Performance in population models for count data, part II: a new SAEM algorithm
Savic, Radojka; Lavielle, Marc
2009-01-01
Analysis of count data from clinical trials using mixed effect analysis has recently become widely used. However, algorithms available for the parameter estimation, including LAPLACE and Gaussian quadrature (GQ), are associated with certain limitations, including bias in parameter estimates and the long analysis runtime. The stochastic approximation expectation maximization (SAEM) algorithm has proven to be a very efficient and powerful tool in the analysis of continuous data. The aim of this study was to implement and investigate the performance of a new SAEM algorithm for application to count data. A new SAEM algorithm was implemented in MATLAB for estimation of both, parameters and the Fisher information matrix. Stochastic Monte Carlo simulations followed by re-estimation were performed according to scenarios used in previous studies (part I) to investigate properties of alternative algorithms (1). A single scenario was used to explore six probability distribution models. For parameter estimation, the relative bias was less than 0.92% and 4.13 % for fixed and random effects, for all models studied including ones accounting for over- or under-dispersion. Empirical and estimated relative standard errors were similar, with distance between them being <1.7 % for all explored scenarios. The longest CPU time was 95s for parameter estimation and 56s for SE estimation. The SAEM algorithm was extended for analysis of count data. It provides accurate estimates of both, parameters and standard errors. The estimation is significantly faster compared to LAPLACE and GQ. The algorithm is implemented in Monolix 3.1, (beta-version available in July 2009). PMID:19680795
Parameter estimation for chaotic systems using improved bird swarm algorithm
NASA Astrophysics Data System (ADS)
Xu, Chuangbiao; Yang, Renhuan
2017-12-01
Parameter estimation of chaotic systems is an important problem in nonlinear science and has aroused increasing interest of many research fields, which can be basically reduced to a multidimensional optimization problem. In this paper, an improved boundary bird swarm algorithm is used to estimate the parameters of chaotic systems. This algorithm can combine the good global convergence and robustness of the bird swarm algorithm and the exploitation capability of improved boundary learning strategy. Experiments are conducted on the Lorenz system and the coupling motor system. Numerical simulation results reveal the effectiveness and with desirable performance of IBBSA for parameter estimation of chaotic systems.
Sensitivity of NTCP parameter values against a change of dose calculation algorithm.
Brink, Carsten; Berg, Martin; Nielsen, Morten
2007-09-01
Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis with those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.
Sensitivity of NTCP parameter values against a change of dose calculation algorithm
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brink, Carsten; Berg, Martin; Nielsen, Morten
2007-09-15
Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis withmore » those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.« less
Zhang, Zhihua; Sheng, Zheng; Shi, Hanqing; Fan, Zhiqiang
2016-01-01
Using the RFC technique to estimate refractivity parameters is a complex nonlinear optimization problem. In this paper, an improved cuckoo search (CS) algorithm is proposed to deal with this problem. To enhance the performance of the CS algorithm, a parameter dynamic adaptive operation and crossover operation were integrated into the standard CS (DACS-CO). Rechenberg's 1/5 criteria combined with learning factor were used to control the parameter dynamic adaptive adjusting process. The crossover operation of genetic algorithm was utilized to guarantee the population diversity. The new hybrid algorithm has better local search ability and contributes to superior performance. To verify the ability of the DACS-CO algorithm to estimate atmospheric refractivity parameters, the simulation data and real radar clutter data are both implemented. The numerical experiments demonstrate that the DACS-CO algorithm can provide an effective method for near-real-time estimation of the atmospheric refractivity profile from radar clutter. PMID:27212938
NASA Astrophysics Data System (ADS)
Yuan, Chunhua; Wang, Jiang; Yi, Guosheng
2017-03-01
Estimation of ion channel parameters is crucial to spike initiation of neurons. The biophysical neuron models have numerous ion channel parameters, but only a few of them play key roles in the firing patterns of the models. So we choose three parameters featuring the adaptation in the Ermentrout neuron model to be estimated. However, the traditional particle swarm optimization (PSO) algorithm is still easy to fall into local optimum and has the premature convergence phenomenon in the study of some problems. In this paper, we propose an improved method that uses a concave function and dynamic logistic chaotic mapping mixed to adjust the inertia weights of the fitness value, effectively improve the global convergence ability of the algorithm. The perfect predicting firing trajectories of the rebuilt model using the estimated parameters prove that only estimating a few important ion channel parameters can establish the model well and the proposed algorithm is effective. Estimations using two classic PSO algorithms are also compared to the improved PSO to verify that the algorithm proposed in this paper can avoid local optimum and quickly converge to the optimal value. The results provide important theoretical foundations for building biologically realistic neuron models.
Development of advanced techniques for rotorcraft state estimation and parameter identification
NASA Technical Reports Server (NTRS)
Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.
1980-01-01
An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.
NASA Astrophysics Data System (ADS)
Mehdinejadiani, Behrouz
2017-08-01
This study represents the first attempt to estimate the solute transport parameters of the spatial fractional advection-dispersion equation using Bees Algorithm. The numerical studies as well as the experimental studies were performed to certify the integrity of Bees Algorithm. The experimental ones were conducted in a sandbox for homogeneous and heterogeneous soils. A detailed comparative study was carried out between the results obtained from Bees Algorithm and those from Genetic Algorithm and LSQNONLIN routines in FracFit toolbox. The results indicated that, in general, the Bees Algorithm much more accurately appraised the sFADE parameters in comparison with Genetic Algorithm and LSQNONLIN, especially in the heterogeneous soil and for α values near to 1 in the numerical study. Also, the results obtained from Bees Algorithm were more reliable than those from Genetic Algorithm. The Bees Algorithm showed the relative similar performances for all cases, while the Genetic Algorithm and the LSQNONLIN yielded different performances for various cases. The performance of LSQNONLIN strongly depends on the initial guess values so that, compared to the Genetic Algorithm, it can more accurately estimate the sFADE parameters by taking into consideration the suitable initial guess values. To sum up, the Bees Algorithm was found to be very simple, robust and accurate approach to estimate the transport parameters of the spatial fractional advection-dispersion equation.
Mehdinejadiani, Behrouz
2017-08-01
This study represents the first attempt to estimate the solute transport parameters of the spatial fractional advection-dispersion equation using Bees Algorithm. The numerical studies as well as the experimental studies were performed to certify the integrity of Bees Algorithm. The experimental ones were conducted in a sandbox for homogeneous and heterogeneous soils. A detailed comparative study was carried out between the results obtained from Bees Algorithm and those from Genetic Algorithm and LSQNONLIN routines in FracFit toolbox. The results indicated that, in general, the Bees Algorithm much more accurately appraised the sFADE parameters in comparison with Genetic Algorithm and LSQNONLIN, especially in the heterogeneous soil and for α values near to 1 in the numerical study. Also, the results obtained from Bees Algorithm were more reliable than those from Genetic Algorithm. The Bees Algorithm showed the relative similar performances for all cases, while the Genetic Algorithm and the LSQNONLIN yielded different performances for various cases. The performance of LSQNONLIN strongly depends on the initial guess values so that, compared to the Genetic Algorithm, it can more accurately estimate the sFADE parameters by taking into consideration the suitable initial guess values. To sum up, the Bees Algorithm was found to be very simple, robust and accurate approach to estimate the transport parameters of the spatial fractional advection-dispersion equation. Copyright © 2017 Elsevier B.V. All rights reserved.
Space shuttle propulsion parameter estimation using optimal estimation techniques
NASA Technical Reports Server (NTRS)
1983-01-01
The first twelve system state variables are presented with the necessary mathematical developments for incorporating them into the filter/smoother algorithm. Other state variables, i.e., aerodynamic coefficients can be easily incorporated into the estimation algorithm, representing uncertain parameters, but for initial checkout purposes are treated as known quantities. An approach for incorporating the NASA propulsion predictive model results into the optimal estimation algorithm was identified. This approach utilizes numerical derivatives and nominal predictions within the algorithm with global iterations of the algorithm. The iterative process is terminated when the quality of the estimates provided no longer significantly improves.
Uncertainties in the Item Parameter Estimates and Robust Automated Test Assembly
ERIC Educational Resources Information Center
Veldkamp, Bernard P.; Matteucci, Mariagiulia; de Jong, Martijn G.
2013-01-01
Item response theory parameters have to be estimated, and because of the estimation process, they do have uncertainty in them. In most large-scale testing programs, the parameters are stored in item banks, and automated test assembly algorithms are applied to assemble operational test forms. These algorithms treat item parameters as fixed values,…
Advances in parameter estimation techniques applied to flexible structures
NASA Technical Reports Server (NTRS)
Maben, Egbert; Zimmerman, David C.
1994-01-01
In this work, various parameter estimation techniques are investigated in the context of structural system identification utilizing distributed parameter models and 'measured' time-domain data. Distributed parameter models are formulated using the PDEMOD software developed by Taylor. Enhancements made to PDEMOD for this work include the following: (1) a Wittrick-Williams based root solving algorithm; (2) a time simulation capability; and (3) various parameter estimation algorithms. The parameter estimations schemes will be contrasted using the NASA Mini-Mast as the focus structure.
Wang, Jun; Zhou, Bihua; Zhou, Shudao
2016-01-01
This paper proposes an improved cuckoo search (ICS) algorithm to establish the parameters of chaotic systems. In order to improve the optimization capability of the basic cuckoo search (CS) algorithm, the orthogonal design and simulated annealing operation are incorporated in the CS algorithm to enhance the exploitation search ability. Then the proposed algorithm is used to establish parameters of the Lorenz chaotic system and Chen chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the algorithm can estimate parameters with high accuracy and reliability. Finally, the results are compared with the CS algorithm, genetic algorithm, and particle swarm optimization algorithm, and the compared results demonstrate the method is energy-efficient and superior. PMID:26880874
Ismail, Ahmad Muhaimin; Mohamad, Mohd Saberi; Abdul Majid, Hairudin; Abas, Khairul Hamimah; Deris, Safaai; Zaki, Nazar; Mohd Hashim, Siti Zaiton; Ibrahim, Zuwairie; Remli, Muhammad Akmal
2017-12-01
Mathematical modelling is fundamental to understand the dynamic behavior and regulation of the biochemical metabolisms and pathways that are found in biological systems. Pathways are used to describe complex processes that involve many parameters. It is important to have an accurate and complete set of parameters that describe the characteristics of a given model. However, measuring these parameters is typically difficult and even impossible in some cases. Furthermore, the experimental data are often incomplete and also suffer from experimental noise. These shortcomings make it challenging to identify the best-fit parameters that can represent the actual biological processes involved in biological systems. Computational approaches are required to estimate these parameters. The estimation is converted into multimodal optimization problems that require a global optimization algorithm that can avoid local solutions. These local solutions can lead to a bad fit when calibrating with a model. Although the model itself can potentially match a set of experimental data, a high-performance estimation algorithm is required to improve the quality of the solutions. This paper describes an improved hybrid of particle swarm optimization and the gravitational search algorithm (IPSOGSA) to improve the efficiency of a global optimum (the best set of kinetic parameter values) search. The findings suggest that the proposed algorithm is capable of narrowing down the search space by exploiting the feasible solution areas. Hence, the proposed algorithm is able to achieve a near-optimal set of parameters at a fast convergence speed. The proposed algorithm was tested and evaluated based on two aspartate pathways that were obtained from the BioModels Database. The results show that the proposed algorithm outperformed other standard optimization algorithms in terms of accuracy and near-optimal kinetic parameter estimation. Nevertheless, the proposed algorithm is only expected to work well in small scale systems. In addition, the results of this study can be used to estimate kinetic parameter values in the stage of model selection for different experimental conditions. Copyright © 2017 Elsevier B.V. All rights reserved.
Robust image modeling techniques with an image restoration application
NASA Astrophysics Data System (ADS)
Kashyap, Rangasami L.; Eom, Kie-Bum
1988-08-01
A robust parameter-estimation algorithm for a nonsymmetric half-plane (NSHP) autoregressive model, where the driving noise is a mixture of a Gaussian and an outlier process, is presented. The convergence of the estimation algorithm is proved. An algorithm to estimate parameters and original image intensity simultaneously from the impulse-noise-corrupted image, where the model governing the image is not available, is also presented. The robustness of the parameter estimates is demonstrated by simulation. Finally, an algorithm to restore realistic images is presented. The entire image generally does not obey a simple image model, but a small portion (e.g., 8 x 8) of the image is assumed to obey an NSHP model. The original image is divided into windows and the robust estimation algorithm is applied for each window. The restoration algorithm is tested by comparing it to traditional methods on several different images.
Wynant, Willy; Abrahamowicz, Michal
2016-11-01
Standard optimization algorithms for maximizing likelihood may not be applicable to the estimation of those flexible multivariable models that are nonlinear in their parameters. For applications where the model's structure permits separating estimation of mutually exclusive subsets of parameters into distinct steps, we propose the alternating conditional estimation (ACE) algorithm. We validate the algorithm, in simulations, for estimation of two flexible extensions of Cox's proportional hazards model where the standard maximum partial likelihood estimation does not apply, with simultaneous modeling of (1) nonlinear and time-dependent effects of continuous covariates on the hazard, and (2) nonlinear interaction and main effects of the same variable. We also apply the algorithm in real-life analyses to estimate nonlinear and time-dependent effects of prognostic factors for mortality in colon cancer. Analyses of both simulated and real-life data illustrate good statistical properties of the ACE algorithm and its ability to yield new potentially useful insights about the data structure. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Determination of power system component parameters using nonlinear dead beat estimation method
NASA Astrophysics Data System (ADS)
Kolluru, Lakshmi
Power systems are considered the most complex man-made wonders in existence today. In order to effectively supply the ever increasing demands of the consumers, power systems are required to remain stable at all times. Stability and monitoring of these complex systems are achieved by strategically placed computerized control centers. State and parameter estimation is an integral part of these facilities, as they deal with identifying the unknown states and/or parameters of the systems. Advancements in measurement technologies and the introduction of phasor measurement units (PMU) provide detailed and dynamic information of all measurements. Accurate availability of dynamic measurements provides engineers the opportunity to expand and explore various possibilities in power system dynamic analysis/control. This thesis discusses the development of a parameter determination algorithm for nonlinear power systems, using dynamic data obtained from local measurements. The proposed algorithm was developed by observing the dead beat estimator used in state space estimation of linear systems. The dead beat estimator is considered to be very effective as it is capable of obtaining the required results in a fixed number of steps. The number of steps required is related to the order of the system and the number of parameters to be estimated. The proposed algorithm uses the idea of dead beat estimator and nonlinear finite difference methods to create an algorithm which is user friendly and can determine the parameters fairly accurately and effectively. The proposed algorithm is based on a deterministic approach, which uses dynamic data and mathematical models of power system components to determine the unknown parameters. The effectiveness of the algorithm is tested by implementing it to identify the unknown parameters of a synchronous machine. MATLAB environment is used to create three test cases for dynamic analysis of the system with assumed known parameters. Faults are introduced in the virtual test systems and the dynamic data obtained in each case is analyzed and recorded. Ideally, actual measurements are to be provided to the algorithm. As the measurements are not readily available the data obtained from simulations is fed into the determination algorithm as inputs. The obtained results are then compared to the original (or assumed) values of the parameters. The results obtained suggest that the algorithm is able to determine the parameters of a synchronous machine when crisp data is available.
A Bayesian approach to tracking patients having changing pharmacokinetic parameters
NASA Technical Reports Server (NTRS)
Bayard, David S.; Jelliffe, Roger W.
2004-01-01
This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.
On the estimation algorithm used in adaptive performance optimization of turbofan engines
NASA Technical Reports Server (NTRS)
Espana, Martin D.; Gilyard, Glenn B.
1993-01-01
The performance seeking control algorithm is designed to continuously optimize the performance of propulsion systems. The performance seeking control algorithm uses a nominal model of the propulsion system and estimates, in flight, the engine deviation parameters characterizing the engine deviations with respect to nominal conditions. In practice, because of measurement biases and/or model uncertainties, the estimated engine deviation parameters may not reflect the engine's actual off-nominal condition. This factor has a necessary impact on the overall performance seeking control scheme exacerbated by the open-loop character of the algorithm. The effects produced by unknown measurement biases over the estimation algorithm are evaluated. This evaluation allows for identification of the most critical measurements for application of the performance seeking control algorithm to an F100 engine. An equivalence relation between the biases and engine deviation parameters stems from an observability study; therefore, it is undecided whether the estimated engine deviation parameters represent the actual engine deviation or whether they simply reflect the measurement biases. A new algorithm, based on the engine's (steady-state) optimization model, is proposed and tested with flight data. When compared with previous Kalman filter schemes, based on local engine dynamic models, the new algorithm is easier to design and tune and it reduces the computational burden of the onboard computer.
A preliminary evaluation of an F100 engine parameter estimation process using flight data
NASA Technical Reports Server (NTRS)
Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.
1990-01-01
The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the compact engine model (CEM). In this step, the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion control law development.
A preliminary evaluation of an F100 engine parameter estimation process using flight data
NASA Technical Reports Server (NTRS)
Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.
1990-01-01
The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the 'compact engine model' (CEM). In this step the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion-control-law development.
Nam, Kanghyun
2015-11-11
This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle's cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.
Distributed weighted least-squares estimation with fast convergence for large-scale systems.
Marelli, Damián Edgardo; Fu, Minyue
2015-01-01
In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods.
Distributed weighted least-squares estimation with fast convergence for large-scale systems☆
Marelli, Damián Edgardo; Fu, Minyue
2015-01-01
In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods. PMID:25641976
Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Sapiro, Guillermo; Lenglet, Christophe
2017-09-01
We propose a sparse Bayesian learning algorithm for improved estimation of white matter fiber parameters from compressed (under-sampled q-space) multi-shell diffusion MRI data. The multi-shell data is represented in a dictionary form using a non-monoexponential decay model of diffusion, based on continuous gamma distribution of diffusivities. The fiber volume fractions with predefined orientations, which are the unknown parameters, form the dictionary weights. These unknown parameters are estimated with a linear un-mixing framework, using a sparse Bayesian learning algorithm. A localized learning of hyperparameters at each voxel and for each possible fiber orientations improves the parameter estimation. Our experiments using synthetic data from the ISBI 2012 HARDI reconstruction challenge and in-vivo data from the Human Connectome Project demonstrate the improvements.
USDA-ARS?s Scientific Manuscript database
Several bio-optical algorithms were developed to estimate the chlorophyll-a (Chl-a) and phycocyanin (PC) concentrations in inland waters. This study aimed at identifying the influence of the algorithm parameters and wavelength bands on output variables and searching optimal parameter values. The opt...
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
Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles
Nam, Kanghyun
2015-01-01
This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle’s cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data. PMID:26569246
An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models
ERIC Educational Resources Information Center
Lee, Taehun
2010-01-01
In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…
Quasi-Newton methods for parameter estimation in functional differential equations
NASA Technical Reports Server (NTRS)
Brewer, Dennis W.
1988-01-01
A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.
NASA Astrophysics Data System (ADS)
Moon, Byung-Young
2005-12-01
The hybrid neural-genetic multi-model parameter estimation algorithm was demonstrated. This method can be applied to structured system identification of electro-hydraulic servo system. This algorithms consist of a recurrent incremental credit assignment(ICRA) neural network and a genetic algorithm. The ICRA neural network evaluates each member of a generation of model and genetic algorithm produces new generation of model. To evaluate the proposed method, electro-hydraulic servo system was designed and manufactured. The experiment was carried out to figure out the hybrid neural-genetic multi-model parameter estimation algorithm. As a result, the dynamic characteristics were obtained such as the parameters(mass, damping coefficient, bulk modulus, spring coefficient), which minimize total square error. The result of this study can be applied to hydraulic systems in industrial fields.
A parameter estimation algorithm for spatial sine testing - Theory and evaluation
NASA Technical Reports Server (NTRS)
Rost, R. W.; Deblauwe, F.
1992-01-01
This paper presents the theory and an evaluation of a spatial sine testing parameter estimation algorithm that uses directly the measured forced mode of vibration and the measured force vector. The parameter estimation algorithm uses an ARMA model and a recursive QR algorithm is applied for data reduction. In this first evaluation, the algorithm has been applied to a frequency response matrix (which is a particular set of forced mode of vibration) using a sliding frequency window. The objective of the sliding frequency window is to execute the analysis simultaneously with the data acquisition. Since the pole values and the modal density are obtained from this analysis during the acquisition, the analysis information can be used to help determine the forcing vectors during the experimental data acquisition.
NASA Astrophysics Data System (ADS)
Ekinci, Yunus Levent; Balkaya, Çağlayan; Göktürkler, Gökhan; Turan, Seçil
2016-06-01
An efficient approach to estimate model parameters from residual gravity data based on differential evolution (DE), a stochastic vector-based metaheuristic algorithm, has been presented. We have showed the applicability and effectiveness of this algorithm on both synthetic and field anomalies. According to our knowledge, this is a first attempt of applying DE for the parameter estimations of residual gravity anomalies due to isolated causative sources embedded in the subsurface. The model parameters dealt with here are the amplitude coefficient (A), the depth and exact origin of causative source (zo and xo, respectively) and the shape factors (q and ƞ). The error energy maps generated for some parameter pairs have successfully revealed the nature of the parameter estimation problem under consideration. Noise-free and noisy synthetic single gravity anomalies have been evaluated with success via DE/best/1/bin, which is a widely used strategy in DE. Additionally some complicated gravity anomalies caused by multiple source bodies have been considered, and the results obtained have showed the efficiency of the algorithm. Then using the strategy applied in synthetic examples some field anomalies observed for various mineral explorations such as a chromite deposit (Camaguey district, Cuba), a manganese deposit (Nagpur, India) and a base metal sulphide deposit (Quebec, Canada) have been considered to estimate the model parameters of the ore bodies. Applications have exhibited that the obtained results such as the depths and shapes of the ore bodies are quite consistent with those published in the literature. Uncertainty in the solutions obtained from DE algorithm has been also investigated by Metropolis-Hastings (M-H) sampling algorithm based on simulated annealing without cooling schedule. Based on the resulting histogram reconstructions of both synthetic and field data examples the algorithm has provided reliable parameter estimations being within the sampling limits of M-H sampler. Although it is not a common inversion technique in geophysics, it can be stated that DE algorithm is worth to get more interest for parameter estimations from potential field data in geophysics considering its good accuracy, less computational cost (in the present problem) and the fact that a well-constructed initial guess is not required to reach the global minimum.
Asquith, William H.
2014-01-01
The implementation characteristics of two method of L-moments (MLM) algorithms for parameter estimation of the 4-parameter Asymmetric Exponential Power (AEP4) distribution are studied using the R environment for statistical computing. The objective is to validate the algorithms for general application of the AEP4 using R. An algorithm was introduced in the original study of the L-moments for the AEP4. A second or alternative algorithm is shown to have a larger L-moment-parameter domain than the original. The alternative algorithm is shown to provide reliable parameter production and recovery of L-moments from fitted parameters. A proposal is made for AEP4 implementation in conjunction with the 4-parameter Kappa distribution to create a mixed-distribution framework encompassing the joint L-skew and L-kurtosis domains. The example application provides a demonstration of pertinent algorithms with L-moment statistics and two 4-parameter distributions (AEP4 and the Generalized Lambda) for MLM fitting to a modestly asymmetric and heavy-tailed dataset using R.
Bayesian parameter estimation for nonlinear modelling of biological pathways.
Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang
2011-01-01
The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.
Parameter expansion for estimation of reduced rank covariance matrices (Open Access publication)
Meyer, Karin
2008-01-01
Parameter expanded and standard expectation maximisation algorithms are described for reduced rank estimation of covariance matrices by restricted maximum likelihood, fitting the leading principal components only. Convergence behaviour of these algorithms is examined for several examples and contrasted to that of the average information algorithm, and implications for practical analyses are discussed. It is shown that expectation maximisation type algorithms are readily adapted to reduced rank estimation and converge reliably. However, as is well known for the full rank case, the convergence is linear and thus slow. Hence, these algorithms are most useful in combination with the quadratically convergent average information algorithm, in particular in the initial stages of an iterative solution scheme. PMID:18096112
Detecting Anomalies in Process Control Networks
NASA Astrophysics Data System (ADS)
Rrushi, Julian; Kang, Kyoung-Don
This paper presents the estimation-inspection algorithm, a statistical algorithm for anomaly detection in process control networks. The algorithm determines if the payload of a network packet that is about to be processed by a control system is normal or abnormal based on the effect that the packet will have on a variable stored in control system memory. The estimation part of the algorithm uses logistic regression integrated with maximum likelihood estimation in an inductive machine learning process to estimate a series of statistical parameters; these parameters are used in conjunction with logistic regression formulas to form a probability mass function for each variable stored in control system memory. The inspection part of the algorithm uses the probability mass functions to estimate the normalcy probability of a specific value that a network packet writes to a variable. Experimental results demonstrate that the algorithm is very effective at detecting anomalies in process control networks.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sheng, Zheng, E-mail: 19994035@sina.com; Wang, Jun; Zhou, Bihua
2014-03-15
This paper introduces a novel hybrid optimization algorithm to establish the parameters of chaotic systems. In order to deal with the weaknesses of the traditional cuckoo search algorithm, the proposed adaptive cuckoo search with simulated annealing algorithm is presented, which incorporates the adaptive parameters adjusting operation and the simulated annealing operation in the cuckoo search algorithm. Normally, the parameters of the cuckoo search algorithm are kept constant that may result in decreasing the efficiency of the algorithm. For the purpose of balancing and enhancing the accuracy and convergence rate of the cuckoo search algorithm, the adaptive operation is presented tomore » tune the parameters properly. Besides, the local search capability of cuckoo search algorithm is relatively weak that may decrease the quality of optimization. So the simulated annealing operation is merged into the cuckoo search algorithm to enhance the local search ability and improve the accuracy and reliability of the results. The functionality of the proposed hybrid algorithm is investigated through the Lorenz chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the method can estimate parameters efficiently and accurately in the noiseless and noise condition. Finally, the results are compared with the traditional cuckoo search algorithm, genetic algorithm, and particle swarm optimization algorithm. Simulation results demonstrate the effectiveness and superior performance of the proposed algorithm.« less
A spline-based parameter and state estimation technique for static models of elastic surfaces
NASA Technical Reports Server (NTRS)
Banks, H. T.; Daniel, P. L.; Armstrong, E. S.
1983-01-01
Parameter and state estimation techniques for an elliptic system arising in a developmental model for the antenna surface in the Maypole Hoop/Column antenna are discussed. A computational algorithm based on spline approximations for the state and elastic parameters is given and numerical results obtained using this algorithm are summarized.
Fast super-resolution estimation of DOA and DOD in bistatic MIMO Radar with off-grid targets
NASA Astrophysics Data System (ADS)
Zhang, Dong; Zhang, Yongshun; Zheng, Guimei; Feng, Cunqian; Tang, Jun
2018-05-01
In this paper, we focus on the problem of joint DOA and DOD estimation in Bistatic MIMO Radar using sparse reconstruction method. In traditional ways, we usually convert the 2D parameter estimation problem into 1D parameter estimation problem by Kronecker product which will enlarge the scale of the parameter estimation problem and bring more computational burden. Furthermore, it requires that the targets must fall on the predefined grids. In this paper, a 2D-off-grid model is built which can solve the grid mismatch problem of 2D parameters estimation. Then in order to solve the joint 2D sparse reconstruction problem directly and efficiently, three kinds of fast joint sparse matrix reconstruction methods are proposed which are Joint-2D-OMP algorithm, Joint-2D-SL0 algorithm and Joint-2D-SOONE algorithm. Simulation results demonstrate that our methods not only can improve the 2D parameter estimation accuracy but also reduce the computational complexity compared with the traditional Kronecker Compressed Sensing method.
Characterization of uncertainty and sensitivity of model parameters is an essential and often overlooked facet of hydrological modeling. This paper introduces an algorithm called MOESHA that combines input parameter sensitivity analyses with a genetic algorithm calibration routin...
Peck, Jay; Oluwole, Oluwayemisi O; Wong, Hsi-Wu; Miake-Lye, Richard C
2013-03-01
To provide accurate input parameters to the large-scale global climate simulation models, an algorithm was developed to estimate the black carbon (BC) mass emission index for engines in the commercial fleet at cruise. Using a high-dimensional model representation (HDMR) global sensitivity analysis, relevant engine specification/operation parameters were ranked, and the most important parameters were selected. Simple algebraic formulas were then constructed based on those important parameters. The algorithm takes the cruise power (alternatively, fuel flow rate), altitude, and Mach number as inputs, and calculates BC emission index for a given engine/airframe combination using the engine property parameters, such as the smoke number, available in the International Civil Aviation Organization (ICAO) engine certification databank. The algorithm can be interfaced with state-of-the-art aircraft emissions inventory development tools, and will greatly improve the global climate simulations that currently use a single fleet average value for all airplanes. An algorithm to estimate the cruise condition black carbon emission index for commercial aircraft engines was developed. Using the ICAO certification data, the algorithm can evaluate the black carbon emission at given cruise altitude and speed.
Distributed parameter estimation in unreliable sensor networks via broadcast gossip algorithms.
Wang, Huiwei; Liao, Xiaofeng; Wang, Zidong; Huang, Tingwen; Chen, Guo
2016-01-01
In this paper, we present an asynchronous algorithm to estimate the unknown parameter under an unreliable network which allows new sensors to join and old sensors to leave, and can tolerate link failures. Each sensor has access to partially informative measurements when it is awakened. In addition, the proposed algorithm can avoid the interference among messages and effectively reduce the accumulated measurement and quantization errors. Based on the theory of stochastic approximation, we prove that our proposed algorithm almost surely converges to the unknown parameter. Finally, we present a numerical example to assess the performance and the communication cost of the algorithm. Copyright © 2015 Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Queijo, M. J.; Wells, W. R.; Keskar, D. A.
1979-01-01
A simple vortex system, used to model unsteady aerodynamic effects into the rigid body longitudinal equations of motion of an aircraft, is described. The equations are used in the development of a parameter extraction algorithm. Use of the two parameter-estimation modes, one including and the other omitting unsteady aerodynamic modeling, is discussed as a means of estimating some acceleration derivatives. Computer generated data and flight data, used to demonstrate the use of the parameter-extraction algorithm are studied.
Maximum likelihood estimates, from censored data, for mixed-Weibull distributions
NASA Astrophysics Data System (ADS)
Jiang, Siyuan; Kececioglu, Dimitri
1992-06-01
A new algorithm for estimating the parameters of mixed-Weibull distributions from censored data is presented. The algorithm follows the principle of maximum likelihood estimate (MLE) through the expectation and maximization (EM) algorithm, and it is derived for both postmortem and nonpostmortem time-to-failure data. It is concluded that the concept of the EM algorithm is easy to understand and apply (only elementary statistics and calculus are required). The log-likelihood function cannot decrease after an EM sequence; this important feature was observed in all of the numerical calculations. The MLEs of the nonpostmortem data were obtained successfully for mixed-Weibull distributions with up to 14 parameters in a 5-subpopulation, mixed-Weibull distribution. Numerical examples indicate that some of the log-likelihood functions of the mixed-Weibull distributions have multiple local maxima; therefore, the algorithm should start at several initial guesses of the parameter set.
Huang, Yu; Guo, Feng; Li, Yongling; Liu, Yufeng
2015-01-01
Parameter estimation for fractional-order chaotic systems is an important issue in fractional-order chaotic control and synchronization and could be essentially formulated as a multidimensional optimization problem. A novel algorithm called quantum parallel particle swarm optimization (QPPSO) is proposed to solve the parameter estimation for fractional-order chaotic systems. The parallel characteristic of quantum computing is used in QPPSO. This characteristic increases the calculation of each generation exponentially. The behavior of particles in quantum space is restrained by the quantum evolution equation, which consists of the current rotation angle, individual optimal quantum rotation angle, and global optimal quantum rotation angle. Numerical simulation based on several typical fractional-order systems and comparisons with some typical existing algorithms show the effectiveness and efficiency of the proposed algorithm. PMID:25603158
Vavoulis, Dimitrios V.; Straub, Volko A.; Aston, John A. D.; Feng, Jianfeng
2012-01-01
Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm), often in combination with a local search method (such as gradient descent) in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a potentially useful tool in the construction of biophysical neuron models. PMID:22396632
Noise normalization and windowing functions for VALIDAR in wind parameter estimation
NASA Astrophysics Data System (ADS)
Beyon, Jeffrey Y.; Koch, Grady J.; Li, Zhiwen
2006-05-01
The wind parameter estimates from a state-of-the-art 2-μm coherent lidar system located at NASA Langley, Virginia, named VALIDAR (validation lidar), were compared after normalizing the noise by its estimated power spectra via the periodogram and the linear predictive coding (LPC) scheme. The power spectra and the Doppler shift estimates were the main parameter estimates for comparison. Different types of windowing functions were implemented in VALIDAR data processing algorithm and their impact on the wind parameter estimates was observed. Time and frequency independent windowing functions such as Rectangular, Hanning, and Kaiser-Bessel and time and frequency dependent apodized windowing function were compared. The briefing of current nonlinear algorithm development for Doppler shift correction subsequently follows.
NASA Astrophysics Data System (ADS)
Alkan, Hilal; Balkaya, Çağlayan
2018-02-01
We present an efficient inversion tool for parameter estimation from horizontal loop electromagnetic (HLEM) data using Differential Search Algorithm (DSA) which is a swarm-intelligence-based metaheuristic proposed recently. The depth, dip, and origin of a thin subsurface conductor causing the anomaly are the parameters estimated by the HLEM method commonly known as Slingram. The applicability of the developed scheme was firstly tested on two synthetically generated anomalies with and without noise content. Two control parameters affecting the convergence characteristic to the solution of the algorithm were tuned for the so-called anomalies including one and two conductive bodies, respectively. Tuned control parameters yielded more successful statistical results compared to widely used parameter couples in DSA applications. Two field anomalies measured over a dipping graphitic shale from Northern Australia were then considered, and the algorithm provided the depth estimations being in good agreement with those of previous studies and drilling information. Furthermore, the efficiency and reliability of the results obtained were investigated via probability density function. Considering the results obtained, we can conclude that DSA characterized by the simple algorithmic structure is an efficient and promising metaheuristic for the other relatively low-dimensional geophysical inverse problems. Finally, the researchers after being familiar with the content of developed scheme displaying an easy to use and flexible characteristic can easily modify and expand it for their scientific optimization problems.
Predicting Loss-of-Control Boundaries Toward a Piloting Aid
NASA Technical Reports Server (NTRS)
Barlow, Jonathan; Stepanyan, Vahram; Krishnakumar, Kalmanje
2012-01-01
This work presents an approach to predicting loss-of-control with the goal of providing the pilot a decision aid focused on maintaining the pilot's control action within predicted loss-of-control boundaries. The predictive architecture combines quantitative loss-of-control boundaries, a data-based predictive control boundary estimation algorithm and an adaptive prediction method to estimate Markov model parameters in real-time. The data-based loss-of-control boundary estimation algorithm estimates the boundary of a safe set of control inputs that will keep the aircraft within the loss-of-control boundaries for a specified time horizon. The adaptive prediction model generates estimates of the system Markov Parameters, which are used by the data-based loss-of-control boundary estimation algorithm. The combined algorithm is applied to a nonlinear generic transport aircraft to illustrate the features of the architecture.
NASA Astrophysics Data System (ADS)
Xu, Quan-Li; Cao, Yu-Wei; Yang, Kun
2018-03-01
Ant Colony Optimization (ACO) is the most widely used artificial intelligence algorithm at present. This study introduced the principle and mathematical model of ACO algorithm in solving Vehicle Routing Problem (VRP), and designed a vehicle routing optimization model based on ACO, then the vehicle routing optimization simulation system was developed by using c ++ programming language, and the sensitivity analyses, estimations and improvements of the three key parameters of ACO were carried out. The results indicated that the ACO algorithm designed in this paper can efficiently solve rational planning and optimization of VRP, and the different values of the key parameters have significant influence on the performance and optimization effects of the algorithm, and the improved algorithm is not easy to locally converge prematurely and has good robustness.
Equal Area Logistic Estimation for Item Response Theory
NASA Astrophysics Data System (ADS)
Lo, Shih-Ching; Wang, Kuo-Chang; Chang, Hsin-Li
2009-08-01
Item response theory (IRT) models use logistic functions exclusively as item response functions (IRFs). Applications of IRT models require obtaining the set of values for logistic function parameters that best fit an empirical data set. However, success in obtaining such set of values does not guarantee that the constructs they represent actually exist, for the adequacy of a model is not sustained by the possibility of estimating parameters. In this study, an equal area based two-parameter logistic model estimation algorithm is proposed. Two theorems are given to prove that the results of the algorithm are equivalent to the results of fitting data by logistic model. Numerical results are presented to show the stability and accuracy of the algorithm.
On robust parameter estimation in brain-computer interfacing
NASA Astrophysics Data System (ADS)
Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert
2017-12-01
Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.
NASA Astrophysics Data System (ADS)
Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata
2016-08-01
Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.
NASA Astrophysics Data System (ADS)
Singh, R.; Verma, H. K.
2013-12-01
This paper presents a teaching-learning-based optimization (TLBO) algorithm to solve parameter identification problems in the designing of digital infinite impulse response (IIR) filter. TLBO based filter modelling is applied to calculate the parameters of unknown plant in simulations. Unlike other heuristic search algorithms, TLBO algorithm is an algorithm-specific parameter-less algorithm. In this paper big bang-big crunch (BB-BC) optimization and PSO algorithms are also applied to filter design for comparison. Unknown filter parameters are considered as a vector to be optimized by these algorithms. MATLAB programming is used for implementation of proposed algorithms. Experimental results show that the TLBO is more accurate to estimate the filter parameters than the BB-BC optimization algorithm and has faster convergence rate when compared to PSO algorithm. TLBO is used where accuracy is more essential than the convergence speed.
NASA Astrophysics Data System (ADS)
Wang, Z.
2015-12-01
For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.
O'Loughlin, Declan; Oliveira, Bárbara L; Elahi, Muhammad Adnan; Glavin, Martin; Jones, Edward; Popović, Milica; O'Halloran, Martin
2017-12-06
Inaccurate estimation of average dielectric properties can have a tangible impact on microwave radar-based breast images. Despite this, recent patient imaging studies have used a fixed estimate although this is known to vary from patient to patient. Parameter search algorithms are a promising technique for estimating the average dielectric properties from the reconstructed microwave images themselves without additional hardware. In this work, qualities of accurately reconstructed images are identified from point spread functions. As the qualities of accurately reconstructed microwave images are similar to the qualities of focused microscopic and photographic images, this work proposes the use of focal quality metrics for average dielectric property estimation. The robustness of the parameter search is evaluated using experimental dielectrically heterogeneous phantoms on the three-dimensional volumetric image. Based on a very broad initial estimate of the average dielectric properties, this paper shows how these metrics can be used as suitable fitness functions in parameter search algorithms to reconstruct clear and focused microwave radar images.
Least-squares sequential parameter and state estimation for large space structures
NASA Technical Reports Server (NTRS)
Thau, F. E.; Eliazov, T.; Montgomery, R. C.
1982-01-01
This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.
A different approach to estimate nonlinear regression model using numerical methods
NASA Astrophysics Data System (ADS)
Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.
2017-11-01
This research paper concerns with the computational methods namely the Gauss-Newton method, Gradient algorithm methods (Newton-Raphson method, Steepest Descent or Steepest Ascent algorithm method, the Method of Scoring, the Method of Quadratic Hill-Climbing) based on numerical analysis to estimate parameters of nonlinear regression model in a very different way. Principles of matrix calculus have been used to discuss the Gradient-Algorithm methods. Yonathan Bard [1] discussed a comparison of gradient methods for the solution of nonlinear parameter estimation problems. However this article discusses an analytical approach to the gradient algorithm methods in a different way. This paper describes a new iterative technique namely Gauss-Newton method which differs from the iterative technique proposed by Gorden K. Smyth [2]. Hans Georg Bock et.al [10] proposed numerical methods for parameter estimation in DAE’s (Differential algebraic equation). Isabel Reis Dos Santos et al [11], Introduced weighted least squares procedure for estimating the unknown parameters of a nonlinear regression metamodel. For large-scale non smooth convex minimization the Hager and Zhang (HZ) conjugate gradient Method and the modified HZ (MHZ) method were presented by Gonglin Yuan et al [12].
Parameter identification for nonlinear aerodynamic systems
NASA Technical Reports Server (NTRS)
Pearson, Allan E.
1990-01-01
Parameter identification for nonlinear aerodynamic systems is examined. It is presumed that the underlying model can be arranged into an input/output (I/O) differential operator equation of a generic form. The algorithm estimation is especially efficient since the equation error can be integrated exactly given any I/O pair to obtain an algebraic function of the parameters. The algorithm for parameter identification was extended to the order determination problem for linear differential system. The degeneracy in a least squares estimate caused by feedback was addressed. A method of frequency analysis for determining the transfer function G(j omega) from transient I/O data was formulated using complex valued Fourier based modulating functions in contrast with the trigonometric modulating functions for the parameter estimation problem. A simulation result of applying the algorithm is given under noise-free conditions for a system with a low pass transfer function.
Influence of different dose calculation algorithms on the estimate of NTCP for lung complications.
Hedin, Emma; Bäck, Anna
2013-09-06
Due to limitations and uncertainties in dose calculation algorithms, different algorithms can predict different dose distributions and dose-volume histograms for the same treatment. This can be a problem when estimating the normal tissue complication probability (NTCP) for patient-specific dose distributions. Published NTCP model parameters are often derived for a different dose calculation algorithm than the one used to calculate the actual dose distribution. The use of algorithm-specific NTCP model parameters can prevent errors caused by differences in dose calculation algorithms. The objective of this work was to determine how to change the NTCP model parameters for lung complications derived for a simple correction-based pencil beam dose calculation algorithm, in order to make them valid for three other common dose calculation algorithms. NTCP was calculated with the relative seriality (RS) and Lyman-Kutcher-Burman (LKB) models. The four dose calculation algorithms used were the pencil beam (PB) and collapsed cone (CC) algorithms employed by Oncentra, and the pencil beam convolution (PBC) and anisotropic analytical algorithm (AAA) employed by Eclipse. Original model parameters for lung complications were taken from four published studies on different grades of pneumonitis, and new algorithm-specific NTCP model parameters were determined. The difference between original and new model parameters was presented in relation to the reported model parameter uncertainties. Three different types of treatments were considered in the study: tangential and locoregional breast cancer treatment and lung cancer treatment. Changing the algorithm without the derivation of new model parameters caused changes in the NTCP value of up to 10 percentage points for the cases studied. Furthermore, the error introduced could be of the same magnitude as the confidence intervals of the calculated NTCP values. The new NTCP model parameters were tabulated as the algorithm was varied from PB to PBC, AAA, or CC. Moving from the PB to the PBC algorithm did not require new model parameters; however, moving from PB to AAA or CC did require a change in the NTCP model parameters, with CC requiring the largest change. It was shown that the new model parameters for a given algorithm are different for the different treatment types.
A combined reconstruction-classification method for diffuse optical tomography.
Hiltunen, P; Prince, S J D; Arridge, S
2009-11-07
We present a combined classification and reconstruction algorithm for diffuse optical tomography (DOT). DOT is a nonlinear ill-posed inverse problem. Therefore, some regularization is needed. We present a mixture of Gaussians prior, which regularizes the DOT reconstruction step. During each iteration, the parameters of a mixture model are estimated. These associate each reconstructed pixel with one of several classes based on the current estimate of the optical parameters. This classification is exploited to form a new prior distribution to regularize the reconstruction step and update the optical parameters. The algorithm can be described as an iteration between an optimization scheme with zeroth-order variable mean and variance Tikhonov regularization and an expectation-maximization scheme for estimation of the model parameters. We describe the algorithm in a general Bayesian framework. Results from simulated test cases and phantom measurements show that the algorithm enhances the contrast of the reconstructed images with good spatial accuracy. The probabilistic classifications of each image contain only a few misclassified pixels.
Liu, Hong; Wang, Jie; Xu, Xiangyang; Song, Enmin; Wang, Qian; Jin, Renchao; Hung, Chih-Cheng; Fei, Baowei
2014-11-01
A robust and accurate center-frequency (CF) estimation (RACE) algorithm for improving the performance of the local sine-wave modeling (SinMod) method, which is a good motion estimation method for tagged cardiac magnetic resonance (MR) images, is proposed in this study. The RACE algorithm can automatically, effectively and efficiently produce a very appropriate CF estimate for the SinMod method, under the circumstance that the specified tagging parameters are unknown, on account of the following two key techniques: (1) the well-known mean-shift algorithm, which can provide accurate and rapid CF estimation; and (2) an original two-direction-combination strategy, which can further enhance the accuracy and robustness of CF estimation. Some other available CF estimation algorithms are brought out for comparison. Several validation approaches that can work on the real data without ground truths are specially designed. Experimental results on human body in vivo cardiac data demonstrate the significance of accurate CF estimation for SinMod, and validate the effectiveness of RACE in facilitating the motion estimation performance of SinMod. Copyright © 2014 Elsevier Inc. All rights reserved.
Estimation of Boreal Forest Biomass Using Spaceborne SAR Systems
NASA Technical Reports Server (NTRS)
Saatchi, Sassan; Moghaddam, Mahta
1995-01-01
In this paper, we report on the use of a semiempirical algorithm derived from a two layer radar backscatter model for forest canopies. The model stratifies the forest canopy into crown and stem layers, separates the structural and biometric attributes of the canopy. The structural parameters are estimated by training the model with polarimetric SAR (synthetic aperture radar) data acquired over homogeneous stands with known above ground biomass. Given the structural parameters, the semi-empirical algorithm has four remaining parameters, crown biomass, stem biomass, surface soil moisture, and surface rms height that can be estimated by at least four independent SAR measurements. The algorithm has been used to generate biomass maps over the entire images acquired by JPL AIRSAR and SIR-C SAR systems. The semi-empirical algorithms are then modified to be used by single frequency radar systems such as ERS-1, JERS-1, and Radarsat. The accuracy. of biomass estimation from single channel radars is compared with the case when the channels are used together in synergism or in a polarimetric system.
NASA Technical Reports Server (NTRS)
Murphy, Patrick Charles
1985-01-01
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.
Karr, Jonathan R; Williams, Alex H; Zucker, Jeremy D; Raue, Andreas; Steiert, Bernhard; Timmer, Jens; Kreutz, Clemens; Wilkinson, Simon; Allgood, Brandon A; Bot, Brian M; Hoff, Bruce R; Kellen, Michael R; Covert, Markus W; Stolovitzky, Gustavo A; Meyer, Pablo
2015-05-01
Whole-cell models that explicitly represent all cellular components at the molecular level have the potential to predict phenotype from genotype. However, even for simple bacteria, whole-cell models will contain thousands of parameters, many of which are poorly characterized or unknown. New algorithms are needed to estimate these parameters and enable researchers to build increasingly comprehensive models. We organized the Dialogue for Reverse Engineering Assessments and Methods (DREAM) 8 Whole-Cell Parameter Estimation Challenge to develop new parameter estimation algorithms for whole-cell models. We asked participants to identify a subset of parameters of a whole-cell model given the model's structure and in silico "experimental" data. Here we describe the challenge, the best performing methods, and new insights into the identifiability of whole-cell models. We also describe several valuable lessons we learned toward improving future challenges. Going forward, we believe that collaborative efforts supported by inexpensive cloud computing have the potential to solve whole-cell model parameter estimation.
Karr, Jonathan R.; Williams, Alex H.; Zucker, Jeremy D.; Raue, Andreas; Steiert, Bernhard; Timmer, Jens; Kreutz, Clemens; Wilkinson, Simon; Allgood, Brandon A.; Bot, Brian M.; Hoff, Bruce R.; Kellen, Michael R.; Covert, Markus W.; Stolovitzky, Gustavo A.; Meyer, Pablo
2015-01-01
Whole-cell models that explicitly represent all cellular components at the molecular level have the potential to predict phenotype from genotype. However, even for simple bacteria, whole-cell models will contain thousands of parameters, many of which are poorly characterized or unknown. New algorithms are needed to estimate these parameters and enable researchers to build increasingly comprehensive models. We organized the Dialogue for Reverse Engineering Assessments and Methods (DREAM) 8 Whole-Cell Parameter Estimation Challenge to develop new parameter estimation algorithms for whole-cell models. We asked participants to identify a subset of parameters of a whole-cell model given the model’s structure and in silico “experimental” data. Here we describe the challenge, the best performing methods, and new insights into the identifiability of whole-cell models. We also describe several valuable lessons we learned toward improving future challenges. Going forward, we believe that collaborative efforts supported by inexpensive cloud computing have the potential to solve whole-cell model parameter estimation. PMID:26020786
Parameter identification for structural dynamics based on interval analysis algorithm
NASA Astrophysics Data System (ADS)
Yang, Chen; Lu, Zixing; Yang, Zhenyu; Liang, Ke
2018-04-01
A parameter identification method using interval analysis algorithm for structural dynamics is presented in this paper. The proposed uncertain identification method is investigated by using central difference method and ARMA system. With the help of the fixed memory least square method and matrix inverse lemma, a set-membership identification technology is applied to obtain the best estimation of the identified parameters in a tight and accurate region. To overcome the lack of insufficient statistical description of the uncertain parameters, this paper treats uncertainties as non-probabilistic intervals. As long as we know the bounds of uncertainties, this algorithm can obtain not only the center estimations of parameters, but also the bounds of errors. To improve the efficiency of the proposed method, a time-saving algorithm is presented by recursive formula. At last, to verify the accuracy of the proposed method, two numerical examples are applied and evaluated by three identification criteria respectively.
A new zonation algorithm with parameter estimation using hydraulic head and subsidence observations.
Zhang, Meijing; Burbey, Thomas J; Nunes, Vitor Dos Santos; Borggaard, Jeff
2014-01-01
Parameter estimation codes such as UCODE_2005 are becoming well-known tools in groundwater modeling investigations. These programs estimate important parameter values such as transmissivity (T) and aquifer storage values (Sa ) from known observations of hydraulic head, flow, or other physical quantities. One drawback inherent in these codes is that the parameter zones must be specified by the user. However, such knowledge is often unknown even if a detailed hydrogeological description is available. To overcome this deficiency, we present a discrete adjoint algorithm for identifying suitable zonations from hydraulic head and subsidence measurements, which are highly sensitive to both elastic (Sske) and inelastic (Sskv) skeletal specific storage coefficients. With the advent of interferometric synthetic aperture radar (InSAR), distributed spatial and temporal subsidence measurements can be obtained. A synthetic conceptual model containing seven transmissivity zones, one aquifer storage zone and three interbed zones for elastic and inelastic storage coefficients were developed to simulate drawdown and subsidence in an aquifer interbedded with clay that exhibits delayed drainage. Simulated delayed land subsidence and groundwater head data are assumed to be the observed measurements, to which the discrete adjoint algorithm is called to create approximate spatial zonations of T, Sske , and Sskv . UCODE-2005 is then used to obtain the final optimal parameter values. Calibration results indicate that the estimated zonations calculated from the discrete adjoint algorithm closely approximate the true parameter zonations. This automation algorithm reduces the bias established by the initial distribution of zones and provides a robust parameter zonation distribution. © 2013, National Ground Water Association.
Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm
NASA Astrophysics Data System (ADS)
Takaishi, Tetsuya
2014-03-01
The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.
A combined surface/volume scattering retracking algorithm for ice sheet satellite altimetry
NASA Technical Reports Server (NTRS)
Davis, Curt H.
1992-01-01
An algorithm that is based upon a combined surface-volume scattering model is developed. It can be used to retrack individual altimeter waveforms over ice sheets. An iterative least-squares procedure is used to fit the combined model to the return waveforms. The retracking algorithm comprises two distinct sections. The first generates initial model parameter estimates from a filtered altimeter waveform. The second uses the initial estimates, the theoretical model, and the waveform data to generate corrected parameter estimates. This retracking algorithm can be used to assess the accuracy of elevations produced from current retracking algorithms when subsurface volume scattering is present. This is extremely important so that repeated altimeter elevation measurements can be used to accurately detect changes in the mass balance of the ice sheets. By analyzing the distribution of the model parameters over large portions of the ice sheet, regional and seasonal variations in the near-surface properties of the snowpack can be quantified.
Optimization of Straight Cylindrical Turning Using Artificial Bee Colony (ABC) Algorithm
NASA Astrophysics Data System (ADS)
Prasanth, Rajanampalli Seshasai Srinivasa; Hans Raj, Kandikonda
2017-04-01
Artificial bee colony (ABC) algorithm, that mimics the intelligent foraging behavior of honey bees, is increasingly gaining acceptance in the field of process optimization, as it is capable of handling nonlinearity, complexity and uncertainty. Straight cylindrical turning is a complex and nonlinear machining process which involves the selection of appropriate cutting parameters that affect the quality of the workpiece. This paper presents the estimation of optimal cutting parameters of the straight cylindrical turning process using the ABC algorithm. The ABC algorithm is first tested on four benchmark problems of numerical optimization and its performance is compared with genetic algorithm (GA) and ant colony optimization (ACO) algorithm. Results indicate that, the rate of convergence of ABC algorithm is better than GA and ACO. Then, the ABC algorithm is used to predict optimal cutting parameters such as cutting speed, feed rate, depth of cut and tool nose radius to achieve good surface finish. Results indicate that, the ABC algorithm estimated a comparable surface finish when compared with real coded genetic algorithm and differential evolution algorithm.
NASA Astrophysics Data System (ADS)
Qarib, Hossein; Adeli, Hojjat
2015-12-01
In this paper authors introduce a new adaptive signal processing technique for feature extraction and parameter estimation in noisy exponentially damped signals. The iterative 3-stage method is based on the adroit integration of the strengths of parametric and nonparametric methods such as multiple signal categorization, matrix pencil, and empirical mode decomposition algorithms. The first stage is a new adaptive filtration or noise removal scheme. The second stage is a hybrid parametric-nonparametric signal parameter estimation technique based on an output-only system identification technique. The third stage is optimization of estimated parameters using a combination of the primal-dual path-following interior point algorithm and genetic algorithm. The methodology is evaluated using a synthetic signal and a signal obtained experimentally from transverse vibrations of a steel cantilever beam. The method is successful in estimating the frequencies accurately. Further, it estimates the damping exponents. The proposed adaptive filtration method does not include any frequency domain manipulation. Consequently, the time domain signal is not affected as a result of frequency domain and inverse transformations.
NASA Astrophysics Data System (ADS)
Ben Abdessalem, Anis; Dervilis, Nikolaos; Wagg, David; Worden, Keith
2018-01-01
This paper will introduce the use of the approximate Bayesian computation (ABC) algorithm for model selection and parameter estimation in structural dynamics. ABC is a likelihood-free method typically used when the likelihood function is either intractable or cannot be approached in a closed form. To circumvent the evaluation of the likelihood function, simulation from a forward model is at the core of the ABC algorithm. The algorithm offers the possibility to use different metrics and summary statistics representative of the data to carry out Bayesian inference. The efficacy of the algorithm in structural dynamics is demonstrated through three different illustrative examples of nonlinear system identification: cubic and cubic-quintic models, the Bouc-Wen model and the Duffing oscillator. The obtained results suggest that ABC is a promising alternative to deal with model selection and parameter estimation issues, specifically for systems with complex behaviours.
Machining Parameters Optimization using Hybrid Firefly Algorithm and Particle Swarm Optimization
NASA Astrophysics Data System (ADS)
Farahlina Johari, Nur; Zain, Azlan Mohd; Haszlinna Mustaffa, Noorfa; Udin, Amirmudin
2017-09-01
Firefly Algorithm (FA) is a metaheuristic algorithm that is inspired by the flashing behavior of fireflies and the phenomenon of bioluminescent communication and the algorithm is used to optimize the machining parameters (feed rate, depth of cut, and spindle speed) in this research. The algorithm is hybridized with Particle Swarm Optimization (PSO) to discover better solution in exploring the search space. Objective function of previous research is used to optimize the machining parameters in turning operation. The optimal machining cutting parameters estimated by FA that lead to a minimum surface roughness are validated using ANOVA test.
Asymptotic Analysis Of The Total Least Squares ESPRIT Algorithm'
NASA Astrophysics Data System (ADS)
Ottersten, B. E.; Viberg, M.; Kailath, T.
1989-11-01
This paper considers the problem of estimating the parameters of multiple narrowband signals arriving at an array of sensors. Modern approaches to this problem often involve costly procedures for calculating the estimates. The ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) algorithm was recently proposed as a means for obtaining accurate estimates without requiring a costly search of the parameter space. This method utilizes an array invariance to arrive at a computationally efficient multidimensional estimation procedure. Herein, the asymptotic distribution of the estimation error is derived for the Total Least Squares (TLS) version of ESPRIT. The Cramer-Rao Bound (CRB) for the ESPRIT problem formulation is also derived and found to coincide with the variance of the asymptotic distribution through numerical examples. The method is also compared to least squares ESPRIT and MUSIC as well as to the CRB for a calibrated array. Simulations indicate that the theoretic expressions can be used to accurately predict the performance of the algorithm.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kagie, Matthew J.; Lanterman, Aaron D.
2017-12-01
This paper addresses parameter estimation for an optical transient signal when the received data has been right-censored. We develop an expectation-maximization (EM) algorithm to estimate the amplitude of a Poisson intensity with a known shape in the presence of additive background counts, where the measurements are subject to saturation effects. We compare the results of our algorithm with those of an EM algorithm that is unaware of the censoring.
Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Duarte-Carvajalino, Julio M; Sapiro, Guillermo; Lenglet, Christophe
2018-02-15
We present a sparse Bayesian unmixing algorithm BusineX: Bayesian Unmixing for Sparse Inference-based Estimation of Fiber Crossings (X), for estimation of white matter fiber parameters from compressed (under-sampled) diffusion MRI (dMRI) data. BusineX combines compressive sensing with linear unmixing and introduces sparsity to the previously proposed multiresolution data fusion algorithm RubiX, resulting in a method for improved reconstruction, especially from data with lower number of diffusion gradients. We formulate the estimation of fiber parameters as a sparse signal recovery problem and propose a linear unmixing framework with sparse Bayesian learning for the recovery of sparse signals, the fiber orientations and volume fractions. The data is modeled using a parametric spherical deconvolution approach and represented using a dictionary created with the exponential decay components along different possible diffusion directions. Volume fractions of fibers along these directions define the dictionary weights. The proposed sparse inference, which is based on the dictionary representation, considers the sparsity of fiber populations and exploits the spatial redundancy in data representation, thereby facilitating inference from under-sampled q-space. The algorithm improves parameter estimation from dMRI through data-dependent local learning of hyperparameters, at each voxel and for each possible fiber orientation, that moderate the strength of priors governing the parameter variances. Experimental results on synthetic and in-vivo data show improved accuracy with a lower uncertainty in fiber parameter estimates. BusineX resolves a higher number of second and third fiber crossings. For under-sampled data, the algorithm is also shown to produce more reliable estimates. Copyright © 2017 Elsevier Inc. All rights reserved.
A Space-Time Signal Decomposition Algorithm for Downlink MIMO DS-CDMA Receivers
NASA Astrophysics Data System (ADS)
Wang, Yung-Yi; Fang, Wen-Hsien; Chen, Jiunn-Tsair
We propose a dimension reduction algorithm for the receiver of the downlink of direct-sequence code-division multiple access (DS-CDMA) systems in which both the transmitters and the receivers employ antenna arrays of multiple elements. To estimate the high order channel parameters, we develop a layered architecture using dimension-reduced parameter estimation algorithms to estimate the frequency-selective multipath channels. In the proposed architecture, to exploit the space-time geometric characteristics of multipath channels, spatial beamformers and constrained (or unconstrained) temporal filters are adopted for clustered-multipath grouping and path isolation. In conjunction with the multiple access interference (MAI) suppression techniques, the proposed architecture jointly estimates the direction of arrivals, propagation delays, and fading amplitudes of the downlink fading multipaths. With the outputs of the proposed architecture, the signals of interest can then be naturally detected by using path-wise maximum ratio combining. Compared to the traditional techniques, such as the Joint-Angle-and-Delay-Estimation (JADE) algorithm for DOA-delay joint estimation and the space-time minimum mean square error (ST-MMSE) algorithm for signal detection, computer simulations show that the proposed algorithm substantially mitigate the computational complexity at the expense of only slight performance degradation.
An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.
Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V
2013-01-01
The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.
An Evolutionary Firefly Algorithm for the Estimation of Nonlinear Biological Model Parameters
Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N. V.
2013-01-01
The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test. PMID:23469172
NASA Astrophysics Data System (ADS)
Montazeri, A.; West, C.; Monk, S. D.; Taylor, C. J.
2017-04-01
This paper concerns the problem of dynamic modelling and parameter estimation for a seven degree of freedom hydraulic manipulator. The laboratory example is a dual-manipulator mobile robotic platform used for research into nuclear decommissioning. In contrast to earlier control model-orientated research using the same machine, the paper develops a nonlinear, mechanistic simulation model that can subsequently be used to investigate physically meaningful disturbances. The second contribution is to optimise the parameters of the new model, i.e. to determine reliable estimates of the physical parameters of a complex robotic arm which are not known in advance. To address the nonlinear and non-convex nature of the problem, the research relies on the multi-objectivisation of an output error single-performance index. The developed algorithm utilises a multi-objective genetic algorithm (GA) in order to find a proper solution. The performance of the model and the GA is evaluated using both simulated (i.e. with a known set of 'true' parameters) and experimental data. Both simulation and experimental results show that multi-objectivisation has improved convergence of the estimated parameters compared to the single-objective output error problem formulation. This is achieved by integrating the validation phase inside the algorithm implicitly and exploiting the inherent structure of the multi-objective GA for this specific system identification problem.
Aerodynamic parameter estimation via Fourier modulating function techniques
NASA Technical Reports Server (NTRS)
Pearson, A. E.
1995-01-01
Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.
NASA Astrophysics Data System (ADS)
Shan, Bonan; Wang, Jiang; Deng, Bin; Wei, Xile; Yu, Haitao; Zhang, Zhen; Li, Huiyan
2016-07-01
This paper proposes an epilepsy detection and closed-loop control strategy based on Particle Swarm Optimization (PSO) algorithm. The proposed strategy can effectively suppress the epileptic spikes in neural mass models, where the epileptiform spikes are recognized as the biomarkers of transitions from the normal (interictal) activity to the seizure (ictal) activity. In addition, the PSO algorithm shows capabilities of accurate estimation for the time evolution of key model parameters and practical detection for all the epileptic spikes. The estimation effects of unmeasurable parameters are improved significantly compared with unscented Kalman filter. When the estimated excitatory-inhibitory ratio exceeds a threshold value, the epileptiform spikes can be inhibited immediately by adopting the proportion-integration controller. Besides, numerical simulations are carried out to illustrate the effectiveness of the proposed method as well as the potential value for the model-based early seizure detection and closed-loop control treatment design.
NASA Astrophysics Data System (ADS)
Miękina, Andrzej; Wagner, Jakub; Mazurek, Paweł; Morawski, Roman Z.
2016-11-01
The importance of research on new technologies that could be employed in care services for elderly and disabled persons is highlighted. Advantages of impulse-radar sensors, when applied for non-intrusive monitoring of such persons in their home environment, are indicated. Selected algorithms for the measurement data preprocessing - viz. the algorithms for clutter suppression and echo parameter estimation, as well as for estimation of the twodimensional position of a monitored person - are proposed. The capability of an impulse-radar- based system to provide some application-specific parameters, viz. the parameters characterising the patient's health condition, is also demonstrated.
Offline Performance of the Filter Bank EEW Algorithm in the 2014 M6.0 South Napa Earthquake
NASA Astrophysics Data System (ADS)
Meier, M. A.; Heaton, T. H.; Clinton, J. F.
2014-12-01
Medium size events like the M6.0 South Napa earthquake are very challenging for EEW: the damage such events produce can be severe, but it is generally confined to relatively small zones around the epicenter and the shaking duration is short. This leaves a very short window for timely EEW alerts. Algorithms that wait for several stations to trigger before sending out EEW alerts are typically not fast enough for these kind of events because their blind zone (the zone where strong ground motions start before the warnings arrive) typically covers all or most of the area that experiences strong ground motions. At the same time, single station algorithms are often too unreliable to provide useful alerts. The filter bank EEW algorithm is a new algorithm that is designed to provide maximally accurate and precise earthquake parameter estimates with minimum data input, with the goal of producing reliable EEW alerts when only a very small number of stations have been reached by the p-wave. It combines the strengths of single station and network based algorithms in that it starts parameter estimates as soon as 0.5 seconds of data are available from the first station, but then perpetually incorporates additional data from the same or from any number of other stations. The algorithm analyzes the time dependent frequency content of real time waveforms with a filter bank. It then uses an extensive training data set to find earthquake records from the past that have had similar frequency content at a given time since the p-wave onset. The source parameters of the most similar events are used to parameterize a likelihood function for the source parameters of the ongoing event, which can then be maximized to find the most likely parameter estimates. Our preliminary results show that the filter bank EEW algorithm correctly estimated the magnitude of the South Napa earthquake to be ~M6 with only 1 second worth of data at the nearest station to the epicenter. This estimate is then confirmed when updates based on more data from stations at farther distances become available. Because these early estimates saturate at ~M6.5, however, the magnitude estimate might have had to be considered a minimum bound.
NASA Technical Reports Server (NTRS)
Klein, V.
1980-01-01
A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.
Aircraft Engine Thrust Estimator Design Based on GSA-LSSVM
NASA Astrophysics Data System (ADS)
Sheng, Hanlin; Zhang, Tianhong
2017-08-01
In view of the necessity of highly precise and reliable thrust estimator to achieve direct thrust control of aircraft engine, based on support vector regression (SVR), as well as least square support vector machine (LSSVM) and a new optimization algorithm - gravitational search algorithm (GSA), by performing integrated modelling and parameter optimization, a GSA-LSSVM-based thrust estimator design solution is proposed. The results show that compared to particle swarm optimization (PSO) algorithm, GSA can find unknown optimization parameter better and enables the model developed with better prediction and generalization ability. The model can better predict aircraft engine thrust and thus fulfills the need of direct thrust control of aircraft engine.
Novel angle estimation for bistatic MIMO radar using an improved MUSIC
NASA Astrophysics Data System (ADS)
Li, Jianfeng; Zhang, Xiaofei; Chen, Han
2014-09-01
In this article, we study the problem of angle estimation for bistatic multiple-input multiple-output (MIMO) radar and propose an improved multiple signal classification (MUSIC) algorithm for joint direction of departure (DOD) and direction of arrival (DOA) estimation. The proposed algorithm obtains initial estimations of angles obtained from the signal subspace and uses the local one-dimensional peak searches to achieve the joint estimations of DOD and DOA. The angle estimation performance of the proposed algorithm is better than that of estimation of signal parameters via rotational invariance techniques (ESPRIT) algorithm, and is almost the same as that of two-dimensional MUSIC. Furthermore, the proposed algorithm can be suitable for irregular array geometry, obtain automatically paired DOD and DOA estimations, and avoid two-dimensional peak searching. The simulation results verify the effectiveness and improvement of the algorithm.
Quantum Parameter Estimation: From Experimental Design to Constructive Algorithm
NASA Astrophysics Data System (ADS)
Yang, Le; Chen, Xi; Zhang, Ming; Dai, Hong-Yi
2017-11-01
In this paper we design the following two-step scheme to estimate the model parameter ω 0 of the quantum system: first we utilize the Fisher information with respect to an intermediate variable v=\\cos ({ω }0t) to determine an optimal initial state and to seek optimal parameters of the POVM measurement operators; second we explore how to estimate ω 0 from v by choosing t when a priori information knowledge of ω 0 is available. Our optimal initial state can achieve the maximum quantum Fisher information. The formulation of the optimal time t is obtained and the complete algorithm for parameter estimation is presented. We further explore how the lower bound of the estimation deviation depends on the a priori information of the model. Supported by the National Natural Science Foundation of China under Grant Nos. 61273202, 61673389, and 61134008
Power Control and Optimization of Photovoltaic and Wind Energy Conversion Systems
NASA Astrophysics Data System (ADS)
Ghaffari, Azad
Power map and Maximum Power Point (MPP) of Photovoltaic (PV) and Wind Energy Conversion Systems (WECS) highly depend on system dynamics and environmental parameters, e.g., solar irradiance, temperature, and wind speed. Power optimization algorithms for PV systems and WECS are collectively known as Maximum Power Point Tracking (MPPT) algorithm. Gradient-based Extremum Seeking (ES), as a non-model-based MPPT algorithm, governs the system to its peak point on the steepest descent curve regardless of changes of the system dynamics and variations of the environmental parameters. Since the power map shape defines the gradient vector, then a close estimate of the power map shape is needed to create user assignable transients in the MPPT algorithm. The Hessian gives a precise estimate of the power map in a neighborhood around the MPP. The estimate of the inverse of the Hessian in combination with the estimate of the gradient vector are the key parts to implement the Newton-based ES algorithm. Hence, we generate an estimate of the Hessian using our proposed perturbation matrix. Also, we introduce a dynamic estimator to calculate the inverse of the Hessian which is an essential part of our algorithm. We present various simulations and experiments on the micro-converter PV systems to verify the validity of our proposed algorithm. The ES scheme can also be used in combination with other control algorithms to achieve desired closed-loop performance. The WECS dynamics is slow which causes even slower response time for the MPPT based on the ES. Hence, we present a control scheme, extended from Field-Oriented Control (FOC), in combination with feedback linearization to reduce the convergence time of the closed-loop system. Furthermore, the nonlinear control prevents magnetic saturation of the stator of the Induction Generator (IG). The proposed control algorithm in combination with the ES guarantees the closed-loop system robustness with respect to high level parameter uncertainty in the IG dynamics. The simulation results verify the effectiveness of the proposed algorithm.
Development of the One-Sided Nonlinear Adaptive Doppler Shift Estimation
NASA Technical Reports Server (NTRS)
Beyon, Jeffrey Y.; Koch, Grady J.; Singh, Upendra N.; Kavaya, Michael J.; Serror, Judith A.
2009-01-01
The new development of a one-sided nonlinear adaptive shift estimation technique (NADSET) is introduced. The background of the algorithm and a brief overview of NADSET are presented. The new technique is applied to the wind parameter estimates from a 2-micron wavelength coherent Doppler lidar system called VALIDAR located in NASA Langley Research Center in Virginia. The new technique enhances wind parameters such as Doppler shift and power estimates in low Signal-To-Noise-Ratio (SNR) regimes using the estimates in high SNR regimes as the algorithm scans the range bins from low to high altitude. The original NADSET utilizes the statistics in both the lower and the higher range bins to refine the wind parameter estimates in between. The results of the two different approaches of NADSET are compared.
Pooseh, Shakoor; Bernhardt, Nadine; Guevara, Alvaro; Huys, Quentin J M; Smolka, Michael N
2018-02-01
Using simple mathematical models of choice behavior, we present a Bayesian adaptive algorithm to assess measures of impulsive and risky decision making. Practically, these measures are characterized by discounting rates and are used to classify individuals or population groups, to distinguish unhealthy behavior, and to predict developmental courses. However, a constant demand for improved tools to assess these constructs remains unanswered. The algorithm is based on trial-by-trial observations. At each step, a choice is made between immediate (certain) and delayed (risky) options. Then the current parameter estimates are updated by the likelihood of observing the choice, and the next offers are provided from the indifference point, so that they will acquire the most informative data based on the current parameter estimates. The procedure continues for a certain number of trials in order to reach a stable estimation. The algorithm is discussed in detail for the delay discounting case, and results from decision making under risk for gains, losses, and mixed prospects are also provided. Simulated experiments using prescribed parameter values were performed to justify the algorithm in terms of the reproducibility of its parameters for individual assessments, and to test the reliability of the estimation procedure in a group-level analysis. The algorithm was implemented as an experimental battery to measure temporal and probability discounting rates together with loss aversion, and was tested on a healthy participant sample.
Adaptive Estimation and Heuristic Optimization of Nonlinear Spacecraft Attitude Dynamics
2016-09-15
Algorithm GPS Global Positioning System HOUF Higher Order Unscented Filter IC initial conditions IMM Interacting Multiple Model IMU Inertial Measurement Unit ...sources ranging from inertial measurement units to star sensors are used to construct observations for attitude estimation algorithms. The sensor...parameters. A single vector measurement will provide two independent parameters, as a unit vector constraint removes a DOF making the problem underdetermined
NASA Technical Reports Server (NTRS)
Smith, Phillip N.
1990-01-01
The automation of low-altitude rotorcraft flight depends on the ability to detect, locate, and navigate around obstacles lying in the rotorcraft's intended flightpath. Computer vision techniques provide a passive method of obstacle detection and range estimation, for obstacle avoidance. Several algorithms based on computer vision methods have been developed for this purpose using laboratory data; however, further development and validation of candidate algorithms require data collected from rotorcraft flight. A data base containing low-altitude imagery augmented with the rotorcraft and sensor parameters required for passive range estimation is not readily available. Here, the emphasis is on the methodology used to develop such a data base from flight-test data consisting of imagery, rotorcraft and sensor parameters, and ground-truth range measurements. As part of the data preparation, a technique for obtaining the sensor calibration parameters is described. The data base will enable the further development of algorithms for computer vision-based obstacle detection and passive range estimation, as well as provide a benchmark for verification of range estimates against ground-truth measurements.
Mobile robot motion estimation using Hough transform
NASA Astrophysics Data System (ADS)
Aldoshkin, D. N.; Yamskikh, T. N.; Tsarev, R. Yu
2018-05-01
This paper proposes an algorithm for estimation of mobile robot motion. The geometry of surrounding space is described with range scans (samples of distance measurements) taken by the mobile robot’s range sensors. A similar sample of space geometry in any arbitrary preceding moment of time or the environment map can be used as a reference. The suggested algorithm is invariant to isotropic scaling of samples or map that allows using samples measured in different units and maps made at different scales. The algorithm is based on Hough transform: it maps from measurement space to a straight-line parameters space. In the straight-line parameters, space the problems of estimating rotation, scaling and translation are solved separately breaking down a problem of estimating mobile robot localization into three smaller independent problems. The specific feature of the algorithm presented is its robustness to noise and outliers inherited from Hough transform. The prototype of the system of mobile robot orientation is described.
Roh, Min K; Gillespie, Dan T; Petzold, Linda R
2010-11-07
The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.
Influence of different dose calculation algorithms on the estimate of NTCP for lung complications
Bäck, Anna
2013-01-01
Due to limitations and uncertainties in dose calculation algorithms, different algorithms can predict different dose distributions and dose‐volume histograms for the same treatment. This can be a problem when estimating the normal tissue complication probability (NTCP) for patient‐specific dose distributions. Published NTCP model parameters are often derived for a different dose calculation algorithm than the one used to calculate the actual dose distribution. The use of algorithm‐specific NTCP model parameters can prevent errors caused by differences in dose calculation algorithms. The objective of this work was to determine how to change the NTCP model parameters for lung complications derived for a simple correction‐based pencil beam dose calculation algorithm, in order to make them valid for three other common dose calculation algorithms. NTCP was calculated with the relative seriality (RS) and Lyman‐Kutcher‐Burman (LKB) models. The four dose calculation algorithms used were the pencil beam (PB) and collapsed cone (CC) algorithms employed by Oncentra, and the pencil beam convolution (PBC) and anisotropic analytical algorithm (AAA) employed by Eclipse. Original model parameters for lung complications were taken from four published studies on different grades of pneumonitis, and new algorithm‐specific NTCP model parameters were determined. The difference between original and new model parameters was presented in relation to the reported model parameter uncertainties. Three different types of treatments were considered in the study: tangential and locoregional breast cancer treatment and lung cancer treatment. Changing the algorithm without the derivation of new model parameters caused changes in the NTCP value of up to 10 percentage points for the cases studied. Furthermore, the error introduced could be of the same magnitude as the confidence intervals of the calculated NTCP values. The new NTCP model parameters were tabulated as the algorithm was varied from PB to PBC, AAA, or CC. Moving from the PB to the PBC algorithm did not require new model parameters; however, moving from PB to AAA or CC did require a change in the NTCP model parameters, with CC requiring the largest change. It was shown that the new model parameters for a given algorithm are different for the different treatment types. PACS numbers: 87.53.‐j, 87.53.Kn, 87.55.‐x, 87.55.dh, 87.55.kd PMID:24036865
NASA Astrophysics Data System (ADS)
Lyu, Heng; Wang, Yannan; Jin, Qi; Shi, Lei; Li, Yunmei; Wang, Qiao
2017-10-01
Particulate organic carbon (POC) plays an important role in the carbon cycle in water due to its biological pump process. In the open ocean, algorithms can accurately estimate the surface POC concentration. However, no suitable POC-estimation algorithm based on MERIS bands is available for inland turbid eutrophic water. A total of 228 field samples were collected from Lake Taihu in different seasons between 2013 and 2015. At each site, the optical parameters and water quality were analyzed. Using in situ data, it was found that POC-estimation algorithms developed for the open ocean and coastal waters using remote sensing reflectance were not suitable for inland turbid eutrophic water. The organic suspended matter (OSM) concentration was found to be the best indicator of the POC concentration, and POC has an exponential relationship with the OSM concentration. Through an analysis of the POC concentration and optical parameters, it was found that the absorption peak of total suspended matter (TSM) at 665 nm was the optimum parameter to estimate POC. As a result, MERIS band 7, MERIS band 10 and MERIS band 12 were used to derive the absorption coefficient of TSM at 665 nm, and then, a semi-analytical algorithm was used to estimate the POC concentration for inland turbid eutrophic water. An accuracy assessment showed that the developed semi-analytical algorithm could be successfully applied with a MAPE of 31.82% and RMSE of 2.68 mg/L. The developed algorithm was successfully applied to a MERIS image, and two full-resolution MERIS images, acquired on August 13, 2010, and December 7, 2010, were used to map the POC spatial distribution in Lake Taihu in summer and winter.
NASA Astrophysics Data System (ADS)
Zhang, Ling; Cai, Yunlong; Li, Chunguang; de Lamare, Rodrigo C.
2017-12-01
In this work, we present low-complexity variable forgetting factor (VFF) techniques for diffusion recursive least squares (DRLS) algorithms. Particularly, we propose low-complexity VFF-DRLS algorithms for distributed parameter and spectrum estimation in sensor networks. For the proposed algorithms, they can adjust the forgetting factor automatically according to the posteriori error signal. We develop detailed analyses in terms of mean and mean square performance for the proposed algorithms and derive mathematical expressions for the mean square deviation (MSD) and the excess mean square error (EMSE). The simulation results show that the proposed low-complexity VFF-DRLS algorithms achieve superior performance to the existing DRLS algorithm with fixed forgetting factor when applied to scenarios of distributed parameter and spectrum estimation. Besides, the simulation results also demonstrate a good match for our proposed analytical expressions.
History matching by spline approximation and regularization in single-phase areal reservoirs
NASA Technical Reports Server (NTRS)
Lee, T. Y.; Kravaris, C.; Seinfeld, J.
1986-01-01
An automatic history matching algorithm is developed based on bi-cubic spline approximations of permeability and porosity distributions and on the theory of regularization to estimate permeability or porosity in a single-phase, two-dimensional real reservoir from well pressure data. The regularization feature of the algorithm is used to convert the ill-posed history matching problem into a well-posed problem. The algorithm employs the conjugate gradient method as its core minimization method. A number of numerical experiments are carried out to evaluate the performance of the algorithm. Comparisons with conventional (non-regularized) automatic history matching algorithms indicate the superiority of the new algorithm with respect to the parameter estimates obtained. A quasioptimal regularization parameter is determined without requiring a priori information on the statistical properties of the observations.
NASA Astrophysics Data System (ADS)
Roozegar, Mehdi; Mahjoob, Mohammad J.; Ayati, Moosa
2017-05-01
This paper deals with adaptive estimation of the unknown parameters and states of a pendulum-driven spherical robot (PDSR), which is a nonlinear in parameters (NLP) chaotic system with parametric uncertainties. Firstly, the mathematical model of the robot is deduced by applying the Newton-Euler methodology for a system of rigid bodies. Then, based on the speed gradient (SG) algorithm, the states and unknown parameters of the robot are estimated online for different step length gains and initial conditions. The estimated parameters are updated adaptively according to the error between estimated and true state values. Since the errors of the estimated states and parameters as well as the convergence rates depend significantly on the value of step length gain, this gain should be chosen optimally. Hence, a heuristic fuzzy logic controller is employed to adjust the gain adaptively. Simulation results indicate that the proposed approach is highly encouraging for identification of this NLP chaotic system even if the initial conditions change and the uncertainties increase; therefore, it is reliable to be implemented on a real robot.
NASA Astrophysics Data System (ADS)
Patil, Prataprao; Vyasarayani, C. P.; Ramji, M.
2017-06-01
In this work, digital photoelasticity technique is used to estimate the crack tip fracture parameters for different crack configurations. Conventionally, only isochromatic data surrounding the crack tip is used for SIF estimation, but with the advent of digital photoelasticity, pixel-wise availability of both isoclinic and isochromatic data could be exploited for SIF estimation in a novel way. A linear least square approach is proposed to estimate the mixed-mode crack tip fracture parameters by solving the multi-parameter stress field equation. The stress intensity factor (SIF) is extracted from those estimated fracture parameters. The isochromatic and isoclinic data around the crack tip is estimated using the ten-step phase shifting technique. To get the unwrapped data, the adaptive quality guided phase unwrapping algorithm (AQGPU) has been used. The mixed mode fracture parameters, especially SIF are estimated for specimen configurations like single edge notch (SEN), center crack and straight crack ahead of inclusion using the proposed algorithm. The experimental SIF values estimated using the proposed method are compared with analytical/finite element analysis (FEA) results, and are found to be in good agreement.
Development of Parallel Architectures for Sensor Array Processing. Volume 1
1993-08-01
required for the DOA estimation [ 1-7]. The Multiple Signal Classification ( MUSIC ) [ 1] and the Estimation of Signal Parameters by Rotational...manifold and the estimated subspace. Although MUSIC is a high resolution algorithm, it has several drawbacks including the fact that complete knowledge of...thoroughly, MUSIC algorithm was selected to develop special purpose hardware for real time computation. Summary of the MUSIC algorithm is as follows
Gao, Yu-Fei; Gui, Guan; Xie, Wei; Zou, Yan-Bin; Yang, Yue; Wan, Qun
2017-01-01
This paper investigates a two-dimensional angle of arrival (2D AOA) estimation algorithm for the electromagnetic vector sensor (EMVS) array based on Type-2 block component decomposition (BCD) tensor modeling. Such a tensor decomposition method can take full advantage of the multidimensional structural information of electromagnetic signals to accomplish blind estimation for array parameters with higher resolution. However, existing tensor decomposition methods encounter many restrictions in applications of the EMVS array, such as the strict requirement for uniqueness conditions of decomposition, the inability to handle partially-polarized signals, etc. To solve these problems, this paper investigates tensor modeling for partially-polarized signals of an L-shaped EMVS array. The 2D AOA estimation algorithm based on rank-(L1,L2,·) BCD is developed, and the uniqueness condition of decomposition is analyzed. By means of the estimated steering matrix, the proposed algorithm can automatically achieve angle pair-matching. Numerical experiments demonstrate that the present algorithm has the advantages of both accuracy and robustness of parameter estimation. Even under the conditions of lower SNR, small angular separation and limited snapshots, the proposed algorithm still possesses better performance than subspace methods and the canonical polyadic decomposition (CPD) method. PMID:28448431
Gao, Yu-Fei; Gui, Guan; Xie, Wei; Zou, Yan-Bin; Yang, Yue; Wan, Qun
2017-04-27
This paper investigates a two-dimensional angle of arrival (2D AOA) estimation algorithm for the electromagnetic vector sensor (EMVS) array based on Type-2 block component decomposition (BCD) tensor modeling. Such a tensor decomposition method can take full advantage of the multidimensional structural information of electromagnetic signals to accomplish blind estimation for array parameters with higher resolution. However, existing tensor decomposition methods encounter many restrictions in applications of the EMVS array, such as the strict requirement for uniqueness conditions of decomposition, the inability to handle partially-polarized signals, etc. To solve these problems, this paper investigates tensor modeling for partially-polarized signals of an L-shaped EMVS array. The 2D AOA estimation algorithm based on rank- ( L 1 , L 2 , · ) BCD is developed, and the uniqueness condition of decomposition is analyzed. By means of the estimated steering matrix, the proposed algorithm can automatically achieve angle pair-matching. Numerical experiments demonstrate that the present algorithm has the advantages of both accuracy and robustness of parameter estimation. Even under the conditions of lower SNR, small angular separation and limited snapshots, the proposed algorithm still possesses better performance than subspace methods and the canonical polyadic decomposition (CPD) method.
An investigation of new methods for estimating parameter sensitivities
NASA Technical Reports Server (NTRS)
Beltracchi, Todd J.; Gabriele, Gary A.
1988-01-01
Parameter sensitivity is defined as the estimation of changes in the modeling functions and the design variables due to small changes in the fixed parameters of the formulation. There are currently several methods for estimating parameter sensitivities requiring either difficult to obtain second order information, or do not return reliable estimates for the derivatives. Additionally, all the methods assume that the set of active constraints does not change in a neighborhood of the estimation point. If the active set does in fact change, than any extrapolations based on these derivatives may be in error. The objective here is to investigate more efficient new methods for estimating parameter sensitivities when the active set changes. The new method is based on the recursive quadratic programming (RQP) method and in conjunction a differencing formula to produce estimates of the sensitivities. This is compared to existing methods and is shown to be very competitive in terms of the number of function evaluations required. In terms of accuracy, the method is shown to be equivalent to a modified version of the Kuhn-Tucker method, where the Hessian of the Lagrangian is estimated using the BFS method employed by the RPQ algorithm. Inital testing on a test set with known sensitivities demonstrates that the method can accurately calculate the parameter sensitivity. To handle changes in the active set, a deflection algorithm is proposed for those cases where the new set of active constraints remains linearly independent. For those cases where dependencies occur, a directional derivative is proposed. A few simple examples are included for the algorithm, but extensive testing has not yet been performed.
Low-dimensional recurrent neural network-based Kalman filter for speech enhancement.
Xia, Youshen; Wang, Jun
2015-07-01
This paper proposes a new recurrent neural network-based Kalman filter for speech enhancement, based on a noise-constrained least squares estimate. The parameters of speech signal modeled as autoregressive process are first estimated by using the proposed recurrent neural network and the speech signal is then recovered from Kalman filtering. The proposed recurrent neural network is globally asymptomatically stable to the noise-constrained estimate. Because the noise-constrained estimate has a robust performance against non-Gaussian noise, the proposed recurrent neural network-based speech enhancement algorithm can minimize the estimation error of Kalman filter parameters in non-Gaussian noise. Furthermore, having a low-dimensional model feature, the proposed neural network-based speech enhancement algorithm has a much faster speed than two existing recurrent neural networks-based speech enhancement algorithms. Simulation results show that the proposed recurrent neural network-based speech enhancement algorithm can produce a good performance with fast computation and noise reduction. Copyright © 2015 Elsevier Ltd. All rights reserved.
Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models
NASA Astrophysics Data System (ADS)
Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael
2016-06-01
We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.
New Multi-objective Uncertainty-based Algorithm for Water Resource Models' Calibration
NASA Astrophysics Data System (ADS)
Keshavarz, Kasra; Alizadeh, Hossein
2017-04-01
Water resource models are powerful tools to support water management decision making process and are developed to deal with a broad range of issues including land use and climate change impacts analysis, water allocation, systems design and operation, waste load control and allocation, etc. These models are divided into two categories of simulation and optimization models whose calibration has been addressed in the literature where great relevant efforts in recent decades have led to two main categories of auto-calibration methods of uncertainty-based algorithms such as GLUE, MCMC and PEST and optimization-based algorithms including single-objective optimization such as SCE-UA and multi-objective optimization such as MOCOM-UA and MOSCEM-UA. Although algorithms which benefit from capabilities of both types, such as SUFI-2, were rather developed, this paper proposes a new auto-calibration algorithm which is capable of both finding optimal parameters values regarding multiple objectives like optimization-based algorithms and providing interval estimations of parameters like uncertainty-based algorithms. The algorithm is actually developed to improve quality of SUFI-2 results. Based on a single-objective, e.g. NSE and RMSE, SUFI-2 proposes a routine to find the best point and interval estimation of parameters and corresponding prediction intervals (95 PPU) of time series of interest. To assess the goodness of calibration, final results are presented using two uncertainty measures of p-factor quantifying percentage of observations covered by 95PPU and r-factor quantifying degree of uncertainty, and the analyst has to select the point and interval estimation of parameters which are actually non-dominated regarding both of the uncertainty measures. Based on the described properties of SUFI-2, two important questions are raised, answering of which are our research motivation: Given that in SUFI-2, final selection is based on the two measures or objectives and on the other hand, knowing that there is no multi-objective optimization mechanism in SUFI-2, are the final estimations Pareto-optimal? Can systematic methods be applied to select the final estimations? Dealing with these questions, a new auto-calibration algorithm was proposed where the uncertainty measures were considered as two objectives to find non-dominated interval estimations of parameters by means of coupling Monte Carlo simulation and Multi-Objective Particle Swarm Optimization. Both the proposed algorithm and SUFI-2 were applied to calibrate parameters of water resources planning model of Helleh river basin, Iran. The model is a comprehensive water quantity-quality model developed in the previous researches using WEAP software in order to analyze the impacts of different water resources management strategies including dam construction, increasing cultivation area, utilization of more efficient irrigation technologies, changing crop pattern, etc. Comparing the Pareto frontier resulted from the proposed auto-calibration algorithm with SUFI-2 results, it was revealed that the new algorithm leads to a better and also continuous Pareto frontier, even though it is more computationally expensive. Finally, Nash and Kalai-Smorodinsky bargaining methods were used to choose compromised interval estimation regarding Pareto frontier.
Linear functional minimization for inverse modeling
Barajas-Solano, David A.; Wohlberg, Brendt Egon; Vesselinov, Velimir Valentinov; ...
2015-06-01
In this paper, we present a novel inverse modeling strategy to estimate spatially distributed parameters of nonlinear models. The maximum a posteriori (MAP) estimators of these parameters are based on a likelihood functional, which contains spatially discrete measurements of the system parameters and spatiotemporally discrete measurements of the transient system states. The piecewise continuity prior for the parameters is expressed via Total Variation (TV) regularization. The MAP estimator is computed by minimizing a nonquadratic objective equipped with the TV operator. We apply this inversion algorithm to estimate hydraulic conductivity of a synthetic confined aquifer from measurements of conductivity and hydraulicmore » head. The synthetic conductivity field is composed of a low-conductivity heterogeneous intrusion into a high-conductivity heterogeneous medium. Our algorithm accurately reconstructs the location, orientation, and extent of the intrusion from the steady-state data only. Finally, addition of transient measurements of hydraulic head improves the parameter estimation, accurately reconstructing the conductivity field in the vicinity of observation locations.« less
ERIC Educational Resources Information Center
Kelderman, Henk
1992-01-01
Describes algorithms used in the computer program LOGIMO for obtaining maximum likelihood estimates of the parameters in loglinear models. These algorithms are also useful for the analysis of loglinear item-response theory models. Presents modified versions of the iterative proportional fitting and Newton-Raphson algorithms. Simulated data…
Overview and benchmark analysis of fuel cell parameters estimation for energy management purposes
NASA Astrophysics Data System (ADS)
Kandidayeni, M.; Macias, A.; Amamou, A. A.; Boulon, L.; Kelouwani, S.; Chaoui, H.
2018-03-01
Proton exchange membrane fuel cells (PEMFCs) have become the center of attention for energy conversion in many areas such as automotive industry, where they confront a high dynamic behavior resulting in their characteristics variation. In order to ensure appropriate modeling of PEMFCs, accurate parameters estimation is in demand. However, parameter estimation of PEMFC models is highly challenging due to their multivariate, nonlinear, and complex essence. This paper comprehensively reviews PEMFC models parameters estimation methods with a specific view to online identification algorithms, which are considered as the basis of global energy management strategy design, to estimate the linear and nonlinear parameters of a PEMFC model in real time. In this respect, different PEMFC models with different categories and purposes are discussed first. Subsequently, a thorough investigation of PEMFC parameter estimation methods in the literature is conducted in terms of applicability. Three potential algorithms for online applications, Recursive Least Square (RLS), Kalman filter, and extended Kalman filter (EKF), which has escaped the attention in previous works, have been then utilized to identify the parameters of two well-known semi-empirical models in the literature, Squadrito et al. and Amphlett et al. Ultimately, the achieved results and future challenges are discussed.
Orientation estimation algorithm applied to high-spin projectiles
NASA Astrophysics Data System (ADS)
Long, D. F.; Lin, J.; Zhang, X. M.; Li, J.
2014-06-01
High-spin projectiles are low cost military weapons. Accurate orientation information is critical to the performance of the high-spin projectiles control system. However, orientation estimators have not been well translated from flight vehicles since they are too expensive, lack launch robustness, do not fit within the allotted space, or are too application specific. This paper presents an orientation estimation algorithm specific for these projectiles. The orientation estimator uses an integrated filter to combine feedback from a three-axis magnetometer, two single-axis gyros and a GPS receiver. As a new feature of this algorithm, the magnetometer feedback estimates roll angular rate of projectile. The algorithm also incorporates online sensor error parameter estimation performed simultaneously with the projectile attitude estimation. The second part of the paper deals with the verification of the proposed orientation algorithm through numerical simulation and experimental tests. Simulations and experiments demonstrate that the orientation estimator can effectively estimate the attitude of high-spin projectiles. Moreover, online sensor calibration significantly enhances the estimation performance of the algorithm.
An algorithmic approach to crustal deformation analysis
NASA Technical Reports Server (NTRS)
Iz, Huseyin Baki
1987-01-01
In recent years the analysis of crustal deformation measurements has become important as a result of current improvements in geodetic methods and an increasing amount of theoretical and observational data provided by several earth sciences. A first-generation data analysis algorithm which combines a priori information with current geodetic measurements was proposed. Relevant methods which can be used in the algorithm were discussed. Prior information is the unifying feature of this algorithm. Some of the problems which may arise through the use of a priori information in the analysis were indicated and preventive measures were demonstrated. The first step in the algorithm is the optimal design of deformation networks. The second step in the algorithm identifies the descriptive model of the deformation field. The final step in the algorithm is the improved estimation of deformation parameters. Although deformation parameters are estimated in the process of model discrimination, they can further be improved by the use of a priori information about them. According to the proposed algorithm this information must first be tested against the estimates calculated using the sample data only. Null-hypothesis testing procedures were developed for this purpose. Six different estimators which employ a priori information were examined. Emphasis was put on the case when the prior information is wrong and analytical expressions for possible improvements under incompatible prior information were derived.
NASA Astrophysics Data System (ADS)
Qiu, Zhaoyang; Wang, Pei; Zhu, Jun; Tang, Bin
2016-12-01
Nyquist folding receiver (NYFR) is a novel ultra-wideband receiver architecture which can realize wideband receiving with a small amount of equipment. Linear frequency modulated/binary phase shift keying (LFM/BPSK) hybrid modulated signal is a novel kind of low probability interception signal with wide bandwidth. The NYFR is an effective architecture to intercept the LFM/BPSK signal and the LFM/BPSK signal intercepted by the NYFR will add the local oscillator modulation. A parameter estimation algorithm for the NYFR output signal is proposed. According to the NYFR prior information, the chirp singular value ratio spectrum is proposed to estimate the chirp rate. Then, based on the output self-characteristic, matching component function is designed to estimate Nyquist zone (NZ) index. Finally, matching code and subspace method are employed to estimate the phase change points and code length. Compared with the existing methods, the proposed algorithm has a better performance. It also has no need to construct a multi-channel structure, which means the computational complexity for the NZ index estimation is small. The simulation results demonstrate the efficacy of the proposed algorithm.
Estimation of mating system parameters in plant populations using marker loci with null alleles.
Ross, H A
1986-06-01
An Expectation-Maximization (EM)-algorithm procedure is presented that extends Cheliak et al. (1983) method of maximum-likelihood estimation of mating system parameters of mixed mating system models. The extension permits the estimation of the rate of self-fertilization (s) and allele frequencies (Pi) at loci in outcrossing pollen, at marker loci having recessive null alleles. The algorithm makes use of maternal and filial genotypic arrays obtained by the electrophoretic analysis of cohorts of progeny. The genotypes of maternal plants must be known. Explicit equations are given for cases when the genotype of the maternal gamete inherited by a seed can (gymnosperms) or cannot (angiosperms) be determined. The procedure can accommodate any number of codominant alleles, but only one recessive null allele at each locus. An example, using actual data from Pinus banksiana, is presented to illustrate the application of this EM algorithm to the estimation of mating system parameters using marker loci having both codominant and recessive alleles.
Cohn, T.A.; Lane, W.L.; Baier, W.G.
1997-01-01
This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.
NASA Astrophysics Data System (ADS)
Cohn, T. A.; Lane, W. L.; Baier, W. G.
This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.
ERIC Educational Resources Information Center
Monroe, Scott; Cai, Li
2013-01-01
In Ramsay curve item response theory (RC-IRT, Woods & Thissen, 2006) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's (1981) EM algorithm, which yields maximum marginal likelihood estimates. This method, however,…
ERIC Educational Resources Information Center
Monroe, Scott; Cai, Li
2014-01-01
In Ramsay curve item response theory (RC-IRT) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's EM algorithm, which yields maximum marginal likelihood estimates. This method, however, does not produce the…
NASA Astrophysics Data System (ADS)
Sanford, Ward E.; Niel Plummer, L.; Casile, Gerolamo; Busenberg, Ed; Nelms, David L.; Schlosser, Peter
2017-06-01
Dual-domain transport is an alternative conceptual and mathematical paradigm to advection-dispersion for describing the movement of dissolved constituents in groundwater. Here we test the use of a dual-domain algorithm combined with advective pathline tracking to help reconcile environmental tracer concentrations measured in springs within the Shenandoah Valley, USA. The approach also allows for the estimation of the three dual-domain parameters: mobile porosity, immobile porosity, and a domain exchange rate constant. Concentrations of CFC-113, SF6, 3H, and 3He were measured at 28 springs emanating from carbonate rocks. The different tracers give three different mean composite piston-flow ages for all the springs that vary from 5 to 18 years. Here we compare four algorithms that interpret the tracer concentrations in terms of groundwater age: piston flow, old-fraction mixing, advective-flow path modeling, and dual-domain modeling. Whereas the second two algorithms made slight improvements over piston flow at reconciling the disparate piston-flow age estimates, the dual-domain algorithm gave a very marked improvement. Optimal values for the three transport parameters were also obtained, although the immobile porosity value was not well constrained. Parameter correlation and sensitivities were calculated to help quantify the uncertainty. Although some correlation exists between the three parameters being estimated, a watershed simulation of a pollutant breakthrough to a local stream illustrates that the estimated transport parameters can still substantially help to constrain and predict the nature and timing of solute transport. The combined use of multiple environmental tracers with this dual-domain approach could be applicable in a wide variety of fractured-rock settings.
On-line implementation of nonlinear parameter estimation for the Space Shuttle main engine
NASA Technical Reports Server (NTRS)
Buckland, Julia H.; Musgrave, Jeffrey L.; Walker, Bruce K.
1992-01-01
We investigate the performance of a nonlinear estimation scheme applied to the estimation of several parameters in a performance model of the Space Shuttle Main Engine. The nonlinear estimator is based upon the extended Kalman filter which has been augmented to provide estimates of several key performance variables. The estimated parameters are directly related to the efficiency of both the low pressure and high pressure fuel turbopumps. Decreases in the parameter estimates may be interpreted as degradations in turbine and/or pump efficiencies which can be useful measures for an online health monitoring algorithm. This paper extends previous work which has focused on off-line parameter estimation by investigating the filter's on-line potential from a computational standpoint. ln addition, we examine the robustness of the algorithm to unmodeled dynamics. The filter uses a reduced-order model of the engine that includes only fuel-side dynamics. The on-line results produced during this study are comparable to off-line results generated previously. The results show that the parameter estimates are sensitive to dynamics not included in the filter model. Off-line results using an extended Kalman filter with a full order engine model to address the robustness problems of the reduced-order model are also presented.
Attitude determination and parameter estimation using vector observations - Theory
NASA Technical Reports Server (NTRS)
Markley, F. Landis
1989-01-01
Procedures for attitude determination based on Wahba's loss function are generalized to include the estimation of parameters other than the attitude, such as sensor biases. Optimization with respect to the attitude is carried out using the q-method, which does not require an a priori estimate of the attitude. Optimization with respect to the other parameters employs an iterative approach, which does require an a priori estimate of these parameters. Conventional state estimation methods require a priori estimates of both the parameters and the attitude, while the algorithm presented in this paper always computes the exact optimal attitude for given values of the parameters. Expressions for the covariance of the attitude and parameter estimates are derived.
Fast clustering using adaptive density peak detection.
Wang, Xiao-Feng; Xu, Yifan
2017-12-01
Common limitations of clustering methods include the slow algorithm convergence, the instability of the pre-specification on a number of intrinsic parameters, and the lack of robustness to outliers. A recent clustering approach proposed a fast search algorithm of cluster centers based on their local densities. However, the selection of the key intrinsic parameters in the algorithm was not systematically investigated. It is relatively difficult to estimate the "optimal" parameters since the original definition of the local density in the algorithm is based on a truncated counting measure. In this paper, we propose a clustering procedure with adaptive density peak detection, where the local density is estimated through the nonparametric multivariate kernel estimation. The model parameter is then able to be calculated from the equations with statistical theoretical justification. We also develop an automatic cluster centroid selection method through maximizing an average silhouette index. The advantage and flexibility of the proposed method are demonstrated through simulation studies and the analysis of a few benchmark gene expression data sets. The method only needs to perform in one single step without any iteration and thus is fast and has a great potential to apply on big data analysis. A user-friendly R package ADPclust is developed for public use.
NASA Astrophysics Data System (ADS)
Marzbanrad, Javad; Tahbaz-zadeh Moghaddam, Iman
2016-09-01
The main purpose of this paper is to design a self-tuning control algorithm for an adaptive cruise control (ACC) system that can adapt its behaviour to variations of vehicle dynamics and uncertain road grade. To this aim, short-time linear quadratic form (STLQF) estimation technique is developed so as to track simultaneously the trend of the time-varying parameters of vehicle longitudinal dynamics with a small delay. These parameters are vehicle mass, road grade and aerodynamic drag-area coefficient. Next, the values of estimated parameters are used to tune the throttle and brake control inputs and to regulate the throttle/brake switching logic that governs the throttle and brake switching. The performance of the designed STLQF-based self-tuning control (STLQF-STC) algorithm for ACC system is compared with the conventional method based on fixed control structure regarding the speed/distance tracking control modes. Simulation results show that the proposed control algorithm improves the performance of throttle and brake controllers, providing more comfort while travelling, enhancing driving safety and giving a satisfactory performance in the presence of different payloads and road grade variations.
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.
Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter
Reddy, Chinthala P.; Rathi, Yogesh
2016-01-01
Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts. PMID:27147956
Reddy, Chinthala P; Rathi, Yogesh
2016-01-01
Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts.
Polynomial Phase Estimation Based on Adaptive Short-Time Fourier Transform
Jing, Fulong; Zhang, Chunjie; Si, Weijian; Wang, Yu; Jiao, Shuhong
2018-01-01
Polynomial phase signals (PPSs) have numerous applications in many fields including radar, sonar, geophysics, and radio communication systems. Therefore, estimation of PPS coefficients is very important. In this paper, a novel approach for PPS parameters estimation based on adaptive short-time Fourier transform (ASTFT), called the PPS-ASTFT estimator, is proposed. Using the PPS-ASTFT estimator, both one-dimensional and multi-dimensional searches and error propagation problems, which widely exist in PPSs field, are avoided. In the proposed algorithm, the instantaneous frequency (IF) is estimated by S-transform (ST), which can preserve information on signal phase and provide a variable resolution similar to the wavelet transform (WT). The width of the ASTFT analysis window is equal to the local stationary length, which is measured by the instantaneous frequency gradient (IFG). The IFG is calculated by the principal component analysis (PCA), which is robust to the noise. Moreover, to improve estimation accuracy, a refinement strategy is presented to estimate signal parameters. Since the PPS-ASTFT avoids parameter search, the proposed algorithm can be computed in a reasonable amount of time. The estimation performance, computational cost, and implementation of the PPS-ASTFT are also analyzed. The conducted numerical simulations support our theoretical results and demonstrate an excellent statistical performance of the proposed algorithm. PMID:29438317
Polynomial Phase Estimation Based on Adaptive Short-Time Fourier Transform.
Jing, Fulong; Zhang, Chunjie; Si, Weijian; Wang, Yu; Jiao, Shuhong
2018-02-13
Polynomial phase signals (PPSs) have numerous applications in many fields including radar, sonar, geophysics, and radio communication systems. Therefore, estimation of PPS coefficients is very important. In this paper, a novel approach for PPS parameters estimation based on adaptive short-time Fourier transform (ASTFT), called the PPS-ASTFT estimator, is proposed. Using the PPS-ASTFT estimator, both one-dimensional and multi-dimensional searches and error propagation problems, which widely exist in PPSs field, are avoided. In the proposed algorithm, the instantaneous frequency (IF) is estimated by S-transform (ST), which can preserve information on signal phase and provide a variable resolution similar to the wavelet transform (WT). The width of the ASTFT analysis window is equal to the local stationary length, which is measured by the instantaneous frequency gradient (IFG). The IFG is calculated by the principal component analysis (PCA), which is robust to the noise. Moreover, to improve estimation accuracy, a refinement strategy is presented to estimate signal parameters. Since the PPS-ASTFT avoids parameter search, the proposed algorithm can be computed in a reasonable amount of time. The estimation performance, computational cost, and implementation of the PPS-ASTFT are also analyzed. The conducted numerical simulations support our theoretical results and demonstrate an excellent statistical performance of the proposed algorithm.
Accurate motion parameter estimation for colonoscopy tracking using a regression method
NASA Astrophysics Data System (ADS)
Liu, Jianfei; Subramanian, Kalpathi R.; Yoo, Terry S.
2010-03-01
Co-located optical and virtual colonoscopy images have the potential to provide important clinical information during routine colonoscopy procedures. In our earlier work, we presented an optical flow based algorithm to compute egomotion from live colonoscopy video, permitting navigation and visualization of the corresponding patient anatomy. In the original algorithm, motion parameters were estimated using the traditional Least Sum of squares(LS) procedure which can be unstable in the context of optical flow vectors with large errors. In the improved algorithm, we use the Least Median of Squares (LMS) method, a robust regression method for motion parameter estimation. Using the LMS method, we iteratively analyze and converge toward the main distribution of the flow vectors, while disregarding outliers. We show through three experiments the improvement in tracking results obtained using the LMS method, in comparison to the LS estimator. The first experiment demonstrates better spatial accuracy in positioning the virtual camera in the sigmoid colon. The second and third experiments demonstrate the robustness of this estimator, resulting in longer tracked sequences: from 300 to 1310 in the ascending colon, and 410 to 1316 in the transverse colon.
Algorithm Estimates Microwave Water-Vapor Delay
NASA Technical Reports Server (NTRS)
Robinson, Steven E.
1989-01-01
Accuracy equals or exceeds conventional linear algorithms. "Profile" algorithm improved algorithm using water-vapor-radiometer data to produce estimates of microwave delays caused by water vapor in troposphere. Does not require site-specific and weather-dependent empirical parameters other than standard meteorological data, latitude, and altitude for use in conjunction with published standard atmospheric data. Basic premise of profile algorithm, wet-path delay approximated closely by solution to simplified version of nonlinear delay problem and generated numerically from each radiometer observation and simultaneous meteorological data.
Time series modeling by a regression approach based on a latent process.
Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice
2009-01-01
Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.
Delineating parameter unidentifiabilities in complex models
NASA Astrophysics Data System (ADS)
Raman, Dhruva V.; Anderson, James; Papachristodoulou, Antonis
2017-03-01
Scientists use mathematical modeling as a tool for understanding and predicting the properties of complex physical systems. In highly parametrized models there often exist relationships between parameters over which model predictions are identical, or nearly identical. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, as well as the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast time-scale subsystems, as well as the regimes in parameter space over which such approximations are valid. We base our algorithm on a quantification of regional parametric sensitivity that we call `multiscale sloppiness'. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher information matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm can provide a tractable alternative. We finally apply our methods to a large-scale, benchmark systems biology model of necrosis factor (NF)-κ B , uncovering unidentifiabilities.
Automatic parameter selection for feature-based multi-sensor image registration
NASA Astrophysics Data System (ADS)
DelMarco, Stephen; Tom, Victor; Webb, Helen; Chao, Alan
2006-05-01
Accurate image registration is critical for applications such as precision targeting, geo-location, change-detection, surveillance, and remote sensing. However, the increasing volume of image data is exceeding the current capacity of human analysts to perform manual registration. This image data glut necessitates the development of automated approaches to image registration, including algorithm parameter value selection. Proper parameter value selection is crucial to the success of registration techniques. The appropriate algorithm parameters can be highly scene and sensor dependent. Therefore, robust algorithm parameter value selection approaches are a critical component of an end-to-end image registration algorithm. In previous work, we developed a general framework for multisensor image registration which includes feature-based registration approaches. In this work we examine the problem of automated parameter selection. We apply the automated parameter selection approach of Yitzhaky and Peli to select parameters for feature-based registration of multisensor image data. The approach consists of generating multiple feature-detected images by sweeping over parameter combinations and using these images to generate estimated ground truth. The feature-detected images are compared to the estimated ground truth images to generate ROC points associated with each parameter combination. We develop a strategy for selecting the optimal parameter set by choosing the parameter combination corresponding to the optimal ROC point. We present numerical results showing the effectiveness of the approach using registration of collected SAR data to reference EO data.
Parameters estimation for reactive transport: A way to test the validity of a reactive model
NASA Astrophysics Data System (ADS)
Aggarwal, Mohit; Cheikh Anta Ndiaye, Mame; Carrayrou, Jérôme
The chemical parameters used in reactive transport models are not known accurately due to the complexity and the heterogeneous conditions of a real domain. We will present an efficient algorithm in order to estimate the chemical parameters using Monte-Carlo method. Monte-Carlo methods are very robust for the optimisation of the highly non-linear mathematical model describing reactive transport. Reactive transport of tributyltin (TBT) through natural quartz sand at seven different pHs is taken as the test case. Our algorithm will be used to estimate the chemical parameters of the sorption of TBT onto the natural quartz sand. By testing and comparing three models of surface complexation, we show that the proposed adsorption model cannot explain the experimental data.
ERIC Educational Resources Information Center
Tsutakawa, Robert K.
This paper presents a method for estimating certain characteristics of test items which are designed to measure ability, or knowledge, in a particular area. Under the assumption that ability parameters are sampled from a normal distribution, the EM algorithm is used to derive maximum likelihood estimates to item parameters of the two-parameter…
Sidler, Dominik; Cristòfol-Clough, Michael; Riniker, Sereina
2017-06-13
Replica-exchange enveloping distribution sampling (RE-EDS) allows the efficient estimation of free-energy differences between multiple end-states from a single molecular dynamics (MD) simulation. In EDS, a reference state is sampled, which can be tuned by two types of parameters, i.e., smoothness parameters(s) and energy offsets, such that all end-states are sufficiently sampled. However, the choice of these parameters is not trivial. Replica exchange (RE) or parallel tempering is a widely applied technique to enhance sampling. By combining EDS with the RE technique, the parameter choice problem could be simplified and the challenge shifted toward an optimal distribution of the replicas in the smoothness-parameter space. The choice of a certain replica distribution can alter the sampling efficiency significantly. In this work, global round-trip time optimization (GRTO) algorithms are tested for the use in RE-EDS simulations. In addition, a local round-trip time optimization (LRTO) algorithm is proposed for systems with slowly adapting environments, where a reliable estimate for the round-trip time is challenging to obtain. The optimization algorithms were applied to RE-EDS simulations of a system of nine small-molecule inhibitors of phenylethanolamine N-methyltransferase (PNMT). The energy offsets were determined using our recently proposed parallel energy-offset (PEOE) estimation scheme. While the multistate GRTO algorithm yielded the best replica distribution for the ligands in water, the multistate LRTO algorithm was found to be the method of choice for the ligands in complex with PNMT. With this, the 36 alchemical free-energy differences between the nine ligands were calculated successfully from a single RE-EDS simulation 10 ns in length. Thus, RE-EDS presents an efficient method for the estimation of relative binding free energies.
On the adequacy of identified Cole Cole models
NASA Astrophysics Data System (ADS)
Xiang, Jianping; Cheng, Daizhan; Schlindwein, F. S.; Jones, N. B.
2003-06-01
The Cole-Cole model has been widely used to interpret electrical geophysical data. Normally an iterative computer program is used to invert the frequency domain complex impedance data and simple error estimation is obtained from the squared difference of the measured (field) and calculated values over the full frequency range. Recently a new direct inversion algorithm was proposed for the 'optimal' estimation of the Cole-Cole parameters, which differs from existing inversion algorithms in that the estimated parameters are direct solutions of a set of equations without the need for an initial guess for initialisation. This paper first briefly investigates the advantages and disadvantages of the new algorithm compared to the standard Levenberg-Marquardt "ridge regression" algorithm. Then, and more importantly, we address the adequacy of the models resulting from both the "ridge regression" and the new algorithm, using two different statistical tests and we give objective statistical criteria for acceptance or rejection of the estimated models. The first is the standard χ2 technique. The second is a parameter-accuracy based test that uses a joint multi-normal distribution. Numerical results that illustrate the performance of both testing methods are given. The main goals of this paper are (i) to provide the source code for the new ''direct inversion'' algorithm in Matlab and (ii) to introduce and demonstrate two methods to determine the reliability of a set of data before data processing, i.e., to consider the adequacy of the resulting Cole-Cole model.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dekker, A.G.; Hoogenboom, H.J.; Rijkeboer, M.
1997-06-01
Deriving thematic maps of water quality parameters from a remote sensing image requires a number of processing steps, such as calibration, atmospheric correction, air/water interface correction, and application of water quality algorithms. A prototype software environment has recently been developed that enables the user to perform and control these processing steps. Main parts of this environment are: (i) access to the MODTRAN 3 radiative transfer code for removing atmospheric and air-water interface influences, (ii) a tool for analyzing of algorithms for estimating water quality and (iii) a spectral database, containing apparent and inherent optical properties and associated water quality parameters.more » The use of the software is illustrated by applying implemented algorithms for estimating chlorophyll to data from a spectral library of Dutch inland waters with CHL ranging from 1 to 500 pg 1{sup -1}. The algorithms currently implemented in the Toolkit software are recommended for optically simple waters, but for optically complex waters development of more advanced retrieval methods is required.« less
NASA Astrophysics Data System (ADS)
Wang, Liqiang; Liu, Zhen; Zhang, Zhonghua
2014-11-01
Stereo vision is the key in the visual measurement, robot vision, and autonomous navigation. Before performing the system of stereo vision, it needs to calibrate the intrinsic parameters for each camera and the external parameters of the system. In engineering, the intrinsic parameters remain unchanged after calibrating cameras, and the positional relationship between the cameras could be changed because of vibration, knocks and pressures in the vicinity of the railway or motor workshops. Especially for large baselines, even minute changes in translation or rotation can affect the epipolar geometry and scene triangulation to such a degree that visual system becomes disabled. A technology including both real-time examination and on-line recalibration for the external parameters of stereo system becomes particularly important. This paper presents an on-line method for checking and recalibrating the positional relationship between stereo cameras. In epipolar geometry, the external parameters of cameras can be obtained by factorization of the fundamental matrix. Thus, it offers a method to calculate the external camera parameters without any special targets. If the intrinsic camera parameters are known, the external parameters of system can be calculated via a number of random matched points. The process is: (i) estimating the fundamental matrix via the feature point correspondences; (ii) computing the essential matrix from the fundamental matrix; (iii) obtaining the external parameters by decomposition of the essential matrix. In the step of computing the fundamental matrix, the traditional methods are sensitive to noise and cannot ensure the estimation accuracy. We consider the feature distribution situation in the actual scene images and introduce a regional weighted normalization algorithm to improve accuracy of the fundamental matrix estimation. In contrast to traditional algorithms, experiments on simulated data prove that the method improves estimation robustness and accuracy of the fundamental matrix. Finally, we take an experiment for computing the relationship of a pair of stereo cameras to demonstrate accurate performance of the algorithm.
ERIC Educational Resources Information Center
Casabianca, Jodi M.; Lewis, Charles
2015-01-01
Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…
ERIC Educational Resources Information Center
Tian, Wei; Cai, Li; Thissen, David; Xin, Tao
2013-01-01
In item response theory (IRT) modeling, the item parameter error covariance matrix plays a critical role in statistical inference procedures. When item parameters are estimated using the EM algorithm, the parameter error covariance matrix is not an automatic by-product of item calibration. Cai proposed the use of Supplemented EM algorithm for…
ESTIMATION OF PHYSICAL PROPERTIES AND CHEMICAL REACTIVITY PARAMETERS OF ORGANIC COMPOUNDS
The computer program SPARC (Sparc Performs Automated Reasoning in Chemistry)has been under development for several years to estimate physical properties and chemical reactivity parameters of organic compounds strictly from molecular structure. SPARC uses computational algorithms ...
Estimation of Temporal Gait Parameters Using a Wearable Microphone-Sensor-Based System
Wang, Cheng; Wang, Xiangdong; Long, Zhou; Yuan, Jing; Qian, Yueliang; Li, Jintao
2016-01-01
Most existing wearable gait analysis methods focus on the analysis of data obtained from inertial sensors. This paper proposes a novel, low-cost, wireless and wearable gait analysis system which uses microphone sensors to collect footstep sound signals during walking. This is the first time a microphone sensor is used as a wearable gait analysis device as far as we know. Based on this system, a gait analysis algorithm for estimating the temporal parameters of gait is presented. The algorithm fully uses the fusion of two feet footstep sound signals and includes three stages: footstep detection, heel-strike event and toe-on event detection, and calculation of gait temporal parameters. Experimental results show that with a total of 240 data sequences and 1732 steps collected using three different gait data collection strategies from 15 healthy subjects, the proposed system achieves an average 0.955 F1-measure for footstep detection, an average 94.52% accuracy rate for heel-strike detection and 94.25% accuracy rate for toe-on detection. Using these detection results, nine temporal related gait parameters are calculated and these parameters are consistent with their corresponding normal gait temporal parameters and labeled data calculation results. The results verify the effectiveness of our proposed system and algorithm for temporal gait parameter estimation. PMID:27999321
Quantum Hamiltonian identification from measurement time traces.
Zhang, Jun; Sarovar, Mohan
2014-08-22
Precise identification of parameters governing quantum processes is a critical task for quantum information and communication technologies. In this Letter, we consider a setting where system evolution is determined by a parametrized Hamiltonian, and the task is to estimate these parameters from temporal records of a restricted set of system observables (time traces). Based on the notion of system realization from linear systems theory, we develop a constructive algorithm that provides estimates of the unknown parameters directly from these time traces. We illustrate the algorithm and its robustness to measurement noise by applying it to a one-dimensional spin chain model with variable couplings.
Approximate, computationally efficient online learning in Bayesian spiking neurons.
Kuhlmann, Levin; Hauser-Raspe, Michael; Manton, Jonathan H; Grayden, David B; Tapson, Jonathan; van Schaik, André
2014-03-01
Bayesian spiking neurons (BSNs) provide a probabilistic interpretation of how neurons perform inference and learning. Online learning in BSNs typically involves parameter estimation based on maximum-likelihood expectation-maximization (ML-EM) which is computationally slow and limits the potential of studying networks of BSNs. An online learning algorithm, fast learning (FL), is presented that is more computationally efficient than the benchmark ML-EM for a fixed number of time steps as the number of inputs to a BSN increases (e.g., 16.5 times faster run times for 20 inputs). Although ML-EM appears to converge 2.0 to 3.6 times faster than FL, the computational cost of ML-EM means that ML-EM takes longer to simulate to convergence than FL. FL also provides reasonable convergence performance that is robust to initialization of parameter estimates that are far from the true parameter values. However, parameter estimation depends on the range of true parameter values. Nevertheless, for a physiologically meaningful range of parameter values, FL gives very good average estimation accuracy, despite its approximate nature. The FL algorithm therefore provides an efficient tool, complementary to ML-EM, for exploring BSN networks in more detail in order to better understand their biological relevance. Moreover, the simplicity of the FL algorithm means it can be easily implemented in neuromorphic VLSI such that one can take advantage of the energy-efficient spike coding of BSNs.
A general rough-surface inversion algorithm: Theory and application to SAR data
NASA Technical Reports Server (NTRS)
Moghaddam, M.
1993-01-01
Rough-surface inversion has significant applications in interpretation of SAR data obtained over bare soil surfaces and agricultural lands. Due to the sparsity of data and the large pixel size in SAR applications, it is not feasible to carry out inversions based on numerical scattering models. The alternative is to use parameter estimation techniques based on approximate analytical or empirical models. Hence, there are two issues to be addressed, namely, what model to choose and what estimation algorithm to apply. Here, a small perturbation model (SPM) is used to express the backscattering coefficients of the rough surface in terms of three surface parameters. The algorithm used to estimate these parameters is based on a nonlinear least-squares criterion. The least-squares optimization methods are widely used in estimation theory, but the distinguishing factor for SAR applications is incorporating the stochastic nature of both the unknown parameters and the data into formulation, which will be discussed in detail. The algorithm is tested with synthetic data, and several Newton-type least-squares minimization methods are discussed to compare their convergence characteristics. Finally, the algorithm is applied to multifrequency polarimetric SAR data obtained over some bare soil and agricultural fields. Results will be shown and compared to ground-truth measurements obtained from these areas. The strength of this general approach to inversion of SAR data is that it can be easily modified for use with any scattering model without changing any of the inversion steps. Note also that, for the same reason it is not limited to inversion of rough surfaces, and can be applied to any parameterized scattering process.
NASA Technical Reports Server (NTRS)
Srivastava, Prashant K.; Han, Dawei; Rico-Ramirez, Miguel A.; O'Neill, Peggy; Islam, Tanvir; Gupta, Manika
2014-01-01
Soil Moisture and Ocean Salinity (SMOS) is the latest mission which provides flow of coarse resolution soil moisture data for land applications. However, the efficient retrieval of soil moisture for hydrological applications depends on optimally choosing the soil and vegetation parameters. The first stage of this work involves the evaluation of SMOS Level 2 products and then several approaches for soil moisture retrieval from SMOS brightness temperature are performed to estimate Soil Moisture Deficit (SMD). The most widely applied algorithm i.e. Single channel algorithm (SCA), based on tau-omega is used in this study for the soil moisture retrieval. In tau-omega, the soil moisture is retrieved using the Horizontal (H) polarisation following Hallikainen dielectric model, roughness parameters, Fresnel's equation and estimated Vegetation Optical Depth (tau). The roughness parameters are empirically calibrated using the numerical optimization techniques. Further to explore the improvement in retrieval models, modifications have been incorporated in the algorithms with respect to the sources of the parameters, which include effective temperatures derived from the European Center for Medium-Range Weather Forecasts (ECMWF) downscaled using the Weather Research and Forecasting (WRF)-NOAH Land Surface Model and Moderate Resolution Imaging Spectroradiometer (MODIS) land surface temperature (LST) while the s is derived from MODIS Leaf Area Index (LAI). All the evaluations are performed against SMD, which is estimated using the Probability Distributed Model following a careful calibration and validation integrated with sensitivity and uncertainty analysis. The performance obtained after all those changes indicate that SCA-H using WRF-NOAH LSM downscaled ECMWF LST produces an improved performance for SMD estimation at a catchment scale.
An information geometric approach to least squares minimization
NASA Astrophysics Data System (ADS)
Transtrum, Mark; Machta, Benjamin; Sethna, James
2009-03-01
Parameter estimation by nonlinear least squares minimization is a ubiquitous problem that has an elegant geometric interpretation: all possible parameter values induce a manifold embedded within the space of data. The minimization problem is then to find the point on the manifold closest to the origin. The standard algorithm for minimizing sums of squares, the Levenberg-Marquardt algorithm, also has geometric meaning. When the standard algorithm fails to efficiently find accurate fits to the data, geometric considerations suggest improvements. Problems involving large numbers of parameters, such as often arise in biological contexts, are notoriously difficult. We suggest an algorithm based on geodesic motion that may offer improvements over the standard algorithm for a certain class of problems.
A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.
Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco
2018-01-01
A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Kopka, Piotr; Wawrzynczak, Anna; Borysiewicz, Mieczyslaw
2016-11-01
In this paper the Bayesian methodology, known as Approximate Bayesian Computation (ABC), is applied to the problem of the atmospheric contamination source identification. The algorithm input data are on-line arriving concentrations of the released substance registered by the distributed sensors network. This paper presents the Sequential ABC algorithm in detail and tests its efficiency in estimation of probabilistic distributions of atmospheric release parameters of a mobile contamination source. The developed algorithms are tested using the data from Over-Land Atmospheric Diffusion (OLAD) field tracer experiment. The paper demonstrates estimation of seven parameters characterizing the contamination source, i.e.: contamination source starting position (x,y), the direction of the motion of the source (d), its velocity (v), release rate (q), start time of release (ts) and its duration (td). The online-arriving new concentrations dynamically update the probability distributions of search parameters. The atmospheric dispersion Second-order Closure Integrated PUFF (SCIPUFF) Model is used as the forward model to predict the concentrations at the sensors locations.
Table look-up estimation of signal and noise parameters from quantized observables
NASA Technical Reports Server (NTRS)
Vilnrotter, V. A.; Rodemich, E. R.
1986-01-01
A table look-up algorithm for estimating underlying signal and noise parameters from quantized observables is examined. A general mathematical model is developed, and a look-up table designed specifically for estimating parameters from four-bit quantized data is described. Estimator performance is evaluated both analytically and by means of numerical simulation, and an example is provided to illustrate the use of the look-up table for estimating signal-to-noise ratios commonly encountered in Voyager-type data.
Lai, Rui; Yang, Yin-tang; Zhou, Duan; Li, Yue-jin
2008-08-20
An improved scene-adaptive nonuniformity correction (NUC) algorithm for infrared focal plane arrays (IRFPAs) is proposed. This method simultaneously estimates the infrared detectors' parameters and eliminates the nonuniformity causing fixed pattern noise (FPN) by using a neural network (NN) approach. In the learning process of neuron parameter estimation, the traditional LMS algorithm is substituted with the newly presented variable step size (VSS) normalized least-mean square (NLMS) based adaptive filtering algorithm, which yields faster convergence, smaller misadjustment, and lower computational cost. In addition, a new NN structure is designed to estimate the desired target value, which promotes the calibration precision considerably. The proposed NUC method reaches high correction performance, which is validated by the experimental results quantitatively tested with a simulative testing sequence and a real infrared image sequence.
Dual ant colony operational modal analysis parameter estimation method
NASA Astrophysics Data System (ADS)
Sitarz, Piotr; Powałka, Bartosz
2018-01-01
Operational Modal Analysis (OMA) is a common technique used to examine the dynamic properties of a system. Contrary to experimental modal analysis, the input signal is generated in object ambient environment. Operational modal analysis mainly aims at determining the number of pole pairs and at estimating modal parameters. Many methods are used for parameter identification. Some methods operate in time while others in frequency domain. The former use correlation functions, the latter - spectral density functions. However, while some methods require the user to select poles from a stabilisation diagram, others try to automate the selection process. Dual ant colony operational modal analysis parameter estimation method (DAC-OMA) presents a new approach to the problem, avoiding issues involved in the stabilisation diagram. The presented algorithm is fully automated. It uses deterministic methods to define the interval of estimated parameters, thus reducing the problem to optimisation task which is conducted with dedicated software based on ant colony optimisation algorithm. The combination of deterministic methods restricting parameter intervals and artificial intelligence yields very good results, also for closely spaced modes and significantly varied mode shapes within one measurement point.
NASA Astrophysics Data System (ADS)
Han, Lu; Gao, Kun; Gong, Chen; Zhu, Zhenyu; Guo, Yue
2017-08-01
On-orbit Modulation Transfer Function (MTF) is an important indicator to evaluate the performance of the optical remote sensors in a satellite. There are many methods to estimate MTF, such as pinhole method, slit method and so on. Among them, knife-edge method is quite efficient, easy-to-use and recommended in ISO12233 standard for the wholefrequency MTF curve acquisition. However, the accuracy of the algorithm is affected by Edge Spread Function (ESF) fitting accuracy significantly, which limits the range of application. So in this paper, an optimized knife-edge method using Powell algorithm is proposed to improve the ESF fitting precision. Fermi function model is the most popular ESF fitting model, yet it is vulnerable to the initial values of the parameters. Considering the characteristics of simple and fast convergence, Powell algorithm is applied to fit the accurate parameters adaptively with the insensitivity to the initial parameters. Numerical simulation results reveal the accuracy and robustness of the optimized algorithm under different SNR, edge direction and leaning angles conditions. Experimental results using images of the camera in ZY-3 satellite show that this method is more accurate than the standard knife-edge method of ISO12233 in MTF estimation.
Study on feed forward neural network convex optimization for LiFePO4 battery parameters
NASA Astrophysics Data System (ADS)
Liu, Xuepeng; Zhao, Dongmei
2017-08-01
Based on the modern facility agriculture automatic walking equipment LiFePO4 Battery, the parameter identification of LiFePO4 Battery is analyzed. An improved method for the process model of li battery is proposed, and the on-line estimation algorithm is presented. The parameters of the battery are identified using feed forward network neural convex optimization algorithm.
Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Cheong, R. Y.; Gabda, D.
2017-09-01
Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.
A Parametric k-Means Algorithm
Tarpey, Thaddeus
2007-01-01
Summary The k points that optimally represent a distribution (usually in terms of a squared error loss) are called the k principal points. This paper presents a computationally intensive method that automatically determines the principal points of a parametric distribution. Cluster means from the k-means algorithm are nonparametric estimators of principal points. A parametric k-means approach is introduced for estimating principal points by running the k-means algorithm on a very large simulated data set from a distribution whose parameters are estimated using maximum likelihood. Theoretical and simulation results are presented comparing the parametric k-means algorithm to the usual k-means algorithm and an example on determining sizes of gas masks is used to illustrate the parametric k-means algorithm. PMID:17917692
Scene-based nonuniformity correction technique for infrared focal-plane arrays.
Liu, Yong-Jin; Zhu, Hong; Zhao, Yi-Gong
2009-04-20
A scene-based nonuniformity correction algorithm is presented to compensate for the gain and bias nonuniformity in infrared focal-plane array sensors, which can be separated into three parts. First, an interframe-prediction method is used to estimate the true scene, since nonuniformity correction is a typical blind-estimation problem and both scene values and detector parameters are unavailable. Second, the estimated scene, along with its corresponding observed data obtained by detectors, is employed to update the gain and the bias by means of a line-fitting technique. Finally, with these nonuniformity parameters, the compensated output of each detector is obtained by computing a very simple formula. The advantages of the proposed algorithm lie in its low computational complexity and storage requirements and ability to capture temporal drifts in the nonuniformity parameters. The performance of every module is demonstrated with simulated and real infrared image sequences. Experimental results indicate that the proposed algorithm exhibits a superior correction effect.
Gated Sensor Fusion: A way to Improve the Precision of Ambulatory Human Body Motion Estimation.
Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, Gonzalo
2014-01-01
Human body motion is usually variable in terms of intensity and, therefore, any Inertial Measurement Unit attached to a subject will measure both low and high angular rate and accelerations. This can be a problem for the accuracy of orientation estimation algorithms based on adaptive filters such as the Kalman filter, since both the variances of the process noise and the measurement noise are set at the beginning of the algorithm and remain constant during its execution. Setting fixed noise parameters burdens the adaptation capability of the filter if the intensity of the motion changes rapidly. In this work we present a conjoint novel algorithm which uses a motion intensity detector to dynamically vary the noise statistical parameters of different approaches of the Kalman filter. Results show that the precision of the estimated orientation in terms of the RMSE can be improved up to 29% with respect to the standard fixed-parameters approaches.
Robust Online Hamiltonian Learning
NASA Astrophysics Data System (ADS)
Granade, Christopher; Ferrie, Christopher; Wiebe, Nathan; Cory, David
2013-05-01
In this talk, we introduce a machine-learning algorithm for the problem of inferring the dynamical parameters of a quantum system, and discuss this algorithm in the example of estimating the precession frequency of a single qubit in a static field. Our algorithm is designed with practicality in mind by including parameters that control trade-offs between the requirements on computational and experimental resources. The algorithm can be implemented online, during experimental data collection, or can be used as a tool for post-processing. Most importantly, our algorithm is capable of learning Hamiltonian parameters even when the parameters change from experiment-to-experiment, and also when additional noise processes are present and unknown. Finally, we discuss the performance of the our algorithm by appeal to the Cramer-Rao bound. This work was financially supported by the Canadian government through NSERC and CERC and by the United States government through DARPA. NW would like to acknowledge funding from USARO-DTO.
An almost-parameter-free harmony search algorithm for groundwater pollution source identification.
Jiang, Simin; Zhang, Yali; Wang, Pei; Zheng, Maohui
2013-01-01
The spatiotemporal characterization of unknown sources of groundwater pollution is frequently encountered in environmental problems. This study adopts a simulation-optimization approach that combines a contaminant transport simulation model with a heuristic harmony search algorithm to identify unknown pollution sources. In the proposed methodology, an almost-parameter-free harmony search algorithm is developed. The performance of this methodology is evaluated on an illustrative groundwater pollution source identification problem, and the identified results indicate that the proposed almost-parameter-free harmony search algorithm-based optimization model can give satisfactory estimations, even when the irregular geometry, erroneous monitoring data, and prior information shortage of potential locations are considered.
Wearable Sensor Localization Considering Mixed Distributed Sources in Health Monitoring Systems
Wan, Liangtian; Han, Guangjie; Wang, Hao; Shu, Lei; Feng, Nanxing; Peng, Bao
2016-01-01
In health monitoring systems, the base station (BS) and the wearable sensors communicate with each other to construct a virtual multiple input and multiple output (VMIMO) system. In real applications, the signal that the BS received is a distributed source because of the scattering, reflection, diffraction and refraction in the propagation path. In this paper, a 2D direction-of-arrival (DOA) estimation algorithm for incoherently-distributed (ID) and coherently-distributed (CD) sources is proposed based on multiple VMIMO systems. ID and CD sources are separated through the second-order blind identification (SOBI) algorithm. The traditional estimating signal parameters via the rotational invariance technique (ESPRIT)-based algorithm is valid only for one-dimensional (1D) DOA estimation for the ID source. By constructing the signal subspace, two rotational invariant relationships are constructed. Then, we extend the ESPRIT to estimate 2D DOAs for ID sources. For DOA estimation of CD sources, two rational invariance relationships are constructed based on the application of generalized steering vectors (GSVs). Then, the ESPRIT-based algorithm is used for estimating the eigenvalues of two rational invariance matrices, which contain the angular parameters. The expressions of azimuth and elevation for ID and CD sources have closed forms, which means that the spectrum peak searching is avoided. Therefore, compared to the traditional 2D DOA estimation algorithms, the proposed algorithm imposes significantly low computational complexity. The intersecting point of two rays, which come from two different directions measured by two uniform rectangle arrays (URA), can be regarded as the location of the biosensor (wearable sensor). Three BSs adopting the smart antenna (SA) technique cooperate with each other to locate the wearable sensors using the angulation positioning method. Simulation results demonstrate the effectiveness of the proposed algorithm. PMID:26985896
Wearable Sensor Localization Considering Mixed Distributed Sources in Health Monitoring Systems.
Wan, Liangtian; Han, Guangjie; Wang, Hao; Shu, Lei; Feng, Nanxing; Peng, Bao
2016-03-12
In health monitoring systems, the base station (BS) and the wearable sensors communicate with each other to construct a virtual multiple input and multiple output (VMIMO) system. In real applications, the signal that the BS received is a distributed source because of the scattering, reflection, diffraction and refraction in the propagation path. In this paper, a 2D direction-of-arrival (DOA) estimation algorithm for incoherently-distributed (ID) and coherently-distributed (CD) sources is proposed based on multiple VMIMO systems. ID and CD sources are separated through the second-order blind identification (SOBI) algorithm. The traditional estimating signal parameters via the rotational invariance technique (ESPRIT)-based algorithm is valid only for one-dimensional (1D) DOA estimation for the ID source. By constructing the signal subspace, two rotational invariant relationships are constructed. Then, we extend the ESPRIT to estimate 2D DOAs for ID sources. For DOA estimation of CD sources, two rational invariance relationships are constructed based on the application of generalized steering vectors (GSVs). Then, the ESPRIT-based algorithm is used for estimating the eigenvalues of two rational invariance matrices, which contain the angular parameters. The expressions of azimuth and elevation for ID and CD sources have closed forms, which means that the spectrum peak searching is avoided. Therefore, compared to the traditional 2D DOA estimation algorithms, the proposed algorithm imposes significantly low computational complexity. The intersecting point of two rays, which come from two different directions measured by two uniform rectangle arrays (URA), can be regarded as the location of the biosensor (wearable sensor). Three BSs adopting the smart antenna (SA) technique cooperate with each other to locate the wearable sensors using the angulation positioning method. Simulation results demonstrate the effectiveness of the proposed algorithm.
Parameters Estimation For A Patellofemoral Joint Of A Human Knee Using A Vector Method
NASA Astrophysics Data System (ADS)
Ciszkiewicz, A.; Knapczyk, J.
2015-08-01
Position and displacement analysis of a spherical model of a human knee joint using the vector method was presented. Sensitivity analysis and parameter estimation were performed using the evolutionary algorithm method. Computer simulations for the mechanism with estimated parameters proved the effectiveness of the prepared software. The method itself can be useful when solving problems concerning the displacement and loads analysis in the knee joint.
Fang, Fang; Ni, Bing-Jie; Yu, Han-Qing
2009-06-01
In this study, weighted non-linear least-squares analysis and accelerating genetic algorithm are integrated to estimate the kinetic parameters of substrate consumption and storage product formation of activated sludge. A storage product formation equation is developed and used to construct the objective function for the determination of its production kinetics. The weighted least-squares analysis is employed to calculate the differences in the storage product concentration between the model predictions and the experimental data as the sum of squared weighted errors. The kinetic parameters for the substrate consumption and the storage product formation are estimated to be the maximum heterotrophic growth rate of 0.121/h, the yield coefficient of 0.44 mg CODX/mg CODS (COD, chemical oxygen demand) and the substrate half saturation constant of 16.9 mg/L, respectively, by minimizing the objective function using a real-coding-based accelerating genetic algorithm. Also, the fraction of substrate electrons diverted to the storage product formation is estimated to be 0.43 mg CODSTO/mg CODS. The validity of our approach is confirmed by the results of independent tests and the kinetic parameter values reported in literature, suggesting that this approach could be useful to evaluate the product formation kinetics of mixed cultures like activated sludge. More importantly, as this integrated approach could estimate the kinetic parameters rapidly and accurately, it could be applied to other biological processes.
Maximum likelihood estimation of signal-to-noise ratio and combiner weight
NASA Technical Reports Server (NTRS)
Kalson, S.; Dolinar, S. J.
1986-01-01
An algorithm for estimating signal to noise ratio and combiner weight parameters for a discrete time series is presented. The algorithm is based upon the joint maximum likelihood estimate of the signal and noise power. The discrete-time series are the sufficient statistics obtained after matched filtering of a biphase modulated signal in additive white Gaussian noise, before maximum likelihood decoding is performed.
NASA Astrophysics Data System (ADS)
Bhattacharjya, Rajib Kumar
2018-05-01
The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.
Novel cooperative neural fusion algorithms for image restoration and image fusion.
Xia, Youshen; Kamel, Mohamed S
2007-02-01
To deal with the problem of restoring degraded images with non-Gaussian noise, this paper proposes a novel cooperative neural fusion regularization (CNFR) algorithm for image restoration. Compared with conventional regularization algorithms for image restoration, the proposed CNFR algorithm can relax need of the optimal regularization parameter to be estimated. Furthermore, to enhance the quality of restored images, this paper presents a cooperative neural fusion (CNF) algorithm for image fusion. Compared with existing signal-level image fusion algorithms, the proposed CNF algorithm can greatly reduce the loss of contrast information under blind Gaussian noise environments. The performance analysis shows that the proposed two neural fusion algorithms can converge globally to the robust and optimal image estimate. Simulation results confirm that in different noise environments, the proposed two neural fusion algorithms can obtain a better image estimate than several well known image restoration and image fusion methods.
Braithwaite, Susan S.; Godara, Hemant; Song, Julie; Cairns, Bruce A.; Jones, Samuel W.; Umpierrez, Guillermo E.
2009-01-01
Background Algorithms for intravenous insulin infusion may assign the infusion rate (IR) by a two-step process. First, the previous insulin infusion rate (IRprevious) and the rate of change of blood glucose (BG) from the previous iteration of the algorithm are used to estimate the maintenance rate (MR) of insulin infusion. Second, the insulin IR for the next iteration (IRnext) is assigned to be commensurate with the MR and the distance of the current blood glucose (BGcurrent) from target. With use of a specific set of algorithm parameter values, a family of iso-MR curves is created, each giving IR as a function of MR and BG. Method To test the feasibility of estimating MR from the IRprevious and the previous rate of change of BG, historical hyperglycemic data points were used to compute the “maintenance rate cross step next estimate” (MRcsne). Historical cases had been treated with intravenous insulin infusion using a tabular protocol that estimated MR according to column-change rules. The mean IR on historical stable intervals (MRtrue), an estimate of the biologic value of MR, was compared to MRcsne during the hyperglycemic iteration immediately preceding the stable interval. Hypothetically calculated MRcsne-dependent IRnext was compared to IRnext assigned historically. An expanded theory of an algorithm is developed mathematically. Practical recommendations for computerization are proposed. Results The MRtrue determined on each of 30 stable intervals and the MRcsne during the immediately preceding hyperglycemic iteration differed, having medians with interquartile ranges 2.7 (1.2–3.7) and 3.2 (1.5–4.6) units/h, respectively. However, these estimates of MR were strongly correlated (R2 = 0.88). During hyperglycemia at 941 time points the IRnext assigned historically and the hypothetically calculated MRcsne-dependent IRnext differed, having medians with interquartile ranges 4.0 (3.0–6.0) and 4.6 (3.0–6.8) units/h, respectively, but these paired values again were correlated (R2 = 0.87). This article describes a programmable algorithm for intravenous insulin infusion. The fundamental equation of the algorithm gives the relationship among IR; the biologic parameter MR; and two variables expressing an instantaneous rate of change of BG, one of which must be zero at any given point in time and the other positive, negative, or zero, namely the rate of change of BG from below target (rate of ascent) and the rate of change of BG from above target (rate of descent). In addition to user-definable parameters, three special algorithm parameters discoverable in nature are described: the maximum rate of the spontaneous ascent of blood glucose during nonhypoglycemia, the glucose per daily dose of insulin exogenously mediated, and the MR at given patient time points. User-assignable parameters will facilitate adaptation to different patient populations. Conclusions An algorithm is described that estimates MR prior to the attainment of euglycemia and computes MR-dependent values for IRnext. Design features address glycemic variability, promote safety with respect to hypoglycemia, and define a method for specifying glycemic targets that are allowed to differ according to patient condition. PMID:20144334
Airborne Doppler Wind Lidar Post Data Processing Software DAPS-LV
NASA Technical Reports Server (NTRS)
Kavaya, Michael J. (Inventor); Beyon, Jeffrey Y. (Inventor); Koch, Grady J. (Inventor)
2015-01-01
Systems, methods, and devices of the present invention enable post processing of airborne Doppler wind LIDAR data. In an embodiment, airborne Doppler wind LIDAR data software written in LabVIEW may be provided and may run two versions of different airborne wind profiling algorithms. A first algorithm may be the Airborne Wind Profiling Algorithm for Doppler Wind LIDAR ("APOLO") using airborne wind LIDAR data from two orthogonal directions to estimate wind parameters, and a second algorithm may be a five direction based method using pseudo inverse functions to estimate wind parameters. The various embodiments may enable wind profiles to be compared using different algorithms, may enable wind profile data for long haul color displays to be generated, may display long haul color displays, and/or may enable archiving of data at user-selectable altitudes over a long observation period for data distribution and population.
Prediction of Unsteady Aerodynamic Coefficients at High Angles of Attack
NASA Technical Reports Server (NTRS)
Pamadi, Bandu N.; Murphy, Patrick C.; Klein, Vladislav; Brandon, Jay M.
2001-01-01
The nonlinear indicial response method is used to model the unsteady aerodynamic coefficients in the low speed longitudinal oscillatory wind tunnel test data of the 0.1 scale model of the F-16XL aircraft. Exponential functions are used to approximate the deficiency function in the indicial response. Using one set of oscillatory wind tunnel data and parameter identification method, the unknown parameters in the exponential functions are estimated. The genetic algorithm is used as a least square minimizing algorithm. The assumed model structures and parameter estimates are validated by comparing the predictions with other sets of available oscillatory wind tunnel test data.
Cawley, Gavin C; Talbot, Nicola L C
2006-10-01
Gene selection algorithms for cancer classification, based on the expression of a small number of biomarker genes, have been the subject of considerable research in recent years. Shevade and Keerthi propose a gene selection algorithm based on sparse logistic regression (SLogReg) incorporating a Laplace prior to promote sparsity in the model parameters, and provide a simple but efficient training procedure. The degree of sparsity obtained is determined by the value of a regularization parameter, which must be carefully tuned in order to optimize performance. This normally involves a model selection stage, based on a computationally intensive search for the minimizer of the cross-validation error. In this paper, we demonstrate that a simple Bayesian approach can be taken to eliminate this regularization parameter entirely, by integrating it out analytically using an uninformative Jeffrey's prior. The improved algorithm (BLogReg) is then typically two or three orders of magnitude faster than the original algorithm, as there is no longer a need for a model selection step. The BLogReg algorithm is also free from selection bias in performance estimation, a common pitfall in the application of machine learning algorithms in cancer classification. The SLogReg, BLogReg and Relevance Vector Machine (RVM) gene selection algorithms are evaluated over the well-studied colon cancer and leukaemia benchmark datasets. The leave-one-out estimates of the probability of test error and cross-entropy of the BLogReg and SLogReg algorithms are very similar, however the BlogReg algorithm is found to be considerably faster than the original SLogReg algorithm. Using nested cross-validation to avoid selection bias, performance estimation for SLogReg on the leukaemia dataset takes almost 48 h, whereas the corresponding result for BLogReg is obtained in only 1 min 24 s, making BLogReg by far the more practical algorithm. BLogReg also demonstrates better estimates of conditional probability than the RVM, which are of great importance in medical applications, with similar computational expense. A MATLAB implementation of the sparse logistic regression algorithm with Bayesian regularization (BLogReg) is available from http://theoval.cmp.uea.ac.uk/~gcc/cbl/blogreg/
Iterative Importance Sampling Algorithms for Parameter Estimation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Grout, Ray W; Morzfeld, Matthias; Day, Marcus S.
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicabilitymore » of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using 'coarse' MCMC runs or Gaussian mixture models.« less
Reduced-rank technique for joint channel estimation in TD-SCDMA systems
NASA Astrophysics Data System (ADS)
Kamil Marzook, Ali; Ismail, Alyani; Mohd Ali, Borhanuddin; Sali, Adawati; Khatun, Sabira
2013-02-01
In time division-synchronous code division multiple access systems, increasing the system capacity by exploiting the inserting of the largest number of users in one time slot (TS) requires adding more estimation processes to estimate the joint channel matrix for the whole system. The increase in the number of channel parameters due the increase in the number of users in one TS directly affects the precision of the estimator's performance. This article presents a novel channel estimation with low complexity, which relies on reducing the rank order of the total channel matrix H. The proposed method exploits the rank deficiency of H to reduce the number of parameters that characterise this matrix. The adopted reduced-rank technique is based on truncated singular value decomposition algorithm. The algorithms for reduced-rank joint channel estimation (JCE) are derived and compared against traditional full-rank JCEs: least squares (LS) or Steiner and enhanced (LS or MMSE) algorithms. Simulation results of the normalised mean square error showed the superiority of reduced-rank estimators. In addition, the channel impulse responses founded by reduced-rank estimator for all active users offers considerable performance improvement over the conventional estimator along the channel window length.
Pixel-By Estimation of Scene Motion in Video
NASA Astrophysics Data System (ADS)
Tashlinskii, A. G.; Smirnov, P. V.; Tsaryov, M. G.
2017-05-01
The paper considers the effectiveness of motion estimation in video using pixel-by-pixel recurrent algorithms. The algorithms use stochastic gradient decent to find inter-frame shifts of all pixels of a frame. These vectors form shift vectors' field. As estimated parameters of the vectors the paper studies their projections and polar parameters. It considers two methods for estimating shift vectors' field. The first method uses stochastic gradient descent algorithm to sequentially process all nodes of the image row-by-row. It processes each row bidirectionally i.e. from the left to the right and from the right to the left. Subsequent joint processing of the results allows compensating inertia of the recursive estimation. The second method uses correlation between rows to increase processing efficiency. It processes rows one after the other with the change in direction after each row and uses obtained values to form resulting estimate. The paper studies two criteria of its formation: gradient estimation minimum and correlation coefficient maximum. The paper gives examples of experimental results of pixel-by-pixel estimation for a video with a moving object and estimation of a moving object trajectory using shift vectors' field.
NASA Astrophysics Data System (ADS)
Fleischer, Christian; Waag, Wladislaw; Heyn, Hans-Martin; Sauer, Dirk Uwe
2014-09-01
Lithium-ion battery systems employed in high power demanding systems such as electric vehicles require a sophisticated monitoring system to ensure safe and reliable operation. Three major states of the battery are of special interest and need to be constantly monitored. These include: battery state of charge (SoC), battery state of health (capacity fade determination, SoH), and state of function (power fade determination, SoF). The second paper concludes the series by presenting a multi-stage online parameter identification technique based on a weighted recursive least quadratic squares parameter estimator to determine the parameters of the proposed battery model from the first paper during operation. A novel mutation based algorithm is developed to determine the nonlinear current dependency of the charge-transfer resistance. The influence of diffusion is determined by an on-line identification technique and verified on several batteries at different operation conditions. This method guarantees a short response time and, together with its fully recursive structure, assures a long-term stable monitoring of the battery parameters. The relative dynamic voltage prediction error of the algorithm is reduced to 2%. The changes of parameters are used to determine the states of the battery. The algorithm is real-time capable and can be implemented on embedded systems.
Error Estimation for the Linearized Auto-Localization Algorithm
Guevara, Jorge; Jiménez, Antonio R.; Prieto, Jose Carlos; Seco, Fernando
2012-01-01
The Linearized Auto-Localization (LAL) algorithm estimates the position of beacon nodes in Local Positioning Systems (LPSs), using only the distance measurements to a mobile node whose position is also unknown. The LAL algorithm calculates the inter-beacon distances, used for the estimation of the beacons’ positions, from the linearized trilateration equations. In this paper we propose a method to estimate the propagation of the errors of the inter-beacon distances obtained with the LAL algorithm, based on a first order Taylor approximation of the equations. Since the method depends on such approximation, a confidence parameter τ is defined to measure the reliability of the estimated error. Field evaluations showed that by applying this information to an improved weighted-based auto-localization algorithm (WLAL), the standard deviation of the inter-beacon distances can be improved by more than 30% on average with respect to the original LAL method. PMID:22736965
NASA Astrophysics Data System (ADS)
Braiek, A.; Adili, A.; Albouchi, F.; Karkri, M.; Ben Nasrallah, S.
2016-06-01
The aim of this work is to simultaneously identify the conductive and radiative parameters of a semitransparent sample using a photothermal method associated with an inverse problem. The identification of the conductive and radiative proprieties is performed by the minimization of an objective function that represents the errors between calculated temperature and measured signal. The calculated temperature is obtained from a theoretical model built with the thermal quadrupole formalism. Measurement is obtained in the rear face of the sample whose front face is excited by a crenel of heat flux. For identification procedure, a genetic algorithm is developed and used. The genetic algorithm is a useful tool in the simultaneous estimation of correlated or nearly correlated parameters, which can be a limiting factor for the gradient-based methods. The results of the identification procedure show the efficiency and the stability of the genetic algorithm to simultaneously estimate the conductive and radiative properties of clear glass.
Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki
2014-01-01
Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics.
Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki
2014-01-01
Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics. PMID:25089286
NASA Astrophysics Data System (ADS)
Chvetsov, Alevei V.; Sandison, George A.; Schwartz, Jeffrey L.; Rengan, Ramesh
2015-11-01
The main objective of this article is to improve the stability of reconstruction algorithms for estimation of radiobiological parameters using serial tumor imaging data acquired during radiation therapy. Serial images of tumor response to radiation therapy represent a complex summation of several exponential processes as treatment induced cell inactivation, tumor growth rates, and the rate of cell loss. Accurate assessment of treatment response would require separation of these processes because they define radiobiological determinants of treatment response and, correspondingly, tumor control probability. However, the estimation of radiobiological parameters using imaging data can be considered an inverse ill-posed problem because a sum of several exponentials would produce the Fredholm integral equation of the first kind which is ill posed. Therefore, the stability of reconstruction of radiobiological parameters presents a problem even for the simplest models of tumor response. To study stability of the parameter reconstruction problem, we used a set of serial CT imaging data for head and neck cancer and a simplest case of a two-level cell population model of tumor response. Inverse reconstruction was performed using a simulated annealing algorithm to minimize a least squared objective function. Results show that the reconstructed values of cell surviving fractions and cell doubling time exhibit significant nonphysical fluctuations if no stabilization algorithms are applied. However, after applying a stabilization algorithm based on variational regularization, the reconstruction produces statistical distributions for survival fractions and doubling time that are comparable to published in vitro data. This algorithm is an advance over our previous work where only cell surviving fractions were reconstructed. We conclude that variational regularization allows for an increase in the number of free parameters in our model which enables development of more-advanced parameter reconstruction algorithms.
A fast, robust algorithm for power line interference cancellation in neural recording.
Keshtkaran, Mohammad Reza; Yang, Zhi
2014-04-01
Power line interference may severely corrupt neural recordings at 50/60 Hz and harmonic frequencies. The interference is usually non-stationary and can vary in frequency, amplitude and phase. To retrieve the gamma-band oscillations at the contaminated frequencies, it is desired to remove the interference without compromising the actual neural signals at the interference frequency bands. In this paper, we present a robust and computationally efficient algorithm for removing power line interference from neural recordings. The algorithm includes four steps. First, an adaptive notch filter is used to estimate the fundamental frequency of the interference. Subsequently, based on the estimated frequency, harmonics are generated by using discrete-time oscillators, and then the amplitude and phase of each harmonic are estimated by using a modified recursive least squares algorithm. Finally, the estimated interference is subtracted from the recorded data. The algorithm does not require any reference signal, and can track the frequency, phase and amplitude of each harmonic. When benchmarked with other popular approaches, our algorithm performs better in terms of noise immunity, convergence speed and output signal-to-noise ratio (SNR). While minimally affecting the signal bands of interest, the algorithm consistently yields fast convergence (<100 ms) and substantial interference rejection (output SNR >30 dB) in different conditions of interference strengths (input SNR from -30 to 30 dB), power line frequencies (45-65 Hz) and phase and amplitude drifts. In addition, the algorithm features a straightforward parameter adjustment since the parameters are independent of the input SNR, input signal power and the sampling rate. A hardware prototype was fabricated in a 65 nm CMOS process and tested. Software implementation of the algorithm has been made available for open access at https://github.com/mrezak/removePLI. The proposed algorithm features a highly robust operation, fast adaptation to interference variations, significant SNR improvement, low computational complexity and memory requirement and straightforward parameter adjustment. These features render the algorithm suitable for wearable and implantable sensor applications, where reliable and real-time cancellation of the interference is desired.
A fast, robust algorithm for power line interference cancellation in neural recording
NASA Astrophysics Data System (ADS)
Keshtkaran, Mohammad Reza; Yang, Zhi
2014-04-01
Objective. Power line interference may severely corrupt neural recordings at 50/60 Hz and harmonic frequencies. The interference is usually non-stationary and can vary in frequency, amplitude and phase. To retrieve the gamma-band oscillations at the contaminated frequencies, it is desired to remove the interference without compromising the actual neural signals at the interference frequency bands. In this paper, we present a robust and computationally efficient algorithm for removing power line interference from neural recordings. Approach. The algorithm includes four steps. First, an adaptive notch filter is used to estimate the fundamental frequency of the interference. Subsequently, based on the estimated frequency, harmonics are generated by using discrete-time oscillators, and then the amplitude and phase of each harmonic are estimated by using a modified recursive least squares algorithm. Finally, the estimated interference is subtracted from the recorded data. Main results. The algorithm does not require any reference signal, and can track the frequency, phase and amplitude of each harmonic. When benchmarked with other popular approaches, our algorithm performs better in terms of noise immunity, convergence speed and output signal-to-noise ratio (SNR). While minimally affecting the signal bands of interest, the algorithm consistently yields fast convergence (<100 ms) and substantial interference rejection (output SNR >30 dB) in different conditions of interference strengths (input SNR from -30 to 30 dB), power line frequencies (45-65 Hz) and phase and amplitude drifts. In addition, the algorithm features a straightforward parameter adjustment since the parameters are independent of the input SNR, input signal power and the sampling rate. A hardware prototype was fabricated in a 65 nm CMOS process and tested. Software implementation of the algorithm has been made available for open access at https://github.com/mrezak/removePLI. Significance. The proposed algorithm features a highly robust operation, fast adaptation to interference variations, significant SNR improvement, low computational complexity and memory requirement and straightforward parameter adjustment. These features render the algorithm suitable for wearable and implantable sensor applications, where reliable and real-time cancellation of the interference is desired.
NASA Astrophysics Data System (ADS)
Szabó, Norbert Péter
2018-03-01
An evolutionary inversion approach is suggested for the interpretation of nuclear and resistivity logs measured by direct-push tools in shallow unsaturated sediments. The efficiency of formation evaluation is improved by estimating simultaneously (1) the petrophysical properties that vary rapidly along a drill hole with depth and (2) the zone parameters that can be treated as constant, in one inversion procedure. In the workflow, the fractional volumes of water, air, matrix and clay are estimated in adjacent depths by linearized inversion, whereas the clay and matrix properties are updated using a float-encoded genetic meta-algorithm. The proposed inversion method provides an objective estimate of the zone parameters that appear in the tool response equations applied to solve the forward problem, which can significantly increase the reliability of the petrophysical model as opposed to setting these parameters arbitrarily. The global optimization meta-algorithm not only assures the best fit between the measured and calculated data but also gives a reliable solution, practically independent of the initial model, as laboratory data are unnecessary in the inversion procedure. The feasibility test uses engineering geophysical sounding logs observed in an unsaturated loessy-sandy formation in Hungary. The multi-borehole extension of the inversion technique is developed to determine the petrophysical properties and their estimation errors along a profile of drill holes. The genetic meta-algorithmic inversion method is recommended for hydrogeophysical logging applications of various kinds to automatically extract the volumetric ratios of rock and fluid constituents as well as the most important zone parameters in a reliable inversion procedure.
Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation
NASA Astrophysics Data System (ADS)
Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.
2016-12-01
With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.
Improved Soundings and Error Estimates using AIRS/AMSU Data
NASA Technical Reports Server (NTRS)
Susskind, Joel
2006-01-01
AIRS was launched on EOS Aqua on May 4, 2002, together with AMSU A and HSB, to form a next generation polar orbiting infrared and microwave atmospheric sounding system. The primary products of AIRS/AMSU are twice daily global fields of atmospheric temperature-humidity profiles, ozone profiles, sea/land surface skin temperature, and cloud related parameters including OLR. The sounding goals of AIRS are to produce 1 km tropospheric layer mean temperatures with an rms error of 1 K, and layer precipitable water with an rms error of 20 percent, in cases with up to 80 percent effective cloud cover. The basic theory used to analyze AIRS/AMSU/HSB data in the presence of clouds, called the at-launch algorithm, and a post-launch algorithm which differed only in the minor details from the at-launch algorithm, have been described previously. The post-launch algorithm, referred to as AIRS Version 4.0, has been used by the Goddard DAAC to analyze and distribute AIRS retrieval products. In this paper we show progress made toward the AIRS Version 5.0 algorithm which will be used by the Goddard DAAC starting late in 2006. A new methodology has been developed to provide accurate case by case error estimates for retrieved geophysical parameters and for the channel by channel cloud cleared radiances used to derive the geophysical parameters from the AIRS/AMSU observations. These error estimates are in turn used for quality control of the derived geophysical parameters and clear column radiances. Improvements made to the retrieval algorithm since Version 4.0 are described as well as results comparing Version 5.0 retrieval accuracy and spatial coverage with those obtained using Version 4.0.
Adam Wolf; Kanat Akshalov; Nicanor Saliendra; Douglas A. Johnson; Emilio A. Laca
2006-01-01
Canopy fluxes of CO2 and energy can be modeled with high fidelity using a small number of environmental variables and ecosystem parameters. Although these ecosystem parameters are critically important for modeling canopy fluxes, they typically are not measured with the same intensity as ecosystem fluxes. We developed an algorithm to estimate leaf...
Application of square-root filtering for spacecraft attitude control
NASA Technical Reports Server (NTRS)
Sorensen, J. A.; Schmidt, S. F.; Goka, T.
1978-01-01
Suitable digital algorithms are developed and tested for providing on-board precision attitude estimation and pointing control for potential use in the Landsat-D spacecraft. These algorithms provide pointing accuracy of better than 0.01 deg. To obtain necessary precision with efficient software, a six state-variable square-root Kalman filter combines two star tracker measurements to update attitude estimates obtained from processing three gyro outputs. The validity of the estimation and control algorithms are established, and the sensitivity of their performance to various error sources and software parameters are investigated by detailed digital simulation. Spacecraft computer memory, cycle time, and accuracy requirements are estimated.
A Comparative Evaluation of Anomaly Detection Algorithms for Maritime Video Surveillance
2011-01-01
of k-means clustering and the k- NN Localized p-value Estimator ( KNN -LPE). K-means is a popular distance-based clustering algorithm while KNN -LPE...implemented the sparse cluster identification rule we described in Section 3.1. 2. k-NN Localized p-value Estimator ( KNN -LPE): We implemented this using...Average Density ( KNN -NAD): This was implemented as described in Section 3.4. Algorithm Parameter Settings The global and local density-based anomaly
Estimation of discontinuous coefficients in parabolic systems: Applications to reservoir simulation
NASA Technical Reports Server (NTRS)
Lamm, P. D.
1984-01-01
Spline based techniques for estimating spatially varying parameters that appear in parabolic distributed systems (typical of those found in reservoir simulation problems) are presented. The problem of determining discontinuous coefficients, estimating both the functional shape and points of discontinuity for such parameters is discussed. Convergence results and a summary of numerical performance of the resulting algorithms are given.
Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, G
2016-05-01
With the advent of miniaturized inertial sensors many systems have been developed within the last decade to study and analyze human motion and posture, specially in the medical field. Data measured by the sensors are usually processed by algorithms based on Kalman Filters in order to estimate the orientation of the body parts under study. These filters traditionally include fixed parameters, such as the process and observation noise variances, whose value has large influence in the overall performance. It has been demonstrated that the optimal value of these parameters differs considerably for different motion intensities. Therefore, in this work, we show that, by applying frequency analysis to determine motion intensity, and varying the formerly fixed parameters accordingly, the overall precision of orientation estimation algorithms can be improved, therefore providing physicians with reliable objective data they can use in their daily practice. Copyright © 2015 Elsevier Ltd. All rights reserved.
Wijetunge, Chalini D; Saeed, Isaam; Boughton, Berin A; Roessner, Ute; Halgamuge, Saman K
2015-01-01
Mass Spectrometry (MS) is a ubiquitous analytical tool in biological research and is used to measure the mass-to-charge ratio of bio-molecules. Peak detection is the essential first step in MS data analysis. Precise estimation of peak parameters such as peak summit location and peak area are critical to identify underlying bio-molecules and to estimate their abundances accurately. We propose a new method to detect and quantify peaks in mass spectra. It uses dual-tree complex wavelet transformation along with Stein's unbiased risk estimator for spectra smoothing. Then, a new method, based on the modified Asymmetric Pseudo-Voigt (mAPV) model and hierarchical particle swarm optimization, is used for peak parameter estimation. Using simulated data, we demonstrated the benefit of using the mAPV model over Gaussian, Lorentz and Bi-Gaussian functions for MS peak modelling. The proposed mAPV model achieved the best fitting accuracy for asymmetric peaks, with lower percentage errors in peak summit location estimation, which were 0.17% to 4.46% less than that of the other models. It also outperformed the other models in peak area estimation, delivering lower percentage errors, which were about 0.7% less than its closest competitor - the Bi-Gaussian model. In addition, using data generated from a MALDI-TOF computer model, we showed that the proposed overall algorithm outperformed the existing methods mainly in terms of sensitivity. It achieved a sensitivity of 85%, compared to 77% and 71% of the two benchmark algorithms, continuous wavelet transformation based method and Cromwell respectively. The proposed algorithm is particularly useful for peak detection and parameter estimation in MS data with overlapping peak distributions and asymmetric peaks. The algorithm is implemented using MATLAB and the source code is freely available at http://mapv.sourceforge.net.
2015-01-01
Background Mass Spectrometry (MS) is a ubiquitous analytical tool in biological research and is used to measure the mass-to-charge ratio of bio-molecules. Peak detection is the essential first step in MS data analysis. Precise estimation of peak parameters such as peak summit location and peak area are critical to identify underlying bio-molecules and to estimate their abundances accurately. We propose a new method to detect and quantify peaks in mass spectra. It uses dual-tree complex wavelet transformation along with Stein's unbiased risk estimator for spectra smoothing. Then, a new method, based on the modified Asymmetric Pseudo-Voigt (mAPV) model and hierarchical particle swarm optimization, is used for peak parameter estimation. Results Using simulated data, we demonstrated the benefit of using the mAPV model over Gaussian, Lorentz and Bi-Gaussian functions for MS peak modelling. The proposed mAPV model achieved the best fitting accuracy for asymmetric peaks, with lower percentage errors in peak summit location estimation, which were 0.17% to 4.46% less than that of the other models. It also outperformed the other models in peak area estimation, delivering lower percentage errors, which were about 0.7% less than its closest competitor - the Bi-Gaussian model. In addition, using data generated from a MALDI-TOF computer model, we showed that the proposed overall algorithm outperformed the existing methods mainly in terms of sensitivity. It achieved a sensitivity of 85%, compared to 77% and 71% of the two benchmark algorithms, continuous wavelet transformation based method and Cromwell respectively. Conclusions The proposed algorithm is particularly useful for peak detection and parameter estimation in MS data with overlapping peak distributions and asymmetric peaks. The algorithm is implemented using MATLAB and the source code is freely available at http://mapv.sourceforge.net. PMID:26680279
Modeling and Bayesian parameter estimation for shape memory alloy bending actuators
NASA Astrophysics Data System (ADS)
Crews, John H.; Smith, Ralph C.
2012-04-01
In this paper, we employ a homogenized energy model (HEM) for shape memory alloy (SMA) bending actuators. Additionally, we utilize a Bayesian method for quantifying parameter uncertainty. The system consists of a SMA wire attached to a flexible beam. As the actuator is heated, the beam bends, providing endoscopic motion. The model parameters are fit to experimental data using an ordinary least-squares approach. The uncertainty in the fit model parameters is then quantified using Markov Chain Monte Carlo (MCMC) methods. The MCMC algorithm provides bounds on the parameters, which will ultimately be used in robust control algorithms. One purpose of the paper is to test the feasibility of the Random Walk Metropolis algorithm, the MCMC method used here.
Degree-of-Freedom Strengthened Cascade Array for DOD-DOA Estimation in MIMO Array Systems.
Yao, Bobin; Dong, Zhi; Zhang, Weile; Wang, Wei; Wu, Qisheng
2018-05-14
In spatial spectrum estimation, difference co-array can provide extra degrees-of-freedom (DOFs) for promoting parameter identifiability and parameter estimation accuracy. For the sake of acquiring as more DOFs as possible with a given number of physical sensors, we herein design a novel sensor array geometry named cascade array. This structure is generated by systematically connecting a uniform linear array (ULA) and a non-uniform linear array, and can provide more DOFs than some exist array structures but less than the upper-bound indicated by minimum redundant array (MRA). We further apply this cascade array into multiple input multiple output (MIMO) array systems, and propose a novel joint direction of departure (DOD) and direction of arrival (DOA) estimation algorithm, which is based on a reduced-dimensional weighted subspace fitting technique. The algorithm is angle auto-paired and computationally efficient. Theoretical analysis and numerical simulations prove the advantages and effectiveness of the proposed array structure and the related algorithm.
NASA Astrophysics Data System (ADS)
Polack, J. K.; Flaska, M.; Enqvist, A.; Sosa, C. S.; Lawrence, C. C.; Pozzi, S. A.
2015-09-01
Organic scintillators are frequently used for measurements that require sensitivity to both photons and fast neutrons because of their pulse shape discrimination capabilities. In these measurement scenarios, particle identification is commonly handled using the charge-integration pulse shape discrimination method. This method works particularly well for high-energy depositions, but is prone to misclassification for relatively low-energy depositions. A novel algorithm has been developed for automatically performing charge-integration pulse shape discrimination in a consistent and repeatable manner. The algorithm is able to estimate the photon and neutron misclassification corresponding to the calculated discrimination parameters, and is capable of doing so using only the information measured by a single organic scintillator. This paper describes the algorithm and assesses its performance by comparing algorithm-estimated misclassification to values computed via a more traditional time-of-flight estimation. A single data set was processed using four different low-energy thresholds: 40, 60, 90, and 120 keVee. Overall, the results compared well between the two methods; in most cases, the algorithm-estimated values fell within the uncertainties of the TOF-estimated values.
NASA Astrophysics Data System (ADS)
Khambampati, A. K.; Rashid, A.; Kim, B. S.; Liu, Dong; Kim, S.; Kim, K. Y.
2010-04-01
EIT has been used for the dynamic estimation of organ boundaries. One specific application in this context is the estimation of lung boundaries during pulmonary circulation. This would help track the size and shape of lungs of the patients suffering from diseases like pulmonary edema and acute respiratory failure (ARF). The dynamic boundary estimation of the lungs can also be utilized to set and control the air volume and pressure delivered to the patients during artificial ventilation. In this paper, the expectation-maximization (EM) algorithm is used as an inverse algorithm to estimate the non-stationary lung boundary. The uncertainties caused in Kalman-type filters due to inaccurate selection of model parameters are overcome using EM algorithm. Numerical experiments using chest shaped geometry are carried out with proposed method and the performance is compared with extended Kalman filter (EKF). Results show superior performance of EM in estimation of the lung boundary.
Satellite remote sensing offers synoptic and frequent monitoring of optical water quality parameters, such as chlorophyll-a, turbidity, and colored dissolved organic matter (CDOM). While traditional satellite algorithms were developed for the open ocean, these algorithms often do...
1993-12-31
19,23,25,26,27,28,32,33,35,41]) - A new cost function is postulated and an algorithm that employs this cost function is proposed for the learning of...updates the controller parameters from time to time [53]. The learning control algorithm consist of updating the parameter estimates as used in the...proposed cost function with the other learning type algorithms , such as based upon learning of iterative tasks [Kawamura-85], variable structure
NASA Technical Reports Server (NTRS)
Oshman, Yaakov; Markley, Landis
1998-01-01
A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.
Space shuttle propulsion parameter estimation using optional estimation techniques
NASA Technical Reports Server (NTRS)
1983-01-01
A regression analyses on tabular aerodynamic data provided. A representative aerodynamic model for coefficient estimation. It also reduced the storage requirements for the "normal' model used to check out the estimation algorithms. The results of the regression analyses are presented. The computer routines for the filter portion of the estimation algorithm and the :"bringing-up' of the SRB predictive program on the computer was developed. For the filter program, approximately 54 routines were developed. The routines were highly subsegmented to facilitate overlaying program segments within the partitioned storage space on the computer.
Practical input optimization for aircraft parameter estimation experiments. Ph.D. Thesis, 1990
NASA Technical Reports Server (NTRS)
Morelli, Eugene A.
1993-01-01
The object of this research was to develop an algorithm for the design of practical, optimal flight test inputs for aircraft parameter estimation experiments. A general, single pass technique was developed which allows global optimization of the flight test input design for parameter estimation using the principles of dynamic programming with the input forms limited to square waves only. Provision was made for practical constraints on the input, including amplitude constraints, control system dynamics, and selected input frequency range exclusions. In addition, the input design was accomplished while imposing output amplitude constraints required by model validity and considerations of safety during the flight test. The algorithm has multiple input design capability, with optional inclusion of a constraint that only one control move at a time, so that a human pilot can implement the inputs. It is shown that the technique can be used to design experiments for estimation of open loop model parameters from closed loop flight test data. The report includes a new formulation of the optimal input design problem, a description of a new approach to the solution, and a summary of the characteristics of the algorithm, followed by three example applications of the new technique which demonstrate the quality and expanded capabilities of the input designs produced by the new technique. In all cases, the new input design approach showed significant improvement over previous input design methods in terms of achievable parameter accuracies.
Determining the accuracy of maximum likelihood parameter estimates with colored residuals
NASA Technical Reports Server (NTRS)
Morelli, Eugene A.; Klein, Vladislav
1994-01-01
An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.
Bayesian approach to the analysis of neutron Brillouin scattering data on liquid metals
NASA Astrophysics Data System (ADS)
De Francesco, A.; Guarini, E.; Bafile, U.; Formisano, F.; Scaccia, L.
2016-08-01
When the dynamics of liquids and disordered systems at mesoscopic level is investigated by means of inelastic scattering (e.g., neutron or x ray), spectra are often characterized by a poor definition of the excitation lines and spectroscopic features in general and one important issue is to establish how many of these lines need to be included in the modeling function and to estimate their parameters. Furthermore, when strongly damped excitations are present, commonly used and widespread fitting algorithms are particularly affected by the choice of initial values of the parameters. An inadequate choice may lead to an inefficient exploration of the parameter space, resulting in the algorithm getting stuck in a local minimum. In this paper, we present a Bayesian approach to the analysis of neutron Brillouin scattering data in which the number of excitation lines is treated as unknown and estimated along with the other model parameters. We propose a joint estimation procedure based on a reversible-jump Markov chain Monte Carlo algorithm, which efficiently explores the parameter space, producing a probabilistic measure to quantify the uncertainty on the number of excitation lines as well as reliable parameter estimates. The method proposed could turn out of great importance in extracting physical information from experimental data, especially when the detection of spectral features is complicated not only because of the properties of the sample, but also because of the limited instrumental resolution and count statistics. The approach is tested on generated data set and then applied to real experimental spectra of neutron Brillouin scattering from a liquid metal, previously analyzed in a more traditional way.
NASA Astrophysics Data System (ADS)
Hu, Dong; Lu, Renfu; Ying, Yibin
2018-03-01
This research was aimed at optimizing the inverse algorithm for estimating the optical absorption (μa) and reduced scattering (μs‧) coefficients from spatial frequency domain diffuse reflectance. Studies were first conducted to determine the optimal frequency resolution and start and end frequencies in terms of the reciprocal of mean free path (1/mfp‧). The results showed that the optimal frequency resolution increased with μs‧ and remained stable when μs‧ was larger than 2 mm-1. The optimal end frequency decreased from 0.3/mfp‧ to 0.16/mfp‧ with μs‧ ranging from 0.4 mm-1 to 3 mm-1, while the optimal start frequency remained at 0 mm-1. A two-step parameter estimation method was proposed based on the optimized frequency parameters, which improved estimation accuracies by 37.5% and 9.8% for μa and μs‧, respectively, compared with the conventional one-step method. Experimental validations with seven liquid optical phantoms showed that the optimized algorithm resulted in the mean absolute errors of 15.4%, 7.6%, 5.0% for μa and 16.4%, 18.0%, 18.3% for μs‧ at the wavelengths of 675 nm, 700 nm, and 715 nm, respectively. Hence, implementation of the optimized parameter estimation method should be considered in order to improve the measurement of optical properties of biological materials when using spatial frequency domain imaging technique.
Moving target parameter estimation of SAR after two looks cancellation
NASA Astrophysics Data System (ADS)
Gan, Rongbing; Wang, Jianguo; Gao, Xiang
2005-11-01
Moving target detection of synthetic aperture radar (SAR) by two looks cancellation is studied. First, two looks are got by the first and second half of the synthetic aperture. After two looks cancellation, the moving targets are reserved and stationary targets are removed. After that, a Constant False Alarm Rate (CFAR) detector detects moving targets. The ground range velocity and cross-range velocity of moving target can be got by the position shift between the two looks. We developed a method to estimate the cross-range shift due to slant range moving. we estimate cross-range shift by Doppler frequency center. Wigner-Ville Distribution (WVD) is used to estimate the Doppler frequency center (DFC). Because the range position and cross range before correction is known, estimation of DFC is much easier and efficient. Finally experiments results show that our algorithms have good performance. With the algorithms we can estimate the moving target parameter accurately.
ERIC Educational Resources Information Center
Song, Hairong; Ferrer, Emilio
2009-01-01
This article presents a state-space modeling (SSM) technique for fitting process factor analysis models directly to raw data. The Kalman smoother via the expectation-maximization algorithm to obtain maximum likelihood parameter estimates is used. To examine the finite sample properties of the estimates in SSM when common factors are involved, a…
Tashkova, Katerina; Korošec, Peter; Silc, Jurij; Todorovski, Ljupčo; Džeroski, Sašo
2011-10-11
We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs) from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA), particle-swarm optimization (PSO), and differential evolution (DE), as well as a local-search derivative-based algorithm 717 (A717) to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Overall, the global meta-heuristic methods (DASA, PSO, and DE) clearly and significantly outperform the local derivative-based method (A717). Among the three meta-heuristics, differential evolution (DE) performs best in terms of the objective function, i.e., reconstructing the output, and in terms of convergence. These results hold for both real and artificial data, for all observability scenarios considered, and for all amounts of noise added to the artificial data. In sum, the meta-heuristic methods considered are suitable for estimating the parameters in the ODE model of the dynamics of endocytosis under a range of conditions: With the model and conditions being representative of parameter estimation tasks in ODE models of biochemical systems, our results clearly highlight the promise of bio-inspired meta-heuristic methods for parameter estimation in dynamic system models within system biology.
2011-01-01
Background We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs) from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. Results We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA), particle-swarm optimization (PSO), and differential evolution (DE), as well as a local-search derivative-based algorithm 717 (A717) to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Conclusions Overall, the global meta-heuristic methods (DASA, PSO, and DE) clearly and significantly outperform the local derivative-based method (A717). Among the three meta-heuristics, differential evolution (DE) performs best in terms of the objective function, i.e., reconstructing the output, and in terms of convergence. These results hold for both real and artificial data, for all observability scenarios considered, and for all amounts of noise added to the artificial data. In sum, the meta-heuristic methods considered are suitable for estimating the parameters in the ODE model of the dynamics of endocytosis under a range of conditions: With the model and conditions being representative of parameter estimation tasks in ODE models of biochemical systems, our results clearly highlight the promise of bio-inspired meta-heuristic methods for parameter estimation in dynamic system models within system biology. PMID:21989196
A weighted belief-propagation algorithm for estimating volume-related properties of random polytopes
NASA Astrophysics Data System (ADS)
Font-Clos, Francesc; Massucci, Francesco Alessandro; Pérez Castillo, Isaac
2012-11-01
In this work we introduce a novel weighted message-passing algorithm based on the cavity method for estimating volume-related properties of random polytopes, properties which are relevant in various research fields ranging from metabolic networks, to neural networks, to compressed sensing. We propose, as opposed to adopting the usual approach consisting in approximating the real-valued cavity marginal distributions by a few parameters, using an algorithm to faithfully represent the entire marginal distribution. We explain various alternatives for implementing the algorithm and benchmarking the theoretical findings by showing concrete applications to random polytopes. The results obtained with our approach are found to be in very good agreement with the estimates produced by the Hit-and-Run algorithm, known to produce uniform sampling.
ERIC Educational Resources Information Center
Enders, Craig K.; Peugh, James L.
2004-01-01
Two methods, direct maximum likelihood (ML) and the expectation maximization (EM) algorithm, can be used to obtain ML parameter estimates for structural equation models with missing data (MD). Although the 2 methods frequently produce identical parameter estimates, it may be easier to satisfy missing at random assumptions using EM. However, no…
Nonlinear adaptive control system design with asymptotically stable parameter estimation error
NASA Astrophysics Data System (ADS)
Mishkov, Rumen; Darmonski, Stanislav
2018-01-01
The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.
Period Estimation for Sparsely-sampled Quasi-periodic Light Curves Applied to Miras
NASA Astrophysics Data System (ADS)
He, Shiyuan; Yuan, Wenlong; Huang, Jianhua Z.; Long, James; Macri, Lucas M.
2016-12-01
We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period-luminosity relations.
An investigation of using an RQP based method to calculate parameter sensitivity derivatives
NASA Technical Reports Server (NTRS)
Beltracchi, Todd J.; Gabriele, Gary A.
1989-01-01
Estimation of the sensitivity of problem functions with respect to problem variables forms the basis for many of our modern day algorithms for engineering optimization. The most common application of problem sensitivities has been in the calculation of objective function and constraint partial derivatives for determining search directions and optimality conditions. A second form of sensitivity analysis, parameter sensitivity, has also become an important topic in recent years. By parameter sensitivity, researchers refer to the estimation of changes in the modeling functions and current design point due to small changes in the fixed parameters of the formulation. Methods for calculating these derivatives have been proposed by several authors (Armacost and Fiacco 1974, Sobieski et al 1981, Schmit and Chang 1984, and Vanderplaats and Yoshida 1985). Two drawbacks to estimating parameter sensitivities by current methods have been: (1) the need for second order information about the Lagrangian at the current point, and (2) the estimates assume no change in the active set of constraints. The first of these two problems is addressed here and a new algorithm is proposed that does not require explicit calculation of second order information.
Huda, Shamsul; Yearwood, John; Togneri, Roberto
2009-02-01
This paper attempts to overcome the tendency of the expectation-maximization (EM) algorithm to locate a local rather than global maximum when applied to estimate the hidden Markov model (HMM) parameters in speech signal modeling. We propose a hybrid algorithm for estimation of the HMM in automatic speech recognition (ASR) using a constraint-based evolutionary algorithm (EA) and EM, the CEL-EM. The novelty of our hybrid algorithm (CEL-EM) is that it is applicable for estimation of the constraint-based models with many constraints and large numbers of parameters (which use EM) like HMM. Two constraint-based versions of the CEL-EM with different fusion strategies have been proposed using a constraint-based EA and the EM for better estimation of HMM in ASR. The first one uses a traditional constraint-handling mechanism of EA. The other version transforms a constrained optimization problem into an unconstrained problem using Lagrange multipliers. Fusion strategies for the CEL-EM use a staged-fusion approach where EM has been plugged with the EA periodically after the execution of EA for a specific period of time to maintain the global sampling capabilities of EA in the hybrid algorithm. A variable initialization approach (VIA) has been proposed using a variable segmentation to provide a better initialization for EA in the CEL-EM. Experimental results on the TIMIT speech corpus show that CEL-EM obtains higher recognition accuracies than the traditional EM algorithm as well as a top-standard EM (VIA-EM, constructed by applying the VIA to EM).
Ensemble-Based Parameter Estimation in a Coupled GCM Using the Adaptive Spatial Average Method
Liu, Y.; Liu, Z.; Zhang, S.; ...
2014-05-29
Ensemble-based parameter estimation for a climate model is emerging as an important topic in climate research. And for a complex system such as a coupled ocean–atmosphere general circulation model, the sensitivity and response of a model variable to a model parameter could vary spatially and temporally. An adaptive spatial average (ASA) algorithm is proposed to increase the efficiency of parameter estimation. Refined from a previous spatial average method, the ASA uses the ensemble spread as the criterion for selecting “good” values from the spatially varying posterior estimated parameter values; these good values are then averaged to give the final globalmore » uniform posterior parameter. In comparison with existing methods, the ASA parameter estimation has a superior performance: faster convergence and enhanced signal-to-noise ratio.« less
Welter, David E.; Doherty, John E.; Hunt, Randall J.; Muffels, Christopher T.; Tonkin, Matthew J.; Schreuder, Willem A.
2012-01-01
An object-oriented parameter estimation code was developed to incorporate benefits of object-oriented programming techniques for solving large parameter estimation modeling problems. The code is written in C++ and is a formulation and expansion of the algorithms included in PEST, a widely used parameter estimation code written in Fortran. The new code is called PEST++ and is designed to lower the barriers of entry for users and developers while providing efficient algorithms that can accommodate large, highly parameterized problems. This effort has focused on (1) implementing the most popular features of PEST in a fashion that is easy for novice or experienced modelers to use and (2) creating a software design that is easy to extend; that is, this effort provides a documented object-oriented framework designed from the ground up to be modular and extensible. In addition, all PEST++ source code and its associated libraries, as well as the general run manager source code, have been integrated in the Microsoft Visual Studio® 2010 integrated development environment. The PEST++ code is designed to provide a foundation for an open-source development environment capable of producing robust and efficient parameter estimation tools for the environmental modeling community into the future.
NASA Astrophysics Data System (ADS)
Rainieri, Carlo; Fabbrocino, Giovanni
2015-08-01
In the last few decades large research efforts have been devoted to the development of methods for automated detection of damage and degradation phenomena at an early stage. Modal-based damage detection techniques are well-established methods, whose effectiveness for Level 1 (existence) and Level 2 (location) damage detection is demonstrated by several studies. The indirect estimation of tensile loads in cables and tie-rods is another attractive application of vibration measurements. It provides interesting opportunities for cheap and fast quality checks in the construction phase, as well as for safety evaluations and structural maintenance over the structure lifespan. However, the lack of automated modal identification and tracking procedures has been for long a relevant drawback to the extensive application of the above-mentioned techniques in the engineering practice. An increasing number of field applications of modal-based structural health and performance assessment are appearing after the development of several automated output-only modal identification procedures in the last few years. Nevertheless, additional efforts are still needed to enhance the robustness of automated modal identification algorithms, control the computational efforts and improve the reliability of modal parameter estimates (in particular, damping). This paper deals with an original algorithm for automated output-only modal parameter estimation. Particular emphasis is given to the extensive validation of the algorithm based on simulated and real datasets in view of continuous monitoring applications. The results point out that the algorithm is fairly robust and demonstrate its ability to provide accurate and precise estimates of the modal parameters, including damping ratios. As a result, it has been used to develop systems for vibration-based estimation of tensile loads in cables and tie-rods. Promising results have been achieved for non-destructive testing as well as continuous monitoring purposes. They are documented in the last sections of the paper.
Ultrasonic data compression via parameter estimation.
Cardoso, Guilherme; Saniie, Jafar
2005-02-01
Ultrasonic imaging in medical and industrial applications often requires a large amount of data collection. Consequently, it is desirable to use data compression techniques to reduce data and to facilitate the analysis and remote access of ultrasonic information. The precise data representation is paramount to the accurate analysis of the shape, size, and orientation of ultrasonic reflectors, as well as to the determination of the properties of the propagation path. In this study, a successive parameter estimation algorithm based on a modified version of the continuous wavelet transform (CWT) to compress and denoise ultrasonic signals is presented. It has been shown analytically that the CWT (i.e., time x frequency representation) yields an exact solution for the time-of-arrival and a biased solution for the center frequency. Consequently, a modified CWT (MCWT) based on the Gabor-Helstrom transform is introduced as a means to exactly estimate both time-of-arrival and center frequency of ultrasonic echoes. Furthermore, the MCWT also has been used to generate a phase x bandwidth representation of the ultrasonic echo. This representation allows the exact estimation of the phase and the bandwidth. The performance of this algorithm for data compression and signal analysis is studied using simulated and experimental ultrasonic signals. The successive parameter estimation algorithm achieves a data compression ratio of (1-5N/J), where J is the number of samples and N is the number of echoes in the signal. For a signal with 10 echoes and 2048 samples, a compression ratio of 96% is achieved with a signal-to-noise ratio (SNR) improvement above 20 dB. Furthermore, this algorithm performs robustly, yields accurate echo estimation, and results in SNR enhancements ranging from 10 to 60 dB for composite signals having SNR as low as -10 dB.
A genetic-algorithm approach for assessing the liquefaction potential of sandy soils
NASA Astrophysics Data System (ADS)
Sen, G.; Akyol, E.
2010-04-01
The determination of liquefaction potential is required to take into account a large number of parameters, which creates a complex nonlinear structure of the liquefaction phenomenon. The conventional methods rely on simple statistical and empirical relations or charts. However, they cannot characterise these complexities. Genetic algorithms are suited to solve these types of problems. A genetic algorithm-based model has been developed to determine the liquefaction potential by confirming Cone Penetration Test datasets derived from case studies of sandy soils. Software has been developed that uses genetic algorithms for the parameter selection and assessment of liquefaction potential. Then several estimation functions for the assessment of a Liquefaction Index have been generated from the dataset. The generated Liquefaction Index estimation functions were evaluated by assessing the training and test data. The suggested formulation estimates the liquefaction occurrence with significant accuracy. Besides, the parametric study on the liquefaction index curves shows a good relation with the physical behaviour. The total number of misestimated cases was only 7.8% for the proposed method, which is quite low when compared to another commonly used method.
Discriminative parameter estimation for random walks segmentation.
Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan
2013-01-01
The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.
Comparison of subpixel image registration algorithms
NASA Astrophysics Data System (ADS)
Boye, R. R.; Nelson, C. L.
2009-02-01
Research into the use of multiframe superresolution has led to the development of algorithms for providing images with enhanced resolution using several lower resolution copies. An integral component of these algorithms is the determination of the registration of each of the low resolution images to a reference image. Without this information, no resolution enhancement can be attained. We have endeavored to find a suitable method for registering severely undersampled images by comparing several approaches. To test the algorithms, an ideal image is input to a simulated image formation program, creating several undersampled images with known geometric transformations. The registration algorithms are then applied to the set of low resolution images and the estimated registration parameters compared to the actual values. This investigation is limited to monochromatic images (extension to color images is not difficult) and only considers global geometric transformations. Each registration approach will be reviewed and evaluated with respect to the accuracy of the estimated registration parameters as well as the computational complexity required. In addition, the effects of image content, specifically spatial frequency content, as well as the immunity of the registration algorithms to noise will be discussed.
Bernard, Olivier; Alata, Olivier; Francaux, Marc
2006-03-01
Modeling in the time domain, the non-steady-state O2 uptake on-kinetics of high-intensity exercises with empirical models is commonly performed with gradient-descent-based methods. However, these procedures may impair the confidence of the parameter estimation when the modeling functions are not continuously differentiable and when the estimation corresponds to an ill-posed problem. To cope with these problems, an implementation of simulated annealing (SA) methods was compared with the GRG2 algorithm (a gradient-descent method known for its robustness). Forty simulated Vo2 on-responses were generated to mimic the real time course for transitions from light- to high-intensity exercises, with a signal-to-noise ratio equal to 20 dB. They were modeled twice with a discontinuous double-exponential function using both estimation methods. GRG2 significantly biased two estimated kinetic parameters of the first exponential (the time delay td1 and the time constant tau1) and impaired the precision (i.e., standard deviation) of the baseline A0, td1, and tau1 compared with SA. SA significantly improved the precision of the three parameters of the second exponential (the asymptotic increment A2, the time delay td2, and the time constant tau2). Nevertheless, td2 was significantly biased by both procedures, and the large confidence intervals of the whole second component parameters limit their interpretation. To compare both algorithms on experimental data, 26 subjects each performed two transitions from 80 W to 80% maximal O2 uptake on a cycle ergometer and O2 uptake was measured breath by breath. More than 88% of the kinetic parameter estimations done with the SA algorithm produced the lowest residual sum of squares between the experimental data points and the model. Repeatability coefficients were better with GRG2 for A1 although better with SA for A2 and tau2. Our results demonstrate that the implementation of SA improves significantly the estimation of most of these kinetic parameters, but a large inaccuracy remains in estimating the parameter values of the second exponential.
Fast frequency acquisition via adaptive least squares algorithm
NASA Technical Reports Server (NTRS)
Kumar, R.
1986-01-01
A new least squares algorithm is proposed and investigated for fast frequency and phase acquisition of sinusoids in the presence of noise. This algorithm is a special case of more general, adaptive parameter-estimation techniques. The advantages of the algorithms are their conceptual simplicity, flexibility and applicability to general situations. For example, the frequency to be acquired can be time varying, and the noise can be nonGaussian, nonstationary and colored. As the proposed algorithm can be made recursive in the number of observations, it is not necessary to have a priori knowledge of the received signal-to-noise ratio or to specify the measurement time. This would be required for batch processing techniques, such as the fast Fourier transform (FFT). The proposed algorithm improves the frequency estimate on a recursive basis as more and more observations are obtained. When the algorithm is applied in real time, it has the extra advantage that the observations need not be stored. The algorithm also yields a real time confidence measure as to the accuracy of the estimator.
NASA Astrophysics Data System (ADS)
Hui, Z.; Cheng, P.; Ziggah, Y. Y.; Nie, Y.
2018-04-01
Filtering is a key step for most applications of airborne LiDAR point clouds. Although lots of filtering algorithms have been put forward in recent years, most of them suffer from parameters setting or thresholds adjusting, which will be time-consuming and reduce the degree of automation of the algorithm. To overcome this problem, this paper proposed a threshold-free filtering algorithm based on expectation-maximization. The proposed algorithm is developed based on an assumption that point clouds are seen as a mixture of Gaussian models. The separation of ground points and non-ground points from point clouds can be replaced as a separation of a mixed Gaussian model. Expectation-maximization (EM) is applied for realizing the separation. EM is used to calculate maximum likelihood estimates of the mixture parameters. Using the estimated parameters, the likelihoods of each point belonging to ground or object can be computed. After several iterations, point clouds can be labelled as the component with a larger likelihood. Furthermore, intensity information was also utilized to optimize the filtering results acquired using the EM method. The proposed algorithm was tested using two different datasets used in practice. Experimental results showed that the proposed method can filter non-ground points effectively. To quantitatively evaluate the proposed method, this paper adopted the dataset provided by the ISPRS for the test. The proposed algorithm can obtain a 4.48 % total error which is much lower than most of the eight classical filtering algorithms reported by the ISPRS.
An efficient quantum algorithm for spectral estimation
NASA Astrophysics Data System (ADS)
Steffens, Adrian; Rebentrost, Patrick; Marvian, Iman; Eisert, Jens; Lloyd, Seth
2017-03-01
We develop an efficient quantum implementation of an important signal processing algorithm for line spectral estimation: the matrix pencil method, which determines the frequencies and damping factors of signals consisting of finite sums of exponentially damped sinusoids. Our algorithm provides a quantum speedup in a natural regime where the sampling rate is much higher than the number of sinusoid components. Along the way, we develop techniques that are expected to be useful for other quantum algorithms as well—consecutive phase estimations to efficiently make products of asymmetric low rank matrices classically accessible and an alternative method to efficiently exponentiate non-Hermitian matrices. Our algorithm features an efficient quantum-classical division of labor: the time-critical steps are implemented in quantum superposition, while an interjacent step, requiring much fewer parameters, can operate classically. We show that frequencies and damping factors can be obtained in time logarithmic in the number of sampling points, exponentially faster than known classical algorithms.
Vargas-Melendez, Leandro; Boada, Beatriz L; Boada, Maria Jesus L; Gauchia, Antonio; Diaz, Vicente
2017-04-29
Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33 % of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle's parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle's roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle's states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm.
Vargas-Melendez, Leandro; Boada, Beatriz L.; Boada, Maria Jesus L.; Gauchia, Antonio; Diaz, Vicente
2017-01-01
Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33% of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle’s parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle’s roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle’s states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm. PMID:28468252
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.
Wang, Yong
2015-01-01
A novel radar imaging approach for non-uniformly rotating targets is proposed in this study. It is assumed that the maneuverability of the non-cooperative target is severe, and the received signal in a range cell can be modeled as multi-component amplitude-modulated and frequency-modulated (AM-FM) signals after motion compensation. Then, the modified version of Chirplet decomposition (MCD) based on the integrated high order ambiguity function (IHAF) is presented for the parameter estimation of AM-FM signals, and the corresponding high quality instantaneous ISAR images can be obtained from the estimated parameters. Compared with the MCD algorithm based on the generalized cubic phase function (GCPF) in the authors’ previous paper, the novel algorithm presented in this paper is more accurate and efficient, and the results with simulated and real data demonstrate the superiority of the proposed method. PMID:25806870
A Robust Method for Ego-Motion Estimation in Urban Environment Using Stereo Camera.
Ci, Wenyan; Huang, Yingping
2016-10-17
Visual odometry estimates the ego-motion of an agent (e.g., vehicle and robot) using image information and is a key component for autonomous vehicles and robotics. This paper proposes a robust and precise method for estimating the 6-DoF ego-motion, using a stereo rig with optical flow analysis. An objective function fitted with a set of feature points is created by establishing the mathematical relationship between optical flow, depth and camera ego-motion parameters through the camera's 3-dimensional motion and planar imaging model. Accordingly, the six motion parameters are computed by minimizing the objective function, using the iterative Levenberg-Marquard method. One of key points for visual odometry is that the feature points selected for the computation should contain inliers as much as possible. In this work, the feature points and their optical flows are initially detected by using the Kanade-Lucas-Tomasi (KLT) algorithm. A circle matching is followed to remove the outliers caused by the mismatching of the KLT algorithm. A space position constraint is imposed to filter out the moving points from the point set detected by the KLT algorithm. The Random Sample Consensus (RANSAC) algorithm is employed to further refine the feature point set, i.e., to eliminate the effects of outliers. The remaining points are tracked to estimate the ego-motion parameters in the subsequent frames. The approach presented here is tested on real traffic videos and the results prove the robustness and precision of the method.
A Robust Method for Ego-Motion Estimation in Urban Environment Using Stereo Camera
Ci, Wenyan; Huang, Yingping
2016-01-01
Visual odometry estimates the ego-motion of an agent (e.g., vehicle and robot) using image information and is a key component for autonomous vehicles and robotics. This paper proposes a robust and precise method for estimating the 6-DoF ego-motion, using a stereo rig with optical flow analysis. An objective function fitted with a set of feature points is created by establishing the mathematical relationship between optical flow, depth and camera ego-motion parameters through the camera’s 3-dimensional motion and planar imaging model. Accordingly, the six motion parameters are computed by minimizing the objective function, using the iterative Levenberg–Marquard method. One of key points for visual odometry is that the feature points selected for the computation should contain inliers as much as possible. In this work, the feature points and their optical flows are initially detected by using the Kanade–Lucas–Tomasi (KLT) algorithm. A circle matching is followed to remove the outliers caused by the mismatching of the KLT algorithm. A space position constraint is imposed to filter out the moving points from the point set detected by the KLT algorithm. The Random Sample Consensus (RANSAC) algorithm is employed to further refine the feature point set, i.e., to eliminate the effects of outliers. The remaining points are tracked to estimate the ego-motion parameters in the subsequent frames. The approach presented here is tested on real traffic videos and the results prove the robustness and precision of the method. PMID:27763508
Maximum Entropy Approach in Dynamic Contrast-Enhanced Magnetic Resonance Imaging.
Farsani, Zahra Amini; Schmid, Volker J
2017-01-01
In the estimation of physiological kinetic parameters from Dynamic Contrast-Enhanced Magnetic Resonance Imaging (DCE-MRI) data, the determination of the arterial input function (AIF) plays a key role. This paper proposes a Bayesian method to estimate the physiological parameters of DCE-MRI along with the AIF in situations, where no measurement of the AIF is available. In the proposed algorithm, the maximum entropy method (MEM) is combined with the maximum a posterior approach (MAP). To this end, MEM is used to specify a prior probability distribution of the unknown AIF. The ability of this method to estimate the AIF is validated using the Kullback-Leibler divergence. Subsequently, the kinetic parameters can be estimated with MAP. The proposed algorithm is evaluated with a data set from a breast cancer MRI study. The application shows that the AIF can reliably be determined from the DCE-MRI data using MEM. Kinetic parameters can be estimated subsequently. The maximum entropy method is a powerful tool to reconstructing images from many types of data. This method is useful for generating the probability distribution based on given information. The proposed method gives an alternative way to assess the input function from the existing data. The proposed method allows a good fit of the data and therefore a better estimation of the kinetic parameters. In the end, this allows for a more reliable use of DCE-MRI. Schattauer GmbH.
Estimation of the discharges of the multiple water level stations by multi-objective optimization
NASA Astrophysics Data System (ADS)
Matsumoto, Kazuhiro; Miyamoto, Mamoru; Yamakage, Yuzuru; Tsuda, Morimasa; Yanami, Hitoshi; Anai, Hirokazu; Iwami, Yoichi
2016-04-01
This presentation shows two aspects of the parameter identification to estimate the discharges of the multiple water level stations by multi-objective optimization. One is how to adjust the parameters to estimate the discharges accurately. The other is which optimization algorithms are suitable for the parameter identification. Regarding the previous studies, there is a study that minimizes the weighted error of the discharges of the multiple water level stations by single-objective optimization. On the other hand, there are some studies that minimize the multiple error assessment functions of the discharge of a single water level station by multi-objective optimization. This presentation features to simultaneously minimize the errors of the discharges of the multiple water level stations by multi-objective optimization. Abe River basin in Japan is targeted. The basin area is 567.0km2. There are thirteen rainfall stations and three water level stations. Nine flood events are investigated. They occurred from 2005 to 2012 and the maximum discharges exceed 1,000m3/s. The discharges are calculated with PWRI distributed hydrological model. The basin is partitioned into the meshes of 500m x 500m. Two-layer tanks are placed on each mesh. Fourteen parameters are adjusted to estimate the discharges accurately. Twelve of them are the hydrological parameters and two of them are the parameters of the initial water levels of the tanks. Three objective functions are the mean squared errors between the observed and calculated discharges at the water level stations. Latin Hypercube sampling is one of the uniformly sampling algorithms. The discharges are calculated with respect to the parameter values sampled by a simplified version of Latin Hypercube sampling. The observed discharge is surrounded by the calculated discharges. It suggests that it might be possible to estimate the discharge accurately by adjusting the parameters. In a sense, it is true that the discharge of a water level station can be accurately estimated by setting the parameter values optimized to the responding water level station. However, there are some cases that the calculated discharge by setting the parameter values optimized to one water level station does not meet the observed discharge at another water level station. It is important to estimate the discharges of all the water level stations in some degree of accuracy. It turns out to be possible to select the parameter values from the pareto optimal solutions by the condition that all the normalized errors by the minimum error of the responding water level station are under 3. The optimization performance of five implementations of the algorithms and a simplified version of Latin Hypercube sampling are compared. Five implementations are NSGA2 and PAES of an optimization software inspyred and MCO_NSGA2R, MOPSOCD and NSGA2R_NSGA2R of a statistical software R. NSGA2, PAES and MOPSOCD are the optimization algorithms of a genetic algorithm, an evolution strategy and a particle swarm optimization respectively. The number of the evaluations of the objective functions is 10,000. Two implementations of NSGA2 of R outperform the others. They are promising to be suitable for the parameter identification of PWRI distributed hydrological model.
Astrocytic tracer dynamics estimated from [1-¹¹C]-acetate PET measurements.
Arnold, Andrea; Calvetti, Daniela; Gjedde, Albert; Iversen, Peter; Somersalo, Erkki
2015-12-01
We address the problem of estimating the unknown parameters of a model of tracer kinetics from sequences of positron emission tomography (PET) scan data using a statistical sequential algorithm for the inference of magnitudes of dynamic parameters. The method, based on Bayesian statistical inference, is a modification of a recently proposed particle filtering and sequential Monte Carlo algorithm, where instead of preassigning the accuracy in the propagation of each particle, we fix the time step and account for the numerical errors in the innovation term. We apply the algorithm to PET images of [1-¹¹C]-acetate-derived tracer accumulation, estimating the transport rates in a three-compartment model of astrocytic uptake and metabolism of the tracer for a cohort of 18 volunteers from 3 groups, corresponding to healthy control individuals, cirrhotic liver and hepatic encephalopathy patients. The distribution of the parameters for the individuals and for the groups presented within the Bayesian framework support the hypothesis that the parameters for the hepatic encephalopathy group follow a significantly different distribution than the other two groups. The biological implications of the findings are also discussed. © The Authors 2014. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.
NASA Astrophysics Data System (ADS)
Maltz, Jonathan S.
2000-11-01
We present an algorithm of reduced computational cost which is able to estimate kinetic model parameters directly from dynamic ECT sinograms made up of temporally inconsistent projections. The algorithm exploits the extreme degree of parameter redundancy inherent in linear combinations of the exponential functions which represent the modes of first-order compartmental systems. The singular value decomposition is employed to find a small set of orthogonal functions, the linear combinations of which are able to accurately represent all modes within the physiologically anticipated range in a given study. The reduced-dimension basis is formed as the convolution of this orthogonal set with a measured input function. The Moore-Penrose pseudoinverse is used to find coefficients of this basis. Algorithm performance is evaluated at realistic count rates using MCAT phantom and clinical 99mTc-teboroxime myocardial study data. Phantom data are modelled as originating from a Poisson process. For estimates recovered from a single slice projection set containing 2.5×105 total counts, recovered tissue responses compare favourably with those obtained using more computationally intensive methods. The corresponding kinetic parameter estimates (coefficients of the new basis) exhibit negligible bias, while parameter variances are low, falling within 30% of the Cramér-Rao lower bound.
Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations
NASA Astrophysics Data System (ADS)
Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit
2016-07-01
A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.
Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sandhu, Rimple; Poirel, Dominique; Pettit, Chris
2016-07-01
A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less
Quantum algorithms for Gibbs sampling and hitting-time estimation
Chowdhury, Anirban Narayan; Somma, Rolando D.
2017-02-01
In this paper, we present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in √Nβ/Ζ and polynomial in log(1/ϵ), where N is the Hilbert space dimension, β is the inverse temperature, Ζ is the partition function, and ϵ is the desired precision of the output state. Our quantum algorithm exponentially improves the dependence on 1/ϵ and quadratically improves the dependence on β of known quantum algorithms for this problem. The second algorithm estimates the hitting time of a Markov chain. Formore » a sparse stochastic matrix Ρ, it runs in time almost linear in 1/(ϵΔ 3/2), where ϵ is the absolute precision in the estimation and Δ is a parameter determined by Ρ, and whose inverse is an upper bound of the hitting time. Our quantum algorithm quadratically improves the dependence on 1/ϵ and 1/Δ of the analog classical algorithm for hitting-time estimation. Finally, both algorithms use tools recently developed in the context of Hamiltonian simulation, spectral gap amplification, and solving linear systems of equations.« less
NASA Astrophysics Data System (ADS)
Bosca, Ryan J.; Jackson, Edward F.
2016-01-01
Assessing and mitigating the various sources of bias and variance associated with image quantification algorithms is essential to the use of such algorithms in clinical research and practice. Assessment is usually accomplished with grid-based digital reference objects (DRO) or, more recently, digital anthropomorphic phantoms based on normal human anatomy. Publicly available digital anthropomorphic phantoms can provide a basis for generating realistic model-based DROs that incorporate the heterogeneity commonly found in pathology. Using a publicly available vascular input function (VIF) and digital anthropomorphic phantom of a normal human brain, a methodology was developed to generate a DRO based on the general kinetic model (GKM) that represented realistic and heterogeneously enhancing pathology. GKM parameters were estimated from a deidentified clinical dynamic contrast-enhanced (DCE) MRI exam. This clinical imaging volume was co-registered with a discrete tissue model, and model parameters estimated from clinical images were used to synthesize a DCE-MRI exam that consisted of normal brain tissues and a heterogeneously enhancing brain tumor. An example application of spatial smoothing was used to illustrate potential applications in assessing quantitative imaging algorithms. A voxel-wise Bland-Altman analysis demonstrated negligible differences between the parameters estimated with and without spatial smoothing (using a small radius Gaussian kernel). In this work, we reported an extensible methodology for generating model-based anthropomorphic DROs containing normal and pathological tissue that can be used to assess quantitative imaging algorithms.
Use of the Kalman Filter for Aortic Pressure Waveform Noise Reduction
Lu, Hsiang-Wei; Wu, Chung-Che; Aliyazicioglu, Zekeriya; Kang, James S.
2017-01-01
Clinical applications that require extraction and interpretation of physiological signals or waveforms are susceptible to corruption by noise or artifacts. Real-time hemodynamic monitoring systems are important for clinicians to assess the hemodynamic stability of surgical or intensive care patients by interpreting hemodynamic parameters generated by an analysis of aortic blood pressure (ABP) waveform measurements. Since hemodynamic parameter estimation algorithms often detect events and features from measured ABP waveforms to generate hemodynamic parameters, noise and artifacts integrated into ABP waveforms can severely distort the interpretation of hemodynamic parameters by hemodynamic algorithms. In this article, we propose the use of the Kalman filter and the 4-element Windkessel model with static parameters, arterial compliance C, peripheral resistance R, aortic impedance r, and the inertia of blood L, to represent aortic circulation for generating accurate estimations of ABP waveforms through noise and artifact reduction. Results show the Kalman filter could very effectively eliminate noise and generate a good estimation from the noisy ABP waveform based on the past state history. The power spectrum of the measured ABP waveform and the synthesized ABP waveform shows two similar harmonic frequencies. PMID:28611850
NASA Astrophysics Data System (ADS)
Ribeiro, J. B.; Silva, C.; Mendes, R.
2010-10-01
A real coded genetic algorithm methodology that has been developed for the estimation of the parameters of the reaction rate equation of the Lee-Tarver reactive flow model is described in detail. This methodology allows, in a single optimization procedure, using only one experimental result and, without the need of any starting solution, to seek the 15 parameters of the reaction rate equation that fit the numerical to the experimental results. Mass averaging and the plate-gap model have been used for the determination of the shock data used in the unreacted explosive JWL equation of state (EOS) assessment and the thermochemical code THOR retrieved the data used in the detonation products' JWL EOS assessments. The developed methodology was applied for the estimation of the referred parameters for an ammonium nitrate-based emulsion explosive using poly(methyl methacrylate) (PMMA)-embedded manganin gauge pressure-time data. The obtained parameters allow a reasonably good description of the experimental data and show some peculiarities arising from the intrinsic nature of this kind of composite explosive.
Joint estimation of 2D-DOA and frequency based on space-time matrix and conformal array.
Wan, Liang-Tian; Liu, Lu-Tao; Si, Wei-Jian; Tian, Zuo-Xi
2013-01-01
Each element in the conformal array has a different pattern, which leads to the performance deterioration of the conventional high resolution direction-of-arrival (DOA) algorithms. In this paper, a joint frequency and two-dimension DOA (2D-DOA) estimation algorithm for conformal array are proposed. The delay correlation function is used to suppress noise. Both spatial and time sampling are utilized to construct the spatial-time matrix. The frequency and 2D-DOA estimation are accomplished based on parallel factor (PARAFAC) analysis without spectral peak searching and parameter pairing. The proposed algorithm needs only four guiding elements with precise positions to estimate frequency and 2D-DOA. Other instrumental elements can be arranged flexibly on the surface of the carrier. Simulation results demonstrate the effectiveness of the proposed algorithm.
NASA Astrophysics Data System (ADS)
Gan, L.; Yang, F.; Shi, Y. F.; He, H. L.
2017-11-01
Many occasions related to batteries demand to know how much continuous and instantaneous power can batteries provide such as the rapidly developing electric vehicles. As the large-scale applications of lithium-ion batteries, lithium-ion batteries are used to be our research object. Many experiments are designed to get the lithium-ion battery parameters to ensure the relevance and reliability of the estimation. To evaluate the continuous and instantaneous load capability of a battery called state-of-function (SOF), this paper proposes a fuzzy logic algorithm based on battery state-of-charge(SOC), state-of-health(SOH) and C-rate parameters. Simulation and experimental results indicate that the proposed approach is suitable for battery SOF estimation.
Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.
Pezoa, Jorge E; Hayat, Majeed M; Torres, Sergio N; Rahman, Md Saifur
2006-06-01
We present an adaptive technique for the estimation of nonuniformity parameters of infrared focal-plane arrays that is robust with respect to changes and uncertainties in scene and sensor characteristics. The proposed algorithm is based on using a bank of Kalman filters in parallel. Each filter independently estimates state variables comprising the gain and the bias matrices of the sensor, according to its own dynamic-model parameters. The supervising component of the algorithm then generates the final estimates of the state variables by forming a weighted superposition of all the estimates rendered by each Kalman filter. The weights are computed and updated iteratively, according to the a posteriori-likelihood principle. The performance of the estimator and its ability to compensate for fixed-pattern noise is tested using both simulated and real data obtained from two cameras operating in the mid- and long-wave infrared regime.
A parameter estimation subroutine package
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Nead, W. M.
1977-01-01
Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. FORTRAN subroutines have been developed to facilitate analyses of a variety of parameter estimation problems. Easy to use multipurpose sets of algorithms are reported that are reasonably efficient and which use a minimal amount of computer storage. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used.
Evaluation of the MV (CAPON) Coherent Doppler Lidar Velocity Estimator
NASA Technical Reports Server (NTRS)
Lottman, B.; Frehlich, R.
1997-01-01
The performance of the CAPON velocity estimator for coherent Doppler lidar is determined for typical space-based and ground-based parameter regimes. Optimal input parameters for the algorithm were determined for each regime. For weak signals, performance is described by the standard deviation of the good estimates and the fraction of outliers. For strong signals, the fraction of outliers is zero. Numerical effort was also determined.
NASA Astrophysics Data System (ADS)
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.
Cuenca-Navalon, Elena; Laumen, Marco; Finocchiaro, Thomas; Steinseifer, Ulrich
2016-07-01
A physiological control algorithm is being developed to ensure an optimal physiological interaction between the ReinHeart total artificial heart (TAH) and the circulatory system. A key factor for that is the long-term, accurate determination of the hemodynamic state of the cardiovascular system. This study presents a method to determine estimation models for predicting hemodynamic parameters (pump chamber filling and afterload) from both left and right cardiovascular circulations. The estimation models are based on linear regression models that correlate filling and afterload values with pump intrinsic parameters derived from measured values of motor current and piston position. Predictions for filling lie in average within 5% from actual values, predictions for systemic afterload (AoPmean , AoPsys ) and mean pulmonary afterload (PAPmean ) lie in average within 9% from actual values. Predictions for systolic pulmonary afterload (PAPsys ) present an average deviation of 14%. The estimation models show satisfactory prediction and confidence intervals and are thus suitable to estimate hemodynamic parameters. This method and derived estimation models are a valuable alternative to implanted sensors and are an essential step for the development of a physiological control algorithm for a fully implantable TAH. Copyright © 2015 International Center for Artificial Organs and Transplantation and Wiley Periodicals, Inc.
Nangia, Shikha; Jasper, Ahren W; Miller, Thomas F; Truhlar, Donald G
2004-02-22
The most widely used algorithm for Monte Carlo sampling of electronic transitions in trajectory surface hopping (TSH) calculations is the so-called anteater algorithm, which is inefficient for sampling low-probability nonadiabatic events. We present a new sampling scheme (called the army ants algorithm) for carrying out TSH calculations that is applicable to systems with any strength of coupling. The army ants algorithm is a form of rare event sampling whose efficiency is controlled by an input parameter. By choosing a suitable value of the input parameter the army ants algorithm can be reduced to the anteater algorithm (which is efficient for strongly coupled cases), and by optimizing the parameter the army ants algorithm may be efficiently applied to systems with low-probability events. To demonstrate the efficiency of the army ants algorithm, we performed atom-diatom scattering calculations on a model system involving weakly coupled electronic states. Fully converged quantum mechanical calculations were performed, and the probabilities for nonadiabatic reaction and nonreactive deexcitation (quenching) were found to be on the order of 10(-8). For such low-probability events the anteater sampling scheme requires a large number of trajectories ( approximately 10(10)) to obtain good statistics and converged semiclassical results. In contrast by using the new army ants algorithm converged results were obtained by running 10(5) trajectories. Furthermore, the results were found to be in excellent agreement with the quantum mechanical results. Sampling errors were estimated using the bootstrap method, which is validated for use with the army ants algorithm. (c) 2004 American Institute of Physics.
Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.
Song, Xuegang; Zhang, Yuexin; Liang, Dakai
2017-10-10
This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.
An algorithm for surface smoothing with rational splines
NASA Technical Reports Server (NTRS)
Schiess, James R.
1987-01-01
Discussed is an algorithm for smoothing surfaces with spline functions containing tension parameters. The bivariate spline functions used are tensor products of univariate rational-spline functions. A distinct tension parameter corresponds to each rectangular strip defined by a pair of consecutive spline knots along either axis. Equations are derived for writing the bivariate rational spline in terms of functions and derivatives at the knots. Estimates of these values are obtained via weighted least squares subject to continuity constraints at the knots. The algorithm is illustrated on a set of terrain elevation data.
F-8C adaptive control law refinement and software development
NASA Technical Reports Server (NTRS)
Hartmann, G. L.; Stein, G.
1981-01-01
An explicit adaptive control algorithm based on maximum likelihood estimation of parameters was designed. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm was implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer, surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software.
Estimation of coefficients and boundary parameters in hyperbolic systems
NASA Technical Reports Server (NTRS)
Banks, H. T.; Murphy, K. A.
1984-01-01
Semi-discrete Galerkin approximation schemes are considered in connection with inverse problems for the estimation of spatially varying coefficients and boundary condition parameters in second order hyperbolic systems typical of those arising in 1-D surface seismic problems. Spline based algorithms are proposed for which theoretical convergence results along with a representative sample of numerical findings are given.
Fast Generation of Ensembles of Cosmological N-Body Simulations via Mode-Resampling
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schneider, M D; Cole, S; Frenk, C S
2011-02-14
We present an algorithm for quickly generating multiple realizations of N-body simulations to be used, for example, for cosmological parameter estimation from surveys of large-scale structure. Our algorithm uses a new method to resample the large-scale (Gaussian-distributed) Fourier modes in a periodic N-body simulation box in a manner that properly accounts for the nonlinear mode-coupling between large and small scales. We find that our method for adding new large-scale mode realizations recovers the nonlinear power spectrum to sub-percent accuracy on scales larger than about half the Nyquist frequency of the simulation box. Using 20 N-body simulations, we obtain a powermore » spectrum covariance matrix estimate that matches the estimator from Takahashi et al. (from 5000 simulations) with < 20% errors in all matrix elements. Comparing the rates of convergence, we determine that our algorithm requires {approx}8 times fewer simulations to achieve a given error tolerance in estimates of the power spectrum covariance matrix. The degree of success of our algorithm indicates that we understand the main physical processes that give rise to the correlations in the matter power spectrum. Namely, the large-scale Fourier modes modulate both the degree of structure growth through the variation in the effective local matter density and also the spatial frequency of small-scale perturbations through large-scale displacements. We expect our algorithm to be useful for noise modeling when constraining cosmological parameters from weak lensing (cosmic shear) and galaxy surveys, rescaling summary statistics of N-body simulations for new cosmological parameter values, and any applications where the influence of Fourier modes larger than the simulation size must be accounted for.« less
On estimating the phase of a periodic waveform in additive Gaussian noise, part 3
NASA Technical Reports Server (NTRS)
Rauch, L. L.
1991-01-01
Motivated by advances in signal processing technology that support more complex algorithms, researchers have taken a new look at the problem of estimating the phase and other parameters of a nearly periodic waveform in additive Gaussian noise, based on observation during a given time interval. Parts 1 and 2 are very briefly reviewed. In part 3, the actual performances of some of the highly nonlinear estimation algorithms of parts 1 and 2 are evaluated by numerical simulation using Monte Carlo techniques.
Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach.
Koutroumpas, Konstantinos; Ballarini, Paolo; Votsi, Irene; Cournède, Paul-Henry
2016-09-01
Likelihood-free methods, like Approximate Bayesian Computation (ABC), have been extensively used in model-based statistical inference with intractable likelihood functions. When combined with Sequential Monte Carlo (SMC) algorithms they constitute a powerful approach for parameter estimation and model selection of mathematical models of complex biological systems. A crucial step in the ABC-SMC algorithms, significantly affecting their performance, is the propagation of a set of parameter vectors through a sequence of intermediate distributions using Markov kernels. In this article, we employ Dirichlet process mixtures (DPMs) to design optimal transition kernels and we present an ABC-SMC algorithm with DPM kernels. We illustrate the use of the proposed methodology using real data for the canonical Wnt signaling pathway. A multi-compartment model of the pathway is developed and it is compared to an existing model. The results indicate that DPMs are more efficient in the exploration of the parameter space and can significantly improve ABC-SMC performance. In comparison to alternative sampling schemes that are commonly used, the proposed approach can bring potential benefits in the estimation of complex multimodal distributions. The method is used to estimate the parameters and the initial state of two models of the Wnt pathway and it is shown that the multi-compartment model fits better the experimental data. Python scripts for the Dirichlet Process Gaussian Mixture model and the Gibbs sampler are available at https://sites.google.com/site/kkoutroumpas/software konstantinos.koutroumpas@ecp.fr. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Motion prediction of a non-cooperative space target
NASA Astrophysics Data System (ADS)
Zhou, Bang-Zhao; Cai, Guo-Ping; Liu, Yun-Meng; Liu, Pan
2018-01-01
Capturing a non-cooperative space target is a tremendously challenging research topic. Effective acquisition of motion information of the space target is the premise to realize target capture. In this paper, motion prediction of a free-floating non-cooperative target in space is studied and a motion prediction algorithm is proposed. In order to predict the motion of the free-floating non-cooperative target, dynamic parameters of the target must be firstly identified (estimated), such as inertia, angular momentum and kinetic energy and so on; then the predicted motion of the target can be acquired by substituting these identified parameters into the Euler's equations of the target. Accurate prediction needs precise identification. This paper presents an effective method to identify these dynamic parameters of a free-floating non-cooperative target. This method is based on two steps, (1) the rough estimation of the parameters is computed using the motion observation data to the target, and (2) the best estimation of the parameters is found by an optimization method. In the optimization problem, the objective function is based on the difference between the observed and the predicted motion, and the interior-point method (IPM) is chosen as the optimization algorithm, which starts at the rough estimate obtained in the first step and finds a global minimum to the objective function with the guidance of objective function's gradient. So the speed of IPM searching for the global minimum is fast, and an accurate identification can be obtained in time. The numerical results show that the proposed motion prediction algorithm is able to predict the motion of the target.
NASA Astrophysics Data System (ADS)
Dat, Tran Huy; Takeda, Kazuya; Itakura, Fumitada
We present a multichannel speech enhancement method based on MAP speech spectral magnitude estimation using a generalized gamma model of speech prior distribution, where the model parameters are adapted from actual noisy speech in a frame-by-frame manner. The utilization of a more general prior distribution with its online adaptive estimation is shown to be effective for speech spectral estimation in noisy environments. Furthermore, the multi-channel information in terms of cross-channel statistics are shown to be useful to better adapt the prior distribution parameters to the actual observation, resulting in better performance of speech enhancement algorithm. We tested the proposed algorithm in an in-car speech database and obtained significant improvements of the speech recognition performance, particularly under non-stationary noise conditions such as music, air-conditioner and open window.
On estimating the phase of periodic waveform in additive Gaussian noise, part 2
NASA Astrophysics Data System (ADS)
Rauch, L. L.
1984-11-01
Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.
On Estimating the Phase of Periodic Waveform in Additive Gaussian Noise, Part 2
NASA Technical Reports Server (NTRS)
Rauch, L. L.
1984-01-01
Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.
Ting, T O; Man, Ka Lok; Lim, Eng Gee; Leach, Mark
2014-01-01
In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area.
Ting, T. O.; Lim, Eng Gee
2014-01-01
In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area. PMID:25162041
NASA Astrophysics Data System (ADS)
Bieringer, Paul E.; Rodriguez, Luna M.; Vandenberghe, Francois; Hurst, Jonathan G.; Bieberbach, George; Sykes, Ian; Hannan, John R.; Zaragoza, Jake; Fry, Richard N.
2015-12-01
Accurate simulations of the atmospheric transport and dispersion (AT&D) of hazardous airborne materials rely heavily on the source term parameters necessary to characterize the initial release and meteorological conditions that drive the downwind dispersion. In many cases the source parameters are not known and consequently based on rudimentary assumptions. This is particularly true of accidental releases and the intentional releases associated with terrorist incidents. When available, meteorological observations are often not representative of the conditions at the location of the release and the use of these non-representative meteorological conditions can result in significant errors in the hazard assessments downwind of the sensors, even when the other source parameters are accurately characterized. Here, we describe a computationally efficient methodology to characterize both the release source parameters and the low-level winds (eg. winds near the surface) required to produce a refined downwind hazard. This methodology, known as the Variational Iterative Refinement Source Term Estimation (STE) Algorithm (VIRSA), consists of a combination of modeling systems. These systems include a back-trajectory based source inversion method, a forward Gaussian puff dispersion model, a variational refinement algorithm that uses both a simple forward AT&D model that is a surrogate for the more complex Gaussian puff model and a formal adjoint of this surrogate model. The back-trajectory based method is used to calculate a ;first guess; source estimate based on the available observations of the airborne contaminant plume and atmospheric conditions. The variational refinement algorithm is then used to iteratively refine the first guess STE parameters and meteorological variables. The algorithm has been evaluated across a wide range of scenarios of varying complexity. It has been shown to improve the source parameters for location by several hundred percent (normalized by the distance from source to the closest sampler), and improve mass estimates by several orders of magnitude. Furthermore, it also has the ability to operate in scenarios with inconsistencies between the wind and airborne contaminant sensor observations and adjust the wind to provide a better match between the hazard prediction and the observations.
Analysis and application of minimum variance discrete time system identification
NASA Technical Reports Server (NTRS)
Kaufman, H.; Kotob, S.
1975-01-01
An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
Bio-Optics Based Sensation Imaging for Breast Tumor Detection Using Tissue Characterization
Lee, Jong-Ha; Kim, Yoon Nyun; Park, Hee-Jun
2015-01-01
The tissue inclusion parameter estimation method is proposed to measure the stiffness as well as geometric parameters. The estimation is performed based on the tactile data obtained at the surface of the tissue using an optical tactile sensation imaging system (TSIS). A forward algorithm is designed to comprehensively predict the tactile data based on the mechanical properties of tissue inclusion using finite element modeling (FEM). This forward information is used to develop an inversion algorithm that will be used to extract the size, depth, and Young's modulus of a tissue inclusion from the tactile data. We utilize the artificial neural network (ANN) for the inversion algorithm. The proposed estimation method was validated by a realistic tissue phantom with stiff inclusions. The experimental results showed that the proposed estimation method can measure the size, depth, and Young's modulus of a tissue inclusion with 0.58%, 3.82%, and 2.51% relative errors, respectively. The obtained results prove that the proposed method has potential to become a useful screening and diagnostic method for breast cancer. PMID:25785306
Joint parameter and state estimation algorithms for real-time traffic monitoring.
DOT National Transportation Integrated Search
2013-12-01
A common approach to traffic monitoring is to combine a macroscopic traffic flow model with traffic sensor data in a process called state estimation, data fusion, or data assimilation. The main challenge of traffic state estimation is the integration...
Analysis of Air Traffic Track Data with the AutoBayes Synthesis System
NASA Technical Reports Server (NTRS)
Schumann, Johann Martin Philip; Cate, Karen; Lee, Alan G.
2010-01-01
The Next Generation Air Traffic System (NGATS) is aiming to provide substantial computer support for the air traffic controllers. Algorithms for the accurate prediction of aircraft movements are of central importance for such software systems but trajectory prediction has to work reliably in the presence of unknown parameters and uncertainties. We are using the AutoBayes program synthesis system to generate customized data analysis algorithms that process large sets of aircraft radar track data in order to estimate parameters and uncertainties. In this paper, we present, how the tasks of finding structure in track data, estimation of important parameters in climb trajectories, and the detection of continuous descent approaches can be accomplished with compact task-specific AutoBayes specifications. We present an overview of the AutoBayes architecture and describe, how its schema-based approach generates customized analysis algorithms, documented C/C++ code, and detailed mathematical derivations. Results of experiments with actual air traffic control data are discussed.
DOT National Transportation Integrated Search
2013-08-01
This report summarizes research conducted at Penn State, Virginia Tech, and West Virginia University on the development of algorithms based on the generalized polynomial chaos (gpc) expansion for the online estimation of automotive and transportation...
NASA Astrophysics Data System (ADS)
Yao, Yunjun; Liang, Shunlin; Yu, Jian; Zhao, Shaohua; Lin, Yi; Jia, Kun; Zhang, Xiaotong; Cheng, Jie; Xie, Xianhong; Sun, Liang; Wang, Xuanyu; Zhang, Lilin
2017-04-01
Accurate estimates of terrestrial latent heat of evaporation (LE) for different biomes are essential to assess energy, water and carbon cycles. Different satellite- based Priestley-Taylor (PT) algorithms have been developed to estimate LE in different biomes. However, there are still large uncertainties in LE estimates for different PT algorithms. In this study, we evaluated differences in estimating terrestrial water flux in different biomes from three satellite-based PT algorithms using ground-observed data from eight eddy covariance (EC) flux towers of China. The results reveal that large differences in daily LE estimates exist based on EC measurements using three PT algorithms among eight ecosystem types. At the forest (CBS) site, all algorithms demonstrate high performance with low root mean square error (RMSE) (less than 16 W/m2) and high squared correlation coefficient (R2) (more than 0.9). At the village (HHV) site, the ATI-PT algorithm has the lowest RMSE (13.9 W/m2), with bias of 2.7 W/m2 and R2 of 0.66. At the irrigated crop (HHM) site, almost all models algorithms underestimate LE, indicating these algorithms may not capture wet soil evaporation by parameterization of the soil moisture. In contrast, the SM-PT algorithm shows high values of R2 (comparable to those of ATI-PT and VPD-PT) at most other (grass, wetland, desert and Gobi) biomes. There are no obvious differences in seasonal LE estimation using MODIS NDVI and LAI at most sites. However, all meteorological or satellite-based water-related parameters used in the PT algorithm have uncertainties for optimizing water constraints. This analysis highlights the need to improve PT algorithms with regard to water constraints.
Implementation of the EM Algorithm in the Estimation of Item Parameters: The BILOG Computer Program.
ERIC Educational Resources Information Center
Mislevy, Robert J.; Bock, R. Darrell
This paper reviews the basic elements of the EM approach to estimating item parameters and illustrates its use with one simulated and one real data set. In order to illustrate the use of the BILOG computer program, runs for 1-, 2-, and 3-parameter models are presented for the two sets of data. First is a set of responses from 1,000 persons to five…
NASA Technical Reports Server (NTRS)
Quek, Kok How Francis
1990-01-01
A method of computing reliable Gaussian and mean curvature sign-map descriptors from the polynomial approximation of surfaces was demonstrated. Such descriptors which are invariant under perspective variation are suitable for hypothesis generation. A means for determining the pose of constructed geometric forms whose algebraic surface descriptors are nonlinear in terms of their orienting parameters was developed. This was done by means of linear functions which are capable of approximating nonlinear forms and determining their parameters. It was shown that biquadratic surfaces are suitable companion linear forms for cylindrical approximation and parameter estimation. The estimates provided the initial parametric approximations necessary for a nonlinear regression stage to fine tune the estimates by fitting the actual nonlinear form to the data. A hypothesis-based split-merge algorithm for extraction and pose determination of cylinders and planes which merge smoothly into other surfaces was developed. It was shown that all split-merge algorithms are hypothesis-based. A finite-state algorithm for the extraction of the boundaries of run-length regions was developed. The computation takes advantage of the run list topology and boundary direction constraints implicit in the run-length encoding.
Evaluation of a new parallel numerical parameter optimization algorithm for a dynamical system
NASA Astrophysics Data System (ADS)
Duran, Ahmet; Tuncel, Mehmet
2016-10-01
It is important to have a scalable parallel numerical parameter optimization algorithm for a dynamical system used in financial applications where time limitation is crucial. We use Message Passing Interface parallel programming and present such a new parallel algorithm for parameter estimation. For example, we apply the algorithm to the asset flow differential equations that have been developed and analyzed since 1989 (see [3-6] and references contained therein). We achieved speed-up for some time series to run up to 512 cores (see [10]). Unlike [10], we consider more extensive financial market situations, for example, in presence of low volatility, high volatility and stock market price at a discount/premium to its net asset value with varying magnitude, in this work. Moreover, we evaluated the convergence of the model parameter vector, the nonlinear least squares error and maximum improvement factor to quantify the success of the optimization process depending on the number of initial parameter vectors.
NASA Astrophysics Data System (ADS)
Yu, Haiqing; Chen, Shuhang; Chen, Yunmei; Liu, Huafeng
2017-05-01
Dynamic positron emission tomography (PET) is capable of providing both spatial and temporal information of radio tracers in vivo. In this paper, we present a novel joint estimation framework to reconstruct temporal sequences of dynamic PET images and the coefficients characterizing the system impulse response function, from which the associated parametric images of the system macro parameters for tracer kinetics can be estimated. The proposed algorithm, which combines statistical data measurement and tracer kinetic models, integrates a dictionary sparse coding (DSC) into a total variational minimization based algorithm for simultaneous reconstruction of the activity distribution and parametric map from measured emission sinograms. DSC, based on the compartmental theory, provides biologically meaningful regularization, and total variation regularization is incorporated to provide edge-preserving guidance. We rely on techniques from minimization algorithms (the alternating direction method of multipliers) to first generate the estimated activity distributions with sub-optimal kinetic parameter estimates, and then recover the parametric maps given these activity estimates. These coupled iterative steps are repeated as necessary until convergence. Experiments with synthetic, Monte Carlo generated data, and real patient data have been conducted, and the results are very promising.
NASA Technical Reports Server (NTRS)
Baxa, Ernest G., Jr.; Lee, Jonggil
1991-01-01
The pulse pair method for spectrum parameter estimation is commonly used in pulse Doppler weather radar signal processing since it is economical to implement and can be shown to be a maximum likelihood estimator. With the use of airborne weather radar for windshear detection, the turbulent weather and strong ground clutter return spectrum differs from that assumed in its derivation, so the performance robustness of the pulse pair technique must be understood. Here, the effect of radar system pulse to pulse phase jitter and signal spectrum skew on the pulse pair algorithm performance is discussed. Phase jitter effect may be significant when the weather return signal to clutter ratio is very low and clutter rejection filtering is attempted. The analysis can be used to develop design specifications for airborne radar system phase stability. It is also shown that the weather return spectrum skew can cause a significant bias in the pulse pair mean windspeed estimates, and that the poly pulse pair algorithm can reduce this bias. It is suggested that use of a spectrum mode estimator may be more appropriate in characterizing the windspeed within a radar range resolution cell for detection of hazardous windspeed gradients.
Parameters estimation of sandwich beam model with rigid polyurethane foam core
NASA Astrophysics Data System (ADS)
Barbieri, Nilson; Barbieri, Renato; Winikes, Luiz Carlos
2010-02-01
In this work, the physical parameters of sandwich beams made with the association of hot-rolled steel, Polyurethane rigid foam and High Impact Polystyrene, used for the assembly of household refrigerators and food freezers are estimated using measured and numeric frequency response functions (FRFs). The mathematical models are obtained using the finite element method (FEM) and the Timoshenko beam theory. The physical parameters are estimated using the amplitude correlation coefficient and genetic algorithm (GA). The experimental data are obtained using the impact hammer and four accelerometers displaced along the sample (cantilevered beam). The parameters estimated are Young's modulus and the loss factor of the Polyurethane rigid foam and the High Impact Polystyrene.
XDGMM: eXtreme Deconvolution Gaussian Mixture Modeling
NASA Astrophysics Data System (ADS)
Holoien, Thomas W.-S.; Marshall, Philip J.; Wechsler, Risa H.
2017-08-01
XDGMM uses Gaussian mixtures to do density estimation of noisy, heterogenous, and incomplete data using extreme deconvolution (XD) algorithms which is compatible with the scikit-learn machine learning methods. It implements both the astroML and Bovy et al. (2011) algorithms, and extends the BaseEstimator class from scikit-learn so that cross-validation methods work. It allows the user to produce a conditioned model if values of some parameters are known.
The Application Programming Interface (API) for Uncertainty Analysis, Sensitivity Analysis, and Parameter Estimation (UA/SA/PE API) tool development, here fore referred to as the Calibration, Optimization, and Sensitivity and Uncertainty Algorithms API (COSU-API), was initially d...
Multiple Source DF (Direction Finding) Signal Processing: An Experimental System,
The MUltiple SIgnal Characterization ( MUSIC ) algorithm is an implementation of the Signal Subspace Approach to provide parameter estimates of...the signal subspace (obtained from the received data) and the array manifold (obtained via array calibration). The MUSIC algorithm has been
NASA Astrophysics Data System (ADS)
Farmann, Alexander; Waag, Wladislaw; Sauer, Dirk Uwe
2015-12-01
Robust algorithms using reduced order equivalent circuit model (ECM) for an accurate and reliable estimation of battery states in various applications become more popular. In this study, a novel adaptive, self-learning heuristic algorithm for on-board impedance parameters and voltage estimation of lithium-ion batteries (LIBs) in electric vehicles is introduced. The presented approach is verified using LIBs with different composition of chemistries (NMC/C, NMC/LTO, LFP/C) at different aging states. An impedance-based reduced order ECM incorporating ohmic resistance and a combination of a constant phase element and a resistance (so-called ZARC-element) is employed. Existing algorithms in vehicles are much more limited in the complexity of the ECMs. The algorithm is validated using seven day real vehicle data with high temperature variation including very low temperatures (from -20 °C to +30 °C) at different Depth-of-Discharges (DoDs). Two possibilities to approximate both ZARC-elements with finite number of RC-elements on-board are shown and the results of the voltage estimation are compared. Moreover, the current dependence of the charge-transfer resistance is considered by employing Butler-Volmer equation. Achieved results indicate that both models yield almost the same grade of accuracy.
Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel
2016-01-01
Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005
Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel
2016-01-01
Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.
NASA Astrophysics Data System (ADS)
Ma, H.
2016-12-01
Land surface parameters from remote sensing observations are critical in monitoring and modeling of global climate change and biogeochemical cycles. Current methods for estimating land surface parameters are generally parameter-specific algorithms and are based on instantaneous physical models, which result in spatial, temporal and physical inconsistencies in current global products. Besides, optical and Thermal Infrared (TIR) remote sensing observations are usually separated to use based on different models , and the Middle InfraRed (MIR) observations have received little attention due to the complexity of the radiometric signal that mixes both reflected and emitted fluxes. In this paper, we proposed a unified algorithm for simultaneously retrieving a total of seven land surface parameters, including Leaf Area Index (LAI), Fraction of Absorbed Photosynthetically Active Radiation (FAPAR), land surface albedo, Land Surface Temperature (LST), surface emissivity, downward and upward longwave radiation, by exploiting remote sensing observations from visible to TIR domain based on a common physical Radiative Transfer (RT) model and a data assimilation framework. The coupled PROSPECT-VISIR and 4SAIL RT model were used for canopy reflectance modeling. At first, LAI was estimated using a data assimilation method that combines MODIS daily reflectance observation and a phenology model. The estimated LAI values were then input into the RT model to simulate surface spectral emissivity and surface albedo. Besides, the background albedo and the transmittance of solar radiation, and the canopy albedo were also calculated to produce FAPAR. Once the spectral emissivity of seven MODIS MIR to TIR bands were retrieved, LST can be estimated from the atmospheric corrected surface radiance by exploiting an optimization method. At last, the upward longwave radiation were estimated using the retrieved LST, broadband emissivity (converted from spectral emissivity) and the downward longwave radiation (modeled by MODTRAN). These seven parameters were validated over several representative sites with different biome type, and compared with MODIS and GLASS product. Results showed that this unified inversion algorithm can retrieve temporally complete and physical consistent land surface parameters with high accuracy.
Wu, Hulin; Xue, Hongqi; Kumar, Arun
2012-06-01
Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.
NASA Technical Reports Server (NTRS)
Jentz, R. R.; Wackerman, C. C.; Shuchman, R. A.; Onstott, R. G.; Gloersen, Per; Cavalieri, Don; Ramseier, Rene; Rubinstein, Irene; Comiso, Joey; Hollinger, James
1991-01-01
Previous research studies have focused on producing algorithms for extracting geophysical information from passive microwave data regarding ice floe size, sea ice concentration, open water lead locations, and sea ice extent. These studies have resulted in four separate algorithms for extracting these geophysical parameters. Sea ice concentration estimates generated from each of these algorithms (i.e., NASA/Team, NASA/Comiso, AES/York, and Navy) are compared to ice concentration estimates produced from coincident high-resolution synthetic aperture radar (SAR) data. The SAR concentration estimates are produced from data collected in both the Beaufort Sea and the Greenland Sea in March 1988 and March 1989, respectively. The SAR data are coincident to the passive microwave data generated by the Special Sensor Microwave/Imager (SSM/I).
Robust adaptive uniform exact tracking control for uncertain Euler-Lagrange system
NASA Astrophysics Data System (ADS)
Yang, Yana; Hua, Changchun; Li, Junpeng; Guan, Xinping
2017-12-01
This paper offers a solution to the robust adaptive uniform exact tracking control for uncertain nonlinear Euler-Lagrange (EL) system. An adaptive finite-time tracking control algorithm is designed by proposing a novel nonsingular integral terminal sliding-mode surface. Moreover, a new adaptive parameter tuning law is also developed by making good use of the system tracking errors and the adaptive parameter estimation errors. Thus, both the trajectory tracking and the parameter estimation can be achieved in a guaranteed time adjusted arbitrarily based on practical demands, simultaneously. Additionally, the control result for the EL system proposed in this paper can be extended to high-order nonlinear systems easily. Finally, a test-bed 2-DOF robot arm is set-up to demonstrate the performance of the new control algorithm.
The multiple complex exponential model and its application to EEG analysis
NASA Astrophysics Data System (ADS)
Chen, Dao-Mu; Petzold, J.
The paper presents a novel approach to the analysis of the EEG signal, which is based on a multiple complex exponential (MCE) model. Parameters of the model are estimated using a nonharmonic Fourier expansion algorithm. The central idea of the algorithm is outlined, and the results, estimated on the basis of simulated data, are presented and compared with those obtained by the conventional methods of signal analysis. Preliminary work on various application possibilities of the MCE model in EEG data analysis is described. It is shown that the parameters of the MCE model reflect the essential information contained in an EEG segment. These parameters characterize the EEG signal in a more objective way because they are closer to the recent supposition of the nonlinear character of the brain's dynamic behavior.
Material parameter estimation with terahertz time-domain spectroscopy.
Dorney, T D; Baraniuk, R G; Mittleman, D M
2001-07-01
Imaging systems based on terahertz (THz) time-domain spectroscopy offer a range of unique modalities owing to the broad bandwidth, subpicosecond duration, and phase-sensitive detection of the THz pulses. Furthermore, the possibility exists for combining spectroscopic characterization or identification with imaging because the radiation is broadband in nature. To achieve this, we require novel methods for real-time analysis of THz waveforms. This paper describes a robust algorithm for extracting material parameters from measured THz waveforms. Our algorithm simultaneously obtains both the thickness and the complex refractive index of an unknown sample under certain conditions. In contrast, most spectroscopic transmission measurements require knowledge of the sample's thickness for an accurate determination of its optical parameters. Our approach relies on a model-based estimation, a gradient descent search, and the total variation measure. We explore the limits of this technique and compare the results with literature data for optical parameters of several different materials.
Su, Fei; Wang, Jiang; Deng, Bin; Wei, Xi-Le; Chen, Ying-Yuan; Liu, Chen; Li, Hui-Yan
2015-02-01
The objective here is to explore the use of adaptive input-output feedback linearization method to achieve an improved deep brain stimulation (DBS) algorithm for closed-loop control of Parkinson's state. The control law is based on a highly nonlinear computational model of Parkinson's disease (PD) with unknown parameters. The restoration of thalamic relay reliability is formulated as the desired outcome of the adaptive control methodology, and the DBS waveform is the control input. The control input is adjusted in real time according to estimates of unknown parameters as well as the feedback signal. Simulation results show that the proposed adaptive control algorithm succeeds in restoring the relay reliability of the thalamus, and at the same time achieves accurate estimation of unknown parameters. Our findings point to the potential value of adaptive control approach that could be used to regulate DBS waveform in more effective treatment of PD.
Bowen, Spencer L.; Byars, Larry G.; Michel, Christian J.; Chonde, Daniel B.; Catana, Ciprian
2014-01-01
Kinetic parameters estimated from dynamic 18F-fluorodeoxyglucose PET acquisitions have been used frequently to assess brain function in humans. Neglecting partial volume correction (PVC) for a dynamic series has been shown to produce significant bias in model estimates. Accurate PVC requires a space-variant model describing the reconstructed image spatial point spread function (PSF) that accounts for resolution limitations, including non-uniformities across the field of view due to the parallax effect. For OSEM, image resolution convergence is local and influenced significantly by the number of iterations, the count density, and background-to-target ratio. As both count density and background-to-target values for a brain structure can change during a dynamic scan, the local image resolution may also concurrently vary. When PVC is applied post-reconstruction the kinetic parameter estimates may be biased when neglecting the frame-dependent resolution. We explored the influence of the PVC method and implementation on kinetic parameters estimated by fitting 18F-fluorodeoxyglucose dynamic data acquired on a dedicated brain PET scanner and reconstructed with and without PSF modelling in the OSEM algorithm. The performance of several PVC algorithms was quantified with a phantom experiment, an anthropomorphic Monte Carlo simulation, and a patient scan. Using the last frame reconstructed image only for regional spread function (RSF) generation, as opposed to computing RSFs for each frame independently, and applying perturbation GTM PVC with PSF based OSEM produced the lowest magnitude bias kinetic parameter estimates in most instances, although at the cost of increased noise compared to the PVC methods utilizing conventional OSEM. Use of the last frame RSFs for PVC with no PSF modelling in the OSEM algorithm produced the lowest bias in CMRGlc estimates, although by less than 5% in most cases compared to the other PVC methods. The results indicate that the PVC implementation and choice of PSF modelling in the reconstruction can significantly impact model parameters. PMID:24052021
Design and Calibration of the X-33 Flush Airdata Sensing (FADS) System
NASA Technical Reports Server (NTRS)
Whitmore, Stephen A.; Cobleigh, Brent R.; Haering, Edward A.
1998-01-01
This paper presents the design of the X-33 Flush Airdata Sensing (FADS) system. The X-33 FADS uses a matrix of pressure orifices on the vehicle nose to estimate airdata parameters. The system is designed with dual-redundant measurement hardware, which produces two independent measurement paths. Airdata parameters that correspond to the measurement path with the minimum fit error are selected as the output values. This method enables a single sensor failure to occur with minimal degrading of the system performance. The paper shows the X-33 FADS architecture, derives the estimating algorithms, and demonstrates a mathematical analysis of the FADS system stability. Preliminary aerodynamic calibrations are also presented here. The calibration parameters, the position error coefficient (epsilon), and flow correction terms for the angle of attack (delta alpha), and angle of sideslip (delta beta) are derived from wind tunnel data. Statistical accuracy of' the calibration is evaluated by comparing the wind tunnel reference conditions to the airdata parameters estimated. This comparison is accomplished by applying the calibrated FADS algorithm to the sensed wind tunnel pressures. When the resulting accuracy estimates are compared to accuracy requirements for the X-33 airdata, the FADS system meets these requirements.
PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS
DOE Office of Scientific and Technical Information (OSTI.GOV)
He, Shiyuan; Huang, Jianhua Z.; Long, James
2016-12-01
We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less
Nonlinear Blind Compensation for Array Signal Processing Application
Ma, Hong; Jin, Jiang; Zhang, Hua
2018-01-01
Recently, nonlinear blind compensation technique has attracted growing attention in array signal processing application. However, due to the nonlinear distortion stemming from array receiver which consists of multi-channel radio frequency (RF) front-ends, it is too difficult to estimate the parameters of array signal accurately. A novel nonlinear blind compensation algorithm aims at the nonlinearity mitigation of array receiver and its spurious-free dynamic range (SFDR) improvement, which will be more precise to estimate the parameters of target signals such as their two-dimensional directions of arrival (2-D DOAs). Herein, the suggested method is designed as follows: the nonlinear model parameters of any channel of RF front-end are extracted to synchronously compensate the nonlinear distortion of the entire receiver. Furthermore, a verification experiment on the array signal from a uniform circular array (UCA) is adopted to testify the validity of our approach. The real-world experimental results show that the SFDR of the receiver is enhanced, leading to a significant improvement of the 2-D DOAs estimation performance for weak target signals. And these results demonstrate that our nonlinear blind compensation algorithm is effective to estimate the parameters of weak array signal in concomitance with strong jammers. PMID:29690571
Markov Chain Monte Carlo Used in Parameter Inference of Magnetic Resonance Spectra
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hock, Kiel; Earle, Keith
2016-02-06
In this paper, we use Boltzmann statistics and the maximum likelihood distribution derived from Bayes’ Theorem to infer parameter values for a Pake Doublet Spectrum, a lineshape of historical significance and contemporary relevance for determining distances between interacting magnetic dipoles. A Metropolis Hastings Markov Chain Monte Carlo algorithm is implemented and designed to find the optimum parameter set and to estimate parameter uncertainties. In conclusion, the posterior distribution allows us to define a metric on parameter space that induces a geometry with negative curvature that affects the parameter uncertainty estimates, particularly for spectra with low signal to noise.
Nonlinear Curve-Fitting Program
NASA Technical Reports Server (NTRS)
Everhart, Joel L.; Badavi, Forooz F.
1989-01-01
Nonlinear optimization algorithm helps in finding best-fit curve. Nonlinear Curve Fitting Program, NLINEAR, interactive curve-fitting routine based on description of quadratic expansion of X(sup 2) statistic. Utilizes nonlinear optimization algorithm calculating best statistically weighted values of parameters of fitting function and X(sup 2) minimized. Provides user with such statistical information as goodness of fit and estimated values of parameters producing highest degree of correlation between experimental data and mathematical model. Written in FORTRAN 77.
NASA Astrophysics Data System (ADS)
Tsang, Sik-Ho; Chan, Yui-Lam; Siu, Wan-Chi
2017-01-01
Weighted prediction (WP) is an efficient video coding tool that was introduced since the establishment of the H.264/AVC video coding standard, for compensating the temporal illumination change in motion estimation and compensation. WP parameters, including a multiplicative weight and an additive offset for each reference frame, are required to be estimated and transmitted to the decoder by slice header. These parameters cause extra bits in the coded video bitstream. High efficiency video coding (HEVC) provides WP parameter prediction to reduce the overhead. Therefore, WP parameter prediction is crucial to research works or applications, which are related to WP. Prior art has been suggested to further improve the WP parameter prediction by implicit prediction of image characteristics and derivation of parameters. By exploiting both temporal and interlayer redundancies, we propose three WP parameter prediction algorithms, enhanced implicit WP parameter, enhanced direct WP parameter derivation, and interlayer WP parameter, to further improve the coding efficiency of HEVC. Results show that our proposed algorithms can achieve up to 5.83% and 5.23% bitrate reduction compared to the conventional scalable HEVC in the base layer for SNR scalability and 2× spatial scalability, respectively.
First Attempt of Orbit Determination of SLR Satellites and Space Debris Using Genetic Algorithms
NASA Astrophysics Data System (ADS)
Deleflie, F.; Coulot, D.; Descosta, R.; Fernier, A.; Richard, P.
2013-08-01
We present an orbit determination method based on genetic algorithms. Contrary to usual estimation methods mainly based on least-squares methods, these algorithms do not require any a priori knowledge of the initial state vector to be estimated. These algorithms can be applied when a new satellite is launched or for uncatalogued objects that appear in images obtained from robotic telescopes such as the TAROT ones. We show in this paper preliminary results obtained from an SLR satellite, for which tracking data acquired by the ILRS network enable to build accurate orbital arcs at a few centimeter level, which can be used as a reference orbit ; in this case, the basic observations are made up of time series of ranges, obtained from various tracking stations. We show as well the results obtained from the observations acquired by the two TAROT telescopes on the Telecom-2D satellite operated by CNES ; in that case, the observations are made up of time series of azimuths and elevations, seen from the two TAROT telescopes. The method is carried out in several steps: (i) an analytical propagation of the equations of motion, (ii) an estimation kernel based on genetic algorithms, which follows the usual steps of such approaches: initialization and evolution of a selected population, so as to determine the best parameters. Each parameter to be estimated, namely each initial keplerian element, has to be searched among an interval that is preliminary chosen. The algorithm is supposed to converge towards an optimum over a reasonable computational time.
An adaptive bit synchronization algorithm under time-varying environment.
NASA Technical Reports Server (NTRS)
Chow, L. R.; Owen, H. A., Jr.; Wang, P. P.
1973-01-01
This paper presents an adaptive estimation algorithm for bit synchronization, assuming that the parameters of the incoming data process are time-varying. Experiment results have proved that this synchronizer is workable either judged by the amount of data required or the speed of convergence.
F-8C adaptive flight control extensions. [for maximum likelihood estimation
NASA Technical Reports Server (NTRS)
Stein, G.; Hartmann, G. L.
1977-01-01
An adaptive concept which combines gain-scheduled control laws with explicit maximum likelihood estimation (MLE) identification to provide the scheduling values is described. The MLE algorithm was improved by incorporating attitude data, estimating gust statistics for setting filter gains, and improving parameter tracking during changing flight conditions. A lateral MLE algorithm was designed to improve true air speed and angle of attack estimates during lateral maneuvers. Relationships between the pitch axis sensors inherent in the MLE design were examined and used for sensor failure detection. Design details and simulation performance are presented for each of the three areas investigated.
ESTIMATION OF PHYSIOCHEMICAL PROPERTIES OF ORGANIC COMPOUNDS BY SPARC
The computer program SPARC (SPARC Performs Automated Reasoning in Chemistry) has been under development for several years to estimate physical properties and chemical reactivity parameters of organic compounds strictly from molecular structure. SPARC uses computational algorithms...
NASA Astrophysics Data System (ADS)
Tartakovsky, A.; Tong, M.; Brown, A. P.; Agh, C.
2013-09-01
We develop efficient spatiotemporal image processing algorithms for rejection of non-stationary clutter and tracking of multiple dim objects using non-linear track-before-detect methods. For clutter suppression, we include an innovative image alignment (registration) algorithm. The images are assumed to contain elements of the same scene, but taken at different angles, from different locations, and at different times, with substantial clutter non-stationarity. These challenges are typical for space-based and surface-based IR/EO moving sensors, e.g., highly elliptical orbit or low earth orbit scenarios. The algorithm assumes that the images are related via a planar homography, also known as the projective transformation. The parameters are estimated in an iterative manner, at each step adjusting the parameter vector so as to achieve improved alignment of the images. Operating in the parameter space rather than in the coordinate space is a new idea, which makes the algorithm more robust with respect to noise as well as to large inter-frame disturbances, while operating at real-time rates. For dim object tracking, we include new advancements to a particle non-linear filtering-based track-before-detect (TrbD) algorithm. The new TrbD algorithm includes both real-time full image search for resolved objects not yet in track and joint super-resolution and tracking of individual objects in closely spaced object (CSO) clusters. The real-time full image search provides near-optimal detection and tracking of multiple extremely dim, maneuvering objects/clusters. The super-resolution and tracking CSO TrbD algorithm provides efficient near-optimal estimation of the number of unresolved objects in a CSO cluster, as well as the locations, velocities, accelerations, and intensities of the individual objects. We demonstrate that the algorithm is able to accurately estimate the number of CSO objects and their locations when the initial uncertainty on the number of objects is large. We demonstrate performance of the TrbD algorithm both for satellite-based and surface-based EO/IR surveillance scenarios.
Detection of motion and posture change using an IR-UWB radar.
Van Nguyen; Javaid, Abdul Q; Weitnauer, Mary A
2016-08-01
Impulse radio ultra-wide band (IR-UWB) radar has recently emerged as a promising candidate for non-contact monitoring of respiration and heart rate. Different studies have reported various radar based algorithms for estimation of these physiological parameters. The radar can be placed under a subject's mattress as he lays stationary on his back or it can be attached to the ceiling directly above the subject's bed. However, advertent or inadvertent movement on part of the subject and different postures can affect the radar returned signal and also the accuracy of the estimated parameters from it. The detection and analysis of these postural changes can not only lead to improvement in estimation algorithms but also towards prevention of bed sores and ulcers in patients who require periodic posture changes. In this paper, we present an algorithm that detects and quantifies different types of motion events using an under-the-mattress IR-UWB radar. The algorithm also indicates a change in posture after a macro-movement event. Based on the findings of this paper, we anticipate that IR-UWB radar can be used for extracting posture related information in non-clinical enviroments for patients who are bed-ridden.
Ambiguity Resolution for Phase-Based 3-D Source Localization under Fixed Uniform Circular Array.
Chen, Xin; Liu, Zhen; Wei, Xizhang
2017-05-11
Under fixed uniform circular array (UCA), 3-D parameter estimation of a source whose half-wavelength is smaller than the array aperture would suffer from a serious phase ambiguity problem, which also appears in a recently proposed phase-based algorithm. In this paper, by using the centro-symmetry of UCA with an even number of sensors, the source's angles and range can be decoupled and a novel algorithm named subarray grouping and ambiguity searching (SGAS) is addressed to resolve angle ambiguity. In the SGAS algorithm, each subarray formed by two couples of centro-symmetry sensors can obtain a batch of results under different ambiguities, and by searching the nearest value among subarrays, which is always corresponding to correct ambiguity, rough angle estimation with no ambiguity is realized. Then, the unambiguous angles are employed to resolve phase ambiguity in a phase-based 3-D parameter estimation algorithm, and the source's range, as well as more precise angles, can be achieved. Moreover, to improve the practical performance of SGAS, the optimal structure of subarrays and subarray selection criteria are further investigated. Simulation results demonstrate the satisfying performance of the proposed method in 3-D source localization.
The algorithm of motion blur image restoration based on PSF half-blind estimation
NASA Astrophysics Data System (ADS)
Chen, Da-Ke; Lin, Zhe
2011-08-01
A novel algorithm of motion blur image restoration based on PSF half-blind estimation with Hough transform was introduced on the basis of full analysis of the principle of TDICCD camera, with the problem that vertical uniform linear motion estimation used by IBD algorithm as the original value of PSF led to image restoration distortion. Firstly, the mathematical model of image degradation was established with the transcendental information of multi-frame images, and then two parameters (movement blur length and angle) that have crucial influence on PSF estimation was set accordingly. Finally, the ultimate restored image can be acquired through multiple iterative of the initial value of PSF estimation in Fourier domain, which the initial value was gained by the above method. Experimental results show that the proposal algorithm can not only effectively solve the image distortion problem caused by relative motion between TDICCD camera and movement objects, but also the details characteristics of original image are clearly restored.
Elenchezhiyan, M; Prakash, J
2015-09-01
In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
A memetic optimization algorithm for multi-constrained multicast routing in ad hoc networks
Hammad, Karim; El Bakly, Ahmed M.
2018-01-01
A mobile ad hoc network is a conventional self-configuring network where the routing optimization problem—subject to various Quality-of-Service (QoS) constraints—represents a major challenge. Unlike previously proposed solutions, in this paper, we propose a memetic algorithm (MA) employing an adaptive mutation parameter, to solve the multicast routing problem with higher search ability and computational efficiency. The proposed algorithm utilizes an updated scheme, based on statistical analysis, to estimate the best values for all MA parameters and enhance MA performance. The numerical results show that the proposed MA improved the delay and jitter of the network, while reducing computational complexity as compared to existing algorithms. PMID:29509760
A memetic optimization algorithm for multi-constrained multicast routing in ad hoc networks.
Ramadan, Rahab M; Gasser, Safa M; El-Mahallawy, Mohamed S; Hammad, Karim; El Bakly, Ahmed M
2018-01-01
A mobile ad hoc network is a conventional self-configuring network where the routing optimization problem-subject to various Quality-of-Service (QoS) constraints-represents a major challenge. Unlike previously proposed solutions, in this paper, we propose a memetic algorithm (MA) employing an adaptive mutation parameter, to solve the multicast routing problem with higher search ability and computational efficiency. The proposed algorithm utilizes an updated scheme, based on statistical analysis, to estimate the best values for all MA parameters and enhance MA performance. The numerical results show that the proposed MA improved the delay and jitter of the network, while reducing computational complexity as compared to existing algorithms.
Flight data processing with the F-8 adaptive algorithm
NASA Technical Reports Server (NTRS)
Hartmann, G.; Stein, G.; Petersen, K.
1977-01-01
An explicit adaptive control algorithm based on maximum likelihood estimation of parameters has been designed for NASA's DFBW F-8 aircraft. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm has been implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer and surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software. The software and its performance evaluation based on flight data are described
Optimal pattern synthesis for speech recognition based on principal component analysis
NASA Astrophysics Data System (ADS)
Korsun, O. N.; Poliyev, A. V.
2018-02-01
The algorithm for building an optimal pattern for the purpose of automatic speech recognition, which increases the probability of correct recognition, is developed and presented in this work. The optimal pattern forming is based on the decomposition of an initial pattern to principal components, which enables to reduce the dimension of multi-parameter optimization problem. At the next step the training samples are introduced and the optimal estimates for principal components decomposition coefficients are obtained by a numeric parameter optimization algorithm. Finally, we consider the experiment results that show the improvement in speech recognition introduced by the proposed optimization algorithm.
ERIC Educational Resources Information Center
Kelderman, Henk
In this paper, algorithms are described for obtaining the maximum likelihood estimates of the parameters in log-linear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual counts in the full contingency table. This is…
Dräger, Andreas; Kronfeld, Marcel; Ziller, Michael J; Supper, Jochen; Planatscher, Hannes; Magnus, Jørgen B; Oldiges, Marco; Kohlbacher, Oliver; Zell, Andreas
2009-01-01
Background To understand the dynamic behavior of cellular systems, mathematical modeling is often necessary and comprises three steps: (1) experimental measurement of participating molecules, (2) assignment of rate laws to each reaction, and (3) parameter calibration with respect to the measurements. In each of these steps the modeler is confronted with a plethora of alternative approaches, e. g., the selection of approximative rate laws in step two as specific equations are often unknown, or the choice of an estimation procedure with its specific settings in step three. This overall process with its numerous choices and the mutual influence between them makes it hard to single out the best modeling approach for a given problem. Results We investigate the modeling process using multiple kinetic equations together with various parameter optimization methods for a well-characterized example network, the biosynthesis of valine and leucine in C. glutamicum. For this purpose, we derive seven dynamic models based on generalized mass action, Michaelis-Menten and convenience kinetics as well as the stochastic Langevin equation. In addition, we introduce two modeling approaches for feedback inhibition to the mass action kinetics. The parameters of each model are estimated using eight optimization strategies. To determine the most promising modeling approaches together with the best optimization algorithms, we carry out a two-step benchmark: (1) coarse-grained comparison of the algorithms on all models and (2) fine-grained tuning of the best optimization algorithms and models. To analyze the space of the best parameters found for each model, we apply clustering, variance, and correlation analysis. Conclusion A mixed model based on the convenience rate law and the Michaelis-Menten equation, in which all reactions are assumed to be reversible, is the most suitable deterministic modeling approach followed by a reversible generalized mass action kinetics model. A Langevin model is advisable to take stochastic effects into account. To estimate the model parameters, three algorithms are particularly useful: For first attempts the settings-free Tribes algorithm yields valuable results. Particle swarm optimization and differential evolution provide significantly better results with appropriate settings. PMID:19144170
2011-01-01
In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison. PMID:21989173
NASA Technical Reports Server (NTRS)
Kukreja, Sunil L.; Kearney, Robert E.; Galiana, Henrietta L.
2005-01-01
A "Multimode" or "switched" system is one that switches between various modes of operation. When a switch occurs from one mode to another, a discontinuity may result followed by a smooth evolution under the new regime. Characterizing the switching behavior of these systems is not well understood and, therefore, identification of multimode systems typically requires a preprocessing step to classify the observed data according to a mode of operation. A further consequence of the switched nature of these systems is that data available for parameter estimation of any subsystem may be inadequate. As such, identification and parameter estimation of multimode systems remains an unresolved problem. In this paper, we 1) show that the NARMAX model structure can be used to describe the impulsive-smooth behavior of switched systems, 2) propose a modified extended least squares (MELS) algorithm to estimate the coefficients of such models, and 3) demonstrate its applicability to simulated and real data from the Vestibulo-Ocular Reflex (VOR). The approach will also allow the identification of other nonlinear bio-systems, suspected of containing "hard" nonlinearities.
NASA Astrophysics Data System (ADS)
Smith, D. E.; Felizardo, C.; Minson, S. E.; Boese, M.; Langbein, J. O.; Guillemot, C.; Murray, J. R.
2015-12-01
The earthquake early warning (EEW) systems in California and elsewhere can greatly benefit from algorithms that generate estimates of finite-fault parameters. These estimates could significantly improve real-time shaking calculations and yield important information for immediate disaster response. Minson et al. (2015) determined that combining FinDer's seismic-based algorithm (Böse et al., 2012) with BEFORES' geodetic-based algorithm (Minson et al., 2014) yields a more robust and informative joint solution than using either algorithm alone. FinDer examines the distribution of peak ground accelerations from seismic stations and determines the best finite-fault extent and strike from template matching. BEFORES employs a Bayesian framework to search for the best slip inversion over all possible fault geometries in terms of strike and dip. Using FinDer and BEFORES together generates estimates of finite-fault extent, strike, dip, preferred slip, and magnitude. To yield the quickest, most flexible, and open-source version of the joint algorithm, we translated BEFORES and FinDer from Matlab into C++. We are now developing a C++ Application Protocol Interface for these two algorithms to be connected to the seismic and geodetic data flowing from the EEW system. The interface that is being developed will also enable communication between the two algorithms to generate the joint solution of finite-fault parameters. Once this interface is developed and implemented, the next step will be to run test seismic and geodetic data through the system via the Earthworm module, Tank Player. This will allow us to examine algorithm performance on simulated data and past real events.
Pecha, Petr; Šmídl, Václav
2016-11-01
A stepwise sequential assimilation algorithm is proposed based on an optimisation approach for recursive parameter estimation and tracking of radioactive plume propagation in the early stage of a radiation accident. Predictions of the radiological situation in each time step of the plume propagation are driven by an existing short-term meteorological forecast and the assimilation procedure manipulates the model parameters to match the observations incoming concurrently from the terrain. Mathematically, the task is a typical ill-posed inverse problem of estimating the parameters of the release. The proposed method is designated as a stepwise re-estimation of the source term release dynamics and an improvement of several input model parameters. It results in a more precise determination of the adversely affected areas in the terrain. The nonlinear least-squares regression methodology is applied for estimation of the unknowns. The fast and adequately accurate segmented Gaussian plume model (SGPM) is used in the first stage of direct (forward) modelling. The subsequent inverse procedure infers (re-estimates) the values of important model parameters from the actual observations. Accuracy and sensitivity of the proposed method for real-time forecasting of the accident propagation is studied. First, a twin experiment generating noiseless simulated "artificial" observations is studied to verify the minimisation algorithm. Second, the impact of the measurement noise on the re-estimated source release rate is examined. In addition, the presented method can be used as a proposal for more advanced statistical techniques using, e.g., importance sampling. Copyright © 2016 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Kuschenerus, Mieke; Cullen, Robert
2016-08-01
To ensure reliability and precision of wave height estimates for future satellite altimetry missions such as Sentinel 6, reliable parameter retrieval algorithms that can extract significant wave heights up to 20 m have to be established. The retrieved parameters, i.e. the retrieval methods need to be validated extensively on a wide range of possible significant wave heights. Although current missions require wave height retrievals up to 20 m, there is little evidence of systematic validation of parameter retrieval methods for sea states with wave heights above 10 m. This paper provides a definition of a set of simulated sea states with significant wave height up to 20 m, that allow simulation of radar altimeter response echoes for extreme sea states in SAR and low resolution mode. The simulated radar responses are used to derive significant wave height estimates, which can be compared with the initial models, allowing precision estimations of the applied parameter retrieval methods. Thus we establish a validation method for significant wave height retrieval for sea states causing high significant wave heights, to allow improved understanding and planning of future satellite altimetry mission validation.
Multidimensional stochastic approximation using locally contractive functions
NASA Technical Reports Server (NTRS)
Lawton, W. M.
1975-01-01
A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.
Solution of the weighted symmetric similarity transformations based on quaternions
NASA Astrophysics Data System (ADS)
Mercan, H.; Akyilmaz, O.; Aydin, C.
2017-12-01
A new method through Gauss-Helmert model of adjustment is presented for the solution of the similarity transformations, either 3D or 2D, in the frame of errors-in-variables (EIV) model. EIV model assumes that all the variables in the mathematical model are contaminated by random errors. Total least squares estimation technique may be used to solve the EIV model. Accounting for the heteroscedastic uncertainty both in the target and the source coordinates, that is the more common and general case in practice, leads to a more realistic estimation of the transformation parameters. The presented algorithm can handle the heteroscedastic transformation problems, i.e., positions of the both target and the source points may have full covariance matrices. Therefore, there is no limitation such as the isotropic or the homogenous accuracy for the reference point coordinates. The developed algorithm takes the advantage of the quaternion definition which uniquely represents a 3D rotation matrix. The transformation parameters: scale, translations, and the quaternion (so that the rotation matrix) along with their covariances, are iteratively estimated with rapid convergence. Moreover, prior least squares (LS) estimation of the unknown transformation parameters is not required to start the iterations. We also show that the developed method can also be used to estimate the 2D similarity transformation parameters by simply treating the problem as a 3D transformation problem with zero (0) values assigned for the z-components of both target and source points. The efficiency of the new algorithm is presented with the numerical examples and comparisons with the results of the previous studies which use the same data set. Simulation experiments for the evaluation and comparison of the proposed and the conventional weighted LS (WLS) method is also presented.
Cheng, Xiaoyin; Li, Zhoulei; Liu, Zhen; Navab, Nassir; Huang, Sung-Cheng; Keller, Ulrich; Ziegler, Sibylle; Shi, Kuangyu
2015-02-12
The separation of multiple PET tracers within an overlapping scan based on intrinsic differences of tracer pharmacokinetics is challenging, due to limited signal-to-noise ratio (SNR) of PET measurements and high complexity of fitting models. In this study, we developed a direct parametric image reconstruction (DPIR) method for estimating kinetic parameters and recovering single tracer information from rapid multi-tracer PET measurements. This is achieved by integrating a multi-tracer model in a reduced parameter space (RPS) into dynamic image reconstruction. This new RPS model is reformulated from an existing multi-tracer model and contains fewer parameters for kinetic fitting. Ordered-subsets expectation-maximization (OSEM) was employed to approximate log-likelihood function with respect to kinetic parameters. To incorporate the multi-tracer model, an iterative weighted nonlinear least square (WNLS) method was employed. The proposed multi-tracer DPIR (MTDPIR) algorithm was evaluated on dual-tracer PET simulations ([18F]FDG and [11C]MET) as well as on preclinical PET measurements ([18F]FLT and [18F]FDG). The performance of the proposed algorithm was compared to the indirect parameter estimation method with the original dual-tracer model. The respective contributions of the RPS technique and the DPIR method to the performance of the new algorithm were analyzed in detail. For the preclinical evaluation, the tracer separation results were compared with single [18F]FDG scans of the same subjects measured 2 days before the dual-tracer scan. The results of the simulation and preclinical studies demonstrate that the proposed MT-DPIR method can improve the separation of multiple tracers for PET image quantification and kinetic parameter estimations.
A Bayesian approach to the modelling of α Cen A
NASA Astrophysics Data System (ADS)
Bazot, M.; Bourguignon, S.; Christensen-Dalsgaard, J.
2012-12-01
Determining the physical characteristics of a star is an inverse problem consisting of estimating the parameters of models for the stellar structure and evolution, and knowing certain observable quantities. We use a Bayesian approach to solve this problem for α Cen A, which allows us to incorporate prior information on the parameters to be estimated, in order to better constrain the problem. Our strategy is based on the use of a Markov chain Monte Carlo (MCMC) algorithm to estimate the posterior probability densities of the stellar parameters: mass, age, initial chemical composition, etc. We use the stellar evolutionary code ASTEC to model the star. To constrain this model both seismic and non-seismic observations were considered. Several different strategies were tested to fit these values, using either two free parameters or five free parameters in ASTEC. We are thus able to show evidence that MCMC methods become efficient with respect to more classical grid-based strategies when the number of parameters increases. The results of our MCMC algorithm allow us to derive estimates for the stellar parameters and robust uncertainties thanks to the statistical analysis of the posterior probability densities. We are also able to compute odds for the presence of a convective core in α Cen A. When using core-sensitive seismic observational constraints, these can rise above ˜40 per cent. The comparison of results to previous studies also indicates that these seismic constraints are of critical importance for our knowledge of the structure of this star.
Inverse Analysis of Irradiated NuclearMaterial Gamma Spectra via Nonlinear Optimization
NASA Astrophysics Data System (ADS)
Dean, Garrett James
Nuclear forensics is the collection of technical methods used to identify the provenance of nuclear material interdicted outside of regulatory control. Techniques employed in nuclear forensics include optical microscopy, gas chromatography, mass spectrometry, and alpha, beta, and gamma spectrometry. This dissertation focuses on the application of inverse analysis to gamma spectroscopy to estimate the history of pulse irradiated nuclear material. Previous work in this area has (1) utilized destructive analysis techniques to supplement the nondestructive gamma measurements, and (2) been applied to samples composed of spent nuclear fuel with long irradiation and cooling times. Previous analyses have employed local nonlinear solvers, simple empirical models of gamma spectral features, and simple detector models of gamma spectral features. The algorithm described in this dissertation uses a forward model of the irradiation and measurement process within a global nonlinear optimizer to estimate the unknown irradiation history of pulse irradiated nuclear material. The forward model includes a detector response function for photopeaks only. The algorithm uses a novel hybrid global and local search algorithm to quickly estimate the irradiation parameters, including neutron fluence, cooling time and original composition. Sequential, time correlated series of measurements are used to reduce the uncertainty in the estimated irradiation parameters. This algorithm allows for in situ measurements of interdicted irradiated material. The increase in analysis speed comes with a decrease in information that can be determined, but the sample fluence, cooling time, and composition can be determined within minutes of a measurement. Furthermore, pulse irradiated nuclear material has a characteristic feature that irradiation time and flux cannot be independently estimated. The algorithm has been tested against pulse irradiated samples of pure special nuclear material with cooling times of four minutes to seven hours. The algorithm described is capable of determining the cooling time and fluence the sample was exposed to within 10% as well as roughly estimating the relative concentrations of nuclides present in the original composition.
Kang, Le; Carter, Randy; Darcy, Kathleen; Kauderer, James; Liao, Shu-Yuan
2013-01-01
In this article we use a latent class model (LCM) with prevalence modeled as a function of covariates to assess diagnostic test accuracy in situations where the true disease status is not observed, but observations on three or more conditionally independent diagnostic tests are available. A fast Monte Carlo EM (MCEM) algorithm with binary (disease) diagnostic data is implemented to estimate parameters of interest; namely, sensitivity, specificity, and prevalence of the disease as a function of covariates. To obtain standard errors for confidence interval construction of estimated parameters, the missing information principle is applied to adjust information matrix estimates. We compare the adjusted information matrix based standard error estimates with the bootstrap standard error estimates both obtained using the fast MCEM algorithm through an extensive Monte Carlo study. Simulation demonstrates that the adjusted information matrix approach estimates the standard error similarly with the bootstrap methods under certain scenarios. The bootstrap percentile intervals have satisfactory coverage probabilities. We then apply the LCM analysis to a real data set of 122 subjects from a Gynecologic Oncology Group (GOG) study of significant cervical lesion (S-CL) diagnosis in women with atypical glandular cells of undetermined significance (AGC) to compare the diagnostic accuracy of a histology-based evaluation, a CA-IX biomarker-based test and a human papillomavirus (HPV) DNA test. PMID:24163493
NASA Astrophysics Data System (ADS)
Harshan, S.; Roth, M.; Velasco, E.
2014-12-01
Forecasting of the urban weather and climate is of great importance as our cities become more populated and considering the combined effects of global warming and local land use changes which make urban inhabitants more vulnerable to e.g. heat waves and flash floods. In meso/global scale models, urban parameterization schemes are used to represent the urban effects. However, these schemes require a large set of input parameters related to urban morphological and thermal properties. Obtaining all these parameters through direct measurements are usually not feasible. A number of studies have reported on parameter estimation and sensitivity analysis to adjust and determine the most influential parameters for land surface schemes in non-urban areas. Similar work for urban areas is scarce, in particular studies on urban parameterization schemes in tropical cities have so far not been reported. In order to address above issues, the town energy balance (TEB) urban parameterization scheme (part of the SURFEX land surface modeling system) was subjected to a sensitivity and optimization/parameter estimation experiment at a suburban site in, tropical Singapore. The sensitivity analysis was carried out as a screening test to identify the most sensitive or influential parameters. Thereafter, an optimization/parameter estimation experiment was performed to calibrate the input parameter. The sensitivity experiment was based on the "improved Sobol's global variance decomposition method" . The analysis showed that parameters related to road, roof and soil moisture have significant influence on the performance of the model. The optimization/parameter estimation experiment was performed using the AMALGM (a multi-algorithm genetically adaptive multi-objective method) evolutionary algorithm. The experiment showed a remarkable improvement compared to the simulations using the default parameter set. The calibrated parameters from this optimization experiment can be used for further model validation studies to identify inherent deficiencies in model physics.
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.
Spectral gap optimization of order parameters for sampling complex molecular systems
Tiwary, Pratyush; Berne, B. J.
2016-01-01
In modern-day simulations of many-body systems, much of the computational complexity is shifted to the identification of slowly changing molecular order parameters called collective variables (CVs) or reaction coordinates. A vast array of enhanced-sampling methods are based on the identification and biasing of these low-dimensional order parameters, whose fluctuations are important in driving rare events of interest. Here, we describe a new algorithm for finding optimal low-dimensional CVs for use in enhanced-sampling biasing methods like umbrella sampling, metadynamics, and related methods, when limited prior static and dynamic information is known about the system, and a much larger set of candidate CVs is specified. The algorithm involves estimating the best combination of these candidate CVs, as quantified by a maximum path entropy estimate of the spectral gap for dynamics viewed as a function of that CV. The algorithm is called spectral gap optimization of order parameters (SGOOP). Through multiple practical examples, we show how this postprocessing procedure can lead to optimization of CV and several orders of magnitude improvement in the convergence of the free energy calculated through metadynamics, essentially giving the ability to extract useful information even from unsuccessful metadynamics runs. PMID:26929365
Noise elimination algorithm for modal analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bao, X. X., E-mail: baoxingxian@upc.edu.cn; Li, C. L.; Xiong, C. B.
2015-07-27
Modal analysis is an ongoing interdisciplinary physical issue. Modal parameters estimation is applied to determine the dynamic characteristics of structures under vibration excitation. Modal analysis is more challenging for the measured vibration response signals are contaminated with noise. This study develops a mathematical algorithm of structured low rank approximation combined with the complex exponential method to estimate the modal parameters. Physical experiments using a steel cantilever beam with ten accelerometers mounted, excited by an impulse load, demonstrate that this method can significantly eliminate noise from measured signals and accurately identify the modal frequencies and damping ratios. This study provides amore » fundamental mechanism of noise elimination using structured low rank approximation in physical fields.« less
An improved method for nonlinear parameter estimation: a case study of the Rössler model
NASA Astrophysics Data System (ADS)
He, Wen-Ping; Wang, Liu; Jiang, Yun-Di; Wan, Shi-Quan
2016-08-01
Parameter estimation is an important research topic in nonlinear dynamics. Based on the evolutionary algorithm (EA), Wang et al. (2014) present a new scheme for nonlinear parameter estimation and numerical tests indicate that the estimation precision is satisfactory. However, the convergence rate of the EA is relatively slow when multiple unknown parameters in a multidimensional dynamical system are estimated simultaneously. To solve this problem, an improved method for parameter estimation of nonlinear dynamical equations is provided in the present paper. The main idea of the improved scheme is to use all of the known time series for all of the components in some dynamical equations to estimate the parameters in single component one by one, instead of estimating all of the parameters in all of the components simultaneously. Thus, we can estimate all of the parameters stage by stage. The performance of the improved method was tested using a classic chaotic system—Rössler model. The numerical tests show that the amended parameter estimation scheme can greatly improve the searching efficiency and that there is a significant increase in the convergence rate of the EA, particularly for multiparameter estimation in multidimensional dynamical equations. Moreover, the results indicate that the accuracy of parameter estimation and the CPU time consumed by the presented method have no obvious dependence on the sample size.
Mino, H
2007-01-01
To estimate the parameters, the impulse response (IR) functions of some linear time-invariant systems generating intensity processes, in Shot-Noise-Driven Doubly Stochastic Poisson Process (SND-DSPP) in which multivariate presynaptic spike trains and postsynaptic spike trains can be assumed to be modeled by the SND-DSPPs. An explicit formula for estimating the IR functions from observations of multivariate input processes of the linear systems and the corresponding counting process (output process) is derived utilizing the expectation maximization (EM) algorithm. The validity of the estimation formula was verified through Monte Carlo simulations in which two presynaptic spike trains and one postsynaptic spike train were assumed to be observable. The IR functions estimated on the basis of the proposed identification method were close to the true IR functions. The proposed method will play an important role in identifying the input-output relationship of pre- and postsynaptic neural spike trains in practical situations.
Yang, Qingxia; Xu, Jun; Cao, Binggang; Li, Xiuqing
2017-01-01
Identification of internal parameters of lithium-ion batteries is a useful tool to evaluate battery performance, and requires an effective model and algorithm. Based on the least square genetic algorithm, a simplified fractional order impedance model for lithium-ion batteries and the corresponding parameter identification method were developed. The simplified model was derived from the analysis of the electrochemical impedance spectroscopy data and the transient response of lithium-ion batteries with different states of charge. In order to identify the parameters of the model, an equivalent tracking system was established, and the method of least square genetic algorithm was applied using the time-domain test data. Experiments and computer simulations were carried out to verify the effectiveness and accuracy of the proposed model and parameter identification method. Compared with a second-order resistance-capacitance (2-RC) model and recursive least squares method, small tracing voltage fluctuations were observed. The maximum battery voltage tracing error for the proposed model and parameter identification method is within 0.5%; this demonstrates the good performance of the model and the efficiency of the least square genetic algorithm to estimate the internal parameters of lithium-ion batteries. PMID:28212405
Soil Moisture Estimate Under Forest Using a Semi-Empirical Model at P-Band
NASA Technical Reports Server (NTRS)
Truong-Loi, My-Linh; Saatchi, Sassan; Jaruwatanadilok, Sermsak
2013-01-01
Here we present the result of a semi-empirical inversion model for soil moisture retrieval using the three backscattering coefficients: sigma(sub HH), sigma(sub VV) and sigma(sub HV). In this paper we focus on the soil moisture estimate and use the biomass as an ancillary parameter estimated automatically from the algorithm and used as a validation parameter, We will first remind the model analytical formulation. Then we will sow some results obtained with real SAR data and compare them to ground estimates.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Deka, Deepjyoti; Backhaus, Scott N.; Chertkov, Michael
Limited placement of real-time monitoring devices in the distribution grid, recent trends notwithstanding, has prevented the easy implementation of demand-response and other smart grid applications. Part I of this paper discusses the problem of learning the operational structure of the grid from nodal voltage measurements. In this work (Part II), the learning of the operational radial structure is coupled with the problem of estimating nodal consumption statistics and inferring the line parameters in the grid. Based on a Linear-Coupled(LC) approximation of AC power flows equations, polynomial time algorithms are designed to identify the structure and estimate nodal load characteristics and/ormore » line parameters in the grid using the available nodal voltage measurements. Then the structure learning algorithm is extended to cases with missing data, where available observations are limited to a fraction of the grid nodes. The efficacy of the presented algorithms are demonstrated through simulations on several distribution test cases.« less
NASA Astrophysics Data System (ADS)
Saetchnikov, Anton; Skakun, Victor; Saetchnikov, Vladimir; Tcherniavskaia, Elina; Ostendorf, Andreas
2017-10-01
An approach for the automated whispering gallery mode (WGM) signal decomposition and its parameter estimation is discussed. The algorithm is based on the peak picking and can be applied for the preprocessing of the raw signal acquired from the multiplied WGM-based biosensing chips. Quantitative estimations representing physically meaningful parameters of the external disturbing factors on the WGM spectral shape are the output values. Derived parameters can be directly applied to the further deep qualitative and quantitative interpretations of the sensed disturbing factors. The algorithm is tested on both simulated and experimental data taken from the bovine serum albumin biosensing task. The proposed solution is expected to be a useful contribution to the preprocessing phase of the complete data analysis engine and is expected to push the WGM technology toward the real-live sensing nanobiophotonics.
NASA Astrophysics Data System (ADS)
Klotzsch, Stephan; Binder, Martin; Händel, Falk
2017-06-01
While planning tracer tests, uncertainties in geohydraulic parameters should be considered as an important factor. Neglecting these uncertainties can lead to missing the tracer breakthrough, for example. One way to consider uncertainties during tracer test design is the so called ensemble forecast. The applicability of this method to geohydrological problems is demonstrated by coupling the method with two analytical solute transport models. The algorithm presented in this article is suitable for prediction as well as parameter estimation. The parameter estimation function can be used in a tracer test for reducing the uncertainties in the measured data which can improve the initial prediction. The algorithm was implemented into a software tool which is freely downloadable from the website of the Institute for Groundwater Management at TU Dresden, Germany.
Fast Algorithms for Estimating Mixture Parameters
1989-08-30
The investigation is a two year project with the first year sponsored by the Army Research Office and the second year by the National Science Foundation (Grant... Science Foundation during the coming year. Keywords: Fast algorithms; Algorithms Mixture Distribution Random Variables. (KR)...numerical testing of the accelerated fixed-point method was completed. The work on relaxation methods will be done under the sponsorship of the National
A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.
Xu, Qingyang; Zhang, Chengjin; Zhang, Li
2014-01-01
Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.
A Fast Elitism Gaussian Estimation of Distribution Algorithm and Application for PID Optimization
Xu, Qingyang; Zhang, Chengjin; Zhang, Li
2014-01-01
Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA. PMID:24892059
A provisional effective evaluation when errors are present in independent variables
NASA Technical Reports Server (NTRS)
Gurin, L. S.
1983-01-01
Algorithms are examined for evaluating the parameters of a regression model when there are errors in the independent variables. The algorithms are fast and the estimates they yield are stable with respect to the correlation of errors and measurements of both the dependent variable and the independent variables.
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.
NASA Astrophysics Data System (ADS)
Duan, Chaowei; Zhan, Yafeng
2016-03-01
The output characteristics of a linear monostable system driven with a periodic signal and an additive white Gaussian noise are studied in this paper. Theoretical analysis shows that the output signal-to-noise ratio (SNR) decreases monotonously with the increasing noise intensity but the output SNR-gain is stable. Inspired by this high SNR-gain phenomenon, this paper applies the linear monostable system in the parameters estimation algorithm for phase shift keying (PSK) signals and improves the estimation performance.
Yang, C; Jiang, W; Chen, D-H; Adiga, U; Ng, E G; Chiu, W
2009-03-01
The three-dimensional reconstruction of macromolecules from two-dimensional single-particle electron images requires determination and correction of the contrast transfer function (CTF) and envelope function. A computational algorithm based on constrained non-linear optimization is developed to estimate the essential parameters in the CTF and envelope function model simultaneously and automatically. The application of this estimation method is demonstrated with focal series images of amorphous carbon film as well as images of ice-embedded icosahedral virus particles suspended across holes.
Data Compression With Application to Geo-Location
2010-08-01
wireless sensor network requires the estimation of time-difference-of-arrival (TDOA) parameters using data collected by a set of spatially separated sensors. Compressing the data that is shared among the sensors can provide tremendous savings in terms of the energy and transmission latency. Traditional MSE and perceptual based data compression schemes fail to accurately capture the effects of compression on the TDOA estimation task; therefore, it is necessary to investigate compression algorithms suitable for TDOA parameter estimation. This thesis explores the
Quantum algorithm for linear regression
NASA Astrophysics Data System (ADS)
Wang, Guoming
2017-07-01
We present a quantum algorithm for fitting a linear regression model to a given data set using the least-squares approach. Differently from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs these numbers in the classical form. So by running it once, one completely determines the fitted model and then can use it to make predictions on new data at little cost. Moreover, our algorithm works in the standard oracle model, and can handle data sets with nonsparse design matrices. It runs in time poly( log2(N ) ,d ,κ ,1 /ɛ ) , where N is the size of the data set, d is the number of adjustable parameters, κ is the condition number of the design matrix, and ɛ is the desired precision in the output. We also show that the polynomial dependence on d and κ is necessary. Thus, our algorithm cannot be significantly improved. Furthermore, we also give a quantum algorithm that estimates the quality of the least-squares fit (without computing its parameters explicitly). This algorithm runs faster than the one for finding this fit, and can be used to check whether the given data set qualifies for linear regression in the first place.
Slice sampling technique in Bayesian extreme of gold price modelling
NASA Astrophysics Data System (ADS)
Rostami, Mohammad; Adam, Mohd Bakri; Ibrahim, Noor Akma; Yahya, Mohamed Hisham
2013-09-01
In this paper, a simulation study of Bayesian extreme values by using Markov Chain Monte Carlo via slice sampling algorithm is implemented. We compared the accuracy of slice sampling with other methods for a Gumbel model. This study revealed that slice sampling algorithm offers more accurate and closer estimates with less RMSE than other methods . Finally we successfully employed this procedure to estimate the parameters of Malaysia extreme gold price from 2000 to 2011.
NASA Astrophysics Data System (ADS)
Imani Masouleh, Mehdi; Limebeer, David J. N.
2018-07-01
In this study we will estimate the region of attraction (RoA) of the lateral dynamics of a nonlinear single-track vehicle model. The tyre forces are approximated using rational functions that are shown to capture the nonlinearities of tyre curves significantly better than polynomial functions. An existing sum-of-squares (SOS) programming algorithm for estimating regions of attraction is extended to accommodate the use of rational vector fields. This algorithm is then used to find an estimate of the RoA of the vehicle lateral dynamics. The influence of vehicle parameters and driving conditions on the stability region are studied. It is shown that SOS programming techniques can be used to approximate the stability region without resorting to numerical integration. The RoA estimate from the SOS algorithm is compared to the existing results in the literature. The proposed method is shown to obtain significantly better RoA estimates.
NASA Astrophysics Data System (ADS)
Markov, Yu. G.; Mikhailov, M. V.; Pochukaev, V. N.
2012-07-01
An analysis of perturbing factors influencing the motion of a navigation satellite (NS) is carried out, and the degree of influence of each factor on the GLONASS orbit is estimated. It is found that fundamental components of the Earth's rotation parameters (ERP) are one substantial factor commensurable with maximum perturbations. Algorithms for the calculation of orbital perturbations caused by these parameters are given; these algorithms can be implemented in a consumer's equipment. The daily prediction of NS coordinates is performed on the basis of real GLONASS satellite ephemerides transmitted to a consumer, using the developed prediction algorithms taking the ERP into account. The obtained accuracy of the daily prediction of GLONASS ephemerides exceeds by tens of times the accuracy of the daily prediction performed using algorithms recommended in interface control documents.
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.
An analysis of neural receptive field plasticity by point process adaptive filtering
Brown, Emery N.; Nguyen, David P.; Frank, Loren M.; Wilson, Matthew A.; Solo, Victor
2001-01-01
Neural receptive fields are plastic: with experience, neurons in many brain regions change their spiking responses to relevant stimuli. Analysis of receptive field plasticity from experimental measurements is crucial for understanding how neural systems adapt their representations of relevant biological information. Current analysis methods using histogram estimates of spike rate functions in nonoverlapping temporal windows do not track the evolution of receptive field plasticity on a fine time scale. Adaptive signal processing is an established engineering paradigm for estimating time-varying system parameters from experimental measurements. We present an adaptive filter algorithm for tracking neural receptive field plasticity based on point process models of spike train activity. We derive an instantaneous steepest descent algorithm by using as the criterion function the instantaneous log likelihood of a point process spike train model. We apply the point process adaptive filter algorithm in a study of spatial (place) receptive field properties of simulated and actual spike train data from rat CA1 hippocampal neurons. A stability analysis of the algorithm is sketched in the Appendix. The adaptive algorithm can update the place field parameter estimates on a millisecond time scale. It reliably tracked the migration, changes in scale, and changes in maximum firing rate characteristic of hippocampal place fields in a rat running on a linear track. Point process adaptive filtering offers an analytic method for studying the dynamics of neural receptive fields. PMID:11593043
NASA Technical Reports Server (NTRS)
Murphy, P. C.
1986-01-01
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.
Beef quality parameters estimation using ultrasound and color images
2015-01-01
Background Beef quality measurement is a complex task with high economic impact. There is high interest in obtaining an automatic quality parameters estimation in live cattle or post mortem. In this paper we set out to obtain beef quality estimates from the analysis of ultrasound (in vivo) and color images (post mortem), with the measurement of various parameters related to tenderness and amount of meat: rib eye area, percentage of intramuscular fat and backfat thickness or subcutaneous fat. Proposal An algorithm based on curve evolution is implemented to calculate the rib eye area. The backfat thickness is estimated from the profile of distances between two curves that limit the steak and the rib eye, previously detected. A model base in Support Vector Regression (SVR) is trained to estimate the intramuscular fat percentage. A series of features extracted on a region of interest, previously detected in both ultrasound and color images, were proposed. In all cases, a complete evaluation was performed with different databases including: color and ultrasound images acquired by a beef industry expert, intramuscular fat estimation obtained by an expert using a commercial software, and chemical analysis. Conclusions The proposed algorithms show good results to calculate the rib eye area and the backfat thickness measure and profile. They are also promising in predicting the percentage of intramuscular fat. PMID:25734452
Independent contrasts and PGLS regression estimators are equivalent.
Blomberg, Simon P; Lefevre, James G; Wells, Jessie A; Waterhouse, Mary
2012-05-01
We prove that the slope parameter of the ordinary least squares regression of phylogenetically independent contrasts (PICs) conducted through the origin is identical to the slope parameter of the method of generalized least squares (GLSs) regression under a Brownian motion model of evolution. This equivalence has several implications: 1. Understanding the structure of the linear model for GLS regression provides insight into when and why phylogeny is important in comparative studies. 2. The limitations of the PIC regression analysis are the same as the limitations of the GLS model. In particular, phylogenetic covariance applies only to the response variable in the regression and the explanatory variable should be regarded as fixed. Calculation of PICs for explanatory variables should be treated as a mathematical idiosyncrasy of the PIC regression algorithm. 3. Since the GLS estimator is the best linear unbiased estimator (BLUE), the slope parameter estimated using PICs is also BLUE. 4. If the slope is estimated using different branch lengths for the explanatory and response variables in the PIC algorithm, the estimator is no longer the BLUE, so this is not recommended. Finally, we discuss whether or not and how to accommodate phylogenetic covariance in regression analyses, particularly in relation to the problem of phylogenetic uncertainty. This discussion is from both frequentist and Bayesian perspectives.
Periodic orbits of hybrid systems and parameter estimation via AD.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Guckenheimer, John.; Phipps, Eric Todd; Casey, Richard
Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical modelsmore » of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives for time integration, parameter sensitivities, root finding and optimization. The boundary value problem representing a periodic orbit in a hybrid system of differential algebraic equations is discretized via multiple-shooting using a high-degree Taylor series integration method [GM00, Phi03]. Numerical solutions to the shooting equations are then estimated by a Newton process yielding an approximate periodic orbit. A metric is defined for computing the distance between two given periodic orbits which is then minimized using a trust-region minimization algorithm [DS83] to find optimal fits of the model to a reference orbit [Cas04]. There are two different yet related goals that motivate the algorithmic choices listed above. The first is to provide a simple yet powerful framework for studying periodic motions in mechanical systems. Formulating mechanically correct equations of motion for systems of interconnected rigid bodies, while straightforward, is a time-consuming error prone process. Much of this difficulty stems from computing the acceleration of each rigid body in an inertial reference frame. The acceleration is computed most easily in a redundant set of coordinates giving the spatial positions of each body: since the acceleration is just the second derivative of these positions. Rather than providing explicit formulas for these derivatives, automatic differentiation can be employed to compute these quantities efficiently during the course of a simulation. The feasibility of these ideas was investigated by applying these techniques to the problem of locating stable walking motions for a disc-foot passive walking machine [CGMR01, Gar99, McG91]. The second goal for this work was to investigate the application of smooth optimization methods to periodic orbit parameter estimation problems in neural oscillations. Others [BB93, FUS93, VB99] have favored non-continuous optimization methods such as genetic algorithms, stochastic search methods, simulated annealing and brute-force random searches because of their perceived suitability to the landscape of typical objective functions in parameter space, particularly for multi-compartmental neural models. Here we argue that a carefully formulated optimization problem is amenable to Newton-like methods and has a sufficiently smooth landscape in parameter space that these methods can be an efficient and effective alternative. The plan of this paper is as follows. In Section 1 we provide a definition of hybrid systems that is the basis for modeling systems with discontinuities or discrete transitions. Sections 2, 3, and 4 briefly describe the Taylor series integration, periodic orbit tracking, and parameter estimation algorithms. For full treatments of these algorithms, we refer the reader to [Phi03, Cas04, CPG04]. The software implementation of these algorithms is briefly described in Section 5 with particular emphasis on the automatic differentiation software ADMC++. Finally, these algorithms are applied to the bipedal walking and Hodgkin-Huxley based neural oscillation problems discussed above in Section 6.« less
An improved state-parameter analysis of ecosystem models using data assimilation
Chen, M.; Liu, S.; Tieszen, L.L.; Hollinger, D.Y.
2008-01-01
Much of the effort spent in developing data assimilation methods for carbon dynamics analysis has focused on estimating optimal values for either model parameters or state variables. The main weakness of estimating parameter values alone (i.e., without considering state variables) is that all errors from input, output, and model structure are attributed to model parameter uncertainties. On the other hand, the accuracy of estimating state variables may be lowered if the temporal evolution of parameter values is not incorporated. This research develops a smoothed ensemble Kalman filter (SEnKF) by combining ensemble Kalman filter with kernel smoothing technique. SEnKF has following characteristics: (1) to estimate simultaneously the model states and parameters through concatenating unknown parameters and state variables into a joint state vector; (2) to mitigate dramatic, sudden changes of parameter values in parameter sampling and parameter evolution process, and control narrowing of parameter variance which results in filter divergence through adjusting smoothing factor in kernel smoothing algorithm; (3) to assimilate recursively data into the model and thus detect possible time variation of parameters; and (4) to address properly various sources of uncertainties stemming from input, output and parameter uncertainties. The SEnKF is tested by assimilating observed fluxes of carbon dioxide and environmental driving factor data from an AmeriFlux forest station located near Howland, Maine, USA, into a partition eddy flux model. Our analysis demonstrates that model parameters, such as light use efficiency, respiration coefficients, minimum and optimum temperatures for photosynthetic activity, and others, are highly constrained by eddy flux data at daily-to-seasonal time scales. The SEnKF stabilizes parameter values quickly regardless of the initial values of the parameters. Potential ecosystem light use efficiency demonstrates a strong seasonality. Results show that the simultaneous parameter estimation procedure significantly improves model predictions. Results also show that the SEnKF can dramatically reduce the variance in state variables stemming from the uncertainty of parameters and driving variables. The SEnKF is a robust and effective algorithm in evaluating and developing ecosystem models and in improving the understanding and quantification of carbon cycle parameters and processes. ?? 2008 Elsevier B.V.
Modification of a rainfall-runoff model for distributed modeling in a GIS and its validation
NASA Astrophysics Data System (ADS)
Nyabeze, W. R.
A rainfall-runoff model, which can be inter-faced with a Geographical Information System (GIS) to integrate definition, measurement, calculating parameter values for spatial features, presents considerable advantages. The modification of the GWBasic Wits Rainfall-Runoff Erosion Model (GWBRafler) to enable parameter value estimation in a GIS (GISRafler) is presented in this paper. Algorithms are applied to estimate parameter values reducing the number of input parameters and the effort to populate them. The use of a GIS makes the relationship between parameter estimates and cover characteristics more evident. This paper has been produced as part of research to generalize the GWBRafler on a spatially distributed basis. Modular data structures are assumed and parameter values are weighted relative to the module area and centroid properties. Modifications to the GWBRafler enable better estimation of low flows, which are typical in drought conditions.
A novel SURE-based criterion for parametric PSF estimation.
Xue, Feng; Blu, Thierry
2015-02-01
We propose an unbiased estimate of a filtered version of the mean squared error--the blur-SURE (Stein's unbiased risk estimate)--as a novel criterion for estimating an unknown point spread function (PSF) from the degraded image only. The PSF is obtained by minimizing this new objective functional over a family of Wiener processings. Based on this estimated blur kernel, we then perform nonblind deconvolution using our recently developed algorithm. The SURE-based framework is exemplified with a number of parametric PSF, involving a scaling factor that controls the blur size. A typical example of such parametrization is the Gaussian kernel. The experimental results demonstrate that minimizing the blur-SURE yields highly accurate estimates of the PSF parameters, which also result in a restoration quality that is very similar to the one obtained with the exact PSF, when plugged into our recent multi-Wiener SURE-LET deconvolution algorithm. The highly competitive results obtained outline the great potential of developing more powerful blind deconvolution algorithms based on SURE-like estimates.
Estimation of saturated pixel values in digital color imaging
Zhang, Xuemei; Brainard, David H.
2007-01-01
Pixel saturation, where the incident light at a pixel causes one of the color channels of the camera sensor to respond at its maximum value, can produce undesirable artifacts in digital color images. We present a Bayesian algorithm that estimates what the saturated channel's value would have been in the absence of saturation. The algorithm uses the non-saturated responses from the other color channels, together with a multivariate Normal prior that captures the correlation in response across color channels. The appropriate parameters for the prior may be estimated directly from the image data, since most image pixels are not saturated. Given the prior, the responses of the non-saturated channels, and the fact that the true response of the saturated channel is known to be greater than the saturation level, the algorithm returns the optimal expected mean square estimate for the true response. Extensions of the algorithm to the case where more than one channel is saturated are also discussed. Both simulations and examples with real images are presented to show that the algorithm is effective. PMID:15603065
Accurate estimation of motion blur parameters in noisy remote sensing image
NASA Astrophysics Data System (ADS)
Shi, Xueyan; Wang, Lin; Shao, Xiaopeng; Wang, Huilin; Tao, Zhong
2015-05-01
The relative motion between remote sensing satellite sensor and objects is one of the most common reasons for remote sensing image degradation. It seriously weakens image data interpretation and information extraction. In practice, point spread function (PSF) should be estimated firstly for image restoration. Identifying motion blur direction and length accurately is very crucial for PSF and restoring image with precision. In general, the regular light-and-dark stripes in the spectrum can be employed to obtain the parameters by using Radon transform. However, serious noise existing in actual remote sensing images often causes the stripes unobvious. The parameters would be difficult to calculate and the error of the result relatively big. In this paper, an improved motion blur parameter identification method to noisy remote sensing image is proposed to solve this problem. The spectrum characteristic of noisy remote sensing image is analyzed firstly. An interactive image segmentation method based on graph theory called GrabCut is adopted to effectively extract the edge of the light center in the spectrum. Motion blur direction is estimated by applying Radon transform on the segmentation result. In order to reduce random error, a method based on whole column statistics is used during calculating blur length. Finally, Lucy-Richardson algorithm is applied to restore the remote sensing images of the moon after estimating blur parameters. The experimental results verify the effectiveness and robustness of our algorithm.
Commowick, Olivier; Akhondi-Asl, Alireza; Warfield, Simon K.
2012-01-01
We present a new algorithm, called local MAP STAPLE, to estimate from a set of multi-label segmentations both a reference standard segmentation and spatially varying performance parameters. It is based on a sliding window technique to estimate the segmentation and the segmentation performance parameters for each input segmentation. In order to allow for optimal fusion from the small amount of data in each local region, and to account for the possibility of labels not being observed in a local region of some (or all) input segmentations, we introduce prior probabilities for the local performance parameters through a new Maximum A Posteriori formulation of STAPLE. Further, we propose an expression to compute confidence intervals in the estimated local performance parameters. We carried out several experiments with local MAP STAPLE to characterize its performance and value for local segmentation evaluation. First, with simulated segmentations with known reference standard segmentation and spatially varying performance, we show that local MAP STAPLE performs better than both STAPLE and majority voting. Then we present evaluations with data sets from clinical applications. These experiments demonstrate that spatial adaptivity in segmentation performance is an important property to capture. We compared the local MAP STAPLE segmentations to STAPLE, and to previously published fusion techniques and demonstrate the superiority of local MAP STAPLE over other state-of-the- art algorithms. PMID:22562727
A physics-based algorithm for the estimation of bearing spall width using vibrations
NASA Astrophysics Data System (ADS)
Kogan, G.; Klein, R.; Bortman, J.
2018-05-01
Evaluation of the damage severity in a mechanical system is required for the assessment of its remaining useful life. In rotating machines, bearings are crucial components. Hence, the estimation of the size of spalls in bearings is important for prognostics of the remaining useful life. Recently, this topic has been extensively studied and many of the methods used for the estimation of spall size are based on the analysis of vibrations. A new tool is proposed in the current study for the estimation of the spall width on the outer ring raceway of a rolling element bearing. The understanding and analysis of the dynamics of the rolling element-spall interaction enabled the development of a generic and autonomous algorithm. The algorithm is generic in the sense that it does not require any human interference to make adjustments for each case. All of the algorithm's parameters are defined by analytical expressions describing the dynamics of the system. The required conditions, such as sampling rate, spall width and depth, defining the feasible region of such algorithms, are analyzed in the paper. The algorithm performance was demonstrated with experimental data for different spall widths.
Optimal time points sampling in pathway modelling.
Hu, Shiyan
2004-01-01
Modelling cellular dynamics based on experimental data is at the heart of system biology. Considerable progress has been made to dynamic pathway modelling as well as the related parameter estimation. However, few of them gives consideration for the issue of optimal sampling time selection for parameter estimation. Time course experiments in molecular biology rarely produce large and accurate data sets and the experiments involved are usually time consuming and expensive. Therefore, to approximate parameters for models with only few available sampling data is of significant practical value. For signal transduction, the sampling intervals are usually not evenly distributed and are based on heuristics. In the paper, we investigate an approach to guide the process of selecting time points in an optimal way to minimize the variance of parameter estimates. In the method, we first formulate the problem to a nonlinear constrained optimization problem by maximum likelihood estimation. We then modify and apply a quantum-inspired evolutionary algorithm, which combines the advantages of both quantum computing and evolutionary computing, to solve the optimization problem. The new algorithm does not suffer from the morass of selecting good initial values and being stuck into local optimum as usually accompanied with the conventional numerical optimization techniques. The simulation results indicate the soundness of the new method.
NASA Astrophysics Data System (ADS)
Béranger, Sandra C.; Sleep, Brent E.; Lollar, Barbara Sherwood; Monteagudo, Fernando Perez
2005-01-01
An analytical, one-dimensional, multi-species, reactive transport model for simulating the concentrations and isotopic signatures of tetrachloroethylene (PCE) and its daughter products was developed. The simulation model was coupled to a genetic algorithm (GA) combined with a gradient-based (GB) method to estimate the first order decay coefficients and enrichment factors. In testing with synthetic data, the hybrid GA-GB method reduced the computational requirements for parameter estimation by a factor as great as 300. The isotopic signature profiles were observed to be more sensitive than the concentration profiles to estimates of both the first order decay constants and enrichment factors. Including isotopic data for parameter estimation significantly increased the GA convergence rate and slightly improved the accuracy of estimation of first order decay constants.
Jablonski, Ireneusz; Mroczka, Janusz
2010-01-01
The paper offers an enhancement of the classical interrupter technique algorithm dedicated to respiratory mechanics measurements. Idea consists in exploitation of information contained in postocclusional transient states during indirect measurement of parameter characteristics by model identification. It needs the adequacy of an inverse analogue to general behavior of the real system and a reliable algorithm of parameter estimation. The second one was a subject of reported works, which finally showed the potential of the approach to separation of airway and tissue response in a case of short-term excitation by interrupter valve operation. Investigations were conducted in a regime of forward-inverse computer experiment.
USDA-ARS?s Scientific Manuscript database
Although there have been efforts to improve existing soil moisture retrieval algorithms, the ability to estimate soil moisture from passive microwave observations is still hampered by problems in accurately modeling the observed microwave signal. This paper focuses on the estimation of effective sur...
An unbiased risk estimator for image denoising in the presence of mixed poisson-gaussian noise.
Le Montagner, Yoann; Angelini, Elsa D; Olivo-Marin, Jean-Christophe
2014-03-01
The behavior and performance of denoising algorithms are governed by one or several parameters, whose optimal settings depend on the content of the processed image and the characteristics of the noise, and are generally designed to minimize the mean squared error (MSE) between the denoised image returned by the algorithm and a virtual ground truth. In this paper, we introduce a new Poisson-Gaussian unbiased risk estimator (PG-URE) of the MSE applicable to a mixed Poisson-Gaussian noise model that unifies the widely used Gaussian and Poisson noise models in fluorescence bioimaging applications. We propose a stochastic methodology to evaluate this estimator in the case when little is known about the internal machinery of the considered denoising algorithm, and we analyze both theoretically and empirically the characteristics of the PG-URE estimator. Finally, we evaluate the PG-URE-driven parametrization for three standard denoising algorithms, with and without variance stabilizing transforms, and different characteristics of the Poisson-Gaussian noise mixture.
Correlation between automatic detection of malaria on thin film and experts' parasitaemia scores
NASA Astrophysics Data System (ADS)
Sunarko, Budi; Williams, Simon; Prescott, William R.; Byker, Scott M.; Bottema, Murk J.
2017-03-01
An algorithm was developed to diagnose the presence of malaria and to estimate the depth of infection by automatically counting individual normal and infected erythrocytes in images of thin blood smears. During the training stage, the parameters of the algorithm were optimized to maximize correlation with estimates of parasitaemia from expert human observers. The correlation was tested on a set of 1590 images from seven thin film blood smears. The correlation between the results from the algorithm and expert human readers was r = 0.836. Results indicate that reliable estimates of parasitaemia may be achieved by computational image analysis methods applied to images of thin film smears. Meanwhile, compared to biological experiments, the algorithm fitted well the three high parasitaemia slides and a mid-level parasitaemia slide, and overestimated the three low parasitaemia slides. To improve the parasitaemia estimation, the sources of the overestimation were identified. Emphasis is laid on the importance of further research in order to identify parasites independently of their erythrocyte hosts
Lee, Yu; Yu, Chanki; Lee, Sang Wook
2018-01-10
We present a sequential fitting-and-separating algorithm for surface reflectance components that separates individual dominant reflectance components and simultaneously estimates the corresponding bidirectional reflectance distribution function (BRDF) parameters from the separated reflectance values. We tackle the estimation of a Lafortune BRDF model, which combines a nonLambertian diffuse reflection and multiple specular reflectance components with a different specular lobe. Our proposed method infers the appropriate number of BRDF lobes and their parameters by separating and estimating each of the reflectance components using an interval analysis-based branch-and-bound method in conjunction with iterative K-ordered scale estimation. The focus of this paper is the estimation of the Lafortune BRDF model. Nevertheless, our proposed method can be applied to other analytical BRDF models such as the Cook-Torrance and Ward models. Experiments were carried out to validate the proposed method using isotropic materials from the Mitsubishi Electric Research Laboratories-Massachusetts Institute of Technology (MERL-MIT) BRDF database, and the results show that our method is superior to a conventional minimization algorithm.
An improved swarm optimization for parameter estimation and biological model selection.
Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail
2013-01-01
One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data.
NASA Astrophysics Data System (ADS)
Arabzadeh, Vida; Niaki, S. T. A.; Arabzadeh, Vahid
2017-10-01
One of the most important processes in the early stages of construction projects is to estimate the cost involved. This process involves a wide range of uncertainties, which make it a challenging task. Because of unknown issues, using the experience of the experts or looking for similar cases are the conventional methods to deal with cost estimation. The current study presents data-driven methods for cost estimation based on the application of artificial neural network (ANN) and regression models. The learning algorithms of the ANN are the Levenberg-Marquardt and the Bayesian regulated. Moreover, regression models are hybridized with a genetic algorithm to obtain better estimates of the coefficients. The methods are applied in a real case, where the input parameters of the models are assigned based on the key issues involved in a spherical tank construction. The results reveal that while a high correlation between the estimated cost and the real cost exists; both ANNs could perform better than the hybridized regression models. In addition, the ANN with the Levenberg-Marquardt learning algorithm (LMNN) obtains a better estimation than the ANN with the Bayesian-regulated learning algorithm (BRNN). The correlation between real data and estimated values is over 90%, while the mean square error is achieved around 0.4. The proposed LMNN model can be effective to reduce uncertainty and complexity in the early stages of the construction project.
NASA Astrophysics Data System (ADS)
Shao, Zhongshi; Pi, Dechang; Shao, Weishi
2017-11-01
This article proposes an extended continuous estimation of distribution algorithm (ECEDA) to solve the permutation flow-shop scheduling problem (PFSP). In ECEDA, to make a continuous estimation of distribution algorithm (EDA) suitable for the PFSP, the largest order value rule is applied to convert continuous vectors to discrete job permutations. A probabilistic model based on a mixed Gaussian and Cauchy distribution is built to maintain the exploration ability of the EDA. Two effective local search methods, i.e. revolver-based variable neighbourhood search and Hénon chaotic-based local search, are designed and incorporated into the EDA to enhance the local exploitation. The parameters of the proposed ECEDA are calibrated by means of a design of experiments approach. Simulation results and comparisons based on some benchmark instances show the efficiency of the proposed algorithm for solving the PFSP.
NASA Astrophysics Data System (ADS)
Tiberi, Lara; Costa, Giovanni
2017-04-01
The possibility to directly associate the damages to the ground motion parameters is always a great challenge, in particular for civil protections. Indeed a ground motion parameter, estimated in near real time that can express the damages occurred after an earthquake, is fundamental to arrange the first assistance after an event. The aim of this work is to contribute to the estimation of the ground motion parameter that better describes the observed intensity, immediately after an event. This can be done calculating for each ground motion parameter estimated in a near real time mode a regression law which correlates the above-mentioned parameter to the observed macro-seismic intensity. This estimation is done collecting high quality accelerometric data in near field, filtering them at different frequency steps. The regression laws are calculated using two different techniques: the non linear least-squares (NLLS) Marquardt-Levenberg algorithm and the orthogonal distance methodology (ODR). The limits of the first methodology are the needed of initial values for the parameters a and b (set 1.0 in this study), and the constraint that the independent variable must be known with greater accuracy than the dependent variable. While the second algorithm is based on the estimation of the errors perpendicular to the line, rather than just vertically. The vertical errors are just the errors in the 'y' direction, so only for the dependent variable whereas the perpendicular errors take into account errors for both the variables, the dependent and the independent. This makes possible also to directly invert the relation, so the a and b values can be used also to express the gmps as function of I. For each law the standard deviation and R2 value are estimated in order to test the quality and the reliability of the found relation. The Amatrice earthquake of 24th August of 2016 is used as case of study to test the goodness of the calculated regression laws.
A parameter estimation subroutine package
NASA Technical Reports Server (NTRS)
Bierman, G. J.; Nead, M. W.
1978-01-01
Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. A library of FORTRAN subroutines were developed to facilitate analyses of a variety of estimation problems. An easy to use, multi-purpose set of algorithms that are reasonably efficient and which use a minimal amount of computer storage are presented. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used. The routines are compact and efficient and are far superior to the normal equation and Kalman filter data processing algorithms that are often used for least squares analyses.
Space-variant restoration of images degraded by camera motion blur.
Sorel, Michal; Flusser, Jan
2008-02-01
We examine the problem of restoration from multiple images degraded by camera motion blur. We consider scenes with significant depth variations resulting in space-variant blur. The proposed algorithm can be applied if the camera moves along an arbitrary curve parallel to the image plane, without any rotations. The knowledge of camera trajectory and camera parameters is not necessary. At the input, the user selects a region where depth variations are negligible. The algorithm belongs to the group of variational methods that estimate simultaneously a sharp image and a depth map, based on the minimization of a cost functional. To initialize the minimization, it uses an auxiliary window-based depth estimation algorithm. Feasibility of the algorithm is demonstrated by three experiments with real images.
Ruíz, A; Ramos, A; San Emeterio, J L
2004-04-01
An estimation procedure to efficiently find approximate values of internal parameters in ultrasonic transducers intended for broadband operation would be a valuable tool to discover internal construction data. This information is necessary in the modelling and simulation of acoustic and electrical behaviour related to ultrasonic systems containing commercial transducers. There is not a general solution for this generic problem of parameter estimation in the case of broadband piezoelectric probes. In this paper, this general problem is briefly analysed for broadband conditions. The viability of application in this field of an artificial intelligence technique supported on the modelling of the transducer internal components is studied. A genetic algorithm (GA) procedure is presented and applied to the estimation of different parameters, related to two transducers which are working as pulsed transmitters. The efficiency of this GA technique is studied, considering the influence of the number and variation range of the estimated parameters. Estimation results are experimentally ratified.
Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach
NASA Astrophysics Data System (ADS)
Sukono; Susanti, D.; Najmia, M.; Lesmana, E.; Napitupulu, H.; Supian, S.; Putra, A. S.
2018-03-01
Investment is one of the economic growth factors of countries, especially in Indonesia. Stocks is a form of investment, which is liquid. In determining the stock investment decisions which need to be considered by investors is to choose stocks that can generate maximum returns with a minimum risk level. Therefore, we need to know how to allocate the capital which may give the optimal benefit. This study discusses the issue of stock investment based on CAPM which is estimated using covariance and Genetic Algorithm approach. It is assumed that the stocks analyzed follow the CAPM model. To do the estimation of beta parameter on CAPM equation is done by two approach, first is to be represented by covariance approach, and second with genetic algorithm optimization. As a numerical illustration, in this paper analyzed ten stocks traded on the capital market in Indonesia. The results of the analysis show that estimation of beta parameters using covariance and genetic algorithm approach, give the same decision, that is, six underpriced stocks with buying decision, and four overpriced stocks with a sales decision. Based on the analysis, it can be concluded that the results can be used as a consideration for investors buying six under-priced stocks, and selling four overpriced stocks.
A Robust Linear Feature-Based Procedure for Automated Registration of Point Clouds
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
A mathematical model for computer image tracking.
Legters, G R; Young, T Y
1982-06-01
A mathematical model using an operator formulation for a moving object in a sequence of images is presented. Time-varying translation and rotation operators are derived to describe the motion. A variational estimation algorithm is developed to track the dynamic parameters of the operators. The occlusion problem is alleviated by using a predictive Kalman filter to keep the tracking on course during severe occlusion. The tracking algorithm (variational estimation in conjunction with Kalman filter) is implemented to track moving objects with occasional occlusion in computer-simulated binary images.
An optimal-estimation-based aerosol retrieval algorithm using OMI near-UV observations
NASA Astrophysics Data System (ADS)
Jeong, U.; Kim, J.; Ahn, C.; Torres, O.; Liu, X.; Bhartia, P. K.; Spurr, R. J. D.; Haffner, D.; Chance, K.; Holben, B. N.
2016-01-01
An optimal-estimation(OE)-based aerosol retrieval algorithm using the OMI (Ozone Monitoring Instrument) near-ultraviolet observation was developed in this study. The OE-based algorithm has the merit of providing useful estimates of errors simultaneously with the inversion products. Furthermore, instead of using the traditional look-up tables for inversion, it performs online radiative transfer calculations with the VLIDORT (linearized pseudo-spherical vector discrete ordinate radiative transfer code) to eliminate interpolation errors and improve stability. The measurements and inversion products of the Distributed Regional Aerosol Gridded Observation Network campaign in northeast Asia (DRAGON NE-Asia 2012) were used to validate the retrieved aerosol optical thickness (AOT) and single scattering albedo (SSA). The retrieved AOT and SSA at 388 nm have a correlation with the Aerosol Robotic Network (AERONET) products that is comparable to or better than the correlation with the operational product during the campaign. The OE-based estimated error represented the variance of actual biases of AOT at 388 nm between the retrieval and AERONET measurements better than the operational error estimates. The forward model parameter errors were analyzed separately for both AOT and SSA retrievals. The surface reflectance at 388 nm, the imaginary part of the refractive index at 354 nm, and the number fine-mode fraction (FMF) were found to be the most important parameters affecting the retrieval accuracy of AOT, while FMF was the most important parameter for the SSA retrieval. The additional information provided with the retrievals, including the estimated error and degrees of freedom, is expected to be valuable for relevant studies. Detailed advantages of using the OE method were described and discussed in this paper.
An Optimal-Estimation-Based Aerosol Retrieval Algorithm Using OMI Near-UV Observations
NASA Technical Reports Server (NTRS)
Jeong, U; Kim, J.; Ahn, C.; Torres, O.; Liu, X.; Bhartia, P. K.; Spurr, R. J. D.; Haffner, D.; Chance, K.; Holben, B. N.
2016-01-01
An optimal-estimation(OE)-based aerosol retrieval algorithm using the OMI (Ozone Monitoring Instrument) near-ultraviolet observation was developed in this study. The OE-based algorithm has the merit of providing useful estimates of errors simultaneously with the inversion products. Furthermore, instead of using the traditional lookup tables for inversion, it performs online radiative transfer calculations with the VLIDORT (linearized pseudo-spherical vector discrete ordinate radiative transfer code) to eliminate interpolation errors and improve stability. The measurements and inversion products of the Distributed Regional Aerosol Gridded Observation Network campaign in northeast Asia (DRAGON NE-Asia 2012) were used to validate the retrieved aerosol optical thickness (AOT) and single scattering albedo (SSA). The retrieved AOT and SSA at 388 nm have a correlation with the Aerosol Robotic Network (AERONET) products that is comparable to or better than the correlation with the operational product during the campaign. The OEbased estimated error represented the variance of actual biases of AOT at 388 nm between the retrieval and AERONET measurements better than the operational error estimates. The forward model parameter errors were analyzed separately for both AOT and SSA retrievals. The surface reflectance at 388 nm, the imaginary part of the refractive index at 354 nm, and the number fine-mode fraction (FMF) were found to be the most important parameters affecting the retrieval accuracy of AOT, while FMF was the most important parameter for the SSA retrieval. The additional information provided with the retrievals, including the estimated error and degrees of freedom, is expected to be valuable for relevant studies. Detailed advantages of using the OE method were described and discussed in this paper.
The computer program SPARC (SPARC Performs Automated Reasoning in Chemistry) has been under development for several years to estimate physical properties and chemical reactivity parameters of organic compounds strictly from molecular structure. SPARC uses computational algorithms...
Genetic algorithms for the application of Activated Sludge Model No. 1.
Kim, S; Lee, H; Kim, J; Kim, C; Ko, J; Woo, H; Kim, S
2002-01-01
The genetic algorithm (GA) has been integrated into the IWA ASM No. 1 to calibrate important stoichiometric and kinetic parameters. The evolutionary feature of GA was used to configure the multiple local optima as well as the global optimum. The objective function of optimization was designed to minimize the difference between estimated and measured effluent concentrations at the activated sludge system. Both steady state and dynamic data of the simulation benchmark were used for calibration using denitrification layout. Depending upon the confidence intervals and objective functions, the proposed method provided distributions of parameter space. Field data have been collected and applied to validate calibration capacity of GA. Dynamic calibration was suggested to capture periodic variations of inflow concentrations. Also, in order to verify this proposed method in real wastewater treatment plant, measured data sets for substrate concentrations were obtained from Haeundae wastewater treatment plant and used to estimate parameters in the dynamic system. The simulation results with calibrated parameters matched well with the observed concentrations of effluent COD.
Optimization-Based Model Fitting for Latent Class and Latent Profile Analyses
ERIC Educational Resources Information Center
Huang, Guan-Hua; Wang, Su-Mei; Hsu, Chung-Chu
2011-01-01
Statisticians typically estimate the parameters of latent class and latent profile models using the Expectation-Maximization algorithm. This paper proposes an alternative two-stage approach to model fitting. The first stage uses the modified k-means and hierarchical clustering algorithms to identify the latent classes that best satisfy the…
Time-delayed chameleon: Analysis, synchronization and FPGA implementation
NASA Astrophysics Data System (ADS)
Rajagopal, Karthikeyan; Jafari, Sajad; Laarem, Guessas
2017-12-01
In this paper we report a time-delayed chameleon-like chaotic system which can belong to different families of chaotic attractors depending on the choices of parameters. Such a characteristic of self-excited and hidden chaotic flows in a simple 3D system with time delay has not been reported earlier. Dynamic analysis of the proposed time-delayed systems are analysed in time-delay space and parameter space. A novel adaptive modified functional projective lag synchronization algorithm is derived for synchronizing identical time-delayed chameleon systems with uncertain parameters. The proposed time-delayed systems and the synchronization algorithm with controllers and parameter estimates are then implemented in FPGA using hardware-software co-simulation and the results are presented.
RS-Forest: A Rapid Density Estimator for Streaming Anomaly Detection.
Wu, Ke; Zhang, Kun; Fan, Wei; Edwards, Andrea; Yu, Philip S
Anomaly detection in streaming data is of high interest in numerous application domains. In this paper, we propose a novel one-class semi-supervised algorithm to detect anomalies in streaming data. Underlying the algorithm is a fast and accurate density estimator implemented by multiple fully randomized space trees (RS-Trees), named RS-Forest. The piecewise constant density estimate of each RS-tree is defined on the tree node into which an instance falls. Each incoming instance in a data stream is scored by the density estimates averaged over all trees in the forest. Two strategies, statistical attribute range estimation of high probability guarantee and dual node profiles for rapid model update, are seamlessly integrated into RS-Forest to systematically address the ever-evolving nature of data streams. We derive the theoretical upper bound for the proposed algorithm and analyze its asymptotic properties via bias-variance decomposition. Empirical comparisons to the state-of-the-art methods on multiple benchmark datasets demonstrate that the proposed method features high detection rate, fast response, and insensitivity to most of the parameter settings. Algorithm implementations and datasets are available upon request.
RS-Forest: A Rapid Density Estimator for Streaming Anomaly Detection
Wu, Ke; Zhang, Kun; Fan, Wei; Edwards, Andrea; Yu, Philip S.
2015-01-01
Anomaly detection in streaming data is of high interest in numerous application domains. In this paper, we propose a novel one-class semi-supervised algorithm to detect anomalies in streaming data. Underlying the algorithm is a fast and accurate density estimator implemented by multiple fully randomized space trees (RS-Trees), named RS-Forest. The piecewise constant density estimate of each RS-tree is defined on the tree node into which an instance falls. Each incoming instance in a data stream is scored by the density estimates averaged over all trees in the forest. Two strategies, statistical attribute range estimation of high probability guarantee and dual node profiles for rapid model update, are seamlessly integrated into RS-Forest to systematically address the ever-evolving nature of data streams. We derive the theoretical upper bound for the proposed algorithm and analyze its asymptotic properties via bias-variance decomposition. Empirical comparisons to the state-of-the-art methods on multiple benchmark datasets demonstrate that the proposed method features high detection rate, fast response, and insensitivity to most of the parameter settings. Algorithm implementations and datasets are available upon request. PMID:25685112
Lamberti, Alfredo; Chiesura, Gabriele; Luyckx, Geert; Degrieck, Joris; Kaufmann, Markus; Vanlanduit, Steve
2015-01-01
The measurement of the internal deformations occurring in real-life composite components is a very challenging task, especially for those components that are rather difficult to access. Optical fiber sensors can overcome such a problem, since they can be embedded in the composite materials and serve as in situ sensors. In this article, embedded optical fiber Bragg grating (FBG) sensors are used to analyze the vibration characteristics of two real-life composite components. The first component is a carbon fiber-reinforced polymer automotive control arm; the second is a glass fiber-reinforced polymer aeronautic hinge arm. The modal parameters of both components were estimated by processing the FBG signals with two interrogation techniques: the maximum detection and fast phase correlation algorithms were employed for the demodulation of the FBG signals; the Peak-Picking and PolyMax techniques were instead used for the parameter estimation. To validate the FBG outcomes, reference measurements were performed by means of a laser Doppler vibrometer. The analysis of the results showed that the FBG sensing capabilities were enhanced when the recently-introduced fast phase correlation algorithm was combined with the state-of-the-art PolyMax estimator curve fitting method. In this case, the FBGs provided the most accurate results, i.e., it was possible to fully characterize the vibration behavior of both composite components. When using more traditional interrogation algorithms (maximum detection) and modal parameter estimation techniques (Peak-Picking), some of the modes were not successfully identified. PMID:26516854
Online Cross-Validation-Based Ensemble Learning
Benkeser, David; Ju, Cheng; Lendle, Sam; van der Laan, Mark
2017-01-01
Online estimators update a current estimate with a new incoming batch of data without having to revisit past data thereby providing streaming estimates that are scalable to big data. We develop flexible, ensemble-based online estimators of an infinite-dimensional target parameter, such as a regression function, in the setting where data are generated sequentially by a common conditional data distribution given summary measures of the past. This setting encompasses a wide range of time-series models and as special case, models for independent and identically distributed data. Our estimator considers a large library of candidate online estimators and uses online cross-validation to identify the algorithm with the best performance. We show that by basing estimates on the cross-validation-selected algorithm, we are asymptotically guaranteed to perform as well as the true, unknown best-performing algorithm. We provide extensions of this approach including online estimation of the optimal ensemble of candidate online estimators. We illustrate excellent performance of our methods using simulations and a real data example where we make streaming predictions of infectious disease incidence using data from a large database. PMID:28474419
Resilient Distributed Estimation Through Adversary Detection
NASA Astrophysics Data System (ADS)
Chen, Yuan; Kar, Soummya; Moura, Jose M. F.
2018-05-01
This paper studies resilient multi-agent distributed estimation of an unknown vector parameter when a subset of the agents is adversarial. We present and analyze a Flag Raising Distributed Estimator ($\\mathcal{FRDE}$) that allows the agents under attack to perform accurate parameter estimation and detect the adversarial agents. The $\\mathcal{FRDE}$ algorithm is a consensus+innovations estimator in which agents combine estimates of neighboring agents (consensus) with local sensing information (innovations). We establish that, under $\\mathcal{FRDE}$, either the uncompromised agents' estimates are almost surely consistent or the uncompromised agents detect compromised agents if and only if the network of uncompromised agents is connected and globally observable. Numerical examples illustrate the performance of $\\mathcal{FRDE}$.
Optimizing the learning rate for adaptive estimation of neural encoding models
2018-01-01
Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains. PMID:29813069
Optimizing the learning rate for adaptive estimation of neural encoding models.
Hsieh, Han-Lin; Shanechi, Maryam M
2018-05-01
Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains.
An Extension of the Partial Credit Model with an Application to the Measurement of Change.
ERIC Educational Resources Information Center
Fischer, Gerhard H.; Ponocny, Ivo
1994-01-01
An extension to the partial credit model, the linear partial credit model, is considered under the assumption of a certain linear decomposition of the item x category parameters into basic parameters. A conditional maximum likelihood algorithm for estimating basic parameters is presented and illustrated with simulation and an empirical study. (SLD)
Computational Algorithms or Identification of Distributed Parameter Systems
1993-04-24
delay-differential equations, Volterra integral equations, and partial differential equations with memory terms . In particular we investigated a...tested for estimating parameters in a Volterra integral equation arising from a viscoelastic model of a flexible structure with Boltzmann damping. In...particular, one of the parameters identified was the order of the derivative in Volterra integro-differential equations containing fractional
The profile algorithm for microwave delay estimation from water vapor radiometer data
NASA Technical Reports Server (NTRS)
Robinson, Steven E.
1988-01-01
A new algorithm has been developed for the estimation of tropospheric microwave path delays from water vapor radiometer (WVR) data, which does not require site and weather dependent empirical parameters to produce accuracy better than 0.3 cm of delay. Instead of taking the conventional linear approach, the new algorithm first uses the observables with an emission model to determine an approximate form of the vertical water vapor distribution, which is then explicitly integrated to estimate wet path delays in a second step. The intrinsic accuracy of this algorithm, excluding uncertainties caused by the radiometers and the emission model, has been examined for two channel WVR data using path delays and corresponding simulated observables computed from archived radiosonde data. It is found that annual rms errors for a wide range of sites average 0.18 cm in the absence of clouds, 0.22 cm in cloudy weather, and 0.19 cm overall. In clear weather, the new algorithm's accuracy is comparable to the best that can be obtained from conventional linear algorithms, while in cloudy weather it offers a 35 percent improvement.
Wang, Chang; Qin, Xin; Liu, Yan; Zhang, Wenchao
2016-06-01
An adaptive inertia weight particle swarm algorithm is proposed in this study to solve the local optimal problem with the method of traditional particle swarm optimization in the process of estimating magnetic resonance(MR)image bias field.An indicator measuring the degree of premature convergence was designed for the defect of traditional particle swarm optimization algorithm.The inertia weight was adjusted adaptively based on this indicator to ensure particle swarm to be optimized globally and to avoid it from falling into local optimum.The Legendre polynomial was used to fit bias field,the polynomial parameters were optimized globally,and finally the bias field was estimated and corrected.Compared to those with the improved entropy minimum algorithm,the entropy of corrected image was smaller and the estimated bias field was more accurate in this study.Then the corrected image was segmented and the segmentation accuracy obtained in this research was 10% higher than that with improved entropy minimum algorithm.This algorithm can be applied to the correction of MR image bias field.
A new algorithm for microwave delay estimation from water vapor radiometer data
NASA Technical Reports Server (NTRS)
Robinson, S. E.
1986-01-01
A new algorithm has been developed for the estimation of tropospheric microwave path delays from water vapor radiometer (WVR) data, which does not require site and weather dependent empirical parameters to produce high accuracy. Instead of taking the conventional linear approach, the new algorithm first uses the observables with an emission model to determine an approximate form of the vertical water vapor distribution which is then explicitly integrated to estimate wet path delays, in a second step. The intrinsic accuracy of this algorithm has been examined for two channel WVR data using path delays and stimulated observables computed from archived radiosonde data. It is found that annual RMS errors for a wide range of sites are in the range from 1.3 mm to 2.3 mm, in the absence of clouds. This is comparable to the best overall accuracy obtainable from conventional linear algorithms, which must be tailored to site and weather conditions using large radiosonde data bases. The new algorithm's accuracy and flexibility are indications that it may be a good candidate for almost all WVR data interpretation.
NASA Astrophysics Data System (ADS)
Qian, Kun; Zhou, Huixin; Rong, Shenghui; Wang, Bingjian; Cheng, Kuanhong
2017-05-01
Infrared small target tracking plays an important role in applications including military reconnaissance, early warning and terminal guidance. In this paper, an effective algorithm based on the Singular Value Decomposition (SVD) and the improved Kernelized Correlation Filter (KCF) is presented for infrared small target tracking. Firstly, the super performance of the SVD-based algorithm is that it takes advantage of the target's global information and obtains a background estimation of an infrared image. A dim target is enhanced by subtracting the corresponding estimated background with update from the original image. Secondly, the KCF algorithm is combined with Gaussian Curvature Filter (GCF) to eliminate the excursion problem. The GCF technology is adopted to preserve the edge and eliminate the noise of the base sample in the KCF algorithm, helping to calculate the classifier parameter for a small target. At last, the target position is estimated with a response map, which is obtained via the kernelized classifier. Experimental results demonstrate that the presented algorithm performs favorably in terms of efficiency and accuracy, compared with several state-of-the-art algorithms.
Human arm stiffness and equilibrium-point trajectory during multi-joint movement.
Gomi, H; Kawato, M
1997-03-01
By using a newly designed high-performance manipulandum and a new estimation algorithm, we measured human multi-joint arm stiffness parameters during multi-joint point-to-point movements on a horizontal plane. This manipulandum allows us to apply a sufficient perturbation to subject's arm within a brief period during movement. Arm stiffness parameters were reliably estimated using a new algorithm, in which all unknown structural parameters could be estimated independent of arm posture (i.e., constant values under any arm posture). Arm stiffness during transverse movement was considerably greater than that during corresponding posture, but not during a longitudinal movement. Although the ratios of elbow, shoulder, and double-joint stiffness were varied in time, the orientation of stiffness ellipses during the movement did not change much. Equilibrium-point trajectories that were predicted from measured stiffness parameters and actual trajectories were slightly sinusoidally curved in Cartesian space and their velocity profiles were quite different from the velocity profiles of actual hand trajectories. This result contradicts the hypothesis that the brain does not take the dynamics into account in movement control depending on the neuromuscular servo mechanism; rather, it implies that the brain needs to acquire some internal models of controlled objects.
Two-pass imputation algorithm for missing value estimation in gene expression time series.
Tsiporkova, Elena; Boeva, Veselka
2007-10-01
Gene expression microarray experiments frequently generate datasets with multiple values missing. However, most of the analysis, mining, and classification methods for gene expression data require a complete matrix of gene array values. Therefore, the accurate estimation of missing values in such datasets has been recognized as an important issue, and several imputation algorithms have already been proposed to the biological community. Most of these approaches, however, are not particularly suitable for time series expression profiles. In view of this, we propose a novel imputation algorithm, which is specially suited for the estimation of missing values in gene expression time series data. The algorithm utilizes Dynamic Time Warping (DTW) distance in order to measure the similarity between time expression profiles, and subsequently selects for each gene expression profile with missing values a dedicated set of candidate profiles for estimation. Three different DTW-based imputation (DTWimpute) algorithms have been considered: position-wise, neighborhood-wise, and two-pass imputation. These have initially been prototyped in Perl, and their accuracy has been evaluated on yeast expression time series data using several different parameter settings. The experiments have shown that the two-pass algorithm consistently outperforms, in particular for datasets with a higher level of missing entries, the neighborhood-wise and the position-wise algorithms. The performance of the two-pass DTWimpute algorithm has further been benchmarked against the weighted K-Nearest Neighbors algorithm, which is widely used in the biological community; the former algorithm has appeared superior to the latter one. Motivated by these findings, indicating clearly the added value of the DTW techniques for missing value estimation in time series data, we have built an optimized C++ implementation of the two-pass DTWimpute algorithm. The software also provides for a choice between three different initial rough imputation methods.
Bias in error estimation when using cross-validation for model selection.
Varma, Sudhir; Simon, Richard
2006-02-23
Cross-validation (CV) is an effective method for estimating the prediction error of a classifier. Some recent articles have proposed methods for optimizing classifiers by choosing classifier parameter values that minimize the CV error estimate. We have evaluated the validity of using the CV error estimate of the optimized classifier as an estimate of the true error expected on independent data. We used CV to optimize the classification parameters for two kinds of classifiers; Shrunken Centroids and Support Vector Machines (SVM). Random training datasets were created, with no difference in the distribution of the features between the two classes. Using these "null" datasets, we selected classifier parameter values that minimized the CV error estimate. 10-fold CV was used for Shrunken Centroids while Leave-One-Out-CV (LOOCV) was used for the SVM. Independent test data was created to estimate the true error. With "null" and "non null" (with differential expression between the classes) data, we also tested a nested CV procedure, where an inner CV loop is used to perform the tuning of the parameters while an outer CV is used to compute an estimate of the error. The CV error estimate for the classifier with the optimal parameters was found to be a substantially biased estimate of the true error that the classifier would incur on independent data. Even though there is no real difference between the two classes for the "null" datasets, the CV error estimate for the Shrunken Centroid with the optimal parameters was less than 30% on 18.5% of simulated training data-sets. For SVM with optimal parameters the estimated error rate was less than 30% on 38% of "null" data-sets. Performance of the optimized classifiers on the independent test set was no better than chance. The nested CV procedure reduces the bias considerably and gives an estimate of the error that is very close to that obtained on the independent testing set for both Shrunken Centroids and SVM classifiers for "null" and "non-null" data distributions. We show that using CV to compute an error estimate for a classifier that has itself been tuned using CV gives a significantly biased estimate of the true error. Proper use of CV for estimating true error of a classifier developed using a well defined algorithm requires that all steps of the algorithm, including classifier parameter tuning, be repeated in each CV loop. A nested CV procedure provides an almost unbiased estimate of the true error.
NASA Astrophysics Data System (ADS)
Uilhoorn, F. E.
2016-10-01
In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen; Wald, Lawrence L.
2017-01-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization. PMID:26915119
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L
2016-08-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.
Distributed Estimation using Bayesian Consensus Filtering
2014-06-06
Convergence rate analysis of distributed gossip (linear parameter) estimation: Fundamental limits and tradeoffs,” IEEE J. Sel. Topics Signal Process...Dimakis, S. Kar, J. Moura, M. Rabbat, and A. Scaglione, “ Gossip algorithms for distributed signal processing,” Proc. of the IEEE, vol. 98, no. 11, pp
NASA Astrophysics Data System (ADS)
Bowen, Spencer L.; Byars, Larry G.; Michel, Christian J.; Chonde, Daniel B.; Catana, Ciprian
2013-10-01
Kinetic parameters estimated from dynamic 18F-fluorodeoxyglucose (18F-FDG) PET acquisitions have been used frequently to assess brain function in humans. Neglecting partial volume correction (PVC) for a dynamic series has been shown to produce significant bias in model estimates. Accurate PVC requires a space-variant model describing the reconstructed image spatial point spread function (PSF) that accounts for resolution limitations, including non-uniformities across the field of view due to the parallax effect. For ordered subsets expectation maximization (OSEM), image resolution convergence is local and influenced significantly by the number of iterations, the count density, and background-to-target ratio. As both count density and background-to-target values for a brain structure can change during a dynamic scan, the local image resolution may also concurrently vary. When PVC is applied post-reconstruction the kinetic parameter estimates may be biased when neglecting the frame-dependent resolution. We explored the influence of the PVC method and implementation on kinetic parameters estimated by fitting 18F-FDG dynamic data acquired on a dedicated brain PET scanner and reconstructed with and without PSF modelling in the OSEM algorithm. The performance of several PVC algorithms was quantified with a phantom experiment, an anthropomorphic Monte Carlo simulation, and a patient scan. Using the last frame reconstructed image only for regional spread function (RSF) generation, as opposed to computing RSFs for each frame independently, and applying perturbation geometric transfer matrix PVC with PSF based OSEM produced the lowest magnitude bias kinetic parameter estimates in most instances, although at the cost of increased noise compared to the PVC methods utilizing conventional OSEM. Use of the last frame RSFs for PVC with no PSF modelling in the OSEM algorithm produced the lowest bias in cerebral metabolic rate of glucose estimates, although by less than 5% in most cases compared to the other PVC methods. The results indicate that the PVC implementation and choice of PSF modelling in the reconstruction can significantly impact model parameters.
Bowen, Spencer L; Byars, Larry G; Michel, Christian J; Chonde, Daniel B; Catana, Ciprian
2013-10-21
Kinetic parameters estimated from dynamic (18)F-fluorodeoxyglucose ((18)F-FDG) PET acquisitions have been used frequently to assess brain function in humans. Neglecting partial volume correction (PVC) for a dynamic series has been shown to produce significant bias in model estimates. Accurate PVC requires a space-variant model describing the reconstructed image spatial point spread function (PSF) that accounts for resolution limitations, including non-uniformities across the field of view due to the parallax effect. For ordered subsets expectation maximization (OSEM), image resolution convergence is local and influenced significantly by the number of iterations, the count density, and background-to-target ratio. As both count density and background-to-target values for a brain structure can change during a dynamic scan, the local image resolution may also concurrently vary. When PVC is applied post-reconstruction the kinetic parameter estimates may be biased when neglecting the frame-dependent resolution. We explored the influence of the PVC method and implementation on kinetic parameters estimated by fitting (18)F-FDG dynamic data acquired on a dedicated brain PET scanner and reconstructed with and without PSF modelling in the OSEM algorithm. The performance of several PVC algorithms was quantified with a phantom experiment, an anthropomorphic Monte Carlo simulation, and a patient scan. Using the last frame reconstructed image only for regional spread function (RSF) generation, as opposed to computing RSFs for each frame independently, and applying perturbation geometric transfer matrix PVC with PSF based OSEM produced the lowest magnitude bias kinetic parameter estimates in most instances, although at the cost of increased noise compared to the PVC methods utilizing conventional OSEM. Use of the last frame RSFs for PVC with no PSF modelling in the OSEM algorithm produced the lowest bias in cerebral metabolic rate of glucose estimates, although by less than 5% in most cases compared to the other PVC methods. The results indicate that the PVC implementation and choice of PSF modelling in the reconstruction can significantly impact model parameters.
NASA Astrophysics Data System (ADS)
Gao, Shuang; Yang, Wen; Zhang, Hui; Sun, Yanling; Mao, Jian; Ma, Zhenxing; Cong, Zhiyuan; Zhang, Xian; Tian, Shasha; Azzi, Merched; Chen, Li; Bai, Zhipeng
2018-02-01
The determination of background concentration of PM2.5 is important to understand the contribution of local emission sources to total PM2.5 concentration. The purpose of this study was to exam the performance of baseline separation techniques to estimate PM2.5 background concentration. Five separation methods, which included recursive digital filters (Lyne-Hollick, one-parameter algorithm, and Boughton two-parameter algorithm), sliding interval and smoothed minima, were applied to one-year PM2.5 time-series data in two heavily polluted cities, Tianjin and Jinan. To obtain the proper filter parameters and recession constants for the separation techniques, we conducted regression analysis at a background site during the emission reduction period enforced by the Government for the 2014 Asia-Pacific Economic Cooperation (APEC) meeting in Beijing. Background concentrations in Tianjin and Jinan were then estimated by applying the determined filter parameters and recession constants. The chemical mass balance (CMB) model was also applied to ascertain the effectiveness of the new approach. Our results showed that the contribution of background PM concentration to ambient pollution was at a comparable level to the contribution obtained from the previous study. The best performance was achieved using the Boughton two-parameter algorithm. The background concentrations were estimated at (27 ± 2) μg/m3 for the whole year, (34 ± 4) μg/m3 for the heating period (winter), (21 ± 2) μg/m3 for the non-heating period (summer), and (25 ± 2) μg/m3 for the sandstorm period in Tianjin. The corresponding values in Jinan were (30 ± 3) μg/m3, (40 ± 4) μg/m3, (24 ± 5) μg/m3, and (26 ± 2) μg/m3, respectively. The study revealed that these baseline separation techniques are valid for estimating levels of PM2.5 air pollution, and that our proposed method has great potential for estimating the background level of other air pollutants.
Real-time moving horizon estimation for a vibrating active cantilever
NASA Astrophysics Data System (ADS)
Abdollahpouri, Mohammad; Takács, Gergely; Rohaľ-Ilkiv, Boris
2017-03-01
Vibrating structures may be subject to changes throughout their operating lifetime due to a range of environmental and technical factors. These variations can be considered as parameter changes in the dynamic model of the structure, while their online estimates can be utilized in adaptive control strategies, or in structural health monitoring. This paper implements the moving horizon estimation (MHE) algorithm on a low-cost embedded computing device that is jointly observing the dynamic states and parameter variations of an active cantilever beam in real time. The practical behavior of this algorithm has been investigated in various experimental scenarios. It has been found, that for the given field of application, moving horizon estimation converges faster than the extended Kalman filter; moreover, it handles atypical measurement noise, sensor errors or other extreme changes, reliably. Despite its improved performance, the experiments demonstrate that the disadvantage of solving the nonlinear optimization problem in MHE is that it naturally leads to an increase in computational effort.
Acoustic source localization in mixed field using spherical microphone arrays
NASA Astrophysics Data System (ADS)
Huang, Qinghua; Wang, Tong
2014-12-01
Spherical microphone arrays have been used for source localization in three-dimensional space recently. In this paper, a two-stage algorithm is developed to localize mixed far-field and near-field acoustic sources in free-field environment. In the first stage, an array signal model is constructed in the spherical harmonics domain. The recurrent relation of spherical harmonics is independent of far-field and near-field mode strengths. Therefore, it is used to develop spherical estimating signal parameter via rotational invariance technique (ESPRIT)-like approach to estimate directions of arrival (DOAs) for both far-field and near-field sources. In the second stage, based on the estimated DOAs, simple one-dimensional MUSIC spectrum is exploited to distinguish far-field and near-field sources and estimate the ranges of near-field sources. The proposed algorithm can avoid multidimensional search and parameter pairing. Simulation results demonstrate the good performance for localizing far-field sources, or near-field ones, or mixed field sources.
NASA Astrophysics Data System (ADS)
Zhu, Gaofeng; Li, Xin; Ma, Jinzhu; Wang, Yunquan; Liu, Shaomin; Huang, Chunlin; Zhang, Kun; Hu, Xiaoli
2018-04-01
Sequential Monte Carlo (SMC) samplers have become increasing popular for estimating the posterior parameter distribution with the non-linear dependency structures and multiple modes often present in hydrological models. However, the explorative capabilities and efficiency of the sampler depends strongly on the efficiency in the move step of SMC sampler. In this paper we presented a new SMC sampler entitled the Particle Evolution Metropolis Sequential Monte Carlo (PEM-SMC) algorithm, which is well suited to handle unknown static parameters of hydrologic model. The PEM-SMC sampler is inspired by the works of Liang and Wong (2001) and operates by incorporating the strengths of the genetic algorithm, differential evolution algorithm and Metropolis-Hasting algorithm into the framework of SMC. We also prove that the sampler admits the target distribution to be a stationary distribution. Two case studies including a multi-dimensional bimodal normal distribution and a conceptual rainfall-runoff hydrologic model by only considering parameter uncertainty and simultaneously considering parameter and input uncertainty show that PEM-SMC sampler is generally superior to other popular SMC algorithms in handling the high dimensional problems. The study also indicated that it may be important to account for model structural uncertainty by using multiplier different hydrological models in the SMC framework in future study.
NASA Astrophysics Data System (ADS)
Wu, Hongjie; Yuan, Shifei; Zhang, Xi; Yin, Chengliang; Ma, Xuerui
2015-08-01
To improve the suitability of lithium-ion battery model under varying scenarios, such as fluctuating temperature and SoC variation, dynamic model with parameters updated realtime should be developed. In this paper, an incremental analysis-based auto regressive exogenous (I-ARX) modeling method is proposed to eliminate the modeling error caused by the OCV effect and improve the accuracy of parameter estimation. Then, its numerical stability, modeling error, and parametric sensitivity are analyzed at different sampling rates (0.02, 0.1, 0.5 and 1 s). To identify the model parameters recursively, a bias-correction recursive least squares (CRLS) algorithm is applied. Finally, the pseudo random binary sequence (PRBS) and urban dynamic driving sequences (UDDSs) profiles are performed to verify the realtime performance and robustness of the newly proposed model and algorithm. Different sampling rates (1 Hz and 10 Hz) and multiple temperature points (5, 25, and 45 °C) are covered in our experiments. The experimental and simulation results indicate that the proposed I-ARX model can present high accuracy and suitability for parameter identification without using open circuit voltage.
What a Difference a Parameter Makes: a Psychophysical Comparison of Random Dot Motion Algorithms
Pilly, Praveen K.; Seitz, Aaron R.
2009-01-01
Random dot motion (RDM) displays have emerged as one of the standard stimulus types employed in psychophysical and physiological studies of motion processing. RDMs are convenient because it is straightforward to manipulate the relative motion energy for a given motion direction in addition to stimulus parameters such as the speed, contrast, duration, density, aperture, etc. However, as widely as RDMs are employed so do they vary in their details of implementation. As a result, it is often difficult to make direct comparisons across studies employing different RDM algorithms and parameters. Here, we systematically measure the ability of human subjects to estimate motion direction for four commonly used RDM algorithms under a range of parameters in order to understand how these different algorithms compare in their perceptibility. We find that parametric and algorithmic differences can produce dramatically different performances. These effects, while surprising, can be understood in relationship to pertinent neurophysiological data regarding spatiotemporal displacement tuning properties of cells in area MT and how the tuning function changes with stimulus contrast and retinal eccentricity. These data help give a baseline by which different RDM algorithms can be compared, demonstrate a need for clearly reporting RDM details in the methods of papers, and also pose new constraints and challenges to models of motion direction processing. PMID:19336240
Adaptive statistical pattern classifiers for remotely sensed data
NASA Technical Reports Server (NTRS)
Gonzalez, R. C.; Pace, M. O.; Raulston, H. S.
1975-01-01
A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.
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.
A modified Leslie-Gower predator-prey interaction model and parameter identifiability
NASA Astrophysics Data System (ADS)
Tripathi, Jai Prakash; Meghwani, Suraj S.; Thakur, Manoj; Abbas, Syed
2018-01-01
In this work, bifurcation and a systematic approach for estimation of identifiable parameters of a modified Leslie-Gower predator-prey system with Crowley-Martin functional response and prey refuge is discussed. Global asymptotic stability is discussed by applying fluctuation lemma. The system undergoes into Hopf bifurcation with respect to parameters intrinsic growth rate of predators (s) and prey reserve (m). The stability of Hopf bifurcation is also discussed by calculating Lyapunov number. The sensitivity analysis of the considered model system with respect to all variables is performed which also supports our theoretical study. To estimate the unknown parameter from the data, an optimization procedure (pseudo-random search algorithm) is adopted. System responses and phase plots for estimated parameters are also compared with true noise free data. It is found that the system dynamics with true set of parametric values is similar to the estimated parametric values. Numerical simulations are presented to substantiate the analytical findings.
NASA Astrophysics Data System (ADS)
Rochoux, M. C.; Ricci, S.; Lucor, D.; Cuenot, B.; Trouvé, A.
2014-05-01
This paper is the first part in a series of two articles and presents a data-driven wildfire simulator for forecasting wildfire spread scenarios, at a reduced computational cost that is consistent with operational systems. The prototype simulator features the following components: a level-set-based fire propagation solver FIREFLY that adopts a regional-scale modeling viewpoint, treats wildfires as surface propagating fronts, and uses a description of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's model; a series of airborne-like observations of the fire front positions; and a data assimilation algorithm based on an ensemble Kalman filter (EnKF) for parameter estimation. This stochastic algorithm partly accounts for the non-linearities between the input parameters of the semi-empirical ROS model and the fire front position, and is sequentially applied to provide a spatially-uniform correction to wind and biomass fuel parameters as observations become available. A wildfire spread simulator combined with an ensemble-based data assimilation algorithm is therefore a promising approach to reduce uncertainties in the forecast position of the fire front and to introduce a paradigm-shift in the wildfire emergency response. In order to reduce the computational cost of the EnKF algorithm, a surrogate model based on a polynomial chaos (PC) expansion is used in place of the forward model FIREFLY in the resulting hybrid PC-EnKF algorithm. The performance of EnKF and PC-EnKF is assessed on synthetically-generated simple configurations of fire spread to provide valuable information and insight on the benefits of the PC-EnKF approach as well as on a controlled grassland fire experiment. The results indicate that the proposed PC-EnKF algorithm features similar performance to the standard EnKF algorithm, but at a much reduced computational cost. In particular, the re-analysis and forecast skills of data assimilation strongly relate to the spatial and temporal variability of the errors in the ROS model parameters.
NASA Astrophysics Data System (ADS)
Rochoux, M. C.; Ricci, S.; Lucor, D.; Cuenot, B.; Trouvé, A.
2014-11-01
This paper is the first part in a series of two articles and presents a data-driven wildfire simulator for forecasting wildfire spread scenarios, at a reduced computational cost that is consistent with operational systems. The prototype simulator features the following components: an Eulerian front propagation solver FIREFLY that adopts a regional-scale modeling viewpoint, treats wildfires as surface propagating fronts, and uses a description of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's model; a series of airborne-like observations of the fire front positions; and a data assimilation (DA) algorithm based on an ensemble Kalman filter (EnKF) for parameter estimation. This stochastic algorithm partly accounts for the nonlinearities between the input parameters of the semi-empirical ROS model and the fire front position, and is sequentially applied to provide a spatially uniform correction to wind and biomass fuel parameters as observations become available. A wildfire spread simulator combined with an ensemble-based DA algorithm is therefore a promising approach to reduce uncertainties in the forecast position of the fire front and to introduce a paradigm-shift in the wildfire emergency response. In order to reduce the computational cost of the EnKF algorithm, a surrogate model based on a polynomial chaos (PC) expansion is used in place of the forward model FIREFLY in the resulting hybrid PC-EnKF algorithm. The performance of EnKF and PC-EnKF is assessed on synthetically generated simple configurations of fire spread to provide valuable information and insight on the benefits of the PC-EnKF approach, as well as on a controlled grassland fire experiment. The results indicate that the proposed PC-EnKF algorithm features similar performance to the standard EnKF algorithm, but at a much reduced computational cost. In particular, the re-analysis and forecast skills of DA strongly relate to the spatial and temporal variability of the errors in the ROS model parameters.
Alikhani, Jamal; Takacs, Imre; Al-Omari, Ahmed; Murthy, Sudhir; Massoudieh, Arash
2017-03-01
A parameter estimation framework was used to evaluate the ability of observed data from a full-scale nitrification-denitrification bioreactor to reduce the uncertainty associated with the bio-kinetic and stoichiometric parameters of an activated sludge model (ASM). Samples collected over a period of 150 days from the effluent as well as from the reactor tanks were used. A hybrid genetic algorithm and Bayesian inference were used to perform deterministic and parameter estimations, respectively. The main goal was to assess the ability of the data to obtain reliable parameter estimates for a modified version of the ASM. The modified ASM model includes methylotrophic processes which play the main role in methanol-fed denitrification. Sensitivity analysis was also used to explain the ability of the data to provide information about each of the parameters. The results showed that the uncertainty in the estimates of the most sensitive parameters (including growth rate, decay rate, and yield coefficients) decreased with respect to the prior information.
Nonuniformity correction for an infrared focal plane array based on diamond search block matching.
Sheng-Hui, Rong; Hui-Xin, Zhou; Han-Lin, Qin; Rui, Lai; Kun, Qian
2016-05-01
In scene-based nonuniformity correction algorithms, artificial ghosting and image blurring degrade the correction quality severely. In this paper, an improved algorithm based on the diamond search block matching algorithm and the adaptive learning rate is proposed. First, accurate transform pairs between two adjacent frames are estimated by the diamond search block matching algorithm. Then, based on the error between the corresponding transform pairs, the gradient descent algorithm is applied to update correction parameters. During the process of gradient descent, the local standard deviation and a threshold are utilized to control the learning rate to avoid the accumulation of matching error. Finally, the nonuniformity correction would be realized by a linear model with updated correction parameters. The performance of the proposed algorithm is thoroughly studied with four real infrared image sequences. Experimental results indicate that the proposed algorithm can reduce the nonuniformity with less ghosting artifacts in moving areas and can also overcome the problem of image blurring in static areas.
NASA Astrophysics Data System (ADS)
Yin, Lucy; Andrews, Jennifer; Heaton, Thomas
2018-05-01
Earthquake parameter estimations using nearest neighbor searching among a large database of observations can lead to reliable prediction results. However, in the real-time application of Earthquake Early Warning (EEW) systems, the accurate prediction using a large database is penalized by a significant delay in the processing time. We propose to use a multidimensional binary search tree (KD tree) data structure to organize large seismic databases to reduce the processing time in nearest neighbor search for predictions. We evaluated the performance of KD tree on the Gutenberg Algorithm, a database-searching algorithm for EEW. We constructed an offline test to predict peak ground motions using a database with feature sets of waveform filter-bank characteristics, and compare the results with the observed seismic parameters. We concluded that large database provides more accurate predictions of the ground motion information, such as peak ground acceleration, velocity, and displacement (PGA, PGV, PGD), than source parameters, such as hypocenter distance. Application of the KD tree search to organize the database reduced the average searching process by 85% time cost of the exhaustive method, allowing the method to be feasible for real-time implementation. The algorithm is straightforward and the results will reduce the overall time of warning delivery for EEW.
Inverse Flush Air Data System (FADS) for Real Time Simulations
NASA Astrophysics Data System (ADS)
Madhavanpillai, Jayakumar; Dhoaya, Jayanta; Balakrishnan, Vidya Saraswathi; Narayanan, Remesh; Chacko, Finitha Kallely; Narayanan, Shyam Mohan
2017-12-01
Flush Air Data Sensing System (FADS) forms a mission critical sub system in future reentry vehicles. FADS makes use of surface pressure measurements from the nose cap of the vehicle for deriving the air data parameters of the vehicle such as angle of attack, angle of sideslip, Mach number, etc. These parameters find use in the flight control and guidance systems, and also assist in the overall mission management. The FADS under consideration in this paper makes use of nine pressure ports located in the nose cap of a technology demonstrator vehicle. In flight, the air data parameters are obtained from the FADS estimation algorithm using the pressure data at the nine pressure ports. But, these pressure data will not be available, for testing the FADS package during ground simulation. So, an inverse software to FADS which estimates the pressure data at the pressure ports for a given flight condition is developed. These pressure data at the nine ports will go as input to the FADS package during ground simulation. The software is run to generate the pressure data for the descent phase trajectory of the technology demonstrator. This data is used again to generate the air data parameters from FADS algorithm. The computed results from FADS algorithm match well with the trajectory data.
Information theoretic analysis of canny edge detection in visual communication
NASA Astrophysics Data System (ADS)
Jiang, Bo; Rahman, Zia-ur
2011-06-01
In general edge detection evaluation, the edge detectors are examined, analyzed, and compared either visually or with a metric for specific an application. This analysis is usually independent of the characteristics of the image-gathering, transmission and display processes that do impact the quality of the acquired image and thus, the resulting edge image. We propose a new information theoretic analysis of edge detection that unites the different components of the visual communication channel and assesses edge detection algorithms in an integrated manner based on Shannon's information theory. The edge detection algorithm here is considered to achieve high performance only if the information rate from the scene to the edge approaches the maximum possible. Thus, by setting initial conditions of the visual communication system as constant, different edge detection algorithms could be evaluated. This analysis is normally limited to linear shift-invariant filters so in order to examine the Canny edge operator in our proposed system, we need to estimate its "power spectral density" (PSD). Since the Canny operator is non-linear and shift variant, we perform the estimation for a set of different system environment conditions using simulations. In our paper we will first introduce the PSD of the Canny operator for a range of system parameters. Then, using the estimated PSD, we will assess the Canny operator using information theoretic analysis. The information-theoretic metric is also used to compare the performance of the Canny operator with other edge-detection operators. This also provides a simple tool for selecting appropriate edgedetection algorithms based on system parameters, and for adjusting their parameters to maximize information throughput.
Evaluating low pass filters on SPECT reconstructed cardiac orientation estimation
NASA Astrophysics Data System (ADS)
Dwivedi, Shekhar
2009-02-01
Low pass filters can affect the quality of clinical SPECT images by smoothing. Appropriate filter and parameter selection leads to optimum smoothing that leads to a better quantification followed by correct diagnosis and accurate interpretation by the physician. This study aims at evaluating the low pass filters on SPECT reconstruction algorithms. Criteria for evaluating the filters are estimating the SPECT reconstructed cardiac azimuth and elevation angle. Low pass filters studied are butterworth, gaussian, hamming, hanning and parzen. Experiments are conducted using three reconstruction algorithms, FBP (filtered back projection), MLEM (maximum likelihood expectation maximization) and OSEM (ordered subsets expectation maximization), on four gated cardiac patient projections (two patients with stress and rest projections). Each filter is applied with varying cutoff and order for each reconstruction algorithm (only butterworth used for MLEM and OSEM). The azimuth and elevation angles are calculated from the reconstructed volume and the variation observed in the angles with varying filter parameters is reported. Our results demonstrate that behavior of hamming, hanning and parzen filter (used with FBP) with varying cutoff is similar for all the datasets. Butterworth filter (cutoff > 0.4) behaves in a similar fashion for all the datasets using all the algorithms whereas with OSEM for a cutoff < 0.4, it fails to generate cardiac orientation due to oversmoothing, and gives an unstable response with FBP and MLEM. This study on evaluating effect of low pass filter cutoff and order on cardiac orientation using three different reconstruction algorithms provides an interesting insight into optimal selection of filter parameters.
Side-by-side ANFIS as a useful tool for estimating correlated thermophysical properties
NASA Astrophysics Data System (ADS)
Grieu, Stéphane; Faugeroux, Olivier; Traoré, Adama; Claudet, Bernard; Bodnar, Jean-Luc
2015-12-01
In the present paper, an artificial intelligence-based approach dealing with the estimation of correlated thermophysical properties is designed and evaluated. This new and "intelligent" approach makes use of photothermal responses obtained when homogeneous materials are subjected to a light flux. Commonly, gradient-based algorithms are used as parameter estimation techniques. Unfortunately, such algorithms show instabilities leading to non-convergence in case of correlated properties to be estimated from a rebuilt impulse response. So, the main objective of the present work was to simultaneously estimate both the thermal diffusivity and conductivity of homogeneous materials, from front-face or rear-face photothermal responses to pseudo random binary signals. To this end, we used side-by-side neuro-fuzzy systems (adaptive network-based fuzzy inference systems) trained with a hybrid algorithm. We focused on the impact on generalization of both the examples used during training and the fuzzification process. In addition, computation time was a key point to consider. That is why the developed algorithm is computationally tractable and allows both the thermal diffusivity and conductivity of homogeneous materials to be simultaneously estimated with very good accuracy (the generalization error ranges between 4.6% and 6.2%).
Composing problem solvers for simulation experimentation: a case study on steady state estimation.
Leye, Stefan; Ewald, Roland; Uhrmacher, Adelinde M
2014-01-01
Simulation experiments involve various sub-tasks, e.g., parameter optimization, simulation execution, or output data analysis. Many algorithms can be applied to such tasks, but their performance depends on the given problem. Steady state estimation in systems biology is a typical example for this: several estimators have been proposed, each with its own (dis-)advantages. Experimenters, therefore, must choose from the available options, even though they may not be aware of the consequences. To support those users, we propose a general scheme to aggregate such algorithms to so-called synthetic problem solvers, which exploit algorithm differences to improve overall performance. Our approach subsumes various aggregation mechanisms, supports automatic configuration from training data (e.g., via ensemble learning or portfolio selection), and extends the plugin system of the open source modeling and simulation framework James II. We show the benefits of our approach by applying it to steady state estimation for cell-biological models.
NASA Astrophysics Data System (ADS)
Nasser Eddine, Achraf; Huard, Benoît; Gabano, Jean-Denis; Poinot, Thierry
2018-06-01
This paper deals with the initialization of a non linear identification algorithm used to accurately estimate the physical parameters of Lithium-ion battery. A Randles electric equivalent circuit is used to describe the internal impedance of the battery. The diffusion phenomenon related to this modeling is presented using a fractional order method. The battery model is thus reformulated into a transfer function which can be identified through Levenberg-Marquardt algorithm to ensure the algorithm's convergence to the physical parameters. An initialization method is proposed in this paper by taking into account previously acquired information about the static and dynamic system behavior. The method is validated using noisy voltage response, while precision of the final identification results is evaluated using Monte-Carlo method.
A Robust Sound Source Localization Approach for Microphone Array with Model Errors
NASA Astrophysics Data System (ADS)
Xiao, Hua; Shao, Huai-Zong; Peng, Qi-Cong
In this paper, a robust sound source localization approach is proposed. The approach retains good performance even when model errors exist. Compared with previous work in this field, the contributions of this paper are as follows. First, an improved broad-band and near-field array model is proposed. It takes array gain, phase perturbations into account and is based on the actual positions of the elements. It can be used in arbitrary planar geometry arrays. Second, a subspace model errors estimation algorithm and a Weighted 2-Dimension Multiple Signal Classification (W2D-MUSIC) algorithm are proposed. The subspace model errors estimation algorithm estimates unknown parameters of the array model, i. e., gain, phase perturbations, and positions of the elements, with high accuracy. The performance of this algorithm is improved with the increasing of SNR or number of snapshots. The W2D-MUSIC algorithm based on the improved array model is implemented to locate sound sources. These two algorithms compose the robust sound source approach. The more accurate steering vectors can be provided for further processing such as adaptive beamforming algorithm. Numerical examples confirm effectiveness of this proposed approach.
Fitting ordinary differential equations to short time course data.
Brewer, Daniel; Barenco, Martino; Callard, Robin; Hubank, Michael; Stark, Jaroslav
2008-02-28
Ordinary differential equations (ODEs) are widely used to model many systems in physics, chemistry, engineering and biology. Often one wants to compare such equations with observed time course data, and use this to estimate parameters. Surprisingly, practical algorithms for doing this are relatively poorly developed, particularly in comparison with the sophistication of numerical methods for solving both initial and boundary value problems for differential equations, and for locating and analysing bifurcations. A lack of good numerical fitting methods is particularly problematic in the context of systems biology where only a handful of time points may be available. In this paper, we present a survey of existing algorithms and describe the main approaches. We also introduce and evaluate a new efficient technique for estimating ODEs linear in parameters particularly suited to situations where noise levels are high and the number of data points is low. It employs a spline-based collocation scheme and alternates linear least squares minimization steps with repeated estimates of the noise-free values of the variables. This is reminiscent of expectation-maximization methods widely used for problems with nuisance parameters or missing data.
Noniterative estimation of a nonlinear parameter
NASA Technical Reports Server (NTRS)
Bergstroem, A.
1973-01-01
An algorithm is described which solves the parameters X = (x1,x2,...,xm) and p in an approximation problem Ax nearly equal to y(p), where the parameter p occurs nonlinearly in y. Instead of linearization methods, which require an approximate value of p to be supplied as a priori information, and which may lead to the finding of local minima, the proposed algorithm finds the global minimum by permitting the use of series expansions of arbitrary order, exploiting an a priori knowledge that the addition of a particular function, corresponding to a new column in A, will not improve the goodness of the approximation.
Regier, Michael D; Moodie, Erica E M
2016-05-01
We propose an extension of the EM algorithm that exploits the common assumption of unique parameterization, corrects for biases due to missing data and measurement error, converges for the specified model when standard implementation of the EM algorithm has a low probability of convergence, and reduces a potentially complex algorithm into a sequence of smaller, simpler, self-contained EM algorithms. We use the theory surrounding the EM algorithm to derive the theoretical results of our proposal, showing that an optimal solution over the parameter space is obtained. A simulation study is used to explore the finite sample properties of the proposed extension when there is missing data and measurement error. We observe that partitioning the EM algorithm into simpler steps may provide better bias reduction in the estimation of model parameters. The ability to breakdown a complicated problem in to a series of simpler, more accessible problems will permit a broader implementation of the EM algorithm, permit the use of software packages that now implement and/or automate the EM algorithm, and make the EM algorithm more accessible to a wider and more general audience.
Testing the accuracy of redshift-space group-finding algorithms
NASA Astrophysics Data System (ADS)
Frederic, James J.
1995-04-01
Using simulated redshift surveys generated from a high-resolution N-body cosmological structure simulation, we study algorithms used to identify groups of galaxies in redshift space. Two algorithms are investigated; both are friends-of-friends schemes with variable linking lengths in the radial and transverse dimenisons. The chief difference between the algorithms is in the redshift linking length. The algorithm proposed by Huchra & Geller (1982) uses a generous linking length designed to find 'fingers of god,' while that of Nolthenius & White (1987) uses a smaller linking length to minimize contamination by projection. We find that neither of the algorithms studied is intrinsically superior to the other; rather, the ideal algorithm as well as the ideal algorithm parameters depends on the purpose for which groups are to be studied. The Huchra & Geller algorithm misses few real groups, at the cost of including some spurious groups and members, while the Nolthenius & White algorithm misses high velocity dispersion groups and members but is less likely to include interlopers in its group assignments. Adjusting the parameters of either algorithm results in a trade-off between group accuracy and completeness. In a companion paper we investigate the accuracy of virial mass estimates and clustering properties of groups identified using these algorithms.
Rigby, Robert A; Stasinopoulos, D Mikis
2004-10-15
The Box-Cox power exponential (BCPE) distribution, developed in this paper, provides a model for a dependent variable Y exhibiting both skewness and kurtosis (leptokurtosis or platykurtosis). The distribution is defined by a power transformation Y(nu) having a shifted and scaled (truncated) standard power exponential distribution with parameter tau. The distribution has four parameters and is denoted BCPE (mu,sigma,nu,tau). The parameters, mu, sigma, nu and tau, may be interpreted as relating to location (median), scale (approximate coefficient of variation), skewness (transformation to symmetry) and kurtosis (power exponential parameter), respectively. Smooth centile curves are obtained by modelling each of the four parameters of the distribution as a smooth non-parametric function of an explanatory variable. A Fisher scoring algorithm is used to fit the non-parametric model by maximizing a penalized likelihood. The first and expected second and cross derivatives of the likelihood, with respect to mu, sigma, nu and tau, required for the algorithm, are provided. The centiles of the BCPE distribution are easy to calculate, so it is highly suited to centile estimation. This application of the BCPE distribution to smooth centile estimation provides a generalization of the LMS method of the centile estimation to data exhibiting kurtosis (as well as skewness) different from that of a normal distribution and is named here the LMSP method of centile estimation. The LMSP method of centile estimation is applied to modelling the body mass index of Dutch males against age. 2004 John Wiley & Sons, Ltd.
NASA Technical Reports Server (NTRS)
Wang, Shugong; Liang, Xu
2013-01-01
A new approach is presented in this paper to effectively obtain parameter estimations for the Multiscale Kalman Smoother (MKS) algorithm. This new approach has demonstrated promising potentials in deriving better data products based on data of different spatial scales and precisions. Our new approach employs a multi-objective (MO) parameter estimation scheme (called MO scheme hereafter), rather than using the conventional maximum likelihood scheme (called ML scheme) to estimate the MKS parameters. Unlike the ML scheme, the MO scheme is not simply built on strict statistical assumptions related to prediction errors and observation errors, rather, it directly associates the fused data of multiple scales with multiple objective functions in searching best parameter estimations for MKS through optimization. In the MO scheme, objective functions are defined to facilitate consistency among the fused data at multiscales and the input data at their original scales in terms of spatial patterns and magnitudes. The new approach is evaluated through a Monte Carlo experiment and a series of comparison analyses using synthetic precipitation data. Our results show that the MKS fused precipitation performs better using the MO scheme than that using the ML scheme. Particularly, improvements are significant compared to that using the ML scheme for the fused precipitation associated with fine spatial resolutions. This is mainly due to having more criteria and constraints involved in the MO scheme than those included in the ML scheme. The weakness of the original ML scheme that blindly puts more weights onto the data associated with finer resolutions is overcome in our new approach.
NASA Astrophysics Data System (ADS)
Closas, Pau; Guillamon, Antoni
2017-12-01
This paper deals with the problem of inferring the signals and parameters that cause neural activity to occur. The ultimate challenge being to unveil brain's connectivity, here we focus on a microscopic vision of the problem, where single neurons (potentially connected to a network of peers) are at the core of our study. The sole observation available are noisy, sampled voltage traces obtained from intracellular recordings. We design algorithms and inference methods using the tools provided by stochastic filtering that allow a probabilistic interpretation and treatment of the problem. Using particle filtering, we are able to reconstruct traces of voltages and estimate the time course of auxiliary variables. By extending the algorithm, through PMCMC methodology, we are able to estimate hidden physiological parameters as well, like intrinsic conductances or reversal potentials. Last, but not least, the method is applied to estimate synaptic conductances arriving at a target cell, thus reconstructing the synaptic excitatory/inhibitory input traces. Notably, the performance of these estimations achieve the theoretical lower bounds even in spiking regimes.
Zhang, Tao; Gao, Feng; Muhamedsalih, Hussam; Lou, Shan; Martin, Haydn; Jiang, Xiangqian
2018-03-20
The phase slope method which estimates height through fringe pattern frequency and the algorithm which estimates height through the fringe phase are the fringe analysis algorithms widely used in interferometry. Generally they both extract the phase information by filtering the signal in frequency domain after Fourier transform. Among the numerous papers in the literature about these algorithms, it is found that the design of the filter, which plays an important role, has never been discussed in detail. This paper focuses on the filter design in these algorithms for wavelength scanning interferometry (WSI), trying to optimize the parameters to acquire the optimal results. The spectral characteristics of the interference signal are analyzed first. The effective signal is found to be narrow-band (near single frequency), and the central frequency is calculated theoretically. Therefore, the position of the filter pass-band is determined. The width of the filter window is optimized with the simulation to balance the elimination of the noise and the ringing of the filter. Experimental validation of the approach is provided, and the results agree very well with the simulation. The experiment shows that accuracy can be improved by optimizing the filter design, especially when the signal quality, i.e., the signal noise ratio (SNR), is low. The proposed method also shows the potential of improving the immunity to the environmental noise by adapting the signal to acquire the optimal results through designing an adaptive filter once the signal SNR can be estimated accurately.
Parallel Processing of Broad-Band PPM Signals
NASA Technical Reports Server (NTRS)
Gray, Andrew; Kang, Edward; Lay, Norman; Vilnrotter, Victor; Srinivasan, Meera; Lee, Clement
2010-01-01
A parallel-processing algorithm and a hardware architecture to implement the algorithm have been devised for timeslot synchronization in the reception of pulse-position-modulated (PPM) optical or radio signals. As in the cases of some prior algorithms and architectures for parallel, discrete-time, digital processing of signals other than PPM, an incoming broadband signal is divided into multiple parallel narrower-band signals by means of sub-sampling and filtering. The number of parallel streams is chosen so that the frequency content of the narrower-band signals is low enough to enable processing by relatively-low speed complementary metal oxide semiconductor (CMOS) electronic circuitry. The algorithm and architecture are intended to satisfy requirements for time-varying time-slot synchronization and post-detection filtering, with correction of timing errors independent of estimation of timing errors. They are also intended to afford flexibility for dynamic reconfiguration and upgrading. The architecture is implemented in a reconfigurable CMOS processor in the form of a field-programmable gate array. The algorithm and its hardware implementation incorporate three separate time-varying filter banks for three distinct functions: correction of sub-sample timing errors, post-detection filtering, and post-detection estimation of timing errors. The design of the filter bank for correction of timing errors, the method of estimating timing errors, and the design of a feedback-loop filter are governed by a host of parameters, the most critical one, with regard to processing very broadband signals with CMOS hardware, being the number of parallel streams (equivalently, the rate-reduction parameter).
Model-Based IN SITU Parameter Estimation of Ultrasonic Guided Waves in AN Isotropic Plate
NASA Astrophysics Data System (ADS)
Hall, James S.; Michaels, Jennifer E.
2010-02-01
Most ultrasonic systems employing guided waves for flaw detection require information such as dispersion curves, transducer locations, and expected propagation loss. Degraded system performance may result if assumed parameter values do not accurately reflect the actual environment. By characterizing the propagating environment in situ at the time of test, potentially erroneous a priori estimates are avoided and performance of ultrasonic guided wave systems can be improved. A four-part model-based algorithm is described in the context of previous work that estimates model parameters whereby an assumed propagation model is used to describe the received signals. This approach builds upon previous work by demonstrating the ability to estimate parameters for the case of single mode propagation. Performance is demonstrated on signals obtained from theoretical dispersion curves, finite element modeling, and experimental data.
Zheng, Wei; Yan, Xiaoyong; Zhao, Wei; Qian, Chengshan
2017-12-20
A novel large-scale multi-hop localization algorithm based on regularized extreme learning is proposed in this paper. The large-scale multi-hop localization problem is formulated as a learning problem. Unlike other similar localization algorithms, the proposed algorithm overcomes the shortcoming of the traditional algorithms which are only applicable to an isotropic network, therefore has a strong adaptability to the complex deployment environment. The proposed algorithm is composed of three stages: data acquisition, modeling and location estimation. In data acquisition stage, the training information between nodes of the given network is collected. In modeling stage, the model among the hop-counts and the physical distances between nodes is constructed using regularized extreme learning. In location estimation stage, each node finds its specific location in a distributed manner. Theoretical analysis and several experiments show that the proposed algorithm can adapt to the different topological environments with low computational cost. Furthermore, high accuracy can be achieved by this method without setting complex parameters.
NASA Astrophysics Data System (ADS)
Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza
2018-03-01
In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.
Soares, Fabiano Araujo; Carvalho, João Luiz Azevedo; Miosso, Cristiano Jacques; de Andrade, Marcelino Monteiro; da Rocha, Adson Ferreira
2015-09-17
In surface electromyography (surface EMG, or S-EMG), conduction velocity (CV) refers to the velocity at which the motor unit action potentials (MUAPs) propagate along the muscle fibers, during contractions. The CV is related to the type and diameter of the muscle fibers, ion concentration, pH, and firing rate of the motor units (MUs). The CV can be used in the evaluation of contractile properties of MUs, and of muscle fatigue. The most popular methods for CV estimation are those based on maximum likelihood estimation (MLE). This work proposes an algorithm for estimating CV from S-EMG signals, using digital image processing techniques. The proposed approach is demonstrated and evaluated, using both simulated and experimentally-acquired multichannel S-EMG signals. We show that the proposed algorithm is as precise and accurate as the MLE method in typical conditions of noise and CV. The proposed method is not susceptible to errors associated with MUAP propagation direction or inadequate initialization parameters, which are common with the MLE algorithm. Image processing -based approaches may be useful in S-EMG analysis to extract different physiological parameters from multichannel S-EMG signals. Other new methods based on image processing could also be developed to help solving other tasks in EMG analysis, such as estimation of the CV for individual MUs, localization and tracking of innervation zones, and study of MU recruitment strategies.
An Adaptive Kalman Filter using a Simple Residual Tuning Method
NASA Technical Reports Server (NTRS)
Harman, Richard R.
1999-01-01
One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
NASA Astrophysics Data System (ADS)
Entekhabi, D.; Jagdhuber, T.; Das, N. N.; Baur, M.; Link, M.; Piles, M.; Akbar, R.; Konings, A. G.; Mccoll, K. A.; Alemohammad, S. H.; Montzka, C.; Kunstmann, H.
2016-12-01
The active-passive soil moisture retrieval algorithm of NASA's SMAP mission depends on robust statistical estimation of active-passive covariation (β) and vegetation structure (Γ) parameters in order to provide reliable global measurements of soil moisture on an intermediate level (9km) compared to the native resolution of the radiometer (36km) and radar (3km) instruments. These parameters apply to the SMAP radiometer-radar combination over the period of record that was cut short with the end of the SMAP radar transmission. They also apply to the current SMAP radiometer and Sentinel 1A/B radar combination for high-resolution surface soil moisture mapping. However, the performance of the statistically-based approach is directly dependent on the selection of a representative time frame in which these parameters can be estimated assuming dynamic soil moisture and stationary soil roughness and vegetation cover. Here, we propose a novel, data-driven and physics-based single-pass retrieval of active-passive microwave covariation and vegetation parameters for the SMAP mission. The algorithm does not depend on time series analyses and can be applied using minimum one pair of an active-passive acquisition. The algorithm stems from the physical link between microwave emission and scattering via conservation of energy. The formulation of the emission radiative transfer is combined with the Distorted Born Approximation of radar scattering for vegetated land surfaces. The two formulations are simultaneously solved for the covariation and vegetation structure parameters. Preliminary results from SMAP active-passive observations (April 13th to July 7th 2015) compare well with the time-series statistical approach and confirms the capability of this method to estimate these parameters. Moreover, the method is not restricted to a given frequency (applies to both L-band and C-band combinations for the radar) or incidence angle (all angles and not just the fixed 40° incidence). Therefore, the approach is applicable to the combination of SMAP and Sentinel-1A/B data for active-passive and high-resolution soil moisture estimation.
An implicit adaptation algorithm for a linear model reference control system
NASA Technical Reports Server (NTRS)
Mabius, L.; Kaufman, H.
1975-01-01
This paper presents a stable implicit adaptation algorithm for model reference control. The constraints for stability are found using Lyapunov's second method and do not depend on perfect model following between the system and the reference model. Methods are proposed for satisfying these constraints without estimating the parameters on which the constraints depend.
The E-Step of the MGROUP EM Algorithm. Program Statistics Research Technical Report No. 93-37.
ERIC Educational Resources Information Center
Thomas, Neal
Mislevy (1984, 1985) introduced an EM algorithm for estimating the parameters of a latent distribution model that is used extensively by the National Assessment of Educational Progress. Second order asymptotic corrections are derived and applied along with more common first order asymptotic corrections to approximate the expectations required by…
Comparison of different stomatal conductance algorithms for ozone flux modelling [Proceedings
P. Buker; L. D. Emberson; M. R. Ashmore; G. Gerosa; C. Jacobs; W. J. Massman; J. Muller; N. Nikolov; K. Novak; E. Oksanen; D. De La Torre; J. -P. Tuovinen
2006-01-01
The ozone deposition model (D03SE) that has been developed and applied within the EMEP photooxidant model (Emberson et al., 2000, Simpson et al. 2003) currently estimates stomatal ozone flux using a stomatal conductance (gs) model based on the multiplicative algorithm initially developed by Jarvis (1976). This model links gs to environmental and phenological parameters...
Chandrasekaran, Srinivas Niranj; Das, Jhuma; Dokholyan, Nikolay V.; Carter, Charles W.
2016-01-01
PATH rapidly computes a path and a transition state between crystal structures by minimizing the Onsager-Machlup action. It requires input parameters whose range of values can generate different transition-state structures that cannot be uniquely compared with those generated by other methods. We outline modifications to estimate these input parameters to circumvent these difficulties and validate the PATH transition states by showing consistency between transition-states derived by different algorithms for unrelated protein systems. Although functional protein conformational change trajectories are to a degree stochastic, they nonetheless pass through a well-defined transition state whose detailed structural properties can rapidly be identified using PATH. PMID:26958584
NASA Technical Reports Server (NTRS)
Karmarkar, J. S.
1972-01-01
Proposal of an algorithmic procedure, based on mathematical programming methods, to design compensators for hyperstable discrete model-reference adaptive systems (MRAS). The objective of the compensator is to render the MRAS insensitive to initial parameter estimates within a maximized hypercube in the model parameter space.
Methods for the identification of material parameters in distributed models for flexible structures
NASA Technical Reports Server (NTRS)
Banks, H. T.; Crowley, J. M.; Rosen, I. G.
1986-01-01
Theoretical and numerical results are presented for inverse problems involving estimation of spatially varying parameters such as stiffness and damping in distributed models for elastic structures such as Euler-Bernoulli beams. An outline of algorithms used and a summary of computational experiences are presented.
Application of Multivariate Modeling for Radiation Injury Assessment: A Proof of Concept
Bolduc, David L.; Villa, Vilmar; Sandgren, David J.; Ledney, G. David; Blakely, William F.; Bünger, Rolf
2014-01-01
Multivariate radiation injury estimation algorithms were formulated for estimating severe hematopoietic acute radiation syndrome (H-ARS) injury (i.e., response category three or RC3) in a rhesus monkey total-body irradiation (TBI) model. Classical CBC and serum chemistry blood parameters were examined prior to irradiation (d 0) and on d 7, 10, 14, 21, and 25 after irradiation involving 24 nonhuman primates (NHP) (Macaca mulatta) given 6.5-Gy 60Co Υ-rays (0.4 Gy min−1) TBI. A correlation matrix was formulated with the RC3 severity level designated as the “dependent variable” and independent variables down selected based on their radioresponsiveness and relatively low multicollinearity using stepwise-linear regression analyses. Final candidate independent variables included CBC counts (absolute number of neutrophils, lymphocytes, and platelets) in formulating the “CBC” RC3 estimation algorithm. Additionally, the formulation of a diagnostic CBC and serum chemistry “CBC-SCHEM” RC3 algorithm expanded upon the CBC algorithm model with the addition of hematocrit and the serum enzyme levels of aspartate aminotransferase, creatine kinase, and lactate dehydrogenase. Both algorithms estimated RC3 with over 90% predictive power. Only the CBC-SCHEM RC3 algorithm, however, met the critical three assumptions of linear least squares demonstrating slightly greater precision for radiation injury estimation, but with significantly decreased prediction error indicating increased statistical robustness. PMID:25165485
Automated modal parameter estimation using correlation analysis and bootstrap sampling
NASA Astrophysics Data System (ADS)
Yaghoubi, Vahid; Vakilzadeh, Majid K.; Abrahamsson, Thomas J. S.
2018-02-01
The estimation of modal parameters from a set of noisy measured data is a highly judgmental task, with user expertise playing a significant role in distinguishing between estimated physical and noise modes of a test-piece. Various methods have been developed to automate this procedure. The common approach is to identify models with different orders and cluster similar modes together. However, most proposed methods based on this approach suffer from high-dimensional optimization problems in either the estimation or clustering step. To overcome this problem, this study presents an algorithm for autonomous modal parameter estimation in which the only required optimization is performed in a three-dimensional space. To this end, a subspace-based identification method is employed for the estimation and a non-iterative correlation-based method is used for the clustering. This clustering is at the heart of the paper. The keys to success are correlation metrics that are able to treat the problems of spatial eigenvector aliasing and nonunique eigenvectors of coalescent modes simultaneously. The algorithm commences by the identification of an excessively high-order model from frequency response function test data. The high number of modes of this model provides bases for two subspaces: one for likely physical modes of the tested system and one for its complement dubbed the subspace of noise modes. By employing the bootstrap resampling technique, several subsets are generated from the same basic dataset and for each of them a model is identified to form a set of models. Then, by correlation analysis with the two aforementioned subspaces, highly correlated modes of these models which appear repeatedly are clustered together and the noise modes are collected in a so-called Trashbox cluster. Stray noise modes attracted to the mode clusters are trimmed away in a second step by correlation analysis. The final step of the algorithm is a fuzzy c-means clustering procedure applied to a three-dimensional feature space to assign a degree of physicalness to each cluster. The proposed algorithm is applied to two case studies: one with synthetic data and one with real test data obtained from a hammer impact test. The results indicate that the algorithm successfully clusters similar modes and gives a reasonable quantification of the extent to which each cluster is physical.
Interval Estimation of Seismic Hazard Parameters
NASA Astrophysics Data System (ADS)
Orlecka-Sikora, Beata; Lasocki, Stanislaw
2017-03-01
The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.
Accurate Heart Rate Monitoring During Physical Exercises Using PPG.
Temko, Andriy
2017-09-01
The challenging task of heart rate (HR) estimation from the photoplethysmographic (PPG) signal, during intensive physical exercises, is tackled in this paper. The study presents a detailed analysis of a novel algorithm (WFPV) that exploits a Wiener filter to attenuate the motion artifacts, a phase vocoder to refine the HR estimate and user-adaptive post-processing to track the subject physiology. Additionally, an offline version of the HR estimation algorithm that uses Viterbi decoding is designed for scenarios that do not require online HR monitoring (WFPV+VD). The performance of the HR estimation systems is rigorously compared with existing algorithms on the publically available database of 23 PPG recordings. On the whole dataset of 23 PPG recordings, the algorithms result in average absolute errors of 1.97 and 1.37 BPM in the online and offline modes, respectively. On the test dataset of 10 PPG recordings which were most corrupted with motion artifacts, WFPV has an error of 2.95 BPM on its own and 2.32 BPM in an ensemble with two existing algorithms. The error rate is significantly reduced when compared with the state-of-the art PPG-based HR estimation methods. The proposed system is shown to be accurate in the presence of strong motion artifacts and in contrast to existing alternatives has very few free parameters to tune. The algorithm has a low computational cost and can be used for fitness tracking and health monitoring in wearable devices. The MATLAB implementation of the algorithm is provided online.
Learning Time-Varying Coverage Functions
Du, Nan; Liang, Yingyu; Balcan, Maria-Florina; Song, Le
2015-01-01
Coverage functions are an important class of discrete functions that capture the law of diminishing returns arising naturally from applications in social network analysis, machine learning, and algorithmic game theory. In this paper, we propose a new problem of learning time-varying coverage functions, and develop a novel parametrization of these functions using random features. Based on the connection between time-varying coverage functions and counting processes, we also propose an efficient parameter learning algorithm based on likelihood maximization, and provide a sample complexity analysis. We applied our algorithm to the influence function estimation problem in information diffusion in social networks, and show that with few assumptions about the diffusion processes, our algorithm is able to estimate influence significantly more accurately than existing approaches on both synthetic and real world data. PMID:25960624
Learning Time-Varying Coverage Functions.
Du, Nan; Liang, Yingyu; Balcan, Maria-Florina; Song, Le
2014-12-08
Coverage functions are an important class of discrete functions that capture the law of diminishing returns arising naturally from applications in social network analysis, machine learning, and algorithmic game theory. In this paper, we propose a new problem of learning time-varying coverage functions, and develop a novel parametrization of these functions using random features. Based on the connection between time-varying coverage functions and counting processes, we also propose an efficient parameter learning algorithm based on likelihood maximization, and provide a sample complexity analysis. We applied our algorithm to the influence function estimation problem in information diffusion in social networks, and show that with few assumptions about the diffusion processes, our algorithm is able to estimate influence significantly more accurately than existing approaches on both synthetic and real world data.
Pazos, Valérie; Mongrain, Rosaire; Tardif, Jean-Claude
2010-06-01
Clinical studies on lipid-lowering therapy have shown that changing the composition of lipid pools reduced significantly the risk of cardiac events associated with plaque rupture. It has been shown also that changing the composition of the lipid pool affects its mechanical properties. However, knowledge about the mechanical properties of human atherosclerotic lesions remains limited due to the difficulty of the experiments. This paper aims to assess the feasibility of characterizing a lipid pool embedded in the wall of a pressurized vessel using finite-element simulations and an optimization algorithm. Finite-element simulations of inflation experiments were used together with nonlinear least squares algorithm to estimate the material model parameters of the wall and of the inclusion. An optimal fit of the simulated experiment and the real experiment was sought with the parameter estimation algorithm. The method was first tested on a single-layer polyvinyl alcohol (PVA) cryogel stenotic vessel, and then, applied on a double-layered PVA cryogel stenotic vessel with a lipid inclusion.
Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
2016-01-01
Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less
Estimation of Key Parameters of the Coupled Energy and Water Model by Assimilating Land Surface Data
NASA Astrophysics Data System (ADS)
Abdolghafoorian, A.; Farhadi, L.
2017-12-01
Accurate estimation of land surface heat and moisture fluxes, as well as root zone soil moisture, is crucial in various hydrological, meteorological, and agricultural applications. Field measurements of these fluxes are costly and cannot be readily scaled to large areas relevant to weather and climate studies. Therefore, there is a need for techniques to make quantitative estimates of heat and moisture fluxes using land surface state observations that are widely available from remote sensing across a range of scale. In this work, we applies the variational data assimilation approach to estimate land surface fluxes and soil moisture profile from the implicit information contained Land Surface Temperature (LST) and Soil Moisture (SM) (hereafter the VDA model). The VDA model is focused on the estimation of three key parameters: 1- neutral bulk heat transfer coefficient (CHN), 2- evaporative fraction from soil and canopy (EF), and 3- saturated hydraulic conductivity (Ksat). CHN and EF regulate the partitioning of available energy between sensible and latent heat fluxes. Ksat is one of the main parameters used in determining infiltration, runoff, groundwater recharge, and in simulating hydrological processes. In this study, a system of coupled parsimonious energy and water model will constrain the estimation of three unknown parameters in the VDA model. The profile of SM (LST) at multiple depths is estimated using moisture diffusion (heat diffusion) equation. In this study, the uncertainties of retrieved unknown parameters and fluxes are estimated from the inverse of Hesian matrix of cost function which is computed using the Lagrangian methodology. Analysis of uncertainty provides valuable information about the accuracy of estimated parameters and their correlation and guide the formulation of a well-posed estimation problem. The results of proposed algorithm are validated with a series of experiments using a synthetic data set generated by the simultaneous heat and water (SHAW) model. In addition, the feasibility of extending this algorithm to use remote sensing observations that have low temporal resolution is examined by assimilating the limited number of land surface moisture and temperature observations.
Optimal hemodynamic response model for functional near-infrared spectroscopy
Kamran, Muhammad A.; Jeong, Myung Yung; Mannan, Malik M. N.
2015-01-01
Functional near-infrared spectroscopy (fNIRS) is an emerging non-invasive brain imaging technique and measures brain activities by means of near-infrared light of 650–950 nm wavelengths. The cortical hemodynamic response (HR) differs in attributes at different brain regions and on repetition of trials, even if the experimental paradigm is kept exactly the same. Therefore, an HR model that can estimate such variations in the response is the objective of this research. The canonical hemodynamic response function (cHRF) is modeled by two Gamma functions with six unknown parameters (four of them to model the shape and other two to scale and baseline respectively). The HRF model is supposed to be a linear combination of HRF, baseline, and physiological noises (amplitudes and frequencies of physiological noises are supposed to be unknown). An objective function is developed as a square of the residuals with constraints on 12 free parameters. The formulated problem is solved by using an iterative optimization algorithm to estimate the unknown parameters in the model. Inter-subject variations in HRF and physiological noises have been estimated for better cortical functional maps. The accuracy of the algorithm has been verified using 10 real and 15 simulated data sets. Ten healthy subjects participated in the experiment and their HRF for finger-tapping tasks have been estimated and analyzed. The statistical significance of the estimated activity strength parameters has been verified by employing statistical analysis (i.e., t-value > tcritical and p-value < 0.05). PMID:26136668
Optimal hemodynamic response model for functional near-infrared spectroscopy.
Kamran, Muhammad A; Jeong, Myung Yung; Mannan, Malik M N
2015-01-01
Functional near-infrared spectroscopy (fNIRS) is an emerging non-invasive brain imaging technique and measures brain activities by means of near-infrared light of 650-950 nm wavelengths. The cortical hemodynamic response (HR) differs in attributes at different brain regions and on repetition of trials, even if the experimental paradigm is kept exactly the same. Therefore, an HR model that can estimate such variations in the response is the objective of this research. The canonical hemodynamic response function (cHRF) is modeled by two Gamma functions with six unknown parameters (four of them to model the shape and other two to scale and baseline respectively). The HRF model is supposed to be a linear combination of HRF, baseline, and physiological noises (amplitudes and frequencies of physiological noises are supposed to be unknown). An objective function is developed as a square of the residuals with constraints on 12 free parameters. The formulated problem is solved by using an iterative optimization algorithm to estimate the unknown parameters in the model. Inter-subject variations in HRF and physiological noises have been estimated for better cortical functional maps. The accuracy of the algorithm has been verified using 10 real and 15 simulated data sets. Ten healthy subjects participated in the experiment and their HRF for finger-tapping tasks have been estimated and analyzed. The statistical significance of the estimated activity strength parameters has been verified by employing statistical analysis (i.e., t-value > t critical and p-value < 0.05).
Performance Analysis for Channel Estimation With 1-Bit ADC and Unknown Quantization Threshold
NASA Astrophysics Data System (ADS)
Stein, Manuel S.; Bar, Shahar; Nossek, Josef A.; Tabrikian, Joseph
2018-05-01
In this work, the problem of signal parameter estimation from measurements acquired by a low-complexity analog-to-digital converter (ADC) with $1$-bit output resolution and an unknown quantization threshold is considered. Single-comparator ADCs are energy-efficient and can be operated at ultra-high sampling rates. For analysis of such systems, a fixed and known quantization threshold is usually assumed. In the symmetric case, i.e., zero hard-limiting offset, it is known that in the low signal-to-noise ratio (SNR) regime the signal processing performance degrades moderately by ${2}/{\\pi}$ ($-1.96$ dB) when comparing to an ideal $\\infty$-bit converter. Due to hardware imperfections, low-complexity $1$-bit ADCs will in practice exhibit an unknown threshold different from zero. Therefore, we study the accuracy which can be obtained with receive data processed by a hard-limiter with unknown quantization level by using asymptotically optimal channel estimation algorithms. To characterize the estimation performance of these nonlinear algorithms, we employ analytic error expressions for different setups while modeling the offset as a nuisance parameter. In the low SNR regime, we establish the necessary condition for a vanishing loss due to missing offset knowledge at the receiver. As an application, we consider the estimation of single-input single-output wireless channels with inter-symbol interference and validate our analysis by comparing the analytic and experimental performance of the studied estimation algorithms. Finally, we comment on the extension to multiple-input multiple-output channel models.
NASA Astrophysics Data System (ADS)
Yu, Fei; Hui, Mei; Zhao, Yue-jin
2009-08-01
The image block matching algorithm based on motion vectors of correlative pixels in oblique direction is presented for digital image stabilization. The digital image stabilization is a new generation of image stabilization technique which can obtains the information of relative motion among frames of dynamic image sequences by the method of digital image processing. In this method the matching parameters are calculated from the vectors projected in the oblique direction. The matching parameters based on the vectors contain the information of vectors in transverse and vertical direction in the image blocks at the same time. So the better matching information can be obtained after making correlative operation in the oblique direction. And an iterative weighted least square method is used to eliminate the error of block matching. The weights are related with the pixels' rotational angle. The center of rotation and the global emotion estimation of the shaking image can be obtained by the weighted least square from the estimation of each block chosen evenly from the image. Then, the shaking image can be stabilized with the center of rotation and the global emotion estimation. Also, the algorithm can run at real time by the method of simulated annealing in searching method of block matching. An image processing system based on DSP was used to exam this algorithm. The core processor in the DSP system is TMS320C6416 of TI, and the CCD camera with definition of 720×576 pixels was chosen as the input video signal. Experimental results show that the algorithm can be performed at the real time processing system and have an accurate matching precision.
Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals
NASA Technical Reports Server (NTRS)
Oshman, Yaakov; Markley, F. Landis
1997-01-01
A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.
Graphical Models for Ordinal Data
Guo, Jian; Levina, Elizaveta; Michailidis, George; Zhu, Ji
2014-01-01
A graphical model for ordinal variables is considered, where it is assumed that the data are generated by discretizing the marginal distributions of a latent multivariate Gaussian distribution. The relationships between these ordinal variables are then described by the underlying Gaussian graphical model and can be inferred by estimating the corresponding concentration matrix. Direct estimation of the model is computationally expensive, but an approximate EM-like algorithm is developed to provide an accurate estimate of the parameters at a fraction of the computational cost. Numerical evidence based on simulation studies shows the strong performance of the algorithm, which is also illustrated on data sets on movie ratings and an educational survey. PMID:26120267
A procedure for testing the quality of LANDSAT atmospheric correction algorithms
NASA Technical Reports Server (NTRS)
Dias, L. A. V. (Principal Investigator); Vijaykumar, N. L.; Neto, G. C.
1982-01-01
There are two basic methods for testing the quality of an algorithm to minimize atmospheric effects on LANDSAT imagery: (1) test the results a posteriori, using ground truth or control points; (2) use a method based on image data plus estimation of additional ground and/or atmospheric parameters. A procedure based on the second method is described. In order to select the parameters, initially the image contrast is examined for a series of parameter combinations. The contrast improves for better corrections. In addition the correlation coefficient between two subimages, taken at different times, of the same scene is used for parameter's selection. The regions to be correlated should not have changed considerably in time. A few examples using this proposed procedure are presented.
NASA Technical Reports Server (NTRS)
Laymon, Charles A.; Crosson, William L.; Jackson, Thomas J.; Manu, Andrew; Tsegaye, Teferi D.; Soman, V.; Arnold, James E. (Technical Monitor)
2001-01-01
Accurate estimates of spatially heterogeneous algorithm variables and parameters are required in determining the spatial distribution of soil moisture using radiometer data from aircraft and satellites. A ground-based experiment in passive microwave remote sensing of soil moisture was conducted in Huntsville, Alabama from July 1-14, 1996 to study retrieval algorithms and their sensitivity to variable and parameter specification. With high temporal frequency observations at S and L band, we were able to observe large scale moisture changes following irrigation and rainfall events, as well as diurnal behavior of surface moisture among three plots, one bare, one covered with short grass and another covered with alfalfa. The L band emitting depth was determined to be on the order of 0-3 or 0-5 cm below 0.30 cubic centimeter/cubic centimeter with an indication of a shallower emitting depth at higher moisture values. Surface moisture behavior was less apparent on the vegetated plots than it was on the bare plot because there was less moisture gradient and because of difficulty in determining vegetation water content and estimating the vegetation b parameter. Discrepancies between remotely sensed and gravimetric, soil moisture estimates on the vegetated plots point to an incomplete understanding of the requirements needed to correct for the effects of vegetation attenuation. Quantifying the uncertainty in moisture estimates is vital if applications are to utilize remotely-sensed soil moisture data. Computations based only on the real part of the complex dielectric constant and/or an alternative dielectric mixing model contribute a relatively insignificant amount of uncertainty to estimates of soil moisture. Rather, the retrieval algorithm is much more sensitive to soil properties, surface roughness and biomass.
A technique is presented for finding the least squares estimates for the ultimate biochemical oxygen demand (BOD) and rate coefficient for the BOD reaction without resorting to complicated computer algorithms or subjective graphical methods. This may be used in stream water quali...
Xiaodong Zhuge; Palenstijn, Willem Jan; Batenburg, Kees Joost
2016-01-01
In this paper, we present a novel iterative reconstruction algorithm for discrete tomography (DT) named total variation regularized discrete algebraic reconstruction technique (TVR-DART) with automated gray value estimation. This algorithm is more robust and automated than the original DART algorithm, and is aimed at imaging of objects consisting of only a few different material compositions, each corresponding to a different gray value in the reconstruction. By exploiting two types of prior knowledge of the scanned object simultaneously, TVR-DART solves the discrete reconstruction problem within an optimization framework inspired by compressive sensing to steer the current reconstruction toward a solution with the specified number of discrete gray values. The gray values and the thresholds are estimated as the reconstruction improves through iterations. Extensive experiments from simulated data, experimental μCT, and electron tomography data sets show that TVR-DART is capable of providing more accurate reconstruction than existing algorithms under noisy conditions from a small number of projection images and/or from a small angular range. Furthermore, the new algorithm requires less effort on parameter tuning compared with the original DART algorithm. With TVR-DART, we aim to provide the tomography society with an easy-to-use and robust algorithm for DT.
NASA Astrophysics Data System (ADS)
Salin, M. B.; Dosaev, A. S.; Konkov, A. I.; Salin, B. M.
2014-07-01
Numerical simulation methods are described for the spectral characteristics of an acoustic signal scattered by multiscale surface waves. The methods include the algorithms for calculating the scattered field by the Kirchhoff method and with the use of an integral equation, as well as the algorithms of surface waves generation with allowance for nonlinear hydrodynamic effects. The paper focuses on studying the spectrum of Bragg scattering caused by surface waves whose frequency exceeds the fundamental low-frequency component of the surface waves by several octaves. The spectrum broadening of the backscattered signal is estimated. The possibility of extending the range of applicability of the computing method developed under small perturbation conditions to cases characterized by a Rayleigh parameter of ≥1 is estimated.
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.
NASA Astrophysics Data System (ADS)
Choi, Hon-Chit; Wen, Lingfeng; Eberl, Stefan; Feng, Dagan
2006-03-01
Dynamic Single Photon Emission Computed Tomography (SPECT) has the potential to quantitatively estimate physiological parameters by fitting compartment models to the tracer kinetics. The generalized linear least square method (GLLS) is an efficient method to estimate unbiased kinetic parameters and parametric images. However, due to the low sensitivity of SPECT, noisy data can cause voxel-wise parameter estimation by GLLS to fail. Fuzzy C-Mean (FCM) clustering and modified FCM, which also utilizes information from the immediate neighboring voxels, are proposed to improve the voxel-wise parameter estimation of GLLS. Monte Carlo simulations were performed to generate dynamic SPECT data with different noise levels and processed by general and modified FCM clustering. Parametric images were estimated by Logan and Yokoi graphical analysis and GLLS. The influx rate (K I), volume of distribution (V d) were estimated for the cerebellum, thalamus and frontal cortex. Our results show that (1) FCM reduces the bias and improves the reliability of parameter estimates for noisy data, (2) GLLS provides estimates of micro parameters (K I-k 4) as well as macro parameters, such as volume of distribution (Vd) and binding potential (BP I & BP II) and (3) FCM clustering incorporating neighboring voxel information does not improve the parameter estimates, but improves noise in the parametric images. These findings indicated that it is desirable for pre-segmentation with traditional FCM clustering to generate voxel-wise parametric images with GLLS from dynamic SPECT data.
Parameter estimates in binary black hole collisions using neural networks
NASA Astrophysics Data System (ADS)
Carrillo, M.; Gracia-Linares, M.; González, J. A.; Guzmán, F. S.
2016-10-01
We present an algorithm based on artificial neural networks (ANNs), that estimates the mass ratio in a binary black hole collision out of given gravitational wave (GW) strains. In this analysis, the ANN is trained with a sample of GW signals generated with numerical simulations. The effectiveness of the algorithm is evaluated with GWs generated also with simulations for given mass ratios unknown to the ANN. We measure the accuracy of the algorithm in the interpolation and extrapolation regimes. We present the results for noise free signals and signals contaminated with Gaussian noise, in order to foresee the dependence of the method accuracy in terms of the signal to noise ratio.
NASA Astrophysics Data System (ADS)
Liu, Yonghuai; Rodrigues, Marcos A.
2000-03-01
This paper describes research on the application of machine vision techniques to a real time automatic inspection task of air filter components in a manufacturing line. A novel calibration algorithm is proposed based on a special camera setup where defective items would show a large calibration error. The algorithm makes full use of rigid constraints derived from the analysis of geometrical properties of reflected correspondence vectors which have been synthesized into a single coordinate frame and provides a closed form solution to the estimation of all parameters. For a comparative study of performance, we also developed another algorithm based on this special camera setup using epipolar geometry. A number of experiments using synthetic data have shown that the proposed algorithm is generally more accurate and robust than the epipolar geometry based algorithm and that the geometric properties of reflected correspondence vectors provide effective constraints to the calibration of rigid body transformations.
A joint tracking method for NSCC based on WLS algorithm
NASA Astrophysics Data System (ADS)
Luo, Ruidan; Xu, Ying; Yuan, Hong
2017-12-01
Navigation signal based on compound carrier (NSCC), has the flexible multi-carrier scheme and various scheme parameters configuration, which enables it to possess significant efficiency of navigation augmentation in terms of spectral efficiency, tracking accuracy, multipath mitigation capability and anti-jamming reduction compared with legacy navigation signals. Meanwhile, the typical scheme characteristics can provide auxiliary information for signal synchronism algorithm design. This paper, based on the characteristics of NSCC, proposed a kind of joint tracking method utilizing Weighted Least Square (WLS) algorithm. In this method, the LS algorithm is employed to jointly estimate each sub-carrier frequency shift with the frequency-Doppler linear relationship, by utilizing the known sub-carrier frequency. Besides, the weighting matrix is set adaptively according to the sub-carrier power to ensure the estimation accuracy. Both the theory analysis and simulation results illustrate that the tracking accuracy and sensitivity of this method outperforms the single-carrier algorithm with lower SNR.
Indirect Correspondence-Based Robust Extrinsic Calibration of LiDAR and Camera
Sim, Sungdae; Sock, Juil; Kwak, Kiho
2016-01-01
LiDAR and cameras have been broadly utilized in computer vision and autonomous vehicle applications. However, in order to convert data between the local coordinate systems, we must estimate the rigid body transformation between the sensors. In this paper, we propose a robust extrinsic calibration algorithm that can be implemented easily and has small calibration error. The extrinsic calibration parameters are estimated by minimizing the distance between corresponding features projected onto the image plane. The features are edge and centerline features on a v-shaped calibration target. The proposed algorithm contributes two ways to improve the calibration accuracy. First, we use different weights to distance between a point and a line feature according to the correspondence accuracy of the features. Second, we apply a penalizing function to exclude the influence of outliers in the calibration datasets. Additionally, based on our robust calibration approach for a single LiDAR-camera pair, we introduce a joint calibration that estimates the extrinsic parameters of multiple sensors at once by minimizing one objective function with loop closing constraints. We conduct several experiments to evaluate the performance of our extrinsic calibration algorithm. The experimental results show that our calibration method has better performance than the other approaches. PMID:27338416
Automatic facial animation parameters extraction in MPEG-4 visual communication
NASA Astrophysics Data System (ADS)
Yang, Chenggen; Gong, Wanwei; Yu, Lu
2002-01-01
Facial Animation Parameters (FAPs) are defined in MPEG-4 to animate a facial object. The algorithm proposed in this paper to extract these FAPs is applied to very low bit-rate video communication, in which the scene is composed of a head-and-shoulder object with complex background. This paper addresses the algorithm to automatically extract all FAPs needed to animate a generic facial model, estimate the 3D motion of head by points. The proposed algorithm extracts human facial region by color segmentation and intra-frame and inter-frame edge detection. Facial structure and edge distribution of facial feature such as vertical and horizontal gradient histograms are used to locate the facial feature region. Parabola and circle deformable templates are employed to fit facial feature and extract a part of FAPs. A special data structure is proposed to describe deformable templates to reduce time consumption for computing energy functions. Another part of FAPs, 3D rigid head motion vectors, are estimated by corresponding-points method. A 3D head wire-frame model provides facial semantic information for selection of proper corresponding points, which helps to increase accuracy of 3D rigid object motion estimation.
Bayesian inference on EMRI signals using low frequency approximations
NASA Astrophysics Data System (ADS)
Ali, Asad; Christensen, Nelson; Meyer, Renate; Röver, Christian
2012-07-01
Extreme mass ratio inspirals (EMRIs) are thought to be one of the most exciting gravitational wave sources to be detected with LISA. Due to their complicated nature and weak amplitudes the detection and parameter estimation of such sources is a challenging task. In this paper we present a statistical methodology based on Bayesian inference in which the estimation of parameters is carried out by advanced Markov chain Monte Carlo (MCMC) algorithms such as parallel tempering MCMC. We analysed high and medium mass EMRI systems that fall well inside the low frequency range of LISA. In the context of the Mock LISA Data Challenges, our investigation and results are also the first instance in which a fully Markovian algorithm is applied for EMRI searches. Results show that our algorithm worked well in recovering EMRI signals from different (simulated) LISA data sets having single and multiple EMRI sources and holds great promise for posterior computation under more realistic conditions. The search and estimation methods presented in this paper are general in their nature, and can be applied in any other scenario such as AdLIGO, AdVIRGO and Einstein Telescope with their respective response functions.
A retrieval algorithm of hydrometer profile for submillimeter-wave radiometer
NASA Astrophysics Data System (ADS)
Liu, Yuli; Buehler, Stefan; Liu, Heguang
2017-04-01
Vertical profiles of particle microphysics perform vital functions for the estimation of climatic feedback. This paper proposes a new algorithm to retrieve the profile of the parameters of the hydrometeor(i.e., ice, snow, rain, liquid cloud, graupel) based on passive submillimeter-wave measurements. These parameters include water content and particle size. The first part of the algorithm builds the database and retrieves the integrated quantities. Database is built up by Atmospheric Radiative Transfer Simulator(ARTS), which uses atmosphere data to simulate the corresponding brightness temperature. Neural network, trained by the precalculated database, is developed to retrieve the water path for each type of particles. The second part of the algorithm analyses the statistical relationship between water path and vertical parameters profiles. Based on the strong dependence existing between vertical layers in the profiles, Principal Component Analysis(PCA) technique is applied. The third part of the algorithm uses the forward model explicitly to retrieve the hydrometeor profiles. Cost function is calculated in each iteration, and Differential Evolution(DE) algorithm is used to adjust the parameter values during the evolutionary process. The performance of this algorithm is planning to be verified for both simulation database and measurement data, by retrieving profiles in comparison with the initial one. Results show that this algorithm has the ability to retrieve the hydrometeor profiles efficiently. The combination of ARTS and optimization algorithm can get much better results than the commonly used database approach. Meanwhile, the concept that ARTS can be used explicitly in the retrieval process shows great potential in providing solution to other retrieval problems.
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.
Implementation of an Integrated On-Board Aircraft Engine Diagnostic Architecture
NASA Technical Reports Server (NTRS)
Armstrong, Jeffrey B.; Simon, Donald L.
2012-01-01
An on-board diagnostic architecture for aircraft turbofan engine performance trending, parameter estimation, and gas-path fault detection and isolation has been developed and evaluated in a simulation environment. The architecture incorporates two independent models: a realtime self-tuning performance model providing parameter estimates and a performance baseline model for diagnostic purposes reflecting long-term engine degradation trends. This architecture was evaluated using flight profiles generated from a nonlinear model with realistic fleet engine health degradation distributions and sensor noise. The architecture was found to produce acceptable estimates of engine health and unmeasured parameters, and the integrated diagnostic algorithms were able to perform correct fault isolation in approximately 70 percent of the tested cases
Using Active Learning for Speeding up Calibration in Simulation Models.
Cevik, Mucahit; Ergun, Mehmet Ali; Stout, Natasha K; Trentham-Dietz, Amy; Craven, Mark; Alagoz, Oguzhan
2016-07-01
Most cancer simulation models include unobservable parameters that determine disease onset and tumor growth. These parameters play an important role in matching key outcomes such as cancer incidence and mortality, and their values are typically estimated via a lengthy calibration procedure, which involves evaluating a large number of combinations of parameter values via simulation. The objective of this study is to demonstrate how machine learning approaches can be used to accelerate the calibration process by reducing the number of parameter combinations that are actually evaluated. Active learning is a popular machine learning method that enables a learning algorithm such as artificial neural networks to interactively choose which parameter combinations to evaluate. We developed an active learning algorithm to expedite the calibration process. Our algorithm determines the parameter combinations that are more likely to produce desired outputs and therefore reduces the number of simulation runs performed during calibration. We demonstrate our method using the previously developed University of Wisconsin breast cancer simulation model (UWBCS). In a recent study, calibration of the UWBCS required the evaluation of 378 000 input parameter combinations to build a race-specific model, and only 69 of these combinations produced results that closely matched observed data. By using the active learning algorithm in conjunction with standard calibration methods, we identify all 69 parameter combinations by evaluating only 5620 of the 378 000 combinations. Machine learning methods hold potential in guiding model developers in the selection of more promising parameter combinations and hence speeding up the calibration process. Applying our machine learning algorithm to one model shows that evaluating only 1.49% of all parameter combinations would be sufficient for the calibration. © The Author(s) 2015.
Using Active Learning for Speeding up Calibration in Simulation Models
Cevik, Mucahit; Ali Ergun, Mehmet; Stout, Natasha K.; Trentham-Dietz, Amy; Craven, Mark; Alagoz, Oguzhan
2015-01-01
Background Most cancer simulation models include unobservable parameters that determine the disease onset and tumor growth. These parameters play an important role in matching key outcomes such as cancer incidence and mortality and their values are typically estimated via lengthy calibration procedure, which involves evaluating large number of combinations of parameter values via simulation. The objective of this study is to demonstrate how machine learning approaches can be used to accelerate the calibration process by reducing the number of parameter combinations that are actually evaluated. Methods Active learning is a popular machine learning method that enables a learning algorithm such as artificial neural networks to interactively choose which parameter combinations to evaluate. We develop an active learning algorithm to expedite the calibration process. Our algorithm determines the parameter combinations that are more likely to produce desired outputs, therefore reduces the number of simulation runs performed during calibration. We demonstrate our method using previously developed University of Wisconsin Breast Cancer Simulation Model (UWBCS). Results In a recent study, calibration of the UWBCS required the evaluation of 378,000 input parameter combinations to build a race-specific model and only 69 of these combinations produced results that closely matched observed data. By using the active learning algorithm in conjunction with standard calibration methods, we identify all 69 parameter combinations by evaluating only 5620 of the 378,000 combinations. Conclusion Machine learning methods hold potential in guiding model developers in the selection of more promising parameter combinations and hence speeding up the calibration process. Applying our machine learning algorithm to one model shows that evaluating only 1.49% of all parameter combinations would be sufficient for the calibration. PMID:26471190
Accuracy Assessment of Crown Delineation Methods for the Individual Trees Using LIDAR Data
NASA Astrophysics Data System (ADS)
Chang, K. T.; Lin, C.; Lin, Y. C.; Liu, J. K.
2016-06-01
Forest canopy density and height are used as variables in a number of environmental applications, including the estimation of biomass, forest extent and condition, and biodiversity. The airborne Light Detection and Ranging (LiDAR) is very useful to estimate forest canopy parameters according to the generated canopy height models (CHMs). The purpose of this work is to introduce an algorithm to delineate crown parameters, e.g. tree height and crown radii based on the generated rasterized CHMs. And accuracy assessment for the extraction of volumetric parameters of a single tree is also performed via manual measurement using corresponding aerial photo pairs. A LiDAR dataset of a golf course acquired by Leica ALS70-HP is used in this study. Two algorithms, i.e. a traditional one with the subtraction of a digital elevation model (DEM) from a digital surface model (DSM), and a pit-free approach are conducted to generate the CHMs firstly. Then two algorithms, a multilevel morphological active-contour (MMAC) and a variable window filter (VWF), are implemented and used in this study for individual tree delineation. Finally, experimental results of two automatic estimation methods for individual trees can be evaluated with manually measured stand-level parameters, i.e. tree height and crown diameter. The resulting CHM generated by a simple subtraction is full of empty pixels (called "pits") that will give vital impact on subsequent analysis for individual tree delineation. The experimental results indicated that if more individual trees can be extracted, tree crown shape will became more completely in the CHM data after the pit-free process.
NLINEAR - NONLINEAR CURVE FITTING PROGRAM
NASA Technical Reports Server (NTRS)
Everhart, J. L.
1994-01-01
A common method for fitting data is a least-squares fit. In the least-squares method, a user-specified fitting function is utilized in such a way as to minimize the sum of the squares of distances between the data points and the fitting curve. The Nonlinear Curve Fitting Program, NLINEAR, is an interactive curve fitting routine based on a description of the quadratic expansion of the chi-squared statistic. NLINEAR utilizes a nonlinear optimization algorithm that calculates the best statistically weighted values of the parameters of the fitting function and the chi-square that is to be minimized. The inputs to the program are the mathematical form of the fitting function and the initial values of the parameters to be estimated. This approach provides the user with statistical information such as goodness of fit and estimated values of parameters that produce the highest degree of correlation between the experimental data and the mathematical model. In the mathematical formulation of the algorithm, the Taylor expansion of chi-square is first introduced, and justification for retaining only the first term are presented. From the expansion, a set of n simultaneous linear equations are derived, which are solved by matrix algebra. To achieve convergence, the algorithm requires meaningful initial estimates for the parameters of the fitting function. NLINEAR is written in Fortran 77 for execution on a CDC Cyber 750 under NOS 2.3. It has a central memory requirement of 5K 60 bit words. Optionally, graphical output of the fitting function can be plotted. Tektronix PLOT-10 routines are required for graphics. NLINEAR was developed in 1987.
Integrated direct/indirect adaptive robust motion trajectory tracking control of pneumatic cylinders
NASA Astrophysics Data System (ADS)
Meng, Deyuan; Tao, Guoliang; Zhu, Xiaocong
2013-09-01
This paper studies the precision motion trajectory tracking control of a pneumatic cylinder driven by a proportional-directional control valve. An integrated direct/indirect adaptive robust controller is proposed. The controller employs a physical model based indirect-type parameter estimation to obtain reliable estimates of unknown model parameters, and utilises a robust control method with dynamic compensation type fast adaptation to attenuate the effects of parameter estimation errors, unmodelled dynamics and disturbances. Due to the use of projection mapping, the robust control law and the parameter adaption algorithm can be designed separately. Since the system model uncertainties are unmatched, the recursive backstepping technology is adopted to design the robust control law. Extensive comparative experimental results are presented to illustrate the effectiveness of the proposed controller and its performance robustness to parameter variations and sudden disturbances.
Stochastic inversion of cross-borehole radar data from metalliferous vein detection
NASA Astrophysics Data System (ADS)
Zeng, Zhaofa; Huai, Nan; Li, Jing; Zhao, Xueyu; Liu, Cai; Hu, Yingsa; Zhang, Ling; Hu, Zuzhi; Yang, Hui
2017-12-01
In the exploration and evaluation of the metalliferous veins with a cross-borehole radar system, traditional linear inversion methods (least squares inversion, LSQR) only get indirect parameters (permittivity, resistivity, or velocity) to estimate the target structure. They cannot accurately reflect the geological parameters of the metalliferous veins’ media properties. In order to get the intrinsic geological parameters and internal distribution, in this paper, we build a metalliferous veins model based on the stochastic effective medium theory, and carry out stochastic inversion and parameter estimation based on the Monte Carlo sampling algorithm. Compared with conventional LSQR, the stochastic inversion can get higher resolution inversion permittivity and velocity of the target body. We can estimate more accurately the distribution characteristics of abnormality and target internal parameters. It provides a new research idea to evaluate the properties of complex target media.
A new Bayesian recursive technique for parameter estimation
NASA Astrophysics Data System (ADS)
Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis
2006-08-01
The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.
Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.
2018-02-01
In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.
Analysis of energy-based algorithms for RNA secondary structure prediction
2012-01-01
Background RNA molecules play critical roles in the cells of organisms, including roles in gene regulation, catalysis, and synthesis of proteins. Since RNA function depends in large part on its folded structures, much effort has been invested in developing accurate methods for prediction of RNA secondary structure from the base sequence. Minimum free energy (MFE) predictions are widely used, based on nearest neighbor thermodynamic parameters of Mathews, Turner et al. or those of Andronescu et al. Some recently proposed alternatives that leverage partition function calculations find the structure with maximum expected accuracy (MEA) or pseudo-expected accuracy (pseudo-MEA) methods. Advances in prediction methods are typically benchmarked using sensitivity, positive predictive value and their harmonic mean, namely F-measure, on datasets of known reference structures. Since such benchmarks document progress in improving accuracy of computational prediction methods, it is important to understand how measures of accuracy vary as a function of the reference datasets and whether advances in algorithms or thermodynamic parameters yield statistically significant improvements. Our work advances such understanding for the MFE and (pseudo-)MEA-based methods, with respect to the latest datasets and energy parameters. Results We present three main findings. First, using the bootstrap percentile method, we show that the average F-measure accuracy of the MFE and (pseudo-)MEA-based algorithms, as measured on our largest datasets with over 2000 RNAs from diverse families, is a reliable estimate (within a 2% range with high confidence) of the accuracy of a population of RNA molecules represented by this set. However, average accuracy on smaller classes of RNAs such as a class of 89 Group I introns used previously in benchmarking algorithm accuracy is not reliable enough to draw meaningful conclusions about the relative merits of the MFE and MEA-based algorithms. Second, on our large datasets, the algorithm with best overall accuracy is a pseudo MEA-based algorithm of Hamada et al. that uses a generalized centroid estimator of base pairs. However, between MFE and other MEA-based methods, there is no clear winner in the sense that the relative accuracy of the MFE versus MEA-based algorithms changes depending on the underlying energy parameters. Third, of the four parameter sets we considered, the best accuracy for the MFE-, MEA-based, and pseudo-MEA-based methods is 0.686, 0.680, and 0.711, respectively (on a scale from 0 to 1 with 1 meaning perfect structure predictions) and is obtained with a thermodynamic parameter set obtained by Andronescu et al. called BL* (named after the Boltzmann likelihood method by which the parameters were derived). Conclusions Large datasets should be used to obtain reliable measures of the accuracy of RNA structure prediction algorithms, and average accuracies on specific classes (such as Group I introns and Transfer RNAs) should be interpreted with caution, considering the relatively small size of currently available datasets for such classes. The accuracy of the MEA-based methods is significantly higher when using the BL* parameter set of Andronescu et al. than when using the parameters of Mathews and Turner, and there is no significant difference between the accuracy of MEA-based methods and MFE when using the BL* parameters. The pseudo-MEA-based method of Hamada et al. with the BL* parameter set significantly outperforms all other MFE and MEA-based algorithms on our large data sets. PMID:22296803
Analysis of energy-based algorithms for RNA secondary structure prediction.
Hajiaghayi, Monir; Condon, Anne; Hoos, Holger H
2012-02-01
RNA molecules play critical roles in the cells of organisms, including roles in gene regulation, catalysis, and synthesis of proteins. Since RNA function depends in large part on its folded structures, much effort has been invested in developing accurate methods for prediction of RNA secondary structure from the base sequence. Minimum free energy (MFE) predictions are widely used, based on nearest neighbor thermodynamic parameters of Mathews, Turner et al. or those of Andronescu et al. Some recently proposed alternatives that leverage partition function calculations find the structure with maximum expected accuracy (MEA) or pseudo-expected accuracy (pseudo-MEA) methods. Advances in prediction methods are typically benchmarked using sensitivity, positive predictive value and their harmonic mean, namely F-measure, on datasets of known reference structures. Since such benchmarks document progress in improving accuracy of computational prediction methods, it is important to understand how measures of accuracy vary as a function of the reference datasets and whether advances in algorithms or thermodynamic parameters yield statistically significant improvements. Our work advances such understanding for the MFE and (pseudo-)MEA-based methods, with respect to the latest datasets and energy parameters. We present three main findings. First, using the bootstrap percentile method, we show that the average F-measure accuracy of the MFE and (pseudo-)MEA-based algorithms, as measured on our largest datasets with over 2000 RNAs from diverse families, is a reliable estimate (within a 2% range with high confidence) of the accuracy of a population of RNA molecules represented by this set. However, average accuracy on smaller classes of RNAs such as a class of 89 Group I introns used previously in benchmarking algorithm accuracy is not reliable enough to draw meaningful conclusions about the relative merits of the MFE and MEA-based algorithms. Second, on our large datasets, the algorithm with best overall accuracy is a pseudo MEA-based algorithm of Hamada et al. that uses a generalized centroid estimator of base pairs. However, between MFE and other MEA-based methods, there is no clear winner in the sense that the relative accuracy of the MFE versus MEA-based algorithms changes depending on the underlying energy parameters. Third, of the four parameter sets we considered, the best accuracy for the MFE-, MEA-based, and pseudo-MEA-based methods is 0.686, 0.680, and 0.711, respectively (on a scale from 0 to 1 with 1 meaning perfect structure predictions) and is obtained with a thermodynamic parameter set obtained by Andronescu et al. called BL* (named after the Boltzmann likelihood method by which the parameters were derived). Large datasets should be used to obtain reliable measures of the accuracy of RNA structure prediction algorithms, and average accuracies on specific classes (such as Group I introns and Transfer RNAs) should be interpreted with caution, considering the relatively small size of currently available datasets for such classes. The accuracy of the MEA-based methods is significantly higher when using the BL* parameter set of Andronescu et al. than when using the parameters of Mathews and Turner, and there is no significant difference between the accuracy of MEA-based methods and MFE when using the BL* parameters. The pseudo-MEA-based method of Hamada et al. with the BL* parameter set significantly outperforms all other MFE and MEA-based algorithms on our large data sets.
Estimation of real-time runway surface contamination using flight data recorder parameters
NASA Astrophysics Data System (ADS)
Curry, Donovan
Within this research effort, the development of an analytic process for friction coefficient estimation is presented. Under static equilibrium, the sum of forces and moments acting on the aircraft, in the aircraft body coordinate system, while on the ground at any instant is equal to zero. Under this premise the longitudinal, lateral and normal forces due to landing are calculated along with the individual deceleration components existent when an aircraft comes to a rest during ground roll. In order to validate this hypothesis a six degree of freedom aircraft model had to be created and landing tests had to be simulated on different surfaces. The simulated aircraft model includes a high fidelity aerodynamic model, thrust model, landing gear model, friction model and antiskid model. Three main surfaces were defined in the friction model; dry, wet and snow/ice. Only the parameters recorded by an FDR are used directly from the aircraft model all others are estimated or known a priori. The estimation of unknown parameters is also presented in the research effort. With all needed parameters a comparison and validation with simulated and estimated data, under different runway conditions, is performed. Finally, this report presents results of a sensitivity analysis in order to provide a measure of reliability of the analytic estimation process. Linear and non-linear sensitivity analysis has been performed in order to quantify the level of uncertainty implicit in modeling estimated parameters and how they can affect the calculation of the instantaneous coefficient of friction. Using the approach of force and moment equilibrium about the CG at landing to reconstruct the instantaneous coefficient of friction appears to be a reasonably accurate estimate when compared to the simulated friction coefficient. This is also true when the FDR and estimated parameters are introduced to white noise and when crosswind is introduced to the simulation. After the linear analysis the results show the minimum frequency at which the algorithm still provides moderately accurate data is at 2Hz. In addition, the linear analysis shows that with estimated parameters increased and decreased up to 25% at random, high priority parameters have to be accurate to within at least +/-5% to have an effect of less than 1% change in the average coefficient of friction. Non-linear analysis results show that the algorithm can be considered reasonably accurate for all simulated cases when inaccuracies in the estimated parameters vary randomly and simultaneously up to +/-27%. At worst-case the maximum percentage change in average coefficient of friction is less than 10% for all surfaces.
Slope Estimation in Noisy Piecewise Linear Functions✩
Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy
2014-01-01
This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure. PMID:25419020
Slope Estimation in Noisy Piecewise Linear Functions.
Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy
2015-03-01
This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure.
Kazemi, Mahdi; Arefi, Mohammad Mehdi
2017-03-01
In this paper, an online identification algorithm is presented for nonlinear systems in the presence of output colored noise. The proposed method is based on extended recursive least squares (ERLS) algorithm, where the identified system is in polynomial Wiener form. To this end, an unknown intermediate signal is estimated by using an inner iterative algorithm. The iterative recursive algorithm adaptively modifies the vector of parameters of the presented Wiener model when the system parameters vary. In addition, to increase the robustness of the proposed method against variations, a robust RLS algorithm is applied to the model. Simulation results are provided to show the effectiveness of the proposed approach. Results confirm that the proposed method has fast convergence rate with robust characteristics, which increases the efficiency of the proposed model and identification approach. For instance, the FIT criterion will be achieved 92% in CSTR process where about 400 data is used. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Optimal Bi-Objective Redundancy Allocation for Systems Reliability and Risk Management.
Govindan, Kannan; Jafarian, Ahmad; Azbari, Mostafa E; Choi, Tsan-Ming
2016-08-01
In the big data era, systems reliability is critical to effective systems risk management. In this paper, a novel multiobjective approach, with hybridization of a known algorithm called NSGA-II and an adaptive population-based simulated annealing (APBSA) method is developed to solve the systems reliability optimization problems. In the first step, to create a good algorithm, we use a coevolutionary strategy. Since the proposed algorithm is very sensitive to parameter values, the response surface method is employed to estimate the appropriate parameters of the algorithm. Moreover, to examine the performance of our proposed approach, several test problems are generated, and the proposed hybrid algorithm and other commonly known approaches (i.e., MOGA, NRGA, and NSGA-II) are compared with respect to four performance measures: 1) mean ideal distance; 2) diversification metric; 3) percentage of domination; and 4) data envelopment analysis. The computational studies have shown that the proposed algorithm is an effective approach for systems reliability and risk management.
Lamberti, Alfredo; Chiesura, Gabriele; Luyckx, Geert; Degrieck, Joris; Kaufmann, Markus; Vanlanduit, Steve
2015-10-26
The measurement of the internal deformations occurring in real-life composite components is a very challenging task, especially for those components that are rather difficult to access. Optical fiber sensors can overcome such a problem, since they can be embedded in the composite materials and serve as in situ sensors. In this article, embedded optical fiber Bragg grating (FBG) sensors are used to analyze the vibration characteristics of two real-life composite components. The first component is a carbon fiber-reinforced polymer automotive control arm; the second is a glass fiber-reinforced polymer aeronautic hinge arm. The modal parameters of both components were estimated by processing the FBG signals with two interrogation techniques: the maximum detection and fast phase correlation algorithms were employed for the demodulation of the FBG signals; the Peak-Picking and PolyMax techniques were instead used for the parameter estimation. To validate the FBG outcomes, reference measurements were performed by means of a laser Doppler vibrometer. Sensors 2015, 15 27175 The analysis of the results showed that the FBG sensing capabilities were enhanced when the recently-introduced fast phase correlation algorithm was combined with the state-of-the-art PolyMax estimator curve fitting method. In this case, the FBGs provided the most accurate results, i.e. it was possible to fully characterize the vibration behavior of both composite components. When using more traditional interrogation algorithms (maximum detection) and modal parameter estimation techniques (Peak-Picking), some of the modes were not successfully identified.
Task Performance with List-Mode Data
NASA Astrophysics Data System (ADS)
Caucci, Luca
This dissertation investigates the application of list-mode data to detection, estimation, and image reconstruction problems, with an emphasis on emission tomography in medical imaging. We begin by introducing a theoretical framework for list-mode data and we use it to define two observers that operate on list-mode data. These observers are applied to the problem of detecting a signal (known in shape and location) buried in a random lumpy background. We then consider maximum-likelihood methods for the estimation of numerical parameters from list-mode data, and we characterize the performance of these estimators via the so-called Fisher information matrix. Reconstruction from PET list-mode data is then considered. In a process we called "double maximum-likelihood" reconstruction, we consider a simple PET imaging system and we use maximum-likelihood methods to first estimate a parameter vector for each pair of gamma-ray photons that is detected by the hardware. The collection of these parameter vectors forms a list, which is then fed to another maximum-likelihood algorithm for volumetric reconstruction over a grid of voxels. Efficient parallel implementation of the algorithms discussed above is then presented. In this work, we take advantage of two low-cost, mass-produced computing platforms that have recently appeared on the market, and we provide some details on implementing our algorithms on these devices. We conclude this dissertation work by elaborating on a possible application of list-mode data to X-ray digital mammography. We argue that today's CMOS detectors and computing platforms have become fast enough to make X-ray digital mammography list-mode data acquisition and processing feasible.
NASA Technical Reports Server (NTRS)
Linares, Irving; Mersereau, Russell M.; Smith, Mark J. T.
1994-01-01
Two representative sample images of Band 4 of the Landsat Thematic Mapper are compressed with the JPEG algorithm at 8:1, 16:1 and 24:1 Compression Ratios for experimental browsing purposes. We then apply the Optimal PSNR Estimated Spectra Adaptive Postfiltering (ESAP) algorithm to reduce the DCT blocking distortion. ESAP reduces the blocking distortion while preserving most of the image's edge information by adaptively postfiltering the decoded image using the block's spectral information already obtainable from each block's DCT coefficients. The algorithm iteratively applied a one dimensional log-sigmoid weighting function to the separable interpolated local block estimated spectra of the decoded image until it converges to the optimal PSNR with respect to the original using a 2-D steepest ascent search. Convergence is obtained in a few iterations for integer parameters. The optimal logsig parameters are transmitted to the decoder as a negligible byte of overhead data. A unique maxima is guaranteed due to the 2-D asymptotic exponential overshoot shape of the surface generated by the algorithm. ESAP is based on a DFT analysis of the DCT basis functions. It is implemented with pixel-by-pixel spatially adaptive separable FIR postfilters. PSNR objective improvements between 0.4 to 0.8 dB are shown together with their corresponding optimal PSNR adaptive postfiltered images.
Essa, Khalid S
2014-01-01
A new fast least-squares method is developed to estimate the shape factor (q-parameter) of a buried structure using normalized residual anomalies obtained from gravity data. The problem of shape factor estimation is transformed into a problem of finding a solution of a non-linear equation of the form f(q) = 0 by defining the anomaly value at the origin and at different points on the profile (N-value). Procedures are also formulated to estimate the depth (z-parameter) and the amplitude coefficient (A-parameter) of the buried structure. The method is simple and rapid for estimating parameters that produced gravity anomalies. This technique is used for a class of geometrically simple anomalous bodies, including the semi-infinite vertical cylinder, the infinitely long horizontal cylinder, and the sphere. The technique is tested and verified on theoretical models with and without random errors. It is also successfully applied to real data sets from Senegal and India, and the inverted-parameters are in good agreement with the known actual values.
Essa, Khalid S.
2013-01-01
A new fast least-squares method is developed to estimate the shape factor (q-parameter) of a buried structure using normalized residual anomalies obtained from gravity data. The problem of shape factor estimation is transformed into a problem of finding a solution of a non-linear equation of the form f(q) = 0 by defining the anomaly value at the origin and at different points on the profile (N-value). Procedures are also formulated to estimate the depth (z-parameter) and the amplitude coefficient (A-parameter) of the buried structure. The method is simple and rapid for estimating parameters that produced gravity anomalies. This technique is used for a class of geometrically simple anomalous bodies, including the semi-infinite vertical cylinder, the infinitely long horizontal cylinder, and the sphere. The technique is tested and verified on theoretical models with and without random errors. It is also successfully applied to real data sets from Senegal and India, and the inverted-parameters are in good agreement with the known actual values. PMID:25685472