Putnam, L.D.

2004-01-01

The stable isotope of oxygen, 18O, is used as a naturally occurring ground-water tracer. Time-series data for ??18O are analyzed to model the distinct responses and relative proportions of the conduit, intermediate, and diffuse flow components in karst aquifers. This analysis also describes mathematically the dynamics of the transient fluid interchange between conduits and diffusive networks. Conduit and intermediate flow are described by linear-systems methods, whereas diffuse flow is described by mass-balance methods. An automated optimization process estimates parameters of lognormal, Pearson type III, and gamma distributions, which are used as transfer functions in linear-systems analysis. Diffuse flow and mixing parameters also are estimated by these optimization methods. Results indicate the relative proximity of a well to a main conduit flowpath and can help to predict the movement and residence times of potential contaminants. The three-component linear model is applied to five wells, which respond to changes in the isotopic composition of point recharge water from a sinking stream in the Madison aquifer in the Black Hills of South Dakota. Flow velocities as much as 540 m/d and system memories of as much as 71 years are estimated by this method. Also, the mean, median, and standard deviation of traveltimes; time to peak response; and the relative fraction of flow for each of the three components are determined for these wells. This analysis infers that flow may branch apart and rejoin as a result of an anastomotic (or channeled) karst network.

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

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Derived Optimal Linear Combination Evapotranspiration (DOLCE): a global gridded synthesis ET estimate

NASA Astrophysics Data System (ADS)

Hobeichi, Sanaa; Abramowitz, Gab; Evans, Jason; Ukkola, Anna

2018-02-01

Accurate global gridded estimates of evapotranspiration (ET) are key to understanding water and energy budgets, in addition to being required for model evaluation. Several gridded ET products have already been developed which differ in their data requirements, the approaches used to derive them and their estimates, yet it is not clear which provides the most reliable estimates. This paper presents a new global ET dataset and associated uncertainty with monthly temporal resolution for 2000-2009. Six existing gridded ET products are combined using a weighting approach trained by observational datasets from 159 FLUXNET sites. The weighting method is based on a technique that provides an analytically optimal linear combination of ET products compared to site data and accounts for both the performance differences and error covariance between the participating ET products. We examine the performance of the weighting approach in several in-sample and out-of-sample tests that confirm that point-based estimates of flux towers provide information on the grid scale of these products. We also provide evidence that the weighted product performs better than its six constituent ET product members in four common metrics. Uncertainty in the ET estimate is derived by rescaling the spread of participating ET products so that their spread reflects the ability of the weighted mean estimate to match flux tower data. While issues in observational data and any common biases in participating ET datasets are limitations to the success of this approach, future datasets can easily be incorporated and enhance the derived product.

Acceleration of the direct reconstruction of linear parametric images using nested algorithms.

PubMed

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.

Lateral control system design for VTOL landing on a DD963 in high sea states. M.S. Thesis

NASA Technical Reports Server (NTRS)

Bodson, M.

1982-01-01

The problem of designing lateral control systems for the safe landing of VTOL aircraft on small ships is addressed. A ship model is derived. The issues of estimation and prediction of ship motions are discussed, using optimal linear linear estimation techniques. The roll motion is the most important of the lateral motions, and it is found that it can be predicted for up to 10 seconds in perfect conditions. The automatic landing of the VTOL aircraft is considered, and a lateral controller, defined as a ship motion tracker, is designed, using optimal control techniqes. The tradeoffs between the tracking errors and the control authority are obtained. The important couplings between the lateral motions and controls are demonstrated, and it is shown that the adverse couplings between the sway and the roll motion at the landing pad are significant constraints in the tracking of the lateral ship motions. The robustness of the control system, including the optimal estimator, is studied, using the singular values analysis. Through a robustification procedure, a robust control system is obtained, and the usefulness of the singular values to define stability margins that take into account general types of unstructured modelling errors is demonstrated. The minimal destabilizing perturbations indicated by the singular values analysis are interpreted and related to the multivariable Nyquist diagrams.

A tool for efficient, model-independent management optimization under uncertainty

USGS Publications Warehouse

White, Jeremy; Fienen, Michael N.; Barlow, Paul M.; Welter, Dave E.

2018-01-01

To fill a need for risk-based environmental management optimization, we have developed PESTPP-OPT, a model-independent tool for resource management optimization under uncertainty. PESTPP-OPT solves a sequential linear programming (SLP) problem and also implements (optional) efficient, “on-the-fly” (without user intervention) first-order, second-moment (FOSM) uncertainty techniques to estimate model-derived constraint uncertainty. Combined with a user-specified risk value, the constraint uncertainty estimates are used to form chance-constraints for the SLP solution process, so that any optimal solution includes contributions from model input and observation uncertainty. In this way, a “single answer” that includes uncertainty is yielded from the modeling analysis. PESTPP-OPT uses the familiar PEST/PEST++ model interface protocols, which makes it widely applicable to many modeling analyses. The use of PESTPP-OPT is demonstrated with a synthetic, integrated surface-water/groundwater model. The function and implications of chance constraints for this synthetic model are discussed.

Testing concordance of instrumental variable effects in generalized linear models with application to Mendelian randomization

PubMed Central

Dai, James Y.; Chan, Kwun Chuen Gary; Hsu, Li

2014-01-01

Instrumental variable regression is one way to overcome unmeasured confounding and estimate causal effect in observational studies. Built on structural mean models, there has been considerale work recently developed for consistent estimation of causal relative risk and causal odds ratio. Such models can sometimes suffer from identification issues for weak instruments. This hampered the applicability of Mendelian randomization analysis in genetic epidemiology. When there are multiple genetic variants available as instrumental variables, and causal effect is defined in a generalized linear model in the presence of unmeasured confounders, we propose to test concordance between instrumental variable effects on the intermediate exposure and instrumental variable effects on the disease outcome, as a means to test the causal effect. We show that a class of generalized least squares estimators provide valid and consistent tests of causality. For causal effect of a continuous exposure on a dichotomous outcome in logistic models, the proposed estimators are shown to be asymptotically conservative. When the disease outcome is rare, such estimators are consistent due to the log-linear approximation of the logistic function. Optimality of such estimators relative to the well-known two-stage least squares estimator and the double-logistic structural mean model is further discussed. PMID:24863158

Methods of sequential estimation for determining initial data in numerical weather prediction. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Cohn, S. E.

1982-01-01

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

Application of stochastic particle swarm optimization algorithm to determine the graded refractive index distribution in participating media

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.

Variational Lagrangian data assimilation in open channel networks

NASA Astrophysics Data System (ADS)

Wu, Qingfang; Tinka, Andrew; Weekly, Kevin; Beard, Jonathan; Bayen, Alexandre M.

2015-04-01

This article presents a data assimilation method in a tidal system, where data from both Lagrangian drifters and Eulerian flow sensors were fused to estimate water velocity. The system is modeled by first-order, hyperbolic partial differential equations subject to periodic forcing. The estimation problem can then be formulated as the minimization of the difference between the observed variables and model outputs, and eventually provide the velocity and water stage of the hydrodynamic system. The governing equations are linearized and discretized using an implicit discretization scheme, resulting in linear equality constraints in the optimization program. Thus, the flow estimation can be formed as an optimization problem and efficiently solved. The effectiveness of the proposed method was substantiated by a large-scale field experiment in the Sacramento-San Joaquin River Delta in California. A fleet of 100 sensors developed at the University of California, Berkeley, were deployed in Walnut Grove, CA, to collect a set of Lagrangian data, a time series of positions as the sensors moved through the water. Measurements were also taken from Eulerian sensors in the region, provided by the United States Geological Survey. It is shown that the proposed method can effectively integrate Lagrangian and Eulerian measurement data, resulting in a suited estimation of the flow variables within the hydraulic system.

Characterization of a signal recording system for accurate velocity estimation using a VISAR

NASA Astrophysics Data System (ADS)

Rav, Amit; Joshi, K. D.; Singh, Kulbhushan; Kaushik, T. C.

2018-02-01

The linearity of a signal recording system (SRS) in time as well as in amplitude are important for the accurate estimation of the free surface velocity history of a moving target during shock loading and unloading when measured using optical interferometers such as a velocity interferometer system for any reflector (VISAR). Signal recording being the first step in a long sequence of signal processes, the incorporation of errors due to nonlinearity, and low signal-to-noise ratio (SNR) affects the overall accuracy and precision of the estimation of velocity history. In shock experiments the small duration (a few µs) of loading/unloading, the reflectivity of moving target surface, and the properties of optical components, control the amount of input of light to the SRS of a VISAR and this in turn affects the linearity and SNR of the overall measurement. These factors make it essential to develop in situ procedures for (i) minimizing the effect of signal induced noise and (ii) determine the linear region of operation for the SRS. Here we report on a procedure for the optimization of SRS parameters such as photodetector gain, optical power, aperture etc, so as to achieve a linear region of operation with a high SNR. The linear region of operation so determined has been utilized successfully to estimate the temporal history of the free surface velocity of the moving target in shock experiments.

Bounding the moment deficit rate on crustal faults using geodetic data: Methods

DOE PAGES

Maurer, Jeremy; Segall, Paul; Bradley, Andrew Michael

2017-08-19

Here, the geodetically derived interseismic moment deficit rate (MDR) provides a first-order constraint on earthquake potential and can play an important role in seismic hazard assessment, but quantifying uncertainty in MDR is a challenging problem that has not been fully addressed. We establish criteria for reliable MDR estimators, evaluate existing methods for determining the probability density of MDR, and propose and evaluate new methods. Geodetic measurements moderately far from the fault provide tighter constraints on MDR than those nearby. Previously used methods can fail catastrophically under predictable circumstances. The bootstrap method works well with strong data constraints on MDR, butmore » can be strongly biased when network geometry is poor. We propose two new methods: the Constrained Optimization Bounding Estimator (COBE) assumes uniform priors on slip rate (from geologic information) and MDR, and can be shown through synthetic tests to be a useful, albeit conservative estimator; the Constrained Optimization Bounding Linear Estimator (COBLE) is the corresponding linear estimator with Gaussian priors rather than point-wise bounds on slip rates. COBE matches COBLE with strong data constraints on MDR. We compare results from COBE and COBLE to previously published results for the interseismic MDR at Parkfield, on the San Andreas Fault, and find similar results; thus, the apparent discrepancy between MDR and the total moment release (seismic and afterslip) in the 2004 Parkfield earthquake remains.« less

Bounding the moment deficit rate on crustal faults using geodetic data: Methods

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

Maurer, Jeremy; Segall, Paul; Bradley, Andrew Michael

Here, the geodetically derived interseismic moment deficit rate (MDR) provides a first-order constraint on earthquake potential and can play an important role in seismic hazard assessment, but quantifying uncertainty in MDR is a challenging problem that has not been fully addressed. We establish criteria for reliable MDR estimators, evaluate existing methods for determining the probability density of MDR, and propose and evaluate new methods. Geodetic measurements moderately far from the fault provide tighter constraints on MDR than those nearby. Previously used methods can fail catastrophically under predictable circumstances. The bootstrap method works well with strong data constraints on MDR, butmore » can be strongly biased when network geometry is poor. We propose two new methods: the Constrained Optimization Bounding Estimator (COBE) assumes uniform priors on slip rate (from geologic information) and MDR, and can be shown through synthetic tests to be a useful, albeit conservative estimator; the Constrained Optimization Bounding Linear Estimator (COBLE) is the corresponding linear estimator with Gaussian priors rather than point-wise bounds on slip rates. COBE matches COBLE with strong data constraints on MDR. We compare results from COBE and COBLE to previously published results for the interseismic MDR at Parkfield, on the San Andreas Fault, and find similar results; thus, the apparent discrepancy between MDR and the total moment release (seismic and afterslip) in the 2004 Parkfield earthquake remains.« less

Learning to Estimate Dynamical State with Probabilistic Population Codes.

PubMed

Makin, Joseph G; Dichter, Benjamin K; Sabes, Philip N

2015-11-01

Tracking moving objects, including one's own body, is a fundamental ability of higher organisms, playing a central role in many perceptual and motor tasks. While it is unknown how the brain learns to follow and predict the dynamics of objects, it is known that this process of state estimation can be learned purely from the statistics of noisy observations. When the dynamics are simply linear with additive Gaussian noise, the optimal solution is the well known Kalman filter (KF), the parameters of which can be learned via latent-variable density estimation (the EM algorithm). The brain does not, however, directly manipulate matrices and vectors, but instead appears to represent probability distributions with the firing rates of population of neurons, "probabilistic population codes." We show that a recurrent neural network-a modified form of an exponential family harmonium (EFH)-that takes a linear probabilistic population code as input can learn, without supervision, to estimate the state of a linear dynamical system. After observing a series of population responses (spike counts) to the position of a moving object, the network learns to represent the velocity of the object and forms nearly optimal predictions about the position at the next time-step. This result builds on our previous work showing that a similar network can learn to perform multisensory integration and coordinate transformations for static stimuli. The receptive fields of the trained network also make qualitative predictions about the developing and learning brain: tuning gradually emerges for higher-order dynamical states not explicitly present in the inputs, appearing as delayed tuning for the lower-order states.

Learning to Estimate Dynamical State with Probabilistic Population Codes

PubMed Central

Sabes, Philip N.

2015-01-01

Tracking moving objects, including one’s own body, is a fundamental ability of higher organisms, playing a central role in many perceptual and motor tasks. While it is unknown how the brain learns to follow and predict the dynamics of objects, it is known that this process of state estimation can be learned purely from the statistics of noisy observations. When the dynamics are simply linear with additive Gaussian noise, the optimal solution is the well known Kalman filter (KF), the parameters of which can be learned via latent-variable density estimation (the EM algorithm). The brain does not, however, directly manipulate matrices and vectors, but instead appears to represent probability distributions with the firing rates of population of neurons, “probabilistic population codes.” We show that a recurrent neural network—a modified form of an exponential family harmonium (EFH)—that takes a linear probabilistic population code as input can learn, without supervision, to estimate the state of a linear dynamical system. After observing a series of population responses (spike counts) to the position of a moving object, the network learns to represent the velocity of the object and forms nearly optimal predictions about the position at the next time-step. This result builds on our previous work showing that a similar network can learn to perform multisensory integration and coordinate transformations for static stimuli. The receptive fields of the trained network also make qualitative predictions about the developing and learning brain: tuning gradually emerges for higher-order dynamical states not explicitly present in the inputs, appearing as delayed tuning for the lower-order states. PMID:26540152

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

NASA Technical Reports Server (NTRS)

1983-01-01

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

The fully actuated traffic control problem solved by global optimization and complementarity

NASA Astrophysics Data System (ADS)

Ribeiro, Isabel M.; de Lurdes de Oliveira Simões, Maria

2016-02-01

Global optimization and complementarity are used to determine the signal timing for fully actuated traffic control, regarding effective green and red times on each cycle. The average values of these parameters can be used to estimate the control delay of vehicles. In this article, a two-phase queuing system for a signalized intersection is outlined, based on the principle of minimization of the total waiting time for the vehicles. The underlying model results in a linear program with linear complementarity constraints, solved by a sequential complementarity algorithm. Departure rates of vehicles during green and yellow periods were treated as deterministic, while arrival rates of vehicles were assumed to follow a Poisson distribution. Several traffic scenarios were created and solved. The numerical results reveal that it is possible to use global optimization and complementarity over a reasonable number of cycles and determine with efficiency effective green and red times for a signalized intersection.

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

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

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

Factor Analysis via Components Analysis

ERIC Educational Resources Information Center

Bentler, Peter M.; de Leeuw, Jan

2011-01-01

When the factor analysis model holds, component loadings are linear combinations of factor loadings, and vice versa. This interrelation permits us to define new optimization criteria and estimation methods for exploratory factor analysis. Although this article is primarily conceptual in nature, an illustrative example and a small simulation show…

An optimally weighted estimator of the linear power spectrum disentangling the growth of density perturbations across galaxy surveys

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

Sorini, D., E-mail: sorini@mpia-hd.mpg.de

2017-04-01

Measuring the clustering of galaxies from surveys allows us to estimate the power spectrum of matter density fluctuations, thus constraining cosmological models. This requires careful modelling of observational effects to avoid misinterpretation of data. In particular, signals coming from different distances encode information from different epochs. This is known as ''light-cone effect'' and is going to have a higher impact as upcoming galaxy surveys probe larger redshift ranges. Generalising the method by Feldman, Kaiser and Peacock (1994) [1], I define a minimum-variance estimator of the linear power spectrum at a fixed time, properly taking into account the light-cone effect. Anmore » analytic expression for the estimator is provided, and that is consistent with the findings of previous works in the literature. I test the method within the context of the Halofit model, assuming Planck 2014 cosmological parameters [2]. I show that the estimator presented recovers the fiducial linear power spectrum at present time within 5% accuracy up to k ∼ 0.80 h Mpc{sup −1} and within 10% up to k ∼ 0.94 h Mpc{sup −1}, well into the non-linear regime of the growth of density perturbations. As such, the method could be useful in the analysis of the data from future large-scale surveys, like Euclid.« less

Approximations and Solution Estimates in Optimization

DTIC Science & Technology

2016-04-06

comprehensive descriptions of epi-convergence and its connections to variational analysis broadly. Our motivation for going beyond normed linear spaces , which...proper, every closed ball in this metric space is compact and the existence of solutions of such optimal fitting problems is more easily established...lsc-fcns(X), dl(fν , f) → 0 implies that fν epi-converges to f. We recall that a metric space is proper if every closed ball in that space is compact

Multi-Mode Estimation for Small Fixed Wing Unmanned Aerial Vehicle Localization Based on a Linear Matrix Inequality Approach

PubMed Central

Elzoghby, Mostafa; Li, Fu; Arafa, Ibrahim. I.; Arif, Usman

2017-01-01

Information fusion from multiple sensors ensures the accuracy and robustness of a navigation system, especially in the absence of global positioning system (GPS) data which gets degraded in many cases. A way to deal with multi-mode estimation for a small fixed wing unmanned aerial vehicle (UAV) localization framework is proposed, which depends on utilizing a Luenberger observer-based linear matrix inequality (LMI) approach. The proposed estimation technique relies on the interaction between multiple measurement modes and a continuous observer. The state estimation is performed in a switching environment between multiple active sensors to exploit the available information as much as possible, especially in GPS-denied environments. Luenberger observer-based projection is implemented as a continuous observer to optimize the estimation performance. The observer gain might be chosen by solving a Lyapunov equation by means of a LMI algorithm. Convergence is achieved by utilizing the linear matrix inequality (LMI), based on Lyapunov stability which keeps the dynamic estimation error bounded by selecting the observer gain matrix (L). Simulation results are presented for a small UAV fixed wing localization problem. The results obtained using the proposed approach are compared with a single mode Extended Kalman Filter (EKF). Simulation results are presented to demonstrate the viability of the proposed strategy. PMID:28420214

Branch and bound algorithm for accurate estimation of analytical isotropic bidirectional reflectance distribution function models.

PubMed

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.

Non-Linear Seismic Velocity Estimation from Multiple Waveform Functionals and Formal Assessment of Constraints

DTIC Science & Technology

2011-09-01

tectonically active regions such as the Middle East. For example, we previously applied the code to determine the crust and upper mantle structure...Objective Optimization (MOO) for Multiple Datasets The primary goal of our current project is to develop a tool for estimating crustal structure that...be used to obtain crustal velocity structures by modeling broadband waveform, receiver function, and surface wave dispersion data. The code has been

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.

Reducing the number of reconstructions needed for estimating channelized observer performance

NASA Astrophysics Data System (ADS)

Pineda, Angel R.; Miedema, Hope; Brenner, Melissa; Altaf, Sana

2018-03-01

A challenge for task-based optimization is the time required for each reconstructed image in applications where reconstructions are time consuming. Our goal is to reduce the number of reconstructions needed to estimate the area under the receiver operating characteristic curve (AUC) of the infinitely-trained optimal channelized linear observer. We explore the use of classifiers which either do not invert the channel covariance matrix or do feature selection. We also study the assumption that multiple low contrast signals in the same image of a non-linear reconstruction do not significantly change the estimate of the AUC. We compared the AUC of several classifiers (Hotelling, logistic regression, logistic regression using Firth bias reduction and the least absolute shrinkage and selection operator (LASSO)) with a small number of observations both for normal simulated data and images from a total variation reconstruction in magnetic resonance imaging (MRI). We used 10 Laguerre-Gauss channels and the Mann-Whitney estimator for AUC. For this data, our results show that at small sample sizes feature selection using the LASSO technique can decrease bias of the AUC estimation with increased variance and that for large sample sizes the difference between these classifiers is small. We also compared the use of multiple signals in a single reconstructed image to reduce the number of reconstructions in a total variation reconstruction for accelerated imaging in MRI. We found that AUC estimation using multiple low contrast signals in the same image resulted in similar AUC estimates as doing a single reconstruction per signal leading to a 13x reduction in the number of reconstructions needed.

Conditioning of Model Identification Task in Immune Inspired Optimizer SILO

NASA Astrophysics Data System (ADS)

Wojdan, K.; Swirski, K.; Warchol, M.; Maciorowski, M.

2009-10-01

Methods which provide good conditioning of model identification task in immune inspired, steady-state controller SILO (Stochastic Immune Layer Optimizer) are presented in this paper. These methods are implemented in a model based optimization algorithm. The first method uses a safe model to assure that gains of the process's model can be estimated. The second method is responsible for elimination of potential linear dependences between columns of observation matrix. Moreover new results from one of SILO implementation in polish power plant are presented. They confirm high efficiency of the presented solution in solving technical problems.

On the functional optimization of a certain class of nonstationary spatial functions

USGS Publications Warehouse

Christakos, G.; Paraskevopoulos, P.N.

1987-01-01

Procedures are developed in order to obtain optimal estimates of linear functionals for a wide class of nonstationary spatial functions. These procedures rely on well-established constrained minimum-norm criteria, and are applicable to multidimensional phenomena which are characterized by the so-called hypothesis of inherentity. The latter requires elimination of the polynomial, trend-related components of the spatial function leading to stationary quantities, and also it generates some interesting mathematics within the context of modelling and optimization in several dimensions. The arguments are illustrated using various examples, and a case study computed in detail. ?? 1987 Plenum Publishing Corporation.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Spacecraft inertia estimation via constrained least squares

NASA Technical Reports Server (NTRS)

Keim, Jason A.; Acikmese, Behcet A.; Shields, Joel F.

2006-01-01

This paper presents a new formulation for spacecraft inertia estimation from test data. Specifically, the inertia estimation problem is formulated as a constrained least squares minimization problem with explicit bounds on the inertia matrix incorporated as LMIs [linear matrix inequalities). The resulting minimization problem is a semidefinite optimization that can be solved efficiently with guaranteed convergence to the global optimum by readily available algorithms. This method is applied to data collected from a robotic testbed consisting of a freely rotating body. The results show that the constrained least squares approach produces more accurate estimates of the inertia matrix than standard unconstrained least squares estimation methods.

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

Kwon, Deukwoo; Little, Mark P.; Miller, Donald L.

Purpose: To determine more accurate regression formulas for estimating peak skin dose (PSD) from reference air kerma (RAK) or kerma-area product (KAP). Methods: After grouping of the data from 21 procedures into 13 clinically similar groups, assessments were made of optimal clustering using the Bayesian information criterion to obtain the optimal linear regressions of (log-transformed) PSD vs RAK, PSD vs KAP, and PSD vs RAK and KAP. Results: Three clusters of clinical groups were optimal in regression of PSD vs RAK, seven clusters of clinical groups were optimal in regression of PSD vs KAP, and six clusters of clinical groupsmore » were optimal in regression of PSD vs RAK and KAP. Prediction of PSD using both RAK and KAP is significantly better than prediction of PSD with either RAK or KAP alone. The regression of PSD vs RAK provided better predictions of PSD than the regression of PSD vs KAP. The partial-pooling (clustered) method yields smaller mean squared errors compared with the complete-pooling method.Conclusion: PSD distributions for interventional radiology procedures are log-normal. Estimates of PSD derived from RAK and KAP jointly are most accurate, followed closely by estimates derived from RAK alone. Estimates of PSD derived from KAP alone are the least accurate. Using a stochastic search approach, it is possible to cluster together certain dissimilar types of procedures to minimize the total error sum of squares.« less

Fast optimal wavefront reconstruction for multi-conjugate adaptive optics using the Fourier domain preconditioned conjugate gradient algorithm.

PubMed

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.

Autonomous Control Modes and Optimized Path Guidance for Shipboard Landing in High Sea States

DTIC Science & Technology

2017-04-15

50 0 50 Singular Values Frequency (rad/s) S in g u la r V a lu e s ( d B ) controller . The non -output variables can be estimated by reliable linear...Contract # N00014-14-C-0004 Autonomous Control Modes and Optimized Path Guidance for Shipboard Landing in High Sea States Progress Report...recovery of a VTOL UAV. There is a clear need for additional levels of stability and control augmentation and, ultimately, fully autonomous landing

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.

Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2005-01-01

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints are often neglected because they do not fit easily into the structure of the Kalman filter. Recently published work has shown a new method for incorporating state variable inequality constraints in the Kalman filter, which has been shown to generally improve the filter s estimation accuracy. However, the incorporation of inequality constraints poses some risk to the estimation accuracy as the Kalman filter is theoretically optimal. This paper proposes a way to tune the filter constraints so that the state estimates follow the unconstrained (theoretically optimal) filter when the confidence in the unconstrained filter is high. When confidence in the unconstrained filter is not so high, then we use our heuristic knowledge to constrain the state estimates. The confidence measure is based on the agreement of measurement residuals with their theoretical values. The algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate engine health.

Neighboring Optimal Aircraft Guidance in a General Wind Environment

NASA Technical Reports Server (NTRS)

Jardin, Matthew R. (Inventor)

2003-01-01

Method and system for determining an optimal route for an aircraft moving between first and second waypoints in a general wind environment. A selected first wind environment is analyzed for which a nominal solution can be determined. A second wind environment is then incorporated; and a neighboring optimal control (NOC) analysis is performed to estimate an optimal route for the second wind environment. In particular examples with flight distances of 2500 and 6000 nautical miles in the presence of constant or piecewise linearly varying winds, the difference in flight time between a nominal solution and an optimal solution is 3.4 to 5 percent. Constant or variable winds and aircraft speeds can be used. Updated second wind environment information can be provided and used to obtain an updated optimal route.

Estimating leaf nitrogen accumulation in maize based on canopy hyperspectrum data

NASA Astrophysics Data System (ADS)

Gu, Xiaohe; Wang, Lizhi; Song, Xiaoyu; Xu, Xingang

2016-10-01

Leaf nitrogen accumulation (LNA) has important influence on the formation of crop yield and grain protein. Monitoring leaf nitrogen accumulation of crop canopy quantitively and real-timely is helpful for mastering crop nutrition status, diagnosing group growth and managing fertilization precisely. The study aimed to develop a universal method to monitor LNA of maize by hyperspectrum data, which could provide mechanism support for mapping LNA of maize at county scale. The correlations between LNA and hyperspectrum reflectivity and its mathematical transformations were analyzed. Then the feature bands and its transformations were screened to develop the optimal model of estimating LNA based on multiple linear regression method. The in-situ samples were used to evaluate the accuracy of the estimating model. Results showed that the estimating model with one differential logarithmic transformation (lgP') of reflectivity could reach highest correlation coefficient (0.889) with lowest RMSE (0.646 g·m-2), which was considered as the optimal model for estimating LNA in maize. The determination coefficient (R2) of testing samples was 0.831, while the RMSE was 1.901 g·m-2. It indicated that the one differential logarithmic transformation of hyperspectrum had good response with LNA of maize. Based on this transformation, the optimal estimating model of LNA could reach good accuracy with high stability.

Precision of proportion estimation with binary compressed Raman spectrum.

PubMed

Réfrégier, Philippe; Scotté, Camille; de Aguiar, Hilton B; Rigneault, Hervé; Galland, Frédéric

2018-01-01

The precision of proportion estimation with binary filtering of a Raman spectrum mixture is analyzed when the number of binary filters is equal to the number of present species and when the measurements are corrupted with Poisson photon noise. It is shown that the Cramer-Rao bound provides a useful methodology to analyze the performance of such an approach, in particular when the binary filters are orthogonal. It is demonstrated that a simple linear mean square error estimation method is efficient (i.e., has a variance equal to the Cramer-Rao bound). Evolutions of the Cramer-Rao bound are analyzed when the measuring times are optimized or when the considered proportion for binary filter synthesis is not optimized. Two strategies for the appropriate choice of this considered proportion are also analyzed for the binary filter synthesis.

Information fusion based optimal control for large civil aircraft system.

PubMed

Zhen, Ziyang; Jiang, Ju; Wang, Xinhua; Gao, Chen

2015-03-01

Wind disturbance has a great influence on landing security of Large Civil Aircraft. Through simulation research and engineering experience, it can be found that PID control is not good enough to solve the problem of restraining the wind disturbance. This paper focuses on anti-wind attitude control for Large Civil Aircraft in landing phase. In order to improve the riding comfort and the flight security, an information fusion based optimal control strategy is presented to restrain the wind in landing phase for maintaining attitudes and airspeed. Data of Boeing707 is used to establish a nonlinear mode with total variables of Large Civil Aircraft, and then two linear models are obtained which are divided into longitudinal and lateral equations. Based on engineering experience, the longitudinal channel adopts PID control and C inner control to keep longitudinal attitude constant, and applies autothrottle system for keeping airspeed constant, while an information fusion based optimal regulator in the lateral control channel is designed to achieve lateral attitude holding. According to information fusion estimation, by fusing hard constraint information of system dynamic equations and the soft constraint information of performance index function, optimal estimation of the control sequence is derived. Based on this, an information fusion state regulator is deduced for discrete time linear system with disturbance. The simulation results of nonlinear model of aircraft indicate that the information fusion optimal control is better than traditional PID control, LQR control and LQR control with integral action, in anti-wind disturbance performance in the landing phase. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Time-optimal control of the spacecraft trajectories in the Earth-Moon system

NASA Astrophysics Data System (ADS)

Starinova, O. L.; Fain, M. K.; Materova, I. L.

2017-01-01

This paper outlines the multiparametric optimization of the L1-L2 and L2-L1 missions in the Earth-Moon system using electric propulsion. The optimal control laws are obtained using the Fedorenko successful linearization method to estimate the derivatives and the gradient method to optimize the control laws. The study of the transfers is based on the restricted circular three-body problem. The mathematical model of the missions is described within the barycentric system of coordinates. The optimization criterion is the total flight time. The perturbation from the Earth, the Moon and the Sun are taking into account. The impact of the shaded areas, induced by the Earth and the Moon, is also accounted. As the results of the optimization we obtained optimal control laws, corresponding trajectories and minimal total flight times.

A sequential linear optimization approach for controller design

NASA Technical Reports Server (NTRS)

Horta, L. G.; Juang, J.-N.; Junkins, J. L.

1985-01-01

A linear optimization approach with a simple real arithmetic algorithm is presented for reliable controller design and vibration suppression of flexible structures. Using first order sensitivity of the system eigenvalues with respect to the design parameters in conjunction with a continuation procedure, the method converts a nonlinear optimization problem into a maximization problem with linear inequality constraints. The method of linear programming is then applied to solve the converted linear optimization problem. The general efficiency of the linear programming approach allows the method to handle structural optimization problems with a large number of inequality constraints on the design vector. The method is demonstrated using a truss beam finite element model for the optimal sizing and placement of active/passive-structural members for damping augmentation. Results using both the sequential linear optimization approach and nonlinear optimization are presented and compared. The insensitivity to initial conditions of the linear optimization approach is also demonstrated.

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.

Scaling of Perceptual Errors Can Predict the Shape of Neural Tuning Curves

NASA Astrophysics Data System (ADS)

Shouval, Harel Z.; Agarwal, Animesh; Gavornik, Jeffrey P.

2013-04-01

Weber’s law, first characterized in the 19th century, states that errors estimating the magnitude of perceptual stimuli scale linearly with stimulus intensity. This linear relationship is found in most sensory modalities, generalizes to temporal interval estimation, and even applies to some abstract variables. Despite its generality and long experimental history, the neural basis of Weber’s law remains unknown. This work presents a simple theory explaining the conditions under which Weber’s law can result from neural variability and predicts that the tuning curves of neural populations which adhere to Weber’s law will have a log-power form with parameters that depend on spike-count statistics. The prevalence of Weber’s law suggests that it might be optimal in some sense. We examine this possibility, using variational calculus, and show that Weber’s law is optimal only when observed real-world variables exhibit power-law statistics with a specific exponent. Our theory explains how physiology gives rise to the behaviorally characterized Weber’s law and may represent a general governing principle relating perception to neural activity.

Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.

PubMed

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.

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

Optimal Attack Strategies Subject to Detection Constraints Against Cyber-Physical Systems

DOE PAGES

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

Nonlinear Model Predictive Control for Cooperative Control and Estimation

NASA Astrophysics Data System (ADS)

Ru, Pengkai

Recent advances in computational power have made it possible to do expensive online computations for control systems. It is becoming more realistic to perform computationally intensive optimization schemes online on systems that are not intrinsically stable and/or have very small time constants. Being one of the most important optimization based control approaches, model predictive control (MPC) has attracted a lot of interest from the research community due to its natural ability to incorporate constraints into its control formulation. Linear MPC has been well researched and its stability can be guaranteed in the majority of its application scenarios. However, one issue that still remains with linear MPC is that it completely ignores the system's inherent nonlinearities thus giving a sub-optimal solution. On the other hand, if achievable, nonlinear MPC, would naturally yield a globally optimal solution and take into account all the innate nonlinear characteristics. While an exact solution to a nonlinear MPC problem remains extremely computationally intensive, if not impossible, one might wonder if there is a middle ground between the two. We tried to strike a balance in this dissertation by employing a state representation technique, namely, the state dependent coefficient (SDC) representation. This new technique would render an improved performance in terms of optimality compared to linear MPC while still keeping the problem tractable. In fact, the computational power required is bounded only by a constant factor of the completely linearized MPC. The purpose of this research is to provide a theoretical framework for the design of a specific kind of nonlinear MPC controller and its extension into a general cooperative scheme. The controller is designed and implemented on quadcopter systems.

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

NASA Astrophysics Data System (ADS)

Balcerzak, Marek; Dąbrowski, Artur; Pikunov, Danylo

2018-01-01

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

A "Reverse-Schur" Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design.

PubMed

Bardhan, Jaydeep P; Altman, Michael D; Tidor, B; White, Jacob K

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule's electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts-in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method.

A “Reverse-Schur” Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design

PubMed Central

Bardhan, Jaydeep P.; Altman, Michael D.

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule’s electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts–in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method. PMID:23055839

Quantitative Pointwise Estimate of the Solution of the Linearized Boltzmann Equation

NASA Astrophysics Data System (ADS)

Lin, Yu-Chu; Wang, Haitao; Wu, Kung-Chien

2018-04-01

We study the quantitative pointwise behavior of the solutions of the linearized Boltzmann equation for hard potentials, Maxwellian molecules and soft potentials, with Grad's angular cutoff assumption. More precisely, for solutions inside the finite Mach number region (time like region), we obtain the pointwise fluid structure for hard potentials and Maxwellian molecules, and optimal time decay in the fluid part and sub-exponential time decay in the non-fluid part for soft potentials. For solutions outside the finite Mach number region (space like region), we obtain sub-exponential decay in the space variable. The singular wave estimate, regularization estimate and refined weighted energy estimate play important roles in this paper. Our results extend the classical results of Liu and Yu (Commun Pure Appl Math 57:1543-1608, 2004), (Bull Inst Math Acad Sin 1:1-78, 2006), (Bull Inst Math Acad Sin 6:151-243, 2011) and Lee et al. (Commun Math Phys 269:17-37, 2007) to hard and soft potentials by imposing suitable exponential velocity weight on the initial condition.

Stress estimation in reservoirs using an integrated inverse method

NASA Astrophysics Data System (ADS)

Mazuyer, Antoine; Cupillard, Paul; Giot, Richard; Conin, Marianne; Leroy, Yves; Thore, Pierre

2018-05-01

Estimating the stress in reservoirs and their surroundings prior to the production is a key issue for reservoir management planning. In this study, we propose an integrated inverse method to estimate such initial stress state. The 3D stress state is constructed with the displacement-based finite element method assuming linear isotropic elasticity and small perturbations in the current geometry of the geological structures. The Neumann boundary conditions are defined as piecewise linear functions of depth. The discontinuous functions are determined with the CMA-ES (Covariance Matrix Adaptation Evolution Strategy) optimization algorithm to fit wellbore stress data deduced from leak-off tests and breakouts. The disregard of the geological history and the simplified rheological assumptions mean that only the stress field, statically admissible and matching the wellbore data should be exploited. The spatial domain of validity of this statement is assessed by comparing the stress estimations for a synthetic folded structure of finite amplitude with a history constructed assuming a viscous response.

Quantitative Pointwise Estimate of the Solution of the Linearized Boltzmann Equation

NASA Astrophysics Data System (ADS)

Lin, Yu-Chu; Wang, Haitao; Wu, Kung-Chien

2018-06-01

We study the quantitative pointwise behavior of the solutions of the linearized Boltzmann equation for hard potentials, Maxwellian molecules and soft potentials, with Grad's angular cutoff assumption. More precisely, for solutions inside the finite Mach number region (time like region), we obtain the pointwise fluid structure for hard potentials and Maxwellian molecules, and optimal time decay in the fluid part and sub-exponential time decay in the non-fluid part for soft potentials. For solutions outside the finite Mach number region (space like region), we obtain sub-exponential decay in the space variable. The singular wave estimate, regularization estimate and refined weighted energy estimate play important roles in this paper. Our results extend the classical results of Liu and Yu (Commun Pure Appl Math 57:1543-1608, 2004), (Bull Inst Math Acad Sin 1:1-78, 2006), (Bull Inst Math Acad Sin 6:151-243, 2011) and Lee et al. (Commun Math Phys 269:17-37, 2007) to hard and soft potentials by imposing suitable exponential velocity weight on the initial condition.

Designing optimal food intake patterns to achieve nutritional goals for Japanese adults through the use of linear programming optimization models.

PubMed

Okubo, Hitomi; Sasaki, Satoshi; Murakami, Kentaro; Yokoyama, Tetsuji; Hirota, Naoko; Notsu, Akiko; Fukui, Mitsuru; Date, Chigusa

2015-06-06

Simultaneous dietary achievement of a full set of nutritional recommendations is difficult. Diet optimization model using linear programming is a useful mathematical means of translating nutrient-based recommendations into realistic nutritionally-optimal food combinations incorporating local and culture-specific foods. We used this approach to explore optimal food intake patterns that meet the nutrient recommendations of the Dietary Reference Intakes (DRIs) while incorporating typical Japanese food selections. As observed intake values, we used the food and nutrient intake data of 92 women aged 31-69 years and 82 men aged 32-69 years living in three regions of Japan. Dietary data were collected with semi-weighed dietary record on four non-consecutive days in each season of the year (16 days total). The linear programming models were constructed to minimize the differences between observed and optimized food intake patterns while also meeting the DRIs for a set of 28 nutrients, setting energy equal to estimated requirements, and not exceeding typical quantities of each food consumed by each age (30-49 or 50-69 years) and gender group. We successfully developed mathematically optimized food intake patterns that met the DRIs for all 28 nutrients studied in each sex and age group. Achieving nutritional goals required minor modifications of existing diets in older groups, particularly women, while major modifications were required to increase intake of fruit and vegetables in younger groups of both sexes. Across all sex and age groups, optimized food intake patterns demanded greatly increased intake of whole grains and reduced-fat dairy products in place of intake of refined grains and full-fat dairy products. Salt intake goals were the most difficult to achieve, requiring marked reduction of salt-containing seasoning (65-80%) in all sex and age groups. Using a linear programming model, we identified optimal food intake patterns providing practical food choices and meeting nutritional recommendations for Japanese populations. Dietary modifications from current eating habits required to fulfil nutritional goals differed by age: more marked increases in food volume were required in younger groups.

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

Sugano, Yasutaka; Mizuta, Masahiro; Takao, Seishin

Purpose: Radiotherapy of solid tumors has been performed with various fractionation regimens such as multi- and hypofractionations. However, the ability to optimize the fractionation regimen considering the physical dose distribution remains insufficient. This study aims to optimize the fractionation regimen, in which the authors propose a graphical method for selecting the optimal number of fractions (n) and dose per fraction (d) based on dose–volume histograms for tumor and normal tissues of organs around the tumor. Methods: Modified linear-quadratic models were employed to estimate the radiation effects on the tumor and an organ at risk (OAR), where the repopulation of themore » tumor cells and the linearity of the dose-response curve in the high dose range of the surviving fraction were considered. The minimization problem for the damage effect on the OAR was solved under the constraint that the radiation effect on the tumor is fixed by a graphical method. Here, the damage effect on the OAR was estimated based on the dose–volume histogram. Results: It was found that the optimization of fractionation scheme incorporating the dose–volume histogram is possible by employing appropriate cell surviving models. The graphical method considering the repopulation of tumor cells and a rectilinear response in the high dose range enables them to derive the optimal number of fractions and dose per fraction. For example, in the treatment of prostate cancer, the optimal fractionation was suggested to lie in the range of 8–32 fractions with a daily dose of 2.2–6.3 Gy. Conclusions: It is possible to optimize the number of fractions and dose per fraction based on the physical dose distribution (i.e., dose–volume histogram) by the graphical method considering the effects on tumor and OARs around the tumor. This method may stipulate a new guideline to optimize the fractionation regimen for physics-guided fractionation.« less

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Control of linear uncertain systems utilizing mismatched state observers

NASA Technical Reports Server (NTRS)

Goldstein, B.

1972-01-01

The control of linear continuous dynamical systems is investigated as a problem of limited state feedback control. The equations which describe the structure of an observer are developed constrained to time-invarient systems. The optimal control problem is formulated, accounting for the uncertainty in the design parameters. Expressions for bounds on closed loop stability are also developed. The results indicate that very little uncertainty may be tolerated before divergence occurs in the recursive computation algorithms, and the derived stability bound yields extremely conservative estimates of regions of allowable parameter variations.

Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO2 storage monitoring

NASA Astrophysics Data System (ADS)

Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.

2017-08-01

The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

Individualized optimal release angles in discus throwing.

PubMed

Leigh, Steve; Liu, Hui; Hubbard, Mont; Yu, Bing

2010-02-10

The purpose of this study was to determine individualized optimal release angles for elite discus throwers. Three-dimensional coordinate data were obtained for at least 10 competitive trials for each subject. Regression relationships between release speed and release angle, and between aerodynamic distance and release angle were determined for each subject. These relationships were linear with subject-specific characteristics. The subject-specific relationships between release speed and release angle may be due to subjects' technical and physical characteristics. The subject-specific relationships between aerodynamic distance and release angle may be due to interactions between the release angle, the angle of attack, and the aerodynamic distance. Optimal release angles were estimated for each subject using the regression relationships and equations of projectile motion. The estimated optimal release angle was different for different subjects, and ranged from 35 degrees to 44 degrees . The results of this study demonstrate that the optimal release angle for discus throwing is thrower-specific. The release angles used by elite discus throwers in competition are not necessarily optimal for all discus throwers, or even themselves. The results of this study provide significant information for understanding the biomechanics of discus throwing techniques. Copyright 2009 Elsevier Ltd. All rights reserved.

Multiparameter Estimation in Networked Quantum Sensors

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

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

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

Multiparameter Estimation in Networked Quantum Sensors

DOE PAGES

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

2018-02-21

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

Constitutive error based parameter estimation technique for plate structures using free vibration signatures

NASA Astrophysics Data System (ADS)

Guchhait, Shyamal; Banerjee, Biswanath

2018-04-01

In this paper, a variant of constitutive equation error based material parameter estimation procedure for linear elastic plates is developed from partially measured free vibration sig-natures. It has been reported in many research articles that the mode shape curvatures are much more sensitive compared to mode shape themselves to localize inhomogeneity. Complying with this idea, an identification procedure is framed as an optimization problem where the proposed cost function measures the error in constitutive relation due to incompatible curvature/strain and moment/stress fields. Unlike standard constitutive equation error based procedure wherein a solution of a couple system is unavoidable in each iteration, we generate these incompatible fields via two linear solves. A simple, yet effective, penalty based approach is followed to incorporate measured data. The penalization parameter not only helps in incorporating corrupted measurement data weakly but also acts as a regularizer against the ill-posedness of the inverse problem. Explicit linear update formulas are then developed for anisotropic linear elastic material. Numerical examples are provided to show the applicability of the proposed technique. Finally, an experimental validation is also provided.

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.

The infinum principle

NASA Technical Reports Server (NTRS)

Geering, H. P.; Athans, M.

1973-01-01

A complete theory of necessary and sufficient conditions is discussed for a control to be superior with respect to a nonscalar-valued performance criterion. The latter maps into a finite dimensional, integrally closed directed, partially ordered linear space. The applicability of the theory to the analysis of dynamic vector estimation problems and to a class of uncertain optimal control problems is demonstrated.

Finite-Dimensional Representations for Controlled Diffusions with Delay

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

Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr

2015-02-15

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

Optimal Design of Multitype Groundwater Monitoring Networks Using Easily Accessible Tools.

PubMed

Wöhling, Thomas; Geiges, Andreas; Nowak, Wolfgang

2016-11-01

Monitoring networks are expensive to establish and to maintain. In this paper, we extend an existing data-worth estimation method from the suite of PEST utilities with a global optimization method for optimal sensor placement (called optimal design) in groundwater monitoring networks. Design optimization can include multiple simultaneous sensor locations and multiple sensor types. Both location and sensor type are treated simultaneously as decision variables. Our method combines linear uncertainty quantification and a modified genetic algorithm for discrete multilocation, multitype search. The efficiency of the global optimization is enhanced by an archive of past samples and parallel computing. We demonstrate our methodology for a groundwater monitoring network at the Steinlach experimental site, south-western Germany, which has been established to monitor river-groundwater exchange processes. The target of optimization is the best possible exploration for minimum variance in predicting the mean travel time of the hyporheic exchange. Our results demonstrate that the information gain of monitoring network designs can be explored efficiently and with easily accessible tools prior to taking new field measurements or installing additional measurement points. The proposed methods proved to be efficient and can be applied for model-based optimal design of any type of monitoring network in approximately linear systems. Our key contributions are (1) the use of easy-to-implement tools for an otherwise complex task and (2) yet to consider data-worth interdependencies in simultaneous optimization of multiple sensor locations and sensor types. © 2016, National Ground Water Association.

Continuous Shape Estimation of Continuum Robots Using X-ray Images

PubMed Central

Lobaton, Edgar J.; Fu, Jinghua; Torres, Luis G.; Alterovitz, Ron

2015-01-01

We present a new method for continuously and accurately estimating the shape of a continuum robot during a medical procedure using a small number of X-ray projection images (e.g., radiographs or fluoroscopy images). Continuum robots have curvilinear structure, enabling them to maneuver through constrained spaces by bending around obstacles. Accurately estimating the robot’s shape continuously over time is crucial for the success of procedures that require avoidance of anatomical obstacles and sensitive tissues. Online shape estimation of a continuum robot is complicated by uncertainty in its kinematic model, movement of the robot during the procedure, noise in X-ray images, and the clinical need to minimize the number of X-ray images acquired. Our new method integrates kinematics models of the robot with data extracted from an optimally selected set of X-ray projection images. Our method represents the shape of the continuum robot over time as a deformable surface which can be described as a linear combination of time and space basis functions. We take advantage of probabilistic priors and numeric optimization to select optimal camera configurations, thus minimizing the expected shape estimation error. We evaluate our method using simulated concentric tube robot procedures and demonstrate that obtaining between 3 and 10 images from viewpoints selected by our method enables online shape estimation with errors significantly lower than using the kinematic model alone or using randomly spaced viewpoints. PMID:26279960

Continuous Shape Estimation of Continuum Robots Using X-ray Images.

PubMed

Lobaton, Edgar J; Fu, Jinghua; Torres, Luis G; Alterovitz, Ron

2013-05-06

We present a new method for continuously and accurately estimating the shape of a continuum robot during a medical procedure using a small number of X-ray projection images (e.g., radiographs or fluoroscopy images). Continuum robots have curvilinear structure, enabling them to maneuver through constrained spaces by bending around obstacles. Accurately estimating the robot's shape continuously over time is crucial for the success of procedures that require avoidance of anatomical obstacles and sensitive tissues. Online shape estimation of a continuum robot is complicated by uncertainty in its kinematic model, movement of the robot during the procedure, noise in X-ray images, and the clinical need to minimize the number of X-ray images acquired. Our new method integrates kinematics models of the robot with data extracted from an optimally selected set of X-ray projection images. Our method represents the shape of the continuum robot over time as a deformable surface which can be described as a linear combination of time and space basis functions. We take advantage of probabilistic priors and numeric optimization to select optimal camera configurations, thus minimizing the expected shape estimation error. We evaluate our method using simulated concentric tube robot procedures and demonstrate that obtaining between 3 and 10 images from viewpoints selected by our method enables online shape estimation with errors significantly lower than using the kinematic model alone or using randomly spaced viewpoints.

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

Shi, Xin, E-mail: xinshih86029@gmail.com; Zhao, Xiangmo, E-mail: xinshih86029@gmail.com; Hui, Fei, E-mail: xinshih86029@gmail.com

Clock synchronization in wireless sensor networks (WSNs) has been studied extensively in recent years and many protocols are put forward based on the point of statistical signal processing, which is an effective way to optimize accuracy. However, the accuracy derived from the statistical data can be improved mainly by sufficient packets exchange, which will consume the limited power resources greatly. In this paper, a reliable clock estimation using linear weighted fusion based on pairwise broadcast synchronization is proposed to optimize sync accuracy without expending additional sync packets. As a contribution, a linear weighted fusion scheme for multiple clock deviations ismore » constructed with the collaborative sensing of clock timestamp. And the fusion weight is defined by the covariance of sync errors for different clock deviations. Extensive simulation results show that the proposed approach can achieve better performance in terms of sync overhead and sync accuracy.« less

Investigation, development, and application of optimal output feedback theory. Volume 3: The relationship between dynamic compensators and observers and Kalman filters

NASA Technical Reports Server (NTRS)

Broussard, John R.

1987-01-01

Relationships between observers, Kalman Filters and dynamic compensators using feedforward control theory are investigated. In particular, the relationship, if any, between the dynamic compensator state and linear functions of a discrete plane state are investigated. It is shown that, in steady state, a dynamic compensator driven by the plant output can be expressed as the sum of two terms. The first term is a linear combination of the plant state. The second term depends on plant and measurement noise, and the plant control. Thus, the state of the dynamic compensator can be expressed as an estimator of the first term with additive error given by the second term. Conditions under which a dynamic compensator is a Kalman filter are presented, and reduced-order optimal estimaters are investigated.

Pharmacokinetic design optimization in children and estimation of maturation parameters: example of cytochrome P450 3A4.

PubMed

Bouillon-Pichault, Marion; Jullien, Vincent; Bazzoli, Caroline; Pons, Gérard; Tod, Michel

2011-02-01

The aim of this work was to determine whether optimizing the study design in terms of ages and sampling times for a drug eliminated solely via cytochrome P450 3A4 (CYP3A4) would allow us to accurately estimate the pharmacokinetic parameters throughout the entire childhood timespan, while taking into account age- and weight-related changes. A linear monocompartmental model with first-order absorption was used successively with three different residual error models and previously published pharmacokinetic parameters ("true values"). The optimal ages were established by D-optimization using the CYP3A4 maturation function to create "optimized demographic databases." The post-dose times for each previously selected age were determined by D-optimization using the pharmacokinetic model to create "optimized sparse sampling databases." We simulated concentrations by applying the population pharmacokinetic model to the optimized sparse sampling databases to create optimized concentration databases. The latter were modeled to estimate population pharmacokinetic parameters. We then compared true and estimated parameter values. The established optimal design comprised four age ranges: 0.008 years old (i.e., around 3 days), 0.192 years old (i.e., around 2 months), 1.325 years old, and adults, with the same number of subjects per group and three or four samples per subject, in accordance with the error model. The population pharmacokinetic parameters that we estimated with this design were precise and unbiased (root mean square error [RMSE] and mean prediction error [MPE] less than 11% for clearance and distribution volume and less than 18% for k(a)), whereas the maturation parameters were unbiased but less precise (MPE < 6% and RMSE < 37%). Based on our results, taking growth and maturation into account a priori in a pediatric pharmacokinetic study is theoretically feasible. However, it requires that very early ages be included in studies, which may present an obstacle to the use of this approach. First-pass effects, alternative elimination routes, and combined elimination pathways should also be investigated.

Linear quadratic optimization for positive LTI system

NASA Astrophysics Data System (ADS)

Muhafzan, Yenti, Syafrida Wirma; Zulakmal

2017-05-01

Nowaday the linear quadratic optimization subject to positive linear time invariant (LTI) system constitute an interesting study considering it can become a mathematical model of variety of real problem whose variables have to nonnegative and trajectories generated by these variables must be nonnegative. In this paper we propose a method to generate an optimal control of linear quadratic optimization subject to positive linear time invariant (LTI) system. A sufficient condition that guarantee the existence of such optimal control is discussed.

Robust estimation for ordinary differential equation models.

PubMed

Cao, J; Wang, L; Xu, J

2011-12-01

Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

Estimation of Fat-free Mass at Discharge in Preterm Infants Fed With Optimized Feeding Regimen.

PubMed

Larcade, Julie; Pradat, Pierre; Buffin, Rachel; Leick-Courtois, Charline; Jourdes, Emilie; Picaud, Jean-Charles

2017-01-01

The purpose of the present study was to validate a previously calculated equation (E1) that estimates infant fat-free mass (FFM) at discharge using data from a population of preterm infants receiving an optimized feeding regimen. Preterm infants born before 33 weeks of gestation between April 2014 and November 2015 in the tertiary care unit of Croix-Rousse Hospital in Lyon, France, were included in the study. At discharge, FFM was assessed by air displacement plethysmography (PEA POD) and was compared with FFM estimated by E1. FFM was estimated using a multiple linear regression model. Data on 155 preterm infants were collected. There was a strong correlation between the FFM estimated by E1 and FFM assessed by the PEA POD (r = 0.939). E1, however, underestimated the FFM (average difference: -197 g), and this underestimation increased as FFM increased. A new, more predictive equation is proposed (r = 0.950, average difference: -12 g). Although previous estimation methods were useful for estimating FFM at discharge, an equation adapted to present populations of preterm infants with "modern" neonatal care and nutritional practices is required for accuracy.

Marital status and optimism score among breast cancer survivors.

PubMed

Croft, Lindsay; Sorkin, John; Gallicchio, Lisa

2014-11-01

There are an increasing number of breast cancer survivors, but their psychosocial and supportive care needs are not well-understood. Recent work has found marital status, social support, and optimism to be associated with quality of life, but little research has been conducted to understand how these factors relate to one another. Survey data from 722 breast cancer survivors were analyzed to estimate the association between marital status and optimism score, as measured using the Life Orientation Test-Revised. Linear regression was used to estimate the relationship of marital status and optimism, controlling for potential confounding variables and assessing effect modification. The results showed that the association between marital status and optimism was modified by time since breast cancer diagnosis. Specifically, in those most recently diagnosed (within 5 years), married breast cancer survivors had a 1.50 higher mean optimism score than unmarried survivors (95 % confidence interval (CI) 0.37, 2.62; p = 0.009). The difference in optimism score by marital status was not present more than 5 years from breast cancer diagnosis. Findings suggest that among breast cancer survivors within 5 years since diagnosis, those who are married have higher optimism scores than their unmarried counterparts; this association was not observed among longer-term breast cancer survivors. Future research should examine whether the difference in optimism score among this subgroup of breast cancer survivors is clinically relevant.

Vibration Control Using a State Observer that Considers Disturbances of a Golf Swing Robot

NASA Astrophysics Data System (ADS)

Hoshino, Yohei; Kobayashi, Yukinori; Yamada, Gen

In this paper, optimal control of a golf swing robot that is used to evaluate the performance of golf clubs is described. The robot has two joints, a rigid link and a flexible link that is a golf club. A mathematical model of the golf club is derived by Hamilton’s principle in consideration of bending and torsional stiffness and in consideration of eccentricity of the center of gravity of the club head on the shaft axis. A linear quadratic regulator (LQR) that considers the vibration of the club shaft is used to stop the robot during the follow-through. Since the robot moves fast and has strong non-linearity, an ordinary state observer for a linear system cannot accurately estimate the states of the system. A state observer that considers disturbances accurately estimates the state variables that cannot be measured. The results of numerical simulation are compared with experimental results obtained by using a swing robot.

A prototype upper-atmospheric data assimilation scheme based on optimal interpolation: 2. Numerical experiments

NASA Astrophysics Data System (ADS)

Akmaev, R. a.

1999-04-01

In Part 1 of this work ([Akmaev, 1999]), an overview of the theory of optimal interpolation (OI) ([Gandin, 1963]) and related techniques of data assimilation based on linear optimal estimation ([Liebelt, 1967]; [Catlin, 1989]; [Mendel, 1995]) is presented. The approach implies the use in data analysis of additional statistical information in the form of statistical moments, e.g., the mean and covariance (correlation). The a priori statistical characteristics, if available, make it possible to constrain expected errors and obtain optimal in some sense estimates of the true state from a set of observations in a given domain in space and/or time. The primary objective of OI is to provide estimates away from the observations, i.e., to fill in data voids in the domain under consideration. Additionally, OI performs smoothing suppressing the noise, i.e., the spectral components that are presumably not present in the true signal. Usually, the criterion of optimality is minimum variance of the expected errors and the whole approach may be considered constrained least squares or least squares with a priori information. Obviously, data assimilation techniques capable of incorporating any additional information are potentially superior to techniques that have no access to such information as, for example, the conventional least squares (e.g., [Liebelt, 1967]; [Weisberg, 1985]; [Press et al., 1992]; [Mendel, 1995]).

A numerical identifiability test for state-space models--application to optimal experimental design.

PubMed

Hidalgo, M E; Ayesa, E

2001-01-01

This paper describes a mathematical tool for identifiability analysis, easily applicable to high order non-linear systems modelled in state-space and implementable in simulators with a time-discrete approach. This procedure also permits a rigorous analysis of the expected estimation errors (average and maximum) in calibration experiments. The methodology is based on the recursive numerical evaluation of the information matrix during the simulation of a calibration experiment and in the setting-up of a group of information parameters based on geometric interpretations of this matrix. As an example of the utility of the proposed test, the paper presents its application to an optimal experimental design of ASM Model No. 1 calibration, in order to estimate the maximum specific growth rate microH and the concentration of heterotrophic biomass XBH.

Optimal estimation for the satellite attitude using star tracker measurements

NASA Technical Reports Server (NTRS)

Lo, J. T.-H.

1986-01-01

An optimal estimation scheme is presented, which determines the satellite attitude using the gyro readings and the star tracker measurements of a commonly used satellite attitude measuring unit. The scheme is mainly based on the exponential Fourier densities that have the desirable closure property under conditioning. By updating a finite and fixed number of parameters, the conditional probability density, which is an exponential Fourier density, is recursively determined. Simulation results indicate that the scheme is more accurate and robust than extended Kalman filtering. It is believed that this approach is applicable to many other attitude measuring units. As no linearization and approximation are necessary in the approach, it is ideal for systems involving high levels of randomness and/or low levels of observability and systems for which accuracy is of overriding importance.

Decentralized state estimation for a large-scale spatially interconnected system.

PubMed

Liu, Huabo; Yu, Haisheng

2018-03-01

A decentralized state estimator is derived for the spatially interconnected systems composed of many subsystems with arbitrary connection relations. An optimization problem on the basis of linear matrix inequality (LMI) is constructed for the computations of improved subsystem parameter matrices. Several computationally effective approaches are derived which efficiently utilize the block-diagonal characteristic of system parameter matrices and the sparseness of subsystem connection matrix. Moreover, this decentralized state estimator is proved to converge to a stable system and obtain a bounded covariance matrix of estimation errors under certain conditions. Numerical simulations show that the obtained decentralized state estimator is attractive in the synthesis of a large-scale networked system. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

A hybrid optimization approach to the estimation of distributed parameters in two-dimensional confined aquifers

USGS Publications Warehouse

Heidari, M.; Ranjithan, S.R.

1998-01-01

In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.

Control design for robust stability in linear regulators: Application to aerospace flight control

NASA Technical Reports Server (NTRS)

Yedavalli, R. K.

1986-01-01

Time domain stability robustness analysis and design for linear multivariable uncertain systems with bounded uncertainties is the central theme of the research. After reviewing the recently developed upper bounds on the linear elemental (structured), time varying perturbation of an asymptotically stable linear time invariant regulator, it is shown that it is possible to further improve these bounds by employing state transformations. Then introducing a quantitative measure called the stability robustness index, a state feedback conrol design algorithm is presented for a general linear regulator problem and then specialized to the case of modal systems as well as matched systems. The extension of the algorithm to stochastic systems with Kalman filter as the state estimator is presented. Finally an algorithm for robust dynamic compensator design is presented using Parameter Optimization (PO) procedure. Applications in a aircraft control and flexible structure control are presented along with a comparison with other existing methods.

Multi-objective experimental design for (13)C-based metabolic flux analysis.

PubMed

Bouvin, Jeroen; Cajot, Simon; D'Huys, Pieter-Jan; Ampofo-Asiama, Jerry; Anné, Jozef; Van Impe, Jan; Geeraerd, Annemie; Bernaerts, Kristel

2015-10-01

(13)C-based metabolic flux analysis is an excellent technique to resolve fluxes in the central carbon metabolism but costs can be significant when using specialized tracers. This work presents a framework for cost-effective design of (13)C-tracer experiments, illustrated on two different networks. Linear and non-linear optimal input mixtures are computed for networks for Streptomyces lividans and a carcinoma cell line. If only glucose tracers are considered as labeled substrate for a carcinoma cell line or S. lividans, the best parameter estimation accuracy is obtained by mixtures containing high amounts of 1,2-(13)C2 glucose combined with uniformly labeled glucose. Experimental designs are evaluated based on a linear (D-criterion) and non-linear approach (S-criterion). Both approaches generate almost the same input mixture, however, the linear approach is favored due to its low computational effort. The high amount of 1,2-(13)C2 glucose in the optimal designs coincides with a high experimental cost, which is further enhanced when labeling is introduced in glutamine and aspartate tracers. Multi-objective optimization gives the possibility to assess experimental quality and cost at the same time and can reveal excellent compromise experiments. For example, the combination of 100% 1,2-(13)C2 glucose with 100% position one labeled glutamine and the combination of 100% 1,2-(13)C2 glucose with 100% uniformly labeled glutamine perform equally well for the carcinoma cell line, but the first mixture offers a decrease in cost of $ 120 per ml-scale cell culture experiment. We demonstrated the validity of a multi-objective linear approach to perform optimal experimental designs for the non-linear problem of (13)C-metabolic flux analysis. Tools and a workflow are provided to perform multi-objective design. The effortless calculation of the D-criterion can be exploited to perform high-throughput screening of possible (13)C-tracers, while the illustrated benefit of multi-objective design should stimulate its application within the field of (13)C-based metabolic flux analysis. Copyright © 2015 Elsevier Inc. All rights reserved.

Constraining the atmosphere of GJ 1214b using an optimal estimation technique

NASA Astrophysics Data System (ADS)

Barstow, J. K.; Aigrain, S.; Irwin, P. G. J.; Fletcher, L. N.; Lee, J.-M.

2013-09-01

We explore cloudy, extended H2-He atmosphere scenarios for the warm super-Earth GJ 1214b using an optimal estimation retrieval technique. This planet, orbiting an M4.5 star only 13 pc from the Earth, is of particular interest because it lies between the Earth and Neptune in size and may be a member of a new class of planet that is neither terrestrial nor gas giant. Its relatively flat transmission spectrum has so far made atmospheric characterization difficult. The Non-linear optimal Estimator for MultivariateE spectral analySIS (NEMESIS) algorithm is used to explore the degenerate model parameter space for a cloudy, H2-He-dominated atmosphere scenario. Optimal estimation is a data-led approach that allows solutions beyond the range permitted by ab initio equilibrium model atmosphere calculations, and as such prevents restriction from prior expectations. We show that optimal estimation retrieval is a powerful tool for this kind of study, and present an exploration of the degenerate atmospheric scenarios for GJ 1214b. Whilst we find a family of solutions that provide a very good fit to the data, the quality and coverage of these data are insufficient for us to more precisely determine the abundances of cloud and trace gases given an H2-He atmosphere, and we also cannot rule out the possibility of a high molecular weight atmosphere. Future ground- and space-based observations will provide the opportunity to confirm or rule out an extended H2-He atmosphere, but more precise constraints will be limited by intrinsic degeneracies in the retrieval problem, such as variations in cloud top pressure and temperature.

Applying the J-optimal channelized quadratic observer to SPECT myocardial perfusion defect detection

NASA Astrophysics Data System (ADS)

Kupinski, Meredith K.; Clarkson, Eric; Ghaly, Michael; Frey, Eric C.

2016-03-01

To evaluate performance on a perfusion defect detection task from 540 image pairs of myocardial perfusion SPECT image data we apply the J-optimal channelized quadratic observer (J-CQO). We compare AUC values of the linear Hotelling observer and J-CQO when the defect location is fixed and when it occurs in one of two locations. As expected, when the location is fixed a single channels maximizes AUC; location variability requires multiple channels to maximize the AUC. The AUC is estimated from both the projection data and reconstructed images. J-CQO is quadratic since it uses the first- and second- order statistics of the image data from both classes. The linear data reduction by the channels is described by an L x M channel matrix and in prior work we introduced an iterative gradient-based method for calculating the channel matrix. The dimensionality reduction from M measurements to L channels yields better estimates of these sample statistics from smaller sample sizes, and since the channelized covariance matrix is L x L instead of M x M, the matrix inverse is easier to compute. The novelty of our approach is the use of Jeffrey's divergence (J) as the figure of merit (FOM) for optimizing the channel matrix. We previously showed that the J-optimal channels are also the optimum channels for the AUC and the Bhattacharyya distance when the channel outputs are Gaussian distributed with equal means. This work evaluates the use of J as a surrogate FOM (SFOM) for AUC when these statistical conditions are not satisfied.

Bayesian integration and non-linear feedback control in a full-body motor task.

PubMed

Stevenson, Ian H; Fernandes, Hugo L; Vilares, Iris; Wei, Kunlin; Körding, Konrad P

2009-12-01

A large number of experiments have asked to what degree human reaching movements can be understood as being close to optimal in a statistical sense. However, little is known about whether these principles are relevant for other classes of movements. Here we analyzed movement in a task that is similar to surfing or snowboarding. Human subjects stand on a force plate that measures their center of pressure. This center of pressure affects the acceleration of a cursor that is displayed in a noisy fashion (as a cloud of dots) on a projection screen while the subject is incentivized to keep the cursor close to a fixed position. We find that salient aspects of observed behavior are well-described by optimal control models where a Bayesian estimation model (Kalman filter) is combined with an optimal controller (either a Linear-Quadratic-Regulator or Bang-bang controller). We find evidence that subjects integrate information over time taking into account uncertainty. However, behavior in this continuous steering task appears to be a highly non-linear function of the visual feedback. While the nervous system appears to implement Bayes-like mechanisms for a full-body, dynamic task, it may additionally take into account the specific costs and constraints of the task.

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.

Sensor Selection for Aircraft Engine Performance Estimation and Gas Path Fault Diagnostics

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Rinehart, Aidan W.

2015-01-01

This paper presents analytical techniques for aiding system designers in making aircraft engine health management sensor selection decisions. The presented techniques, which are based on linear estimation and probability theory, are tailored for gas turbine engine performance estimation and gas path fault diagnostics applications. They enable quantification of the performance estimation and diagnostic accuracy offered by different candidate sensor suites. For performance estimation, sensor selection metrics are presented for two types of estimators including a Kalman filter and a maximum a posteriori estimator. For each type of performance estimator, sensor selection is based on minimizing the theoretical sum of squared estimation errors in health parameters representing performance deterioration in the major rotating modules of the engine. For gas path fault diagnostics, the sensor selection metric is set up to maximize correct classification rate for a diagnostic strategy that performs fault classification by identifying the fault type that most closely matches the observed measurement signature in a weighted least squares sense. Results from the application of the sensor selection metrics to a linear engine model are presented and discussed. Given a baseline sensor suite and a candidate list of optional sensors, an exhaustive search is performed to determine the optimal sensor suites for performance estimation and fault diagnostics. For any given sensor suite, Monte Carlo simulation results are found to exhibit good agreement with theoretical predictions of estimation and diagnostic accuracies.

Sensor Selection for Aircraft Engine Performance Estimation and Gas Path Fault Diagnostics

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Rinehart, Aidan W.

2016-01-01

This paper presents analytical techniques for aiding system designers in making aircraft engine health management sensor selection decisions. The presented techniques, which are based on linear estimation and probability theory, are tailored for gas turbine engine performance estimation and gas path fault diagnostics applications. They enable quantification of the performance estimation and diagnostic accuracy offered by different candidate sensor suites. For performance estimation, sensor selection metrics are presented for two types of estimators including a Kalman filter and a maximum a posteriori estimator. For each type of performance estimator, sensor selection is based on minimizing the theoretical sum of squared estimation errors in health parameters representing performance deterioration in the major rotating modules of the engine. For gas path fault diagnostics, the sensor selection metric is set up to maximize correct classification rate for a diagnostic strategy that performs fault classification by identifying the fault type that most closely matches the observed measurement signature in a weighted least squares sense. Results from the application of the sensor selection metrics to a linear engine model are presented and discussed. Given a baseline sensor suite and a candidate list of optional sensors, an exhaustive search is performed to determine the optimal sensor suites for performance estimation and fault diagnostics. For any given sensor suite, Monte Carlo simulation results are found to exhibit good agreement with theoretical predictions of estimation and diagnostic accuracies.

Optimization of damping in the passive automotive suspension system with using two quarter-car models

NASA Astrophysics Data System (ADS)

Lozia, Z.; Zdanowicz, P.

2016-09-01

The paper presents the optimization of damping in the passive suspension system of a motor vehicle moving rectilinearly with a constant speed on a road with rough surface of random irregularities, described according to the ISO classification. Two quarter-car 2DoF models, linear and non-linear, were used; in the latter, nonlinearities of spring characteristics of the suspension system and pneumatic tyres, sliding friction in the suspension system, and wheel lift-off were taken into account. The smoothing properties of vehicle tyres were represented in both models. The calculations were carried out for three roads of different quality, with simulating four vehicle speeds. Statistical measures of vertical vehicle body vibrations and of changes in the vertical tyre/road contact force were used as the criteria of system optimization and model comparison. The design suspension displacement limit was also taken into account. The optimum suspension damping coefficient was determined and the impact of undesirable sliding friction in the suspension system on the calculation results was estimated. The results obtained make it possible to evaluate the impact of the structure and complexity of the model used on the results of the optimization.

Development of pollution reduction strategies for Mexico City: Estimating cost and ozone reduction effectiveness

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

Thayer, G.R.; Hardie, R.W.; Barrera-Roldan, A.

1993-12-31

This reports on the collection and preparation of data (costs and air quality improvement) for the strategic evaluation portion of the Mexico City Air Quality Research Initiative (MARI). Reports written for the Mexico City government by various international organizations were used to identify proposed options along with estimates of cost and emission reductions. Information from appropriate options identified by SCAQMD for Southem California were also used in the analysis. A linear optimization method was used to select a group of options or a strategy to be evaluated by decision analysis. However, the reduction of ozone levels is not a linearmore » function of the reduction of hydrocarbon and NO{sub x} emissions. Therefore, a more detailed analysis was required for ozone. An equation for a plane on an isopleth calculated with a trajectory model was obtained using two endpoints that bracket the expected total ozone precursor reductions plus the starting concentrations for hydrocarbons and NO{sub x}. The relationship between ozone levels and the hydrocarbon and NO{sub x} concentrations was assumed to lie on this plane. This relationship was used in the linear optimization program to select the options comprising a strategy.« less

A channel estimation scheme for MIMO-OFDM systems

NASA Astrophysics Data System (ADS)

He, Chunlong; Tian, Chu; Li, Xingquan; Zhang, Ce; Zhang, Shiqi; Liu, Chaowen

2017-08-01

In view of the contradiction of the time-domain least squares (LS) channel estimation performance and the practical realization complexity, a reduced complexity channel estimation method for multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) based on pilot is obtained. This approach can transform the complexity of MIMO-OFDM channel estimation problem into a simple single input single output-orthogonal frequency division multiplexing (SISO-OFDM) channel estimation problem and therefore there is no need for large matrix pseudo-inverse, which greatly reduces the complexity of algorithms. Simulation results show that the bit error rate (BER) performance of the obtained method with time orthogonal training sequences and linear minimum mean square error (LMMSE) criteria is better than that of time-domain LS estimator and nearly optimal performance.

Population pharmacokinetics of conventional and intermittent dosing of liposomal amphotericin B in adults: a first critical step for rational design of innovative regimens.

PubMed

Hope, William W; Goodwin, Joanne; Felton, Timothy W; Ellis, Michael; Stevens, David A

2012-10-01

There is increased interest in intermittent regimen of liposomal amphotericin B, which may facilitate use in ambulatory settings. Little is known, however, about the most appropriate dosage and schedule of administration. Plasma pharmacokinetic data were acquired from 30 patients receiving liposomal amphotericin B for empirical treatment of suspected invasive fungal infection. Two cohorts were studied. The first cohort received 3 mg of liposomal amphotericin B/kg of body weight/day; the second cohort received 10 mg of liposomal amphotericin B/kg at time zero, followed by 5 mg/kg at 48 and 120 h. The levels of liposomal amphotericin B were measured by high-pressure liquid chromatography (HPLC). The pharmacokinetics were estimated by using a population methodology. Monte Carlo simulations were performed. D-optimal design was used to identify maximally informative sampling times for both conventional and intermittent regimens for future studies. A three-compartment pharmacokinetic model best described the data. The pharmacokinetics for both conventional and intermittent dosing were linear. The estimates for the mean (standard deviation) for clearance and the volume of the central compartment were 1.60 (0.85) liter/h and 20.61 (15.27) liters, respectively. Monte Carlo simulations demonstrated considerable variability in drug exposure. Bayesian estimates for clearance and volume increased in a linear manner with weight, but only the former was statistically significant (P = 0.039). D-optimal design provided maximally informative sampling times for future pharmacokinetic studies. The pharmacokinetics of a conventional and an intermittently administered high-dose regimen liposomal amphotericin B are linear. Further pharmacokinetic-pharmacodynamic preclinical and clinical studies are required to identify safe and effective intermittent regimens.

Population Pharmacokinetics of Conventional and Intermittent Dosing of Liposomal Amphotericin B in Adults: a First Critical Step for Rational Design of Innovative Regimens

PubMed Central

Goodwin, Joanne; Felton, Timothy W.; Ellis, Michael; Stevens, David A.

2012-01-01

There is increased interest in intermittent regimen of liposomal amphotericin B, which may facilitate use in ambulatory settings. Little is known, however, about the most appropriate dosage and schedule of administration. Plasma pharmacokinetic data were acquired from 30 patients receiving liposomal amphotericin B for empirical treatment of suspected invasive fungal infection. Two cohorts were studied. The first cohort received 3 mg of liposomal amphotericin B/kg of body weight/day; the second cohort received 10 mg of liposomal amphotericin B/kg at time zero, followed by 5 mg/kg at 48 and 120 h. The levels of liposomal amphotericin B were measured by high-pressure liquid chromatography (HPLC). The pharmacokinetics were estimated by using a population methodology. Monte Carlo simulations were performed. D-optimal design was used to identify maximally informative sampling times for both conventional and intermittent regimens for future studies. A three-compartment pharmacokinetic model best described the data. The pharmacokinetics for both conventional and intermittent dosing were linear. The estimates for the mean (standard deviation) for clearance and the volume of the central compartment were 1.60 (0.85) liter/h and 20.61 (15.27) liters, respectively. Monte Carlo simulations demonstrated considerable variability in drug exposure. Bayesian estimates for clearance and volume increased in a linear manner with weight, but only the former was statistically significant (P = 0.039). D-optimal design provided maximally informative sampling times for future pharmacokinetic studies. The pharmacokinetics of a conventional and an intermittently administered high-dose regimen liposomal amphotericin B are linear. Further pharmacokinetic-pharmacodynamic preclinical and clinical studies are required to identify safe and effective intermittent regimens. PMID:22869566

Accelerated Microstructure Imaging via Convex Optimization (AMICO) from diffusion MRI data.

PubMed

Daducci, Alessandro; Canales-Rodríguez, Erick J; Zhang, Hui; Dyrby, Tim B; Alexander, Daniel C; Thiran, Jean-Philippe

2015-01-15

Microstructure imaging from diffusion magnetic resonance (MR) data represents an invaluable tool to study non-invasively the morphology of tissues and to provide a biological insight into their microstructural organization. In recent years, a variety of biophysical models have been proposed to associate particular patterns observed in the measured signal with specific microstructural properties of the neuronal tissue, such as axon diameter and fiber density. Despite very appealing results showing that the estimated microstructure indices agree very well with histological examinations, existing techniques require computationally very expensive non-linear procedures to fit the models to the data which, in practice, demand the use of powerful computer clusters for large-scale applications. In this work, we present a general framework for Accelerated Microstructure Imaging via Convex Optimization (AMICO) and show how to re-formulate this class of techniques as convenient linear systems which, then, can be efficiently solved using very fast algorithms. We demonstrate this linearization of the fitting problem for two specific models, i.e. ActiveAx and NODDI, providing a very attractive alternative for parameter estimation in those techniques; however, the AMICO framework is general and flexible enough to work also for the wider space of microstructure imaging methods. Results demonstrate that AMICO represents an effective means to accelerate the fit of existing techniques drastically (up to four orders of magnitude faster) while preserving accuracy and precision in the estimated model parameters (correlation above 0.9). We believe that the availability of such ultrafast algorithms will help to accelerate the spread of microstructure imaging to larger cohorts of patients and to study a wider spectrum of neurological disorders. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Analysis of Fluid Gauge Sensor for Zero or Microgravity Conditions using Finite Element Method

NASA Technical Reports Server (NTRS)

Deshpande, Manohar D.; Doiron, Terence a.

2007-01-01

In this paper the Finite Element Method (FEM) is presented for mass/volume gauging of a fluid in a tank subjected to zero or microgravity conditions. In this approach first mutual capacitances between electrodes embedded inside the tank are measured. Assuming the medium properties the mutual capacitances are also estimated using FEM approach. Using proper non-linear optimization the assumed properties are updated by minimizing the mean square error between estimated and measured capacitances values. Numerical results are presented to validate the present approach.

Are V1 Simple Cells Optimized for Visual Occlusions? A Comparative Study

PubMed Central

Bornschein, Jörg; Henniges, Marc; Lücke, Jörg

2013-01-01

Simple cells in primary visual cortex were famously found to respond to low-level image components such as edges. Sparse coding and independent component analysis (ICA) emerged as the standard computational models for simple cell coding because they linked their receptive fields to the statistics of visual stimuli. However, a salient feature of image statistics, occlusions of image components, is not considered by these models. Here we ask if occlusions have an effect on the predicted shapes of simple cell receptive fields. We use a comparative approach to answer this question and investigate two models for simple cells: a standard linear model and an occlusive model. For both models we simultaneously estimate optimal receptive fields, sparsity and stimulus noise. The two models are identical except for their component superposition assumption. We find the image encoding and receptive fields predicted by the models to differ significantly. While both models predict many Gabor-like fields, the occlusive model predicts a much sparser encoding and high percentages of ‘globular’ receptive fields. This relatively new center-surround type of simple cell response is observed since reverse correlation is used in experimental studies. While high percentages of ‘globular’ fields can be obtained using specific choices of sparsity and overcompleteness in linear sparse coding, no or only low proportions are reported in the vast majority of studies on linear models (including all ICA models). Likewise, for the here investigated linear model and optimal sparsity, only low proportions of ‘globular’ fields are observed. In comparison, the occlusive model robustly infers high proportions and can match the experimentally observed high proportions of ‘globular’ fields well. Our computational study, therefore, suggests that ‘globular’ fields may be evidence for an optimal encoding of visual occlusions in primary visual cortex. PMID:23754938

Identification of optimal feedback control rules from micro-quadrotor and insect flight trajectories.

PubMed

Faruque, Imraan A; Muijres, Florian T; Macfarlane, Kenneth M; Kehlenbeck, Andrew; Humbert, J Sean

2018-06-01

This paper presents "optimal identification," a framework for using experimental data to identify the optimality conditions associated with the feedback control law implemented in the measurements. The technique compares closed loop trajectory measurements against a reduced order model of the open loop dynamics, and uses linear matrix inequalities to solve an inverse optimal control problem as a convex optimization that estimates the controller optimality conditions. In this study, the optimal identification technique is applied to two examples, that of a millimeter-scale micro-quadrotor with an engineered controller on board, and the example of a population of freely flying Drosophila hydei maneuvering about forward flight. The micro-quadrotor results show that the performance indices used to design an optimal flight control law for a micro-quadrotor may be recovered from the closed loop simulated flight trajectories, and the Drosophila results indicate that the combined effect of the insect longitudinal flight control sensing and feedback acts principally to regulate pitch rate.

Extrinsic and intrinsic index finger muscle attachments in an OpenSim upper-extremity model.

PubMed

Lee, Jong Hwa; Asakawa, Deanna S; Dennerlein, Jack T; Jindrich, Devin L

2015-04-01

Musculoskeletal models allow estimation of muscle function during complex tasks. We used objective methods to determine possible attachment locations for index finger muscles in an OpenSim upper-extremity model. Data-driven optimization algorithms, Simulated Annealing and Hook-Jeeves, estimated tendon locations crossing the metacarpophalangeal (MCP), proximal interphalangeal (PIP) and distal interphalangeal (DIP) joints by minimizing the difference between model-estimated and experimentally-measured moment arms. Sensitivity analysis revealed that multiple sets of muscle attachments with similar optimized moment arms are possible, requiring additional assumptions or data to select a single set of values. The most smooth muscle paths were assumed to be biologically reasonable. Estimated tendon attachments resulted in variance accounted for (VAF) between calculated moment arms and measured values of 78% for flex/extension and 81% for ab/adduction at the MCP joint. VAF averaged 67% at the PIP joint and 54% at the DIP joint. VAF values at PIP and DIP joints partially reflected the constant moment arms reported for muscles about these joints. However, all moment arm values found through optimization were non-linear and non-constant. Relationships between moment arms and joint angles were best described with quadratic equations for tendons at the PIP and DIP joints.

Utilizing population controls in rare-variant case-parent association tests.

PubMed

Jiang, Yu; Satten, Glen A; Han, Yujun; Epstein, Michael P; Heinzen, Erin L; Goldstein, David B; Allen, Andrew S

2014-06-05

There is great interest in detecting associations between human traits and rare genetic variation. To address the low power implicit in single-locus tests of rare genetic variants, many rare-variant association approaches attempt to accumulate information across a gene, often by taking linear combinations of single-locus contributions to a statistic. Using the right linear combination is key-an optimal test will up-weight true causal variants, down-weight neutral variants, and correctly assign the direction of effect for causal variants. Here, we propose a procedure that exploits data from population controls to estimate the linear combination to be used in an case-parent trio rare-variant association test. Specifically, we estimate the linear combination by comparing population control allele frequencies with allele frequencies in the parents of affected offspring. These estimates are then used to construct a rare-variant transmission disequilibrium test (rvTDT) in the case-parent data. Because the rvTDT is conditional on the parents' data, using parental data in estimating the linear combination does not affect the validity or asymptotic distribution of the rvTDT. By using simulation, we show that our new population-control-based rvTDT can dramatically improve power over rvTDTs that do not use population control information across a wide variety of genetic architectures. It also remains valid under population stratification. We apply the approach to a cohort of epileptic encephalopathy (EE) trios and find that dominant (or additive) inherited rare variants are unlikely to play a substantial role within EE genes previously identified through de novo mutation studies. Copyright © 2014 The American Society of Human Genetics. Published by Elsevier Inc. All rights reserved.

Comparing light sensitivity, linearity and step response of electronic cameras for ophthalmology.

PubMed

Kopp, O; Markert, S; Tornow, R P

2002-01-01

To develop and test a procedure to measure and compare light sensitivity, linearity and step response of electronic cameras. The pixel value (PV) of digitized images as a function of light intensity (I) was measured. The sensitivity was calculated from the slope of the P(I) function, the linearity was estimated from the correlation coefficient of this function. To measure the step response, a short sequence of images was acquired. During acquisition, a light source was switched on and off using a fast shutter. The resulting PV was calculated for each video field of the sequence. A CCD camera optimized for the near-infrared (IR) spectrum showed the highest sensitivity for both, visible and IR light. There are little differences in linearity. The step response depends on the procedure of integration and read out.

A Model-Data Fusion Approach for Constraining Modeled GPP at Global Scales Using GOME2 SIF Data

NASA Astrophysics Data System (ADS)

MacBean, N.; Maignan, F.; Lewis, P.; Guanter, L.; Koehler, P.; Bacour, C.; Peylin, P.; Gomez-Dans, J.; Disney, M.; Chevallier, F.

2015-12-01

Predicting the fate of the ecosystem carbon, C, stocks and their sensitivity to climate change relies heavily on our ability to accurately model the gross carbon fluxes, i.e. photosynthesis and respiration. However, there are large differences in the Gross Primary Productivity (GPP) simulated by different land surface models (LSMs), not only in terms of mean value, but also in terms of phase and amplitude when compared to independent data-based estimates. This strongly limits our ability to provide accurate predictions of carbon-climate feedbacks. One possible source of this uncertainty is from inaccurate parameter values resulting from incomplete model calibration. Solar Induced Fluorescence (SIF) has been shown to have a linear relationship with GPP at the typical spatio-temporal scales used in LSMs (Guanter et al., 2011). New satellite-derived SIF datasets have the potential to constrain LSM parameters related to C uptake at global scales due to their coverage. Here we use SIF data derived from the GOME2 instrument (Köhler et al., 2014) to optimize parameters related to photosynthesis and leaf phenology of the ORCHIDEE LSM, as well as the linear relationship between SIF and GPP. We use a multi-site approach that combines many model grid cells covering a wide spatial distribution within the same optimization (e.g. Kuppel et al., 2014). The parameters are constrained per Plant Functional type as the linear relationship described above varies depending on vegetation structural properties. The relative skill of the optimization is compared to a case where only satellite-derived vegetation index data are used to constrain the model, and to a case where both data streams are used. We evaluate the results using an independent data-driven estimate derived from FLUXNET data (Jung et al., 2011) and with a new atmospheric tracer, Carbonyl sulphide (OCS) following the approach of Launois et al. (ACPD, in review). We show that the optimization reduces the strong positive bias of the ORCHIDEE model and increases the correlation compared to independent estimates. Differences in spatial patterns and gradients between simulated GPP and observed SIF remain largely unchanged however, suggesting that the underlying representation of vegetation type and/or structure and functioning in the model requires further investigation.

Application of a stochastic inverse to the geophysical inverse problem

NASA Technical Reports Server (NTRS)

Jordan, T. H.; Minster, J. B.

1972-01-01

The inverse problem for gross earth data can be reduced to an undertermined linear system of integral equations of the first kind. A theory is discussed for computing particular solutions to this linear system based on the stochastic inverse theory presented by Franklin. The stochastic inverse is derived and related to the generalized inverse of Penrose and Moore. A Backus-Gilbert type tradeoff curve is constructed for the problem of estimating the solution to the linear system in the presence of noise. It is shown that the stochastic inverse represents an optimal point on this tradeoff curve. A useful form of the solution autocorrelation operator as a member of a one-parameter family of smoothing operators is derived.

QSRR modeling for diverse drugs using different feature selection methods coupled with linear and nonlinear regressions.

PubMed

Goodarzi, Mohammad; Jensen, Richard; Vander Heyden, Yvan

2012-12-01

A Quantitative Structure-Retention Relationship (QSRR) is proposed to estimate the chromatographic retention of 83 diverse drugs on a Unisphere poly butadiene (PBD) column, using isocratic elutions at pH 11.7. Previous work has generated QSRR models for them using Classification And Regression Trees (CART). In this work, Ant Colony Optimization is used as a feature selection method to find the best molecular descriptors from a large pool. In addition, several other selection methods have been applied, such as Genetic Algorithms, Stepwise Regression and the Relief method, not only to evaluate Ant Colony Optimization as a feature selection method but also to investigate its ability to find the important descriptors in QSRR. Multiple Linear Regression (MLR) and Support Vector Machines (SVMs) were applied as linear and nonlinear regression methods, respectively, giving excellent correlation between the experimental, i.e. extrapolated to a mobile phase consisting of pure water, and predicted logarithms of the retention factors of the drugs (logk(w)). The overall best model was the SVM one built using descriptors selected by ACO. Copyright © 2012 Elsevier B.V. All rights reserved.

Model-Based Battery Management Systems: From Theory to Practice

NASA Astrophysics Data System (ADS)

Pathak, Manan

Lithium-ion batteries are now extensively being used as the primary storage source. Capacity and power fade, and slow recharging times are key issues that restrict its use in many applications. Battery management systems are critical to address these issues, along with ensuring its safety. This dissertation focuses on exploring various control strategies using detailed physics-based electrochemical models developed previously for lithium-ion batteries, which could be used in advanced battery management systems. Optimal charging profiles for minimizing capacity fade based on SEI-layer formation are derived and the benefits of using such control strategies are shown by experimentally testing them on a 16 Ah NMC-based pouch cell. This dissertation also explores different time-discretization strategies for non-linear models, which gives an improved order of convergence for optimal control problems. Lastly, this dissertation also explores a physics-based model for predicting the linear impedance of a battery, and develops a freeware that is extremely robust and computationally fast. Such a code could be used for estimating transport, kinetic and material properties of the battery based on the linear impedance spectra.

A Proposal of a Fast Computation Method for Thermal Capacity and Voltage ATC by Means of Homotopy Functions

NASA Astrophysics Data System (ADS)

Zoka, Yoshifumi; Yorino, Naoto; Kawano, Koki; Suenari, Hiroyasu

This paper proposes a fast computation method for Available Transfer Capability (ATC) with respect to thermal and voltage magnitude limits. In the paper, ATC is formulated as an optimization problem. In order to obtain the efficiency for the N-1 outage contingency calculations, linear sensitivity methods are applied for screening and ranking all contingency selections with respect to the thermal and voltage magnitude limits margin to identify the severest case. In addition, homotopy functions are used for the generator QV constrains to reduce the maximum error of the linear estimation. Then, the Primal-Dual Interior Point Method (PDIPM) is used to solve the optimization problem for the severest case only, in which the solutions of ATC can be obtained efficiently. The effectiveness of the proposed method is demonstrated through IEEE 30, 57, 118-bus systems.

Fast estimate of Hartley entropy in image sharpening

NASA Astrophysics Data System (ADS)

Krbcová, Zuzana; Kukal, Jaromír.; Svihlik, Jan; Fliegel, Karel

2016-09-01

Two classes of linear IIR filters: Laplacian of Gaussian (LoG) and Difference of Gaussians (DoG) are frequently used as high pass filters for contextual vision and edge detection. They are also used for image sharpening when linearly combined with the original image. Resulting sharpening filters are radially symmetric in spatial and frequency domains. Our approach is based on the radial approximation of unknown optimal filter, which is designed as a weighted sum of Gaussian filters with various radii. The novel filter is designed for MRI image enhancement where the image intensity represents anatomical structure plus additive noise. We prefer the gradient norm of Hartley entropy of whole image intensity as a measure which has to be maximized for the best sharpening. The entropy estimation procedure is as fast as FFT included in the filter but this estimate is a continuous function of enhanced image intensities. Physically motivated heuristic is used for optimum sharpening filter design by its parameter tuning. Our approach is compared with Wiener filter on MRI images.

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

Optimal feedback control successfully explains changes in neural modulations during experiments with brain-machine interfaces.

PubMed

Benyamini, Miri; Zacksenhouse, Miriam

2015-01-01

Recent experiments with brain-machine-interfaces (BMIs) indicate that the extent of neural modulations increased abruptly upon starting to operate the interface, and especially after the monkey stopped moving its hand. In contrast, neural modulations that are correlated with the kinematics of the movement remained relatively unchanged. Here we demonstrate that similar changes are produced by simulated neurons that encode the relevant signals generated by an optimal feedback controller during simulated BMI experiments. The optimal feedback controller relies on state estimation that integrates both visual and proprioceptive feedback with prior estimations from an internal model. The processing required for optimal state estimation and control were conducted in the state-space, and neural recording was simulated by modeling two populations of neurons that encode either only the estimated state or also the control signal. Spike counts were generated as realizations of doubly stochastic Poisson processes with linear tuning curves. The model successfully reconstructs the main features of the kinematics and neural activity during regular reaching movements. Most importantly, the activity of the simulated neurons successfully reproduces the observed changes in neural modulations upon switching to brain control. Further theoretical analysis and simulations indicate that increasing the process noise during normal reaching movement results in similar changes in neural modulations. Thus, we conclude that the observed changes in neural modulations during BMI experiments can be attributed to increasing process noise associated with the imperfect BMI filter, and, more directly, to the resulting increase in the variance of the encoded signals associated with state estimation and the required control signal.

Optimal feedback control successfully explains changes in neural modulations during experiments with brain-machine interfaces

PubMed Central

Benyamini, Miri; Zacksenhouse, Miriam

2015-01-01

Recent experiments with brain-machine-interfaces (BMIs) indicate that the extent of neural modulations increased abruptly upon starting to operate the interface, and especially after the monkey stopped moving its hand. In contrast, neural modulations that are correlated with the kinematics of the movement remained relatively unchanged. Here we demonstrate that similar changes are produced by simulated neurons that encode the relevant signals generated by an optimal feedback controller during simulated BMI experiments. The optimal feedback controller relies on state estimation that integrates both visual and proprioceptive feedback with prior estimations from an internal model. The processing required for optimal state estimation and control were conducted in the state-space, and neural recording was simulated by modeling two populations of neurons that encode either only the estimated state or also the control signal. Spike counts were generated as realizations of doubly stochastic Poisson processes with linear tuning curves. The model successfully reconstructs the main features of the kinematics and neural activity during regular reaching movements. Most importantly, the activity of the simulated neurons successfully reproduces the observed changes in neural modulations upon switching to brain control. Further theoretical analysis and simulations indicate that increasing the process noise during normal reaching movement results in similar changes in neural modulations. Thus, we conclude that the observed changes in neural modulations during BMI experiments can be attributed to increasing process noise associated with the imperfect BMI filter, and, more directly, to the resulting increase in the variance of the encoded signals associated with state estimation and the required control signal. PMID:26042002

Variational Quantum Tomography with Incomplete Information by Means of Semidefinite Programs

NASA Astrophysics Data System (ADS)

Maciel, Thiago O.; Cesário, André T.; Vianna, Reinaldo O.

We introduce a new method to reconstruct unknown quantum states out of incomplete and noisy information. The method is a linear convex optimization problem, therefore with a unique minimum, which can be efficiently solved with Semidefinite Programs. Numerical simulations indicate that the estimated state does not overestimate purity, and neither the expectation value of optimal entanglement witnesses. The convergence properties of the method are similar to compressed sensing approaches, in the sense that, in order to reconstruct low rank states, it needs just a fraction of the effort corresponding to an informationally complete measurement.

Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems

NASA Astrophysics Data System (ADS)

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α -uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α =2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c =e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c =1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α ≥3 , minimum vertex covers on α -uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c =e /(α -1 ) where the replica symmetry is broken.

Nonlinear Transient Growth and Boundary Layer Transition

NASA Technical Reports Server (NTRS)

Paredes, Pedro; Choudhari, Meelan M.; Li, Fei

2016-01-01

Parabolized stability equations (PSE) are used in a variational approach to study the optimal, non-modal disturbance growth in a Mach 3 at plate boundary layer and a Mach 6 circular cone boundary layer. As noted in previous works, the optimal initial disturbances correspond to steady counter-rotating streamwise vortices, which subsequently lead to the formation of streamwise-elongated structures, i.e., streaks, via a lift-up effect. The nonlinear evolution of the linearly optimal stationary perturbations is computed using the nonlinear plane-marching PSE for stationary perturbations. A fully implicit marching technique is used to facilitate the computation of nonlinear streaks with large amplitudes. To assess the effect of the finite-amplitude streaks on transition, the linear form of plane- marching PSE is used to investigate the instability of the boundary layer flow modified by spanwise periodic streaks. The onset of bypass transition is estimated by using an N- factor criterion based on the amplification of the streak instabilities. Results show that, for both flow configurations of interest, streaks of sufficiently large amplitude can lead to significantly earlier onset of transition than that in an unperturbed boundary layer without any streaks.

Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems.

PubMed

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α=2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c=e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c=1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α≥3, minimum vertex covers on α-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c=e/(α-1) where the replica symmetry is broken.

Approximate labeling via graph cuts based on linear programming.

PubMed

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.

Portfolio optimization by using linear programing models based on genetic algorithm

NASA Astrophysics Data System (ADS)

Sukono; Hidayat, Y.; Lesmana, E.; Putra, A. S.; Napitupulu, H.; Supian, S.

2018-01-01

In this paper, we discussed the investment portfolio optimization using linear programming model based on genetic algorithms. It is assumed that the portfolio risk is measured by absolute standard deviation, and each investor has a risk tolerance on the investment portfolio. To complete the investment portfolio optimization problem, the issue is arranged into a linear programming model. Furthermore, determination of the optimum solution for linear programming is done by using a genetic algorithm. As a numerical illustration, we analyze some of the stocks traded on the capital market in Indonesia. Based on the analysis, it is shown that the portfolio optimization performed by genetic algorithm approach produces more optimal efficient portfolio, compared to the portfolio optimization performed by a linear programming algorithm approach. Therefore, genetic algorithms can be considered as an alternative on determining the investment portfolio optimization, particularly using linear programming models.

Chirped or time modulated excitation compared to short pulses for photoacoustic imaging in acoustic attenuating media

NASA Astrophysics Data System (ADS)

Burgholzer, P.; Motz, C.; Lang, O.; Berer, T.; Huemer, M.

2018-02-01

In photoacoustic imaging, optically generated acoustic waves transport the information about embedded structures to the sample surface. Usually, short laser pulses are used for the acoustic excitation. Acoustic attenuation increases for higher frequencies, which reduces the bandwidth and limits the spatial resolution. One could think of more efficient waveforms than single short pulses, such as pseudo noise codes, chirped, or harmonic excitation, which could enable a higher information-transfer from the samples interior to its surface by acoustic waves. We used a linear state space model to discretize the wave equation, such as the Stoke's equation, but this method could be used for any other linear wave equation. Linear estimators and a non-linear function inversion were applied to the measured surface data, for onedimensional image reconstruction. The proposed estimation method allows optimizing the temporal modulation of the excitation laser such that the accuracy and spatial resolution of the reconstructed image is maximized. We have restricted ourselves to one-dimensional models, as for higher dimensions the one-dimensional reconstruction, which corresponds to the acoustic wave without attenuation, can be used as input for any ultrasound imaging method, such as back-projection or time-reversal method.

Evaluation of the site effect with Heuristic Methods

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Covariance expressions for eigenvalue and eigenvector problems

NASA Astrophysics Data System (ADS)

Liounis, Andrew J.

There are a number of important scientific and engineering problems whose solutions take the form of an eigenvalue--eigenvector problem. Some notable examples include solutions to linear systems of ordinary differential equations, controllability of linear systems, finite element analysis, chemical kinetics, fitting ellipses to noisy data, and optimal estimation of attitude from unit vectors. In many of these problems, having knowledge of the eigenvalue and eigenvector Jacobians is either necessary or is nearly as important as having the solution itself. For instance, Jacobians are necessary to find the uncertainty in a computed eigenvalue or eigenvector estimate. This uncertainty, which is usually represented as a covariance matrix, has been well studied for problems similar to the eigenvalue and eigenvector problem, such as singular value decomposition. There has been substantially less research on the covariance of an optimal estimate originating from an eigenvalue-eigenvector problem. In this thesis we develop two general expressions for the Jacobians of eigenvalues and eigenvectors with respect to the elements of their parent matrix. The expressions developed make use of only the parent matrix and the eigenvalue and eigenvector pair under consideration. In addition, they are applicable to any general matrix (including complex valued matrices, eigenvalues, and eigenvectors) as long as the eigenvalues are simple. Alongside this, we develop expressions that determine the uncertainty in a vector estimate obtained from an eigenvalue-eigenvector problem given the uncertainty of the terms of the matrix. The Jacobian expressions developed are numerically validated with forward finite, differencing and the covariance expressions are validated using Monte Carlo analysis. Finally, the results from this work are used to determine covariance expressions for a variety of estimation problem examples and are also applied to the design of a dynamical system.

Simultaneous Helmert transformations among multiple frames considering all relevant measurements

NASA Astrophysics Data System (ADS)

Chang, Guobin; Lin, Peng; Bian, Hefang; Gao, Jingxiang

2018-03-01

Helmert or similarity models are widely employed to relate different coordinate frames. It is often encountered in practice to transform coordinates from more than one old frame into a new one. One may perform separate Helmert transformations for each old frame. However, although each transformation is locally optimal, this is not globally optimal. Transformations among three frames, namely one new and two old, are studied as an example. Simultaneous Helmert transformations among all frames are also studied. Least-squares estimation of the transformation parameters and the coordinates in the new frame of all stations involved is performed. A functional model for the transformations among multiple frames is developed. A realistic stochastic model is followed, in which not only non-common stations are taken into consideration, but also errors in all measurements are addressed. An algorithm of iterative linearizations and estimations is derived in detail. The proposed method is globally optimal, and, perhaps more importantly, it produces a unified network of the new frame providing coordinate estimates for all involved stations and the associated covariance matrix, with the latter being consistent with the true errors of the former. Simulations are conducted, and the results validate the superiority of the proposed combined method over separate approaches.

Combined genetic algorithm and multiple linear regression (GA-MLR) optimizer: Application to multi-exponential fluorescence decay surface.

PubMed

Fisz, Jacek J

2006-12-07

The optimization approach based on the genetic algorithm (GA) combined with multiple linear regression (MLR) method, is discussed. The GA-MLR optimizer is designed for the nonlinear least-squares problems in which the model functions are linear combinations of nonlinear functions. GA optimizes the nonlinear parameters, and the linear parameters are calculated from MLR. GA-MLR is an intuitive optimization approach and it exploits all advantages of the genetic algorithm technique. This optimization method results from an appropriate combination of two well-known optimization methods. The MLR method is embedded in the GA optimizer and linear and nonlinear model parameters are optimized in parallel. The MLR method is the only one strictly mathematical "tool" involved in GA-MLR. The GA-MLR approach simplifies and accelerates considerably the optimization process because the linear parameters are not the fitted ones. Its properties are exemplified by the analysis of the kinetic biexponential fluorescence decay surface corresponding to a two-excited-state interconversion process. A short discussion of the variable projection (VP) algorithm, designed for the same class of the optimization problems, is presented. VP is a very advanced mathematical formalism that involves the methods of nonlinear functionals, algebra of linear projectors, and the formalism of Fréchet derivatives and pseudo-inverses. Additional explanatory comments are added on the application of recently introduced the GA-NR optimizer to simultaneous recovery of linear and weakly nonlinear parameters occurring in the same optimization problem together with nonlinear parameters. The GA-NR optimizer combines the GA method with the NR method, in which the minimum-value condition for the quadratic approximation to chi(2), obtained from the Taylor series expansion of chi(2), is recovered by means of the Newton-Raphson algorithm. The application of the GA-NR optimizer to model functions which are multi-linear combinations of nonlinear functions, is indicated. The VP algorithm does not distinguish the weakly nonlinear parameters from the nonlinear ones and it does not apply to the model functions which are multi-linear combinations of nonlinear functions.

Burden of climate change on malaria mortality.

PubMed

Dasgupta, Shouro

2018-06-01

In 2016, an estimated 445,000 deaths and 216 million cases of malaria occurred worldwide, while 70% of the deaths occurred in children under five years old. Changes in climatic exposures such as temperature and precipitation make malaria one of the most climate sensitive outcomes. Using a global malaria mortality dataset for 105 countries between 1980 and 2010, we find a non-linear relationship between temperature and malaria mortality and estimate that the global optimal temperature threshold beyond which all-age malaria mortality increases is 20.8 °C, while in the case of child mortality; a significantly lower optimum temperature of 19.3° is estimated. Our results also suggest that this optimal temperature is 28.4 °C and 26.3 °C in Africa and Asia, respectively - the continents where malaria is most prevalent. Furthermore, we estimate that child mortality (ages 0-4) is likely to increase by up to 20% in some areas due to climate change by the end of the 21st century. Copyright © 2018 Elsevier GmbH. All rights reserved.

Bi-Objective Optimal Control Modification Adaptive Control for Systems with Input Uncertainty

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.

2012-01-01

This paper presents a new model-reference adaptive control method based on a bi-objective optimal control formulation for systems with input uncertainty. A parallel predictor model is constructed to relate the predictor error to the estimation error of the control effectiveness matrix. In this work, we develop an optimal control modification adaptive control approach that seeks to minimize a bi-objective linear quadratic cost function of both the tracking error norm and predictor error norm simultaneously. The resulting adaptive laws for the parametric uncertainty and control effectiveness uncertainty are dependent on both the tracking error and predictor error, while the adaptive laws for the feedback gain and command feedforward gain are only dependent on the tracking error. The optimal control modification term provides robustness to the adaptive laws naturally from the optimal control framework. Simulations demonstrate the effectiveness of the proposed adaptive control approach.

Fitting dynamic models to the Geosat sea level observations in the tropical Pacific Ocean. I - A free wave model

NASA Technical Reports Server (NTRS)

Fu, Lee-Lueng; Vazquez, Jorge; Perigaud, Claire

1991-01-01

Free, equatorially trapped sinusoidal wave solutions to a linear model on an equatorial beta plane are used to fit the Geosat altimetric sea level observations in the tropical Pacific Ocean. The Kalman filter technique is used to estimate the wave amplitude and phase from the data. The estimation is performed at each time step by combining the model forecast with the observation in an optimal fashion utilizing the respective error covariances. The model error covariance is determined such that the performance of the model forecast is optimized. It is found that the dominant observed features can be described qualitatively by basin-scale Kelvin waves and the first meridional-mode Rossby waves. Quantitatively, however, only 23 percent of the signal variance can be accounted for by this simple model.

Estimation of Faults in DC Electrical Power System

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry; Boyd, Stephen; Poll, Scott

2009-01-01

This paper demonstrates a novel optimization-based approach to estimating fault states in a DC power system. Potential faults changing the circuit topology are included along with faulty measurements. Our approach can be considered as a relaxation of the mixed estimation problem. We develop a linear model of the circuit and pose a convex problem for estimating the faults and other hidden states. A sparse fault vector solution is computed by using 11 regularization. The solution is computed reliably and efficiently, and gives accurate diagnostics on the faults. We demonstrate a real-time implementation of the approach for an instrumented electrical power system testbed, the ADAPT testbed at NASA ARC. The estimates are computed in milliseconds on a PC. The approach performs well despite unmodeled transients and other modeling uncertainties present in the system.

New Hybrid Algorithms for Estimating Tree Stem Diameters at Breast Height Using a Two Dimensional Terrestrial Laser Scanner

PubMed Central

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

Dissipative structure and global existence in critical space for Timoshenko system of memory type

NASA Astrophysics Data System (ADS)

Mori, Naofumi

2018-08-01

In this paper, we consider the initial value problem for the Timoshenko system with a memory term in one dimensional whole space. In the first place, we consider the linearized system: applying the energy method in the Fourier space, we derive the pointwise estimate of the solution in the Fourier space, which first gives the optimal decay estimate of the solution. Next, we give a characterization of the dissipative structure of the system by using the spectral analysis, which confirms our pointwise estimate is optimal. In the second place, we consider the nonlinear system: we show that the global-in-time existence and uniqueness result could be proved in the minimal regularity assumption in the critical Sobolev space H2. In the proof we don't need any time-weighted norm as recent works; we use just an energy method, which is improved to overcome the difficulties caused by regularity-loss property of Timoshenko system.

A comparative study of clock rate and drift estimation

NASA Technical Reports Server (NTRS)

Breakiron, Lee A.

1994-01-01

Five different methods of drift determination and four different methods of rate determination were compared using months of hourly phase and frequency data from a sample of cesium clocks and active hydrogen masers. Linear least squares on frequency is selected as the optimal method of determining both drift and rate, more on the basis of parameter parsimony and confidence measures than on random and systematic errors.

Crystal Microbalance Monitors Relative Humidity

NASA Technical Reports Server (NTRS)

Yang, L. C.

1984-01-01

Sensor monitors water evaporation in industrial drying processes. Measured adsorption isotherm for instrument essentially linear over entire range of relative humidity. Testing at each temperature setting less than half hour for full relative-humidity range, with estimated frequency response time less than 10 seconds. Used to measure relative humidity of ambient atmosphere near drying paper, food textile fabrics and pulp to optimize water-drying portion of processing cycle.

A Real-Time Brain-Machine Interface Combining Motor Target and Trajectory Intent Using an Optimal Feedback Control Design

PubMed Central

Shanechi, Maryam M.; Williams, Ziv M.; Wornell, Gregory W.; Hu, Rollin C.; Powers, Marissa; Brown, Emery N.

2013-01-01

Real-time brain-machine interfaces (BMI) have focused on either estimating the continuous movement trajectory or target intent. However, natural movement often incorporates both. Additionally, BMIs can be modeled as a feedback control system in which the subject modulates the neural activity to move the prosthetic device towards a desired target while receiving real-time sensory feedback of the state of the movement. We develop a novel real-time BMI using an optimal feedback control design that jointly estimates the movement target and trajectory of monkeys in two stages. First, the target is decoded from neural spiking activity before movement initiation. Second, the trajectory is decoded by combining the decoded target with the peri-movement spiking activity using an optimal feedback control design. This design exploits a recursive Bayesian decoder that uses an optimal feedback control model of the sensorimotor system to take into account the intended target location and the sensory feedback in its trajectory estimation from spiking activity. The real-time BMI processes the spiking activity directly using point process modeling. We implement the BMI in experiments consisting of an instructed-delay center-out task in which monkeys are presented with a target location on the screen during a delay period and then have to move a cursor to it without touching the incorrect targets. We show that the two-stage BMI performs more accurately than either stage alone. Correct target prediction can compensate for inaccurate trajectory estimation and vice versa. The optimal feedback control design also results in trajectories that are smoother and have lower estimation error. The two-stage decoder also performs better than linear regression approaches in offline cross-validation analyses. Our results demonstrate the advantage of a BMI design that jointly estimates the target and trajectory of movement and more closely mimics the sensorimotor control system. PMID:23593130

Predicting vertical jump height from bar velocity.

PubMed

García-Ramos, Amador; Štirn, Igor; Padial, Paulino; Argüelles-Cienfuegos, Javier; De la Fuente, Blanca; Strojnik, Vojko; Feriche, Belén

2015-06-01

The objective of the study was to assess the use of maximum (Vmax) and final propulsive phase (FPV) bar velocity to predict jump height in the weighted jump squat. FPV was defined as the velocity reached just before bar acceleration was lower than gravity (-9.81 m·s(-2)). Vertical jump height was calculated from the take-off velocity (Vtake-off) provided by a force platform. Thirty swimmers belonging to the National Slovenian swimming team performed a jump squat incremental loading test, lifting 25%, 50%, 75% and 100% of body weight in a Smith machine. Jump performance was simultaneously monitored using an AMTI portable force platform and a linear velocity transducer attached to the barbell. Simple linear regression was used to estimate jump height from the Vmax and FPV recorded by the linear velocity transducer. Vmax (y = 16.577x - 16.384) was able to explain 93% of jump height variance with a standard error of the estimate of 1.47 cm. FPV (y = 12.828x - 6.504) was able to explain 91% of jump height variance with a standard error of the estimate of 1.66 cm. Despite that both variables resulted to be good predictors, heteroscedasticity in the differences between FPV and Vtake-off was observed (r(2) = 0.307), while the differences between Vmax and Vtake-off were homogenously distributed (r(2) = 0.071). These results suggest that Vmax is a valid tool for estimating vertical jump height in a loaded jump squat test performed in a Smith machine. Key pointsVertical jump height in the loaded jump squat can be estimated with acceptable precision from the maximum bar velocity recorded by a linear velocity transducer.The relationship between the point at which bar acceleration is less than -9.81 m·s(-2) and the real take-off is affected by the velocity of movement.Mean propulsive velocity recorded by a linear velocity transducer does not appear to be optimal to monitor ballistic exercise performance.

Predicting Vertical Jump Height from Bar Velocity

PubMed Central

García-Ramos, Amador; Štirn, Igor; Padial, Paulino; Argüelles-Cienfuegos, Javier; De la Fuente, Blanca; Strojnik, Vojko; Feriche, Belén

2015-01-01

The objective of the study was to assess the use of maximum (Vmax) and final propulsive phase (FPV) bar velocity to predict jump height in the weighted jump squat. FPV was defined as the velocity reached just before bar acceleration was lower than gravity (-9.81 m·s-2). Vertical jump height was calculated from the take-off velocity (Vtake-off) provided by a force platform. Thirty swimmers belonging to the National Slovenian swimming team performed a jump squat incremental loading test, lifting 25%, 50%, 75% and 100% of body weight in a Smith machine. Jump performance was simultaneously monitored using an AMTI portable force platform and a linear velocity transducer attached to the barbell. Simple linear regression was used to estimate jump height from the Vmax and FPV recorded by the linear velocity transducer. Vmax (y = 16.577x - 16.384) was able to explain 93% of jump height variance with a standard error of the estimate of 1.47 cm. FPV (y = 12.828x - 6.504) was able to explain 91% of jump height variance with a standard error of the estimate of 1.66 cm. Despite that both variables resulted to be good predictors, heteroscedasticity in the differences between FPV and Vtake-off was observed (r2 = 0.307), while the differences between Vmax and Vtake-off were homogenously distributed (r2 = 0.071). These results suggest that Vmax is a valid tool for estimating vertical jump height in a loaded jump squat test performed in a Smith machine. Key points Vertical jump height in the loaded jump squat can be estimated with acceptable precision from the maximum bar velocity recorded by a linear velocity transducer. The relationship between the point at which bar acceleration is less than -9.81 m·s-2 and the real take-off is affected by the velocity of movement. Mean propulsive velocity recorded by a linear velocity transducer does not appear to be optimal to monitor ballistic exercise performance. PMID:25983572

Estimation of motion fields by non-linear registration for local lung motion analysis in 4D CT image data.

PubMed

Werner, René; Ehrhardt, Jan; Schmidt-Richberg, Alexander; Heiss, Anabell; Handels, Heinz

2010-11-01

Motivated by radiotherapy of lung cancer non- linear registration is applied to estimate 3D motion fields for local lung motion analysis in thoracic 4D CT images. Reliability of analysis results depends on the registration accuracy. Therefore, our study consists of two parts: optimization and evaluation of a non-linear registration scheme for motion field estimation, followed by a registration-based analysis of lung motion patterns. The study is based on 4D CT data of 17 patients. Different distance measures and force terms for thoracic CT registration are implemented and compared: sum of squared differences versus a force term related to Thirion's demons registration; masked versus unmasked force computation. The most accurate approach is applied to local lung motion analysis. Masked Thirion forces outperform the other force terms. The mean target registration error is 1.3 ± 0.2 mm, which is in the order of voxel size. Based on resulting motion fields and inter-patient normalization of inner lung coordinates and breathing depths a non-linear dependency between inner lung position and corresponding strength of motion is identified. The dependency is observed for all patients without or with only small tumors. Quantitative evaluation of the estimated motion fields indicates high spatial registration accuracy. It allows for reliable registration-based local lung motion analysis. The large amount of information encoded in the motion fields makes it possible to draw detailed conclusions, e.g., to identify the dependency of inner lung localization and motion. Our examinations illustrate the potential of registration-based motion analysis.

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

Systematic feature selection improves accuracy of methylation-based forensic age estimation in Han Chinese males.

PubMed

Feng, Lei; Peng, Fuduan; Li, Shanfei; Jiang, Li; Sun, Hui; Ji, Anquan; Zeng, Changqing; Li, Caixia; Liu, Fan

2018-03-23

Estimating individual age from biomarkers may provide key information facilitating forensic investigations. Recent progress has shown DNA methylation at age-associated CpG sites as the most informative biomarkers for estimating the individual age of an unknown donor. Optimal feature selection plays a critical role in determining the performance of the final prediction model. In this study we investigate methylation levels at 153 age-associated CpG sites from 21 previously reported genomic regions using the EpiTYPER system for their predictive power on individual age in 390 Han Chinese males ranging from 15 to 75 years of age. We conducted a systematic feature selection using a stepwise backward multiple linear regression analysis as well as an exhaustive searching algorithm. Both approaches identified the same subset of 9 CpG sites, which in linear combination provided the optimal model fitting with mean absolute deviation (MAD) of 2.89 years of age and explainable variance (R 2 ) of 0.92. The final model was validated in two independent Han Chinese male samples (validation set 1, N = 65, MAD = 2.49, R 2  = 0.95, and validation set 2, N = 62, MAD = 3.36, R 2  = 0.89). Other competing models such as support vector machine and artificial neural network did not outperform the linear model to any noticeable degree. The validation set 1 was additionally analyzed using Pyrosequencing technology for cross-platform validation and was termed as validation set 3. Directly applying our model, in which the methylation levels were detected by the EpiTYPER system, to the data from pyrosequencing technology showed, however, less accurate results in terms of MAD (validation set 3, N = 65 Han Chinese males, MAD = 4.20, R 2  = 0.93), suggesting the presence of a batch effect between different data generation platforms. This batch effect could be partially overcome by a z-score transformation (MAD = 2.76, R 2  = 0.93). Overall, our systematic feature selection identified 9 CpG sites as the optimal subset for forensic age estimation and the prediction model consisting of these 9 markers demonstrated high potential in forensic practice. An age estimator implementing our prediction model allowing missing markers is freely available at http://liufan.big.ac.cn/AgePrediction. Copyright © 2018 Elsevier B.V. All rights reserved.

A mixed integer linear programming model to reconstruct phylogenies from single nucleotide polymorphism haplotypes under the maximum parsimony criterion

PubMed Central

2013-01-01

Background Phylogeny estimation from aligned haplotype sequences has attracted more and more attention in the recent years due to its importance in analysis of many fine-scale genetic data. Its application fields range from medical research, to drug discovery, to epidemiology, to population dynamics. The literature on molecular phylogenetics proposes a number of criteria for selecting a phylogeny from among plausible alternatives. Usually, such criteria can be expressed by means of objective functions, and the phylogenies that optimize them are referred to as optimal. One of the most important estimation criteria is the parsimony which states that the optimal phylogeny T∗for a set H of n haplotype sequences over a common set of variable loci is the one that satisfies the following requirements: (i) it has the shortest length and (ii) it is such that, for each pair of distinct haplotypes hi,hj∈H, the sum of the edge weights belonging to the path from hi to hj in T∗ is not smaller than the observed number of changes between hi and hj. Finding the most parsimonious phylogeny for H involves solving an optimization problem, called the Most Parsimonious Phylogeny Estimation Problem (MPPEP), which is NP-hard in many of its versions. Results In this article we investigate a recent version of the MPPEP that arises when input data consist of single nucleotide polymorphism haplotypes extracted from a population of individuals on a common genomic region. Specifically, we explore the prospects for improving on the implicit enumeration strategy of implicit enumeration strategy used in previous work using a novel problem formulation and a series of strengthening valid inequalities and preliminary symmetry breaking constraints to more precisely bound the solution space and accelerate implicit enumeration of possible optimal phylogenies. We present the basic formulation and then introduce a series of provable valid constraints to reduce the solution space. We then prove that these constraints can often lead to significant reductions in the gap between the optimal solution and its non-integral linear programming bound relative to the prior art as well as often substantially faster processing of moderately hard problem instances. Conclusion We provide an indication of the conditions under which such an optimal enumeration approach is likely to be feasible, suggesting that these strategies are usable for relatively large numbers of taxa, although with stricter limits on numbers of variable sites. The work thus provides methodology suitable for provably optimal solution of some harder instances that resist all prior approaches. PMID:23343437

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.

Assessing the performance of dynamical trajectory estimates

NASA Astrophysics Data System (ADS)

Bröcker, Jochen

2014-06-01

Estimating trajectories and parameters of dynamical systems from observations is a problem frequently encountered in various branches of science; geophysicists for example refer to this problem as data assimilation. Unlike as in estimation problems with exchangeable observations, in data assimilation the observations cannot easily be divided into separate sets for estimation and validation; this creates serious problems, since simply using the same observations for estimation and validation might result in overly optimistic performance assessments. To circumvent this problem, a result is presented which allows us to estimate this optimism, thus allowing for a more realistic performance assessment in data assimilation. The presented approach becomes particularly simple for data assimilation methods employing a linear error feedback (such as synchronization schemes, nudging, incremental 3DVAR and 4DVar, and various Kalman filter approaches). Numerical examples considering a high gain observer confirm the theory.

Assessing the performance of dynamical trajectory estimates.

PubMed

Bröcker, Jochen

2014-06-01

Estimating trajectories and parameters of dynamical systems from observations is a problem frequently encountered in various branches of science; geophysicists for example refer to this problem as data assimilation. Unlike as in estimation problems with exchangeable observations, in data assimilation the observations cannot easily be divided into separate sets for estimation and validation; this creates serious problems, since simply using the same observations for estimation and validation might result in overly optimistic performance assessments. To circumvent this problem, a result is presented which allows us to estimate this optimism, thus allowing for a more realistic performance assessment in data assimilation. The presented approach becomes particularly simple for data assimilation methods employing a linear error feedback (such as synchronization schemes, nudging, incremental 3DVAR and 4DVar, and various Kalman filter approaches). Numerical examples considering a high gain observer confirm the theory.

Optimal dietary patterns designed from local foods to achieve maternal nutritional goals.

PubMed

Raymond, Jofrey; Kassim, Neema; Rose, Jerman W; Agaba, Morris

2018-04-04

Achieving nutritional requirements for pregnant and lactating mothers in rural households while maintaining the intake of local and culture-specific foods can be a difficult task. Deploying a linear goal programming approach can effectively generate optimal dietary patterns that incorporate local and culturally acceptable diets. The primary objective of this study was to determine whether a realistic and affordable diet that achieves nutritional goals for rural pregnant and lactating women can be formulated from locally available foods in Tanzania. A cross sectional study was conducted to assess dietary intakes of 150 pregnant and lactating women using a weighed dietary record (WDR), 24 h dietary recalls and a 7-days food record. A market survey was also carried out to estimate the cost per 100 g of edible portion of foods that are frequently consumed in the study population. Dietary survey and market data were then used to define linear programming (LP) model parameters for diet optimisation. All LP analyses were done using linear program solver to generate optimal dietary patterns. Our findings showed that optimal dietary patterns designed from locally available foods would improve dietary adequacy for 15 and 19 selected nutrients in pregnant and lactating women, respectively, but inadequacies remained for iron, zinc, folate, pantothenic acid, and vitamin E, indicating that these are problem nutrients (nutrients that did not achieve 100% of their RNIs in optimised diets) in the study population. These findings suggest that optimal use of local foods can improve dietary adequacy for rural pregnant and lactating women aged 19-50 years. However, additional cost-effective interventions are needed to ensure adequate intakes for the identified problem nutrients.

Optimal design of stimulus experiments for robust discrimination of biochemical reaction networks.

PubMed

Flassig, R J; Sundmacher, K

2012-12-01

Biochemical reaction networks in the form of coupled ordinary differential equations (ODEs) provide a powerful modeling tool for understanding the dynamics of biochemical processes. During the early phase of modeling, scientists have to deal with a large pool of competing nonlinear models. At this point, discrimination experiments can be designed and conducted to obtain optimal data for selecting the most plausible model. Since biological ODE models have widely distributed parameters due to, e.g. biologic variability or experimental variations, model responses become distributed. Therefore, a robust optimal experimental design (OED) for model discrimination can be used to discriminate models based on their response probability distribution functions (PDFs). In this work, we present an optimal control-based methodology for designing optimal stimulus experiments aimed at robust model discrimination. For estimating the time-varying model response PDF, which results from the nonlinear propagation of the parameter PDF under the ODE dynamics, we suggest using the sigma-point approach. Using the model overlap (expected likelihood) as a robust discrimination criterion to measure dissimilarities between expected model response PDFs, we benchmark the proposed nonlinear design approach against linearization with respect to prediction accuracy and design quality for two nonlinear biological reaction networks. As shown, the sigma-point outperforms the linearization approach in the case of widely distributed parameter sets and/or existing multiple steady states. Since the sigma-point approach scales linearly with the number of model parameter, it can be applied to large systems for robust experimental planning. An implementation of the method in MATLAB/AMPL is available at http://www.uni-magdeburg.de/ivt/svt/person/rf/roed.html. flassig@mpi-magdeburg.mpg.de Supplementary data are are available at Bioinformatics online.

Global optimization for quantum dynamics of few-fermion systems

NASA Astrophysics Data System (ADS)

Li, Xikun; Pecak, Daniel; Sowiński, Tomasz; Sherson, Jacob; Nielsen, Anne E. B.

2018-03-01

Quantum state preparation is vital to quantum computation and quantum information processing tasks. In adiabatic state preparation, the target state is theoretically obtained with nearly perfect fidelity if the control parameter is tuned slowly enough. As this, however, leads to slow dynamics, it is often desirable to be able to carry out processes more rapidly. In this work, we employ two global optimization methods to estimate the quantum speed limit for few-fermion systems confined in a one-dimensional harmonic trap. Such systems can be produced experimentally in a well-controlled manner. We determine the optimized control fields and achieve a reduction in the ramping time of more than a factor of four compared to linear ramping. We also investigate how robust the fidelity is to small variations of the control fields away from the optimized shapes.

The dynamics and optimal control of spinning spacecraft and movable telescoping appendages, part A. [two axis control with single offset boom

NASA Technical Reports Server (NTRS)

Bainum, P. M.; Sellappan, R.

1977-01-01

The problem of optimal control with a minimum time criterion as applied to a single boom system for achieving two axis control is discussed. The special case where the initial conditions are such that the system can be driven to the equilibrium state with only a single switching maneuver in the bang-bang optimal sequence is analyzed. The system responses are presented. Application of the linear regulator problem for the optimal control of the telescoping system is extended to consider the effects of measurement and plant noises. The noise uncertainties are included with an application of the estimator - Kalman filter problem. Different schemes for measuring the components of the angular velocity are considered. Analytical results are obtained for special cases, and numerical results are presented for the general case.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Inferring neural activity from BOLD signals through nonlinear optimization.

PubMed

Vakorin, Vasily A; Krakovska, Olga O; Borowsky, Ron; Sarty, Gordon E

2007-11-01

The blood oxygen level-dependent (BOLD) fMRI signal does not measure neuronal activity directly. This fact is a key concern for interpreting functional imaging data based on BOLD. Mathematical models describing the path from neural activity to the BOLD response allow us to numerically solve the inverse problem of estimating the timing and amplitude of the neuronal activity underlying the BOLD signal. In fact, these models can be viewed as an advanced substitute for the impulse response function. In this work, the issue of estimating the dynamics of neuronal activity from the observed BOLD signal is considered within the framework of optimization problems. The model is based on the extended "balloon" model and describes the conversion of neuronal signals into the BOLD response through the transitional dynamics of the blood flow-inducing signal, cerebral blood flow, cerebral blood volume and deoxyhemoglobin concentration. Global optimization techniques are applied to find a control input (the neuronal activity and/or the biophysical parameters in the model) that causes the system to follow an admissible solution to minimize discrepancy between model and experimental data. As an alternative to a local linearization (LL) filtering scheme, the optimization method escapes the linearization of the transition system and provides a possibility to search for the global optimum, avoiding spurious local minima. We have found that the dynamics of the neural signals and the physiological variables as well as the biophysical parameters can be robustly reconstructed from the BOLD responses. Furthermore, it is shown that spiking off/on dynamics of the neural activity is the natural mathematical solution of the model. Incorporating, in addition, the expansion of the neural input by smooth basis functions, representing a low-pass filtering, allows us to model local field potential (LFP) solutions instead of spiking solutions.

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

PubMed Central

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-08-01

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

Entanglement-assisted quantum feedback control

NASA Astrophysics Data System (ADS)

Yamamoto, Naoki; Mikami, Tomoaki

2017-07-01

The main advantage of quantum metrology relies on the effective use of entanglement, which indeed allows us to achieve strictly better estimation performance over the standard quantum limit. In this paper, we propose an analogous method utilizing entanglement for the purpose of feedback control. The system considered is a general linear dynamical quantum system, where the control goal can be systematically formulated as a linear quadratic Gaussian control problem based on the quantum Kalman filtering method; in this setting, an entangled input probe field is effectively used to reduce the estimation error and accordingly the control cost function. In particular, we show that, in the problem of cooling an opto-mechanical oscillator, the entanglement-assisted feedback control can lower the stationary occupation number of the oscillator below the limit attainable by the controller with a coherent probe field and furthermore beats the controller with an optimized squeezed probe field.

Warped linear mixed models for the genetic analysis of transformed phenotypes

PubMed Central

Fusi, Nicolo; Lippert, Christoph; Lawrence, Neil D.; Stegle, Oliver

2014-01-01

Linear mixed models (LMMs) are a powerful and established tool for studying genotype–phenotype relationships. A limitation of the LMM is that the model assumes Gaussian distributed residuals, a requirement that rarely holds in practice. Violations of this assumption can lead to false conclusions and loss in power. To mitigate this problem, it is common practice to pre-process the phenotypic values to make them as Gaussian as possible, for instance by applying logarithmic or other nonlinear transformations. Unfortunately, different phenotypes require different transformations, and choosing an appropriate transformation is challenging and subjective. Here we present an extension of the LMM that estimates an optimal transformation from the observed data. In simulations and applications to real data from human, mouse and yeast, we show that using transformations inferred by our model increases power in genome-wide association studies and increases the accuracy of heritability estimation and phenotype prediction. PMID:25234577

Warped linear mixed models for the genetic analysis of transformed phenotypes.

PubMed

Fusi, Nicolo; Lippert, Christoph; Lawrence, Neil D; Stegle, Oliver

2014-09-19

Linear mixed models (LMMs) are a powerful and established tool for studying genotype-phenotype relationships. A limitation of the LMM is that the model assumes Gaussian distributed residuals, a requirement that rarely holds in practice. Violations of this assumption can lead to false conclusions and loss in power. To mitigate this problem, it is common practice to pre-process the phenotypic values to make them as Gaussian as possible, for instance by applying logarithmic or other nonlinear transformations. Unfortunately, different phenotypes require different transformations, and choosing an appropriate transformation is challenging and subjective. Here we present an extension of the LMM that estimates an optimal transformation from the observed data. In simulations and applications to real data from human, mouse and yeast, we show that using transformations inferred by our model increases power in genome-wide association studies and increases the accuracy of heritability estimation and phenotype prediction.

Estimation of the laser cutting operating cost by support vector regression methodology

NASA Astrophysics Data System (ADS)

Jović, Srđan; Radović, Aleksandar; Šarkoćević, Živče; Petković, Dalibor; Alizamir, Meysam

2016-09-01

Laser cutting is a popular manufacturing process utilized to cut various types of materials economically. The operating cost is affected by laser power, cutting speed, assist gas pressure, nozzle diameter and focus point position as well as the workpiece material. In this article, the process factors investigated were: laser power, cutting speed, air pressure and focal point position. The aim of this work is to relate the operating cost to the process parameters mentioned above. CO2 laser cutting of stainless steel of medical grade AISI316L has been investigated. The main goal was to analyze the operating cost through the laser power, cutting speed, air pressure, focal point position and material thickness. Since the laser operating cost is a complex, non-linear task, soft computing optimization algorithms can be used. Intelligent soft computing scheme support vector regression (SVR) was implemented. The performance of the proposed estimator was confirmed with the simulation results. The SVR results are then compared with artificial neural network and genetic programing. According to the results, a greater improvement in estimation accuracy can be achieved through the SVR compared to other soft computing methodologies. The new optimization methods benefit from the soft computing capabilities of global optimization and multiobjective optimization rather than choosing a starting point by trial and error and combining multiple criteria into a single criterion.

Modern digital flight control system design for VTOL aircraft

NASA Technical Reports Server (NTRS)

Broussard, J. R.; Berry, P. W.; Stengel, R. F.

1979-01-01

Methods for and results from the design and evaluation of a digital flight control system (DFCS) for a CH-47B helicopter are presented. The DFCS employed proportional-integral control logic to provide rapid, precise response to automatic or manual guidance commands while following conventional or spiral-descent approach paths. It contained altitude- and velocity-command modes, and it adapted to varying flight conditions through gain scheduling. Extensive use was made of linear systems analysis techniques. The DFCS was designed, using linear-optimal estimation and control theory, and the effects of gain scheduling are assessed by examination of closed-loop eigenvalues and time responses.

Travel Demand Modeling

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

Southworth, Frank; Garrow, Dr. Laurie

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

Optimal entrainment of circadian clocks in the presence of noise

NASA Astrophysics Data System (ADS)

Monti, Michele; Lubensky, David K.; ten Wolde, Pieter Rein

2018-03-01

Circadian clocks are biochemical oscillators that allow organisms to estimate the time of the day. These oscillators are inherently noisy due to the discrete nature of the reactants and the stochastic character of their interactions. To keep these oscillators in sync with the daily day-night rhythm in the presence of noise, circadian clocks must be coupled to the dark-light cycle. In this paper, we study the entrainment of phase oscillators as a function of the intrinsic noise in the system. Using stochastic simulations, we compute the optimal coupling strength, intrinsic frequency, and shape of the phase-response curve, that maximize the mutual information between the phase of the clock and time. We show that the optimal coupling strength and intrinsic frequency increase with the noise, but that the shape of the phase-response curve varies nonmonotonically with the noise: in the low-noise regime, it features a dead zone that increases in width as the noise increases, while in the high-noise regime, the width decreases with the noise. These results arise from a tradeoff between maximizing stability—noise suppression—and maximizing linearity of the input-output, i.e., time-phase, relation. We also show that three analytic approximations—the linear-noise approximation, the phase-averaging method, and linear-response theory—accurately describe different regimes of the coupling strength and the noise.

Closed-Loop Estimation of Retinal Network Sensitivity by Local Empirical Linearization

PubMed Central

2018-01-01

Abstract Understanding how sensory systems process information depends crucially on identifying which features of the stimulus drive the response of sensory neurons, and which ones leave their response invariant. This task is made difficult by the many nonlinearities that shape sensory processing. Here, we present a novel perturbative approach to understand information processing by sensory neurons, where we linearize their collective response locally in stimulus space. We added small perturbations to reference stimuli and tested if they triggered visible changes in the responses, adapting their amplitude according to the previous responses with closed-loop experiments. We developed a local linear model that accurately predicts the sensitivity of the neural responses to these perturbations. Applying this approach to the rat retina, we estimated the optimal performance of a neural decoder and showed that the nonlinear sensitivity of the retina is consistent with an efficient encoding of stimulus information. Our approach can be used to characterize experimentally the sensitivity of neural systems to external stimuli locally, quantify experimentally the capacity of neural networks to encode sensory information, and relate their activity to behavior. PMID:29379871

Architectures for wrist-worn energy harvesting

NASA Astrophysics Data System (ADS)

Rantz, R.; Halim, M. A.; Xue, T.; Zhang, Q.; Gu, L.; Yang, K.; Roundy, S.

2018-04-01

This paper reports the simulation-based analysis of six dynamical structures with respect to their wrist-worn vibration energy harvesting capability. This work approaches the problem of maximizing energy harvesting potential at the wrist by considering multiple mechanical substructures; rotational and linear motion-based architectures are examined. Mathematical models are developed and experimentally corroborated. An optimization routine is applied to the proposed architectures to maximize average power output and allow for comparison. The addition of a linear spring element to the structures has the potential to improve power output; for example, in the case of rotational structures, a 211% improvement in power output was estimated under real walking excitation. The analysis concludes that a sprung rotational harvester architecture outperforms a sprung linear architecture by 66% when real walking data is used as input to the simulations.

Parameter estimation with bio-inspired meta-heuristic optimization: modeling the dynamics of endocytosis.

PubMed

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.

Parameter estimation with bio-inspired meta-heuristic optimization: modeling the dynamics of endocytosis

PubMed Central

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

Linear regression techniques for use in the EC tracer method of secondary organic aerosol estimation

NASA Astrophysics Data System (ADS)

Saylor, Rick D.; Edgerton, Eric S.; Hartsell, Benjamin E.

A variety of linear regression techniques and simple slope estimators are evaluated for use in the elemental carbon (EC) tracer method of secondary organic carbon (OC) estimation. Linear regression techniques based on ordinary least squares are not suitable for situations where measurement uncertainties exist in both regressed variables. In the past, regression based on the method of Deming [1943. Statistical Adjustment of Data. Wiley, London] has been the preferred choice for EC tracer method parameter estimation. In agreement with Chu [2005. Stable estimate of primary OC/EC ratios in the EC tracer method. Atmospheric Environment 39, 1383-1392], we find that in the limited case where primary non-combustion OC (OC non-comb) is assumed to be zero, the ratio of averages (ROA) approach provides a stable and reliable estimate of the primary OC-EC ratio, (OC/EC) pri. In contrast with Chu [2005. Stable estimate of primary OC/EC ratios in the EC tracer method. Atmospheric Environment 39, 1383-1392], however, we find that the optimal use of Deming regression (and the more general York et al. [2004. Unified equations for the slope, intercept, and standard errors of the best straight line. American Journal of Physics 72, 367-375] regression) provides excellent results as well. For the more typical case where OC non-comb is allowed to obtain a non-zero value, we find that regression based on the method of York is the preferred choice for EC tracer method parameter estimation. In the York regression technique, detailed information on uncertainties in the measurement of OC and EC is used to improve the linear best fit to the given data. If only limited information is available on the relative uncertainties of OC and EC, then Deming regression should be used. On the other hand, use of ROA in the estimation of secondary OC, and thus the assumption of a zero OC non-comb value, generally leads to an overestimation of the contribution of secondary OC to total measured OC.

A Robust Linear Feature-Based Procedure for Automated Registration of Point Clouds

PubMed Central

Poreba, Martyna; Goulette, François

2015-01-01

With the variety of measurement techniques available on the market today, fusing multi-source complementary information into one dataset is a matter of great interest. Target-based, point-based and feature-based methods are some of the approaches used to place data in a common reference frame by estimating its corresponding transformation parameters. This paper proposes a new linear feature-based method to perform accurate registration of point clouds, either in 2D or 3D. A two-step fast algorithm called Robust Line Matching and Registration (RLMR), which combines coarse and fine registration, was developed. The initial estimate is found from a triplet of conjugate line pairs, selected by a RANSAC algorithm. Then, this transformation is refined using an iterative optimization algorithm. Conjugates of linear features are identified with respect to a similarity metric representing a line-to-line distance. The efficiency and robustness to noise of the proposed method are evaluated and discussed. The algorithm is valid and ensures valuable results when pre-aligned point clouds with the same scale are used. The studies show that the matching accuracy is at least 99.5%. The transformation parameters are also estimated correctly. The error in rotation is better than 2.8% full scale, while the translation error is less than 12.7%. PMID:25594589

Decay of the 3D viscous liquid-gas two-phase flow model with damping

NASA Astrophysics Data System (ADS)

Zhang, Yinghui

2016-08-01

We establish the optimal Lp - L2(1 ≤ p < 6/5) time decay rates of the solution to the Cauchy problem for the 3D viscous liquid-gas two-phase flow model with damping and analyse the influences of the damping on the qualitative behaviors of solution. It is observed that the fraction effect of the damping affects the dispersion of fluids and enhances the time decay rate of solution. Our method of proof consists of Hodge decomposition technique, Lp - L2 estimates for the linearized equations, and delicate energy estimates.

Estimation of transformation parameters for microarray data.

PubMed

Durbin, Blythe; Rocke, David M

2003-07-22

Durbin et al. (2002), Huber et al. (2002) and Munson (2001) independently introduced a family of transformations (the generalized-log family) which stabilizes the variance of microarray data up to the first order. We introduce a method for estimating the transformation parameter in tandem with a linear model based on the procedure outlined in Box and Cox (1964). We also discuss means of finding transformations within the generalized-log family which are optimal under other criteria, such as minimum residual skewness and minimum mean-variance dependency. R and Matlab code and test data are available from the authors on request.

Robust neural network with applications to credit portfolio data analysis.

PubMed

Feng, Yijia; Li, Runze; Sudjianto, Agus; Zhang, Yiyun

2010-01-01

In this article, we study nonparametric conditional quantile estimation via neural network structure. We proposed an estimation method that combines quantile regression and neural network (robust neural network, RNN). It provides good smoothing performance in the presence of outliers and can be used to construct prediction bands. A Majorization-Minimization (MM) algorithm was developed for optimization. Monte Carlo simulation study is conducted to assess the performance of RNN. Comparison with other nonparametric regression methods (e.g., local linear regression and regression splines) in real data application demonstrate the advantage of the newly proposed procedure.

Developing a Fundamental Model for an Integrated GPS/INS State Estimation System with Kalman Filtering

NASA Technical Reports Server (NTRS)

Canfield, Stephen

1999-01-01

This work will demonstrate the integration of sensor and system dynamic data and their appropriate models using an optimal filter to create a robust, adaptable, easily reconfigurable state (motion) estimation system. This state estimation system will clearly show the application of fundamental modeling and filtering techniques. These techniques are presented at a general, first principles level, that can easily be adapted to specific applications. An example of such an application is demonstrated through the development of an integrated GPS/INS navigation system. This system acquires both global position data and inertial body data, to provide optimal estimates of current position and attitude states. The optimal states are estimated using a Kalman filter. The state estimation system will include appropriate error models for the measurement hardware. The results of this work will lead to the development of a "black-box" state estimation system that supplies current motion information (position and attitude states) that can be used to carry out guidance and control strategies. This black-box state estimation system is developed independent of the vehicle dynamics and therefore is directly applicable to a variety of vehicles. Issues in system modeling and application of Kalman filtering techniques are investigated and presented. These issues include linearized models of equations of state, models of the measurement sensors, and appropriate application and parameter setting (tuning) of the Kalman filter. The general model and subsequent algorithm is developed in Matlab for numerical testing. The results of this system are demonstrated through application to data from the X-33 Michael's 9A8 mission and are presented in plots and simple animations.

Robust Neighboring Optimal Guidance for the Advanced Launch System

NASA Technical Reports Server (NTRS)

Hull, David G.

1993-01-01

In recent years, optimization has become an engineering tool through the availability of numerous successful nonlinear programming codes. Optimal control problems are converted into parameter optimization (nonlinear programming) problems by assuming the control to be piecewise linear, making the unknowns the nodes or junction points of the linear control segments. Once the optimal piecewise linear control (suboptimal) control is known, a guidance law for operating near the suboptimal path is the neighboring optimal piecewise linear control (neighboring suboptimal control). Research conducted under this grant has been directed toward the investigation of neighboring suboptimal control as a guidance scheme for an advanced launch system.

A Bayesian model averaging method for the derivation of reservoir operating rules

NASA Astrophysics Data System (ADS)

Zhang, Jingwen; Liu, Pan; Wang, Hao; Lei, Xiaohui; Zhou, Yanlai

2015-09-01

Because the intrinsic dynamics among optimal decision making, inflow processes and reservoir characteristics are complex, functional forms of reservoir operating rules are always determined subjectively. As a result, the uncertainty of selecting form and/or model involved in reservoir operating rules must be analyzed and evaluated. In this study, we analyze the uncertainty of reservoir operating rules using the Bayesian model averaging (BMA) model. Three popular operating rules, namely piecewise linear regression, surface fitting and a least-squares support vector machine, are established based on the optimal deterministic reservoir operation. These individual models provide three-member decisions for the BMA combination, enabling the 90% release interval to be estimated by the Markov Chain Monte Carlo simulation. A case study of China's the Baise reservoir shows that: (1) the optimal deterministic reservoir operation, superior to any reservoir operating rules, is used as the samples to derive the rules; (2) the least-squares support vector machine model is more effective than both piecewise linear regression and surface fitting; (3) BMA outperforms any individual model of operating rules based on the optimal trajectories. It is revealed that the proposed model can reduce the uncertainty of operating rules, which is of great potential benefit in evaluating the confidence interval of decisions.

Generalized t-statistic for two-group classification.

PubMed

Komori, Osamu; Eguchi, Shinto; Copas, John B

2015-06-01

In the classic discriminant model of two multivariate normal distributions with equal variance matrices, the linear discriminant function is optimal both in terms of the log likelihood ratio and in terms of maximizing the standardized difference (the t-statistic) between the means of the two distributions. In a typical case-control study, normality may be sensible for the control sample but heterogeneity and uncertainty in diagnosis may suggest that a more flexible model is needed for the cases. We generalize the t-statistic approach by finding the linear function which maximizes a standardized difference but with data from one of the groups (the cases) filtered by a possibly nonlinear function U. We study conditions for consistency of the method and find the function U which is optimal in the sense of asymptotic efficiency. Optimality may also extend to other measures of discriminatory efficiency such as the area under the receiver operating characteristic curve. The optimal function U depends on a scalar probability density function which can be estimated non-parametrically using a standard numerical algorithm. A lasso-like version for variable selection is implemented by adding L1-regularization to the generalized t-statistic. Two microarray data sets in the study of asthma and various cancers are used as motivating examples. © 2014, The International Biometric Society.

Biochemical methane potential prediction of plant biomasses: Comparing chemical composition versus near infrared methods and linear versus non-linear models.

PubMed

Godin, Bruno; Mayer, Frédéric; Agneessens, Richard; Gerin, Patrick; Dardenne, Pierre; Delfosse, Philippe; Delcarte, Jérôme

2015-01-01

The reliability of different models to predict the biochemical methane potential (BMP) of various plant biomasses using a multispecies dataset was compared. The most reliable prediction models of the BMP were those based on the near infrared (NIR) spectrum compared to those based on the chemical composition. The NIR predictions of local (specific regression and non-linear) models were able to estimate quantitatively, rapidly, cheaply and easily the BMP. Such a model could be further used for biomethanation plant management and optimization. The predictions of non-linear models were more reliable compared to those of linear models. The presentation form (green-dried, silage-dried and silage-wet form) of biomasses to the NIR spectrometer did not influence the performances of the NIR prediction models. The accuracy of the BMP method should be improved to enhance further the BMP prediction models. Copyright © 2014 Elsevier Ltd. All rights reserved.

Optimization of Friction Stir Welding Tool Advance Speed via Monte-Carlo Simulation of the Friction Stir Welding Process

PubMed Central

Fraser, Kirk A.; St-Georges, Lyne; Kiss, Laszlo I.

2014-01-01

Recognition of the friction stir welding process is growing in the aeronautical and aero-space industries. To make the process more available to the structural fabrication industry (buildings and bridges), being able to model the process to determine the highest speed of advance possible that will not cause unwanted welding defects is desirable. A numerical solution to the transient two-dimensional heat diffusion equation for the friction stir welding process is presented. A non-linear heat generation term based on an arbitrary piecewise linear model of friction as a function of temperature is used. The solution is used to solve for the temperature distribution in the Al 6061-T6 work pieces. The finite difference solution of the non-linear problem is used to perform a Monte-Carlo simulation (MCS). A polynomial response surface (maximum welding temperature as a function of advancing and rotational speed) is constructed from the MCS results. The response surface is used to determine the optimum tool speed of advance and rotational speed. The exterior penalty method is used to find the highest speed of advance and the associated rotational speed of the tool for the FSW process considered. We show that good agreement with experimental optimization work is possible with this simplified model. Using our approach an optimal weld pitch of 0.52 mm/rev is obtained for 3.18 mm thick AA6061-T6 plate. Our method provides an estimate of the optimal welding parameters in less than 30 min of calculation time. PMID:28788627

Food choices to meet nutrient recommendations for the adult Brazilian population based on the linear programming approach.

PubMed

Dos Santos, Quenia; Sichieri, Rosely; Darmon, Nicole; Maillot, Matthieu; Verly-Junior, Eliseu

2018-06-01

To identify optimal food choices that meet nutritional recommendations to reduce prevalence of inadequate nutrient intakes. Linear programming was used to obtain an optimized diet with sixty-eight foods with the least difference from the observed population mean dietary intake while meeting a set of nutritional goals that included reduction in the prevalence of inadequate nutrient intakes to ≤20 %. Brazil. Participants (men and women, n 25 324) aged 20 years or more from the first National Dietary Survey (NDS) 2008-2009. Feasible solution to the model was not found when all constraints were imposed; infeasible nutrients were Ca, vitamins D and E, Mg, Zn, fibre, linolenic acid, monounsaturated fat and Na. Feasible solution was obtained after relaxing the nutritional constraints for these limiting nutrients by including a deviation variable in the model. Estimated prevalence of nutrient inadequacy was reduced by 60-70 % for most nutrients, and mean saturated and trans-fat decreased in the optimized diet meeting the model constraints. Optimized diet was characterized by increases especially in fruits (+92 g), beans (+64 g), vegetables (+43 g), milk (+12 g), fish and seafood (+15 g) and whole cereals (+14 g), and reductions of sugar-sweetened beverages (-90 g), rice (-63 g), snacks (-14 g), red meat (-13 g) and processed meat (-9·7 g). Linear programming is a unique tool to identify which changes in the current diet can increase nutrient intake and place the population at lower risk of nutrient inadequacy. Reaching nutritional adequacy for all nutrients would require major dietary changes in the Brazilian diet.

Optimization of Friction Stir Welding Tool Advance Speed via Monte-Carlo Simulation of the Friction Stir Welding Process.

PubMed

Fraser, Kirk A; St-Georges, Lyne; Kiss, Laszlo I

2014-04-30

Recognition of the friction stir welding process is growing in the aeronautical and aero-space industries. To make the process more available to the structural fabrication industry (buildings and bridges), being able to model the process to determine the highest speed of advance possible that will not cause unwanted welding defects is desirable. A numerical solution to the transient two-dimensional heat diffusion equation for the friction stir welding process is presented. A non-linear heat generation term based on an arbitrary piecewise linear model of friction as a function of temperature is used. The solution is used to solve for the temperature distribution in the Al 6061-T6 work pieces. The finite difference solution of the non-linear problem is used to perform a Monte-Carlo simulation (MCS). A polynomial response surface (maximum welding temperature as a function of advancing and rotational speed) is constructed from the MCS results. The response surface is used to determine the optimum tool speed of advance and rotational speed. The exterior penalty method is used to find the highest speed of advance and the associated rotational speed of the tool for the FSW process considered. We show that good agreement with experimental optimization work is possible with this simplified model. Using our approach an optimal weld pitch of 0.52 mm/rev is obtained for 3.18 mm thick AA6061-T6 plate. Our method provides an estimate of the optimal welding parameters in less than 30 min of calculation time.

An optimized Kalman filter for the estimate of trunk orientation from inertial sensors data during treadmill walking.

PubMed

Mazzà, Claudia; Donati, Marco; McCamley, John; Picerno, Pietro; Cappozzo, Aurelio

2012-01-01

The aim of this study was the fine tuning of a Kalman filter with the intent to provide optimal estimates of lower trunk orientation in the frontal and sagittal planes during treadmill walking at different speeds using measured linear acceleration and angular velocity components represented in a local system of reference. Data were simultaneously collected using both an inertial measurement unit (IMU) and a stereophotogrammetric system from three healthy subjects walking on a treadmill at natural, slow and fast speeds. These data were used to estimate the parameters of the Kalman filter that minimized the difference between the trunk orientations provided by the filter and those obtained through stereophotogrammetry. The optimized parameters were then used to process the data collected from a further 15 healthy subjects of both genders and different anthropometry performing the same walking tasks with the aim of determining the robustness of the filter set up. The filter proved to be very robust. The root mean square values of the differences between the angles estimated through the IMU and through stereophotogrammetry were lower than 1.0° and the correlation coefficients between the corresponding curves were greater than 0.91. The proposed filter design can be used to reliably estimate trunk lateral and frontal bending during walking from inertial sensor data. Further studies are needed to determine the filter parameters that are most suitable for other motor tasks. Copyright © 2011. Published by Elsevier B.V.

An approximation theory for nonlinear partial differential equations with applications to identification and control

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

How to Detect the Location and Time of a Covert Chemical Attack: A Bayesian Approach

DTIC Science & Technology

2009-12-01

Inverse Problems, Design and Optimization Symposium 2004. Rio de Janeiro , Brazil. Chan, R., and Yee, E. (1997). A simple model for the probability...sensor interpretation applications and has been successfully applied, for example, to estimate the source strength of pollutant releases in multi...coagulation, and second-order pollutant diffusion in sorption- desorption, are not linear. Furthermore, wide uncertainty bounds exist for several of

A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization

PubMed Central

Li, Zukui; Ding, Ran; Floudas, Christodoulos A.

2011-01-01

Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (i.e., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed. For uncertainty in the left hand side, right hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainty sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. PMID:21935263

Non-linear auto-regressive models for cross-frequency coupling in neural time series

PubMed Central

Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

2017-01-01

We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

Using spatial information about recurrence risk for robust optimization of dose-painting prescription functions

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

Bender, Edward T.

Purpose: To develop a robust method for deriving dose-painting prescription functions using spatial information about the risk for disease recurrence. Methods: Spatial distributions of radiobiological model parameters are derived from distributions of recurrence risk after uniform irradiation. These model parameters are then used to derive optimal dose-painting prescription functions given a constant mean biologically effective dose. Results: An estimate for the optimal dose distribution can be derived based on spatial information about recurrence risk. Dose painting based on imaging markers that are moderately or poorly correlated with recurrence risk are predicted to potentially result in inferior disease control when comparedmore » the same mean biologically effective dose delivered uniformly. A robust optimization approach may partially mitigate this issue. Conclusions: The methods described here can be used to derive an estimate for a robust, patient-specific prescription function for use in dose painting. Two approximate scaling relationships were observed: First, the optimal choice for the maximum dose differential when using either a linear or two-compartment prescription function is proportional to R, where R is the Pearson correlation coefficient between a given imaging marker and recurrence risk after uniform irradiation. Second, the predicted maximum possible gain in tumor control probability for any robust optimization technique is nearly proportional to the square of R.« less

A new software for deformation source optimization, the Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, H.; Dutta, R.; Jonsson, S.; Mai, P. M.

2017-12-01

Modern studies of crustal deformation and the related source estimation, including magmatic and tectonic sources, increasingly use non-linear optimization strategies to estimate geometric and/or kinematic source parameters and often consider both jointly, geodetic and seismic data. Bayesian inference is increasingly being used for estimating posterior distributions of deformation source model parameters, given measured/estimated/assumed data and model uncertainties. For instance, some studies consider uncertainties of a layered medium and propagate these into source parameter uncertainties, while others use informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed to efficiently explore the high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational burden of these methods is high and estimation codes are rarely made available along with the published results. Even if the codes are accessible, it is usually challenging to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in deformation source estimations, we undertook the effort of developing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package builds on the pyrocko seismological toolbox (www.pyrocko.org), and uses the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat), and we encourage and solicit contributions to the project. Here, we present our strategy for developing BEAT and show application examples; especially the effect of including the model prediction uncertainty of the velocity model in following source optimizations: full moment tensor, Mogi source, moderate strike-slip earth-quake.

Cyber-Physical Attacks With Control Objectives

DOE PAGES

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

2017-08-18

This study studies attackers with control objectives against cyber-physical systems (CPSs). The goal of the attacker is to counteract the CPS's controller and move the system to a target state while evading detection. We formulate a cost function that reflects the attacker's goals, and, using dynamic programming, we show that the optimal attack strategy reduces to a linear feedback of the attacker's state estimate. By changing the parameters of the cost function, we show how an attacker can design optimal attacks to balance the control objective and the detection avoidance objective. In conclusion, we provide a numerical illustration based onmore » a remotely controlled helicopter under attack.« less

Cyber-Physical Attacks With Control Objectives

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

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

This study studies attackers with control objectives against cyber-physical systems (CPSs). The goal of the attacker is to counteract the CPS's controller and move the system to a target state while evading detection. We formulate a cost function that reflects the attacker's goals, and, using dynamic programming, we show that the optimal attack strategy reduces to a linear feedback of the attacker's state estimate. By changing the parameters of the cost function, we show how an attacker can design optimal attacks to balance the control objective and the detection avoidance objective. In conclusion, we provide a numerical illustration based onmore » a remotely controlled helicopter under attack.« less

Nonlinear model predictive control for chemical looping process

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

Joshi, Abhinaya; Lei, Hao; Lou, Xinsheng

A control system for optimizing a chemical looping ("CL") plant includes a reduced order mathematical model ("ROM") that is designed by eliminating mathematical terms that have minimal effect on the outcome. A non-linear optimizer provides various inputs to the ROM and monitors the outputs to determine the optimum inputs that are then provided to the CL plant. An estimator estimates the values of various internal state variables of the CL plant. The system has one structure adapted to control a CL plant that only provides pressure measurements in the CL loops A and B, a second structure adapted to amore » CL plant that provides pressure measurements and solid levels in both loops A, and B, and a third structure adapted to control a CL plant that provides full information on internal state variables. A final structure provides a neural network NMPC controller to control operation of loops A and B.« less

Time vs. Money: A Quantitative Evaluation of Monitoring Frequency vs. Monitoring Duration.

PubMed

McHugh, Thomas E; Kulkarni, Poonam R; Newell, Charles J

2016-09-01

The National Research Council has estimated that over 126,000 contaminated groundwater sites are unlikely to achieve low ug/L clean-up goals in the foreseeable future. At these sites, cost-effective, long-term monitoring schemes are needed in order to understand the long-term changes in contaminant concentrations. Current monitoring optimization schemes rely on site-specific evaluations to optimize groundwater monitoring frequency. However, when using linear regression to estimate the long-term zero-order or first-order contaminant attenuation rate, the effect of monitoring frequency and monitoring duration on the accuracy and confidence for the estimated attenuation rate is not site-specific. For a fixed number of monitoring events, doubling the time between monitoring events (e.g., changing from quarterly monitoring to semi-annual monitoring) will double the accuracy of estimated attenuation rate. For a fixed monitoring frequency (e.g., semi-annual monitoring), increasing the number of monitoring events by 60% will double the accuracy of the estimated attenuation rate. Combining these two factors, doubling the time between monitoring events (e.g., quarterly monitoring to semi-annual monitoring) while decreasing the total number of monitoring events by 38% will result in no change in the accuracy of the estimated attenuation rate. However, the time required to collect this dataset will increase by 25%. Understanding that the trade-off between monitoring frequency and monitoring duration is not site-specific should simplify the process of optimizing groundwater monitoring frequency at contaminated groundwater sites. © 2016 The Authors. Groundwater published by Wiley Periodicals, Inc. on behalf of National Ground Water Association.

Inter-Annual Variability of Burned Area in Brazil Based on a Synergistic use of Information Derived from MODIS and Landsat-TM

NASA Astrophysics Data System (ADS)

Libonati, R.; Dacamara, C. C.; Setzer, A. W.; Morelli, F.

2014-12-01

A procedure is presented that allows using information from the MODerate resolution Imaging Spectroradiometer (MODIS) sensor to improve the quality of monthly burned area estimates over Brazil. The method integrates MODIS derived information from two sources; the NASA MCD64A1 Direct Broadcast Monthly Burned Area Product and INPE's Monthly Burned Area MODIS product (AQM-MODIS). The latter product relies on an algorithm that was specifically designed for ecosystems in Brazil, taking advantage of the ability of MIR reflectances to discriminate burned areas. Information from both MODIS products is incorporated by means of a linear regression model where an optimal estimate of the burned area is obtained as a linear combination of burned area estimates from MCD64A1 and AQM-MODIS. The linear regression model is calibrated using as optimal estimates values of burned area derived from Landsat TM during 2005 and 2006 over Jalapão, a region of Cerrado covering an area of 187 x 187 km2. Obtained values of coefficients for MCD64A1 and AQM-MODIS were 0.51 and 0.35, respectively and the root mean square error was 7.6 km2. Robustness of the model was checked by calibrating the model separately for 2005 and 2006 and cross-validating with 2006 and 2005; coefficients for 2005 (2006) were 0.46 (0.54) for MCD64A1 and 0.35 (0.35) for AQM-MODIS and the corresponding root mean square errors for 2006 (2005) were 7.8 (7.4) km2. The linear model was then applied to Brazil as well as to the six Brazilian main biomes, namely Cerrado, Amazônia, Caatinga, Pantanal, Mata Atlântica and Pampa. As to be expected the interannual variability based on the proposed synergistic use of MCD64A1, AQM-MODIS and Landsat Tm data for the period 2005-2010 presents marked differences with the corresponding amounts derived from MCD64A1 alone. For instance during the considered period, values (in 103 km2) from the proposed approach (from MCD64A1) are 399 (142), 232 (62), 559 (259), 274 (73), 219 (31) and 415 (251). Values obtained with the proposed approach may be viewed as an improved alternative to the currently available products over Brazil.

Estimation of median growth curves for children up two years old based on biresponse local linear estimator

NASA Astrophysics Data System (ADS)

Chamidah, Nur; Rifada, Marisa

2016-03-01

There is significant of the coeficient correlation between weight and height of the children. Therefore, the simultaneous model estimation is better than partial single response approach. In this study we investigate the pattern of sex difference in growth curve of children from birth up to two years of age in Surabaya, Indonesia based on biresponse model. The data was collected in a longitudinal representative sample of the Surabaya population of healthy children that consists of two response variables i.e. weight (kg) and height (cm). While a predictor variable is age (month). Based on generalized cross validation criterion, the modeling result based on biresponse model by using local linear estimator for boy and girl growth curve gives optimal bandwidth i.e 1.41 and 1.56 and the determination coefficient (R2) i.e. 99.99% and 99.98%,.respectively. Both boy and girl curves satisfy the goodness of fit criterion i.e..the determination coefficient tends to one. Also, there is difference pattern of growth curve between boy and girl. The boy median growth curves is higher than those of girl curve.

Bayesian Inference for Generalized Linear Models for Spiking Neurons

PubMed Central

Gerwinn, Sebastian; Macke, Jakob H.; Bethge, Matthias

2010-01-01

Generalized Linear Models (GLMs) are commonly used statistical methods for modelling the relationship between neural population activity and presented stimuli. When the dimension of the parameter space is large, strong regularization has to be used in order to fit GLMs to datasets of realistic size without overfitting. By imposing properly chosen priors over parameters, Bayesian inference provides an effective and principled approach for achieving regularization. Here we show how the posterior distribution over model parameters of GLMs can be approximated by a Gaussian using the Expectation Propagation algorithm. In this way, we obtain an estimate of the posterior mean and posterior covariance, allowing us to calculate Bayesian confidence intervals that characterize the uncertainty about the optimal solution. From the posterior we also obtain a different point estimate, namely the posterior mean as opposed to the commonly used maximum a posteriori estimate. We systematically compare the different inference techniques on simulated as well as on multi-electrode recordings of retinal ganglion cells, and explore the effects of the chosen prior and the performance measure used. We find that good performance can be achieved by choosing an Laplace prior together with the posterior mean estimate. PMID:20577627

Quadratic semiparametric Von Mises calculus

PubMed Central

Robins, James; Li, Lingling; Tchetgen, Eric

2009-01-01

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

A partially penalty immersed Crouzeix-Raviart finite element method for interface problems.

PubMed

An, Na; Yu, Xijun; Chen, Huanzhen; Huang, Chaobao; Liu, Zhongyan

2017-01-01

The elliptic equations with discontinuous coefficients are often used to describe the problems of the multiple materials or fluids with different densities or conductivities or diffusivities. In this paper we develop a partially penalty immersed finite element (PIFE) method on triangular grids for anisotropic flow models, in which the diffusion coefficient is a piecewise definite-positive matrix. The standard linear Crouzeix-Raviart type finite element space is used on non-interface elements and the piecewise linear Crouzeix-Raviart type immersed finite element (IFE) space is constructed on interface elements. The piecewise linear functions satisfying the interface jump conditions are uniquely determined by the integral averages on the edges as degrees of freedom. The PIFE scheme is given based on the symmetric, nonsymmetric or incomplete interior penalty discontinuous Galerkin formulation. The solvability of the method is proved and the optimal error estimates in the energy norm are obtained. Numerical experiments are presented to confirm our theoretical analysis and show that the newly developed PIFE method has optimal-order convergence in the [Formula: see text] norm as well. In addition, numerical examples also indicate that this method is valid for both the isotropic and the anisotropic elliptic interface problems.

Fractional Gaussian model in global optimization

NASA Astrophysics Data System (ADS)

Dimri, V. P.; Srivastava, R. P.

2009-12-01

Earth system is inherently non-linear and it can be characterized well if we incorporate no-linearity in the formulation and solution of the problem. General tool often used for characterization of the earth system is inversion. Traditionally inverse problems are solved using least-square based inversion by linearizing the formulation. The initial model in such inversion schemes is often assumed to follow posterior Gaussian probability distribution. It is now well established that most of the physical properties of the earth follow power law (fractal distribution). Thus, the selection of initial model based on power law probability distribution will provide more realistic solution. We present a new method which can draw samples of posterior probability density function very efficiently using fractal based statistics. The application of the method has been demonstrated to invert band limited seismic data with well control. We used fractal based probability density function which uses mean, variance and Hurst coefficient of the model space to draw initial model. Further this initial model is used in global optimization inversion scheme. Inversion results using initial models generated by our method gives high resolution estimates of the model parameters than the hitherto used gradient based liner inversion method.

Towards Real-Time Maneuver Detection: Automatic State and Dynamics Estimation with the Adaptive Optimal Control Based Estimator

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.

On Several Fundamental Problems of Optimization, Estimation, and Scheduling in Wireless Communications

NASA Astrophysics Data System (ADS)

Gao, Qian

For both the conventional radio frequency and the comparably recent optical wireless communication systems, extensive effort from the academia had been made in improving the network spectrum efficiency and/or reducing the error rate. To achieve these goals, many fundamental challenges such as power efficient constellation design, nonlinear distortion mitigation, channel training design, network scheduling and etc. need to be properly addressed. In this dissertation, novel schemes are proposed accordingly to deal with specific problems falling in category of these challenges. Rigorous proofs and analyses are provided for each of our work to make a fair comparison with the corresponding peer works to clearly demonstrate the advantages. The first part of this dissertation considers a multi-carrier optical wireless system employing intensity modulation (IM) and direct detection (DD). A block-wise constellation design is presented, which treats the DC-bias that conventionally used solely for biasing purpose as an information basis. Our scheme, we term it MSM-JDCM, takes advantage of the compactness of sphere packing in a higher dimensional space, and in turn power efficient constellations are obtained by solving an advanced convex optimization problem. Besides the significant power gains, the MSM-JDCM has many other merits such as being capable of mitigating nonlinear distortion by including a peak-to-power ratio (PAPR) constraint, minimizing inter-symbol-interference (ISI) caused by frequency-selective fading with a novel precoder designed and embedded, and further reducing the bit-error-rate (BER) by combining with an optimized labeling scheme. The second part addresses several optimization problems in a multi-color visible light communication system, including power efficient constellation design, joint pre-equalizer and constellation design, and modeling of different structured channels with cross-talks. Our novel constellation design scheme, termed CSK-Advanced, is compared with the conventional decoupled system with the same spectrum efficiency to demonstrate the power efficiency. Crucial lighting requirements are included as optimization constraints. To control non-linear distortion, the optical peak-to-average-power ratio (PAPR) of LEDs can be individually constrained. With a SVD-based pre-equalizer designed and employed, our scheme can achieve lower BER than counterparts applying zero-forcing (ZF) or linear minimum-mean-squared-error (LMMSE) based post-equalizers. Besides, a binary switching algorithm (BSA) is applied to improve BER performance. The third part looks into a problem of two-phase channel estimation in a relayed wireless network. The channel estimates in every phase are obtained by the linear minimum mean squared error (LMMSE) method. Inaccurate estimate of the relay to destination (RtD) channel in phase 1 could affect estimate of the source to relay (StR) channel in phase 2, which is made erroneous. We first derive a close-form expression for the averaged Bayesian mean-square estimation error (ABMSE) for both phase estimates in terms of the length of source and relay training slots, based on which an iterative searching algorithm is then proposed that optimally allocates training slots to the two phases such that estimation errors are balanced. Analysis shows how the ABMSE of the StD channel estimation varies with the lengths of relay training and source training slots, the relay amplification gain, and the channel prior information respectively. The last part deals with a transmission scheduling problem in a uplink multiple-input-multiple-output (MIMO) wireless network. Code division multiple access (CDMA) is assumed as a multiple access scheme and pseudo-random codes are employed for different users. We consider a heavy traffic scenario, in which each user always has packets to transmit in the scheduled time slots. If the relay is scheduled for transmission together with users, then it operates in a full-duplex mode, where the packets previously collected from users are transmitted to the destination while new packets are being collected from users. A novel expression of throughput is first derived and then used to develop a scheduling algorithm to maximize the throughput. Our full-duplex scheduling is compared with a half-duplex scheduling, random access, and time division multiple access (TDMA), and simulation results illustrate its superiority. Throughput gains due to employment of both MIMO and CDMA are observed.

Estimating effects of limiting factors with regression quantiles

USGS Publications Warehouse

Cade, B.S.; Terrell, J.W.; Schroeder, R.L.

1999-01-01

In a recent Concepts paper in Ecology, Thomson et al. emphasized that assumptions of conventional correlation and regression analyses fundamentally conflict with the ecological concept of limiting factors, and they called for new statistical procedures to address this problem. The analytical issue is that unmeasured factors may be the active limiting constraint and may induce a pattern of unequal variation in the biological response variable through an interaction with the measured factors. Consequently, changes near the maxima, rather than at the center of response distributions, are better estimates of the effects expected when the observed factor is the active limiting constraint. Regression quantiles provide estimates for linear models fit to any part of a response distribution, including near the upper bounds, and require minimal assumptions about the form of the error distribution. Regression quantiles extend the concept of one-sample quantiles to the linear model by solving an optimization problem of minimizing an asymmetric function of absolute errors. Rank-score tests for regression quantiles provide tests of hypotheses and confidence intervals for parameters in linear models with heteroscedastic errors, conditions likely to occur in models of limiting ecological relations. We used selected regression quantiles (e.g., 5th, 10th, ..., 95th) and confidence intervals to test hypotheses that parameters equal zero for estimated changes in average annual acorn biomass due to forest canopy cover of oak (Quercus spp.) and oak species diversity. Regression quantiles also were used to estimate changes in glacier lily (Erythronium grandiflorum) seedling numbers as a function of lily flower numbers, rockiness, and pocket gopher (Thomomys talpoides fossor) activity, data that motivated the query by Thomson et al. for new statistical procedures. Both example applications showed that effects of limiting factors estimated by changes in some upper regression quantile (e.g., 90-95th) were greater than if effects were estimated by changes in the means from standard linear model procedures. Estimating a range of regression quantiles (e.g., 5-95th) provides a comprehensive description of biological response patterns for exploratory and inferential analyses in observational studies of limiting factors, especially when sampling large spatial and temporal scales.

Dynamic imaging model and parameter optimization for a star tracker.

PubMed

Yan, Jinyun; Jiang, Jie; Zhang, Guangjun

2016-03-21

Under dynamic conditions, star spots move across the image plane of a star tracker and form a smeared star image. This smearing effect increases errors in star position estimation and degrades attitude accuracy. First, an analytical energy distribution model of a smeared star spot is established based on a line segment spread function because the dynamic imaging process of a star tracker is equivalent to the static imaging process of linear light sources. The proposed model, which has a clear physical meaning, explicitly reflects the key parameters of the imaging process, including incident flux, exposure time, velocity of a star spot in an image plane, and Gaussian radius. Furthermore, an analytical expression of the centroiding error of the smeared star spot is derived using the proposed model. An accurate and comprehensive evaluation of centroiding accuracy is obtained based on the expression. Moreover, analytical solutions of the optimal parameters are derived to achieve the best performance in centroid estimation. Finally, we perform numerical simulations and a night sky experiment to validate the correctness of the dynamic imaging model, the centroiding error expression, and the optimal parameters.

Application of iterative robust model-based optimal experimental design for the calibration of biocatalytic models.

PubMed

Van Daele, Timothy; Gernaey, Krist V; Ringborg, Rolf H; Börner, Tim; Heintz, Søren; Van Hauwermeiren, Daan; Grey, Carl; Krühne, Ulrich; Adlercreutz, Patrick; Nopens, Ingmar

2017-09-01

The aim of model calibration is to estimate unique parameter values from available experimental data, here applied to a biocatalytic process. The traditional approach of first gathering data followed by performing a model calibration is inefficient, since the information gathered during experimentation is not actively used to optimize the experimental design. By applying an iterative robust model-based optimal experimental design, the limited amount of data collected is used to design additional informative experiments. The algorithm is used here to calibrate the initial reaction rate of an ω-transaminase catalyzed reaction in a more accurate way. The parameter confidence region estimated from the Fisher Information Matrix is compared with the likelihood confidence region, which is not only more accurate but also a computationally more expensive method. As a result, an important deviation between both approaches is found, confirming that linearization methods should be applied with care for nonlinear models. © 2017 American Institute of Chemical Engineers Biotechnol. Prog., 33:1278-1293, 2017. © 2017 American Institute of Chemical Engineers.

Superstructure-based Design and Optimization of Batch Biodiesel Production Using Heterogeneous Catalysts

NASA Astrophysics Data System (ADS)

Nuh, M. Z.; Nasir, N. F.

2017-08-01

Biodiesel as a fuel comprised of mono alkyl esters of long chain fatty acids derived from renewable lipid feedstock, such as vegetable oil and animal fat. Biodiesel production is complex process which need systematic design and optimization. However, no case study using the process system engineering (PSE) elements which are superstructure optimization of batch process, it involves complex problems and uses mixed-integer nonlinear programming (MINLP). The PSE offers a solution to complex engineering system by enabling the use of viable tools and techniques to better manage and comprehend the complexity of the system. This study is aimed to apply the PSE tools for the simulation of biodiesel process and optimization and to develop mathematical models for component of the plant for case A, B, C by using published kinetic data. Secondly, to determine economic analysis for biodiesel production, focusing on heterogeneous catalyst. Finally, the objective of this study is to develop the superstructure for biodiesel production by using heterogeneous catalyst. The mathematical models are developed by the superstructure and solving the resulting mixed integer non-linear model and estimation economic analysis by using MATLAB software. The results of the optimization process with the objective function of minimizing the annual production cost by batch process from case C is 23.2587 million USD. Overall, the implementation a study of process system engineering (PSE) has optimized the process of modelling, design and cost estimation. By optimizing the process, it results in solving the complex production and processing of biodiesel by batch.

Improving stability margins in discrete-time LQG controllers

NASA Technical Reports Server (NTRS)

Oranc, B. Tarik; Phillips, Charles L.

1987-01-01

Some of the problems are discussed which are encountered in the design of discrete-time stochastic controllers for problems that may adequately be described by the Linear Quadratic Gaussian (LQG) assumptions; namely, the problems of obtaining acceptable relative stability, robustness, and disturbance rejection properties. A dynamic compensator is proposed to replace the optimal full state feedback regulator gains at steady state, provided that all states are measurable. The compensator increases the stability margins at the plant input, which may possibly be inadequate in practical applications. Though the optimal regulator has desirable properties the observer based controller as implemented with a Kalman filter, in a noisy environment, has inadequate stability margins. The proposed compensator is designed to match the return difference matrix at the plant input to that of the optimal regulator while maintaining the optimality of the state estimates as directed by the measurement noise characteristics.

The Efficiency of Split Panel Designs in an Analysis of Variance Model

PubMed Central

Wang, Wei-Guo; Liu, Hai-Jun

2016-01-01

We consider split panel design efficiency in analysis of variance models, that is, the determination of the cross-sections series optimal proportion in all samples, to minimize parametric best linear unbiased estimators of linear combination variances. An orthogonal matrix is constructed to obtain manageable expression of variances. On this basis, we derive a theorem for analyzing split panel design efficiency irrespective of interest and budget parameters. Additionally, relative estimator efficiency based on the split panel to an estimator based on a pure panel or a pure cross-section is present. The analysis shows that the gains from split panel can be quite substantial. We further consider the efficiency of split panel design, given a budget, and transform it to a constrained nonlinear integer programming. Specifically, an efficient algorithm is designed to solve the constrained nonlinear integer programming. Moreover, we combine one at time designs and factorial designs to illustrate the algorithm’s efficiency with an empirical example concerning monthly consumer expenditure on food in 1985, in the Netherlands, and the efficient ranges of the algorithm parameters are given to ensure a good solution. PMID:27163447

Travel Time Estimation Using Freeway Point Detector Data Based on Evolving Fuzzy Neural Inference System.

PubMed

Tang, Jinjun; Zou, Yajie; Ash, John; Zhang, Shen; Liu, Fang; Wang, Yinhai

2016-01-01

Travel time is an important measurement used to evaluate the extent of congestion within road networks. This paper presents a new method to estimate the travel time based on an evolving fuzzy neural inference system. The input variables in the system are traffic flow data (volume, occupancy, and speed) collected from loop detectors located at points both upstream and downstream of a given link, and the output variable is the link travel time. A first order Takagi-Sugeno fuzzy rule set is used to complete the inference. For training the evolving fuzzy neural network (EFNN), two learning processes are proposed: (1) a K-means method is employed to partition input samples into different clusters, and a Gaussian fuzzy membership function is designed for each cluster to measure the membership degree of samples to the cluster centers. As the number of input samples increases, the cluster centers are modified and membership functions are also updated; (2) a weighted recursive least squares estimator is used to optimize the parameters of the linear functions in the Takagi-Sugeno type fuzzy rules. Testing datasets consisting of actual and simulated data are used to test the proposed method. Three common criteria including mean absolute error (MAE), root mean square error (RMSE), and mean absolute relative error (MARE) are utilized to evaluate the estimation performance. Estimation results demonstrate the accuracy and effectiveness of the EFNN method through comparison with existing methods including: multiple linear regression (MLR), instantaneous model (IM), linear model (LM), neural network (NN), and cumulative plots (CP).

Travel Time Estimation Using Freeway Point Detector Data Based on Evolving Fuzzy Neural Inference System

PubMed Central

Tang, Jinjun; Zou, Yajie; Ash, John; Zhang, Shen; Liu, Fang; Wang, Yinhai

2016-01-01

Travel time is an important measurement used to evaluate the extent of congestion within road networks. This paper presents a new method to estimate the travel time based on an evolving fuzzy neural inference system. The input variables in the system are traffic flow data (volume, occupancy, and speed) collected from loop detectors located at points both upstream and downstream of a given link, and the output variable is the link travel time. A first order Takagi-Sugeno fuzzy rule set is used to complete the inference. For training the evolving fuzzy neural network (EFNN), two learning processes are proposed: (1) a K-means method is employed to partition input samples into different clusters, and a Gaussian fuzzy membership function is designed for each cluster to measure the membership degree of samples to the cluster centers. As the number of input samples increases, the cluster centers are modified and membership functions are also updated; (2) a weighted recursive least squares estimator is used to optimize the parameters of the linear functions in the Takagi-Sugeno type fuzzy rules. Testing datasets consisting of actual and simulated data are used to test the proposed method. Three common criteria including mean absolute error (MAE), root mean square error (RMSE), and mean absolute relative error (MARE) are utilized to evaluate the estimation performance. Estimation results demonstrate the accuracy and effectiveness of the EFNN method through comparison with existing methods including: multiple linear regression (MLR), instantaneous model (IM), linear model (LM), neural network (NN), and cumulative plots (CP). PMID:26829639

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

PubMed

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

2018-05-01

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

Order-constrained linear optimization.

PubMed

Tidwell, Joe W; Dougherty, Michael R; Chrabaszcz, Jeffrey S; Thomas, Rick P

2017-11-01

Despite the fact that data and theories in the social, behavioural, and health sciences are often represented on an ordinal scale, there has been relatively little emphasis on modelling ordinal properties. The most common analytic framework used in psychological science is the general linear model, whose variants include ANOVA, MANOVA, and ordinary linear regression. While these methods are designed to provide the best fit to the metric properties of the data, they are not designed to maximally model ordinal properties. In this paper, we develop an order-constrained linear least-squares (OCLO) optimization algorithm that maximizes the linear least-squares fit to the data conditional on maximizing the ordinal fit based on Kendall's τ. The algorithm builds on the maximum rank correlation estimator (Han, 1987, Journal of Econometrics, 35, 303) and the general monotone model (Dougherty & Thomas, 2012, Psychological Review, 119, 321). Analyses of simulated data indicate that when modelling data that adhere to the assumptions of ordinary least squares, OCLO shows minimal bias, little increase in variance, and almost no loss in out-of-sample predictive accuracy. In contrast, under conditions in which data include a small number of extreme scores (fat-tailed distributions), OCLO shows less bias and variance, and substantially better out-of-sample predictive accuracy, even when the outliers are removed. We show that the advantages of OCLO over ordinary least squares in predicting new observations hold across a variety of scenarios in which researchers must decide to retain or eliminate extreme scores when fitting data. © 2017 The British Psychological Society.

MODOPTIM: A general optimization program for ground-water flow model calibration and ground-water management with MODFLOW

USGS Publications Warehouse

Halford, Keith J.

2006-01-01

MODOPTIM is a non-linear ground-water model calibration and management tool that simulates flow with MODFLOW-96 as a subroutine. A weighted sum-of-squares objective function defines optimal solutions for calibration and management problems. Water levels, discharges, water quality, subsidence, and pumping-lift costs are the five direct observation types that can be compared in MODOPTIM. Differences between direct observations of the same type can be compared to fit temporal changes and spatial gradients. Water levels in pumping wells, wellbore storage in the observation wells, and rotational translation of observation wells also can be compared. Negative and positive residuals can be weighted unequally so inequality constraints such as maximum chloride concentrations or minimum water levels can be incorporated in the objective function. Optimization parameters are defined with zones and parameter-weight matrices. Parameter change is estimated iteratively with a quasi-Newton algorithm and is constrained to a user-defined maximum parameter change per iteration. Parameters that are less sensitive than a user-defined threshold are not estimated. MODOPTIM facilitates testing more conceptual models by expediting calibration of each conceptual model. Examples of applying MODOPTIM to aquifer-test analysis, ground-water management, and parameter estimation problems are presented.

Efficient, nonlinear phase estimation with the nonmodulated pyramid wavefront sensor

NASA Astrophysics Data System (ADS)

Frazin, Richard A.

2018-04-01

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

A non-linear data mining parameter selection algorithm for continuous variables

PubMed Central

Razavi, Marianne; Brady, Sean

2017-01-01

In this article, we propose a new data mining algorithm, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, a preferred selection method should have the potential of adding a supplementary level of regression analysis that would capture complex relationships in the data via mathematical transformation of the predictors and exploration of synergistic effects of combined variables. The method that we present here has the potential to produce an optimal subset of variables, rendering the overall process of model selection more efficient. This algorithm introduces interpretable parameters by transforming the original inputs and also a faithful fit to the data. The core objective of this paper is to introduce a new estimation technique for the classical least square regression framework. This new automatic variable transformation and model selection method could offer an optimal and stable model that minimizes the mean square error and variability, while combining all possible subset selection methodology with the inclusion variable transformations and interactions. Moreover, this method controls multicollinearity, leading to an optimal set of explanatory variables. PMID:29131829

Comparison of statistical models to estimate parasite growth rate in the induced blood stage malaria model.

PubMed

Wockner, Leesa F; Hoffmann, Isabell; O'Rourke, Peter; McCarthy, James S; Marquart, Louise

2017-08-25

The efficacy of vaccines aimed at inhibiting the growth of malaria parasites in the blood can be assessed by comparing the growth rate of parasitaemia in the blood of subjects treated with a test vaccine compared to controls. In studies using induced blood stage malaria (IBSM), a type of controlled human malaria infection, parasite growth rate has been measured using models with the intercept on the y-axis fixed to the inoculum size. A set of statistical models was evaluated to determine an optimal methodology to estimate parasite growth rate in IBSM studies. Parasite growth rates were estimated using data from 40 subjects published in three IBSM studies. Data was fitted using 12 statistical models: log-linear, sine-wave with the period either fixed to 48 h or not fixed; these models were fitted with the intercept either fixed to the inoculum size or not fixed. All models were fitted by individual, and overall by study using a mixed effects model with a random effect for the individual. Log-linear models and sine-wave models, with the period fixed or not fixed, resulted in similar parasite growth rate estimates (within 0.05 log 10 parasites per mL/day). Average parasite growth rate estimates for models fitted by individual with the intercept fixed to the inoculum size were substantially lower by an average of 0.17 log 10 parasites per mL/day (range 0.06-0.24) compared with non-fixed intercept models. Variability of parasite growth rate estimates across the three studies analysed was substantially higher (3.5 times) for fixed-intercept models compared with non-fixed intercept models. The same tendency was observed in models fitted overall by study. Modelling data by individual or overall by study had minimal effect on parasite growth estimates. The analyses presented in this report confirm that fixing the intercept to the inoculum size influences parasite growth estimates. The most appropriate statistical model to estimate the growth rate of blood-stage parasites in IBSM studies appears to be a log-linear model fitted by individual and with the intercept estimated in the log-linear regression. Future studies should use this model to estimate parasite growth rates.

Energy harvesting with stacked dielectric elastomer transducers: Nonlinear theory, optimization, and linearized scaling law

NASA Astrophysics Data System (ADS)

Tutcuoglu, A.; Majidi, C.

2014-12-01

Using principles of damped harmonic oscillation with continuous media, we examine electrostatic energy harvesting with a "soft-matter" array of dielectric elastomer (DE) transducers. The array is composed of infinitely thin and deformable electrodes separated by layers of insulating elastomer. During vibration, it deforms longitudinally, resulting in a change in the capacitance and electrical enthalpy of the charged electrodes. Depending on the phase of electrostatic loading, the DE array can function as either an actuator that amplifies small vibrations or a generator that converts these external excitations into electrical power. Both cases are addressed with a comprehensive theory that accounts for the influence of viscoelasticity, dielectric breakdown, and electromechanical coupling induced by Maxwell stress. In the case of a linearized Kelvin-Voigt model of the dielectric, we obtain a closed-form estimate for the electrical power output and a scaling law for DE generator design. For the complete nonlinear model, we obtain the optimal electrostatic voltage input for maximum electrical power output.

Advanced complex trait analysis.

PubMed

Gray, A; Stewart, I; Tenesa, A

2012-12-01

The Genome-wide Complex Trait Analysis (GCTA) software package can quantify the contribution of genetic variation to phenotypic variation for complex traits. However, as those datasets of interest continue to increase in size, GCTA becomes increasingly computationally prohibitive. We present an adapted version, Advanced Complex Trait Analysis (ACTA), demonstrating dramatically improved performance. We restructure the genetic relationship matrix (GRM) estimation phase of the code and introduce the highly optimized parallel Basic Linear Algebra Subprograms (BLAS) library combined with manual parallelization and optimization. We introduce the Linear Algebra PACKage (LAPACK) library into the restricted maximum likelihood (REML) analysis stage. For a test case with 8999 individuals and 279,435 single nucleotide polymorphisms (SNPs), we reduce the total runtime, using a compute node with two multi-core Intel Nehalem CPUs, from ∼17 h to ∼11 min. The source code is fully available under the GNU Public License, along with Linux binaries. For more information see http://www.epcc.ed.ac.uk/software-products/acta. a.gray@ed.ac.uk Supplementary data are available at Bioinformatics online.

Gaussian Curvature as an Identifier of Shell Rigidity

NASA Astrophysics Data System (ADS)

Harutyunyan, Davit

2017-11-01

In the paper we deal with shells with non-zero Gaussian curvature. We derive sharp Korn's first (linear geometric rigidity estimate) and second inequalities on that kind of shell for zero or periodic Dirichlet, Neumann, and Robin type boundary conditions. We prove that if the Gaussian curvature is positive, then the optimal constant in the first Korn inequality scales like h, and if the Gaussian curvature is negative, then the Korn constant scales like h 4/3, where h is the thickness of the shell. These results have a classical flavour in continuum mechanics, in particular shell theory. The Korn first inequalities are the linear version of the famous geometric rigidity estimate by Friesecke et al. for plates in Arch Ration Mech Anal 180(2):183-236, 2006 (where they show that the Korn constant in the nonlinear Korn's first inequality scales like h 2), extended to shells with nonzero curvature. We also recover the uniform Korn-Poincaré inequality proven for "boundary-less" shells by Lewicka and Müller in Annales de l'Institute Henri Poincare (C) Non Linear Anal 28(3):443-469, 2011 in the setting of our problem. The new estimates can also be applied to find the scaling law for the critical buckling load of the shell under in-plane loads as well as to derive energy scaling laws in the pre-buckled regime. The exponents 1 and 4/3 in the present work appear for the first time in any sharp geometric rigidity estimate.

Accuracy Estimation and Parameter Advising for Protein Multiple Sequence Alignment

PubMed Central

DeBlasio, Dan

2013-01-01

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

Optimization Research of Generation Investment Based on Linear Programming Model

NASA Astrophysics Data System (ADS)

Wu, Juan; Ge, Xueqian

Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

NASA Technical Reports Server (NTRS)

Litt, Jonathan S.

2007-01-01

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs, such as thrust. The engine's performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends on knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined that accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

NASA Technical Reports Server (NTRS)

Litt, Jonathan S.

2007-01-01

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs, such as thrust. The engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends on knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined that accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least-squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

NASA Technical Reports Server (NTRS)

Litt, Jonathan S.

2005-01-01

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs such as thrust. The engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends upon knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined which accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

Combining measurements to estimate properties and characterization extent of complex biochemical mixtures; applications to Heparan Sulfate

PubMed Central

Pradines, Joël R.; Beccati, Daniela; Lech, Miroslaw; Ozug, Jennifer; Farutin, Victor; Huang, Yongqing; Gunay, Nur Sibel; Capila, Ishan

2016-01-01

Complex mixtures of molecular species, such as glycoproteins and glycosaminoglycans, have important biological and therapeutic functions. Characterization of these mixtures with analytical chemistry measurements is an important step when developing generic drugs such as biosimilars. Recent developments have focused on analytical methods and statistical approaches to test similarity between mixtures. The question of how much uncertainty on mixture composition is reduced by combining several measurements still remains mostly unexplored. Mathematical frameworks to combine measurements, estimate mixture properties, and quantify remaining uncertainty, i.e. a characterization extent, are introduced here. Constrained optimization and mathematical modeling are applied to a set of twenty-three experimental measurements on heparan sulfate, a mixture of linear chains of disaccharides having different levels of sulfation. While this mixture has potentially over two million molecular species, mathematical modeling and the small set of measurements establish the existence of nonhomogeneity of sulfate level along chains and the presence of abundant sulfate repeats. Constrained optimization yields not only estimations of sulfate repeats and sulfate level at each position in the chains but also bounds on these levels, thereby estimating the extent of characterization of the sulfation pattern which is achieved by the set of measurements. PMID:27112127

Combining measurements to estimate properties and characterization extent of complex biochemical mixtures; applications to Heparan Sulfate.

PubMed

Pradines, Joël R; Beccati, Daniela; Lech, Miroslaw; Ozug, Jennifer; Farutin, Victor; Huang, Yongqing; Gunay, Nur Sibel; Capila, Ishan

2016-04-26

Complex mixtures of molecular species, such as glycoproteins and glycosaminoglycans, have important biological and therapeutic functions. Characterization of these mixtures with analytical chemistry measurements is an important step when developing generic drugs such as biosimilars. Recent developments have focused on analytical methods and statistical approaches to test similarity between mixtures. The question of how much uncertainty on mixture composition is reduced by combining several measurements still remains mostly unexplored. Mathematical frameworks to combine measurements, estimate mixture properties, and quantify remaining uncertainty, i.e. a characterization extent, are introduced here. Constrained optimization and mathematical modeling are applied to a set of twenty-three experimental measurements on heparan sulfate, a mixture of linear chains of disaccharides having different levels of sulfation. While this mixture has potentially over two million molecular species, mathematical modeling and the small set of measurements establish the existence of nonhomogeneity of sulfate level along chains and the presence of abundant sulfate repeats. Constrained optimization yields not only estimations of sulfate repeats and sulfate level at each position in the chains but also bounds on these levels, thereby estimating the extent of characterization of the sulfation pattern which is achieved by the set of measurements.

Combining measurements to estimate properties and characterization extent of complex biochemical mixtures; applications to Heparan Sulfate

NASA Astrophysics Data System (ADS)

Pradines, Joël R.; Beccati, Daniela; Lech, Miroslaw; Ozug, Jennifer; Farutin, Victor; Huang, Yongqing; Gunay, Nur Sibel; Capila, Ishan

2016-04-01

Complex mixtures of molecular species, such as glycoproteins and glycosaminoglycans, have important biological and therapeutic functions. Characterization of these mixtures with analytical chemistry measurements is an important step when developing generic drugs such as biosimilars. Recent developments have focused on analytical methods and statistical approaches to test similarity between mixtures. The question of how much uncertainty on mixture composition is reduced by combining several measurements still remains mostly unexplored. Mathematical frameworks to combine measurements, estimate mixture properties, and quantify remaining uncertainty, i.e. a characterization extent, are introduced here. Constrained optimization and mathematical modeling are applied to a set of twenty-three experimental measurements on heparan sulfate, a mixture of linear chains of disaccharides having different levels of sulfation. While this mixture has potentially over two million molecular species, mathematical modeling and the small set of measurements establish the existence of nonhomogeneity of sulfate level along chains and the presence of abundant sulfate repeats. Constrained optimization yields not only estimations of sulfate repeats and sulfate level at each position in the chains but also bounds on these levels, thereby estimating the extent of characterization of the sulfation pattern which is achieved by the set of measurements.

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.

SU-G-BRA-08: Diaphragm Motion Tracking Based On KV CBCT Projections with a Constrained Linear Regression Optimization

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

Wei, J; Chao, M

2016-06-15

Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associatedmore » algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately improving tumor motion management for radiation therapy of cancer patients.« less

Predictive IP controller for robust position control of linear servo system.

PubMed

Lu, Shaowu; Zhou, Fengxing; Ma, Yajie; Tang, Xiaoqi

2016-07-01

Position control is a typical application of linear servo system. In this paper, to reduce the system overshoot, an integral plus proportional (IP) controller is used in the position control implementation. To further improve the control performance, a gain-tuning IP controller based on a generalized predictive control (GPC) law is proposed. Firstly, to represent the dynamics of the position loop, a second-order linear model is used and its model parameters are estimated on-line by using a recursive least squares method. Secondly, based on the GPC law, an optimal control sequence is obtained by using receding horizon, then directly supplies the IP controller with the corresponding control parameters in the real operations. Finally, simulation and experimental results are presented to show the efficiency of proposed scheme. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

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.

Thermal Property Parameter Estimation of TPS Materials

NASA Technical Reports Server (NTRS)

Maddren, Jesse

1998-01-01

Accurate knowledge of the thermophysical properties of TPS (thermal protection system) materials is necessary for pre-flight design and post-flight data analysis. Thermal properties, such as thermal conductivity and the volumetric specific heat, can be estimated from transient temperature measurements using non-linear parameter estimation methods. Property values are derived by minimizing a functional of the differences between measured and calculated temperatures. High temperature thermal response testing of TPS materials is usually done in arc-jet or radiant heating facilities which provide a quasi one-dimensional heating environment. Last year, under the NASA-ASEE-Stanford Fellowship Program, my work focused on developing a radiant heating apparatus. This year, I have worked on increasing the fidelity of the experimental measurements, optimizing the experimental procedures and interpreting the data.

Linear antenna array optimization using flower pollination algorithm.

PubMed

Saxena, Prerna; Kothari, Ashwin

2016-01-01

Flower pollination algorithm (FPA) is a new nature-inspired evolutionary algorithm used to solve multi-objective optimization problems. The aim of this paper is to introduce FPA to the electromagnetics and antenna community for the optimization of linear antenna arrays. FPA is applied for the first time to linear array so as to obtain optimized antenna positions in order to achieve an array pattern with minimum side lobe level along with placement of deep nulls in desired directions. Various design examples are presented that illustrate the use of FPA for linear antenna array optimization, and subsequently the results are validated by benchmarking along with results obtained using other state-of-the-art, nature-inspired evolutionary algorithms such as particle swarm optimization, ant colony optimization and cat swarm optimization. The results suggest that in most cases, FPA outperforms the other evolutionary algorithms and at times it yields a similar performance.

Study on Resources Assessment of Coal Seams covered by Long-Distance Oil & Gas Pipelines

NASA Astrophysics Data System (ADS)

Han, Bing; Fu, Qiang; Pan, Wei; Hou, Hanfang

2018-01-01

The assessment of mineral resources covered by construction projects plays an important role in reducing the overlaying of important mineral resources and ensuring the smooth implementation of construction projects. To take a planned long-distance gas pipeline as an example, the assessment method and principles for coal resources covered by linear projects are introduced. The areas covered by multiple coal seams are determined according to the linear projection method, and the resources covered by pipelines directly and indirectly are estimated by using area segmentation method on the basis of original blocks. The research results can provide references for route optimization of projects and compensation for mining right..

Finite linear diffusion model for design of overcharge protection for rechargeable lithium batteries

NASA Technical Reports Server (NTRS)

Narayanan, S. R.; Surampudi, S.; Attia, A. I.

1991-01-01

The overcharge condition in secondary lithium batteries employing redox additives for overcharge protection has been theoretically analyzed in terms of a finite linear diffusion model. The analysis leads to expressions relating the steady-state overcharge current density and cell voltage to the concentration, diffusion coefficient, standard reduction potential of the redox couple, and interelectrode distance. The model permits the estimation of the maximum permissible overcharge rate for any chosen set of system conditions. The model has been experimentally verified using 1,1-prime-dimethylferrocene as a redox additive. The theoretical results may be exploited in the design and optimization of overcharge protection by the redox additive approach.

Flexible polyurethane foam modelling and identification of viscoelastic parameters for automotive seating applications

NASA Astrophysics Data System (ADS)

Deng, R.; Davies, P.; Bajaj, A. K.

2003-05-01

A hereditary model and a fractional derivative model for the dynamic properties of flexible polyurethane foams used in automotive seat cushions are presented. Non-linear elastic and linear viscoelastic properties are incorporated into these two models. A polynomial function of compression is used to represent the non-linear elastic behavior. The viscoelastic property is modelled by a hereditary integral with a relaxation kernel consisting of two exponential terms in the hereditary model and by a fractional derivative term in the fractional derivative model. The foam is used as the only viscoelastic component in a foam-mass system undergoing uniaxial compression. One-term harmonic balance solutions are developed to approximate the steady state response of the foam-mass system to the harmonic base excitation. System identification procedures based on the direct non-linear optimization and a sub-optimal method are formulated to estimate the material parameters. The effects of the choice of the cost function, frequency resolution of data and imperfections in experiments are discussed. The system identification procedures are also applied to experimental data from a foam-mass system. The performances of the two models for data at different compression and input excitation levels are compared, and modifications to the structure of the fractional derivative model are briefly explored. The role of the viscous damping term in both types of model is discussed.

Modified optimal control pilot model for computer-aided design and analysis

NASA Technical Reports Server (NTRS)

Davidson, John B.; Schmidt, David K.

1992-01-01

This paper presents the theoretical development of a modified optimal control pilot model based upon the optimal control model (OCM) of the human operator developed by Kleinman, Baron, and Levison. This model is input compatible with the OCM and retains other key aspects of the OCM, such as a linear quadratic solution for the pilot gains with inclusion of control rate in the cost function, a Kalman estimator, and the ability to account for attention allocation and perception threshold effects. An algorithm designed for each implementation in current dynamic systems analysis and design software is presented. Example results based upon the analysis of a tracking task using three basic dynamic systems are compared with measured results and with similar analyses performed with the OCM and two previously proposed simplified optimal pilot models. The pilot frequency responses and error statistics obtained with this modified optimal control model are shown to compare more favorably to the measured experimental results than the other previously proposed simplified models evaluated.

Multidimensional indexing structure for use with linear optimization queries

NASA Technical Reports Server (NTRS)

Bergman, Lawrence David (Inventor); Castelli, Vittorio (Inventor); Chang, Yuan-Chi (Inventor); Li, Chung-Sheng (Inventor); Smith, John Richard (Inventor)

2002-01-01

Linear optimization queries, which usually arise in various decision support and resource planning applications, are queries that retrieve top N data records (where N is an integer greater than zero) which satisfy a specific optimization criterion. The optimization criterion is to either maximize or minimize a linear equation. The coefficients of the linear equation are given at query time. Methods and apparatus are disclosed for constructing, maintaining and utilizing a multidimensional indexing structure of database records to improve the execution speed of linear optimization queries. Database records with numerical attributes are organized into a number of layers and each layer represents a geometric structure called convex hull. Such linear optimization queries are processed by searching from the outer-most layer of this multi-layer indexing structure inwards. At least one record per layer will satisfy the query criterion and the number of layers needed to be searched depends on the spatial distribution of records, the query-issued linear coefficients, and N, the number of records to be returned. When N is small compared to the total size of the database, answering the query typically requires searching only a small fraction of all relevant records, resulting in a tremendous speedup as compared to linearly scanning the entire dataset.

Three-dimensional electrical impedance tomography: a topology optimization approach.

PubMed

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.

Multi-factorial analysis of class prediction error: estimating optimal number of biomarkers for various classification rules.

PubMed

Khondoker, Mizanur R; Bachmann, Till T; Mewissen, Muriel; Dickinson, Paul; Dobrzelecki, Bartosz; Campbell, Colin J; Mount, Andrew R; Walton, Anthony J; Crain, Jason; Schulze, Holger; Giraud, Gerard; Ross, Alan J; Ciani, Ilenia; Ember, Stuart W J; Tlili, Chaker; Terry, Jonathan G; Grant, Eilidh; McDonnell, Nicola; Ghazal, Peter

2010-12-01

Machine learning and statistical model based classifiers have increasingly been used with more complex and high dimensional biological data obtained from high-throughput technologies. Understanding the impact of various factors associated with large and complex microarray datasets on the predictive performance of classifiers is computationally intensive, under investigated, yet vital in determining the optimal number of biomarkers for various classification purposes aimed towards improved detection, diagnosis, and therapeutic monitoring of diseases. We investigate the impact of microarray based data characteristics on the predictive performance for various classification rules using simulation studies. Our investigation using Random Forest, Support Vector Machines, Linear Discriminant Analysis and k-Nearest Neighbour shows that the predictive performance of classifiers is strongly influenced by training set size, biological and technical variability, replication, fold change and correlation between biomarkers. Optimal number of biomarkers for a classification problem should therefore be estimated taking account of the impact of all these factors. A database of average generalization errors is built for various combinations of these factors. The database of generalization errors can be used for estimating the optimal number of biomarkers for given levels of predictive accuracy as a function of these factors. Examples show that curves from actual biological data resemble that of simulated data with corresponding levels of data characteristics. An R package optBiomarker implementing the method is freely available for academic use from the Comprehensive R Archive Network (http://www.cran.r-project.org/web/packages/optBiomarker/).

Optimal full motion video registration with rigorous error propagation

NASA Astrophysics Data System (ADS)

Dolloff, John; Hottel, Bryant; Doucette, Peter; Theiss, Henry; Jocher, Glenn

2014-06-01

Optimal full motion video (FMV) registration is a crucial need for the Geospatial community. It is required for subsequent and optimal geopositioning with simultaneous and reliable accuracy prediction. An overall approach being developed for such registration is presented that models relevant error sources in terms of the expected magnitude and correlation of sensor errors. The corresponding estimator is selected based on the level of accuracy of the a priori information of the sensor's trajectory and attitude (pointing) information, in order to best deal with non-linearity effects. Estimator choices include near real-time Kalman Filters and batch Weighted Least Squares. Registration solves for corrections to the sensor a priori information for each frame. It also computes and makes available a posteriori accuracy information, i.e., the expected magnitude and correlation of sensor registration errors. Both the registered sensor data and its a posteriori accuracy information are then made available to "down-stream" Multi-Image Geopositioning (MIG) processes. An object of interest is then measured on the registered frames and a multi-image optimal solution, including reliable predicted solution accuracy, is then performed for the object's 3D coordinates. This paper also describes a robust approach to registration when a priori information of sensor attitude is unavailable. It makes use of structure-from-motion principles, but does not use standard Computer Vision techniques, such as estimation of the Essential Matrix which can be very sensitive to noise. The approach used instead is a novel, robust, direct search-based technique.

Toward endobronchial Ir-192 high-dose-rate brachytherapy therapeutic optimization

NASA Astrophysics Data System (ADS)

Gay, H. A.; Allison, R. R.; Downie, G. H.; Mota, H. C.; Austerlitz, C.; Jenkins, T.; Sibata, C. H.

2007-06-01

A number of patients with lung cancer receive either palliative or curative high-dose-rate (HDR) endobronchial brachytherapy. Up to a third of patients treated with endobronchial HDR die from hemoptysis. Rather than accept hemoptysis as an expected potential consequence of HDR, we have calculated the radial dose distribution for an Ir-192 HDR source, rigorously examined the dose and prescription points recommended by the American Brachytherapy Society (ABS), and performed a radiobiological-based analysis. The radial dose rate of a commercially available Ir-192 source was calculated with a Monte Carlo simulation. Based on the linear quadratic model, the estimated palliative, curative and blood vessel rupture radii from the center of an Ir-192 source were obtained for the ABS recommendations and a series of customized HDR prescriptions. The estimated radius at risk for blood vessel perforation for the ABS recommendations ranges from 7 to 9 mm. An optimized prescription may in some situations reduce this radius to 4 mm. The estimated blood perforation radius is generally smaller than the palliative radius. Optimized and individualized endobronchial HDR prescriptions are currently feasible based on our current understanding of tumor and normal tissue radiobiology. Individualized prescriptions could minimize complications such as fatal hemoptysis without sacrificing efficacy. Fiducial stents, HDR catheter centering or spacers and the use of CT imaging to better assess the relationship between the catheter and blood vessels promise to be useful strategies for increasing the therapeutic index of this treatment modality. Prospective trials employing treatment optimization algorithms are needed.

Robust stochastic optimization for reservoir operation

NASA Astrophysics Data System (ADS)

Pan, Limeng; Housh, Mashor; Liu, Pan; Cai, Ximing; Chen, Xin

2015-01-01

Optimal reservoir operation under uncertainty is a challenging engineering problem. Application of classic stochastic optimization methods to large-scale problems is limited due to computational difficulty. Moreover, classic stochastic methods assume that the estimated distribution function or the sample inflow data accurately represents the true probability distribution, which may be invalid and the performance of the algorithms may be undermined. In this study, we introduce a robust optimization (RO) approach, Iterative Linear Decision Rule (ILDR), so as to provide a tractable approximation for a multiperiod hydropower generation problem. The proposed approach extends the existing LDR method by accommodating nonlinear objective functions. It also provides users with the flexibility of choosing the accuracy of ILDR approximations by assigning a desired number of piecewise linear segments to each uncertainty. The performance of the ILDR is compared with benchmark policies including the sampling stochastic dynamic programming (SSDP) policy derived from historical data. The ILDR solves both the single and multireservoir systems efficiently. The single reservoir case study results show that the RO method is as good as SSDP when implemented on the original historical inflows and it outperforms SSDP policy when tested on generated inflows with the same mean and covariance matrix as those in history. For the multireservoir case study, which considers water supply in addition to power generation, numerical results show that the proposed approach performs as well as in the single reservoir case study in terms of optimal value and distributional robustness.

Near-optimal matrix recovery from random linear measurements.

PubMed

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.

Modeling of thermal storage systems in MILP distributed energy resource models

DOE PAGES

Steen, David; Stadler, Michael; Cardoso, Gonçalo; ...

2014-08-04

Thermal energy storage (TES) and distributed generation technologies, such as combined heat and power (CHP) or photovoltaics (PV), can be used to reduce energy costs and decrease CO 2 emissions from buildings by shifting energy consumption to times with less emissions and/or lower energy prices. To determine the feasibility of investing in TES in combination with other distributed energy resources (DER), mixed integer linear programming (MILP) can be used. Such a MILP model is the well-established Distributed Energy Resources Customer Adoption Model (DER-CAM); however, it currently uses only a simplified TES model to guarantee linearity and short run-times. Loss calculationsmore » are based only on the energy contained in the storage. This paper presents a new DER-CAM TES model that allows improved tracking of losses based on ambient and storage temperatures, and compares results with the previous version. A multi-layer TES model is introduced that retains linearity and avoids creating an endogenous optimization problem. The improved model increases the accuracy of the estimated storage losses and enables use of heat pumps for low temperature storage charging. Ultimately,results indicate that the previous model overestimates the attractiveness of TES investments for cases without possibility to invest in heat pumps and underestimates it for some locations when heat pumps are allowed. Despite a variation in optimal technology selection between the two models, the objective function value stays quite stable, illustrating the complexity of optimal DER sizing problems in buildings and microgrids.« less

Decay of the 3D viscous liquid-gas two-phase flow model with damping

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

Zhang, Yinghui, E-mail: zhangyinghui0910@126.com

We establish the optimal L{sup p} − L{sup 2}(1 ≤ p < 6/5) time decay rates of the solution to the Cauchy problem for the 3D viscous liquid-gas two-phase flow model with damping and analyse the influences of the damping on the qualitative behaviors of solution. It is observed that the fraction effect of the damping affects the dispersion of fluids and enhances the time decay rate of solution. Our method of proof consists of Hodge decomposition technique, L{sup p} − L{sup 2} estimates for the linearized equations, and delicate energy estimates.

A neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan

2015-10-01

There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

A neuro approach to solve fuzzy Riccati differential equations

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

Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com; Telekom Malaysia, R&D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor; Kumaresan, N., E-mail: drnk2008@gmail.com

There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

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

NASA Technical Reports Server (NTRS)

Marcus, S. I.

1975-01-01

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

The extended Fourier transform for 2D spectral estimation.

PubMed

Armstrong, G S; Mandelshtam, V A

2001-11-01

We present a linear algebraic method, named the eXtended Fourier Transform (XFT), for spectral estimation from truncated time signals. The method is a hybrid of the discrete Fourier transform (DFT) and the regularized resolvent transform (RRT) (J. Chen et al., J. Magn. Reson. 147, 129-137 (2000)). Namely, it estimates the remainder of a finite DFT by RRT. The RRT estimation corresponds to solution of an ill-conditioned problem, which requires regularization. The regularization depends on a parameter, q, that essentially controls the resolution. By varying q from 0 to infinity one can "tune" the spectrum between a high-resolution spectral estimate and the finite DFT. The optimal value of q is chosen according to how well the data fits the form of a sum of complex sinusoids and, in particular, the signal-to-noise ratio. Both 1D and 2D XFT are presented with applications to experimental NMR signals. Copyright 2001 Academic Press.

Particle swarm optimization - Genetic algorithm (PSOGA) on linear transportation problem

NASA Astrophysics Data System (ADS)

Rahmalia, Dinita

2017-08-01

Linear Transportation Problem (LTP) is the case of constrained optimization where we want to minimize cost subject to the balance of the number of supply and the number of demand. The exact method such as northwest corner, vogel, russel, minimal cost have been applied at approaching optimal solution. In this paper, we use heurisitic like Particle Swarm Optimization (PSO) for solving linear transportation problem at any size of decision variable. In addition, we combine mutation operator of Genetic Algorithm (GA) at PSO to improve optimal solution. This method is called Particle Swarm Optimization - Genetic Algorithm (PSOGA). The simulations show that PSOGA can improve optimal solution resulted by PSO.

Analysis of the faster-than-Nyquist optimal linear multicarrier system

NASA Astrophysics Data System (ADS)

Marquet, Alexandre; Siclet, Cyrille; Roque, Damien

2017-02-01

Faster-than-Nyquist signalization enables a better spectral efficiency at the expense of an increased computational complexity. Regarding multicarrier communications, previous work mainly relied on the study of non-linear systems exploiting coding and/or equalization techniques, with no particular optimization of the linear part of the system. In this article, we analyze the performance of the optimal linear multicarrier system when used together with non-linear receiving structures (iterative decoding and direct feedback equalization), or in a standalone fashion. We also investigate the limits of the normality assumption of the interference, used for implementing such non-linear systems. The use of this optimal linear system leads to a closed-form expression of the bit-error probability that can be used to predict the performance and help the design of coded systems. Our work also highlights the great performance/complexity trade-off offered by decision feedback equalization in a faster-than-Nyquist context. xml:lang="fr"

Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

PubMed

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.

Real-time implementation of optimized maximum noise fraction transform for feature extraction of hyperspectral images

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.

A Steady-State Kalman Predictor-Based Filtering Strategy for Non-Overlapping Sub-Band Spectral Estimation

PubMed Central

Li, Zenghui; Xu, Bin; Yang, Jian; Song, Jianshe

2015-01-01

This paper focuses on suppressing spectral overlap for sub-band spectral estimation, with which we can greatly decrease the computational complexity of existing spectral estimation algorithms, such as nonlinear least squares spectral analysis and non-quadratic regularized sparse representation. Firstly, our study shows that the nominal ability of the high-order analysis filter to suppress spectral overlap is greatly weakened when filtering a finite-length sequence, because many meaningless zeros are used as samples in convolution operations. Next, an extrapolation-based filtering strategy is proposed to produce a series of estimates as the substitutions of the zeros and to recover the suppression ability. Meanwhile, a steady-state Kalman predictor is applied to perform a linearly-optimal extrapolation. Finally, several typical methods for spectral analysis are applied to demonstrate the effectiveness of the proposed strategy. PMID:25609038

Estimating neural response functions from fMRI

PubMed Central

Kumar, Sukhbinder; Penny, William

2014-01-01

This paper proposes a methodology for estimating Neural Response Functions (NRFs) from fMRI data. These NRFs describe non-linear relationships between experimental stimuli and neuronal population responses. The method is based on a two-stage model comprising an NRF and a Hemodynamic Response Function (HRF) that are simultaneously fitted to fMRI data using a Bayesian optimization algorithm. This algorithm also produces a model evidence score, providing a formal model comparison method for evaluating alternative NRFs. The HRF is characterized using previously established “Balloon” and BOLD signal models. We illustrate the method with two example applications based on fMRI studies of the auditory system. In the first, we estimate the time constants of repetition suppression and facilitation, and in the second we estimate the parameters of population receptive fields in a tonotopic mapping study. PMID:24847246

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

USGS Publications Warehouse

Wagner, Brian J.; Gorelick, Steven M.

1986-01-01

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

Near-optimal alternative generation using modified hit-and-run sampling for non-linear, non-convex problems

NASA Astrophysics Data System (ADS)

Rosenberg, D. E.; Alafifi, A.

2016-12-01

Water resources systems analysis often focuses on finding optimal solutions. Yet an optimal solution is optimal only for the modelled issues and managers often seek near-optimal alternatives that address un-modelled objectives, preferences, limits, uncertainties, and other issues. Early on, Modelling to Generate Alternatives (MGA) formalized near-optimal as the region comprising the original problem constraints plus a new constraint that allowed performance within a specified tolerance of the optimal objective function value. MGA identified a few maximally-different alternatives from the near-optimal region. Subsequent work applied Markov Chain Monte Carlo (MCMC) sampling to generate a larger number of alternatives that span the near-optimal region of linear problems or select portions for non-linear problems. We extend the MCMC Hit-And-Run method to generate alternatives that span the full extent of the near-optimal region for non-linear, non-convex problems. First, start at a feasible hit point within the near-optimal region, then run a random distance in a random direction to a new hit point. Next, repeat until generating the desired number of alternatives. The key step at each iterate is to run a random distance along the line in the specified direction to a new hit point. If linear equity constraints exist, we construct an orthogonal basis and use a null space transformation to confine hits and runs to a lower-dimensional space. Linear inequity constraints define the convex bounds on the line that runs through the current hit point in the specified direction. We then use slice sampling to identify a new hit point along the line within bounds defined by the non-linear inequity constraints. This technique is computationally efficient compared to prior near-optimal alternative generation techniques such MGA, MCMC Metropolis-Hastings, evolutionary, or firefly algorithms because search at each iteration is confined to the hit line, the algorithm can move in one step to any point in the near-optimal region, and each iterate generates a new, feasible alternative. We use the method to generate alternatives that span the near-optimal regions of simple and more complicated water management problems and may be preferred to optimal solutions. We also discuss extensions to handle non-linear equity constraints.

Adaptive non-linear control for cancer therapy through a Fokker-Planck observer.

PubMed

Shakeri, Ehsan; Latif-Shabgahi, Gholamreza; Esmaeili Abharian, Amir

2018-04-01

In recent years, many efforts have been made to present optimal strategies for cancer therapy through the mathematical modelling of tumour-cell population dynamics and optimal control theory. In many cases, therapy effect is included in the drift term of the stochastic Gompertz model. By fitting the model with empirical data, the parameters of therapy function are estimated. The reported research works have not presented any algorithm to determine the optimal parameters of therapy function. In this study, a logarithmic therapy function is entered in the drift term of the Gompertz model. Using the proposed control algorithm, the therapy function parameters are predicted and adaptively adjusted. To control the growth of tumour-cell population, its moments must be manipulated. This study employs the probability density function (PDF) control approach because of its ability to control all the process moments. A Fokker-Planck-based non-linear stochastic observer will be used to determine the PDF of the process. A cost function based on the difference between a predefined desired PDF and PDF of tumour-cell population is defined. Using the proposed algorithm, the therapy function parameters are adjusted in such a manner that the cost function is minimised. The existence of an optimal therapy function is also proved. The numerical results are finally given to demonstrate the effectiveness of the proposed method.

LQG control of a deformable mirror adaptive optics system with time-delayed measurements

NASA Astrophysics Data System (ADS)

Anderson, David J.

1991-12-01

This thesis proposes a linear quadratic Gaussian (LQG) control law for a ground-based deformable mirror adaptive optics system. The incoming image wavefront is distorted, primarily in phase, due to the turbulent effects of the earth's atmosphere. The adaptive optics system attempts to compensate for the distortion with a deformable mirror. A Hartman wavefront sensor measures the degree of distortion in the image wavefront. The measurements are input to a Kalman filter which estimates the system states. The state estimates are processed by a linear quadratic regulator which generates the appropriate control voltages to apply to the deformable mirror actuators. The dynamics model for the atmospheric phase distortion consists of 14 Zernike coefficient states; each modeled as a first-order linear time-invariant shaping filter driven by zero-mean white Gaussian noise. The dynamics of the deformable mirror are also model as 14 Zernike coefficients with first-order deterministic dynamics. A significant reduction in total wavefront phase distortion is achieved in the presence of time-delayed measurements. Wavefront sensor sampling rate is the major factor limiting system performance. The Multimode Simulation for Optimal Filter Evaluation (MSOFE) software is the performance evaluation tool of choice for this research.

Communication theory of quantum systems. Ph.D. Thesis, 1970

NASA Technical Reports Server (NTRS)

Yuen, H. P. H.

1971-01-01

Communication theory problems incorporating quantum effects for optical-frequency applications are discussed. Under suitable conditions, a unique quantum channel model corresponding to a given classical space-time varying linear random channel is established. A procedure is described by which a proper density-operator representation applicable to any receiver configuration can be constructed directly from the channel output field. Some examples illustrating the application of our methods to the development of optical quantum channel representations are given. Optimizations of communication system performance under different criteria are considered. In particular, certain necessary and sufficient conditions on the optimal detector in M-ary quantum signal detection are derived. Some examples are presented. Parameter estimation and channel capacity are discussed briefly.

What linear programming contributes: world food programme experience with the "cost of the diet" tool.

PubMed

Frega, Romeo; Lanfranco, Jose Guerra; De Greve, Sam; Bernardini, Sara; Geniez, Perrine; Grede, Nils; Bloem, Martin; de Pee, Saskia

2012-09-01

Linear programming has been used for analyzing children's complementary feeding diets, for optimizing nutrient adequacy of dietary recommendations for a population, and for estimating the economic value of fortified foods. To describe and apply a linear programming tool ("Cost of the Diet") with data from Mozambique to determine what could be cost-effective fortification strategies. Based on locally assessed average household dietary needs, seasonal market prices of available food products, and food composition data, the tool estimates the lowest-cost diet that meets almost all nutrient needs. The results were compared with expenditure data from Mozambique to establish the affordability of this diet by quintiles of the population. Three different applications were illustrated: identifying likely "limiting nutrients," comparing cost effectiveness of different fortification interventions at the household level, and assessing economic access to nutritious foods. The analysis identified iron, vitamin B2, and pantothenic acid as "limiting nutrients." Under the Mozambique conditions, vegetable oil was estimated as a more cost-efficient vehicle for vitamin A fortification than sugar; maize flour may also be an effective vehicle to provide other constraining micronutrients. Multiple micronutrient fortification of maize flour could reduce the cost of the "lowest-cost nutritious diet" by 18%, but even this diet can be afforded by only 20% of the Mozambican population. Within the context of fortification, linear programming can be a useful tool for identifying likely nutrient inadequacies, for comparing fortification options in terms of cost effectiveness, and for illustrating the potential benefit of fortification for improving household access to a nutritious diet.

A mathematical framework for yield (vs. rate) optimization in constraint-based modeling and applications in metabolic engineering.

PubMed

Klamt, Steffen; Müller, Stefan; Regensburger, Georg; Zanghellini, Jürgen

2018-05-01

The optimization of metabolic rates (as linear objective functions) represents the methodical core of flux-balance analysis techniques which have become a standard tool for the study of genome-scale metabolic models. Besides (growth and synthesis) rates, metabolic yields are key parameters for the characterization of biochemical transformation processes, especially in the context of biotechnological applications. However, yields are ratios of rates, and hence the optimization of yields (as nonlinear objective functions) under arbitrary linear constraints is not possible with current flux-balance analysis techniques. Despite the fundamental importance of yields in constraint-based modeling, a comprehensive mathematical framework for yield optimization is still missing. We present a mathematical theory that allows one to systematically compute and analyze yield-optimal solutions of metabolic models under arbitrary linear constraints. In particular, we formulate yield optimization as a linear-fractional program. For practical computations, we transform the linear-fractional yield optimization problem to a (higher-dimensional) linear problem. Its solutions determine the solutions of the original problem and can be used to predict yield-optimal flux distributions in genome-scale metabolic models. For the theoretical analysis, we consider the linear-fractional problem directly. Most importantly, we show that the yield-optimal solution set (like the rate-optimal solution set) is determined by (yield-optimal) elementary flux vectors of the underlying metabolic model. However, yield- and rate-optimal solutions may differ from each other, and hence optimal (biomass or product) yields are not necessarily obtained at solutions with optimal (growth or synthesis) rates. Moreover, we discuss phase planes/production envelopes and yield spaces, in particular, we prove that yield spaces are convex and provide algorithms for their computation. We illustrate our findings by a small example and demonstrate their relevance for metabolic engineering with realistic models of E. coli. We develop a comprehensive mathematical framework for yield optimization in metabolic models. Our theory is particularly useful for the study and rational modification of cell factories designed under given yield and/or rate requirements. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.

Quantum Linear System Algorithm for Dense Matrices.

PubMed

Wossnig, Leonard; Zhao, Zhikuan; Prakash, Anupam

2018-02-02

Solving linear systems of equations is a frequently encountered problem in machine learning and optimization. Given a matrix A and a vector b the task is to find the vector x such that Ax=b. We describe a quantum algorithm that achieves a sparsity-independent runtime scaling of O(κ^{2}sqrt[n]polylog(n)/ε) for an n×n dimensional A with bounded spectral norm, where κ denotes the condition number of A, and ε is the desired precision parameter. This amounts to a polynomial improvement over known quantum linear system algorithms when applied to dense matrices, and poses a new state of the art for solving dense linear systems on a quantum computer. Furthermore, an exponential improvement is achievable if the rank of A is polylogarithmic in the matrix dimension. Our algorithm is built upon a singular value estimation subroutine, which makes use of a memory architecture that allows for efficient preparation of quantum states that correspond to the rows of A and the vector of Euclidean norms of the rows of A.

Applicability of linearized-theory attached-flow methods to design and analysis of flap systems at low speeds for thin swept wings with sharp leading edges

NASA Technical Reports Server (NTRS)

Carlson, Harry W.; Darden, Christine M.

1987-01-01

Low-speed experimental force and data on a series of thin swept wings with sharp leading edges and leading and trailing-edge flaps are compared with predictions made using a linearized-theory method which includes estimates of vortex forces. These comparisons were made to assess the effectiveness of linearized-theory methods for use in the design and analysis of flap systems in subsonic flow. Results demonstrate that linearized-theory, attached-flow methods (with approximate representation of vortex forces) can form the basis of a rational system for flap design and analysis. Even attached-flow methods that do not take vortex forces into account can be used for the selection of optimized flap-system geometry, but design-point performance levels tend to be underestimated unless vortex forces are included. Illustrative examples of the use of these methods in the design of efficient low-speed flap systems are included.

Efficient Bayesian experimental design for contaminant source identification

NASA Astrophysics Data System (ADS)

Zhang, J.; Zeng, L.

2013-12-01

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

Black holes are almost optimal quantum cloners

NASA Astrophysics Data System (ADS)

Adami, Christoph; Ver Steeg, Greg

2015-06-01

If black holes were able to clone quantum states, a number of paradoxes in black hole physics would disappear. However, the linearity of quantum mechanics forbids exact cloning of quantum states. Here we show that black holes indeed clone incoming quantum states with a fidelity that depends on the black hole’s absorption coefficient, without violating the no-cloning theorem because the clones are only approximate. Perfectly reflecting black holes are optimal universal ‘quantum cloning machines’ and operate on the principle of stimulated emission, exactly as their quantum optical counterparts. In the limit of perfect absorption, the fidelity of clones is only equal to what can be obtained via quantum state estimation methods. But for any absorption probability less than one, the cloning fidelity is nearly optimal as long as ω /T≥slant 10, a common parameter for modest-sized black holes.

Essays on parametric and nonparametric modeling and estimation with applications to energy economics

NASA Astrophysics Data System (ADS)

Gao, Weiyu

My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their applications as well as the way in which models are constructed and estimated. In the first essay, efficient estimation of the partially linear model is studied. We work out the efficient score functions and efficiency bounds under four stochastic restrictions---independence, conditional symmetry, conditional zero mean, and partially conditional zero mean. A feasible efficient estimation method for the linear part of the model is developed based on the efficient score. A battery of specification test that allows for choosing between the alternative assumptions is provided. A Monte Carlo simulation is also conducted. The second essay presents a dynamic optimization model for a stylized oilfield resembling the largest developed light oil field in Saudi Arabia, Ghawar. We use data from different sources to estimate the oil production cost function and the revenue function. We pay particular attention to the dynamic aspect of the oil production by employing petroleum-engineering software to simulate the interaction between control variables and reservoir state variables. Optimal solutions are studied under different scenarios to account for the possible changes in the exogenous variables and the uncertainty about the forecasts. The third essay examines the effect of oil price volatility on the level of innovation displayed by the U.S. economy. A measure of innovation is calculated by decomposing an output-based Malmquist index. We also construct a nonparametric measure for oil price volatility. Technical change and oil price volatility are then placed in a VAR system with oil price and a variable indicative of monetary policy. The system is estimated and analyzed for significant relationships. We find that oil price volatility displays a significant negative effect on innovation. A key point of this analysis lies in the fact that we impose no functional forms for technologies and the methods employed keep technical assumptions to a minimum.

REopt: A Platform for Energy System Integration and Optimization: Preprint

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

Simpkins, T.; Cutler, D.; Anderson, K.

2014-08-01

REopt is NREL's energy planning platform offering concurrent, multi-technology integration and optimization capabilities to help clients meet their cost savings and energy performance goals. The REopt platform provides techno-economic decision-support analysis throughout the energy planning process, from agency-level screening and macro planning to project development to energy asset operation. REopt employs an integrated approach to optimizing a site?s energy costs by considering electricity and thermal consumption, resource availability, complex tariff structures including time-of-use, demand and sell-back rates, incentives, net-metering, and interconnection limits. Formulated as a mixed integer linear program, REopt recommends an optimally-sized mix of conventional and renewable energy, andmore » energy storage technologies; estimates the net present value associated with implementing those technologies; and provides the cost-optimal dispatch strategy for operating them at maximum economic efficiency. The REopt platform can be customized to address a variety of energy optimization scenarios including policy, microgrid, and operational energy applications. This paper presents the REopt techno-economic model along with two examples of recently completed analysis projects.« less

[Spectral scatter correction of coal samples based on quasi-linear local weighted method].

PubMed

Lei, Meng; Li, Ming; Ma, Xiao-Ping; Miao, Yan-Zi; Wang, Jian-Sheng

2014-07-01

The present paper puts forth a new spectral correction method based on quasi-linear expression and local weighted function. The first stage of the method is to search 3 quasi-linear expressions to replace the original linear expression in MSC method, such as quadratic, cubic and growth curve expression. Then the local weighted function is constructed by introducing 4 kernel functions, such as Gaussian, Epanechnikov, Biweight and Triweight kernel function. After adding the function in the basic estimation equation, the dependency between the original and ideal spectra is described more accurately and meticulously at each wavelength point. Furthermore, two analytical models were established respectively based on PLS and PCA-BP neural network method, which can be used for estimating the accuracy of corrected spectra. At last, the optimal correction mode was determined by the analytical results with different combination of quasi-linear expression and local weighted function. The spectra of the same coal sample have different noise ratios while the coal sample was prepared under different particle sizes. To validate the effectiveness of this method, the experiment analyzed the correction results of 3 spectral data sets with the particle sizes of 0.2, 1 and 3 mm. The results show that the proposed method can eliminate the scattering influence, and also can enhance the information of spectral peaks. This paper proves a more efficient way to enhance the correlation between corrected spectra and coal qualities significantly, and improve the accuracy and stability of the analytical model substantially.

A New Linearized Crank-Nicolson Mixed Element Scheme for the Extended Fisher-Kolmogorov Equation

PubMed Central

Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei

2013-01-01

We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L 2(Ω))2 space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L 2 and H 1-norm for both the scalar unknown u and the diffusion term w = −Δu and a priori error estimates in (L 2)2-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes. PMID:23864831

Streamflow record extension using power transformations and application to sediment transport

NASA Astrophysics Data System (ADS)

Moog, Douglas B.; Whiting, Peter J.; Thomas, Robert B.

1999-01-01

To obtain a representative set of flow rates for a stream, it is often desirable to fill in missing data or extend measurements to a longer time period by correlation to a nearby gage with a longer record. Linear least squares regression of the logarithms of the flows is a traditional and still common technique. However, its purpose is to generate optimal estimates of each day's discharge, rather than the population of discharges, for which it tends to underestimate variance. Maintenance-of-variance-extension (MOVE) equations [Hirsch, 1982] were developed to correct this bias. This study replaces the logarithmic transformation by the more general Box-Cox scaled power transformation, generating a more linear, constant-variance relationship for the MOVE extension. Combining the Box-Cox transformation with the MOVE extension is shown to improve accuracy in estimating order statistics of flow rate, particularly for the nonextreme discharges which generally govern cumulative transport over time. This advantage is illustrated by prediction of cumulative fractions of total bed load transport.

A new linearized Crank-Nicolson mixed element scheme for the extended Fisher-Kolmogorov equation.

PubMed

Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei; Liu, Yang

2013-01-01

We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L²(Ω))² space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L² and H¹-norm for both the scalar unknown u and the diffusion term w = -Δu and a priori error estimates in (L²)²-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes.

Detection and Length Estimation of Linear Scratch on Solid Surfaces Using an Angle Constrained Ant Colony Technique

NASA Astrophysics Data System (ADS)

Pal, Siddharth; Basak, Aniruddha; Das, Swagatam

In many manufacturing areas the detection of surface defects is one of the most important processes in quality control. Currently in order to detect small scratches on solid surfaces most of the industries working on material manufacturing rely on visual inspection primarily. In this article we propose a hybrid computational intelligence technique to automatically detect a linear scratch from a solid surface and estimate its length (in pixel unit) simultaneously. The approach is based on a swarm intelligence algorithm called Ant Colony Optimization (ACO) and image preprocessing with Wiener and Sobel filters as well as the Canny edge detector. The ACO algorithm is mostly used to compensate for the broken parts of the scratch. Our experimental results confirm that the proposed technique can be used for detecting scratches from noisy and degraded images, even when it is very difficult for conventional image processing to distinguish the scratch area from its background.

Blind decomposition of Herschel-HIFI spectral maps of the NGC 7023 nebula

NASA Astrophysics Data System (ADS)

Berné, O.; Joblin, C.; Deville, Y.; Pilleri, P.; Pety, J.; Teyssier, D.; Gerin, M.; Fuente, A.

2012-12-01

Large spatial-spectral surveys are more and more common in astronomy. This calls for the need of new methods to analyze such mega- to giga-pixel data-cubes. In this paper we present a method to decompose such observations into a limited and comprehensive set of components. The original data can then be interpreted in terms of linear combinations of these components. The method uses non-negative matrix factorization (NMF) to extract latent spectral end-members in the data. The number of needed end-members is estimated based on the level of noise in the data. A Monte-Carlo scheme is adopted to estimate the optimal end-members, and their standard deviations. Finally, the maps of linear coefficients are reconstructed using non-negative least squares. We apply this method to a set of hyperspectral data of the NGC 7023 nebula, obtained recently with the HIFI instrument onboard the Herschel space observatory, and provide a first interpretation of the results in terms of 3-dimensional dynamical structure of the region.

D-Optimal Experimental Design for Contaminant Source Identification

NASA Astrophysics Data System (ADS)

Sai Baba, A. K.; Alexanderian, A.

2016-12-01

Contaminant source identification seeks to estimate the release history of a conservative solute given point concentration measurements at some time after the release. This can be mathematically expressed as an inverse problem, with a linear observation operator or a parameter-to-observation map, which we tackle using a Bayesian approach. Acquisition of experimental data can be laborious and expensive. The goal is to control the experimental parameters - in our case, the sparsity of the sensors, to maximize the information gain subject to some physical or budget constraints. This is known as optimal experimental design (OED). D-optimal experimental design seeks to maximize the expected information gain, and has long been considered the gold standard in the statistics community. Our goal is to develop scalable methods for D-optimal experimental designs involving large-scale PDE constrained problems with high-dimensional parameter fields. A major challenge for the OED, is that a nonlinear optimization algorithm for the D-optimality criterion requires repeated evaluation of objective function and gradient involving the determinant of large and dense matrices - this cost can be prohibitively expensive for applications of interest. We propose novel randomized matrix techniques that bring down the computational costs of the objective function and gradient evaluations by several orders of magnitude compared to the naive approach. The effect of randomized estimators on the accuracy and the convergence of the optimization solver will be discussed. The features and benefits of our new approach will be demonstrated on a challenging model problem from contaminant source identification involving the inference of the initial condition from spatio-temporal observations in a time-dependent advection-diffusion problem.

Regions of attraction and ultimate boundedness for linear quadratic regulators with nonlinearities

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

The closed-loop stability of multivariable linear time-invariant systems controlled by optimal linear quadratic (LQ) regulators is investigated for the case when the feedback loops have nonlinearities N(sigma) that violate the standard stability condition, sigma N(sigma) or = 0.5 sigma(2). The violations of the condition are assumed to occur either (1) for values of sigma away from the origin (sigma = 0) or (2) for values of sigma in a neighborhood of the origin. It is proved that there exists a region of attraction for case (1) and a region of ultimate boundedness for case (2), and estimates are obtained for these regions. The results provide methods for selecting the performance function parameters to design LQ regulators with better tolerance to nonlinearities. The results are demonstrated by application to the problem of attitude and vibration control of a large, flexible space antenna in the presence of actuator nonlinearities.

Three-dimensional analysis of magnetometer array data

NASA Technical Reports Server (NTRS)

Richmond, A. D.; Baumjohann, W.

1984-01-01

A technique is developed for mapping magnetic variation fields in three dimensions using data from an array of magnetometers, based on the theory of optimal linear estimation. The technique is applied to data from the Scandinavian Magnetometer Array. Estimates of the spatial power spectra for the internal and external magnetic variations are derived, which in turn provide estimates of the spatial autocorrelation functions of the three magnetic variation components. Statistical errors involved in mapping the external and internal fields are quantified and displayed over the mapping region. Examples of field mapping and of separation into external and internal components are presented. A comparison between the three-dimensional field separation and a two-dimensional separation from a single chain of stations shows that significant differences can arise in the inferred internal component.

Temperature Thresholds and Thermal Requirements for the Development of the Rice Leaf Folder, Cnaphalocrocis medinalis

PubMed Central

Padmavathi, Chintalapati; Katti, Gururaj; Sailaja, V.; Padmakumari, A.P.; Jhansilakshmi, V.; Prabhakar, M.; Prasad, Y.G.

2013-01-01

The rice leaf folder, Cnaphalocrocis medinalis Guenée (Lepidoptera: Pyralidae) is a predominant foliage feeder in all the rice ecosystems. The objective of this study was to examine the development of leaf folder at 7 constant temperatures (18, 20, 25, 30, 32, 34, 35° C) and to estimate temperature thresholds and thermal constants for the forecasting models based on heat accumulation units, which could be developed for use in forecasting. The developmental periods of different stages of rice leaf folder were reduced with increases in temperature from 18 to 34° C. The lower threshold temperatures of 11.0, 10.4, 12.8, and 11.1° C, and thermal constants of 69, 270, 106, and 455 degree days, were estimated by linear regression analysis for egg, larva, pupa, and total development, respectively. Based on the thermodynamic non-linear optimSSI model, intrinsic optimum temperatures for the development of egg, larva, and pupa were estimated at 28.9, 25.1 and 23.7° C, respectively. The upper and lower threshold temperatures were estimated as 36.4° C and 11.2° C for total development, indicating that the enzyme was half active and half inactive at these temperatures. These estimated thermal thresholds and degree days could be used to predict the leaf folder activity in the field for their effective management. PMID:24205891

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Optimized Hyper Beamforming of Linear Antenna Arrays Using Collective Animal Behaviour

PubMed Central

Ram, Gopi; Mandal, Durbadal; Kar, Rajib; Ghoshal, Sakti Prasad

2013-01-01

A novel optimization technique which is developed on mimicking the collective animal behaviour (CAB) is applied for the optimal design of hyper beamforming of linear antenna arrays. Hyper beamforming is based on sum and difference beam patterns of the array, each raised to the power of a hyperbeam exponent parameter. The optimized hyperbeam is achieved by optimization of current excitation weights and uniform interelement spacing. As compared to conventional hyper beamforming of linear antenna array, real coded genetic algorithm (RGA), particle swarm optimization (PSO), and differential evolution (DE) applied to the hyper beam of the same array can achieve reduction in sidelobe level (SLL) and same or less first null beam width (FNBW), keeping the same value of hyperbeam exponent. Again, further reductions of sidelobe level (SLL) and first null beam width (FNBW) have been achieved by the proposed collective animal behaviour (CAB) algorithm. CAB finds near global optimal solution unlike RGA, PSO, and DE in the present problem. The above comparative optimization is illustrated through 10-, 14-, and 20-element linear antenna arrays to establish the optimization efficacy of CAB. PMID:23970843

Subpixel Mapping of Hyperspectral Image Based on Linear Subpixel Feature Detection and Object Optimization

NASA Astrophysics Data System (ADS)

Liu, Zhaoxin; Zhao, Liaoying; Li, Xiaorun; Chen, Shuhan

2018-04-01

Owing to the limitation of spatial resolution of the imaging sensor and the variability of ground surfaces, mixed pixels are widesperead in hyperspectral imagery. The traditional subpixel mapping algorithms treat all mixed pixels as boundary-mixed pixels while ignoring the existence of linear subpixels. To solve this question, this paper proposed a new subpixel mapping method based on linear subpixel feature detection and object optimization. Firstly, the fraction value of each class is obtained by spectral unmixing. Secondly, the linear subpixel features are pre-determined based on the hyperspectral characteristics and the linear subpixel feature; the remaining mixed pixels are detected based on maximum linearization index analysis. The classes of linear subpixels are determined by using template matching method. Finally, the whole subpixel mapping results are iteratively optimized by binary particle swarm optimization algorithm. The performance of the proposed subpixel mapping method is evaluated via experiments based on simulated and real hyperspectral data sets. The experimental results demonstrate that the proposed method can improve the accuracy of subpixel mapping.

Optimization of planar PIV-based pressure estimates in laminar and turbulent wakes

NASA Astrophysics Data System (ADS)

McClure, Jeffrey; Yarusevych, Serhiy

2017-05-01

The performance of four pressure estimation techniques using Eulerian material acceleration estimates from planar, two-component Particle Image Velocimetry (PIV) data were evaluated in a bluff body wake. To allow for the ground truth comparison of the pressure estimates, direct numerical simulations of flow over a circular cylinder were used to obtain synthetic velocity fields. Direct numerical simulations were performed for Re_D = 100, 300, and 1575, spanning laminar, transitional, and turbulent wake regimes, respectively. A parametric study encompassing a range of temporal and spatial resolutions was performed for each Re_D. The effect of random noise typical of experimental velocity measurements was also evaluated. The results identified optimal temporal and spatial resolutions that minimize the propagation of random and truncation errors to the pressure field estimates. A model derived from linear error propagation through the material acceleration central difference estimators was developed to predict these optima, and showed good agreement with the results from common pressure estimation techniques. The results of the model are also shown to provide acceptable first-order approximations for sampling parameters that reduce error propagation when Lagrangian estimations of material acceleration are employed. For pressure integration based on planar PIV, the effect of flow three-dimensionality was also quantified, and shown to be most pronounced at higher Reynolds numbers downstream of the vortex formation region, where dominant vortices undergo substantial three-dimensional deformations. The results of the present study provide a priori recommendations for the use of pressure estimation techniques from experimental PIV measurements in vortex dominated laminar and turbulent wake flows.

A weighted least squares estimation of the polynomial regression model on paddy production in the area of Kedah and Perlis

NASA Astrophysics Data System (ADS)

Musa, Rosliza; Ali, Zalila; Baharum, Adam; Nor, Norlida Mohd

2017-08-01

The linear regression model assumes that all random error components are identically and independently distributed with constant variance. Hence, each data point provides equally precise information about the deterministic part of the total variation. In other words, the standard deviations of the error terms are constant over all values of the predictor variables. When the assumption of constant variance is violated, the ordinary least squares estimator of regression coefficient lost its property of minimum variance in the class of linear and unbiased estimators. Weighted least squares estimation are often used to maximize the efficiency of parameter estimation. A procedure that treats all of the data equally would give less precisely measured points more influence than they should have and would give highly precise points too little influence. Optimizing the weighted fitting criterion to find the parameter estimates allows the weights to determine the contribution of each observation to the final parameter estimates. This study used polynomial model with weighted least squares estimation to investigate paddy production of different paddy lots based on paddy cultivation characteristics and environmental characteristics in the area of Kedah and Perlis. The results indicated that factors affecting paddy production are mixture fertilizer application cycle, average temperature, the squared effect of average rainfall, the squared effect of pest and disease, the interaction between acreage with amount of mixture fertilizer, the interaction between paddy variety and NPK fertilizer application cycle and the interaction between pest and disease and NPK fertilizer application cycle.

Steering of Frequency Standards by the Use of Linear Quadratic Gaussian Control Theory

NASA Technical Reports Server (NTRS)

Koppang, Paul; Leland, Robert

1996-01-01

Linear quadratic Gaussian control is a technique that uses Kalman filtering to estimate a state vector used for input into a control calculation. A control correction is calculated by minimizing a quadratic cost function that is dependent on both the state vector and the control amount. Different penalties, chosen by the designer, are assessed by the controller as the state vector and control amount vary from given optimal values. With this feature controllers can be designed to force the phase and frequency differences between two standards to zero either more or less aggressively depending on the application. Data will be used to show how using different parameters in the cost function analysis affects the steering and the stability of the frequency standards.

Simplified planar model of a car steering system with rack and pinion and McPherson suspension

NASA Astrophysics Data System (ADS)

Knapczyk, J.; Kucybała, P.

2016-09-01

The paper presents the analysis and optimization of steering system with rack and pinion and McPherson suspension using spatial model and equivalent simplified planar model. The dimension of the steering linkage that give minimum steering error can be estimated using planar model. The steering error is defined as the difference between the actual angle made by the outer front wheel during steering manoeuvers and the calculated angle for the same wheel based on the Ackerman principle. For a given linear rack displacement, a specified steering arms angular displacements are determined while simultaneously ensuring best transmission angle characteristics (i) without and (ii) with imposing linear correlation between input and output. Numerical examples are used to illustrate the proposed method.

Assessment of pollutant mean concentrations in the Yangtze estuary based on MSN theory.

PubMed

Ren, Jing; Gao, Bing-Bo; Fan, Hai-Mei; Zhang, Zhi-Hong; Zhang, Yao; Wang, Jin-Feng

2016-12-15

Reliable assessment of water quality is a critical issue for estuaries. Nutrient concentrations show significant spatial distinctions between areas under the influence of fresh-sea water interaction and anthropogenic effects. For this situation, given the limitations of general mean estimation approaches, a new method for surfaces with non-homogeneity (MSN) was applied to obtain optimized linear unbiased estimations of the mean nutrient concentrations in the study area in the Yangtze estuary from 2011 to 2013. Other mean estimation methods, including block Kriging (BK), simple random sampling (SS) and stratified sampling (ST) inference, were applied simultaneously for comparison. Their performance was evaluated by estimation error. The results show that MSN had the highest accuracy, while SS had the highest estimation error. ST and BK were intermediate in terms of their performance. Thus, MSN is an appropriate method that can be adopted to reduce the uncertainty of mean pollutant estimation in estuaries. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

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

A Novel Strategy of Ambiguity Correction for the Improved Faraday Rotation Estimator in Linearly Full-Polarimetric SAR Data.

PubMed

Li, Jinhui; Ji, Yifei; Zhang, Yongsheng; Zhang, Qilei; Huang, Haifeng; Dong, Zhen

2018-04-10

Spaceborne synthetic aperture radar (SAR) missions operating at low frequencies, such as L-band or P-band, are significantly influenced by the ionosphere. As one of the serious ionosphere effects, Faraday rotation (FR) is a remarkable distortion source for the polarimetric SAR (PolSAR) application. Various published FR estimators along with an improved one have been introduced to solve this issue, all of which are implemented by processing a set of PolSAR real data. The improved estimator exhibits optimal robustness based on performance analysis, especially in term of the system noise. However, all published estimators, including the improved estimator, suffer from a potential FR angle (FRA) ambiguity. A novel strategy of the ambiguity correction for those FR estimators is proposed and shown as a flow process, which is divided into pixel-level and image-level correction. The former is not yet recognized and thus is considered in particular. Finally, the validation experiments show a prominent performance of the proposed strategy.

Inference of Vohradský's Models of Genetic Networks by Solving Two-Dimensional Function Optimization Problems

PubMed Central

Kimura, Shuhei; Sato, Masanao; Okada-Hatakeyama, Mariko

2013-01-01

The inference of a genetic network is a problem in which mutual interactions among genes are inferred from time-series of gene expression levels. While a number of models have been proposed to describe genetic networks, this study focuses on a mathematical model proposed by Vohradský. Because of its advantageous features, several researchers have proposed the inference methods based on Vohradský's model. When trying to analyze large-scale networks consisting of dozens of genes, however, these methods must solve high-dimensional non-linear function optimization problems. In order to resolve the difficulty of estimating the parameters of the Vohradský's model, this study proposes a new method that defines the problem as several two-dimensional function optimization problems. Through numerical experiments on artificial genetic network inference problems, we showed that, although the computation time of the proposed method is not the shortest, the method has the ability to estimate parameters of Vohradský's models more effectively with sufficiently short computation times. This study then applied the proposed method to an actual inference problem of the bacterial SOS DNA repair system, and succeeded in finding several reasonable regulations. PMID:24386175

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

ORACLS: A system for linear-quadratic-Gaussian control law design

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1978-01-01

A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.

A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems

NASA Astrophysics Data System (ADS)

Heinkenschloss, Matthias

2005-01-01

We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The diagonal blocks are invertible and are related to the original linear quadratic optimal control problem restricted to smaller time-subintervals. This motivates the application of block Gauss-Seidel (GS)-type methods for the solution of the block tridiagonal systems. Numerical experiments show that the spectral radii of the block GS iteration matrices are larger than one for typical applications, but that the eigenvalues of the iteration matrices decay to zero fast. Hence, while the GS method is not expected to convergence for typical applications, it can be effective as a preconditioner for Krylov-subspace methods. This is confirmed by our numerical tests.A byproduct of this research is the insight that certain instantaneous control techniques can be viewed as the application of one step of the forward block GS method applied to the DTOC optimality system.

Linearization methods for optimizing the low thrust spacecraft trajectory: Theoretical aspects

NASA Astrophysics Data System (ADS)

Kazmerchuk, P. V.

2016-12-01

The theoretical aspects of the modified linearization method, which makes it possible to solve a wide class of nonlinear problems on optimizing low-thrust spacecraft trajectories (V. V. Efanov et al., 2009; V. V. Khartov et al., 2010) are examined. The main modifications of the linearization method are connected with its refinement for optimizing the main dynamic systems and design parameters of the spacecraft.

Proper Orthogonal Decomposition in Optimal Control of Fluids

NASA Technical Reports Server (NTRS)

Ravindran, S. S.

1999-01-01

In this article, we present a reduced order modeling approach suitable for active control of fluid dynamical systems based on proper orthogonal decomposition (POD). The rationale behind the reduced order modeling is that numerical simulation of Navier-Stokes equations is still too costly for the purpose of optimization and control of unsteady flows. We examine the possibility of obtaining reduced order models that reduce computational complexity associated with the Navier-Stokes equations while capturing the essential dynamics by using the POD. The POD allows extraction of certain optimal set of basis functions, perhaps few, from a computational or experimental data-base through an eigenvalue analysis. The solution is then obtained as a linear combination of these optimal set of basis functions by means of Galerkin projection. This makes it attractive for optimal control and estimation of systems governed by partial differential equations. We here use it in active control of fluid flows governed by the Navier-Stokes equations. We show that the resulting reduced order model can be very efficient for the computations of optimization and control problems in unsteady flows. Finally, implementational issues and numerical experiments are presented for simulations and optimal control of fluid flow through channels.

Quadratic constrained mixed discrete optimization with an adiabatic quantum optimizer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh; Jacobson, N. Tobias; Moussa, Jonathan E.; Frankel, Steven H.; Kais, Sabre

2014-07-01

We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic constrained mixed discrete optimization (QCMDO) problem. QCMDO problems are NP-hard, and no efficient classical algorithm for their solution is known. Included in the class of QCMDO problems are combinatorial optimization problems constrained by a linear partial differential equation (PDE) or system of linear PDEs. An essential complication commonly encountered in solving this type of problem is that the linear constraint may introduce many intermediate continuous variables into the optimization while the computational cost grows exponentially with problem size. We resolve this difficulty by developing a constructive mapping from QCMDO to quadratic unconstrained binary optimization (QUBO) such that the size of the QUBO problem depends only on the number of discrete control variables. With a suitable embedding, taking into account the physical constraints of the realizable coupling graph, the resulting QUBO problem can be implemented on an existing AQO. The mapping itself is efficient, scaling cubically with the number of continuous variables in the general case and linearly in the PDE case if an efficient preconditioner is available.

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.

Filtering Methods for Error Reduction in Spacecraft Attitude Estimation Using Quaternion Star Trackers

NASA Technical Reports Server (NTRS)

Calhoun, Philip C.; Sedlak, Joseph E.; Superfin, Emil

2011-01-01

Precision attitude determination for recent and planned space missions typically includes quaternion star trackers (ST) and a three-axis inertial reference unit (IRU). Sensor selection is based on estimates of knowledge accuracy attainable from a Kalman filter (KF), which provides the optimal solution for the case of linear dynamics with measurement and process errors characterized by random Gaussian noise with white spectrum. Non-Gaussian systematic errors in quaternion STs are often quite large and have an unpredictable time-varying nature, particularly when used in non-inertial pointing applications. Two filtering methods are proposed to reduce the attitude estimation error resulting from ST systematic errors, 1) extended Kalman filter (EKF) augmented with Markov states, 2) Unscented Kalman filter (UKF) with a periodic measurement model. Realistic assessments of the attitude estimation performance gains are demonstrated with both simulation and flight telemetry data from the Lunar Reconnaissance Orbiter.

An optimal pole-matching observer design for estimating tyre-road friction force

NASA Astrophysics Data System (ADS)

Faraji, Mohammad; Johari Majd, Vahid; Saghafi, Behrooz; Sojoodi, Mahdi

2010-10-01

In this paper, considering the dynamical model of tyre-road contacts, we design a nonlinear observer for the on-line estimation of tyre-road friction force using the average lumped LuGre model without any simplification. The design is the extension of a previously offered observer to allow a muchmore realistic estimation by considering the effect of the rolling resistance and a term related to the relative velocity in the observer. Our aim is not to introduce a new friction model, but to present a more accurate nonlinear observer for the assumed model. We derive linear matrix equality conditions to obtain an observer gain with minimum pole mismatch for the desired observer error dynamic system. We prove the convergence of the observer for the non-simplified model. Finally, we compare the performance of the proposed observer with that of the previously mentioned nonlinear observer, which shows significant improvement in the accuracy of estimation.

Using hydrological modelling for a preliminary assessment of under-catch of precipitation in some Alpine Catchments of Sierra Nevada (Spain). Sensitivity to different conceptual approaches and spatio-temporal scale

NASA Astrophysics Data System (ADS)

Jimeno-Saez, Patricia; Pulido-Velazquez, David; Pegalajar-Cuellar, Manuel; Collados-Lara, Antonio-Juan; Pardo-Iguzquiza, Eulogio

2017-04-01

Precipitation (P) measurements show important biases due to under-catch, especially in windy conditions. Gauges modify the wind fields, producing important under-catch in solid P. In this work we intent to perform a global assessment of the under-catch phenomenon in some alpine catchments of Sierra Nevada Mountain Range (Spain) by using different conceptual hydrological models. They are based on the available information about daily natural streamflow and daily fields of P and temperature (T) in each catchment. We want to analyse long time periods (more than 20 years at daily scale) in order to obtain conclusions taking into account the stochastic behaviour of the natural streamflow and P and T variables. The natural streamflowin each basin has been obtained from the streamflow measurements in the gauges by making some simple mathematical operations to eliminate the anthropic influences. The daily climatic fieldswere estimated with spatial resolution of 1kmx1km by applying geostatistic techniques using data coming from 119climatic gauges existing in the area.We have considered to model options: Monthly and yearly variogram to characterize the spatial data correlation. The Elevation has been considered as secondary variable for the estimation. The analysis of the experimental data showed a linear relationhip between mean T and elevation. Therefore, we decided to apply a kriging with linear external drift to estimate the P and T fields. The mean daily P data show a quadratic relationship with the elevation. Different hypothesis have been considered to approach these P fields by applying kriging with linear drift, with quadratic drift, and regression kriging. A cross-validation analysis showed that the best approximation to the data is obtained with the kriging with linear drift. The P and T fields obtained with this technique were employed to feed different hydrological models in which different conceptual approaches of the hydrological processes related with the snow are considered. Correction factors of the solid & liquid P fields have been included in the formulation. We intend to perform an automatic calibration of the parameters of these models. A detailed analysis of global optimization techniques has been performed in order to identify the best possible optimization algorithm (Classic Informed Local Search, Simulated Annealing, Genetic Algorithm and Memetic algorithm) which is important due to the high computational cost of our optimization problems with many parameters and noisy inputs and outputs. Finally with the best calibration algorithm we have performed different optimization experiments (20 realizations). It allows us to obtain a distribution function of the correction factor for the solid and liquid P for each catchment, which can be useful as a preliminary assessment of the global under-catch in the basins. We have also analysed the sensitivity of the results to the spatio-temporal scale (grid with cells of 1x1 kms or 12.5x12.5 Kms; daily or monthly approaches) employed to approach different hydrological processes. We are also working in the analysis of these issues considering multi-objective evolutionary optimization approaches for calibration using multiple target criteria in which the transient calibration try to minimize differences with both, stream flow and snow cover area observations. This research has been partially supported by the CGL2013-48424-C2-2-R (MINECO) and the PMAFI/06/14 (UCAM) projects.

Efficient dense blur map estimation for automatic 2D-to-3D conversion

NASA Astrophysics Data System (ADS)

Vosters, L. P. J.; de Haan, G.

2012-03-01

Focus is an important depth cue for 2D-to-3D conversion of low depth-of-field images and video. However, focus can be only reliably estimated on edges. Therefore, Bea et al. [1] first proposed an optimization based approach to propagate focus to non-edge image portions, for single image focus editing. While their approach produces accurate dense blur maps, the computational complexity and memory requirements for solving the resulting sparse linear system with standard multigrid or (multilevel) preconditioning techniques, are infeasible within the stringent requirements of the consumer electronics and broadcast industry. In this paper we propose fast, efficient, low latency, line scanning based focus propagation, which mitigates the need for complex multigrid or (multilevel) preconditioning techniques. In addition we propose facial blur compensation to compensate for false shading edges that cause incorrect blur estimates in people's faces. In general shading leads to incorrect focus estimates, which may lead to unnatural 3D and visual discomfort. Since visual attention mostly tends to faces, our solution solves the most distracting errors. A subjective assessment by paired comparison on a set of challenging low-depth-of-field images shows that the proposed approach achieves equal 3D image quality as optimization based approaches, and that facial blur compensation results in a significant improvement.

High-Order Model and Dynamic Filtering for Frame Rate Up-Conversion.

PubMed

Bao, Wenbo; Zhang, Xiaoyun; Chen, Li; Ding, Lianghui; Gao, Zhiyong

2018-08-01

This paper proposes a novel frame rate up-conversion method through high-order model and dynamic filtering (HOMDF) for video pixels. Unlike the constant brightness and linear motion assumptions in traditional methods, the intensity and position of the video pixels are both modeled with high-order polynomials in terms of time. Then, the key problem of our method is to estimate the polynomial coefficients that represent the pixel's intensity variation, velocity, and acceleration. We propose to solve it with two energy objectives: one minimizes the auto-regressive prediction error of intensity variation by its past samples, and the other minimizes video frame's reconstruction error along the motion trajectory. To efficiently address the optimization problem for these coefficients, we propose the dynamic filtering solution inspired by video's temporal coherence. The optimal estimation of these coefficients is reformulated into a dynamic fusion of the prior estimate from pixel's temporal predecessor and the maximum likelihood estimate from current new observation. Finally, frame rate up-conversion is implemented using motion-compensated interpolation by pixel-wise intensity variation and motion trajectory. Benefited from the advanced model and dynamic filtering, the interpolated frame has much better visual quality. Extensive experiments on the natural and synthesized videos demonstrate the superiority of HOMDF over the state-of-the-art methods in both subjective and objective comparisons.

Automatic threshold optimization in nonlinear energy operator based spike detection.

PubMed

Malik, Muhammad H; Saeed, Maryam; Kamboh, Awais M

2016-08-01

In neural spike sorting systems, the performance of the spike detector has to be maximized because it affects the performance of all subsequent blocks. Non-linear energy operator (NEO), is a popular spike detector due to its detection accuracy and its hardware friendly architecture. However, it involves a thresholding stage, whose value is usually approximated and is thus not optimal. This approximation deteriorates the performance in real-time systems where signal to noise ratio (SNR) estimation is a challenge, especially at lower SNRs. In this paper, we propose an automatic and robust threshold calculation method using an empirical gradient technique. The method is tested on two different datasets. The results show that our optimized threshold improves the detection accuracy in both high SNR and low SNR signals. Boxplots are presented that provide a statistical analysis of improvements in accuracy, for instance, the 75th percentile was at 98.7% and 93.5% for the optimized NEO threshold and traditional NEO threshold, respectively.

Super-linear Precision in Simple Neural Population Codes

NASA Astrophysics Data System (ADS)

Schwab, David; Fiete, Ila

2015-03-01

A widely used tool for quantifying the precision with which a population of noisy sensory neurons encodes the value of an external stimulus is the Fisher Information (FI). Maximizing the FI is also a commonly used objective for constructing optimal neural codes. The primary utility and importance of the FI arises because it gives, through the Cramer-Rao bound, the smallest mean-squared error achievable by any unbiased stimulus estimator. However, it is well-known that when neural firing is sparse, optimizing the FI can result in codes that perform very poorly when considering the resulting mean-squared error, a measure with direct biological relevance. Here we construct optimal population codes by minimizing mean-squared error directly and study the scaling properties of the resulting network, focusing on the optimal tuning curve width. We then extend our results to continuous attractor networks that maintain short-term memory of external stimuli in their dynamics. Here we find similar scaling properties in the structure of the interactions that minimize diffusive information loss.

Optimal husbandry of hatchling Eastern Indigo Snakes (Drymarchon couperi) during a captive head-start program.

PubMed

Wines, Michael P; Johnson, Valerie M; Lock, Brad; Antonio, Fred; Godwin, James C; Rush, Elizabeth M; Guyer, Craig

2015-01-01

Optimal husbandry techniques are desirable for any headstart program, but frequently are unknown for rare species. Here we describe key reproductive variables and determine optimal incubation temperature and diet diversity for Eastern Indigo Snakes (Drymarchon couperi) grown in laboratory settings. Optimal incubation temperature was estimated from two variables dependent on temperature, shell dimpling, a surrogate for death from fungal infection, and deviation of an egg from an ovoid shape, a surrogate for death from developmental anomalies. Based on these relationships and size at hatching we determined optimal incubation temperature to be 26°C. Additionally, we used incubation data to assess the effect of temperature on duration of incubation and size of hatchlings. We also examined hatchling diets necessary to achieve optimal growth over a 21-month period. These snakes exhibited a positive linear relationship between total mass eaten and growth rate, when individuals were fed less than 1711 g of prey, and displayed constant growth for individuals exceeding 1711 g of prey. Similarly, growth rate increased linearly with increasing diet diversity up to a moderately diverse diet, followed by constant growth for higher levels of diet diversity. Of the two components of diet diversity, diet evenness played a stronger role than diet richness in explaining variance in hatchling growth. These patterns document that our goal of satiating snakes was achieved for some individuals but not others and that diets in which total grams consumed over the first 21 months of life is distributed equivalently among at least three prey genera yielded the fastest growth rates for hatchling snakes. © 2015 Wiley Periodicals, Inc.

Biophysical and spectral modeling for crop identification and assessment

NASA Technical Reports Server (NTRS)

Goel, N. S. (Principal Investigator)

1984-01-01

The development of a technique for estimating all canopy parameters occurring in a canopy reflectance model from the measured canopy reflectance data is summarized. The Suits and the SAIL model for a uniform and homogeneous crop canopy were used to determine if the leaf area index and the leaf angle distribution could be estimated. Optimal solar/view angles for measuring CR were also investigated. The use of CR in many wavelengths or spectral bands and of linear and nonlinear transforms of CRs for various solar/view angles and various spectral bands is discussed as well as the inversion of rediance data inside the canopy, angle transforms for filtering out terrain slope effects, and modification of one dimensional models.

Geodesic regression for image time-series.

PubMed

Niethammer, Marc; Huang, Yang; Vialard, François-Xavier

2011-01-01

Registration of image-time series has so far been accomplished (i) by concatenating registrations between image pairs, (ii) by solving a joint estimation problem resulting in piecewise geodesic paths between image pairs, (iii) by kernel based local averaging or (iv) by augmenting the joint estimation with additional temporal irregularity penalties. Here, we propose a generative model extending least squares linear regression to the space of images by using a second-order dynamic formulation for image registration. Unlike previous approaches, the formulation allows for a compact representation of an approximation to the full spatio-temporal trajectory through its initial values. The method also opens up possibilities to design image-based approximation algorithms. The resulting optimization problem is solved using an adjoint method.

Modeling of testosterone regulation by pulse-modulated feedback: An experimental data study

NASA Astrophysics Data System (ADS)

Mattsson, Per; Medvedev, Alexander

2013-10-01

The continuous part of a hybrid (pulse-modulated) model of testosterone feedback regulation is extended with infinite-dimensional and nonlinear dynamics, to better explain the testosterone concentration profiles observed in clinical data. A linear least-squares based optimization algorithm is developed for the purpose of detecting impulses of gonadotropin-realsing hormone from measured concentration of luteinizing hormone. The parameters in the model are estimated from hormone concentration measured in human males, and simulation results from the full closed-loop system are provided.

Gompertzian stochastic model with delay effect to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

2015-02-03

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

A study of the use of linear programming techniques to improve the performance in design optimization problems

NASA Technical Reports Server (NTRS)

Young, Katherine C.; Sobieszczanski-Sobieski, Jaroslaw

1988-01-01

This project has two objectives. The first is to determine whether linear programming techniques can improve performance when handling design optimization problems with a large number of design variables and constraints relative to the feasible directions algorithm. The second purpose is to determine whether using the Kreisselmeier-Steinhauser (KS) function to replace the constraints with one constraint will reduce the cost of total optimization. Comparisons are made using solutions obtained with linear and non-linear methods. The results indicate that there is no cost saving using the linear method or in using the KS function to replace constraints.

Joint Center Estimation Using Single-Frame Optimization: Part 1: Numerical Simulation.

PubMed

Frick, Eric; Rahmatalla, Salam

2018-04-04

The biomechanical models used to refine and stabilize motion capture processes are almost invariably driven by joint center estimates, and any errors in joint center calculation carry over and can be compounded when calculating joint kinematics. Unfortunately, accurate determination of joint centers is a complex task, primarily due to measurements being contaminated by soft-tissue artifact (STA). This paper proposes a novel approach to joint center estimation implemented via sequential application of single-frame optimization (SFO). First, the method minimizes the variance of individual time frames’ joint center estimations via the developed variance minimization method to obtain accurate overall initial conditions. These initial conditions are used to stabilize an optimization-based linearization of human motion that determines a time-varying joint center estimation. In this manner, the complex and nonlinear behavior of human motion contaminated by STA can be captured as a continuous series of unique rigid-body realizations without requiring a complex analytical model to describe the behavior of STA. This article intends to offer proof of concept, and the presented method must be further developed before it can be reasonably applied to human motion. Numerical simulations were introduced to verify and substantiate the efficacy of the proposed methodology. When directly compared with a state-of-the-art inertial method, SFO reduced the error due to soft-tissue artifact in all cases by more than 45%. Instead of producing a single vector value to describe the joint center location during a motion capture trial as existing methods often do, the proposed method produced time-varying solutions that were highly correlated ( r > 0.82) with the true, time-varying joint center solution.

Spatio-temporal Hotelling observer for signal detection from image sequences

PubMed Central

Caucci, Luca; Barrett, Harrison H.; Rodríguez, Jeffrey J.

2010-01-01

Detection of signals in noisy images is necessary in many applications, including astronomy and medical imaging. The optimal linear observer for performing a detection task, called the Hotelling observer in the medical literature, can be regarded as a generalization of the familiar prewhitening matched filter. Performance on the detection task is limited by randomness in the image data, which stems from randomness in the object, randomness in the imaging system, and randomness in the detector outputs due to photon and readout noise, and the Hotelling observer accounts for all of these effects in an optimal way. If multiple temporal frames of images are acquired, the resulting data set is a spatio-temporal random process, and the Hotelling observer becomes a spatio-temporal linear operator. This paper discusses the theory of the spatio-temporal Hotelling observer and estimation of the required spatio-temporal covariance matrices. It also presents a parallel implementation of the observer on a cluster of Sony PLAYSTATION 3 gaming consoles. As an example, we consider the use of the spatio-temporal Hotelling observer for exoplanet detection. PMID:19550494

Spatio-temporal Hotelling observer for signal detection from image sequences.

PubMed

Caucci, Luca; Barrett, Harrison H; Rodriguez, Jeffrey J

2009-06-22

Detection of signals in noisy images is necessary in many applications, including astronomy and medical imaging. The optimal linear observer for performing a detection task, called the Hotelling observer in the medical literature, can be regarded as a generalization of the familiar prewhitening matched filter. Performance on the detection task is limited by randomness in the image data, which stems from randomness in the object, randomness in the imaging system, and randomness in the detector outputs due to photon and readout noise, and the Hotelling observer accounts for all of these effects in an optimal way. If multiple temporal frames of images are acquired, the resulting data set is a spatio-temporal random process, and the Hotelling observer becomes a spatio-temporal linear operator. This paper discusses the theory of the spatio-temporal Hotelling observer and estimation of the required spatio-temporal covariance matrices. It also presents a parallel implementation of the observer on a cluster of Sony PLAYSTATION 3 gaming consoles. As an example, we consider the use of the spatio-temporal Hotelling observer for exoplanet detection.

Localized modelling and feedback control of linear instabilities in 2-D wall bounded shear flows

NASA Astrophysics Data System (ADS)

Tol, Henry; Kotsonis, Marios; de Visser, Coen

2016-11-01

A new approach is presented for control of instabilities in 2-D wall bounded shear flows described by the linearized Navier-Stokes equations (LNSE). The control design accounts both for spatially localized actuators/sensors and the dominant perturbation dynamics in an optimal control framework. An inflow disturbance model is proposed for streamwise instabilities that drive laminar-turbulent transition. The perturbation modes that contribute to the transition process can be selected and are included in the control design. A reduced order model is derived from the LNSE that captures the input-output behavior and the dominant perturbation dynamics. This model is used to design an optimal controller for suppressing the instability growth. A 2-D channel flow and a 2-D boundary layer flow over a flat plate are considered as application cases. Disturbances are generated upstream of the control domain and the resulting flow perturbations are estimated/controlled using wall shear measurements and localized unsteady blowing and suction at the wall. It will be shown that the controller is able to cancel the perturbations and is robust to unmodelled disturbances.

Digital robust active control law synthesis for large order systems using constrained optimization

NASA Technical Reports Server (NTRS)

Mukhopadhyay, Vivek

1987-01-01

This paper presents a direct digital control law synthesis procedure for a large order, sampled data, linear feedback system using constrained optimization techniques to meet multiple design requirements. A linear quadratic Gaussian type cost function is minimized while satisfying a set of constraints on the design loads and responses. General expressions for gradients of the cost function and constraints, with respect to the digital control law design variables are derived analytically and computed by solving a set of discrete Liapunov equations. The designer can choose the structure of the control law and the design variables, hence a stable classical control law as well as an estimator-based full or reduced order control law can be used as an initial starting point. Selected design responses can be treated as constraints instead of lumping them into the cost function. This feature can be used to modify a control law, to meet individual root mean square response limitations as well as minimum single value restrictions. Low order, robust digital control laws were synthesized for gust load alleviation of a flexible remotely piloted drone aircraft.

Data-based adjoint and H2 optimal control of the Ginzburg-Landau equation

NASA Astrophysics Data System (ADS)

Banks, Michael; Bodony, Daniel

2017-11-01

Equation-free, reduced-order methods of control are desirable when the governing system of interest is of very high dimension or the control is to be applied to a physical experiment. Two-phase flow optimal control problems, our target application, fit these criteria. Dynamic Mode Decomposition (DMD) is a data-driven method for model reduction that can be used to resolve the dynamics of very high dimensional systems and project the dynamics onto a smaller, more manageable basis. We evaluate the effectiveness of DMD-based forward and adjoint operator estimation when applied to H2 optimal control approaches applied to the linear and nonlinear Ginzburg-Landau equation. Perspectives on applying the data-driven adjoint to two phase flow control will be given. Office of Naval Research (ONR) as part of the Multidisciplinary University Research Initiatives (MURI) Program, under Grant Number N00014-16-1-2617.

Gain optimization with non-linear controls

NASA Technical Reports Server (NTRS)

Slater, G. L.; Kandadai, R. D.

1984-01-01

An algorithm has been developed for the analysis and design of controls for non-linear systems. The technical approach is to use statistical linearization to model the non-linear dynamics of a system by a quasi-Gaussian model. A covariance analysis is performed to determine the behavior of the dynamical system and a quadratic cost function. Expressions for the cost function and its derivatives are determined so that numerical optimization techniques can be applied to determine optimal feedback laws. The primary application for this paper is centered about the design of controls for nominally linear systems but where the controls are saturated or limited by fixed constraints. The analysis is general, however, and numerical computation requires only that the specific non-linearity be considered in the analysis.

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.

Optimal input shaping for Fisher identifiability of control-oriented lithium-ion battery models

NASA Astrophysics Data System (ADS)

Rothenberger, Michael J.

This dissertation examines the fundamental challenge of optimally shaping input trajectories to maximize parameter identifiability of control-oriented lithium-ion battery models. Identifiability is a property from information theory that determines the solvability of parameter estimation for mathematical models using input-output measurements. This dissertation creates a framework that exploits the Fisher information metric to quantify the level of battery parameter identifiability, optimizes this metric through input shaping, and facilitates faster and more accurate estimation. The popularity of lithium-ion batteries is growing significantly in the energy storage domain, especially for stationary and transportation applications. While these cells have excellent power and energy densities, they are plagued with safety and lifespan concerns. These concerns are often resolved in the industry through conservative current and voltage operating limits, which reduce the overall performance and still lack robustness in detecting catastrophic failure modes. New advances in automotive battery management systems mitigate these challenges through the incorporation of model-based control to increase performance, safety, and lifespan. To achieve these goals, model-based control requires accurate parameterization of the battery model. While many groups in the literature study a variety of methods to perform battery parameter estimation, a fundamental issue of poor parameter identifiability remains apparent for lithium-ion battery models. This fundamental challenge of battery identifiability is studied extensively in the literature, and some groups are even approaching the problem of improving the ability to estimate the model parameters. The first approach is to add additional sensors to the battery to gain more information that is used for estimation. The other main approach is to shape the input trajectories to increase the amount of information that can be gained from input-output measurements, and is the approach used in this dissertation. Research in the literature studies optimal current input shaping for high-order electrochemical battery models and focuses on offline laboratory cycling. While this body of research highlights improvements in identifiability through optimal input shaping, each optimal input is a function of nominal parameters, which creates a tautology. The parameter values must be known a priori to determine the optimal input for maximizing estimation speed and accuracy. The system identification literature presents multiple studies containing methods that avoid the challenges of this tautology, but these methods are absent from the battery parameter estimation domain. The gaps in the above literature are addressed in this dissertation through the following five novel and unique contributions. First, this dissertation optimizes the parameter identifiability of a thermal battery model, which Sergio Mendoza experimentally validates through a close collaboration with this dissertation's author. Second, this dissertation extends input-shaping optimization to a linear and nonlinear equivalent-circuit battery model and illustrates the substantial improvements in Fisher identifiability for a periodic optimal signal when compared against automotive benchmark cycles. Third, this dissertation presents an experimental validation study of the simulation work in the previous contribution. The estimation study shows that the automotive benchmark cycles either converge slower than the optimized cycle, or not at all for certain parameters. Fourth, this dissertation examines how automotive battery packs with additional power electronic components that dynamically route current to individual cells/modules can be used for parameter identifiability optimization. While the user and vehicle supervisory controller dictate the current demand for these packs, the optimized internal allocation of current still improves identifiability. Finally, this dissertation presents a robust Bayesian sequential input shaping optimization study to maximize the conditional Fisher information of the battery model parameters without prior knowledge of the nominal parameter set. This iterative algorithm only requires knowledge of the prior parameter distributions to converge to the optimal input trajectory.

Spectral Estimation Model Construction of Heavy Metals in Mining Reclamation Areas

PubMed Central

Dong, Jihong; Dai, Wenting; Xu, Jiren; Li, Songnian

2016-01-01

The study reported here examined, as the research subject, surface soils in the Liuxin mining area of Xuzhou, and explored the heavy metal content and spectral data by establishing quantitative models with Multivariable Linear Regression (MLR), Generalized Regression Neural Network (GRNN) and Sequential Minimal Optimization for Support Vector Machine (SMO-SVM) methods. The study results are as follows: (1) the estimations of the spectral inversion models established based on MLR, GRNN and SMO-SVM are satisfactory, and the MLR model provides the worst estimation, with R2 of more than 0.46. This result suggests that the stress sensitive bands of heavy metal pollution contain enough effective spectral information; (2) the GRNN model can simulate the data from small samples more effectively than the MLR model, and the R2 between the contents of the five heavy metals estimated by the GRNN model and the measured values are approximately 0.7; (3) the stability and accuracy of the spectral estimation using the SMO-SVM model are obviously better than that of the GRNN and MLR models. Among all five types of heavy metals, the estimation for cadmium (Cd) is the best when using the SMO-SVM model, and its R2 value reaches 0.8628; (4) using the optimal model to invert the Cd content in wheat that are planted on mine reclamation soil, the R2 and RMSE between the measured and the estimated values are 0.6683 and 0.0489, respectively. This result suggests that the method using the SMO-SVM model to estimate the contents of heavy metals in wheat samples is feasible. PMID:27367708

Spectral Estimation Model Construction of Heavy Metals in Mining Reclamation Areas.

PubMed

Dong, Jihong; Dai, Wenting; Xu, Jiren; Li, Songnian

2016-06-28

The study reported here examined, as the research subject, surface soils in the Liuxin mining area of Xuzhou, and explored the heavy metal content and spectral data by establishing quantitative models with Multivariable Linear Regression (MLR), Generalized Regression Neural Network (GRNN) and Sequential Minimal Optimization for Support Vector Machine (SMO-SVM) methods. The study results are as follows: (1) the estimations of the spectral inversion models established based on MLR, GRNN and SMO-SVM are satisfactory, and the MLR model provides the worst estimation, with R² of more than 0.46. This result suggests that the stress sensitive bands of heavy metal pollution contain enough effective spectral information; (2) the GRNN model can simulate the data from small samples more effectively than the MLR model, and the R² between the contents of the five heavy metals estimated by the GRNN model and the measured values are approximately 0.7; (3) the stability and accuracy of the spectral estimation using the SMO-SVM model are obviously better than that of the GRNN and MLR models. Among all five types of heavy metals, the estimation for cadmium (Cd) is the best when using the SMO-SVM model, and its R² value reaches 0.8628; (4) using the optimal model to invert the Cd content in wheat that are planted on mine reclamation soil, the R² and RMSE between the measured and the estimated values are 0.6683 and 0.0489, respectively. This result suggests that the method using the SMO-SVM model to estimate the contents of heavy metals in wheat samples is feasible.

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

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

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

Optimal design of minimum mean-square error noise reduction algorithms using the simulated annealing technique.

PubMed

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.

Adaptive estimation of a time-varying phase with coherent states: Smoothing can give an unbounded improvement over filtering

NASA Astrophysics Data System (ADS)

Laverick, Kiarn T.; Wiseman, Howard M.; Dinani, Hossein T.; Berry, Dominic W.

2018-04-01

The problem of measuring a time-varying phase, even when the statistics of the variation is known, is considerably harder than that of measuring a constant phase. In particular, the usual bounds on accuracy, such as the 1 /(4 n ¯) standard quantum limit with coherent states, do not apply. Here, by restricting to coherent states, we are able to analytically obtain the achievable accuracy, the equivalent of the standard quantum limit, for a wide class of phase variation. In particular, we consider the case where the phase has Gaussian statistics and a power-law spectrum equal to κp -1/|ω| p for large ω , for some p >1 . For coherent states with mean photon flux N , we give the quantum Cramér-Rao bound on the mean-square phase error as [psin(π /p ) ] -1(4N /κ ) -(p -1 )/p . Next, we consider whether the bound can be achieved by an adaptive homodyne measurement in the limit N /κ ≫1 , which allows the photocurrent to be linearized. Applying the optimal filtering for the resultant linear Gaussian system, we find the same scaling with N , but with a prefactor larger by a factor of p . By contrast, if we employ optimal smoothing we can exactly obtain the quantum Cramér-Rao bound. That is, contrary to previously considered (p =2 ) cases of phase estimation, here the improvement offered by smoothing over filtering is not limited to a factor of 2 but rather can be unbounded by a factor of p . We also study numerically the performance of these estimators for an adaptive measurement in the limit where N /κ is not large and find a more complicated picture.

Variational Koopman models: Slow collective variables and molecular kinetics from short off-equilibrium simulations

NASA Astrophysics Data System (ADS)

Wu, Hao; Nüske, Feliks; Paul, Fabian; Klus, Stefan; Koltai, Péter; Noé, Frank

2017-04-01

Markov state models (MSMs) and master equation models are popular approaches to approximate molecular kinetics, equilibria, metastable states, and reaction coordinates in terms of a state space discretization usually obtained by clustering. Recently, a powerful generalization of MSMs has been introduced, the variational approach conformation dynamics/molecular kinetics (VAC) and its special case the time-lagged independent component analysis (TICA), which allow us to approximate slow collective variables and molecular kinetics by linear combinations of smooth basis functions or order parameters. While it is known how to estimate MSMs from trajectories whose starting points are not sampled from an equilibrium ensemble, this has not yet been the case for TICA and the VAC. Previous estimates from short trajectories have been strongly biased and thus not variationally optimal. Here, we employ the Koopman operator theory and the ideas from dynamic mode decomposition to extend the VAC and TICA to non-equilibrium data. The main insight is that the VAC and TICA provide a coefficient matrix that we call Koopman model, as it approximates the underlying dynamical (Koopman) operator in conjunction with the basis set used. This Koopman model can be used to compute a stationary vector to reweight the data to equilibrium. From such a Koopman-reweighted sample, equilibrium expectation values and variationally optimal reversible Koopman models can be constructed even with short simulations. The Koopman model can be used to propagate densities, and its eigenvalue decomposition provides estimates of relaxation time scales and slow collective variables for dimension reduction. Koopman models are generalizations of Markov state models, TICA, and the linear VAC and allow molecular kinetics to be described without a cluster discretization.

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

NASA Astrophysics Data System (ADS)

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

1997-02-01

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

Stationary-phase optimized selectivity liquid chromatography: development of a linear gradient prediction algorithm.

PubMed

De Beer, Maarten; Lynen, Fréderic; Chen, Kai; Ferguson, Paul; Hanna-Brown, Melissa; Sandra, Pat

2010-03-01

Stationary-phase optimized selectivity liquid chromatography (SOS-LC) is a tool in reversed-phase LC (RP-LC) to optimize the selectivity for a given separation by combining stationary phases in a multisegment column. The presently (commercially) available SOS-LC optimization procedure and algorithm are only applicable to isocratic analyses. Step gradient SOS-LC has been developed, but this is still not very elegant for the analysis of complex mixtures composed of components covering a broad hydrophobicity range. A linear gradient prediction algorithm has been developed allowing one to apply SOS-LC as a generic RP-LC optimization method. The algorithm allows operation in isocratic, stepwise, and linear gradient run modes. The features of SOS-LC in the linear gradient mode are demonstrated by means of a mixture of 13 steroids, whereby baseline separation is predicted and experimentally demonstrated.

Robust Adaptive Beamforming with Sensor Position Errors Using Weighted Subspace Fitting-Based Covariance Matrix Reconstruction.

PubMed

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.

Modeling and quantification of repolarization feature dependency on heart rate.

PubMed

Minchole, A; Zacur, E; Pueyo, E; Laguna, P

2014-01-01

This article is part of the Focus Theme of Methods of Information in Medicine on "Biosignal Interpretation: Advanced Methods for Studying Cardiovascular and Respiratory Systems". This work aims at providing an efficient method to estimate the parameters of a non linear model including memory, previously proposed to characterize rate adaptation of repolarization indices. The physiological restrictions on the model parameters have been included in the cost function in such a way that unconstrained optimization techniques such as descent optimization methods can be used for parameter estimation. The proposed method has been evaluated on electrocardiogram (ECG) recordings of healthy subjects performing a tilt test, where rate adaptation of QT and Tpeak-to-Tend (Tpe) intervals has been characterized. The proposed strategy results in an efficient methodology to characterize rate adaptation of repolarization features, improving the convergence time with respect to previous strategies. Moreover, Tpe interval adapts faster to changes in heart rate than the QT interval. In this work an efficient estimation of the parameters of a model aimed at characterizing rate adaptation of repolarization features has been proposed. The Tpe interval has been shown to be rate related and with a shorter memory lag than the QT interval.

Flood Nowcasting With Linear Catchment Models, Radar and Kalman Filters

NASA Astrophysics Data System (ADS)

Pegram, Geoff; Sinclair, Scott

A pilot study using real time rainfall data as input to a parsimonious linear distributed flood forecasting model is presented. The aim of the study is to deliver an operational system capable of producing flood forecasts, in real time, for the Mgeni and Mlazi catchments near the city of Durban in South Africa. The forecasts can be made at time steps which are of the order of a fraction of the catchment response time. To this end, the model is formulated in Finite Difference form in an equation similar to an Auto Regressive Moving Average (ARMA) model; it is this formulation which provides the required computational efficiency. The ARMA equation is a discretely coincident form of the State-Space equations that govern the response of an arrangement of linear reservoirs. This results in a functional relationship between the reservoir response con- stants and the ARMA coefficients, which guarantees stationarity of the ARMA model. Input to the model is a combined "Best Estimate" spatial rainfall field, derived from a combination of weather RADAR and Satellite rainfield estimates with point rain- fall given by a network of telemetering raingauges. Several strategies are employed to overcome the uncertainties associated with forecasting. Principle among these are the use of optimal (double Kalman) filtering techniques to update the model states and parameters in response to current streamflow observations and the application of short term forecasting techniques to provide future estimates of the rainfield as input to the model.

An optimal state estimation model of sensory integration in human postural balance

NASA Astrophysics Data System (ADS)

Kuo, Arthur D.

2005-09-01

We propose a model for human postural balance, combining state feedback control with optimal state estimation. State estimation uses an internal model of body and sensor dynamics to process sensor information and determine body orientation. Three sensory modalities are modeled: joint proprioception, vestibular organs in the inner ear, and vision. These are mated with a two degree-of-freedom model of body dynamics in the sagittal plane. Linear quadratic optimal control is used to design state feedback and estimation gains. Nine free parameters define the control objective and the signal-to-noise ratios of the sensors. The model predicts statistical properties of human sway in terms of covariance of ankle and hip motion. These predictions are compared with normal human responses to alterations in sensory conditions. With a single parameter set, the model successfully reproduces the general nature of postural motion as a function of sensory environment. Parameter variations reveal that the model is highly robust under normal sensory conditions, but not when two or more sensors are inaccurate. This behavior is similar to that of normal human subjects. We propose that age-related sensory changes may be modeled with decreased signal-to-noise ratios, and compare the model's behavior with degraded sensors against experimental measurements from older adults. We also examine removal of the model's vestibular sense, which leads to instability similar to that observed in bilateral vestibular loss subjects. The model may be useful for predicting which sensors are most critical for balance, and how much they can deteriorate before posture becomes unstable.

Effect of trial-to-trial variability on optimal event-related fMRI design: Implications for Beta-series correlation and multi-voxel pattern analysis

PubMed Central

Abdulrahman, Hunar; Henson, Richard N.

2016-01-01

Functional magnetic resonance imaging (fMRI) studies typically employ rapid, event-related designs for behavioral reasons and for reasons associated with statistical efficiency. Efficiency is calculated from the precision of the parameters (Betas) estimated from a General Linear Model (GLM) in which trial onsets are convolved with a Hemodynamic Response Function (HRF). However, previous calculations of efficiency have ignored likely variability in the neural response from trial to trial, for example due to attentional fluctuations, or different stimuli across trials. Here we compare three GLMs in their efficiency for estimating average and individual Betas across trials as a function of trial variability, scan noise and Stimulus Onset Asynchrony (SOA): “Least Squares All” (LSA), “Least Squares Separate” (LSS) and “Least Squares Unitary” (LSU). Estimation of responses to individual trials in particular is important for both functional connectivity using “Beta-series correlation” and “multi-voxel pattern analysis” (MVPA). Our simulations show that the ratio of trial-to-trial variability to scan noise impacts both the optimal SOA and optimal GLM, especially for short SOAs < 5 s: LSA is better when this ratio is high, whereas LSS and LSU are better when the ratio is low. For MVPA, the consistency across voxels of trial variability and of scan noise is also critical. These findings not only have important implications for design of experiments using Beta-series regression and MVPA, but also statistical parametric mapping studies that seek only efficient estimation of the mean response across trials. PMID:26549299

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

USGS Publications Warehouse

Crawford, Charles G.

1991-01-01

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

Constructing an Efficient Self-Tuning Aircraft Engine Model for Control and Health Management Applications

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulations.Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulatns.

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

PubMed

Frazin, Richard A

2018-04-01

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

SU-F-207-16: CT Protocols Optimization Using Model Observer

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

Tseng, H; Fan, J; Kupinski, M

2015-06-15

Purpose: To quantitatively evaluate the performance of different CT protocols using task-based measures of image quality. This work studies the task of size and the contrast estimation of different iodine concentration rods inserted in head- and body-sized phantoms using different imaging protocols. These protocols are designed to have the same dose level (CTDIvol) but using different X-ray tube voltage settings (kVp). Methods: Different concentrations of iodine objects inserted in a head size phantom and a body size phantom are imaged on a 64-slice commercial CT scanner. Scanning protocols with various tube voltages (80, 100, and 120 kVp) and current settingsmore » are selected, which output the same absorbed dose level (CTDIvol). Because the phantom design (size of the iodine objects, the air gap between the inserted objects and the phantom) is not ideal for a model observer study, the acquired CT images are used to generate simulation images with four different sizes and five different contracts iodine objects. For each type of the objects, 500 images (100 x 100 pixels) are generated for the observer study. The observer selected in this study is the channelized scanning linear observer which could be applied to estimate the size and the contrast. The figure of merit used is the correct estimation ratio. The mean and the variance are estimated by the shuffle method. Results: The results indicate that the protocols with 100 kVp tube voltage setting provides the best performance for iodine insert size and contrast estimation for both head and body phantom cases. Conclusion: This work presents a practical and robust quantitative approach using channelized scanning linear observer to study contrast and size estimation performance from different CT protocols. Different protocols at same CTDIvol setting could Result in different image quality performance. The relationship between the absorbed dose and the diagnostic image quality is not linear.« less

Breast Radiotherapy with Mixed Energy Photons; a Model for Optimal Beam Weighting.

PubMed

Birgani, Mohammadjavad Tahmasebi; Fatahiasl, Jafar; Hosseini, Seyed Mohammad; Bagheri, Ali; Behrooz, Mohammad Ali; Zabiehzadeh, Mansour; Meskani, Reza; Gomari, Maryam Talaei

2015-01-01

Utilization of high energy photons (>10 MV) with an optimal weight using a mixed energy technique is a practical way to generate a homogenous dose distribution while maintaining adequate target coverage in intact breast radiotherapy. This study represents a model for estimation of this optimal weight for day to day clinical usage. For this purpose, treatment planning computed tomography scans of thirty-three consecutive early stage breast cancer patients following breast conservation surgery were analyzed. After delineation of the breast clinical target volume (CTV) and placing opposed wedge paired isocenteric tangential portals, dosimeteric calculations were conducted and dose volume histograms (DVHs) were generated, first with pure 6 MV photons and then these calculations were repeated ten times with incorporating 18 MV photons (ten percent increase in weight per step) in each individual patient. For each calculation two indexes including maximum dose in the breast CTV (Dmax) and the volume of CTV which covered with 95% Isodose line (VCTV, 95%IDL) were measured according to the DVH data and then normalized values were plotted in a graph. The optimal weight of 18 MV photons was defined as the intersection point of Dmax and VCTV, 95%IDL graphs. For creating a model to predict this optimal weight multiple linear regression analysis was used based on some of the breast and tangential field parameters. The best fitting model for prediction of 18 MV photons optimal weight in breast radiotherapy using mixed energy technique, incorporated chest wall separation plus central lung distance (Adjusted R2=0.776). In conclusion, this study represents a model for the estimation of optimal beam weighting in breast radiotherapy using mixed photon energy technique for routine day to day clinical usage.

Can we do better than the grid survey: Optimal synoptic surveys in presence of variable uncertainty and decorrelation scales

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.

Robust estimation for partially linear models with large-dimensional covariates

PubMed Central

Zhu, LiPing; Li, RunZe; Cui, HengJian

2014-01-01

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

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

PubMed

Zhu, LiPing; Li, RunZe; Cui, HengJian

2013-10-01

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

Large-Scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation

DTIC Science & Technology

2016-08-10

AFRL-AFOSR-JP-TR-2016-0073 Large-scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation ...2016 4.  TITLE AND SUBTITLE Large-scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation 5a...performances on various machine learning tasks and it naturally lends itself to fast parallel implementations . Despite this, very little work has been

A spatial domain decomposition approach to distributed H ∞ observer design of a linear unstable parabolic distributed parameter system with spatially discrete sensors

NASA Astrophysics Data System (ADS)

Wang, Jun-Wei; Liu, Ya-Qiang; Hu, Yan-Yan; Sun, Chang-Yin

2017-12-01

This paper discusses the design problem of distributed H∞ Luenberger-type partial differential equation (PDE) observer for state estimation of a linear unstable parabolic distributed parameter system (DPS) with external disturbance and measurement disturbance. Both pointwise measurement in space and local piecewise uniform measurement in space are considered; that is, sensors are only active at some specified points or applied at part thereof of the spatial domain. The spatial domain is decomposed into multiple subdomains according to the location of the sensors such that only one sensor is located at each subdomain. By using Lyapunov technique, Wirtinger's inequality at each subdomain, and integration by parts, a Lyapunov-based design of Luenberger-type PDE observer is developed such that the resulting estimation error system is exponentially stable with an H∞ performance constraint, and presented in terms of standard linear matrix inequalities (LMIs). For the case of local piecewise uniform measurement in space, the first mean value theorem for integrals is utilised in the observer design development. Moreover, the problem of optimal H∞ observer design is also addressed in the sense of minimising the attenuation level. Numerical simulation results are presented to show the satisfactory performance of the proposed design method.

On-Orbit Line Spread Function Estimation of the SNPP VIIRS Imaging System from Lake Pontchartrain Causeway Bridge Images

NASA Technical Reports Server (NTRS)

Tilton, James C.; Wolfe, Robert E.; Lin, Guoqing

2017-01-01

The visible infrared imaging radiometer suite (VIIRS) instrument was launched 28 October 2011 onboard the Suomi National Polar-orbiting Partnership (SNPP) satellite. The VIIRS instrument is a whiskbroom system with 22 spectral and thermal bands split between 16 moderate resolution bands (M-bands), five imagery resolution bands (I-bands) and a day-night band. In this study we estimate the along-scan line spread function (LSF) of the I-bands and M-bands based on measurements performed on images of the Lake Pontchartrain Causeway Bridge. In doing so we develop a model for the LSF that closely matches the prelaunch laboratory measurements. We utilize VIIRS images co-geolocated with a Landsat TM image to precisely locate the bridge linear feature in the VIIRS images as a linear best fit to a straight line. We then utilize non-linear optimization to compute the best fit equation of the VIIRS image measurements in the vicinity of the bridge to the developed model equation. From the found parameterization of the model equation we derive the full-width at half-maximum (FWHM) as an approximation of the sensor field of view (FOV) for all bands, and compare these on-orbit measured values with prelaunch laboratory results.

Unbalanced and Minimal Point Equivalent Estimation Second-Order Split-Plot Designs

NASA Technical Reports Server (NTRS)

Parker, Peter A.; Kowalski, Scott M.; Vining, G. Geoffrey

2007-01-01

Restricting the randomization of hard-to-change factors in industrial experiments is often performed by employing a split-plot design structure. From an economic perspective, these designs minimize the experimental cost by reducing the number of resets of the hard-to- change factors. In this paper, unbalanced designs are considered for cases where the subplots are relatively expensive and the experimental apparatus accommodates an unequal number of runs per whole-plot. We provide construction methods for unbalanced second-order split- plot designs that possess the equivalence estimation optimality property, providing best linear unbiased estimates of the parameters; independent of the variance components. Unbalanced versions of the central composite and Box-Behnken designs are developed. For cases where the subplot cost approaches the whole-plot cost, minimal point designs are proposed and illustrated with a split-plot Notz design.

Optimal estimator model for human spatial orientation

NASA Technical Reports Server (NTRS)

Borah, J.; Young, L. R.; Curry, R. E.

1979-01-01

A model is being developed to predict pilot dynamic spatial orientation in response to multisensory stimuli. Motion stimuli are first processed by dynamic models of the visual, vestibular, tactile, and proprioceptive sensors. Central nervous system function is then modeled as a steady-state Kalman filter which blends information from the various sensors to form an estimate of spatial orientation. Where necessary, this linear central estimator has been augmented with nonlinear elements to reflect more accurately some highly nonlinear human response characteristics. Computer implementation of the model has shown agreement with several important qualitative characteristics of human spatial orientation, and it is felt that with further modification and additional experimental data the model can be improved and extended. Possible means are described for extending the model to better represent the active pilot with varying skill and work load levels.

Estimated breeding values for canine hip dysplasia radiographic traits in a cohort of Australian German Shepherd dogs.

PubMed

Wilson, Bethany J; Nicholas, Frank W; James, John W; Wade, Claire M; Thomson, Peter C

2013-01-01

Canine hip dysplasia (CHD) is a serious and common musculoskeletal disease of pedigree dogs and therefore represents both an important welfare concern and an imperative breeding priority. The typical heritability estimates for radiographic CHD traits suggest that the accuracy of breeding dog selection could be substantially improved by the use of estimated breeding values (EBVs) in place of selection based on phenotypes of individuals. The British Veterinary Association/Kennel Club scoring method is a complex measure composed of nine bilateral ordinal traits, intended to evaluate both early and late dysplastic changes. However, the ordinal nature of the traits may represent a technical challenge for calculation of EBVs using linear methods. The purpose of the current study was to calculate EBVs of British Veterinary Association/Kennel Club traits in the Australian population of German Shepherd Dogs, using linear (both as individual traits and a summed phenotype), binary and ordinal methods to determine the optimal method for EBV calculation. Ordinal EBVs correlated well with linear EBVs (r = 0.90-0.99) and somewhat well with EBVs for the sum of the individual traits (r = 0.58-0.92). Correlation of ordinal and binary EBVs varied widely (r = 0.24-0.99) depending on the trait and cut-point considered. The ordinal EBVs have increased accuracy (0.48-0.69) of selection compared with accuracies from individual phenotype-based selection (0.40-0.52). Despite the high correlations between linear and ordinal EBVs, the underlying relationship between EBVs calculated by the two methods was not always linear, leading us to suggest that ordinal models should be used wherever possible. As the population of German Shepherd Dogs which was studied was purportedly under selection for the traits studied, we examined the EBVs for evidence of a genetic trend in these traits and found substantial genetic improvement over time. This study suggests the use of ordinal EBVs could increase the rate of genetic improvement in this population.

LROC assessment of non-linear filtering methods in Ga-67 SPECT imaging

NASA Astrophysics Data System (ADS)

De Clercq, Stijn; Staelens, Steven; De Beenhouwer, Jan; D'Asseler, Yves; Lemahieu, Ignace

2006-03-01

In emission tomography, iterative reconstruction is usually followed by a linear smoothing filter to make such images more appropriate for visual inspection and diagnosis by a physician. This will result in a global blurring of the images, smoothing across edges and possibly discarding valuable image information for detection tasks. The purpose of this study is to investigate which possible advantages a non-linear, edge-preserving postfilter could have on lesion detection in Ga-67 SPECT imaging. Image quality can be defined based on the task that has to be performed on the image. This study used LROC observer studies based on a dataset created by CPU-intensive Gate Monte Carlo simulations of a voxelized digital phantom. The filters considered in this study were a linear Gaussian filter, a bilateral filter, the Perona-Malik anisotropic diffusion filter and the Catte filtering scheme. The 3D MCAT software phantom was used to simulate the distribution of Ga-67 citrate in the abdomen. Tumor-present cases had a 1-cm diameter tumor randomly placed near the edges of the anatomical boundaries of the kidneys, bone, liver and spleen. Our data set was generated out of a single noisy background simulation using the bootstrap method, to significantly reduce the simulation time and to allow for a larger observer data set. Lesions were simulated separately and added to the background afterwards. These were then reconstructed with an iterative approach, using a sufficiently large number of MLEM iterations to establish convergence. The output of a numerical observer was used in a simplex optimization method to estimate an optimal set of parameters for each postfilter. No significant improvement was found for using edge-preserving filtering techniques over standard linear Gaussian filtering.

An MCMC method for the evaluation of the Fisher information matrix for non-linear mixed effect models.

PubMed

Riviere, Marie-Karelle; Ueckert, Sebastian; Mentré, France

2016-10-01

Non-linear mixed effect models (NLMEMs) are widely used for the analysis of longitudinal data. To design these studies, optimal design based on the expected Fisher information matrix (FIM) can be used instead of performing time-consuming clinical trial simulations. In recent years, estimation algorithms for NLMEMs have transitioned from linearization toward more exact higher-order methods. Optimal design, on the other hand, has mainly relied on first-order (FO) linearization to calculate the FIM. Although efficient in general, FO cannot be applied to complex non-linear models and with difficulty in studies with discrete data. We propose an approach to evaluate the expected FIM in NLMEMs for both discrete and continuous outcomes. We used Markov Chain Monte Carlo (MCMC) to integrate the derivatives of the log-likelihood over the random effects, and Monte Carlo to evaluate its expectation w.r.t. the observations. Our method was implemented in R using Stan, which efficiently draws MCMC samples and calculates partial derivatives of the log-likelihood. Evaluated on several examples, our approach showed good performance with relative standard errors (RSEs) close to those obtained by simulations. We studied the influence of the number of MC and MCMC samples and computed the uncertainty of the FIM evaluation. We also compared our approach to Adaptive Gaussian Quadrature, Laplace approximation, and FO. Our method is available in R-package MIXFIM and can be used to evaluate the FIM, its determinant with confidence intervals (CIs), and RSEs with CIs. © The Author 2016. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Retrieval of Aerosol Microphysical Properties Based on the Optimal Estimation Method: Information Content Analysis for Satellite Polarimetric Remote Sensing Measurements

NASA Astrophysics Data System (ADS)

Hou, W. Z.; Li, Z. Q.; Zheng, F. X.; Qie, L. L.

2018-04-01

This paper evaluates the information content for the retrieval of key aerosol microphysical and surface properties for multispectral single-viewing satellite polarimetric measurements cantered at 410, 443, 555, 670, 865, 1610 and 2250 nm over bright land. To conduct the information content analysis, the synthetic data are simulated by the Unified Linearized Vector Radiative Transfer Model (UNLVTM) with the intensity and polarization together over bare soil surface for various scenarios. Following the optimal estimation theory, a principal component analysis method is employed to reconstruct the multispectral surface reflectance from 410 nm to 2250 nm, and then integrated with a linear one-parametric BPDF model to represent the contribution of polarized surface reflectance, thus further to decouple the surface-atmosphere contribution from the TOA measurements. Focusing on two different aerosol models with the aerosol optical depth equal to 0.8 at 550 nm, the total DFS and DFS component of each retrieval aerosol and surface parameter are analysed. The DFS results show that the key aerosol microphysical properties, such as the fine- and coarse-mode columnar volume concentration, the effective radius and the real part of complex refractive index at 550 nm, could be well retrieved with the surface parameters simultaneously over bare soil surface type. The findings of this study can provide the guidance to the inversion algorithm development over bright surface land by taking full use of the single-viewing satellite polarimetric measurements.

Multiparameter Estimation in Networked Quantum Sensors

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1991-01-01

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

An efficient method for model refinement in diffuse optical tomography

NASA Astrophysics Data System (ADS)

Zirak, A. R.; Khademi, M.

2007-11-01

Diffuse optical tomography (DOT) is a non-linear, ill-posed, boundary value and optimization problem which necessitates regularization. Also, Bayesian methods are suitable owing to measurements data are sparse and correlated. In such problems which are solved with iterative methods, for stabilization and better convergence, the solution space must be small. These constraints subject to extensive and overdetermined system of equations which model retrieving criteria specially total least squares (TLS) must to refine model error. Using TLS is limited to linear systems which is not achievable when applying traditional Bayesian methods. This paper presents an efficient method for model refinement using regularized total least squares (RTLS) for treating on linearized DOT problem, having maximum a posteriori (MAP) estimator and Tikhonov regulator. This is done with combination Bayesian and regularization tools as preconditioner matrices, applying them to equations and then using RTLS to the resulting linear equations. The preconditioning matrixes are guided by patient specific information as well as a priori knowledge gained from the training set. Simulation results illustrate that proposed method improves the image reconstruction performance and localize the abnormally well.

Quantum Linear System Algorithm for Dense Matrices

NASA Astrophysics Data System (ADS)

Wossnig, Leonard; Zhao, Zhikuan; Prakash, Anupam

2018-02-01

Solving linear systems of equations is a frequently encountered problem in machine learning and optimization. Given a matrix A and a vector b the task is to find the vector x such that A x =b . We describe a quantum algorithm that achieves a sparsity-independent runtime scaling of O (κ2√{n }polylog(n )/ɛ ) for an n ×n dimensional A with bounded spectral norm, where κ denotes the condition number of A , and ɛ is the desired precision parameter. This amounts to a polynomial improvement over known quantum linear system algorithms when applied to dense matrices, and poses a new state of the art for solving dense linear systems on a quantum computer. Furthermore, an exponential improvement is achievable if the rank of A is polylogarithmic in the matrix dimension. Our algorithm is built upon a singular value estimation subroutine, which makes use of a memory architecture that allows for efficient preparation of quantum states that correspond to the rows of A and the vector of Euclidean norms of the rows of A .

Using patient-specific hemodynamic response function in epileptic spike analysis of human epilepsy: a study based on EEG-fNIRS.

PubMed

Peng, Ke; Nguyen, Dang Khoa; Vannasing, Phetsamone; Tremblay, Julie; Lesage, Frédéric; Pouliot, Philippe

2016-02-01

Functional near-infrared spectroscopy (fNIRS) can be combined with electroencephalography (EEG) to continuously monitor the hemodynamic signal evoked by epileptic events such as seizures or interictal epileptiform discharges (IEDs, aka spikes). As estimation methods assuming a canonical shape of the hemodynamic response function (HRF) might not be optimal, we sought to model patient-specific HRF (sHRF) with a simple deconvolution approach for IED-related analysis with EEG-fNIRS data. Furthermore, a quadratic term was added to the model to account for the nonlinearity in the response when IEDs are frequent. Prior to analyzing clinical data, simulations were carried out to show that the HRF was estimable by the proposed deconvolution methods under proper conditions. EEG-fNIRS data of five patients with refractory focal epilepsy were selected due to the presence of frequent clear IEDs and their unambiguous focus localization. For each patient, both the linear sHRF and the nonlinear sHRF were estimated at each channel. Variability of the estimated sHRFs was seen across brain regions and different patients. Compared with the SPM8 canonical HRF (cHRF), including these sHRFs in the general linear model (GLM) analysis led to hemoglobin activations with higher statistical scores as well as larger spatial extents on all five patients. In particular, for patients with frequent IEDs, nonlinear sHRFs were seen to provide higher sensitivity in activation detection than linear sHRFs. These observations support using sHRFs in the analysis of IEDs with EEG-fNIRS data. Copyright © 2015 Elsevier Inc. All rights reserved.

Estimation of the Young's modulus of the human pars tensa using in-situ pressurization and inverse finite-element analysis.

PubMed

Rohani, S Alireza; Ghomashchi, Soroush; Agrawal, Sumit K; Ladak, Hanif M

2017-03-01

Finite-element models of the tympanic membrane are sensitive to the Young's modulus of the pars tensa. The aim of this work is to estimate the Young's modulus under a different experimental paradigm than currently used on the human tympanic membrane. These additional values could potentially be used by the auditory biomechanics community for building consensus. The Young's modulus of the human pars tensa was estimated through inverse finite-element modelling of an in-situ pressurization experiment. The experiments were performed on three specimens with a custom-built pressurization unit at a quasi-static pressure of 500 Pa. The shape of each tympanic membrane before and after pressurization was recorded using a Fourier transform profilometer. The samples were also imaged using micro-computed tomography to create sample-specific finite-element models. For each sample, the Young's modulus was then estimated by numerically optimizing its value in the finite-element model so simulated pressurized shapes matched experimental data. The estimated Young's modulus values were 2.2 MPa, 2.4 MPa and 2.0 MPa, and are similar to estimates obtained using in-situ single-point indentation testing. The estimates were obtained under the assumptions that the pars tensa is linearly elastic, uniform, isotropic with a thickness of 110 μm, and the estimates are limited to quasi-static loading. Estimates of pars tensa Young's modulus are sensitive to its thickness and inclusion of the manubrial fold. However, they do not appear to be sensitive to optimization initialization, height measurement error, pars flaccida Young's modulus, and tympanic membrane element type (shell versus solid). Copyright © 2017 Elsevier B.V. All rights reserved.

Multi-exponential analysis of magnitude MR images using a quantitative multispectral edge-preserving filter.

PubMed

Bonny, Jean Marie; Boespflug-Tanguly, Odile; Zanca, Michel; Renou, Jean Pierre

2003-03-01

A solution for discrete multi-exponential analysis of T(2) relaxation decay curves obtained in current multi-echo imaging protocol conditions is described. We propose a preprocessing step to improve the signal-to-noise ratio and thus lower the signal-to-noise ratio threshold from which a high percentage of true multi-exponential detection is detected. It consists of a multispectral nonlinear edge-preserving filter that takes into account the signal-dependent Rician distribution of noise affecting magnitude MR images. Discrete multi-exponential decomposition, which requires no a priori knowledge, is performed by a non-linear least-squares procedure initialized with estimates obtained from a total least-squares linear prediction algorithm. This approach was validated and optimized experimentally on simulated data sets of normal human brains.

Error analysis in inverse scatterometry. I. Modeling.

PubMed

Al-Assaad, Rayan M; Byrne, Dale M

2007-02-01

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

Two-dimensional echocardiographic estimates of left atrial function in healthy dogs and dogs with myxomatous mitral valve disease.

PubMed

Dickson, David; Caivano, Domenico; Matos, Jose Novo; Summerfield, Nuala; Rishniw, Mark

2017-12-01

To provide reference intervals for 2-dimensional linear and area-based estimates of left atrial (LA) function in healthy dogs and to evaluate the ability of estimates of LA function to differentiate dogs with subclinical myxomatous mitral valve disease (MMVD) and similarly affected dogs with congestive heart failure (CHF). Fifty-two healthy adult dogs, 88 dogs with MMVD of varying severity. Linear and area measurements from 2-dimensional echocardiographs in both right parasternal long and short axis views optimized for the left atrium were used to derive estimates of LA active emptying fraction, passive emptying fraction, expansion index, and total fractional emptying. Differences for each estimate were compared between healthy and MMVD dogs (based on ACVIM classification), and between MMVD dogs with subclinical disease and CHF that had similar LA dimensions. Diagnostic utility at identifying CHF was examined for dogs with subclinical MMVD and CHF. Relationships with bodyweight were assessed. All estimates of LA function decreased with increasing ACVIM stage of mitral valve disease (p<0.05) and showed negative relationships with increasing LA size (all r 2 values < 0.2), except for LA passive emptying fraction, which did not differ or correlate with LA size (p=0.4). However, no index of LA function identified CHF better than measurements of LA size. Total LA fractional emptying and expansion index showed modest negative correlations with bodyweight. Estimates of LA function worsen with worsening MMVD but fail to discriminate dogs with CHF from those with subclinical MMVD any better than simple estimates of LA size. Copyright © 2017 Elsevier B.V. All rights reserved.

Impact of Elevated Core Body Temperature on Attention Networks.

PubMed

Liu, Kai; Jiang, Qingjun; Li, Li; Li, Bo; Yang, Zhen; Qian, Shaowen; Li, Min; Sun, Gang

2015-12-01

Cognitive function can be impaired after passive heat exposure and with an elevation in core body temperature (Tcore). This study examined the dynamic correlation among passive heat exposure, Tcore, and cognition. We gave the Attention Network Test of alerting, orienting, and executive control to five groups of five young men who were being exposed to a hyperthermic condition (50°C, 40% relative humidity) for 0, 10, 20, 30, or 40 minutes. We used the participants' reaction time, accuracy (correct responses), efficiency (accuracy÷reaction time), and Tcore to estimate optimal curve models for best fit of data. We could not estimate an appropriate curve model for either alerting or orienting with Tcore, change in Tcore, or duration of passive heat exposure. We estimated quadratic models for Tcore and duration (adjusted R=0.752), change in Tcore and duration (0.906), executive control score and duration (0.509), and efficiency of executive control and duration (0.293). We estimated linear models for executive control score and Tcore (0.479), efficiency of executive control and Tcore (0.261), executive control score and change in Tcore (0.279), and efficiency of executive control and change in Tcore (0.262). Different attentional abilities had different sensitivities to thermal stress. Executive control of attention deteriorated linearly with a rise in Tcore within the normal physiologic range, but deteriorated nonlinearly with longer passive heat exposure.

Parallel spatial direct numerical simulations on the Intel iPSC/860 hypercube

NASA Technical Reports Server (NTRS)

Joslin, Ronald D.; Zubair, Mohammad

1993-01-01

The implementation and performance of a parallel spatial direct numerical simulation (PSDNS) approach on the Intel iPSC/860 hypercube is documented. The direct numerical simulation approach is used to compute spatially evolving disturbances associated with the laminar-to-turbulent transition in boundary-layer flows. The feasibility of using the PSDNS on the hypercube to perform transition studies is examined. The results indicate that the direct numerical simulation approach can effectively be parallelized on a distributed-memory parallel machine. By increasing the number of processors nearly ideal linear speedups are achieved with nonoptimized routines; slower than linear speedups are achieved with optimized (machine dependent library) routines. This slower than linear speedup results because the Fast Fourier Transform (FFT) routine dominates the computational cost and because the routine indicates less than ideal speedups. However with the machine-dependent routines the total computational cost decreases by a factor of 4 to 5 compared with standard FORTRAN routines. The computational cost increases linearly with spanwise wall-normal and streamwise grid refinements. The hypercube with 32 processors was estimated to require approximately twice the amount of Cray supercomputer single processor time to complete a comparable simulation; however it is estimated that a subgrid-scale model which reduces the required number of grid points and becomes a large-eddy simulation (PSLES) would reduce the computational cost and memory requirements by a factor of 10 over the PSDNS. This PSLES implementation would enable transition simulations on the hypercube at a reasonable computational cost.

Causality Analysis of fMRI Data Based on the Directed Information Theory Framework.

PubMed

Wang, Zhe; Alahmadi, Ahmed; Zhu, David C; Li, Tongtong

2016-05-01

This paper aims to conduct fMRI-based causality analysis in brain connectivity by exploiting the directed information (DI) theory framework. Unlike the well-known Granger causality (GC) analysis, which relies on the linear prediction technique, the DI theory framework does not have any modeling constraints on the sequences to be evaluated and ensures estimation convergence. Moreover, it can be used to generate the GC graphs. In this paper, first, we introduce the core concepts in the DI framework. Second, we present how to conduct causality analysis using DI measures between two time series. We provide the detailed procedure on how to calculate the DI for two finite-time series. The two major steps involved here are optimal bin size selection for data digitization and probability estimation. Finally, we demonstrate the applicability of DI-based causality analysis using both the simulated data and experimental fMRI data, and compare the results with that of the GC analysis. Our analysis indicates that GC analysis is effective in detecting linear or nearly linear causal relationship, but may have difficulty in capturing nonlinear causal relationships. On the other hand, DI-based causality analysis is more effective in capturing both linear and nonlinear causal relationships. Moreover, it is observed that brain connectivity among different regions generally involves dynamic two-way information transmissions between them. Our results show that when bidirectional information flow is present, DI is more effective than GC to quantify the overall causal relationship.

A new Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Is 3D true non linear traveltime tomography reasonable ?

NASA Astrophysics Data System (ADS)

Herrero, A.; Virieux, J.

2003-04-01

The data sets requiring 3D analysis tools in the context of seismic exploration (both onshore and offshore experiments) or natural seismicity (micro seismicity surveys or post event measurements) are more and more numerous. Classical linearized tomographies and also earthquake localisation codes need an accurate 3D background velocity model. However, if the medium is complex and a priori information not available, a 1D analysis is not able to provide an adequate background velocity image. Moreover, the design of the acquisition layouts is often intrinsically 3D and renders difficult even 2D approaches, especially in natural seismicity cases. Thus, the solution relies on the use of a 3D true non linear approach, which allows to explore the model space and to identify an optimal velocity image. The problem becomes then practical and its feasibility depends on the available computing resources (memory and time). In this presentation, we show that facing a 3D traveltime tomography problem with an extensive non-linear approach combining fast travel time estimators based on level set methods and optimisation techniques such as multiscale strategy is feasible. Moreover, because management of inhomogeneous inversion parameters is more friendly in a non linear approach, we describe how to perform a jointly non-linear inversion for the seismic velocities and the sources locations.

Finding Optimal Gains In Linear-Quadratic Control Problems

NASA Technical Reports Server (NTRS)

Milman, Mark H.; Scheid, Robert E., Jr.

1990-01-01

Analytical method based on Volterra factorization leads to new approximations for optimal control gains in finite-time linear-quadratic control problem of system having infinite number of dimensions. Circumvents need to analyze and solve Riccati equations and provides more transparent connection between dynamics of system and optimal gain.

Linearised and non-linearised isotherm models optimization analysis by error functions and statistical means

PubMed Central

2014-01-01

In adsorption study, to describe sorption process and evaluation of best-fitting isotherm model is a key analysis to investigate the theoretical hypothesis. Hence, numerous statistically analysis have been extensively used to estimate validity of the experimental equilibrium adsorption values with the predicted equilibrium values. Several statistical error analysis were carried out. In the present study, the following statistical analysis were carried out to evaluate the adsorption isotherm model fitness, like the Pearson correlation, the coefficient of determination and the Chi-square test, have been used. The ANOVA test was carried out for evaluating significance of various error functions and also coefficient of dispersion were evaluated for linearised and non-linearised models. The adsorption of phenol onto natural soil (Local name Kalathur soil) was carried out, in batch mode at 30 ± 20 C. For estimating the isotherm parameters, to get a holistic view of the analysis the models were compared between linear and non-linear isotherm models. The result reveled that, among above mentioned error functions and statistical functions were designed to determine the best fitting isotherm. PMID:25018878

Blind Deconvolution for Distributed Parameter Systems with Unbounded Input and Output and Determining Blood Alcohol Concentration from Transdermal Biosensor Data.

PubMed

Rosen, I G; Luczak, Susan E; Weiss, Jordan

2014-03-15

We develop a blind deconvolution scheme for input-output systems described by distributed parameter systems with boundary input and output. An abstract functional analytic theory based on results for the linear quadratic control of infinite dimensional systems with unbounded input and output operators is presented. The blind deconvolution problem is then reformulated as a series of constrained linear and nonlinear optimization problems involving infinite dimensional dynamical systems. A finite dimensional approximation and convergence theory is developed. The theory is applied to the problem of estimating blood or breath alcohol concentration (respectively, BAC or BrAC) from biosensor-measured transdermal alcohol concentration (TAC) in the field. A distributed parameter model with boundary input and output is proposed for the transdermal transport of ethanol from the blood through the skin to the sensor. The problem of estimating BAC or BrAC from the TAC data is formulated as a blind deconvolution problem. A scheme to identify distinct drinking episodes in TAC data based on a Hodrick Prescott filter is discussed. Numerical results involving actual patient data are presented.

Development and validation of a HPTLC method for simultaneous estimation of lornoxicam and thiocolchicoside in combined dosage form.

PubMed

Sahoo, Madhusmita; Syal, Pratima; Hable, Asawaree A; Raut, Rahul P; Choudhari, Vishnu P; Kuchekar, Bhanudas S

2011-07-01

To develop a simple, precise, rapid and accurate HPTLC method for the simultaneous estimation of Lornoxicam (LOR) and Thiocolchicoside (THIO) in bulk and pharmaceutical dosage forms. The separation of the active compounds from pharmaceutical dosage form was carried out using methanol:chloroform:water (9.6:0.2:0.2 v/v/v) as the mobile phase and no immiscibility issues were found. The densitometric scanning was carried out at 377 nm. The method was validated for linearity, accuracy, precision, LOD (Limit of Detection), LOQ (Limit of Quantification), robustness and specificity. The Rf values (±SD) were found to be 0.84 ± 0.05 for LOR and 0.58 ± 0.05 for THIO. Linearity was obtained in the range of 60-360 ng/band for LOR and 30-180 ng/band for THIO with correlation coefficients r(2) = 0.998 and 0.999, respectively. The percentage recovery for both the analytes was in the range of 98.7-101.2 %. The proposed method was optimized and validated as per the ICH guidelines.