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

PubMed

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

2013-08-26

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

Modeling Multiplicative Error Variance: An Example Predicting Tree Diameter from Stump Dimensions in Baldcypress

Treesearch

Bernard R. Parresol

1993-01-01

In the context of forest modeling, it is often reasonable to assume a multiplicative heteroscedastic error structure to the data. Under such circumstances ordinary least squares no longer provides minimum variance estimates of the model parameters. Through study of the error structure, a suitable error variance model can be specified and its parameters estimated. This...

A pharmacometric case study regarding the sensitivity of structural model parameter estimation to error in patient reported dosing times.

PubMed

Knights, Jonathan; Rohatagi, Shashank

2015-12-01

Although there is a body of literature focused on minimizing the effect of dosing inaccuracies on pharmacokinetic (PK) parameter estimation, most of the work centers on missing doses. No attempt has been made to specifically characterize the effect of error in reported dosing times. Additionally, existing work has largely dealt with cases in which the compound of interest is dosed at an interval no less than its terminal half-life. This work provides a case study investigating how error in patient reported dosing times might affect the accuracy of structural model parameter estimation under sparse sampling conditions when the dosing interval is less than the terminal half-life of the compound, and the underlying kinetics are monoexponential. Additional effects due to noncompliance with dosing events are not explored and it is assumed that the structural model and reasonable initial estimates of the model parameters are known. Under the conditions of our simulations, with structural model CV % ranging from ~20 to 60 %, parameter estimation inaccuracy derived from error in reported dosing times was largely controlled around 10 % on average. Given that no observed dosing was included in the design and sparse sampling was utilized, we believe these error results represent a practical ceiling given the variability and parameter estimates for the one-compartment model. The findings suggest additional investigations may be of interest and are noteworthy given the inability of current PK software platforms to accommodate error in dosing times.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy

The Effect of Error in Item Parameter Estimates on the Test Response Function Method of Linking.

ERIC Educational Resources Information Center

Kaskowitz, Gary S.; De Ayala, R. J.

2001-01-01

Studied the effect of item parameter estimation for computation of linking coefficients for the test response function (TRF) linking/equating method. Simulation results showed that linking was more accurate when there was less error in the parameter estimates, and that 15 or 25 common items provided better results than 5 common items under both…

Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.

Estimation and Simulation of Slow Crack Growth Parameters from Constant Stress Rate Data

NASA Technical Reports Server (NTRS)

Salem, Jonathan A.; Weaver, Aaron S.

2003-01-01

Closed form, approximate functions for estimating the variances and degrees-of-freedom associated with the slow crack growth parameters n, D, B, and A(sup *) as measured using constant stress rate ('dynamic fatigue') testing were derived by using propagation of errors. Estimates made with the resulting functions and slow crack growth data for a sapphire window were compared to the results of Monte Carlo simulations. The functions for estimation of the variances of the parameters were derived both with and without logarithmic transformation of the initial slow crack growth equations. The transformation was performed to make the functions both more linear and more normal. Comparison of the Monte Carlo results and the closed form expressions derived with propagation of errors indicated that linearization is not required for good estimates of the variances of parameters n and D by the propagation of errors method. However, good estimates variances of the parameters B and A(sup *) could only be made when the starting slow crack growth equation was transformed and the coefficients of variation of the input parameters were not too large. This was partially a result of the skewered distributions of B and A(sup *). Parametric variation of the input parameters was used to determine an acceptable range for using closed form approximate equations derived from propagation of errors.

Comparison of stability and control parameters for a light, single-engine, high-winged aircraft using different flight test and parameter estimation techniques

NASA Technical Reports Server (NTRS)

Suit, W. T.; Cannaday, R. L.

1979-01-01

The longitudinal and lateral stability and control parameters for a high wing, general aviation, airplane are examined. Estimations using flight data obtained at various flight conditions within the normal range of the aircraft are presented. The estimations techniques, an output error technique (maximum likelihood) and an equation error technique (linear regression), are presented. The longitudinal static parameters are estimated from climbing, descending, and quasi steady state flight data. The lateral excitations involve a combination of rudder and ailerons. The sensitivity of the aircraft modes of motion to variations in the parameter estimates are discussed.

Ballistic projectile trajectory determining system

DOEpatents

Karr, Thomas J.

1997-01-01

A computer controlled system determines the three-dimensional trajectory of a ballistic projectile. To initialize the system, predictions of state parameters for a ballistic projectile are received at an estimator. The estimator uses the predictions of the state parameters to estimate first trajectory characteristics of the ballistic projectile. A single stationary monocular sensor then observes the actual first trajectory characteristics of the ballistic projectile. A comparator generates an error value related to the predicted state parameters by comparing the estimated first trajectory characteristics of the ballistic projectile with the observed first trajectory characteristics of the ballistic projectile. If the error value is equal to or greater than a selected limit, the predictions of the state parameters are adjusted. New estimates for the trajectory characteristics of the ballistic projectile are made and are then compared with actual observed trajectory characteristics. This process is repeated until the error value is less than the selected limit. Once the error value is less than the selected limit, a calculator calculates trajectory characteristics such a the origin and destination of the ballistic projectile.

Selection of noisy measurement locations for error reduction in static parameter identification

NASA Astrophysics Data System (ADS)

Sanayei, Masoud; Onipede, Oladipo; Babu, Suresh R.

1992-09-01

An incomplete set of noisy static force and displacement measurements is used for parameter identification of structures at the element level. Measurement location and the level of accuracy in the measured data can drastically affect the accuracy of the identified parameters. A heuristic method is presented to select a limited number of degrees of freedom (DOF) to perform a successful parameter identification and to reduce the impact of measurement errors on the identified parameters. This pretest simulation uses an error sensitivity analysis to determine the effect of measurement errors on the parameter estimates. The selected DOF can be used for nondestructive testing and health monitoring of structures. Two numerical examples, one for a truss and one for a frame, are presented to demonstrate that using the measurements at the selected subset of DOF can limit the error in the parameter estimates.

Real-Time Parameter Estimation in the Frequency Domain

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2000-01-01

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

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Toward On-line Parameter Estimation of Concentric Tube Robots Using a Mechanics-based Kinematic Model

PubMed Central

Jang, Cheongjae; Ha, Junhyoung; Dupont, Pierre E.; Park, Frank Chongwoo

2017-01-01

Although existing mechanics-based models of concentric tube robots have been experimentally demonstrated to approximate the actual kinematics, determining accurate estimates of model parameters remains difficult due to the complex relationship between the parameters and available measurements. Further, because the mechanics-based models neglect some phenomena like friction, nonlinear elasticity, and cross section deformation, it is also not clear if model error is due to model simplification or to parameter estimation errors. The parameters of the superelastic materials used in these robots can be slowly time-varying, necessitating periodic re-estimation. This paper proposes a method for estimating the mechanics-based model parameters using an extended Kalman filter as a step toward on-line parameter estimation. Our methodology is validated through both simulation and experiments. PMID:28717554

Ensemble-Based Parameter Estimation in a Coupled General Circulation Model

DOE PAGES

Liu, Y.; Liu, Z.; Zhang, S.; ...

2014-09-10

Parameter estimation provides a potentially powerful approach to reduce model bias for complex climate models. Here, in a twin experiment framework, the authors perform the first parameter estimation in a fully coupled ocean–atmosphere general circulation model using an ensemble coupled data assimilation system facilitated with parameter estimation. The authors first perform single-parameter estimation and then multiple-parameter estimation. In the case of the single-parameter estimation, the error of the parameter [solar penetration depth (SPD)] is reduced by over 90% after ~40 years of assimilation of the conventional observations of monthly sea surface temperature (SST) and salinity (SSS). The results of multiple-parametermore » estimation are less reliable than those of single-parameter estimation when only the monthly SST and SSS are assimilated. Assimilating additional observations of atmospheric data of temperature and wind improves the reliability of multiple-parameter estimation. The errors of the parameters are reduced by 90% in ~8 years of assimilation. Finally, the improved parameters also improve the model climatology. With the optimized parameters, the bias of the climatology of SST is reduced by ~90%. Altogether, this study suggests the feasibility of ensemble-based parameter estimation in a fully coupled general circulation model.« less

Optimum data weighting and error calibration for estimation of gravitational parameters

NASA Technical Reports Server (NTRS)

Lerch, Francis J.

1989-01-01

A new technique was developed for the weighting of data from satellite tracking systems in order to obtain an optimum least-squares solution and an error calibration for the solution parameters. Data sets from optical, electronic, and laser systems on 17 satellites in GEM-T1 Goddard Earth Model-T1 (GEM-T1) were employed toward application of this technique for gravity field parameters. Also GEM-T2 (31 satellites) was recently computed as a direct application of the method and is summarized. The method employs subset solutions of the data associated with the complete solution to agree with their error estimates. With the adjusted weights the process provides for an automatic calibration of the error estimates for the solution parameters. The data weights derived are generally much smaller than corresponding weights obtained from nominal values of observation accuracy or residuals. Independent tests show significant improvement for solutions with optimal weighting. The technique is general and may be applied to orbit parameters, station coordinates, or other parameters than the gravity model.

An analysis of input errors in precipitation-runoff models using regression with errors in the independent variables

USGS Publications Warehouse

Troutman, Brent M.

1982-01-01

Errors in runoff prediction caused by input data errors are analyzed by treating precipitation-runoff models as regression (conditional expectation) models. Independent variables of the regression consist of precipitation and other input measurements; the dependent variable is runoff. In models using erroneous input data, prediction errors are inflated and estimates of expected storm runoff for given observed input variables are biased. This bias in expected runoff estimation results in biased parameter estimates if these parameter estimates are obtained by a least squares fit of predicted to observed runoff values. The problems of error inflation and bias are examined in detail for a simple linear regression of runoff on rainfall and for a nonlinear U.S. Geological Survey precipitation-runoff model. Some implications for flood frequency analysis are considered. A case study using a set of data from Turtle Creek near Dallas, Texas illustrates the problems of model input errors.

Noise-induced errors in geophysical parameter estimation from retarding potential analyzers in low Earth orbit

NASA Astrophysics Data System (ADS)

Debchoudhury, Shantanab; Earle, Gregory

2017-04-01

Retarding Potential Analyzers (RPA) have a rich flight heritage. Standard curve-fitting analysis techniques exist that can infer state variables in the ionospheric plasma environment from RPA data, but the estimation process is prone to errors arising from a number of sources. Previous work has focused on the effects of grid geometry on uncertainties in estimation; however, no prior study has quantified the estimation errors due to additive noise. In this study, we characterize the errors in estimation of thermal plasma parameters by adding noise to the simulated data derived from the existing ionospheric models. We concentrate on low-altitude, mid-inclination orbits since a number of nano-satellite missions are focused on this region of the ionosphere. The errors are quantified and cross-correlated for varying geomagnetic conditions.

Large Uncertainty in Estimating pCO2 From Carbonate Equilibria in Lakes

NASA Astrophysics Data System (ADS)

Golub, Malgorzata; Desai, Ankur R.; McKinley, Galen A.; Remucal, Christina K.; Stanley, Emily H.

2017-11-01

Most estimates of carbon dioxide (CO2) evasion from freshwaters rely on calculating partial pressure of aquatic CO2 (pCO2) from two out of three CO2-related parameters using carbonate equilibria. However, the pCO2 uncertainty has not been systematically evaluated across multiple lake types and equilibria. We quantified random errors in pH, dissolved inorganic carbon, alkalinity, and temperature from the North Temperate Lakes Long-Term Ecological Research site in four lake groups across a broad gradient of chemical composition. These errors were propagated onto pCO2 calculated from three carbonate equilibria, and for overlapping observations, compared against uncertainties in directly measured pCO2. The empirical random errors in CO2-related parameters were mostly below 2% of their median values. Resulting random pCO2 errors ranged from ±3.7% to ±31.5% of the median depending on alkalinity group and choice of input parameter pairs. Temperature uncertainty had a negligible effect on pCO2. When compared with direct pCO2 measurements, all parameter combinations produced biased pCO2 estimates with less than one third of total uncertainty explained by random pCO2 errors, indicating that systematic uncertainty dominates over random error. Multidecadal trend of pCO2 was difficult to reconstruct from uncertain historical observations of CO2-related parameters. Given poor precision and accuracy of pCO2 estimates derived from virtually any combination of two CO2-related parameters, we recommend direct pCO2 measurements where possible. To achieve consistently robust estimates of CO2 emissions from freshwater components of terrestrial carbon balances, future efforts should focus on improving accuracy and precision of CO2-related parameters (including direct pCO2) measurements and associated pCO2 calculations.

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

Liu, Y.; Liu, Z.; Zhang, S.

Parameter estimation provides a potentially powerful approach to reduce model bias for complex climate models. Here, in a twin experiment framework, the authors perform the first parameter estimation in a fully coupled ocean–atmosphere general circulation model using an ensemble coupled data assimilation system facilitated with parameter estimation. The authors first perform single-parameter estimation and then multiple-parameter estimation. In the case of the single-parameter estimation, the error of the parameter [solar penetration depth (SPD)] is reduced by over 90% after ~40 years of assimilation of the conventional observations of monthly sea surface temperature (SST) and salinity (SSS). The results of multiple-parametermore » estimation are less reliable than those of single-parameter estimation when only the monthly SST and SSS are assimilated. Assimilating additional observations of atmospheric data of temperature and wind improves the reliability of multiple-parameter estimation. The errors of the parameters are reduced by 90% in ~8 years of assimilation. Finally, the improved parameters also improve the model climatology. With the optimized parameters, the bias of the climatology of SST is reduced by ~90%. Altogether, this study suggests the feasibility of ensemble-based parameter estimation in a fully coupled general circulation model.« less

Ballistic projectile trajectory determining system

DOEpatents

Karr, T.J.

1997-05-20

A computer controlled system determines the three-dimensional trajectory of a ballistic projectile. To initialize the system, predictions of state parameters for a ballistic projectile are received at an estimator. The estimator uses the predictions of the state parameters to estimate first trajectory characteristics of the ballistic projectile. A single stationary monocular sensor then observes the actual first trajectory characteristics of the ballistic projectile. A comparator generates an error value related to the predicted state parameters by comparing the estimated first trajectory characteristics of the ballistic projectile with the observed first trajectory characteristics of the ballistic projectile. If the error value is equal to or greater than a selected limit, the predictions of the state parameters are adjusted. New estimates for the trajectory characteristics of the ballistic projectile are made and are then compared with actual observed trajectory characteristics. This process is repeated until the error value is less than the selected limit. Once the error value is less than the selected limit, a calculator calculates trajectory characteristics such a the origin and destination of the ballistic projectile. 8 figs.

Model error estimation for distributed systems described by elliptic equations

NASA Technical Reports Server (NTRS)

Rodriguez, G.

1983-01-01

A function space approach is used to develop a theory for estimation of the errors inherent in an elliptic partial differential equation model for a distributed parameter system. By establishing knowledge of the inevitable deficiencies in the model, the error estimates provide a foundation for updating the model. The function space solution leads to a specification of a method for computation of the model error estimates and development of model error analysis techniques for comparison between actual and estimated errors. The paper summarizes the model error estimation approach as well as an application arising in the area of modeling for static shape determination of large flexible systems.

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

Blaut, Arkadiusz

We present the results of the estimation of parameters with LISA for nearly monochromatic gravitational waves in the low and high frequency regimes for the time-delay interferometry response. Angular resolution of the detector and the estimation errors of the signal's parameters in the high frequency regimes are calculated as functions of the position in the sky and as functions of the frequency. For the long-wavelength domain we give compact formulas for the estimation errors valid on a wide range of the parameter space.

Estimation of distributional parameters for censored trace level water quality data: 1. Estimation techniques

USGS Publications Warehouse

Gilliom, Robert J.; Helsel, Dennis R.

1986-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations, for determining the best performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.

Estimation of distributional parameters for censored trace level water quality data. 1. Estimation Techniques

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

Gilliom, R.J.; Helsel, D.R.

1986-02-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensoredmore » observations, for determining the best performing parameter estimation method for any particular data det. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.« less

A Systematic Approach for Model-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A requirement for effective aircraft engine performance estimation is the ability to account for engine degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. This paper presents a linear point design methodology for minimizing the degradation-induced error in model-based aircraft engine performance estimation applications. The technique specifically focuses on the underdetermined estimation problem, where there are more unknown health parameters than available sensor measurements. A condition for Kalman filter-based estimation is that the number of health parameters estimated cannot exceed the number of sensed measurements. In this paper, the estimated health parameter vector will be replaced by a reduced order tuner vector whose dimension is equivalent to the sensed measurement vector. The reduced order tuner vector is systematically selected to minimize the theoretical mean squared estimation error of a maximum a posteriori estimator formulation. This paper derives theoretical estimation errors at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the estimation accuracy achieved through conventional maximum a posteriori and Kalman filter estimation approaches. Maximum a posteriori estimation results demonstrate that reduced order tuning parameter vectors can be found that approximate the accuracy of estimating all health parameters directly. Kalman filter estimation results based on the same reduced order tuning parameter vectors demonstrate that significantly improved estimation accuracy can be achieved over the conventional approach of selecting a subset of health parameters to serve as the tuner vector. However, additional development is necessary to fully extend the methodology to Kalman filter-based estimation applications.

Computation of Standard Errors

PubMed Central

Dowd, Bryan E; Greene, William H; Norton, Edward C

2014-01-01

Objectives We discuss the problem of computing the standard errors of functions involving estimated parameters and provide the relevant computer code for three different computational approaches using two popular computer packages. Study Design We show how to compute the standard errors of several functions of interest: the predicted value of the dependent variable for a particular subject, and the effect of a change in an explanatory variable on the predicted value of the dependent variable for an individual subject and average effect for a sample of subjects. Empirical Application Using a publicly available dataset, we explain three different methods of computing standard errors: the delta method, Krinsky–Robb, and bootstrapping. We provide computer code for Stata 12 and LIMDEP 10/NLOGIT 5. Conclusions In most applications, choice of the computational method for standard errors of functions of estimated parameters is a matter of convenience. However, when computing standard errors of the sample average of functions that involve both estimated parameters and nonstochastic explanatory variables, it is important to consider the sources of variation in the function's values. PMID:24800304

Application of parameter estimation to highly unstable aircraft

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Application of parameter estimation to highly unstable aircraft

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Estimation of distributional parameters for censored trace-level water-quality data

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

Gilliom, R.J.; Helsel, D.R.

1984-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water-sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations,more » for determining the best-performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least-squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification. 6 figs., 6 tabs.« less

Robust estimation of thermodynamic parameters (ΔH, ΔS and ΔCp) for prediction of retention time in gas chromatography - Part II (Application).

PubMed

Claumann, Carlos Alberto; Wüst Zibetti, André; Bolzan, Ariovaldo; Machado, Ricardo A F; Pinto, Leonel Teixeira

2015-12-18

For this work, an analysis of parameter estimation for the retention factor in GC model was performed, considering two different criteria: sum of square error, and maximum error in absolute value; relevant statistics are described for each case. The main contribution of this work is the implementation of an initialization scheme (specialized) for the estimated parameters, which features fast convergence (low computational time) and is based on knowledge of the surface of the error criterion. In an application to a series of alkanes, specialized initialization resulted in significant reduction to the number of evaluations of the objective function (reducing computational time) in the parameter estimation. The obtained reduction happened between one and two orders of magnitude, compared with the simple random initialization. Copyright © 2015 Elsevier B.V. All rights reserved.

Disturbance torque rejection properties of the NASA/JPL 70-meter antenna axis servos

NASA Technical Reports Server (NTRS)

Hill, R. E.

1989-01-01

Analytic methods for evaluating pointing errors caused by external disturbance torques are developed and applied to determine the effects of representative values of wind and friction torque. The expressions relating pointing errors to disturbance torques are shown to be strongly dependent upon the state estimator parameters, as well as upon the state feedback gain and the flow versus pressure characteristics of the hydraulic system. Under certain conditions, when control is derived from an uncorrected estimate of integral position error, the desired type 2 servo properties are not realized and finite steady-state position errors result. Methods for reducing these errors to negligible proportions through the proper selection of control gain and estimator correction parameters are demonstrated. The steady-state error produced by a disturbance torque is found to be directly proportional to the hydraulic internal leakage. This property can be exploited to provide a convenient method of determining system leakage from field measurements of estimator error, axis rate, and hydraulic differential pressure.

On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

NASA Technical Reports Server (NTRS)

Barth, Timothy J.

2016-01-01

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.

On-board adaptive model for state of charge estimation of lithium-ion batteries based on Kalman filter with proportional integral-based error adjustment

NASA Astrophysics Data System (ADS)

Wei, Jingwen; Dong, Guangzhong; Chen, Zonghai

2017-10-01

With the rapid development of battery-powered electric vehicles, the lithium-ion battery plays a critical role in the reliability of vehicle system. In order to provide timely management and protection for battery systems, it is necessary to develop a reliable battery model and accurate battery parameters estimation to describe battery dynamic behaviors. Therefore, this paper focuses on an on-board adaptive model for state-of-charge (SOC) estimation of lithium-ion batteries. Firstly, a first-order equivalent circuit battery model is employed to describe battery dynamic characteristics. Then, the recursive least square algorithm and the off-line identification method are used to provide good initial values of model parameters to ensure filter stability and reduce the convergence time. Thirdly, an extended-Kalman-filter (EKF) is applied to on-line estimate battery SOC and model parameters. Considering that the EKF is essentially a first-order Taylor approximation of battery model, which contains inevitable model errors, thus, a proportional integral-based error adjustment technique is employed to improve the performance of EKF method and correct model parameters. Finally, the experimental results on lithium-ion batteries indicate that the proposed EKF with proportional integral-based error adjustment method can provide robust and accurate battery model and on-line parameter estimation.

Investigating the Impact of Uncertainty about Item Parameters on Ability Estimation

ERIC Educational Resources Information Center

Zhang, Jinming; Xie, Minge; Song, Xiaolan; Lu, Ting

2011-01-01

Asymptotic expansions of the maximum likelihood estimator (MLE) and weighted likelihood estimator (WLE) of an examinee's ability are derived while item parameter estimators are treated as covariates measured with error. The asymptotic formulae present the amount of bias of the ability estimators due to the uncertainty of item parameter estimators.…

Estimation of regression laws for ground motion parameters using as case of study the Amatrice earthquake

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.

Characterizing the SWOT discharge error budget on the Sacramento River, CA

NASA Astrophysics Data System (ADS)

Yoon, Y.; Durand, M. T.; Minear, J. T.; Smith, L.; Merry, C. J.

2013-12-01

The Surface Water and Ocean Topography (SWOT) is an upcoming satellite mission (2020 year) that will provide surface-water elevation and surface-water extent globally. One goal of SWOT is the estimation of river discharge directly from SWOT measurements. SWOT discharge uncertainty is due to two sources. First, SWOT cannot measure channel bathymetry and determine roughness coefficient data necessary for discharge calculations directly; these parameters must be estimated from the measurements or from a priori information. Second, SWOT measurement errors directly impact the discharge estimate accuracy. This study focuses on characterizing parameter and measurement uncertainties for SWOT river discharge estimation. A Bayesian Markov Chain Monte Carlo scheme is used to calculate parameter estimates, given the measurements of river height, slope and width, and mass and momentum constraints. The algorithm is evaluated using simulated both SWOT and AirSWOT (the airborne version of SWOT) observations over seven reaches (about 40 km) of the Sacramento River. The SWOT and AirSWOT observations are simulated by corrupting the ';true' HEC-RAS hydraulic modeling results with the instrument error. This experiment answers how unknown bathymetry and roughness coefficients affect the accuracy of the river discharge algorithm. From the experiment, the discharge error budget is almost completely dominated by unknown bathymetry and roughness; 81% of the variance error is explained by uncertainties in bathymetry and roughness. Second, we show how the errors in water surface, slope, and width observations influence the accuracy of discharge estimates. Indeed, there is a significant sensitivity to water surface, slope, and width errors due to the sensitivity of bathymetry and roughness to measurement errors. Increasing water-surface error above 10 cm leads to a corresponding sharper increase of errors in bathymetry and roughness. Increasing slope error above 1.5 cm/km leads to a significant degradation due to direct error in the discharge estimates. As the width error increases past 20%, the discharge error budget is dominated by the width error. Above two experiments are performed based on AirSWOT scenarios. In addition, we explore the sensitivity of the algorithm to the SWOT scenarios.

Optimum data weighting and error calibration for estimation of gravitational parameters

NASA Technical Reports Server (NTRS)

Lerch, F. J.

1989-01-01

A new technique was developed for the weighting of data from satellite tracking systems in order to obtain an optimum least squares solution and an error calibration for the solution parameters. Data sets from optical, electronic, and laser systems on 17 satellites in GEM-T1 (Goddard Earth Model, 36x36 spherical harmonic field) were employed toward application of this technique for gravity field parameters. Also, GEM-T2 (31 satellites) was recently computed as a direct application of the method and is summarized here. The method employs subset solutions of the data associated with the complete solution and uses an algorithm to adjust the data weights by requiring the differences of parameters between solutions to agree with their error estimates. With the adjusted weights the process provides for an automatic calibration of the error estimates for the solution parameters. The data weights derived are generally much smaller than corresponding weights obtained from nominal values of observation accuracy or residuals. Independent tests show significant improvement for solutions with optimal weighting as compared to the nominal weighting. The technique is general and may be applied to orbit parameters, station coordinates, or other parameters than the gravity model.

Estimating standard errors in feature network models.

PubMed

Frank, Laurence E; Heiser, Willem J

2007-05-01

Feature network models are graphical structures that represent proximity data in a discrete space while using the same formalism that is the basis of least squares methods employed in multidimensional scaling. Existing methods to derive a network model from empirical data only give the best-fitting network and yield no standard errors for the parameter estimates. The additivity properties of networks make it possible to consider the model as a univariate (multiple) linear regression problem with positivity restrictions on the parameters. In the present study, both theoretical and empirical standard errors are obtained for the constrained regression parameters of a network model with known features. The performance of both types of standard error is evaluated using Monte Carlo techniques.

Accounting for nonsampling error in estimates of HIV epidemic trends from antenatal clinic sentinel surveillance

PubMed Central

Eaton, Jeffrey W.; Bao, Le

2017-01-01

Objectives The aim of the study was to propose and demonstrate an approach to allow additional nonsampling uncertainty about HIV prevalence measured at antenatal clinic sentinel surveillance (ANC-SS) in model-based inferences about trends in HIV incidence and prevalence. Design Mathematical model fitted to surveillance data with Bayesian inference. Methods We introduce a variance inflation parameter σinfl2 that accounts for the uncertainty of nonsampling errors in ANC-SS prevalence. It is additive to the sampling error variance. Three approaches are tested for estimating σinfl2 using ANC-SS and household survey data from 40 subnational regions in nine countries in sub-Saharan, as defined in UNAIDS 2016 estimates. Methods were compared using in-sample fit and out-of-sample prediction of ANC-SS data, fit to household survey prevalence data, and the computational implications. Results Introducing the additional variance parameter σinfl2 increased the error variance around ANC-SS prevalence observations by a median of 2.7 times (interquartile range 1.9–3.8). Using only sampling error in ANC-SS prevalence ( σinfl2=0), coverage of 95% prediction intervals was 69% in out-of-sample prediction tests. This increased to 90% after introducing the additional variance parameter σinfl2. The revised probabilistic model improved model fit to household survey prevalence and increased epidemic uncertainty intervals most during the early epidemic period before 2005. Estimating σinfl2 did not increase the computational cost of model fitting. Conclusions: We recommend estimating nonsampling error in ANC-SS as an additional parameter in Bayesian inference using the Estimation and Projection Package model. This approach may prove useful for incorporating other data sources such as routine prevalence from Prevention of mother-to-child transmission testing into future epidemic estimates. PMID:28296801

Improvement of Parameter Estimations in Tumor Growth Inhibition Models on Xenografted Animals: Handling Sacrifice Censoring and Error Caused by Experimental Measurement on Larger Tumor Sizes.

PubMed

Pierrillas, Philippe B; Tod, Michel; Amiel, Magali; Chenel, Marylore; Henin, Emilie

2016-09-01

The purpose of this study was to explore the impact of censoring due to animal sacrifice on parameter estimates and tumor volume calculated from two diameters in larger tumors during tumor growth experiments in preclinical studies. The type of measurement error that can be expected was also investigated. Different scenarios were challenged using the stochastic simulation and estimation process. One thousand datasets were simulated under the design of a typical tumor growth study in xenografted mice, and then, eight approaches were used for parameter estimation with the simulated datasets. The distribution of estimates and simulation-based diagnostics were computed for comparison. The different approaches were robust regarding the choice of residual error and gave equivalent results. However, by not considering missing data induced by sacrificing the animal, parameter estimates were biased and led to false inferences in terms of compound potency; the threshold concentration for tumor eradication when ignoring censoring was 581 ng.ml(-1), but the true value was 240 ng.ml(-1).

Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models.

PubMed

Garcia, Tanya P; Ma, Yanyuan

2017-10-01

We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.

Synchronization error estimation and controller design for delayed Lur'e systems with parameter mismatches.

PubMed

He, Wangli; Qian, Feng; Han, Qing-Long; Cao, Jinde

2012-10-01

This paper investigates the problem of master-slave synchronization of two delayed Lur'e systems in the presence of parameter mismatches. First, by analyzing the corresponding synchronization error system, synchronization with an error level, which is referred to as quasi-synchronization, is established. Some delay-dependent quasi-synchronization criteria are derived. An estimation of the synchronization error bound is given, and an explicit expression of error levels is obtained. Second, sufficient conditions on the existence of feedback controllers under a predetermined error level are provided. The controller gains are obtained by solving a set of linear matrix inequalities. Finally, a delayed Chua's circuit is chosen to illustrate the effectiveness of the derived results.

Simultaneous Estimation of Microphysical Parameters and Atmospheric State Variables With Radar Data and Ensemble Square-root Kalman Filter

NASA Astrophysics Data System (ADS)

Tong, M.; Xue, M.

2006-12-01

An important source of model error for convective-scale data assimilation and prediction is microphysical parameterization. This study investigates the possibility of estimating up to five fundamental microphysical parameters, which are closely involved in the definition of drop size distribution of microphysical species in a commonly used single-moment ice microphysics scheme, using radar observations and the ensemble Kalman filter method. The five parameters include the intercept parameters for rain, snow and hail/graupel, and the bulk densities of hail/graupel and snow. Parameter sensitivity and identifiability are first examined. The ensemble square-root Kalman filter (EnSRF) is employed for simultaneous state and parameter estimation. OSS experiments are performed for a model-simulated supercell storm, in which the five microphysical parameters are estimated individually or in different combinations starting from different initial guesses. When error exists in only one of the microphysical parameters, the parameter can be successfully estimated without exception. The estimation of multiple parameters is found to be less robust, with end results of estimation being sensitive to the realization of the initial parameter perturbation. This is believed to be because of the reduced parameter identifiability and the existence of non-unique solutions. The results of state estimation are, however, always improved when simultaneous parameter estimation is performed, even when the estimated parameters values are not accurate.

Orbit/attitude estimation with LANDSAT Landmark data

NASA Technical Reports Server (NTRS)

Hall, D. L.; Waligora, S.

1979-01-01

The use of LANDSAT landmark data for orbit/attitude and camera bias estimation was studied. The preliminary results of these investigations are presented. The Goddard Trajectory Determination System (GTDS) error analysis capability was used to perform error analysis studies. A number of questions were addressed including parameter observability and sensitivity, effects on the solve-for parameter errors of data span, density, and distribution an a priori covariance weighting. The use of the GTDS differential correction capability with acutal landmark data was examined. The rms line and element observation residuals were studied as a function of the solve-for parameter set, a priori covariance weighting, force model, attitude model and data characteristics. Sample results are presented. Finally, verfication and preliminary system evaluation of the LANDSAT NAVPAK system for sequential (extended Kalman Filter) estimation of orbit, and camera bias parameters is given.

Influence of conservative corrections on parameter estimation for extreme-mass-ratio inspirals

NASA Astrophysics Data System (ADS)

Huerta, E. A.; Gair, Jonathan R.

2009-04-01

We present an improved numerical kludge waveform model for circular, equatorial extreme-mass-ratio inspirals (EMRIs). The model is based on true Kerr geodesics, augmented by radiative self-force corrections derived from perturbative calculations, and in this paper for the first time we include conservative self-force corrections that we derive by comparison to post-Newtonian results. We present results of a Monte Carlo simulation of parameter estimation errors computed using the Fisher matrix and also assess the theoretical errors that would arise from omitting the conservative correction terms we include here. We present results for three different types of system, namely, the inspirals of black holes, neutron stars, or white dwarfs into a supermassive black hole (SMBH). The analysis shows that for a typical source (a 10M⊙ compact object captured by a 106M⊙ SMBH at a signal to noise ratio of 30) we expect to determine the two masses to within a fractional error of ˜10-4, measure the spin parameter q to ˜10-4.5, and determine the location of the source on the sky and the spin orientation to within 10-3 steradians. We show that, for this kludge model, omitting the conservative corrections leads to a small error over much of the parameter space, i.e., the ratio R of the theoretical model error to the Fisher matrix error is R<1 for all ten parameters in the model. For the few systems with larger errors typically R<3 and hence the conservative corrections can be marginally ignored. In addition, we use our model and first-order self-force results for Schwarzschild black holes to estimate the error that arises from omitting the second-order radiative piece of the self-force. This indicates that it may not be necessary to go beyond first order to recover accurate parameter estimates.

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Numerical Differentiation Methods for Computing Error Covariance Matrices in Item Response Theory Modeling: An Evaluation and a New Proposal

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…

Multistage estimation of received carrier signal parameters under very high dynamic conditions of the receiver

NASA Technical Reports Server (NTRS)

Kumar, Rajendra (Inventor)

1991-01-01

A multistage estimator is provided for the parameters of a received carrier signal possibly phase-modulated by unknown data and experiencing very high Doppler, Doppler rate, etc., as may arise, for example, in the case of Global Positioning Systems (GPS) where the signal parameters are directly related to the position, velocity and jerk of the GPS ground-based receiver. In a two-stage embodiment of the more general multistage scheme, the first stage, selected to be a modified least squares algorithm referred to as differential least squares (DLS), operates as a coarse estimator resulting in higher rms estimation errors but with a relatively small probability of the frequency estimation error exceeding one-half of the sampling frequency, provides relatively coarse estimates of the frequency and its derivatives. The second stage of the estimator, an extended Kalman filter (EKF), operates on the error signal available from the first stage refining the overall estimates of the phase along with a more refined estimate of frequency as well and in the process also reduces the number of cycle slips.

Multistage estimation of received carrier signal parameters under very high dynamic conditions of the receiver

NASA Technical Reports Server (NTRS)

Kumar, Rajendra (Inventor)

1990-01-01

A multistage estimator is provided for the parameters of a received carrier signal possibly phase-modulated by unknown data and experiencing very high Doppler, Doppler rate, etc., as may arise, for example, in the case of Global Positioning Systems (GPS) where the signal parameters are directly related to the position, velocity and jerk of the GPS ground-based receiver. In a two-stage embodiment of the more general multistage scheme, the first stage, selected to be a modified least squares algorithm referred to as differential least squares (DLS), operates as a coarse estimator resulting in higher rms estimation errors but with a relatively small probability of the frequency estimation error exceeding one-half of the sampling frequency, provides relatively coarse estimates of the frequency and its derivatives. The second stage of the estimator, an extended Kalman filter (EKF), operates on the error signal available from the first stage refining the overall estimates of the phase along with a more refined estimate of frequency as well and in the process also reduces the number of cycle slips.

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.

Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?

NASA Technical Reports Server (NTRS)

Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander

2016-01-01

Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.

Dynamic Modeling from Flight Data with Unknown Time Skews

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2016-01-01

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

The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems.

PubMed

White, Andrew; Tolman, Malachi; Thames, Howard D; Withers, Hubert Rodney; Mason, Kathy A; Transtrum, Mark K

2016-12-01

We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model's discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system-a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model.

The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems

PubMed Central

Tolman, Malachi; Thames, Howard D.; Mason, Kathy A.

2016-01-01

We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model’s discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system–a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model. PMID:27923060

SEAHT: A computer program for the use of intersecting arcs of altimeter data for sea surface height refinement

NASA Technical Reports Server (NTRS)

Allen, C. P.; Martin, C. F.

1977-01-01

The SEAHT program is designed to process multiple passes of altimeter data with intersecting ground tracks, with the estimation of corrections for orbital errors to each pass such that the data has the best overall agreement at the crossover points. Orbit error for each pass is modeled as a polynomial in time, with optional orders of 0, 1, or 2. One or more passes may be constrained in the adjustment process, thus allowing passes with the best orbits to provide the overall level and orientation of the estimated sea surface heights. Intersections which disagree by more than an input edit level are not used in the error parameter estimation. In the program implementation, passes are grouped into South-North passes and North-South passes, with the North-South passes partitioned out for the estimation of orbit error parameters. Computer core utilization is thus dependent on the number of parameters estimated for the set of South-North arcs, but is independent on the number of North-South passes. Estimated corrections for each pass are applied to the data at its input data rate and an output tape is written which contains the corrected data.

Estimation of genetic parameters and their sampling variances of quantitative traits in the type 2 modified augmented design

USDA-ARS?s Scientific Manuscript database

We proposed a method to estimate the error variance among non-replicated genotypes, thus to estimate the genetic parameters by using replicated controls. We derived formulas to estimate sampling variances of the genetic parameters. Computer simulation indicated that the proposed methods of estimatin...

An empirical Bayes approach for the Poisson life distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1973-01-01

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

View Estimation Based on Value System

NASA Astrophysics Data System (ADS)

Takahashi, Yasutake; Shimada, Kouki; Asada, Minoru

Estimation of a caregiver's view is one of the most important capabilities for a child to understand the behavior demonstrated by the caregiver, that is, to infer the intention of behavior and/or to learn the observed behavior efficiently. We hypothesize that the child develops this ability in the same way as behavior learning motivated by an intrinsic reward, that is, he/she updates the model of the estimated view of his/her own during the behavior imitated from the observation of the behavior demonstrated by the caregiver based on minimizing the estimation error of the reward during the behavior. From this view, this paper shows a method for acquiring such a capability based on a value system from which values can be obtained by reinforcement learning. The parameters of the view estimation are updated based on the temporal difference error (hereafter TD error: estimation error of the state value), analogous to the way such that the parameters of the state value of the behavior are updated based on the TD error. Experiments with simple humanoid robots show the validity of the method, and the developmental process parallel to young children's estimation of its own view during the imitation of the observed behavior of the caregiver is discussed.

AMT-200S Motor Glider Parameter and Performance Estimation

NASA Technical Reports Server (NTRS)

Taylor, Brian R.

2011-01-01

Parameter and performance estimation of an instrumented motor glider was conducted at the National Aeronautics and Space Administration Dryden Flight Research Center in order to provide the necessary information to create a simulation of the aircraft. An output-error technique was employed to generate estimates from doublet maneuvers, and performance estimates were compared with results from a well-known flight-test evaluation of the aircraft in order to provide a complete set of data. Aircraft specifications are given along with information concerning instrumentation, flight-test maneuvers flown, and the output-error technique. Discussion of Cramer-Rao bounds based on both white noise and colored noise assumptions is given. Results include aerodynamic parameter and performance estimates for a range of angles of attack.

A continuous optimization approach for inferring parameters in mathematical models of regulatory networks.

PubMed

Deng, Zhimin; Tian, Tianhai

2014-07-29

The advances of systems biology have raised a large number of sophisticated mathematical models for describing the dynamic property of complex biological systems. One of the major steps in developing mathematical models is to estimate unknown parameters of the model based on experimentally measured quantities. However, experimental conditions limit the amount of data that is available for mathematical modelling. The number of unknown parameters in mathematical models may be larger than the number of observation data. The imbalance between the number of experimental data and number of unknown parameters makes reverse-engineering problems particularly challenging. To address the issue of inadequate experimental data, we propose a continuous optimization approach for making reliable inference of model parameters. This approach first uses a spline interpolation to generate continuous functions of system dynamics as well as the first and second order derivatives of continuous functions. The expanded dataset is the basis to infer unknown model parameters using various continuous optimization criteria, including the error of simulation only, error of both simulation and the first derivative, or error of simulation as well as the first and second derivatives. We use three case studies to demonstrate the accuracy and reliability of the proposed new approach. Compared with the corresponding discrete criteria using experimental data at the measurement time points only, numerical results of the ERK kinase activation module show that the continuous absolute-error criteria using both function and high order derivatives generate estimates with better accuracy. This result is also supported by the second and third case studies for the G1/S transition network and the MAP kinase pathway, respectively. This suggests that the continuous absolute-error criteria lead to more accurate estimates than the corresponding discrete criteria. We also study the robustness property of these three models to examine the reliability of estimates. Simulation results show that the models with estimated parameters using continuous fitness functions have better robustness properties than those using the corresponding discrete fitness functions. The inference studies and robustness analysis suggest that the proposed continuous optimization criteria are effective and robust for estimating unknown parameters in mathematical models.

A-posteriori error estimation for second order mechanical systems

NASA Astrophysics Data System (ADS)

Ruiner, Thomas; Fehr, Jörg; Haasdonk, Bernard; Eberhard, Peter

2012-06-01

One important issue for the simulation of flexible multibody systems is the reduction of the flexible bodies degrees of freedom. As far as safety questions are concerned knowledge about the error introduced by the reduction of the flexible degrees of freedom is helpful and very important. In this work, an a-posteriori error estimator for linear first order systems is extended for error estimation of mechanical second order systems. Due to the special second order structure of mechanical systems, an improvement of the a-posteriori error estimator is achieved. A major advantage of the a-posteriori error estimator is that the estimator is independent of the used reduction technique. Therefore, it can be used for moment-matching based, Gramian matrices based or modal based model reduction techniques. The capability of the proposed technique is demonstrated by the a-posteriori error estimation of a mechanical system, and a sensitivity analysis of the parameters involved in the error estimation process is conducted.

Estimation of the sea surface's two-scale backscatter parameters

NASA Technical Reports Server (NTRS)

Wentz, F. J.

1978-01-01

The relationship between the sea-surface normalized radar cross section and the friction velocity vector is determined using a parametric two-scale scattering model. The model parameters are found from a nonlinear maximum likelihood estimation. The estimation is based on aircraft scatterometer measurements and the sea-surface anemometer measurements collected during the JONSWAP '75 experiment. The estimates of the ten model parameters converge to realistic values that are in good agreement with the available oceanographic data. The rms discrepancy between the model and the cross section measurements is 0.7 db, which is the rms sum of a 0.3 db average measurement error and a 0.6 db modeling error.

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

High dimensional linear regression models under long memory dependence and measurement error

NASA Astrophysics Data System (ADS)

Kaul, Abhishek

This dissertation consists of three chapters. The first chapter introduces the models under consideration and motivates problems of interest. A brief literature review is also provided in this chapter. The second chapter investigates the properties of Lasso under long range dependent model errors. Lasso is a computationally efficient approach to model selection and estimation, and its properties are well studied when the regression errors are independent and identically distributed. We study the case, where the regression errors form a long memory moving average process. We establish a finite sample oracle inequality for the Lasso solution. We then show the asymptotic sign consistency in this setup. These results are established in the high dimensional setup (p> n) where p can be increasing exponentially with n. Finally, we show the consistency, n½ --d-consistency of Lasso, along with the oracle property of adaptive Lasso, in the case where p is fixed. Here d is the memory parameter of the stationary error sequence. The performance of Lasso is also analysed in the present setup with a simulation study. The third chapter proposes and investigates the properties of a penalized quantile based estimator for measurement error models. Standard formulations of prediction problems in high dimension regression models assume the availability of fully observed covariates and sub-Gaussian and homogeneous model errors. This makes these methods inapplicable to measurement errors models where covariates are unobservable and observations are possibly non sub-Gaussian and heterogeneous. We propose weighted penalized corrected quantile estimators for the regression parameter vector in linear regression models with additive measurement errors, where unobservable covariates are nonrandom. The proposed estimators forgo the need for the above mentioned model assumptions. We study these estimators in both the fixed dimension and high dimensional sparse setups, in the latter setup, the dimensionality can grow exponentially with the sample size. In the fixed dimensional setting we provide the oracle properties associated with the proposed estimators. In the high dimensional setting, we provide bounds for the statistical error associated with the estimation, that hold with asymptotic probability 1, thereby providing the ℓ1-consistency of the proposed estimator. We also establish the model selection consistency in terms of the correctly estimated zero components of the parameter vector. A simulation study that investigates the finite sample accuracy of the proposed estimator is also included in this chapter.

Measuring coverage in MNCH: total survey error and the interpretation of intervention coverage estimates from household surveys.

PubMed

Eisele, Thomas P; Rhoda, Dale A; Cutts, Felicity T; Keating, Joseph; Ren, Ruilin; Barros, Aluisio J D; Arnold, Fred

2013-01-01

Nationally representative household surveys are increasingly relied upon to measure maternal, newborn, and child health (MNCH) intervention coverage at the population level in low- and middle-income countries. Surveys are the best tool we have for this purpose and are central to national and global decision making. However, all survey point estimates have a certain level of error (total survey error) comprising sampling and non-sampling error, both of which must be considered when interpreting survey results for decision making. In this review, we discuss the importance of considering these errors when interpreting MNCH intervention coverage estimates derived from household surveys, using relevant examples from national surveys to provide context. Sampling error is usually thought of as the precision of a point estimate and is represented by 95% confidence intervals, which are measurable. Confidence intervals can inform judgments about whether estimated parameters are likely to be different from the real value of a parameter. We recommend, therefore, that confidence intervals for key coverage indicators should always be provided in survey reports. By contrast, the direction and magnitude of non-sampling error is almost always unmeasurable, and therefore unknown. Information error and bias are the most common sources of non-sampling error in household survey estimates and we recommend that they should always be carefully considered when interpreting MNCH intervention coverage based on survey data. Overall, we recommend that future research on measuring MNCH intervention coverage should focus on refining and improving survey-based coverage estimates to develop a better understanding of how results should be interpreted and used.

Measuring Coverage in MNCH: Total Survey Error and the Interpretation of Intervention Coverage Estimates from Household Surveys

PubMed Central

Eisele, Thomas P.; Rhoda, Dale A.; Cutts, Felicity T.; Keating, Joseph; Ren, Ruilin; Barros, Aluisio J. D.; Arnold, Fred

2013-01-01

Nationally representative household surveys are increasingly relied upon to measure maternal, newborn, and child health (MNCH) intervention coverage at the population level in low- and middle-income countries. Surveys are the best tool we have for this purpose and are central to national and global decision making. However, all survey point estimates have a certain level of error (total survey error) comprising sampling and non-sampling error, both of which must be considered when interpreting survey results for decision making. In this review, we discuss the importance of considering these errors when interpreting MNCH intervention coverage estimates derived from household surveys, using relevant examples from national surveys to provide context. Sampling error is usually thought of as the precision of a point estimate and is represented by 95% confidence intervals, which are measurable. Confidence intervals can inform judgments about whether estimated parameters are likely to be different from the real value of a parameter. We recommend, therefore, that confidence intervals for key coverage indicators should always be provided in survey reports. By contrast, the direction and magnitude of non-sampling error is almost always unmeasurable, and therefore unknown. Information error and bias are the most common sources of non-sampling error in household survey estimates and we recommend that they should always be carefully considered when interpreting MNCH intervention coverage based on survey data. Overall, we recommend that future research on measuring MNCH intervention coverage should focus on refining and improving survey-based coverage estimates to develop a better understanding of how results should be interpreted and used. PMID:23667331

Worst-error analysis of batch filter and sequential filter in navigation problems. [in spacecraft trajectory estimation

NASA Technical Reports Server (NTRS)

Nishimura, T.

1975-01-01

This paper proposes a worst-error analysis for dealing with problems of estimation of spacecraft trajectories in deep space missions. Navigation filters in use assume either constant or stochastic (Markov) models for their estimated parameters. When the actual behavior of these parameters does not follow the pattern of the assumed model, the filters sometimes result in very poor performance. To prepare for such pathological cases, the worst errors of both batch and sequential filters are investigated based on the incremental sensitivity studies of these filters. By finding critical switching instances of non-gravitational accelerations, intensive tracking can be carried out around those instances. Also the worst errors in the target plane provide a measure in assignment of the propellant budget for trajectory corrections. Thus the worst-error study presents useful information as well as practical criteria in establishing the maneuver and tracking strategy of spacecraft's missions.

Reference-free error estimation for multiple measurement methods.

PubMed

Madan, Hennadii; Pernuš, Franjo; Špiclin, Žiga

2018-01-01

We present a computational framework to select the most accurate and precise method of measurement of a certain quantity, when there is no access to the true value of the measurand. A typical use case is when several image analysis methods are applied to measure the value of a particular quantitative imaging biomarker from the same images. The accuracy of each measurement method is characterized by systematic error (bias), which is modeled as a polynomial in true values of measurand, and the precision as random error modeled with a Gaussian random variable. In contrast to previous works, the random errors are modeled jointly across all methods, thereby enabling the framework to analyze measurement methods based on similar principles, which may have correlated random errors. Furthermore, the posterior distribution of the error model parameters is estimated from samples obtained by Markov chain Monte-Carlo and analyzed to estimate the parameter values and the unknown true values of the measurand. The framework was validated on six synthetic and one clinical dataset containing measurements of total lesion load, a biomarker of neurodegenerative diseases, which was obtained with four automatic methods by analyzing brain magnetic resonance images. The estimates of bias and random error were in a good agreement with the corresponding least squares regression estimates against a reference.

Bayesian generalized least squares regression with application to log Pearson type 3 regional skew estimation

NASA Astrophysics Data System (ADS)

Reis, D. S.; Stedinger, J. R.; Martins, E. S.

2005-10-01

This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.

Theoretical study of the accuracy of the elution by characteristic points method for bi-langmuir isotherms.

PubMed

Ravald, L; Fornstedt, T

2001-01-26

The bi-Langmuir equation has recently been proven essential to describe chiral chromatographic surfaces and we therefore investigated the accuracy of the elution by characteristic points method (ECP) for estimation of bi-Langmuir isotherm parameters. The ECP calculations was done on elution profiles generated by the equilibrium-dispersive model of chromatography for five different sets of bi-Langmuir parameters. The ECP method generates two different errors; (i) the error of the ECP calculated isotherm and (ii) the model error of the fitting to the ECP isotherm. Both errors decreased with increasing column efficiency. Moreover, the model error was strongly affected by the weight of the bi-Langmuir function fitted. For some bi-Langmuir compositions the error of the ECP calculated isotherm is too large even at high column efficiencies. Guidelines will be given on surface types to be avoided and on column efficiencies and loading factors required for adequate parameter estimations with ECP.

Parameter Estimation for Thurstone Choice Models

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

Vojnovic, Milan; Yun, Seyoung

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one ormore » more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.« less

Inverse sequential detection of parameter changes in developing time series

NASA Technical Reports Server (NTRS)

Radok, Uwe; Brown, Timothy J.

1992-01-01

Progressive values of two probabilities are obtained for parameter estimates derived from an existing set of values and from the same set enlarged by one or more new values, respectively. One probability is that of erroneously preferring the second of these estimates for the existing data ('type 1 error'), while the second probability is that of erroneously accepting their estimates for the enlarged test ('type 2 error'). A more stable combined 'no change' probability which always falls between 0.5 and 0 is derived from the (logarithmic) width of the uncertainty region of an equivalent 'inverted' sequential probability ratio test (SPRT, Wald 1945) in which the error probabilities are calculated rather than prescribed. A parameter change is indicated when the compound probability undergoes a progressive decrease. The test is explicitly formulated and exemplified for Gaussian samples.

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

NASA Astrophysics Data System (ADS)

Han, Youngmo

2015-01-01

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

Impact of time-of-flight on indirect 3D and direct 4D parametric image reconstruction in the presence of inconsistent dynamic PET data.

PubMed

Kotasidis, F A; Mehranian, A; Zaidi, H

2016-05-07

Kinetic parameter estimation in dynamic PET suffers from reduced accuracy and precision when parametric maps are estimated using kinetic modelling following image reconstruction of the dynamic data. Direct approaches to parameter estimation attempt to directly estimate the kinetic parameters from the measured dynamic data within a unified framework. Such image reconstruction methods have been shown to generate parametric maps of improved precision and accuracy in dynamic PET. However, due to the interleaving between the tomographic and kinetic modelling steps, any tomographic or kinetic modelling errors in certain regions or frames, tend to spatially or temporally propagate. This results in biased kinetic parameters and thus limits the benefits of such direct methods. Kinetic modelling errors originate from the inability to construct a common single kinetic model for the entire field-of-view, and such errors in erroneously modelled regions could spatially propagate. Adaptive models have been used within 4D image reconstruction to mitigate the problem, though they are complex and difficult to optimize. Tomographic errors in dynamic imaging on the other hand, can originate from involuntary patient motion between dynamic frames, as well as from emission/transmission mismatch. Motion correction schemes can be used, however, if residual errors exist or motion correction is not included in the study protocol, errors in the affected dynamic frames could potentially propagate either temporally, to other frames during the kinetic modelling step or spatially, during the tomographic step. In this work, we demonstrate a new strategy to minimize such error propagation in direct 4D image reconstruction, focusing on the tomographic step rather than the kinetic modelling step, by incorporating time-of-flight (TOF) within a direct 4D reconstruction framework. Using ever improving TOF resolutions (580 ps, 440 ps, 300 ps and 160 ps), we demonstrate that direct 4D TOF image reconstruction can substantially prevent kinetic parameter error propagation either from erroneous kinetic modelling, inter-frame motion or emission/transmission mismatch. Furthermore, we demonstrate the benefits of TOF in parameter estimation when conventional post-reconstruction (3D) methods are used and compare the potential improvements to direct 4D methods. Further improvements could possibly be achieved in the future by combining TOF direct 4D image reconstruction with adaptive kinetic models and inter-frame motion correction schemes.

Impact of time-of-flight on indirect 3D and direct 4D parametric image reconstruction in the presence of inconsistent dynamic PET data

NASA Astrophysics Data System (ADS)

Kotasidis, F. A.; Mehranian, A.; Zaidi, H.

2016-05-01

Kinetic parameter estimation in dynamic PET suffers from reduced accuracy and precision when parametric maps are estimated using kinetic modelling following image reconstruction of the dynamic data. Direct approaches to parameter estimation attempt to directly estimate the kinetic parameters from the measured dynamic data within a unified framework. Such image reconstruction methods have been shown to generate parametric maps of improved precision and accuracy in dynamic PET. However, due to the interleaving between the tomographic and kinetic modelling steps, any tomographic or kinetic modelling errors in certain regions or frames, tend to spatially or temporally propagate. This results in biased kinetic parameters and thus limits the benefits of such direct methods. Kinetic modelling errors originate from the inability to construct a common single kinetic model for the entire field-of-view, and such errors in erroneously modelled regions could spatially propagate. Adaptive models have been used within 4D image reconstruction to mitigate the problem, though they are complex and difficult to optimize. Tomographic errors in dynamic imaging on the other hand, can originate from involuntary patient motion between dynamic frames, as well as from emission/transmission mismatch. Motion correction schemes can be used, however, if residual errors exist or motion correction is not included in the study protocol, errors in the affected dynamic frames could potentially propagate either temporally, to other frames during the kinetic modelling step or spatially, during the tomographic step. In this work, we demonstrate a new strategy to minimize such error propagation in direct 4D image reconstruction, focusing on the tomographic step rather than the kinetic modelling step, by incorporating time-of-flight (TOF) within a direct 4D reconstruction framework. Using ever improving TOF resolutions (580 ps, 440 ps, 300 ps and 160 ps), we demonstrate that direct 4D TOF image reconstruction can substantially prevent kinetic parameter error propagation either from erroneous kinetic modelling, inter-frame motion or emission/transmission mismatch. Furthermore, we demonstrate the benefits of TOF in parameter estimation when conventional post-reconstruction (3D) methods are used and compare the potential improvements to direct 4D methods. Further improvements could possibly be achieved in the future by combining TOF direct 4D image reconstruction with adaptive kinetic models and inter-frame motion correction schemes.

Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

USGS Publications Warehouse

Langbein, John O.

2017-01-01

Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/fα">1/fα1/fα with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi:10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.

Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

NASA Astrophysics Data System (ADS)

Langbein, John

2017-08-01

Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.

Artificial Vector Calibration Method for Differencing Magnetic Gradient Tensor Systems

PubMed Central

Li, Zhining; Zhang, Yingtang; Yin, Gang

2018-01-01

The measurement error of the differencing (i.e., using two homogenous field sensors at a known baseline distance) magnetic gradient tensor system includes the biases, scale factors, nonorthogonality of the single magnetic sensor, and the misalignment error between the sensor arrays, all of which can severely affect the measurement accuracy. In this paper, we propose a low-cost artificial vector calibration method for the tensor system. Firstly, the error parameter linear equations are constructed based on the single-sensor’s system error model to obtain the artificial ideal vector output of the platform, with the total magnetic intensity (TMI) scalar as a reference by two nonlinear conversions, without any mathematical simplification. Secondly, the Levenberg–Marquardt algorithm is used to compute the integrated model of the 12 error parameters by nonlinear least-squares fitting method with the artificial vector output as a reference, and a total of 48 parameters of the system is estimated simultaneously. The calibrated system outputs along the reference platform-orthogonal coordinate system. The analysis results show that the artificial vector calibrated output can track the orientation fluctuations of TMI accurately, effectively avoiding the “overcalibration” problem. The accuracy of the error parameters’ estimation in the simulation is close to 100%. The experimental root-mean-square error (RMSE) of the TMI and tensor components is less than 3 nT and 20 nT/m, respectively, and the estimation of the parameters is highly robust. PMID:29373544

Minimization of model representativity errors in identification of point source emission from atmospheric concentration measurements

NASA Astrophysics Data System (ADS)

Sharan, Maithili; Singh, Amit Kumar; Singh, Sarvesh Kumar

2017-11-01

Estimation of an unknown atmospheric release from a finite set of concentration measurements is considered an ill-posed inverse problem. Besides ill-posedness, the estimation process is influenced by the instrumental errors in the measured concentrations and model representativity errors. The study highlights the effect of minimizing model representativity errors on the source estimation. This is described in an adjoint modelling framework and followed in three steps. First, an estimation of point source parameters (location and intensity) is carried out using an inversion technique. Second, a linear regression relationship is established between the measured concentrations and corresponding predicted using the retrieved source parameters. Third, this relationship is utilized to modify the adjoint functions. Further, source estimation is carried out using these modified adjoint functions to analyse the effect of such modifications. The process is tested for two well known inversion techniques, called renormalization and least-square. The proposed methodology and inversion techniques are evaluated for a real scenario by using concentrations measurements from the Idaho diffusion experiment in low wind stable conditions. With both the inversion techniques, a significant improvement is observed in the retrieval of source estimation after minimizing the representativity errors.

Adaptive estimation of nonlinear parameters of a nonholonomic spherical robot using a modified fuzzy-based speed gradient algorithm

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.

The effect of respiratory induced density variations on non-TOF PET quantitation in the lung.

PubMed

Holman, Beverley F; Cuplov, Vesna; Hutton, Brian F; Groves, Ashley M; Thielemans, Kris

2016-04-21

Accurate PET quantitation requires a matched attenuation map. Obtaining matched CT attenuation maps in the thorax is difficult due to the respiratory cycle which causes both motion and density changes. Unlike with motion, little attention has been given to the effects of density changes in the lung on PET quantitation. This work aims to explore the extent of the errors caused by pulmonary density attenuation map mismatch on dynamic and static parameter estimates. Dynamic XCAT phantoms were utilised using clinically relevant (18)F-FDG and (18)F-FMISO time activity curves for all organs within the thorax to estimate the expected parameter errors. The simulations were then validated with PET data from 5 patients suffering from idiopathic pulmonary fibrosis who underwent PET/Cine-CT. The PET data were reconstructed with three gates obtained from the Cine-CT and the average Cine-CT. The lung TACs clearly displayed differences between true and measured curves with error depending on global activity distribution at the time of measurement. The density errors from using a mismatched attenuation map were found to have a considerable impact on PET quantitative accuracy. Maximum errors due to density mismatch were found to be as high as 25% in the XCAT simulation. Differences in patient derived kinetic parameter estimates and static concentration between the extreme gates were found to be as high as 31% and 14%, respectively. Overall our results show that respiratory associated density errors in the attenuation map affect quantitation throughout the lung, not just regions near boundaries. The extent of this error is dependent on the activity distribution in the thorax and hence on the tracer and time of acquisition. Consequently there may be a significant impact on estimated kinetic parameters throughout the lung.

The effect of respiratory induced density variations on non-TOF PET quantitation in the lung

NASA Astrophysics Data System (ADS)

Holman, Beverley F.; Cuplov, Vesna; Hutton, Brian F.; Groves, Ashley M.; Thielemans, Kris

2016-04-01

Accurate PET quantitation requires a matched attenuation map. Obtaining matched CT attenuation maps in the thorax is difficult due to the respiratory cycle which causes both motion and density changes. Unlike with motion, little attention has been given to the effects of density changes in the lung on PET quantitation. This work aims to explore the extent of the errors caused by pulmonary density attenuation map mismatch on dynamic and static parameter estimates. Dynamic XCAT phantoms were utilised using clinically relevant 18F-FDG and 18F-FMISO time activity curves for all organs within the thorax to estimate the expected parameter errors. The simulations were then validated with PET data from 5 patients suffering from idiopathic pulmonary fibrosis who underwent PET/Cine-CT. The PET data were reconstructed with three gates obtained from the Cine-CT and the average Cine-CT. The lung TACs clearly displayed differences between true and measured curves with error depending on global activity distribution at the time of measurement. The density errors from using a mismatched attenuation map were found to have a considerable impact on PET quantitative accuracy. Maximum errors due to density mismatch were found to be as high as 25% in the XCAT simulation. Differences in patient derived kinetic parameter estimates and static concentration between the extreme gates were found to be as high as 31% and 14%, respectively. Overall our results show that respiratory associated density errors in the attenuation map affect quantitation throughout the lung, not just regions near boundaries. The extent of this error is dependent on the activity distribution in the thorax and hence on the tracer and time of acquisition. Consequently there may be a significant impact on estimated kinetic parameters throughout the lung.

Fast maximum likelihood estimation using continuous-time neural point process models.

PubMed

Lepage, Kyle Q; MacDonald, Christopher J

2015-06-01

A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.

Dynamic State Estimation and Parameter Calibration of DFIG based on Ensemble Kalman Filter

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

Fan, Rui; Huang, Zhenyu; Wang, Shaobu

2015-07-30

With the growing interest in the application of wind energy, doubly fed induction generator (DFIG) plays an essential role in the industry nowadays. To deal with the increasing stochastic variations introduced by intermittent wind resource and responsive loads, dynamic state estimation (DSE) are introduced in any power system associated with DFIGs. However, sometimes this dynamic analysis canould not work because the parameters of DFIGs are not accurate enough. To solve the problem, an ensemble Kalman filter (EnKF) method is proposed for the state estimation and parameter calibration tasks. In this paper, a DFIG is modeled and implemented with the EnKFmore » method. Sensitivity analysis is demonstrated regarding the measurement noise, initial state errors and parameter errors. The results indicate this EnKF method has a robust performance on the state estimation and parameter calibration of DFIGs.« less

The effect of the dynamic wet troposphere on radio interferometric measurements

NASA Technical Reports Server (NTRS)

Treuhaft, R. N.; Lanyi, G. E.

1987-01-01

A statistical model of water vapor fluctuations is used to describe the effect of the dynamic wet troposphere on radio interferometric measurements. It is assumed that the spatial structure of refractivity is approximated by Kolmogorov turbulence theory, and that the temporal fluctuations are caused by spatial patterns moved over a site by the wind, and these assumptions are examined for the VLBI delay and delay rate observables. The results suggest that the delay rate measurement error is usually dominated by water vapor fluctuations, and water vapor induced VLBI parameter errors and correlations are determined as a function of the delay observable errors. A method is proposed for including the water vapor fluctuations in the parameter estimation method to obtain improved parameter estimates and parameter covariances.

Parameter estimation of kinetic models from metabolic profiles: two-phase dynamic decoupling method.

PubMed

Jia, Gengjie; Stephanopoulos, Gregory N; Gunawan, Rudiyanto

2011-07-15

Time-series measurements of metabolite concentration have become increasingly more common, providing data for building kinetic models of metabolic networks using ordinary differential equations (ODEs). In practice, however, such time-course data are usually incomplete and noisy, and the estimation of kinetic parameters from these data is challenging. Practical limitations due to data and computational aspects, such as solving stiff ODEs and finding global optimal solution to the estimation problem, give motivations to develop a new estimation procedure that can circumvent some of these constraints. In this work, an incremental and iterative parameter estimation method is proposed that combines and iterates between two estimation phases. One phase involves a decoupling method, in which a subset of model parameters that are associated with measured metabolites, are estimated using the minimization of slope errors. Another phase follows, in which the ODE model is solved one equation at a time and the remaining model parameters are obtained by minimizing concentration errors. The performance of this two-phase method was tested on a generic branched metabolic pathway and the glycolytic pathway of Lactococcus lactis. The results showed that the method is efficient in getting accurate parameter estimates, even when some information is missing.

Quantifying uncertainty in geoacoustic inversion. II. Application to broadband, shallow-water data.

PubMed

Dosso, Stan E; Nielsen, Peter L

2002-01-01

This paper applies the new method of fast Gibbs sampling (FGS) to estimate the uncertainties of seabed geoacoustic parameters in a broadband, shallow-water acoustic survey, with the goal of interpreting the survey results and validating the method for experimental data. FGS applies a Bayesian approach to geoacoustic inversion based on sampling the posterior probability density to estimate marginal probability distributions and parameter covariances. This requires knowledge of the statistical distribution of the data errors, including both measurement and theory errors, which is generally not available. Invoking the simplifying assumption of independent, identically distributed Gaussian errors allows a maximum-likelihood estimate of the data variance and leads to a practical inversion algorithm. However, it is necessary to validate these assumptions, i.e., to verify that the parameter uncertainties obtained represent meaningful estimates. To this end, FGS is applied to a geoacoustic experiment carried out at a site off the west coast of Italy where previous acoustic and geophysical studies have been performed. The parameter uncertainties estimated via FGS are validated by comparison with: (i) the variability in the results of inverting multiple independent data sets collected during the experiment; (ii) the results of FGS inversion of synthetic test cases designed to simulate the experiment and data errors; and (iii) the available geophysical ground truth. Comparisons are carried out for a number of different source bandwidths, ranges, and levels of prior information, and indicate that FGS provides reliable and stable uncertainty estimates for the geoacoustic inverse problem.

Error Consistency Analysis Scheme for Infrared Ultraspectral Sounding Retrieval Error Budget Estimation

NASA Technical Reports Server (NTRS)

Zhou, Daniel K.; Larar, Allen M.; Liu, Xu; Smith, William L.; Strow, Larry, L.

2013-01-01

Great effort has been devoted towards validating geophysical parameters retrieved from ultraspectral infrared radiances obtained from satellite remote sensors. An error consistency analysis scheme (ECAS), utilizing fast radiative transfer model (RTM) forward and inverse calculations, has been developed to estimate the error budget in terms of mean difference and standard deviation of error in both spectral radiance and retrieval domains. The retrieval error is assessed through ECAS without relying on other independent measurements such as radiosonde data. ECAS establishes a link between the accuracies of radiances and retrieved geophysical parameters. ECAS can be applied to measurements from any ultraspectral instrument and any retrieval scheme with its associated RTM. In this manuscript, ECAS is described and demonstrated with measurements from the MetOp-A satellite Infrared Atmospheric Sounding Interferometer (IASI). This scheme can be used together with other validation methodologies to give a more definitive characterization of the error and/or uncertainty of geophysical parameters retrieved from ultraspectral radiances observed from current and future satellite remote sensors such as IASI, the Atmospheric Infrared Sounder (AIRS), and the Cross-track Infrared Sounder (CrIS).

Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

NASA Astrophysics Data System (ADS)

Yan, Fuyong; Han, De-Hua

2018-04-01

There is significant uncertainty in measuring the Thomsen’s parameter δ in laboratory even though the dimensions and orientations of the rock samples are known. It is expected that more challenges will be encountered in the estimating of the seismic anisotropy parameters from field seismic data. Based on Monte Carlo simulation of vertical transversely isotropic layer cake model using the database of laboratory anisotropy measurement from the literature, we apply the commonly used quartic non-hyperbolic reflection moveout equation to estimate the seismic anisotropy parameters and test its accuracy and sensitivities to the source-receive offset, vertical interval velocity error and time picking error. The testing results show that the methodology works perfectly for noise-free synthetic data with short spread length. However, this method is extremely sensitive to the time picking error caused by mild random noises, and it requires the spread length to be greater than the depth of the reflection event. The uncertainties increase rapidly for the deeper layers and the estimated anisotropy parameters can be very unreliable for a layer with more than five overlain layers. It is possible that an isotropic formation can be misinterpreted as a strong anisotropic formation. The sensitivity analysis should provide useful guidance on how to group the reflection events and build a suitable geological model for anisotropy parameter inversion.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 2. Applications

USGS Publications Warehouse

Cooley, Richard L.

1983-01-01

This paper investigates factors influencing the degree of improvement in estimates of parameters of a nonlinear regression groundwater flow model by incorporating prior information of unknown reliability. Consideration of expected behavior of the regression solutions and results of a hypothetical modeling problem lead to several general conclusions. First, if the parameters are properly scaled, linearized expressions for the mean square error (MSE) in parameter estimates of a nonlinear model will often behave very nearly as if the model were linear. Second, by using prior information, the MSE in properly scaled parameters can be reduced greatly over the MSE of ordinary least squares estimates of parameters. Third, plots of estimated MSE and the estimated standard deviation of MSE versus an auxiliary parameter (the ridge parameter) specifying the degree of influence of the prior information on regression results can help determine the potential for improvement of parameter estimates. Fourth, proposed criteria can be used to make appropriate choices for the ridge parameter and another parameter expressing degree of overall bias in the prior information. Results of a case study of Truckee Meadows, Reno-Sparks area, Washoe County, Nevada, conform closely to the results of the hypothetical problem. In the Truckee Meadows case, incorporation of prior information did not greatly change the parameter estimates from those obtained by ordinary least squares. However, the analysis showed that both sets of estimates are more reliable than suggested by the standard errors from ordinary least squares.

A comparison between a new model and current models for estimating trunk segment inertial parameters.

PubMed

Wicke, Jason; Dumas, Genevieve A; Costigan, Patrick A

2009-01-05

Modeling of the body segments to estimate segment inertial parameters is required in the kinetic analysis of human motion. A new geometric model for the trunk has been developed that uses various cross-sectional shapes to estimate segment volume and adopts a non-uniform density function that is gender-specific. The goal of this study was to test the accuracy of the new model for estimating the trunk's inertial parameters by comparing it to the more current models used in biomechanical research. Trunk inertial parameters estimated from dual X-ray absorptiometry (DXA) were used as the standard. Twenty-five female and 24 male college-aged participants were recruited for the study. Comparisons of the new model to the accepted models were accomplished by determining the error between the models' trunk inertial estimates and that from DXA. Results showed that the new model was more accurate across all inertial estimates than the other models. The new model had errors within 6.0% for both genders, whereas the other models had higher average errors ranging from 10% to over 50% and were much more inconsistent between the genders. In addition, there was little consistency in the level of accuracy for the other models when estimating the different inertial parameters. These results suggest that the new model provides more accurate and consistent trunk inertial estimates than the other models for both female and male college-aged individuals. However, similar studies need to be performed using other populations, such as elderly or individuals from a distinct morphology (e.g. obese). In addition, the effect of using different models on the outcome of kinetic parameters, such as joint moments and forces needs to be assessed.

Evaluation of random errors in Williams’ series coefficients obtained with digital image correlation

NASA Astrophysics Data System (ADS)

Lychak, Oleh V.; Holyns'kiy, Ivan S.

2016-03-01

The use of the Williams’ series parameters for fracture analysis requires valid information about their error values. The aim of this investigation is the development of the method for estimation of the standard deviation of random errors of the Williams’ series parameters, obtained from the measured components of the stress field. Also, the criteria for choosing the optimal number of terms in the truncated Williams’ series for derivation of their parameters with minimal errors is proposed. The method was used for the evaluation of the Williams’ parameters, obtained from the data, and measured by the digital image correlation technique for testing a three-point bending specimen.

An algebraic aspect of Pareto mixture parameter estimation using censored sample: A Bayesian approach.

PubMed

Saleem, Muhammad; Sharif, Kashif; Fahmi, Aliya

2018-04-27

Applications of Pareto distribution are common in reliability, survival and financial studies. In this paper, A Pareto mixture distribution is considered to model a heterogeneous population comprising of two subgroups. Each of two subgroups is characterized by the same functional form with unknown distinct shape and scale parameters. Bayes estimators have been derived using flat and conjugate priors using squared error loss function. Standard errors have also been derived for the Bayes estimators. An interesting feature of this study is the preparation of components of Fisher Information matrix.

Automation of workplace lifting hazard assessment for musculoskeletal injury prevention.

PubMed

Spector, June T; Lieblich, Max; Bao, Stephen; McQuade, Kevin; Hughes, Margaret

2014-01-01

Existing methods for practically evaluating musculoskeletal exposures such as posture and repetition in workplace settings have limitations. We aimed to automate the estimation of parameters in the revised United States National Institute for Occupational Safety and Health (NIOSH) lifting equation, a standard manual observational tool used to evaluate back injury risk related to lifting in workplace settings, using depth camera (Microsoft Kinect) and skeleton algorithm technology. A large dataset (approximately 22,000 frames, derived from six subjects) of simultaneous lifting and other motions recorded in a laboratory setting using the Kinect (Microsoft Corporation, Redmond, Washington, United States) and a standard optical motion capture system (Qualysis, Qualysis Motion Capture Systems, Qualysis AB, Sweden) was assembled. Error-correction regression models were developed to improve the accuracy of NIOSH lifting equation parameters estimated from the Kinect skeleton. Kinect-Qualysis errors were modelled using gradient boosted regression trees with a Huber loss function. Models were trained on data from all but one subject and tested on the excluded subject. Finally, models were tested on three lifting trials performed by subjects not involved in the generation of the model-building dataset. Error-correction appears to produce estimates for NIOSH lifting equation parameters that are more accurate than those derived from the Microsoft Kinect algorithm alone. Our error-correction models substantially decreased the variance of parameter errors. In general, the Kinect underestimated parameters, and modelling reduced this bias, particularly for more biased estimates. Use of the raw Kinect skeleton model tended to result in falsely high safe recommended weight limits of loads, whereas error-corrected models gave more conservative, protective estimates. Our results suggest that it may be possible to produce reasonable estimates of posture and temporal elements of tasks such as task frequency in an automated fashion, although these findings should be confirmed in a larger study. Further work is needed to incorporate force assessments and address workplace feasibility challenges. We anticipate that this approach could ultimately be used to perform large-scale musculoskeletal exposure assessment not only for research but also to provide real-time feedback to workers and employers during work method improvement activities and employee training.

Inverse modeling for seawater intrusion in coastal aquifers: Insights about parameter sensitivities, variances, correlations and estimation procedures derived from the Henry problem

USGS Publications Warehouse

Sanz, E.; Voss, C.I.

2006-01-01

Inverse modeling studies employing data collected from the classic Henry seawater intrusion problem give insight into several important aspects of inverse modeling of seawater intrusion problems and effective measurement strategies for estimation of parameters for seawater intrusion. Despite the simplicity of the Henry problem, it embodies the behavior of a typical seawater intrusion situation in a single aquifer. Data collected from the numerical problem solution are employed without added noise in order to focus on the aspects of inverse modeling strategies dictated by the physics of variable-density flow and solute transport during seawater intrusion. Covariances of model parameters that can be estimated are strongly dependent on the physics. The insights gained from this type of analysis may be directly applied to field problems in the presence of data errors, using standard inverse modeling approaches to deal with uncertainty in data. Covariance analysis of the Henry problem indicates that in order to generally reduce variance of parameter estimates, the ideal places to measure pressure are as far away from the coast as possible, at any depth, and the ideal places to measure concentration are near the bottom of the aquifer between the center of the transition zone and its inland fringe. These observations are located in and near high-sensitivity regions of system parameters, which may be identified in a sensitivity analysis with respect to several parameters. However, both the form of error distribution in the observations and the observation weights impact the spatial sensitivity distributions, and different choices for error distributions or weights can result in significantly different regions of high sensitivity. Thus, in order to design effective sampling networks, the error form and weights must be carefully considered. For the Henry problem, permeability and freshwater inflow can be estimated with low estimation variance from only pressure or only concentration observations. Permeability, freshwater inflow, solute molecular diffusivity, and porosity can be estimated with roughly equivalent confidence using observations of only the logarithm of concentration. Furthermore, covariance analysis allows a logical reduction of the number of estimated parameters for ill-posed inverse seawater intrusion problems. Ill-posed problems may exhibit poor estimation convergence, have a non-unique solution, have multiple minima, or require excessive computational effort, and the condition often occurs when estimating too many or co-dependent parameters. For the Henry problem, such analysis allows selection of the two parameters that control system physics from among all possible system parameters. ?? 2005 Elsevier Ltd. All rights reserved.

Aerodynamic Parameter Estimation for the X-43A (Hyper-X) from Flight Data

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.; Derry, Stephen D.; Smith, Mark S.

2005-01-01

Aerodynamic parameters were estimated based on flight data from the third flight of the X-43A hypersonic research vehicle, also called Hyper-X. Maneuvers were flown using multiple orthogonal phase-optimized sweep inputs applied as simultaneous control surface perturbations at Mach 8, 7, 6, 5, 4, and 3 during the vehicle descent. Aerodynamic parameters, consisting of non-dimensional longitudinal and lateral stability and control derivatives, were estimated from flight data at each Mach number. Multi-step inputs at nearly the same flight conditions were also flown to assess the prediction capability of the identified models. Prediction errors were found to be comparable in magnitude to the modeling errors, which indicates accurate modeling. Aerodynamic parameter estimates were plotted as a function of Mach number, and compared with estimates from the pre-flight aerodynamic database, which was based on wind-tunnel tests and computational fluid dynamics. Agreement between flight estimates and values computed from the aerodynamic database was excellent overall.

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.

A new method of hybrid frequency hopping signals selection and blind parameter estimation

NASA Astrophysics Data System (ADS)

Zeng, Xiaoyu; Jiao, Wencheng; Sun, Huixian

2018-04-01

Frequency hopping communication is widely used in military communications at home and abroad. In the case of single-channel reception, it is scarce to process multiple frequency hopping signals both effectively and simultaneously. A method of hybrid FH signals selection and blind parameter estimation is proposed. The method makes use of spectral transformation, spectral entropy calculation and PRI transformation basic theory to realize the sorting and parameter estimation of the components in the hybrid frequency hopping signal. The simulation results show that this method can correctly classify the frequency hopping component signal, and the estimated error of the frequency hopping period is about 5% and the estimated error of the frequency hopping frequency is less than 1% when the SNR is 10dB. However, the performance of this method deteriorates seriously at low SNR.

Parameter Estimation for GRACE-FO Geometric Ranging Errors

NASA Astrophysics Data System (ADS)

Wegener, H.; Mueller, V.; Darbeheshti, N.; Naeimi, M.; Heinzel, G.

2017-12-01

Onboard GRACE-FO, the novel Laser Ranging Instrument (LRI) serves as a technology demonstrator, but it is a fully functional instrument to provide an additional high-precision measurement of the primary mission observable: the biased range between the two spacecraft. Its (expectedly) two largest error sources are laser frequency noise and tilt-to-length (TTL) coupling. While not much can be done about laser frequency noise, the mechanics of the TTL error are widely understood. They depend, however, on unknown parameters. In order to improve the quality of the ranging data, it is hence essential to accurately estimate these parameters and remove the resulting TTL error from the data.Means to do so will be discussed. In particular, the possibility of using calibration maneuvers, the utility of the attitude information provided by the LRI via Differential Wavefront Sensing (DWS), and the benefit from combining ranging data from LRI with ranging data from the established microwave ranging, will be mentioned.

Analytical performance evaluation of SAR ATR with inaccurate or estimated models

NASA Astrophysics Data System (ADS)

DeVore, Michael D.

2004-09-01

Hypothesis testing algorithms for automatic target recognition (ATR) are often formulated in terms of some assumed distribution family. The parameter values corresponding to a particular target class together with the distribution family constitute a model for the target's signature. In practice such models exhibit inaccuracy because of incorrect assumptions about the distribution family and/or because of errors in the assumed parameter values, which are often determined experimentally. Model inaccuracy can have a significant impact on performance predictions for target recognition systems. Such inaccuracy often causes model-based predictions that ignore the difference between assumed and actual distributions to be overly optimistic. This paper reports on research to quantify the effect of inaccurate models on performance prediction and to estimate the effect using only trained parameters. We demonstrate that for large observation vectors the class-conditional probabilities of error can be expressed as a simple function of the difference between two relative entropies. These relative entropies quantify the discrepancies between the actual and assumed distributions and can be used to express the difference between actual and predicted error rates. Focusing on the problem of ATR from synthetic aperture radar (SAR) imagery, we present estimators of the probabilities of error in both ideal and plug-in tests expressed in terms of the trained model parameters. These estimators are defined in terms of unbiased estimates for the first two moments of the sample statistic. We present an analytical treatment of these results and include demonstrations from simulated radar data.

Phobos laser ranging: Numerical Geodesy experiments for Martian system science

NASA Astrophysics Data System (ADS)

Dirkx, D.; Vermeersen, L. L. A.; Noomen, R.; Visser, P. N. A. M.

2014-09-01

Laser ranging is emerging as a technology for use over (inter)planetary distances, having the advantage of high (mm-cm) precision and accuracy and low mass and power consumption. We have performed numerical simulations to assess the science return in terms of geodetic observables of a hypothetical Phobos lander performing active two-way laser ranging with Earth-based stations. We focus our analysis on the estimation of Phobos and Mars gravitational, tidal and rotational parameters. We explicitly include systematic error sources in addition to uncorrelated random observation errors. This is achieved through the use of consider covariance parameters, specifically the ground station position and observation biases. Uncertainties for the consider parameters are set at 5 mm and at 1 mm for the Gaussian uncorrelated observation noise (for an observation integration time of 60 s). We perform the analysis for a mission duration up to 5 years. It is shown that a Phobos Laser Ranging (PLR) can contribute to a better understanding of the Martian system, opening the possibility for improved determination of a variety of physical parameters of Mars and Phobos. The simulations show that the mission concept is especially suited for estimating Mars tidal deformation parameters, estimating degree 2 Love numbers with absolute uncertainties at the 10-2 to 10-4 level after 1 and 4 years, respectively and providing separate estimates for the Martian quality factors at Sun and Phobos-forced frequencies. The estimation of Phobos libration amplitudes and gravity field coefficients provides an estimate of Phobos' relative equatorial and polar moments of inertia with an absolute uncertainty of 10-4 and 10-7, respectively, after 1 year. The observation of Phobos tidal deformation will be able to differentiate between a rubble pile and monolithic interior within 2 years. For all parameters, systematic errors have a much stronger influence (per unit uncertainty) than the uncorrelated Gaussian observation noise. This indicates the need for the inclusion of systematic errors in simulation studies and special attention to the mitigation of these errors in mission and system design.

Nonlinear Quantum Metrology of Many-Body Open Systems

NASA Astrophysics Data System (ADS)

Beau, M.; del Campo, A.

2017-07-01

We introduce general bounds for the parameter estimation error in nonlinear quantum metrology of many-body open systems in the Markovian limit. Given a k -body Hamiltonian and p -body Lindblad operators, the estimation error of a Hamiltonian parameter using a Greenberger-Horne-Zeilinger state as a probe is shown to scale as N-[k -(p /2 )], surpassing the shot-noise limit for 2 k >p +1 . Metrology equivalence between initial product states and maximally entangled states is established for p ≥1 . We further show that one can estimate the system-environment coupling parameter with precision N-(p /2 ), while many-body decoherence enhances the precision to N-k in the noise-amplitude estimation of a fluctuating k -body Hamiltonian. For the long-range Ising model, we show that the precision of this parameter beats the shot-noise limit when the range of interactions is below a threshold value.

Constitutive Modeling of Porcine Liver in Indentation Using 3D Ultrasound Imaging

PubMed Central

Jordan, P.; Socrate, S.; Zickler, T.E.; Howe, R.D.

2009-01-01

In this work we present an inverse finite-element modeling framework for constitutive modeling and parameter estimation of soft tissues using full-field volumetric deformation data obtained from 3D ultrasound. The finite-element model is coupled to full-field visual measurements by regularization springs attached at nodal locations. The free ends of the springs are displaced according to the locally estimated tissue motion and the normalized potential energy stored in all springs serves as a measure of model-experiment agreement for material parameter optimization. We demonstrate good accuracy of estimated parameters and consistent convergence properties on synthetically generated data. We present constitutive model selection and parameter estimation for perfused porcine liver in indentation and demonstrate that a quasilinear viscoelastic model with shear modulus relaxation offers good model-experiment agreement in terms of indenter displacement (0.19 mm RMS error) and tissue displacement field (0.97 mm RMS error). PMID:19627823

A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

1998-01-01

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…

Quantifying Adventitious Error in a Covariance Structure as a Random Effect

PubMed Central

Wu, Hao; Browne, Michael W.

2017-01-01

We present an approach to quantifying errors in covariance structures in which adventitious error, identified as the process underlying the discrepancy between the population and the structured model, is explicitly modeled as a random effect with a distribution, and the dispersion parameter of this distribution to be estimated gives a measure of misspecification. Analytical properties of the resultant procedure are investigated and the measure of misspecification is found to be related to the RMSEA. An algorithm is developed for numerical implementation of the procedure. The consistency and asymptotic sampling distributions of the estimators are established under a new asymptotic paradigm and an assumption weaker than the standard Pitman drift assumption. Simulations validate the asymptotic sampling distributions and demonstrate the importance of accounting for the variations in the parameter estimates due to adventitious error. Two examples are also given as illustrations. PMID:25813463

Accounting for measurement error in log regression models with applications to accelerated testing.

PubMed

Richardson, Robert; Tolley, H Dennis; Evenson, William E; Lunt, Barry M

2018-01-01

In regression settings, parameter estimates will be biased when the explanatory variables are measured with error. This bias can significantly affect modeling goals. In particular, accelerated lifetime testing involves an extrapolation of the fitted model, and a small amount of bias in parameter estimates may result in a significant increase in the bias of the extrapolated predictions. Additionally, bias may arise when the stochastic component of a log regression model is assumed to be multiplicative when the actual underlying stochastic component is additive. To account for these possible sources of bias, a log regression model with measurement error and additive error is approximated by a weighted regression model which can be estimated using Iteratively Re-weighted Least Squares. Using the reduced Eyring equation in an accelerated testing setting, the model is compared to previously accepted approaches to modeling accelerated testing data with both simulations and real data.

An error covariance model for sea surface topography and velocity derived from TOPEX/POSEIDON altimetry

NASA Technical Reports Server (NTRS)

Tsaoussi, Lucia S.; Koblinsky, Chester J.

1994-01-01

In order to facilitate the use of satellite-derived sea surface topography and velocity oceanographic models, methodology is presented for deriving the total error covariance and its geographic distribution from TOPEX/POSEIDON measurements. The model is formulated using a parametric model fit to the altimeter range observations. The topography and velocity modeled with spherical harmonic expansions whose coefficients are found through optimal adjustment to the altimeter range residuals using Bayesian statistics. All other parameters, including the orbit, geoid, surface models, and range corrections are provided as unadjusted parameters. The maximum likelihood estimates and errors are derived from the probability density function of the altimeter range residuals conditioned with a priori information. Estimates of model errors for the unadjusted parameters are obtained from the TOPEX/POSEIDON postlaunch verification results and the error covariances for the orbit and the geoid, except for the ocean tides. The error in the ocean tides is modeled, first, as the difference between two global tide models and, second, as the correction to the present tide model, the correction derived from the TOPEX/POSEIDON data. A formal error covariance propagation scheme is used to derive the total error. Our global total error estimate for the TOPEX/POSEIDON topography relative to the geoid for one 10-day period is found tio be 11 cm RMS. When the error in the geoid is removed, thereby providing an estimate of the time dependent error, the uncertainty in the topography is 3.5 cm root mean square (RMS). This level of accuracy is consistent with direct comparisons of TOPEX/POSEIDON altimeter heights with tide gauge measurements at 28 stations. In addition, the error correlation length scales are derived globally in both east-west and north-south directions, which should prove useful for data assimilation. The largest error correlation length scales are found in the tropics. Errors in the velocity field are smallest in midlatitude regions. For both variables the largest errors caused by uncertainty in the geoid. More accurate representations of the geoid await a dedicated geopotential satellite mission. Substantial improvements in the accuracy of ocean tide models are expected in the very near future from research with TOPEX/POSEIDON data.

On the robustness of a Bayes estimate. [in reliability theory

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1974-01-01

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Mesh refinement and numerical sensitivity analysis for parameter calibration of partial differential equations

NASA Astrophysics Data System (ADS)

Becker, Roland; Vexler, Boris

2005-06-01

We consider the calibration of parameters in physical models described by partial differential equations. This task is formulated as a constrained optimization problem with a cost functional of least squares type using information obtained from measurements. An important issue in the numerical solution of this type of problem is the control of the errors introduced, first, by discretization of the equations describing the physical model, and second, by measurement errors or other perturbations. Our strategy is as follows: we suppose that the user defines an interest functional I, which might depend on both the state variable and the parameters and which represents the goal of the computation. First, we propose an a posteriori error estimator which measures the error with respect to this functional. This error estimator is used in an adaptive algorithm to construct economic meshes by local mesh refinement. The proposed estimator requires the solution of an auxiliary linear equation. Second, we address the question of sensitivity. Applying similar techniques as before, we derive quantities which describe the influence of small changes in the measurements on the value of the interest functional. These numbers, which we call relative condition numbers, give additional information on the problem under consideration. They can be computed by means of the solution of the auxiliary problem determined before. Finally, we demonstrate our approach at hand of a parameter calibration problem for a model flow problem.

Errors in the estimation method for the rejection of vibrations in adaptive optics systems

NASA Astrophysics Data System (ADS)

Kania, Dariusz

2017-06-01

In recent years the problem of the mechanical vibrations impact in adaptive optics (AO) systems has been renewed. These signals are damped sinusoidal signals and have deleterious effect on the system. One of software solutions to reject the vibrations is an adaptive method called AVC (Adaptive Vibration Cancellation) where the procedure has three steps: estimation of perturbation parameters, estimation of the frequency response of the plant, update the reference signal to reject/minimalize the vibration. In the first step a very important problem is the estimation method. A very accurate and fast (below 10 ms) estimation method of these three parameters has been presented in several publications in recent years. The method is based on using the spectrum interpolation and MSD time windows and it can be used to estimate multifrequency signals. In this paper the estimation method is used in the AVC method to increase the system performance. There are several parameters that affect the accuracy of obtained results, e.g. CiR - number of signal periods in a measurement window, N - number of samples in the FFT procedure, H - time window order, SNR, b - number of ADC bits, γ - damping ratio of the tested signal. Systematic errors increase when N, CiR, H decrease and when γ increases. The value for systematic error is approximately 10^-10 Hz/Hz for N = 2048 and CiR = 0.1. This paper presents equations that can used to estimate maximum systematic errors for given values of H, CiR and N before the start of the estimation process.

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…

Estimating pole/zero errors in GSN-IRIS/USGS network calibration metadata

USGS Publications Warehouse

Ringler, A.T.; Hutt, C.R.; Aster, R.; Bolton, H.; Gee, L.S.; Storm, T.

2012-01-01

Mapping the digital record of a seismograph into true ground motion requires the correction of the data by some description of the instrument's response. For the Global Seismographic Network (Butler et al., 2004), as well as many other networks, this instrument response is represented as a Laplace domain pole–zero model and published in the Standard for the Exchange of Earthquake Data (SEED) format. This Laplace representation assumes that the seismometer behaves as a linear system, with any abrupt changes described adequately via multiple time-invariant epochs. The SEED format allows for published instrument response errors as well, but these typically have not been estimated or provided to users. We present an iterative three-step method to estimate the instrument response parameters (poles and zeros) and their associated errors using random calibration signals. First, we solve a coarse nonlinear inverse problem using a least-squares grid search to yield a first approximation to the solution. This approach reduces the likelihood of poorly estimated parameters (a local-minimum solution) caused by noise in the calibration records and enhances algorithm convergence. Second, we iteratively solve a nonlinear parameter estimation problem to obtain the least-squares best-fit Laplace pole–zero–gain model. Third, by applying the central limit theorem, we estimate the errors in this pole–zero model by solving the inverse problem at each frequency in a two-thirds octave band centered at each best-fit pole–zero frequency. This procedure yields error estimates of the 99% confidence interval. We demonstrate the method by applying it to a number of recent Incorporated Research Institutions in Seismology/United States Geological Survey (IRIS/USGS) network calibrations (network code IU).

A new parametric method to smooth time-series data of metabolites in metabolic networks.

PubMed

Miyawaki, Atsuko; Sriyudthsak, Kansuporn; Hirai, Masami Yokota; Shiraishi, Fumihide

2016-12-01

Mathematical modeling of large-scale metabolic networks usually requires smoothing of metabolite time-series data to account for measurement or biological errors. Accordingly, the accuracy of smoothing curves strongly affects the subsequent estimation of model parameters. Here, an efficient parametric method is proposed for smoothing metabolite time-series data, and its performance is evaluated. To simplify parameter estimation, the method uses S-system-type equations with simple power law-type efflux terms. Iterative calculation using this method was found to readily converge, because parameters are estimated stepwise. Importantly, smoothing curves are determined so that metabolite concentrations satisfy mass balances. Furthermore, the slopes of smoothing curves are useful in estimating parameters, because they are probably close to their true behaviors regardless of errors that may be present in the actual data. Finally, calculations for each differential equation were found to converge in much less than one second if initial parameters are set at appropriate (guessed) values. Copyright © 2016 Elsevier Inc. All rights reserved.

Mammalian cell culture process for monoclonal antibody production: nonlinear modelling and parameter estimation.

PubMed

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad; Roman, Monica

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.

Mammalian Cell Culture Process for Monoclonal Antibody Production: Nonlinear Modelling and Parameter Estimation

PubMed Central

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies. PMID:25685797

State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

NASA Astrophysics Data System (ADS)

Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna

2016-05-01

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

Examples of Nonconservatism in the CARE 3 Program

NASA Technical Reports Server (NTRS)

Dotson, Kelly J.

1988-01-01

This paper presents parameter regions in the CARE 3 (Computer-Aided Reliability Estimation version 3) computer program where the program overestimates the reliability of a modeled system without warning the user. Five simple models of fault-tolerant computer systems are analyzed; and, the parameter regions where reliability is overestimated are given. The source of the error in the reliability estimates for models which incorporate transient fault occurrences was not readily apparent. However, the source of much of the error for models with permanent and intermittent faults can be attributed to the choice of values for the run-time parameters of the program.

Optimal estimation of suspended-sediment concentrations in streams

USGS Publications Warehouse

Holtschlag, D.J.

2001-01-01

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

Improved Analysis of GW150914 Using a Fully Spin-Precessing Waveform Model

NASA Astrophysics Data System (ADS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Bejger, M.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Birney, R.; Birnholtz, O.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Boer, M.; Bogaert, G.; Bogan, C.; Bohe, A.; Bond, C.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Calderón Bustillo, J.; Callister, T.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Casanueva Diaz, C.; Casentini, J.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y.; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, S.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Darman, N. S.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; De, S.; DeBra, D.; Debreczeni, G.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devine, R. C.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etienne, Z.; Etzel, T.; Evans, M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Fenyvesi, E.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gaebel, S.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gaur, G.; Gehrels, N.; Gemme, G.; Geng, P.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huang, S.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J.-M.; Isi, M.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jang, H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jian, L.; Jiménez-Forteza, F.; Johnson, W. W.; Johnson-McDaniel, N. K.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; K, Haris; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kéfélian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chi-Woong; Kim, Chunglee; Kim, J.; Kim, K.; Kim, N.; Kim, W.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kissel, J. S.; Klein, B.; Kleybolte, L.; Klimenko, S.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kringel, V.; Królak, A.; Krueger, C.; Kuehn, G.; Kumar, P.; Kumar, R.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lange, J.; Lantz, B.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, K.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Lewis, J. B.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Lockerbie, N. A.; Lombardi, A. L.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lovelace, G.; Lück, H.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A.; Miller, B. B.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Murphy, D. J.; Murray, P. G.; Mytidis, A.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Nedkova, K.; Nelemans, G.; Nelson, T. J. N.; Neri, M.; Neunzert, A.; Newton, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Patrick, Z.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Predoi, V.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, R.; Romanov, G.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O. E. S.; Savage, R. L.; Sawadsky, A.; Schale, P.; Schilling, R.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, S. M.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Setyawati, Y.; Shaddock, D. A.; Shaffer, T.; Shahriar, M. S.; Shaltev, M.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, J. R.; Smith, N. D.; Smith, R. J. E.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stevenson, S. P.; Stone, R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strauss, N. A.; Strigin, S.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tápai, M.; Tarabrin, S. P.; Taracchini, A.; Taylor, R.; Theeg, T.; Thirugnanasambandam, M. P.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tomlinson, C.; Tonelli, M.; Tornasi, Z.; Torres, C. V.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Tringali, M. C.; Trozzo, L.; Tse, M.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Vallisneri, M.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van der Sluys, M. V.; van Heijningen, J. V.; Vano-Vinuales, A.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasúth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Viceré, A.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, X.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Worden, J.; Wright, J. L.; Wu, D. S.; Wu, G.; Yablon, J.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yu, H.; Yvert, M.; ZadroŻny, A.; Zangrando, L.; Zanolin, M.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zuraw, S. E.; Zweizig, J.; Boyle, M.; Brügmann, B.; Campanelli, M.; Chu, T.; Clark, M.; Haas, R.; Hemberger, D.; Hinder, I.; Kidder, L. E.; Kinsey, M.; Laguna, P.; Ossokine, S.; Pan, Y.; Röver, C.; Scheel, M.; Szilagyi, B.; Teukolsky, S.; Zlochower, Y.; LIGO Scientific Collaboration; Virgo Collaboration

2016-10-01

This paper presents updated estimates of source parameters for GW150914, a binary black-hole coalescence event detected by the Laser Interferometer Gravitational-wave Observatory (LIGO) in 2015 [Abbott et al. Phys. Rev. Lett. 116, 061102 (2016).]. Abbott et al. [Phys. Rev. Lett. 116, 241102 (2016).] presented parameter estimation of the source using a 13-dimensional, phenomenological precessing-spin model (precessing IMRPhenom) and an 11-dimensional nonprecessing effective-one-body (EOB) model calibrated to numerical-relativity simulations, which forces spin alignment (nonprecessing EOBNR). Here, we present new results that include a 15-dimensional precessing-spin waveform model (precessing EOBNR) developed within the EOB formalism. We find good agreement with the parameters estimated previously [Abbott et al. Phys. Rev. Lett. 116, 241102 (2016).], and we quote updated component masses of 35-3+5 M⊙ and 3 0-4+3 M⊙ (where errors correspond to 90% symmetric credible intervals). We also present slightly tighter constraints on the dimensionless spin magnitudes of the two black holes, with a primary spin estimate <0.65 and a secondary spin estimate <0.75 at 90% probability. Abbott et al. [Phys. Rev. Lett. 116, 241102 (2016).] estimated the systematic parameter-extraction errors due to waveform-model uncertainty by combining the posterior probability densities of precessing IMRPhenom and nonprecessing EOBNR. Here, we find that the two precessing-spin models are in closer agreement, suggesting that these systematic errors are smaller than previously quoted.

Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)

PubMed Central

Xu, Chonggang; Gertner, George

2013-01-01

Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters. Until now, the FAST analysis is mainly confined to the estimation of partial variances contributed by the main effects of model parameters, but does not allow for those contributed by specific interactions among parameters. In this paper, we theoretically show that FAST analysis can be used to estimate partial variances contributed by both main effects and interaction effects of model parameters using different sampling approaches (i.e., traditional search-curve based sampling, simple random sampling and random balance design sampling). We also analytically calculate the potential errors and biases in the estimation of partial variances. Hypothesis tests are constructed to reduce the effect of sampling errors on the estimation of partial variances. Our results show that compared to simple random sampling and random balance design sampling, sensitivity indices (ratios of partial variances to variance of a specific model output) estimated by search-curve based sampling generally have higher precision but larger underestimations. Compared to simple random sampling, random balance design sampling generally provides higher estimation precision for partial variances contributed by the main effects of parameters. The theoretical derivation of partial variances contributed by higher-order interactions and the calculation of their corresponding estimation errors in different sampling schemes can help us better understand the FAST method and provide a fundamental basis for FAST applications and further improvements. PMID:24143037

Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST).

PubMed

Xu, Chonggang; Gertner, George

2011-01-01

Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters. Until now, the FAST analysis is mainly confined to the estimation of partial variances contributed by the main effects of model parameters, but does not allow for those contributed by specific interactions among parameters. In this paper, we theoretically show that FAST analysis can be used to estimate partial variances contributed by both main effects and interaction effects of model parameters using different sampling approaches (i.e., traditional search-curve based sampling, simple random sampling and random balance design sampling). We also analytically calculate the potential errors and biases in the estimation of partial variances. Hypothesis tests are constructed to reduce the effect of sampling errors on the estimation of partial variances. Our results show that compared to simple random sampling and random balance design sampling, sensitivity indices (ratios of partial variances to variance of a specific model output) estimated by search-curve based sampling generally have higher precision but larger underestimations. Compared to simple random sampling, random balance design sampling generally provides higher estimation precision for partial variances contributed by the main effects of parameters. The theoretical derivation of partial variances contributed by higher-order interactions and the calculation of their corresponding estimation errors in different sampling schemes can help us better understand the FAST method and provide a fundamental basis for FAST applications and further improvements.

Simplified Estimation and Testing in Unbalanced Repeated Measures Designs.

PubMed

Spiess, Martin; Jordan, Pascal; Wendt, Mike

2018-05-07

In this paper we propose a simple estimator for unbalanced repeated measures design models where each unit is observed at least once in each cell of the experimental design. The estimator does not require a model of the error covariance structure. Thus, circularity of the error covariance matrix and estimation of correlation parameters and variances are not necessary. Together with a weak assumption about the reason for the varying number of observations, the proposed estimator and its variance estimator are unbiased. As an alternative to confidence intervals based on the normality assumption, a bias-corrected and accelerated bootstrap technique is considered. We also propose the naive percentile bootstrap for Wald-type tests where the standard Wald test may break down when the number of observations is small relative to the number of parameters to be estimated. In a simulation study we illustrate the properties of the estimator and the bootstrap techniques to calculate confidence intervals and conduct hypothesis tests in small and large samples under normality and non-normality of the errors. The results imply that the simple estimator is only slightly less efficient than an estimator that correctly assumes a block structure of the error correlation matrix, a special case of which is an equi-correlation matrix. Application of the estimator and the bootstrap technique is illustrated using data from a task switch experiment based on an experimental within design with 32 cells and 33 participants.

Uncertainty quantification and propagation in dynamic models using ambient vibration measurements, application to a 10-story building

NASA Astrophysics Data System (ADS)

Behmanesh, Iman; Yousefianmoghadam, Seyedsina; Nozari, Amin; Moaveni, Babak; Stavridis, Andreas

2018-07-01

This paper investigates the application of Hierarchical Bayesian model updating for uncertainty quantification and response prediction of civil structures. In this updating framework, structural parameters of an initial finite element (FE) model (e.g., stiffness or mass) are calibrated by minimizing error functions between the identified modal parameters and the corresponding parameters of the model. These error functions are assumed to have Gaussian probability distributions with unknown parameters to be determined. The estimated parameters of error functions represent the uncertainty of the calibrated model in predicting building's response (modal parameters here). The focus of this paper is to answer whether the quantified model uncertainties using dynamic measurement at building's reference/calibration state can be used to improve the model prediction accuracies at a different structural state, e.g., damaged structure. Also, the effects of prediction error bias on the uncertainty of the predicted values is studied. The test structure considered here is a ten-story concrete building located in Utica, NY. The modal parameters of the building at its reference state are identified from ambient vibration data and used to calibrate parameters of the initial FE model as well as the error functions. Before demolishing the building, six of its exterior walls were removed and ambient vibration measurements were also collected from the structure after the wall removal. These data are not used to calibrate the model; they are only used to assess the predicted results. The model updating framework proposed in this paper is applied to estimate the modal parameters of the building at its reference state as well as two damaged states: moderate damage (removal of four walls) and severe damage (removal of six walls). Good agreement is observed between the model-predicted modal parameters and those identified from vibration tests. Moreover, it is shown that including prediction error bias in the updating process instead of commonly-used zero-mean error function can significantly reduce the prediction uncertainties.

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

PubMed Central

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

2016-01-01

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

Real-Time Parameter Estimation Using Output Error

NASA Technical Reports Server (NTRS)

Grauer, Jared A.

2014-01-01

Output-error parameter estimation, normally a post- ight batch technique, was applied to real-time dynamic modeling problems. Variations on the traditional algorithm were investigated with the goal of making the method suitable for operation in real time. Im- plementation recommendations are given that are dependent on the modeling problem of interest. Application to ight test data showed that accurate parameter estimates and un- certainties for the short-period dynamics model were available every 2 s using time domain data, or every 3 s using frequency domain data. The data compatibility problem was also solved in real time, providing corrected sensor measurements every 4 s. If uncertainty corrections for colored residuals are omitted, this rate can be increased to every 0.5 s.

Molecular radiotherapy: the NUKFIT software for calculating the time-integrated activity coefficient.

PubMed

Kletting, P; Schimmel, S; Kestler, H A; Hänscheid, H; Luster, M; Fernández, M; Bröer, J H; Nosske, D; Lassmann, M; Glatting, G

2013-10-01

Calculation of the time-integrated activity coefficient (residence time) is a crucial step in dosimetry for molecular radiotherapy. However, available software is deficient in that it is either not tailored for the use in molecular radiotherapy and/or does not include all required estimation methods. The aim of this work was therefore the development and programming of an algorithm which allows for an objective and reproducible determination of the time-integrated activity coefficient and its standard error. The algorithm includes the selection of a set of fitting functions from predefined sums of exponentials and the choice of an error model for the used data. To estimate the values of the adjustable parameters an objective function, depending on the data, the parameters of the error model, the fitting function and (if required and available) Bayesian information, is minimized. To increase reproducibility and user-friendliness the starting values are automatically determined using a combination of curve stripping and random search. Visual inspection, the coefficient of determination, the standard error of the fitted parameters, and the correlation matrix are provided to evaluate the quality of the fit. The functions which are most supported by the data are determined using the corrected Akaike information criterion. The time-integrated activity coefficient is estimated by analytically integrating the fitted functions. Its standard error is determined assuming Gaussian error propagation. The software was implemented using MATLAB. To validate the proper implementation of the objective function and the fit functions, the results of NUKFIT and SAAM numerical, a commercially available software tool, were compared. The automatic search for starting values was successfully tested for reproducibility. The quality criteria applied in conjunction with the Akaike information criterion allowed the selection of suitable functions. Function fit parameters and their standard error estimated by using SAAM numerical and NUKFIT showed differences of <1%. The differences for the time-integrated activity coefficients were also <1% (standard error between 0.4% and 3%). In general, the application of the software is user-friendly and the results are mathematically correct and reproducible. An application of NUKFIT is presented for three different clinical examples. The software tool with its underlying methodology can be employed to objectively and reproducibly estimate the time integrated activity coefficient and its standard error for most time activity data in molecular radiotherapy.

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

NASA Astrophysics Data System (ADS)

Nair, S. P.; Righetti, R.

2015-05-01

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

Comparison of Optimal Design Methods in Inverse Problems

PubMed Central

Banks, H. T.; Holm, Kathleen; Kappel, Franz

2011-01-01

Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher Information Matrix (FIM). A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criteria with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model [13], the standard harmonic oscillator model [13] and a popular glucose regulation model [16, 19, 29]. PMID:21857762

Calculation of the confidence intervals for transformation parameters in the registration of medical images

PubMed Central

Bansal, Ravi; Staib, Lawrence H.; Laine, Andrew F.; Xu, Dongrong; Liu, Jun; Posecion, Lainie F.; Peterson, Bradley S.

2010-01-01

Images from different individuals typically cannot be registered precisely because anatomical features within the images differ across the people imaged and because the current methods for image registration have inherent technological limitations that interfere with perfect registration. Quantifying the inevitable error in image registration is therefore of crucial importance in assessing the effects that image misregistration may have on subsequent analyses in an imaging study. We have developed a mathematical framework for quantifying errors in registration by computing the confidence intervals of the estimated parameters (3 translations, 3 rotations, and 1 global scale) for the similarity transformation. The presence of noise in images and the variability in anatomy across individuals ensures that estimated registration parameters are always random variables. We assume a functional relation among intensities across voxels in the images, and we use the theory of nonlinear, least-squares estimation to show that the parameters are multivariate Gaussian distributed. We then use the covariance matrix of this distribution to compute the confidence intervals of the transformation parameters. These confidence intervals provide a quantitative assessment of the registration error across the images. Because transformation parameters are nonlinearly related to the coordinates of landmark points in the brain, we subsequently show that the coordinates of those landmark points are also multivariate Gaussian distributed. Using these distributions, we then compute the confidence intervals of the coordinates for landmark points in the image. Each of these confidence intervals in turn provides a quantitative assessment of the registration error at a particular landmark point. Because our method is computationally intensive, however, its current implementation is limited to assessing the error of the parameters in the similarity transformation across images. We assessed the performance of our method in computing the error in estimated similarity parameters by applying that method to real world dataset. Our results showed that the size of the confidence intervals computed using our method decreased – i.e. our confidence in the registration of images from different individuals increased – for increasing amounts of blur in the images. Moreover, the size of the confidence intervals increased for increasing amounts of noise, misregistration, and differing anatomy. Thus, our method precisely quantified confidence in the registration of images that contain varying amounts of misregistration and varying anatomy across individuals. PMID:19138877

System IDentification Programs for AirCraft (SIDPAC)

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2002-01-01

A collection of computer programs for aircraft system identification is described and demonstrated. The programs, collectively called System IDentification Programs for AirCraft, or SIDPAC, were developed in MATLAB as m-file functions. SIDPAC has been used successfully at NASA Langley Research Center with data from many different flight test programs and wind tunnel experiments. SIDPAC includes routines for experiment design, data conditioning, data compatibility analysis, model structure determination, equation-error and output-error parameter estimation in both the time and frequency domains, real-time and recursive parameter estimation, low order equivalent system identification, estimated parameter error calculation, linear and nonlinear simulation, plotting, and 3-D visualization. An overview of SIDPAC capabilities is provided, along with a demonstration of the use of SIDPAC with real flight test data from the NASA Glenn Twin Otter aircraft. The SIDPAC software is available without charge to U.S. citizens by request to the author, contingent on the requestor completing a NASA software usage agreement.

Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods. Appendix 2

NASA Technical Reports Server (NTRS)

Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)

2002-01-01

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.

Estimation of Ecosystem Parameters of the Community Land Model with DREAM: Evaluation of the Potential for Upscaling Net Ecosystem Exchange

NASA Astrophysics Data System (ADS)

Hendricks Franssen, H. J.; Post, H.; Vrugt, J. A.; Fox, A. M.; Baatz, R.; Kumbhar, P.; Vereecken, H.

2015-12-01

Estimation of net ecosystem exchange (NEE) by land surface models is strongly affected by uncertain ecosystem parameters and initial conditions. A possible approach is the estimation of plant functional type (PFT) specific parameters for sites with measurement data like NEE and application of the parameters at other sites with the same PFT and no measurements. This upscaling strategy was evaluated in this work for sites in Germany and France. Ecosystem parameters and initial conditions were estimated with NEE-time series of one year length, or a time series of only one season. The DREAM(zs) algorithm was used for the estimation of parameters and initial conditions. DREAM(zs) is not limited to Gaussian distributions and can condition to large time series of measurement data simultaneously. DREAM(zs) was used in combination with the Community Land Model (CLM) v4.5. Parameter estimates were evaluated by model predictions at the same site for an independent verification period. In addition, the parameter estimates were evaluated at other, independent sites situated >500km away with the same PFT. The main conclusions are: i) simulations with estimated parameters reproduced better the NEE measurement data in the verification periods, including the annual NEE-sum (23% improvement), annual NEE-cycle and average diurnal NEE course (error reduction by factor 1,6); ii) estimated parameters based on seasonal NEE-data outperformed estimated parameters based on yearly data; iii) in addition, those seasonal parameters were often also significantly different from their yearly equivalents; iv) estimated parameters were significantly different if initial conditions were estimated together with the parameters. We conclude that estimated PFT-specific parameters improve land surface model predictions significantly at independent verification sites and for independent verification periods so that their potential for upscaling is demonstrated. However, simulation results also indicate that possibly the estimated parameters mask other model errors. This would imply that their application at climatic time scales would not improve model predictions. A central question is whether the integration of many different data streams (e.g., biomass, remotely sensed LAI) could solve the problems indicated here.

Design implementation in model-reference adaptive systems. [application and implementation on space shuttle

NASA Technical Reports Server (NTRS)

Boland, J. S., III

1973-01-01

The derivation of an approximate error characteristic equation describing the transient system error response is given, along with a procedure for selecting adaptive gain parameters so as to relate to the transient error response. A detailed example of the application and implementation of these methods for a space shuttle type vehicle is included. An extension of the characteristic equation technique is used to provide an estimate of the magnitude of the maximum system error and an estimate of the time of occurrence of this maximum after a plant parameter disturbance. Techniques for relaxing certain stability requirements and the conditions under which this can be done and still guarantee asymptotic stability of the system error are discussed. Such conditions are possible because the Lyapunov methods used in the stability derivation allow for overconstraining a problem in the process of insuring stability.

A water-vapor radiometer error model. [for ionosphere in geodetic microwave techniques

NASA Technical Reports Server (NTRS)

Beckman, B.

1985-01-01

The water-vapor radiometer (WVR) is used to calibrate unpredictable delays in the wet component of the troposphere in geodetic microwave techniques such as very-long-baseline interferometry (VLBI) and Global Positioning System (GPS) tracking. Based on experience with Jet Propulsion Laboratory (JPL) instruments, the current level of accuracy in wet-troposphere calibration limits the accuracy of local vertical measurements to 5-10 cm. The goal for the near future is 1-3 cm. Although the WVR is currently the best calibration method, many instruments are prone to systematic error. In this paper, a treatment of WVR data is proposed and evaluated. This treatment reduces the effect of WVR systematic errors by estimating parameters that specify an assumed functional form for the error. The assumed form of the treatment is evaluated by comparing the results of two similar WVR's operating near each other. Finally, the observability of the error parameters is estimated by covariance analysis.

Investigating the error sources of the online state of charge estimation methods for lithium-ion batteries in electric vehicles

NASA Astrophysics Data System (ADS)

Zheng, Yuejiu; Ouyang, Minggao; Han, Xuebing; Lu, Languang; Li, Jianqiu

2018-02-01

Sate of charge (SOC) estimation is generally acknowledged as one of the most important functions in battery management system for lithium-ion batteries in new energy vehicles. Though every effort is made for various online SOC estimation methods to reliably increase the estimation accuracy as much as possible within the limited on-chip resources, little literature discusses the error sources for those SOC estimation methods. This paper firstly reviews the commonly studied SOC estimation methods from a conventional classification. A novel perspective focusing on the error analysis of the SOC estimation methods is proposed. SOC estimation methods are analyzed from the views of the measured values, models, algorithms and state parameters. Subsequently, the error flow charts are proposed to analyze the error sources from the signal measurement to the models and algorithms for the widely used online SOC estimation methods in new energy vehicles. Finally, with the consideration of the working conditions, choosing more reliable and applicable SOC estimation methods is discussed, and the future development of the promising online SOC estimation methods is suggested.

Combined Uncertainty and A-Posteriori Error Bound Estimates for CFD Calculations: Theory and Implementation

NASA Technical Reports Server (NTRS)

Barth, Timothy J.

2014-01-01

Simulation codes often utilize finite-dimensional approximation resulting in numerical error. Some examples include, numerical methods utilizing grids and finite-dimensional basis functions, particle methods using a finite number of particles. These same simulation codes also often contain sources of uncertainty, for example, uncertain parameters and fields associated with the imposition of initial and boundary data,uncertain physical model parameters such as chemical reaction rates, mixture model parameters, material property parameters, etc.

A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix.

PubMed

Westgate, Philip M

2013-07-20

Generalized estimating equations (GEEs) are routinely used for the marginal analysis of correlated data. The efficiency of GEE depends on how closely the working covariance structure resembles the true structure, and therefore accurate modeling of the working correlation of the data is important. A popular approach is the use of an unstructured working correlation matrix, as it is not as restrictive as simpler structures such as exchangeable and AR-1 and thus can theoretically improve efficiency. However, because of the potential for having to estimate a large number of correlation parameters, variances of regression parameter estimates can be larger than theoretically expected when utilizing the unstructured working correlation matrix. Therefore, standard error estimates can be negatively biased. To account for this additional finite-sample variability, we derive a bias correction that can be applied to typical estimators of the covariance matrix of parameter estimates. Via simulation and in application to a longitudinal study, we show that our proposed correction improves standard error estimation and statistical inference. Copyright © 2012 John Wiley & Sons, Ltd.

Bootstrap Standard Error Estimates in Dynamic Factor Analysis

ERIC Educational Resources Information Center

Zhang, Guangjian; Browne, Michael W.

2010-01-01

Dynamic factor analysis summarizes changes in scores on a battery of manifest variables over repeated measurements in terms of a time series in a substantially smaller number of latent factors. Algebraic formulae for standard errors of parameter estimates are more difficult to obtain than in the usual intersubject factor analysis because of the…

Taking error into account when fitting models using Approximate Bayesian Computation.

PubMed

van der Vaart, Elske; Prangle, Dennis; Sibly, Richard M

2018-03-01

Stochastic computer simulations are often the only practical way of answering questions relating to ecological management. However, due to their complexity, such models are difficult to calibrate and evaluate. Approximate Bayesian Computation (ABC) offers an increasingly popular approach to this problem, widely applied across a variety of fields. However, ensuring the accuracy of ABC's estimates has been difficult. Here, we obtain more accurate estimates by incorporating estimation of error into the ABC protocol. We show how this can be done where the data consist of repeated measures of the same quantity and errors may be assumed to be normally distributed and independent. We then derive the correct acceptance probabilities for a probabilistic ABC algorithm, and update the coverage test with which accuracy is assessed. We apply this method, which we call error-calibrated ABC, to a toy example and a realistic 14-parameter simulation model of earthworms that is used in environmental risk assessment. A comparison with exact methods and the diagnostic coverage test show that our approach improves estimation of parameter values and their credible intervals for both models. © 2017 by the Ecological Society of America.

A Bayesian approach to model structural error and input variability in groundwater modeling

NASA Astrophysics Data System (ADS)

Xu, T.; Valocchi, A. J.; Lin, Y. F. F.; Liang, F.

2015-12-01

Effective water resource management typically relies on numerical models to analyze groundwater flow and solute transport processes. Model structural error (due to simplification and/or misrepresentation of the "true" environmental system) and input forcing variability (which commonly arises since some inputs are uncontrolled or estimated with high uncertainty) are ubiquitous in groundwater models. Calibration that overlooks errors in model structure and input data can lead to biased parameter estimates and compromised predictions. We present a fully Bayesian approach for a complete assessment of uncertainty for spatially distributed groundwater models. The approach explicitly recognizes stochastic input and uses data-driven error models based on nonparametric kernel methods to account for model structural error. We employ exploratory data analysis to assist in specifying informative prior for error models to improve identifiability. The inference is facilitated by an efficient sampling algorithm based on DREAM-ZS and a parameter subspace multiple-try strategy to reduce the required number of forward simulations of the groundwater model. We demonstrate the Bayesian approach through a synthetic case study of surface-ground water interaction under changing pumping conditions. It is found that explicit treatment of errors in model structure and input data (groundwater pumping rate) has substantial impact on the posterior distribution of groundwater model parameters. Using error models reduces predictive bias caused by parameter compensation. In addition, input variability increases parametric and predictive uncertainty. The Bayesian approach allows for a comparison among the contributions from various error sources, which could inform future model improvement and data collection efforts on how to best direct resources towards reducing predictive uncertainty.

Inference of reactive transport model parameters using a Bayesian multivariate approach

NASA Astrophysics Data System (ADS)

Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

2014-08-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

Systematic Biases in Parameter Estimation of Binary Black-Hole Mergers

NASA Technical Reports Server (NTRS)

Littenberg, Tyson B.; Baker, John G.; Buonanno, Alessandra; Kelly, Bernard J.

2012-01-01

Parameter estimation of binary-black-hole merger events in gravitational-wave data relies on matched filtering techniques, which, in turn, depend on accurate model waveforms. Here we characterize the systematic biases introduced in measuring astrophysical parameters of binary black holes by applying the currently most accurate effective-one-body templates to simulated data containing non-spinning numerical-relativity waveforms. For advanced ground-based detectors, we find that the systematic biases are well within the statistical error for realistic signal-to-noise ratios (SNR). These biases grow to be comparable to the statistical errors at high signal-to-noise ratios for ground-based instruments (SNR approximately 50) but never dominate the error budget. At the much larger signal-to-noise ratios expected for space-based detectors, these biases will become large compared to the statistical errors but are small enough (at most a few percent in the black-hole masses) that we expect they should not affect broad astrophysical conclusions that may be drawn from the data.

Gaussian copula as a likelihood function for environmental models

NASA Astrophysics Data System (ADS)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.

Statistically Self-Consistent and Accurate Errors for SuperDARN Data

NASA Astrophysics Data System (ADS)

Reimer, A. S.; Hussey, G. C.; McWilliams, K. A.

2018-01-01

The Super Dual Auroral Radar Network (SuperDARN)-fitted data products (e.g., spectral width and velocity) are produced using weighted least squares fitting. We present a new First-Principles Fitting Methodology (FPFM) that utilizes the first-principles approach of Reimer et al. (2016) to estimate the variance of the real and imaginary components of the mean autocorrelation functions (ACFs) lags. SuperDARN ACFs fitted by the FPFM do not use ad hoc or empirical criteria. Currently, the weighting used to fit the ACF lags is derived from ad hoc estimates of the ACF lag variance. Additionally, an overcautious lag filtering criterion is used that sometimes discards data that contains useful information. In low signal-to-noise (SNR) and/or low signal-to-clutter regimes the ad hoc variance and empirical criterion lead to underestimated errors for the fitted parameter because the relative contributions of signal, noise, and clutter to the ACF variance is not taken into consideration. The FPFM variance expressions include contributions of signal, noise, and clutter. The clutter is estimated using the maximal power-based self-clutter estimator derived by Reimer and Hussey (2015). The FPFM was successfully implemented and tested using synthetic ACFs generated with the radar data simulator of Ribeiro, Ponomarenko, et al. (2013). The fitted parameters and the fitted-parameter errors produced by the FPFM are compared with the current SuperDARN fitting software, FITACF. Using self-consistent statistical analysis, the FPFM produces reliable or trustworthy quantitative measures of the errors of the fitted parameters. For an SNR in excess of 3 dB and velocity error below 100 m/s, the FPFM produces 52% more data points than FITACF.

Regularized Semiparametric Estimation for Ordinary Differential Equations

PubMed Central

Li, Yun; Zhu, Ji; Wang, Naisyin

2015-01-01

Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639

Task-oriented comparison of power spectral density estimation methods for quantifying acoustic attenuation in diagnostic ultrasound using a reference phantom method.

PubMed

Rosado-Mendez, Ivan M; Nam, Kibo; Hall, Timothy J; Zagzebski, James A

2013-07-01

Reported here is a phantom-based comparison of methods for determining the power spectral density (PSD) of ultrasound backscattered signals. Those power spectral density values are then used to estimate parameters describing α(f), the frequency dependence of the acoustic attenuation coefficient. Phantoms were scanned with a clinical system equipped with a research interface to obtain radiofrequency echo data. Attenuation, modeled as a power law α(f)= α0 f (β), was estimated using a reference phantom method. The power spectral density was estimated using the short-time Fourier transform (STFT), Welch's periodogram, and Thomson's multitaper technique, and performance was analyzed when limiting the size of the parameter-estimation region. Errors were quantified by the bias and standard deviation of the α0 and β estimates, and by the overall power-law fit error (FE). For parameter estimation regions larger than ~34 pulse lengths (~1 cm for this experiment), an overall power-law FE of 4% was achieved with all spectral estimation methods. With smaller parameter estimation regions as in parametric image formation, the bias and standard deviation of the α0 and β estimates depended on the size of the parameter estimation region. Here, the multitaper method reduced the standard deviation of the α0 and β estimates compared with those using the other techniques. The results provide guidance for choosing methods for estimating the power spectral density in quantitative ultrasound methods.

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.

Control by model error estimation

NASA Technical Reports Server (NTRS)

Likins, P. W.; Skelton, R. E.

1976-01-01

Modern control theory relies upon the fidelity of the mathematical model of the system. Truncated modes, external disturbances, and parameter errors in linear system models are corrected by augmenting to the original system of equations an 'error system' which is designed to approximate the effects of such model errors. A Chebyshev error system is developed for application to the Large Space Telescope (LST).

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

USGS Publications Warehouse

Wagner, Brian J.; Gorelick, Steven M.

1986-01-01

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

Transmuted of Rayleigh Distribution with Estimation and Application on Noise Signal

NASA Astrophysics Data System (ADS)

Ahmed, Suhad; Qasim, Zainab

2018-05-01

This paper deals with transforming one parameter Rayleigh distribution, into transmuted probability distribution through introducing a new parameter (λ), since this studied distribution is necessary in representing signal data distribution and failure data model the value of this transmuted parameter |λ| ≤ 1, is also estimated as well as the original parameter (⊖) by methods of moments and maximum likelihood using different sample size (n=25, 50, 75, 100) and comparing the results of estimation by statistical measure (mean square error, MSE).

Dynamic modal estimation using instrumental variables

NASA Technical Reports Server (NTRS)

Salzwedel, H.

1980-01-01

A method to determine the modes of dynamical systems is described. The inputs and outputs of a system are Fourier transformed and averaged to reduce the error level. An instrumental variable method that estimates modal parameters from multiple correlations between responses of single input, multiple output systems is applied to estimate aircraft, spacecraft, and off-shore platform modal parameters.

System Identification Applied to Dynamic CFD Simulation and Wind Tunnel Data

NASA Technical Reports Server (NTRS)

Murphy, Patrick C.; Klein, Vladislav; Frink, Neal T.; Vicroy, Dan D.

2011-01-01

Demanding aerodynamic modeling requirements for military and civilian aircraft have provided impetus for researchers to improve computational and experimental techniques. Model validation is a key component for these research endeavors so this study is an initial effort to extend conventional time history comparisons by comparing model parameter estimates and their standard errors using system identification methods. An aerodynamic model of an aircraft performing one-degree-of-freedom roll oscillatory motion about its body axes is developed. The model includes linear aerodynamics and deficiency function parameters characterizing an unsteady effect. For estimation of unknown parameters two techniques, harmonic analysis and two-step linear regression, were applied to roll-oscillatory wind tunnel data and to computational fluid dynamics (CFD) simulated data. The model used for this study is a highly swept wing unmanned aerial combat vehicle. Differences in response prediction, parameters estimates, and standard errors are compared and discussed

Ensemble-based simultaneous state and parameter estimation for treatment of mesoscale model error: A real-data study

NASA Astrophysics Data System (ADS)

Hu, Xiao-Ming; Zhang, Fuqing; Nielsen-Gammon, John W.

2010-04-01

This study explores the treatment of model error and uncertainties through simultaneous state and parameter estimation (SSPE) with an ensemble Kalman filter (EnKF) in the simulation of a 2006 air pollution event over the greater Houston area during the Second Texas Air Quality Study (TexAQS-II). Two parameters in the atmospheric boundary layer parameterization associated with large model sensitivities are combined with standard prognostic variables in an augmented state vector to be continuously updated through assimilation of wind profiler observations. It is found that forecasts of the atmosphere with EnKF/SSPE are markedly improved over experiments with no state and/or parameter estimation. More specifically, the EnKF/SSPE is shown to help alleviate a near-surface cold bias and to alter the momentum mixing in the boundary layer to produce more realistic wind profiles.

Improved Analysis of GW150914 Using a Fully Spin-Precessing Waveform Model

NASA Technical Reports Server (NTRS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Camp, J. B.;

Robust ridge regression estimators for nonlinear models with applications to high throughput screening assay data.

PubMed

Lim, Changwon

2015-03-30

Nonlinear regression is often used to evaluate the toxicity of a chemical or a drug by fitting data from a dose-response study. Toxicologists and pharmacologists may draw a conclusion about whether a chemical is toxic by testing the significance of the estimated parameters. However, sometimes the null hypothesis cannot be rejected even though the fit is quite good. One possible reason for such cases is that the estimated standard errors of the parameter estimates are extremely large. In this paper, we propose robust ridge regression estimation procedures for nonlinear models to solve this problem. The asymptotic properties of the proposed estimators are investigated; in particular, their mean squared errors are derived. The performances of the proposed estimators are compared with several standard estimators using simulation studies. The proposed methodology is also illustrated using high throughput screening assay data obtained from the National Toxicology Program. Copyright © 2014 John Wiley & Sons, Ltd.

Estimation and identification study for flexible vehicles

NASA Technical Reports Server (NTRS)

Jazwinski, A. H.; Englar, T. S., Jr.

1973-01-01

Techniques are studied for the estimation of rigid body and bending states and the identification of model parameters associated with the single-axis attitude dynamics of a flexible vehicle. This problem is highly nonlinear but completely observable provided sufficient attitude and attitude rate data is available and provided all system bending modes are excited in the observation interval. A sequential estimator tracks the system states in the presence of model parameter errors. A batch estimator identifies all model parameters with high accuracy.

Influence of tire dynamics on slip ratio estimation of independent driving wheel system

NASA Astrophysics Data System (ADS)

Li, Jianqiu; Song, Ziyou; Wei, Yintao; Ouyang, Minggao

2014-11-01

The independent driving wheel system, which is composed of in-wheel permanent magnet synchronous motor(I-PMSM) and tire, is more convenient to estimate the slip ratio because the rotary speed of the rotor can be accurately measured. However, the ring speed of the tire ring doesn't equal to the rotor speed considering the tire deformation. For this reason, a deformable tire and a detailed I-PMSM are modeled by using Matlab/Simulink. Moreover, the tire/road contact interface(a slippery road) is accurately described by the non-linear relaxation length-based model and the Magic Formula pragmatic model. Based on the relatively accurate model, the error of slip ratio estimated by the rotor rotary speed is analyzed in both time and frequency domains when a quarter car is started by the I-PMSM with a definite target torque input curve. In addition, the natural frequencies(NFs) of the driving wheel system with variable parameters are illustrated to present the relationship between the slip ratio estimation error and the NF. According to this relationship, a low-pass filter, whose cut-off frequency corresponds to the NF, is proposed to eliminate the error in the estimated slip ratio. The analysis, concerning the effect of the driving wheel parameters and road conditions on slip ratio estimation, shows that the peak estimation error can be reduced up to 75% when the LPF is adopted. The robustness and effectiveness of the LPF are therefore validated. This paper builds up the deformable tire model and the detailed I-PMSM models, and analyzes the effect of the driving wheel parameters and road conditions on slip ratio estimation.

Navigation in Difficult Environments: Multi-Sensor Fusion Techniques

DTIC Science & Technology

2010-03-01

Hwang , Introduction to Random Signals and Applied Kalman Filtering, 3rd ed., John Wiley & Sons, Inc., New York, 1997. [17] J. L. Farrell, “GPS/INS...nav solution Navigation outputs Estimation of inertial errors ( Kalman filter) Error estimates Core sensor Incoming signal INS Estimates of signal...the INS drift terms is performed using the mechanism of a complementary Kalman filter. The idea is that a signal parameter can be generally

A Particle Smoother with Sequential Importance Resampling for soil hydraulic parameter estimation: A lysimeter experiment

NASA Astrophysics Data System (ADS)

Montzka, Carsten; Hendricks Franssen, Harrie-Jan; Moradkhani, Hamid; Pütz, Thomas; Han, Xujun; Vereecken, Harry

2013-04-01

An adequate description of soil hydraulic properties is essential for a good performance of hydrological forecasts. So far, several studies showed that data assimilation could reduce the parameter uncertainty by considering soil moisture observations. However, these observations and also the model forcings were recorded with a specific measurement error. It seems a logical step to base state updating and parameter estimation on observations made at multiple time steps, in order to reduce the influence of outliers at single time steps given measurement errors and unknown model forcings. Such outliers could result in erroneous state estimation as well as inadequate parameters. This has been one of the reasons to use a smoothing technique as implemented for Bayesian data assimilation methods such as the Ensemble Kalman Filter (i.e. Ensemble Kalman Smoother). Recently, an ensemble-based smoother has been developed for state update with a SIR particle filter. However, this method has not been used for dual state-parameter estimation. In this contribution we present a Particle Smoother with sequentially smoothing of particle weights for state and parameter resampling within a time window as opposed to the single time step data assimilation used in filtering techniques. This can be seen as an intermediate variant between a parameter estimation technique using global optimization with estimation of single parameter sets valid for the whole period, and sequential Monte Carlo techniques with estimation of parameter sets evolving from one time step to another. The aims are i) to improve the forecast of evaporation and groundwater recharge by estimating hydraulic parameters, and ii) to reduce the impact of single erroneous model inputs/observations by a smoothing method. In order to validate the performance of the proposed method in a real world application, the experiment is conducted in a lysimeter environment.

Parameter estimation of qubit states with unknown phase parameter

NASA Astrophysics Data System (ADS)

Suzuki, Jun

2015-02-01

We discuss a problem of parameter estimation for quantum two-level system, qubit system, in presence of unknown phase parameter. We analyze trade-off relations for mean square errors (MSEs) when estimating relevant parameters with separable measurements based on known precision bounds; the symmetric logarithmic derivative (SLD) Cramér-Rao (CR) bound and Hayashi-Gill-Massar (HGM) bound. We investigate the optimal measurement which attains the HGM bound and discuss its properties. We show that the HGM bound for relevant parameters can be attained asymptotically by using some fraction of given n quantum states to estimate the phase parameter. We also discuss the Holevo bound which can be attained asymptotically by a collective measurement.

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

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2013-01-01

The NASA Generic Transport Model (GTM) nonlinear simulation was used to investigate the effects of errors in sensor measurements, mass properties, and aircraft geometry on the accuracy of identified parameters in mathematical models describing the flight dynamics and determined from flight data. Measurements from a typical flight condition and system identification maneuver were systematically and progressively deteriorated by introducing noise, resolution errors, and bias errors. The data were then used to estimate nondimensional stability and control derivatives within a Monte Carlo simulation. Based on these results, recommendations are provided for maximum allowable errors in sensor measurements, mass properties, and aircraft geometry to achieve desired levels of dynamic modeling accuracy. Results using additional flight conditions and parameter estimation methods, as well as a nonlinear flight simulation of the General Dynamics F-16 aircraft, were compared with these recommendations

[Locally weighted least squares estimation of DPOAE evoked by continuously sweeping primaries].

PubMed

Han, Xiaoli; Fu, Xinxing; Cui, Jie; Xiao, Ling

2013-12-01

Distortion product otoacoustic emission (DPOAE) signal can be used for diagnosis of hearing loss so that it has an important clinical value. Continuously using sweeping primaries to measure DPOAE provides an efficient tool to record DPOAE data rapidly when DPOAE is measured in a large frequency range. In this paper, locally weighted least squares estimation (LWLSE) of 2f1-f2 DPOAE is presented based on least-squares-fit (LSF) algorithm, in which DPOAE is evoked by continuously sweeping tones. In our study, we used a weighted error function as the loss function and the weighting matrixes in the local sense to obtain a smaller estimated variance. Firstly, ordinary least squares estimation of the DPOAE parameters was obtained. Then the error vectors were grouped and the different local weighting matrixes were calculated in each group. And finally, the parameters of the DPOAE signal were estimated based on least squares estimation principle using the local weighting matrixes. The simulation results showed that the estimate variance and fluctuation errors were reduced, so the method estimates DPOAE and stimuli more accurately and stably, which facilitates extraction of clearer DPOAE fine structure.

Comparison of bootstrap approaches for estimation of uncertainties of DTI parameters.

PubMed

Chung, SungWon; Lu, Ying; Henry, Roland G

2006-11-01

Bootstrap is an empirical non-parametric statistical technique based on data resampling that has been used to quantify uncertainties of diffusion tensor MRI (DTI) parameters, useful in tractography and in assessing DTI methods. The current bootstrap method (repetition bootstrap) used for DTI analysis performs resampling within the data sharing common diffusion gradients, requiring multiple acquisitions for each diffusion gradient. Recently, wild bootstrap was proposed that can be applied without multiple acquisitions. In this paper, two new approaches are introduced called residual bootstrap and repetition bootknife. We show that repetition bootknife corrects for the large bias present in the repetition bootstrap method and, therefore, better estimates the standard errors. Like wild bootstrap, residual bootstrap is applicable to single acquisition scheme, and both are based on regression residuals (called model-based resampling). Residual bootstrap is based on the assumption that non-constant variance of measured diffusion-attenuated signals can be modeled, which is actually the assumption behind the widely used weighted least squares solution of diffusion tensor. The performances of these bootstrap approaches were compared in terms of bias, variance, and overall error of bootstrap-estimated standard error by Monte Carlo simulation. We demonstrate that residual bootstrap has smaller biases and overall errors, which enables estimation of uncertainties with higher accuracy. Understanding the properties of these bootstrap procedures will help us to choose the optimal approach for estimating uncertainties that can benefit hypothesis testing based on DTI parameters, probabilistic fiber tracking, and optimizing DTI methods.

Catastrophic photometric redshift errors: Weak-lensing survey requirements

DOE PAGES

Bernstein, Gary; Huterer, Dragan

2010-01-11

We study the sensitivity of weak lensing surveys to the effects of catastrophic redshift errors - cases where the true redshift is misestimated by a significant amount. To compute the biases in cosmological parameters, we adopt an efficient linearized analysis where the redshift errors are directly related to shifts in the weak lensing convergence power spectra. We estimate the number N spec of unbiased spectroscopic redshifts needed to determine the catastrophic error rate well enough that biases in cosmological parameters are below statistical errors of weak lensing tomography. While the straightforward estimate of N spec is ~10 6 we findmore » that using only the photometric redshifts with z ≤ 2.5 leads to a drastic reduction in N spec to ~ 30,000 while negligibly increasing statistical errors in dark energy parameters. Therefore, the size of spectroscopic survey needed to control catastrophic errors is similar to that previously deemed necessary to constrain the core of the z s – z p distribution. We also study the efficacy of the recent proposal to measure redshift errors by cross-correlation between the photo-z and spectroscopic samples. We find that this method requires ~ 10% a priori knowledge of the bias and stochasticity of the outlier population, and is also easily confounded by lensing magnification bias. In conclusion, the cross-correlation method is therefore unlikely to supplant the need for a complete spectroscopic redshift survey of the source population.« less

Reliable estimation of orbit errors in spaceborne SAR interferometry. The network approach

NASA Astrophysics Data System (ADS)

Bähr, Hermann; Hanssen, Ramon F.

2012-12-01

An approach to improve orbital state vectors by orbit error estimates derived from residual phase patterns in synthetic aperture radar interferograms is presented. For individual interferograms, an error representation by two parameters is motivated: the baseline error in cross-range and the rate of change of the baseline error in range. For their estimation, two alternatives are proposed: a least squares approach that requires prior unwrapping and a less reliable gridsearch method handling the wrapped phase. In both cases, reliability is enhanced by mutual control of error estimates in an overdetermined network of linearly dependent interferometric combinations of images. Thus, systematic biases, e.g., due to unwrapping errors, can be detected and iteratively eliminated. Regularising the solution by a minimum-norm condition results in quasi-absolute orbit errors that refer to particular images. For the 31 images of a sample ENVISAT dataset, orbit corrections with a mutual consistency on the millimetre level have been inferred from 163 interferograms. The method itself qualifies by reliability and rigorous geometric modelling of the orbital error signal but does not consider interfering large scale deformation effects. However, a separation may be feasible in a combined processing with persistent scatterer approaches or by temporal filtering of the estimates.

Evaluation of Approaches to Deal with Low-Frequency Nuisance Covariates in Population Pharmacokinetic Analyses.

PubMed

Lagishetty, Chakradhar V; Duffull, Stephen B

2015-11-01

Clinical studies include occurrences of rare variables, like genotypes, which due to their frequency and strength render their effects difficult to estimate from a dataset. Variables that influence the estimated value of a model-based parameter are termed covariates. It is often difficult to determine if such an effect is significant, since type I error can be inflated when the covariate is rare. Their presence may have either an insubstantial effect on the parameters of interest, hence are ignorable, or conversely they may be influential and therefore non-ignorable. In the case that these covariate effects cannot be estimated due to power and are non-ignorable, then these are considered nuisance, in that they have to be considered but due to type 1 error are of limited interest. This study assesses methods of handling nuisance covariate effects. The specific objectives include (1) calibrating the frequency of a covariate that is associated with type 1 error inflation, (2) calibrating its strength that renders it non-ignorable and (3) evaluating methods for handling these non-ignorable covariates in a nonlinear mixed effects model setting. Type 1 error was determined for the Wald test. Methods considered for handling the nuisance covariate effects were case deletion, Box-Cox transformation and inclusion of a specific fixed effects parameter. Non-ignorable nuisance covariates were found to be effectively handled through addition of a fixed effect parameter.

Estimating the Uncertainty In Diameter Growth Model Predictions and Its Effects On The Uncertainty of Annual Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

2001-01-01

Uncertainty in diameter growth predictions is attributed to three general sources: measurement error or sampling variability in predictor variables, parameter covariances, and residual or unexplained variation around model expectations. Using measurement error and sampling variability distributions obtained from the literature and Monte Carlo simulation methods, the...

Error Estimation Techniques to Refine Overlapping Aerial Image Mosaic Processes via Detected Parameters

ERIC Educational Resources Information Center

Bond, William Glenn

2012-01-01

In this paper, I propose to demonstrate a means of error estimation preprocessing in the assembly of overlapping aerial image mosaics. The mosaic program automatically assembles several hundred aerial images from a data set by aligning them, via image registration using a pattern search method, onto a GIS grid. The method presented first locates…

A Note on the Specification of Error Structures in Latent Interaction Models

ERIC Educational Resources Information Center

Mao, Xiulin; Harring, Jeffrey R.; Hancock, Gregory R.

2015-01-01

Latent interaction models have motivated a great deal of methodological research, mainly in the area of estimating such models. Product-indicator methods have been shown to be competitive with other methods of estimation in terms of parameter bias and standard error accuracy, and their continued popularity in empirical studies is due, in part, to…

Rapid determination of thermodynamic parameters from one-dimensional programmed-temperature gas chromatography for use in retention time prediction in comprehensive multidimensional chromatography.

PubMed

McGinitie, Teague M; Ebrahimi-Najafabadi, Heshmatollah; Harynuk, James J

2014-01-17

A new method for estimating the thermodynamic parameters of ΔH(T0), ΔS(T0), and ΔCP for use in thermodynamic modeling of GC×GC separations has been developed. The method is an alternative to the traditional isothermal separations required to fit a three-parameter thermodynamic model to retention data. Herein, a non-linear optimization technique is used to estimate the parameters from a series of temperature-programmed separations using the Nelder-Mead simplex algorithm. With this method, the time required to obtain estimates of thermodynamic parameters a series of analytes is significantly reduced. This new method allows for precise predictions of retention time with the average error being only 0.2s for 1D separations. Predictions for GC×GC separations were also in agreement with experimental measurements; having an average relative error of 0.37% for (1)tr and 2.1% for (2)tr. Copyright © 2013 Elsevier B.V. All rights reserved.

Joint estimation over multiple individuals improves behavioural state inference from animal movement data.

PubMed

Jonsen, Ian

2016-02-08

State-space models provide a powerful way to scale up inference of movement behaviours from individuals to populations when the inference is made across multiple individuals. Here, I show how a joint estimation approach that assumes individuals share identical movement parameters can lead to improved inference of behavioural states associated with different movement processes. I use simulated movement paths with known behavioural states to compare estimation error between nonhierarchical and joint estimation formulations of an otherwise identical state-space model. Behavioural state estimation error was strongly affected by the degree of similarity between movement patterns characterising the behavioural states, with less error when movements were strongly dissimilar between states. The joint estimation model improved behavioural state estimation relative to the nonhierarchical model for simulated data with heavy-tailed Argos location errors. When applied to Argos telemetry datasets from 10 Weddell seals, the nonhierarchical model estimated highly uncertain behavioural state switching probabilities for most individuals whereas the joint estimation model yielded substantially less uncertainty. The joint estimation model better resolved the behavioural state sequences across all seals. Hierarchical or joint estimation models should be the preferred choice for estimating behavioural states from animal movement data, especially when location data are error-prone.

Correcting for Measurement Error in Time-Varying Covariates in Marginal Structural Models.

PubMed

Kyle, Ryan P; Moodie, Erica E M; Klein, Marina B; Abrahamowicz, Michał

2016-08-01

Unbiased estimation of causal parameters from marginal structural models (MSMs) requires a fundamental assumption of no unmeasured confounding. Unfortunately, the time-varying covariates used to obtain inverse probability weights are often error-prone. Although substantial measurement error in important confounders is known to undermine control of confounders in conventional unweighted regression models, this issue has received comparatively limited attention in the MSM literature. Here we propose a novel application of the simulation-extrapolation (SIMEX) procedure to address measurement error in time-varying covariates, and we compare 2 approaches. The direct approach to SIMEX-based correction targets outcome model parameters, while the indirect approach corrects the weights estimated using the exposure model. We assess the performance of the proposed methods in simulations under different clinically plausible assumptions. The simulations demonstrate that measurement errors in time-dependent covariates may induce substantial bias in MSM estimators of causal effects of time-varying exposures, and that both proposed SIMEX approaches yield practically unbiased estimates in scenarios featuring low-to-moderate degrees of error. We illustrate the proposed approach in a simple analysis of the relationship between sustained virological response and liver fibrosis progression among persons infected with hepatitis C virus, while accounting for measurement error in γ-glutamyltransferase, using data collected in the Canadian Co-infection Cohort Study from 2003 to 2014. © The Author 2016. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Application of parameter estimation to aircraft stability and control: The output-error approach

NASA Technical Reports Server (NTRS)

Maine, Richard E.; Iliff, Kenneth W.

1986-01-01

The practical application of parameter estimation methodology to the problem of estimating aircraft stability and control derivatives from flight test data is examined. The primary purpose of the document is to present a comprehensive and unified picture of the entire parameter estimation process and its integration into a flight test program. The document concentrates on the output-error method to provide a focus for detailed examination and to allow us to give specific examples of situations that have arisen. The document first derives the aircraft equations of motion in a form suitable for application to estimation of stability and control derivatives. It then discusses the issues that arise in adapting the equations to the limitations of analysis programs, using a specific program for an example. The roles and issues relating to mass distribution data, preflight predictions, maneuver design, flight scheduling, instrumentation sensors, data acquisition systems, and data processing are then addressed. Finally, the document discusses evaluation and the use of the analysis results.

Flight Investigation of Prescribed Simultaneous Independent Surface Excitations for Real-Time Parameter Identification

NASA Technical Reports Server (NTRS)

Moes, Timothy R.; Smith, Mark S.; Morelli, Eugene A.

2003-01-01

Near real-time stability and control derivative extraction is required to support flight demonstration of Intelligent Flight Control System (IFCS) concepts being developed by NASA, academia, and industry. Traditionally, flight maneuvers would be designed and flown to obtain stability and control derivative estimates using a postflight analysis technique. The goal of the IFCS concept is to be able to modify the control laws in real time for an aircraft that has been damaged in flight. In some IFCS implementations, real-time parameter identification (PID) of the stability and control derivatives of the damaged aircraft is necessary for successfully reconfiguring the control system. This report investigates the usefulness of Prescribed Simultaneous Independent Surface Excitations (PreSISE) to provide data for rapidly obtaining estimates of the stability and control derivatives. Flight test data were analyzed using both equation-error and output-error PID techniques. The equation-error PID technique is known as Fourier Transform Regression (FTR) and is a frequency-domain real-time implementation. Selected results were compared with a time-domain output-error technique. The real-time equation-error technique combined with the PreSISE maneuvers provided excellent derivative estimation in the longitudinal axis. However, the PreSISE maneuvers as presently defined were not adequate for accurate estimation of the lateral-directional derivatives.

Generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test.

PubMed

Munir, Mohammad

2018-06-01

Generalized sensitivity functions characterize the sensitivity of the parameter estimates with respect to the nominal parameters. We observe from the generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test that the measurements of insulin, 62 min after the administration of the glucose bolus into the experimental subject's body, possess no information about the parameter estimates. The glucose measurements possess the information about the parameter estimates up to three hours. These observations have been verified by the parameter estimation of the minimal model. The standard errors of the estimates and crude Monte Carlo process also confirm this observation. Copyright © 2018 Elsevier Inc. All rights reserved.

Calibration and compensation method of three-axis geomagnetic sensor based on pre-processing total least square iteration

NASA Astrophysics Data System (ADS)

Zhou, Y.; Zhang, X.; Xiao, W.

2018-04-01

As the geomagnetic sensor is susceptible to interference, a pre-processing total least square iteration method is proposed for calibration compensation. Firstly, the error model of the geomagnetic sensor is analyzed and the correction model is proposed, then the characteristics of the model are analyzed and converted into nine parameters. The geomagnetic data is processed by Hilbert transform (HHT) to improve the signal-to-noise ratio, and the nine parameters are calculated by using the combination of Newton iteration method and the least squares estimation method. The sifter algorithm is used to filter the initial value of the iteration to ensure that the initial error is as small as possible. The experimental results show that this method does not need additional equipment and devices, can continuously update the calibration parameters, and better than the two-step estimation method, it can compensate geomagnetic sensor error well.

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

PubMed

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

2011-02-01

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

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.

A fast Monte Carlo EM algorithm for estimation in latent class model analysis with an application to assess diagnostic accuracy for cervical neoplasia in women with AGC

PubMed Central

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

Systems Engineering Programmatic Estimation Using Technology Variance

NASA Technical Reports Server (NTRS)

Mog, Robert A.

2000-01-01

Unique and innovative system programmatic estimation is conducted using the variance of the packaged technologies. Covariance analysis is performed on the subsystems and components comprising the system of interest. Technological "return" and "variation" parameters are estimated. These parameters are combined with the model error to arrive at a measure of system development stability. The resulting estimates provide valuable information concerning the potential cost growth of the system under development.

Performance in population models for count data, part II: a new SAEM algorithm

PubMed Central

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

Using Audit Information to Adjust Parameter Estimates for Data Errors in Clinical Trials

PubMed Central

Shepherd, Bryan E.; Shaw, Pamela A.; Dodd, Lori E.

2013-01-01

Background Audits are often performed to assess the quality of clinical trial data, but beyond detecting fraud or sloppiness, the audit data is generally ignored. In earlier work using data from a non-randomized study, Shepherd and Yu (2011) developed statistical methods to incorporate audit results into study estimates, and demonstrated that audit data could be used to eliminate bias. Purpose In this manuscript we examine the usefulness of audit-based error-correction methods in clinical trial settings where a continuous outcome is of primary interest. Methods We demonstrate the bias of multiple linear regression estimates in general settings with an outcome that may have errors and a set of covariates for which some may have errors and others, including treatment assignment, are recorded correctly for all subjects. We study this bias under different assumptions including independence between treatment assignment, covariates, and data errors (conceivable in a double-blinded randomized trial) and independence between treatment assignment and covariates but not data errors (possible in an unblinded randomized trial). We review moment-based estimators to incorporate the audit data and propose new multiple imputation estimators. The performance of estimators is studied in simulations. Results When treatment is randomized and unrelated to data errors, estimates of the treatment effect using the original error-prone data (i.e., ignoring the audit results) are unbiased. In this setting, both moment and multiple imputation estimators incorporating audit data are more variable than standard analyses using the original data. In contrast, in settings where treatment is randomized but correlated with data errors and in settings where treatment is not randomized, standard treatment effect estimates will be biased. And in all settings, parameter estimates for the original, error-prone covariates will be biased. Treatment and covariate effect estimates can be corrected by incorporating audit data using either the multiple imputation or moment-based approaches. Bias, precision, and coverage of confidence intervals improve as the audit size increases. Limitations The extent of bias and the performance of methods depend on the extent and nature of the error as well as the size of the audit. This work only considers methods for the linear model. Settings much different than those considered here need further study. Conclusions In randomized trials with continuous outcomes and treatment assignment independent of data errors, standard analyses of treatment effects will be unbiased and are recommended. However, if treatment assignment is correlated with data errors or other covariates, naive analyses may be biased. In these settings, and when covariate effects are of interest, approaches for incorporating audit results should be considered. PMID:22848072

Numerical Error Estimation with UQ

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Korn, Peter; Marotzke, Jochem

2014-05-01

Ocean models are still in need of means to quantify model errors, which are inevitably made when running numerical experiments. The total model error can formally be decomposed into two parts, the formulation error and the discretization error. The formulation error arises from the continuous formulation of the model not fully describing the studied physical process. The discretization error arises from having to solve a discretized model instead of the continuously formulated model. Our work on error estimation is concerned with the discretization error. Given a solution of a discretized model, our general problem statement is to find a way to quantify the uncertainties due to discretization in physical quantities of interest (diagnostics), which are frequently used in Geophysical Fluid Dynamics. The approach we use to tackle this problem is called the "Goal Error Ensemble method". The basic idea of the Goal Error Ensemble method is that errors in diagnostics can be translated into a weighted sum of local model errors, which makes it conceptually based on the Dual Weighted Residual method from Computational Fluid Dynamics. In contrast to the Dual Weighted Residual method these local model errors are not considered deterministically but interpreted as local model uncertainty and described stochastically by a random process. The parameters for the random process are tuned with high-resolution near-initial model information. However, the original Goal Error Ensemble method, introduced in [1], was successfully evaluated only in the case of inviscid flows without lateral boundaries in a shallow-water framework and is hence only of limited use in a numerical ocean model. Our work consists in extending the method to bounded, viscous flows in a shallow-water framework. As our numerical model, we use the ICON-Shallow-Water model. In viscous flows our high-resolution information is dependent on the viscosity parameter, making our uncertainty measures viscosity-dependent. We will show that we can choose a sensible parameter by using the Reynolds-number as a criteria. Another topic, we will discuss is the choice of the underlying distribution of the random process. This is especially of importance in the scope of lateral boundaries. We will present resulting error estimates for different height- and velocity-based diagnostics applied to the Munk gyre experiment. References [1] F. RAUSER: Error Estimation in Geophysical Fluid Dynamics through Learning; PhD Thesis, IMPRS-ESM, Hamburg, 2010 [2] F. RAUSER, J. MAROTZKE, P. KORN: Ensemble-type numerical uncertainty quantification from single model integrations; SIAM/ASA Journal on Uncertainty Quantification, submitted

The impact of reflectivity correction and conversion methods to improve precipitation estimation by weather radar for an extreme low-land Mesoscale Convective System

NASA Astrophysics Data System (ADS)

Hazenberg, Pieter; Leijnse, Hidde; Uijlenhoet, Remko

2014-05-01

Between 25 and 27 August 2010 a long-duration mesoscale convective system was observed above the Netherlands. For most of the country this led to over 15 hours of near-continuous precipitation, which resulted in total event accumulations exceeding 150 mm in the eastern part of the Netherlands. Such accumulations belong to the largest sums ever recorded in this country and gave rise to local flooding. Measuring precipitation by weather radar within such mesoscale convective systems is known to be a challenge, since measurements are affected by multiple sources of error. For the current event the operational weather radar rainfall product only estimated about 30% of the actual amount of precipitation as measured by rain gauges. In the current presentation we will try to identify what gave rise to such large underestimations. In general weather radar measurement errors can be subdivided into two different groups: 1) errors affecting the volumetric reflectivity measurements taken, and 2) errors related to the conversion of reflectivity values in rainfall intensity and attenuation estimates. To correct for the first group of errors, the quality of the weather radar reflectivity data was improved by successively correcting for 1) clutter and anomalous propagation, 2) radar calibration, 3) wet radome attenuation, 4) signal attenuation and 5) the vertical profile of reflectivity. Such consistent corrections are generally not performed by operational meteorological services. Results show a large improvement in the quality of the precipitation data, however still only ~65% of the actual observed accumulations was estimated. To further improve the quality of the precipitation estimates, the second group of errors are corrected for by making use of disdrometer measurements taken in close vicinity of the radar. Based on these data the parameters of a normalized drop size distribution are estimated for the total event as well as for each precipitation type separately (convective, stratiform and undefined). These are then used to obtain coherent parameter sets for the radar reflectivity-rainfall rate (Z-R) and radar reflectivity-attenuation (Z-k) relationship, specifically applicable for this event. By applying a single parameter set to correct for both sources of errors, the quality of the rainfall product improves further, leading to >80% of the observed accumulations. However, by differentiating between precipitation type no better results are obtained as when using the operational relationships. This leads to the question: how representative are local disdrometer observations to correct large scale weather radar measurements? In order to tackle this question a Monte Carlo approach was used to generate >10000 sets of the normalized dropsize distribution parameters and to assess their impact on the estimated precipitation amounts. Results show that a large number of parameter sets result in improved precipitation estimated by the weather radar closely resembling observations. However, these optimal sets vary considerably as compared to those obtained from the local disdrometer measurements.

A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates

PubMed Central

Jacob, Benjamin G; Griffith, Daniel A; Muturi, Ephantus J; Caamano, Erick X; Githure, John I; Novak, Robert J

2009-01-01

Background Autoregressive regression coefficients for Anopheles arabiensis aquatic habitat models are usually assessed using global error techniques and are reported as error covariance matrices. A global statistic, however, will summarize error estimates from multiple habitat locations. This makes it difficult to identify where there are clusters of An. arabiensis aquatic habitats of acceptable prediction. It is therefore useful to conduct some form of spatial error analysis to detect clusters of An. arabiensis aquatic habitats based on uncertainty residuals from individual sampled habitats. In this research, a method of error estimation for spatial simulation models was demonstrated using autocorrelation indices and eigenfunction spatial filters to distinguish among the effects of parameter uncertainty on a stochastic simulation of ecological sampled Anopheles aquatic habitat covariates. A test for diagnostic checking error residuals in an An. arabiensis aquatic habitat model may enable intervention efforts targeting productive habitats clusters, based on larval/pupal productivity, by using the asymptotic distribution of parameter estimates from a residual autocovariance matrix. The models considered in this research extends a normal regression analysis previously considered in the literature. Methods Field and remote-sampled data were collected during July 2006 to December 2007 in Karima rice-village complex in Mwea, Kenya. SAS 9.1.4® was used to explore univariate statistics, correlations, distributions, and to generate global autocorrelation statistics from the ecological sampled datasets. A local autocorrelation index was also generated using spatial covariance parameters (i.e., Moran's Indices) in a SAS/GIS® database. The Moran's statistic was decomposed into orthogonal and uncorrelated synthetic map pattern components using a Poisson model with a gamma-distributed mean (i.e. negative binomial regression). The eigenfunction values from the spatial configuration matrices were then used to define expectations for prior distributions using a Markov chain Monte Carlo (MCMC) algorithm. A set of posterior means were defined in WinBUGS 1.4.3®. After the model had converged, samples from the conditional distributions were used to summarize the posterior distribution of the parameters. Thereafter, a spatial residual trend analyses was used to evaluate variance uncertainty propagation in the model using an autocovariance error matrix. Results By specifying coefficient estimates in a Bayesian framework, the covariate number of tillers was found to be a significant predictor, positively associated with An. arabiensis aquatic habitats. The spatial filter models accounted for approximately 19% redundant locational information in the ecological sampled An. arabiensis aquatic habitat data. In the residual error estimation model there was significant positive autocorrelation (i.e., clustering of habitats in geographic space) based on log-transformed larval/pupal data and the sampled covariate depth of habitat. Conclusion An autocorrelation error covariance matrix and a spatial filter analyses can prioritize mosquito control strategies by providing a computationally attractive and feasible description of variance uncertainty estimates for correctly identifying clusters of prolific An. arabiensis aquatic habitats based on larval/pupal productivity. PMID:19772590

Traveltime inversion and error analysis for layered anisotropy

NASA Astrophysics Data System (ADS)

Jiang, Fan; Zhou, Hua-wei

2011-02-01

While tilted transverse isotropy (TTI) is a good approximation of the velocity structure for many dipping and fractured strata, it is still challenging to estimate anisotropic depth models even when the tilted angle is known. With the assumption of weak anisotropy, we present a TTI traveltime inversion approach for models consisting of several thickness-varying layers where the anisotropic parameters are constant for each layer. For each model layer the inversion variables consist of the anisotropic parameters ɛ and δ, the tilted angle φ of its symmetry axis, layer velocity along the symmetry axis, and thickness variation of the layer. Using this method and synthetic data, we evaluate the effects of errors in some of the model parameters on the inverted values of the other parameters in crosswell and Vertical Seismic Profile (VSP) acquisition geometry. The analyses show that the errors in the layer symmetry axes sensitively affect the inverted values of other parameters, especially δ. However, the impact of errors in δ on the inversion of other parameters is much less than the impact on δ from the errors in other parameters. Hence, a practical strategy is first to invert for the most error-tolerant parameter layer velocity, then progressively invert for ɛ in crosswell geometry or δ in VSP geometry.

Modeling error PDF optimization based wavelet neural network modeling of dynamic system and its application in blast furnace ironmaking

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

Zhou, Ping; Wang, Chenyu; Li, Mingjie

In general, the modeling errors of dynamic system model are a set of random variables. The traditional performance index of modeling such as means square error (MSE) and root means square error (RMSE) can not fully express the connotation of modeling errors with stochastic characteristics both in the dimension of time domain and space domain. Therefore, the probability density function (PDF) is introduced to completely describe the modeling errors in both time scales and space scales. Based on it, a novel wavelet neural network (WNN) modeling method is proposed by minimizing the two-dimensional (2D) PDF shaping of modeling errors. First,more » the modeling error PDF by the tradional WNN is estimated using data-driven kernel density estimation (KDE) technique. Then, the quadratic sum of 2D deviation between the modeling error PDF and the target PDF is utilized as performance index to optimize the WNN model parameters by gradient descent method. Since the WNN has strong nonlinear approximation and adaptive capability, and all the parameters are well optimized by the proposed method, the developed WNN model can make the modeling error PDF track the target PDF, eventually. Simulation example and application in a blast furnace ironmaking process show that the proposed method has a higher modeling precision and better generalization ability compared with the conventional WNN modeling based on MSE criteria. Furthermore, the proposed method has more desirable estimation for modeling error PDF that approximates to a Gaussian distribution whose shape is high and narrow.« less

Modeling error PDF optimization based wavelet neural network modeling of dynamic system and its application in blast furnace ironmaking

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

Zhou, Ping; Wang, Chenyu; Li, Mingjie

In general, the modeling errors of dynamic system model are a set of random variables. The traditional performance index of modeling such as means square error (MSE) and root means square error (RMSE) cannot fully express the connotation of modeling errors with stochastic characteristics both in the dimension of time domain and space domain. Therefore, the probability density function (PDF) is introduced to completely describe the modeling errors in both time scales and space scales. Based on it, a novel wavelet neural network (WNN) modeling method is proposed by minimizing the two-dimensional (2D) PDF shaping of modeling errors. First, themore » modeling error PDF by the traditional WNN is estimated using data-driven kernel density estimation (KDE) technique. Then, the quadratic sum of 2D deviation between the modeling error PDF and the target PDF is utilized as performance index to optimize the WNN model parameters by gradient descent method. Since the WNN has strong nonlinear approximation and adaptive capability, and all the parameters are well optimized by the proposed method, the developed WNN model can make the modeling error PDF track the target PDF, eventually. Simulation example and application in a blast furnace ironmaking process show that the proposed method has a higher modeling precision and better generalization ability compared with the conventional WNN modeling based on MSE criteria. However, the proposed method has more desirable estimation for modeling error PDF that approximates to a Gaussian distribution whose shape is high and narrow.« less

Modeling error PDF optimization based wavelet neural network modeling of dynamic system and its application in blast furnace ironmaking

DOE PAGES

Zhou, Ping; Wang, Chenyu; Li, Mingjie; ...

2018-01-31

In general, the modeling errors of dynamic system model are a set of random variables. The traditional performance index of modeling such as means square error (MSE) and root means square error (RMSE) cannot fully express the connotation of modeling errors with stochastic characteristics both in the dimension of time domain and space domain. Therefore, the probability density function (PDF) is introduced to completely describe the modeling errors in both time scales and space scales. Based on it, a novel wavelet neural network (WNN) modeling method is proposed by minimizing the two-dimensional (2D) PDF shaping of modeling errors. First, themore » modeling error PDF by the traditional WNN is estimated using data-driven kernel density estimation (KDE) technique. Then, the quadratic sum of 2D deviation between the modeling error PDF and the target PDF is utilized as performance index to optimize the WNN model parameters by gradient descent method. Since the WNN has strong nonlinear approximation and adaptive capability, and all the parameters are well optimized by the proposed method, the developed WNN model can make the modeling error PDF track the target PDF, eventually. Simulation example and application in a blast furnace ironmaking process show that the proposed method has a higher modeling precision and better generalization ability compared with the conventional WNN modeling based on MSE criteria. However, the proposed method has more desirable estimation for modeling error PDF that approximates to a Gaussian distribution whose shape is high and narrow.« less

Behavior of sensitivities in the one-dimensional advection-dispersion equation: Implications for parameter estimation and sampling design

USGS Publications Warehouse

Knopman, Debra S.; Voss, Clifford I.

1987-01-01

The spatial and temporal variability of sensitivities has a significant impact on parameter estimation and sampling design for studies of solute transport in porous media. Physical insight into the behavior of sensitivities is offered through an analysis of analytically derived sensitivities for the one-dimensional form of the advection-dispersion equation. When parameters are estimated in regression models of one-dimensional transport, the spatial and temporal variability in sensitivities influences variance and covariance of parameter estimates. Several principles account for the observed influence of sensitivities on parameter uncertainty. (1) Information about a physical parameter may be most accurately gained at points in space and time with a high sensitivity to the parameter. (2) As the distance of observation points from the upstream boundary increases, maximum sensitivity to velocity during passage of the solute front increases and the consequent estimate of velocity tends to have lower variance. (3) The frequency of sampling must be “in phase” with the S shape of the dispersion sensitivity curve to yield the most information on dispersion. (4) The sensitivity to the dispersion coefficient is usually at least an order of magnitude less than the sensitivity to velocity. (5) The assumed probability distribution of random error in observations of solute concentration determines the form of the sensitivities. (6) If variance in random error in observations is large, trends in sensitivities of observation points may be obscured by noise and thus have limited value in predicting variance in parameter estimates among designs. (7) Designs that minimize the variance of one parameter may not necessarily minimize the variance of other parameters. (8) The time and space interval over which an observation point is sensitive to a given parameter depends on the actual values of the parameters in the underlying physical system.

A new multistage groundwater transport inverse method: presentation, evaluation, and implications

USGS Publications Warehouse

Anderman, Evan R.; Hill, Mary C.

1999-01-01

More computationally efficient methods of using concentration data are needed to estimate groundwater flow and transport parameters. This work introduces and evaluates a three‐stage nonlinear‐regression‐based iterative procedure in which trial advective‐front locations link decoupled flow and transport models. Method accuracy and efficiency are evaluated by comparing results to those obtained when flow‐ and transport‐model parameters are estimated simultaneously. The new method is evaluated as conclusively as possible by using a simple test case that includes distinct flow and transport parameters, but does not include any approximations that are problem dependent. The test case is analytical; the only flow parameter is a constant velocity, and the transport parameters are longitudinal and transverse dispersivity. Any difficulties detected using the new method in this ideal situation are likely to be exacerbated in practical problems. Monte‐Carlo analysis of observation error ensures that no specific error realization obscures the results. Results indicate that, while this, and probably other, multistage methods do not always produce optimal parameter estimates, the computational advantage may make them useful in some circumstances, perhaps as a precursor to using a simultaneous method.

Estimation et validation des derivees de stabilite et controle du modele dynamique non-lineaire d'un drone a voilure fixe

NASA Astrophysics Data System (ADS)

Courchesne, Samuel

Knowledge of the dynamic characteristics of a fixed-wing UAV is necessary to design flight control laws and to conceive a high quality flight simulator. The basic features of a flight mechanic model include the properties of mass, inertia and major aerodynamic terms. They respond to a complex process involving various numerical analysis techniques and experimental procedures. This thesis focuses on the analysis of estimation techniques applied to estimate problems of stability and control derivatives from flight test data provided by an experimental UAV. To achieve this objective, a modern identification methodology (Quad-M) is used to coordinate the processing tasks from multidisciplinary fields, such as parameter estimation modeling, instrumentation, the definition of flight maneuvers and validation. The system under study is a non-linear model with six degrees of freedom with a linear aerodynamic model. The time domain techniques are used for identification of the drone. The first technique, the equation error method is used to determine the structure of the aerodynamic model. Thereafter, the output error method and filter error method are used to estimate the aerodynamic coefficients values. The Matlab scripts for estimating the parameters obtained from the American Institute of Aeronautics and Astronautics (AIAA) are used and modified as necessary to achieve the desired results. A commendable effort in this part of research is devoted to the design of experiments. This includes an awareness of the system data acquisition onboard and the definition of flight maneuvers. The flight tests were conducted under stable flight conditions and with low atmospheric disturbance. Nevertheless, the identification results showed that the filter error method is most effective for estimating the parameters of the drone due to the presence of process noise and measurement. The aerodynamic coefficients are validated using a numerical analysis of the vortex method. In addition, a simulation model incorporating the estimated parameters is used to compare the behavior of states measured. Finally, a good correspondence between the results is demonstrated despite a limited number of flight data. Keywords: drone, identification, estimation, nonlinear, flight test, system, aerodynamic coefficient.

Specificity control for read alignments using an artificial reference genome-guided false discovery rate.

PubMed

Giese, Sven H; Zickmann, Franziska; Renard, Bernhard Y

2014-01-01

Accurate estimation, comparison and evaluation of read mapping error rates is a crucial step in the processing of next-generation sequencing data, as further analysis steps and interpretation assume the correctness of the mapping results. Current approaches are either focused on sensitivity estimation and thereby disregard specificity or are based on read simulations. Although continuously improving, read simulations are still prone to introduce a bias into the mapping error quantitation and cannot capture all characteristics of an individual dataset. We introduce ARDEN (artificial reference driven estimation of false positives in next-generation sequencing data), a novel benchmark method that estimates error rates of read mappers based on real experimental reads, using an additionally generated artificial reference genome. It allows a dataset-specific computation of error rates and the construction of a receiver operating characteristic curve. Thereby, it can be used for optimization of parameters for read mappers, selection of read mappers for a specific problem or for filtering alignments based on quality estimation. The use of ARDEN is demonstrated in a general read mapper comparison, a parameter optimization for one read mapper and an application example in single-nucleotide polymorphism discovery with a significant reduction in the number of false positive identifications. The ARDEN source code is freely available at http://sourceforge.net/projects/arden/.

Nonspinning numerical relativity waveform surrogates: assessing the model

NASA Astrophysics Data System (ADS)

Field, Scott; Blackman, Jonathan; Galley, Chad; Scheel, Mark; Szilagyi, Bela; Tiglio, Manuel

2015-04-01

Recently, multi-modal gravitational waveform surrogate models have been built directly from data numerically generated by the Spectral Einstein Code (SpEC). I will describe ways in which the surrogate model error can be quantified. This task, in turn, requires (i) characterizing differences between waveforms computed by SpEC with those predicted by the surrogate model and (ii) estimating errors associated with the SpEC waveforms from which the surrogate is built. Both pieces can have numerous sources of numerical and systematic errors. We make an attempt to study the most dominant error sources and, ultimately, the surrogate model's fidelity. These investigations yield information about the surrogate model's uncertainty as a function of time (or frequency) and parameter, and could be useful in parameter estimation studies which seek to incorporate model error. Finally, I will conclude by comparing the numerical relativity surrogate model to other inspiral-merger-ringdown models. A companion talk will cover the building of multi-modal surrogate models.

Estimation and correction of different flavors of surface observation biases in ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Lorente-Plazas, Raquel; Hacker, Josua P.; Collins, Nancy; Lee, Jared A.

2017-04-01

The impact of assimilating surface observations has been shown in several publications, for improving weather prediction inside of the boundary layer as well as the flow aloft. However, the assimilation of surface observations is often far from optimal due to the presence of both model and observation biases. The sources of these biases can be diverse: an instrumental offset, errors associated to the comparison of point-based observations and grid-cell average, etc. To overcome this challenge, a method was developed using the ensemble Kalman filter. The approach consists on representing each observation bias as a parameter. These bias parameters are added to the forward operator and they extend the state vector. As opposed to the observation bias estimation approaches most common in operational systems (e.g. for satellite radiances), the state vector and parameters are simultaneously updated by applying the Kalman filter equations to the augmented state. The method to estimate and correct the observation bias is evaluated using observing system simulation experiments (OSSEs) with the Weather Research and Forecasting (WRF) model. OSSEs are constructed for the conventional observation network including radiosondes, aircraft observations, atmospheric motion vectors, and surface observations. Three different kinds of biases are added to 2-meter temperature for synthetic METARs. From the simplest to more sophisticated, imposed biases are: (1) a spatially invariant bias, (2) a spatially varying bias proportional to topographic height differences between the model and the observations, and (3) bias that is proportional to the temperature. The target region characterized by complex terrain is the western U.S. on a domain with 30-km grid spacing. Observations are assimilated every 3 hours using an 80-member ensemble during September 2012. Results demonstrate that the approach is able to estimate and correct the bias when it is spatially invariant (experiment 1). More complex bias structure in experiments (2) and (3) are more difficult to estimate, but still possible. Estimated the parameter in experiments with unbiased observations results in spatial and temporal parameter variability about zero, and establishes a threshold on the accuracy of the parameter in further experiments. When the observations are biased, the mean parameter value is close to the true bias, but temporal and spatial variability in the parameter estimates is similar to the parameters used when estimating a zero bias in the observations. The distributions are related to other errors in the forecasts, indicating that the parameters are absorbing some of the forecast error from other sources. In this presentation we elucidate the reasons for the resulting parameter estimates, and their variability.

Uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model at multiple flux tower sites

USGS Publications Warehouse

Chen, Mingshi; Senay, Gabriel B.; Singh, Ramesh K.; Verdin, James P.

2016-01-01

Evapotranspiration (ET) is an important component of the water cycle – ET from the land surface returns approximately 60% of the global precipitation back to the atmosphere. ET also plays an important role in energy transport among the biosphere, atmosphere, and hydrosphere. Current regional to global and daily to annual ET estimation relies mainly on surface energy balance (SEB) ET models or statistical and empirical methods driven by remote sensing data and various climatological databases. These models have uncertainties due to inevitable input errors, poorly defined parameters, and inadequate model structures. The eddy covariance measurements on water, energy, and carbon fluxes at the AmeriFlux tower sites provide an opportunity to assess the ET modeling uncertainties. In this study, we focused on uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model for ET estimation at multiple AmeriFlux tower sites with diverse land cover characteristics and climatic conditions. The 8-day composite 1-km MODerate resolution Imaging Spectroradiometer (MODIS) land surface temperature (LST) was used as input land surface temperature for the SSEBop algorithms. The other input data were taken from the AmeriFlux database. Results of statistical analysis indicated that the SSEBop model performed well in estimating ET with an R2 of 0.86 between estimated ET and eddy covariance measurements at 42 AmeriFlux tower sites during 2001–2007. It was encouraging to see that the best performance was observed for croplands, where R2 was 0.92 with a root mean square error of 13 mm/month. The uncertainties or random errors from input variables and parameters of the SSEBop model led to monthly ET estimates with relative errors less than 20% across multiple flux tower sites distributed across different biomes. This uncertainty of the SSEBop model lies within the error range of other SEB models, suggesting systematic error or bias of the SSEBop model is within the normal range. This finding implies that the simplified parameterization of the SSEBop model did not significantly affect the accuracy of the ET estimate while increasing the ease of model setup for operational applications. The sensitivity analysis indicated that the SSEBop model is most sensitive to input variables, land surface temperature (LST) and reference ET (ETo); and parameters, differential temperature (dT), and maximum ET scalar (Kmax), particularly during the non-growing season and in dry areas. In summary, the uncertainty assessment verifies that the SSEBop model is a reliable and robust method for large-area ET estimation. The SSEBop model estimates can be further improved by reducing errors in two input variables (ETo and LST) and two key parameters (Kmax and dT).

VLBI-derived troposphere parameters during CONT08

NASA Astrophysics Data System (ADS)

Heinkelmann, R.; Böhm, J.; Bolotin, S.; Engelhardt, G.; Haas, R.; Lanotte, R.; MacMillan, D. S.; Negusini, M.; Skurikhina, E.; Titov, O.; Schuh, H.

2011-07-01

Time-series of zenith wet and total troposphere delays as well as north and east gradients are compared, and zenith total delays ( ZTD) are combined on the level of parameter estimates. Input data sets are provided by ten Analysis Centers (ACs) of the International VLBI Service for Geodesy and Astrometry (IVS) for the CONT08 campaign (12-26 August 2008). The inconsistent usage of meteorological data and models, such as mapping functions, causes systematics among the ACs, and differing parameterizations and constraints add noise to the troposphere parameter estimates. The empirical standard deviation of ZTD among the ACs with regard to an unweighted mean is 4.6 mm. The ratio of the analysis noise to the observation noise assessed by the operator/software impact (OSI) model is about 2.5. These and other effects have to be accounted for to improve the intra-technique combination of VLBI-derived troposphere parameters. While the largest systematics caused by inconsistent usage of meteorological data can be avoided and the application of different mapping functions can be considered by applying empirical corrections, the noise has to be modeled in the stochastic model of intra-technique combination. The application of different stochastic models shows no significant effects on the combined parameters but results in different mean formal errors: the mean formal errors of the combined ZTD are 2.3 mm (unweighted), 4.4 mm (diagonal), 8.6 mm [variance component (VC) estimation], and 8.6 mm (operator/software impact, OSI). On the one hand, the OSI model, i.e. the inclusion of off-diagonal elements in the cofactor-matrix, considers the reapplication of observations yielding a factor of about two for mean formal errors as compared to the diagonal approach. On the other hand, the combination based on VC estimation shows large differences among the VCs and exhibits a comparable scaling of formal errors. Thus, for the combination of troposphere parameters a combination of the two extensions of the stochastic model is recommended.

Estimation of correlation functions by stochastic approximation.

NASA Technical Reports Server (NTRS)

Habibi, A.; Wintz, P. A.

1972-01-01

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

Linear Parameter Varying Control for Actuator Failure

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Wu, N. Eva; Belcastro, Christine; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

A robust linear parameter varying (LPV) control synthesis is carried out for an HiMAT vehicle subject to loss of control effectiveness. The scheduling parameter is selected to be a function of the estimates of the control effectiveness factors. The estimates are provided on-line by a two-stage Kalman estimator. The inherent conservatism of the LPV design is reducing through the use of a scaling factor on the uncertainty block that represents the estimation errors of the effectiveness factors. Simulations of the controlled system with the on-line estimator show that a superior fault-tolerance can be achieved.

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

NASA Astrophysics Data System (ADS)

Guchhait, Shyamal; Banerjee, Biswanath

2018-04-01

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

A note on variance estimation in random effects meta-regression.

PubMed

Sidik, Kurex; Jonkman, Jeffrey N

2005-01-01

For random effects meta-regression inference, variance estimation for the parameter estimates is discussed. Because estimated weights are used for meta-regression analysis in practice, the assumed or estimated covariance matrix used in meta-regression is not strictly correct, due to possible errors in estimating the weights. Therefore, this note investigates the use of a robust variance estimation approach for obtaining variances of the parameter estimates in random effects meta-regression inference. This method treats the assumed covariance matrix of the effect measure variables as a working covariance matrix. Using an example of meta-analysis data from clinical trials of a vaccine, the robust variance estimation approach is illustrated in comparison with two other methods of variance estimation. A simulation study is presented, comparing the three methods of variance estimation in terms of bias and coverage probability. We find that, despite the seeming suitability of the robust estimator for random effects meta-regression, the improved variance estimator of Knapp and Hartung (2003) yields the best performance among the three estimators, and thus may provide the best protection against errors in the estimated weights.

Enabling Predictive Simulation and UQ of Complex Multiphysics PDE Systems by the Development of Goal-Oriented Variational Sensitivity Analysis and a-Posteriori Error Estimation Methods

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

Estep, Donald

2015-11-30

This project addressed the challenge of predictive computational analysis of strongly coupled, highly nonlinear multiphysics systems characterized by multiple physical phenomena that span a large range of length- and time-scales. Specifically, the project was focused on computational estimation of numerical error and sensitivity analysis of computational solutions with respect to variations in parameters and data. In addition, the project investigated the use of accurate computational estimates to guide efficient adaptive discretization. The project developed, analyzed and evaluated new variational adjoint-based techniques for integration, model, and data error estimation/control and sensitivity analysis, in evolutionary multiphysics multiscale simulations.

Novel Calibration Algorithm for a Three-Axis Strapdown Magnetometer

PubMed Central

Liu, Yan Xia; Li, Xi Sheng; Zhang, Xiao Juan; Feng, Yi Bo

2014-01-01

A complete error calibration model with 12 independent parameters is established by analyzing the three-axis magnetometer error mechanism. The said model conforms to an ellipsoid restriction, the parameters of the ellipsoid equation are estimated, and the ellipsoid coefficient matrix is derived. However, the calibration matrix cannot be determined completely, as there are fewer ellipsoid parameters than calibration model parameters. Mathematically, the calibration matrix derived from the ellipsoid coefficient matrix by a different matrix decomposition method is not unique, and there exists an unknown rotation matrix R between them. This paper puts forward a constant intersection angle method (angles between the geomagnetic field and gravitational field are fixed) to estimate R. The Tikhonov method is adopted to solve the problem that rounding errors or other errors may seriously affect the calculation results of R when the condition number of the matrix is very large. The geomagnetic field vector and heading error are further corrected by R. The constant intersection angle method is convenient and practical, as it is free from any additional calibration procedure or coordinate transformation. In addition, the simulation experiment indicates that the heading error declines from ±1° calibrated by classical ellipsoid fitting to ±0.2° calibrated by a constant intersection angle method, and the signal-to-noise ratio is 50 dB. The actual experiment exhibits that the heading error is further corrected from ±0.8° calibrated by the classical ellipsoid fitting to ±0.3° calibrated by a constant intersection angle method. PMID:24831110

Improving the S-Shape Solar Radiation Estimation Method for Supporting Crop Models

PubMed Central

Fodor, Nándor

2012-01-01

In line with the critical comments formulated in relation to the S-shape global solar radiation estimation method, the original formula was improved via a 5-step procedure. The improved method was compared to four-reference methods on a large North-American database. According to the investigated error indicators, the final 7-parameter S-shape method has the same or even better estimation efficiency than the original formula. The improved formula is able to provide radiation estimates with a particularly low error pattern index (PIdoy) which is especially important concerning the usability of the estimated radiation values in crop models. Using site-specific calibration, the radiation estimates of the improved S-shape method caused an average of 2.72 ± 1.02 (α = 0.05) relative error in the calculated biomass. Using only readily available site specific metadata the radiation estimates caused less than 5% relative error in the crop model calculations when they were used for locations in the middle, plain territories of the USA. PMID:22645451

SEPARABLE FACTOR ANALYSIS WITH APPLICATIONS TO MORTALITY DATA

PubMed Central

Fosdick, Bailey K.; Hoff, Peter D.

2014-01-01

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume an independent error distribution or an error model that allows for dependence along at most one or two dimensions of the data array. However, failing to account for other dependencies can lead to inefficient estimates of regression parameters, inaccurate standard errors and poor predictions. An alternative to assuming independent errors is to allow for dependence along each dimension of the array using a separable covariance model. However, the number of parameters in this model increases rapidly with the dimensions of the array and, for many arrays, maximum likelihood estimates of the covariance parameters do not exist. In this paper, we propose a submodel of the separable covariance model that estimates the covariance matrix for each dimension as having factor analytic structure. This model can be viewed as an extension of factor analysis to array-valued data, as it uses a factor model to estimate the covariance along each dimension of the array. We discuss properties of this model as they relate to ordinary factor analysis, describe maximum likelihood and Bayesian estimation methods, and provide a likelihood ratio testing procedure for selecting the factor model ranks. We apply this methodology to the analysis of data from the Human Mortality Database, and show in a cross-validation experiment how it outperforms simpler methods. Additionally, we use this model to impute mortality rates for countries that have no mortality data for several years. Unlike other approaches, our methodology is able to estimate similarities between the mortality rates of countries, time periods and sexes, and use this information to assist with the imputations. PMID:25489353

Edge Modeling by Two Blur Parameters in Varying Contrasts.

PubMed

Seo, Suyoung

2018-06-01

This paper presents a method of modeling edge profiles with two blur parameters, and estimating and predicting those edge parameters with varying brightness combinations and camera-to-object distances (COD). First, the validity of the edge model is proven mathematically. Then, it is proven experimentally with edges from a set of images captured for specifically designed target sheets and with edges from natural images. Estimation of the two blur parameters for each observed edge profile is performed with a brute-force method to find parameters that produce global minimum errors. Then, using the estimated blur parameters, actual blur parameters of edges with arbitrary brightness combinations are predicted using a surface interpolation method (i.e., kriging). The predicted surfaces show that the two blur parameters of the proposed edge model depend on both dark-side edge brightness and light-side edge brightness following a certain global trend. This is similar across varying CODs. The proposed edge model is compared with a one-blur parameter edge model using experiments of the root mean squared error for fitting the edge models to each observed edge profile. The comparison results suggest that the proposed edge model has superiority over the one-blur parameter edge model in most cases where edges have varying brightness combinations.

Performance analysis of adaptive equalization for coherent acoustic communications in the time-varying ocean environment.

PubMed

Preisig, James C

2005-07-01

Equations are derived for analyzing the performance of channel estimate based equalizers. The performance is characterized in terms of the mean squared soft decision error (sigma2(s)) of each equalizer. This error is decomposed into two components. These are the minimum achievable error (sigma2(0)) and the excess error (sigma2(e)). The former is the soft decision error that would be realized by the equalizer if the filter coefficient calculation were based upon perfect knowledge of the channel impulse response and statistics of the interfering noise field. The latter is the additional soft decision error that is realized due to errors in the estimates of these channel parameters. These expressions accurately predict the equalizer errors observed in the processing of experimental data by a channel estimate based decision feedback equalizer (DFE) and a passive time-reversal equalizer. Further expressions are presented that allow equalizer performance to be predicted given the scattering function of the acoustic channel. The analysis using these expressions yields insights into the features of surface scattering that most significantly impact equalizer performance in shallow water environments and motivates the implementation of a DFE that is robust with respect to channel estimation errors.

Efficient estimation of Pareto model: Some modified percentile estimators.

PubMed

Bhatti, Sajjad Haider; Hussain, Shahzad; Ahmad, Tanvir; Aslam, Muhammad; Aftab, Muhammad; Raza, Muhammad Ali

2018-01-01

The article proposes three modified percentile estimators for parameter estimation of the Pareto distribution. These modifications are based on median, geometric mean and expectation of empirical cumulative distribution function of first-order statistic. The proposed modified estimators are compared with traditional percentile estimators through a Monte Carlo simulation for different parameter combinations with varying sample sizes. Performance of different estimators is assessed in terms of total mean square error and total relative deviation. It is determined that modified percentile estimator based on expectation of empirical cumulative distribution function of first-order statistic provides efficient and precise parameter estimates compared to other estimators considered. The simulation results were further confirmed using two real life examples where maximum likelihood and moment estimators were also considered.

Kalman filter estimation of human pilot-model parameters

NASA Technical Reports Server (NTRS)

Schiess, J. R.; Roland, V. R.

1975-01-01

The parameters of a human pilot-model transfer function are estimated by applying the extended Kalman filter to the corresponding retarded differential-difference equations in the time domain. Use of computer-generated data indicates that most of the parameters, including the implicit time delay, may be reasonably estimated in this way. When applied to two sets of experimental data obtained from a closed-loop tracking task performed by a human, the Kalman filter generated diverging residuals for one of the measurement types, apparently because of model assumption errors. Application of a modified adaptive technique was found to overcome the divergence and to produce reasonable estimates of most of the parameters.

Estimation of geopotential differences over intercontinental locations using satellite and terrestrial measurements. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Pavlis, Nikolaos K.

1991-01-01

An error analysis study was conducted in order to assess the current accuracies and the future anticipated improvements in the estimation of geopotential differences over intercontinental locations. An observation/estimation scheme was proposed and studied, whereby gravity disturbance measurements on the Earth's surface, in caps surrounding the estimation points, are combined with corresponding data in caps directly over these points at the altitude of a low orbiting satellite, for the estimation of the geopotential difference between the terrestrial stations. The mathematical modeling required to relate the primary observables to the parameters to be estimated, was studied for the terrestrial data and the data at altitude. Emphasis was placed on the examination of systematic effects and on the corresponding reductions that need to be applied to the measurements to avoid systematic errors. The error estimation for the geopotential differences was performed using both truncation theory and least squares collocation with ring averages, in case observations on the Earth's surface only are used. The error analysis indicated that with the currently available global geopotential model OSU89B and with gravity disturbance data in 2 deg caps surrounding the estimation points, the error of the geopotential difference arising from errors in the reference model and the cap data is about 23 kgal cm, for 30 deg station separation.

Parameter recovery, bias and standard errors in the linear ballistic accumulator model.

PubMed

Visser, Ingmar; Poessé, Rens

2017-05-01

The linear ballistic accumulator (LBA) model (Brown & Heathcote, , Cogn. Psychol., 57, 153) is increasingly popular in modelling response times from experimental data. An R package, glba, has been developed to fit the LBA model using maximum likelihood estimation which is validated by means of a parameter recovery study. At sufficient sample sizes parameter recovery is good, whereas at smaller sample sizes there can be large bias in parameters. In a second simulation study, two methods for computing parameter standard errors are compared. The Hessian-based method is found to be adequate and is (much) faster than the alternative bootstrap method. The use of parameter standard errors in model selection and inference is illustrated in an example using data from an implicit learning experiment (Visser et al., , Mem. Cogn., 35, 1502). It is shown that typical implicit learning effects are captured by different parameters of the LBA model. © 2017 The British Psychological Society.

Experimental determination of solvent-water partition coefficients and Abraham parameters for munition constituents.

PubMed

Liang, Yuzhen; Kuo, Dave T F; Allen, Herbert E; Di Toro, Dominic M

2016-10-01

There is concern about the environmental fate and effects of munition constituents (MCs). Polyparameter linear free energy relationships (pp-LFERs) that employ Abraham solute parameters can aid in evaluating the risk of MCs to the environment. However, poor predictions using pp-LFERs and ABSOLV estimated Abraham solute parameters are found for some key physico-chemical properties. In this work, the Abraham solute parameters are determined using experimental partition coefficients in various solvent-water systems. The compounds investigated include hexahydro-1,3,5-trinitro-1,3,5-triazacyclohexane (RDX), octahydro-1,3,5,7-tetranitro-1,3,5,7-tetraazacyclooctane (HMX), hexahydro-1-nitroso-3,5-dinitro-1,3,5-triazine (MNX), hexahydro-1,3,5-trinitroso-1,3,5-triazine (TNX), hexahydro-1,3-dinitroso-5- nitro-1,3,5-triazine (DNX), 2,4,6-trinitrotoluene (TNT), 1,3,5-trinitrobenzene (TNB), and 4-nitroanisole. The solvents in the solvent-water systems are hexane, dichloromethane, trichloromethane, octanol, and toluene. The only available reported solvent-water partition coefficients are for octanol-water for some of the investigated compounds and they are in good agreement with the experimental measurements from this study. Solvent-water partition coefficients fitted using experimentally derived solute parameters from this study have significantly smaller root mean square errors (RMSE = 0.38) than predictions using ABSOLV estimated solute parameters (RMSE = 3.56) for the investigated compounds. Additionally, the predictions for various physico-chemical properties using the experimentally derived solute parameters agree with available literature reported values with prediction errors within 0.79 log units except for water solubility of RDX and HMX with errors of 1.48 and 2.16 log units respectively. However, predictions using ABSOLV estimated solute parameters have larger prediction errors of up to 7.68 log units. This large discrepancy is probably due to the missing R2NNO2 and R2NNO2 functional groups in the ABSOLV fragment database. Copyright © 2016. Published by Elsevier Ltd.

Void Growth and Coalescence Simulations

DTIC Science & Technology

2013-08-01

distortion and damage, minimum time step, and appropriate material model parameters. Further, a temporal and spatial convergence study was used to...estimate errors, thus, this study helps to provide guidelines for modeling of materials with voids. Finally, we use a Gurson model with Johnson-Cook...spatial convergence study was used to estimate errors, thus, this study helps to provide guidelines for modeling of materials with voids. Finally, we

A Comparison of Kernel Equating and Traditional Equipercentile Equating Methods and the Parametric Bootstrap Methods for Estimating Standard Errors in Equipercentile Equating

ERIC Educational Resources Information Center

Choi, Sae Il

2009-01-01

This study used simulation (a) to compare the kernel equating method to traditional equipercentile equating methods under the equivalent-groups (EG) design and the nonequivalent-groups with anchor test (NEAT) design and (b) to apply the parametric bootstrap method for estimating standard errors of equating. A two-parameter logistic item response…

Understanding seasonal variability of uncertainty in hydrological prediction

NASA Astrophysics Data System (ADS)

Li, M.; Wang, Q. J.

2012-04-01

Understanding uncertainty in hydrological prediction can be highly valuable for improving the reliability of streamflow prediction. In this study, a monthly water balance model, WAPABA, in a Bayesian joint probability with error models are presented to investigate the seasonal dependency of prediction error structure. A seasonal invariant error model, analogous to traditional time series analysis, uses constant parameters for model error and account for no seasonal variations. In contrast, a seasonal variant error model uses a different set of parameters for bias, variance and autocorrelation for each individual calendar month. Potential connection amongst model parameters from similar months is not considered within the seasonal variant model and could result in over-fitting and over-parameterization. A hierarchical error model further applies some distributional restrictions on model parameters within a Bayesian hierarchical framework. An iterative algorithm is implemented to expedite the maximum a posterior (MAP) estimation of a hierarchical error model. Three error models are applied to forecasting streamflow at a catchment in southeast Australia in a cross-validation analysis. This study also presents a number of statistical measures and graphical tools to compare the predictive skills of different error models. From probability integral transform histograms and other diagnostic graphs, the hierarchical error model conforms better to reliability when compared to the seasonal invariant error model. The hierarchical error model also generally provides the most accurate mean prediction in terms of the Nash-Sutcliffe model efficiency coefficient and the best probabilistic prediction in terms of the continuous ranked probability score (CRPS). The model parameters of the seasonal variant error model are very sensitive to each cross validation, while the hierarchical error model produces much more robust and reliable model parameters. Furthermore, the result of the hierarchical error model shows that most of model parameters are not seasonal variant except for error bias. The seasonal variant error model is likely to use more parameters than necessary to maximize the posterior likelihood. The model flexibility and robustness indicates that the hierarchical error model has great potential for future streamflow predictions.

Regression dilution in the proportional hazards model.

PubMed

Hughes, M D

1993-12-01

The problem of regression dilution arising from covariate measurement error is investigated for survival data using the proportional hazards model. The naive approach to parameter estimation is considered whereby observed covariate values are used, inappropriately, in the usual analysis instead of the underlying covariate values. A relationship between the estimated parameter in large samples and the true parameter is obtained showing that the bias does not depend on the form of the baseline hazard function when the errors are normally distributed. With high censorship, adjustment of the naive estimate by the factor 1 + lambda, where lambda is the ratio of within-person variability about an underlying mean level to the variability of these levels in the population sampled, removes the bias. As censorship increases, the adjustment required increases and when there is no censorship is markedly higher than 1 + lambda and depends also on the true risk relationship.

Performance comparison of first-order conditional estimation with interaction and Bayesian estimation methods for estimating the population parameters and its distribution from data sets with a low number of subjects.

PubMed

Pradhan, Sudeep; Song, Byungjeong; Lee, Jaeyeon; Chae, Jung-Woo; Kim, Kyung Im; Back, Hyun-Moon; Han, Nayoung; Kwon, Kwang-Il; Yun, Hwi-Yeol

2017-12-01

Exploratory preclinical, as well as clinical trials, may involve a small number of patients, making it difficult to calculate and analyze the pharmacokinetic (PK) parameters, especially if the PK parameters show very high inter-individual variability (IIV). In this study, the performance of a classical first-order conditional estimation with interaction (FOCE-I) and expectation maximization (EM)-based Markov chain Monte Carlo Bayesian (BAYES) estimation methods were compared for estimating the population parameters and its distribution from data sets having a low number of subjects. In this study, 100 data sets were simulated with eight sampling points for each subject and with six different levels of IIV (5%, 10%, 20%, 30%, 50%, and 80%) in their PK parameter distribution. A stochastic simulation and estimation (SSE) study was performed to simultaneously simulate data sets and estimate the parameters using four different methods: FOCE-I only, BAYES(C) (FOCE-I and BAYES composite method), BAYES(F) (BAYES with all true initial parameters and fixed ω 2 ), and BAYES only. Relative root mean squared error (rRMSE) and relative estimation error (REE) were used to analyze the differences between true and estimated values. A case study was performed with a clinical data of theophylline available in NONMEM distribution media. NONMEM software assisted by Pirana, PsN, and Xpose was used to estimate population PK parameters, and R program was used to analyze and plot the results. The rRMSE and REE values of all parameter (fixed effect and random effect) estimates showed that all four methods performed equally at the lower IIV levels, while the FOCE-I method performed better than other EM-based methods at higher IIV levels (greater than 30%). In general, estimates of random-effect parameters showed significant bias and imprecision, irrespective of the estimation method used and the level of IIV. Similar performance of the estimation methods was observed with theophylline dataset. The classical FOCE-I method appeared to estimate the PK parameters more reliably than the BAYES method when using a simple model and data containing only a few subjects. EM-based estimation methods can be considered for adapting to the specific needs of a modeling project at later steps of modeling.

Temporal rainfall estimation using input data reduction and model inversion

NASA Astrophysics Data System (ADS)

Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

2016-12-01

Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

Estimation of Covariance Matrix on Bi-Response Longitudinal Data Analysis with Penalized Spline Regression

NASA Astrophysics Data System (ADS)

Islamiyati, A.; Fatmawati; Chamidah, N.

2018-03-01

The correlation assumption of the longitudinal data with bi-response occurs on the measurement between the subjects of observation and the response. It causes the auto-correlation of error, and this can be overcome by using a covariance matrix. In this article, we estimate the covariance matrix based on the penalized spline regression model. Penalized spline involves knot points and smoothing parameters simultaneously in controlling the smoothness of the curve. Based on our simulation study, the estimated regression model of the weighted penalized spline with covariance matrix gives a smaller error value compared to the error of the model without covariance matrix.

Estimating parameters for probabilistic linkage of privacy-preserved datasets.

PubMed

Brown, Adrian P; Randall, Sean M; Ferrante, Anna M; Semmens, James B; Boyd, James H

2017-07-10

Probabilistic record linkage is a process used to bring together person-based records from within the same dataset (de-duplication) or from disparate datasets using pairwise comparisons and matching probabilities. The linkage strategy and associated match probabilities are often estimated through investigations into data quality and manual inspection. However, as privacy-preserved datasets comprise encrypted data, such methods are not possible. In this paper, we present a method for estimating the probabilities and threshold values for probabilistic privacy-preserved record linkage using Bloom filters. Our method was tested through a simulation study using synthetic data, followed by an application using real-world administrative data. Synthetic datasets were generated with error rates from zero to 20% error. Our method was used to estimate parameters (probabilities and thresholds) for de-duplication linkages. Linkage quality was determined by F-measure. Each dataset was privacy-preserved using separate Bloom filters for each field. Match probabilities were estimated using the expectation-maximisation (EM) algorithm on the privacy-preserved data. Threshold cut-off values were determined by an extension to the EM algorithm allowing linkage quality to be estimated for each possible threshold. De-duplication linkages of each privacy-preserved dataset were performed using both estimated and calculated probabilities. Linkage quality using the F-measure at the estimated threshold values was also compared to the highest F-measure. Three large administrative datasets were used to demonstrate the applicability of the probability and threshold estimation technique on real-world data. Linkage of the synthetic datasets using the estimated probabilities produced an F-measure that was comparable to the F-measure using calculated probabilities, even with up to 20% error. Linkage of the administrative datasets using estimated probabilities produced an F-measure that was higher than the F-measure using calculated probabilities. Further, the threshold estimation yielded results for F-measure that were only slightly below the highest possible for those probabilities. The method appears highly accurate across a spectrum of datasets with varying degrees of error. As there are few alternatives for parameter estimation, the approach is a major step towards providing a complete operational approach for probabilistic linkage of privacy-preserved datasets.

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.

Flight instrumentation specification for parameter identification: Program user's guide. [instrument errors/error analysis

NASA Technical Reports Server (NTRS)

Mohr, R. L.

1975-01-01

A set of four digital computer programs is presented which can be used to investigate the effects of instrumentation errors on the accuracy of aircraft and helicopter stability-and-control derivatives identified from flight test data. The programs assume that the differential equations of motion are linear and consist of small perturbations about a quasi-steady flight condition. It is also assumed that a Newton-Raphson optimization technique is used for identifying the estimates of the parameters. Flow charts and printouts are included.

Dynamic imaging model and parameter optimization for a star tracker.

PubMed

Yan, Jinyun; Jiang, Jie; Zhang, Guangjun

2016-03-21

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

Nonlinear method for including the mass uncertainty of standards and the system measurement errors in the fitting of calibration curves

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

Pickles, W.L.; McClure, J.W.; Howell, R.H.

1978-01-01

A sophisticated non-linear multiparameter fitting program has been used to produce a best fit calibration curve for the response of an x-ray fluorescence analyzer to uranium nitrate, freeze dried, 0.2% accurate, gravimetric standards. The program is based on unconstrained minimization subroutine, VA02A. The program considers the mass values of the gravimetric standards as parameters to be fit along with the normal calibration curve parameters. The fitting procedure weights with the system errors and the mass errors in a consistent way. The resulting best fit calibration curve parameters reflect the fact that the masses of the standard samples are measured quantitiesmore » with a known error. Error estimates for the calibration curve parameters can be obtined from the curvature of the Chi-Squared Matrix or from error relaxation techniques. It has been shown that non-dispersive x-ray fluorescence analysis of 0.1 to 1 mg freeze-dried UNO/sub 3/ can have an accuracy of 0.2% in 1000 sec.« less

Use of a non-linear method for including the mass uncertainty of gravimetric standards and system measurement errors in the fitting of calibration curves for XRFA freeze-dried UNO/sub 3/ standards

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

Pickles, W.L.; McClure, J.W.; Howell, R.H.

1978-05-01

A sophisticated nonlinear multiparameter fitting program was used to produce a best fit calibration curve for the response of an x-ray fluorescence analyzer to uranium nitrate, freeze dried, 0.2% accurate, gravimetric standards. The program is based on unconstrained minimization subroutine, VA02A. The program considers the mass values of the gravimetric standards as parameters to be fit along with the normal calibration curve parameters. The fitting procedure weights with the system errors and the mass errors in a consistent way. The resulting best fit calibration curve parameters reflect the fact that the masses of the standard samples are measured quantities withmore » a known error. Error estimates for the calibration curve parameters can be obtained from the curvature of the ''Chi-Squared Matrix'' or from error relaxation techniques. It was shown that nondispersive XRFA of 0.1 to 1 mg freeze-dried UNO/sub 3/ can have an accuracy of 0.2% in 1000 s.« less

A numerical procedure for recovering true scattering coefficients from measurements with wide-beam antennas

NASA Technical Reports Server (NTRS)

Wang, Qinglin; Gogineni, S. P.

1991-01-01

A numerical procedure for estimating the true scattering coefficient, sigma(sup 0), from measurements made using wide-beam antennas. The use of wide-beam antennas results in an inaccurate estimate of sigma(sup 0) if the narrow-beam approximation is used in the retrieval process for sigma(sup 0). To reduce this error, a correction procedure was proposed that estimates the error resulting from the narrow-beam approximation and uses the error to obtain a more accurate estimate of sigma(sup 0). An exponential model was assumed to take into account the variation of sigma(sup 0) with incidence angles, and the model parameters are estimated from measured data. Based on the model and knowledge of the antenna pattern, the procedure calculates the error due to the narrow-beam approximation. The procedure is shown to provide a significant improvement in estimation of sigma(sup 0) obtained with wide-beam antennas. The proposed procedure is also shown insensitive to the assumed sigma(sup 0) model.

Using Least Squares for Error Propagation

ERIC Educational Resources Information Center

Tellinghuisen, Joel

2015-01-01

The method of least-squares (LS) has a built-in procedure for estimating the standard errors (SEs) of the adjustable parameters in the fit model: They are the square roots of the diagonal elements of the covariance matrix. This means that one can use least-squares to obtain numerical values of propagated errors by defining the target quantities as…

Parameter estimation method that directly compares gravitational wave observations to numerical relativity

NASA Astrophysics Data System (ADS)

Lange, J.; O'Shaughnessy, R.; Boyle, M.; Calderón Bustillo, J.; Campanelli, M.; Chu, T.; Clark, J. A.; Demos, N.; Fong, H.; Healy, J.; Hemberger, D. A.; Hinder, I.; Jani, K.; Khamesra, B.; Kidder, L. E.; Kumar, P.; Laguna, P.; Lousto, C. O.; Lovelace, G.; Ossokine, S.; Pfeiffer, H.; Scheel, M. A.; Shoemaker, D. M.; Szilagyi, B.; Teukolsky, S.; Zlochower, Y.

2017-11-01

We present and assess a Bayesian method to interpret gravitational wave signals from binary black holes. Our method directly compares gravitational wave data to numerical relativity (NR) simulations. In this study, we present a detailed investigation of the systematic and statistical parameter estimation errors of this method. This procedure bypasses approximations used in semianalytical models for compact binary coalescence. In this work, we use the full posterior parameter distribution for only generic nonprecessing binaries, drawing inferences away from the set of NR simulations used, via interpolation of a single scalar quantity (the marginalized log likelihood, ln L ) evaluated by comparing data to nonprecessing binary black hole simulations. We also compare the data to generic simulations, and discuss the effectiveness of this procedure for generic sources. We specifically assess the impact of higher order modes, repeating our interpretation with both l ≤2 as well as l ≤3 harmonic modes. Using the l ≤3 higher modes, we gain more information from the signal and can better constrain the parameters of the gravitational wave signal. We assess and quantify several sources of systematic error that our procedure could introduce, including simulation resolution and duration; most are negligible. We show through examples that our method can recover the parameters for equal mass, zero spin, GW150914-like, and unequal mass, precessing spin sources. Our study of this new parameter estimation method demonstrates that we can quantify and understand the systematic and statistical error. This method allows us to use higher order modes from numerical relativity simulations to better constrain the black hole binary parameters.

Error estimation for CFD aeroheating prediction under rarefied flow condition

NASA Astrophysics Data System (ADS)

Jiang, Yazhong; Gao, Zhenxun; Jiang, Chongwen; Lee, Chunhian

2014-12-01

Both direct simulation Monte Carlo (DSMC) and Computational Fluid Dynamics (CFD) methods have become widely used for aerodynamic prediction when reentry vehicles experience different flow regimes during flight. The implementation of slip boundary conditions in the traditional CFD method under Navier-Stokes-Fourier (NSF) framework can extend the validity of this approach further into transitional regime, with the benefit that much less computational cost is demanded compared to DSMC simulation. Correspondingly, an increasing error arises in aeroheating calculation as the flow becomes more rarefied. To estimate the relative error of heat flux when applying this method for a rarefied flow in transitional regime, theoretical derivation is conducted and a dimensionless parameter ɛ is proposed by approximately analyzing the ratio of the second order term to first order term in the heat flux expression in Burnett equation. DSMC simulation for hypersonic flow over a cylinder in transitional regime is performed to test the performance of parameter ɛ, compared with two other parameters, Knρ and MaṡKnρ.

Effect of random errors in planar PIV data on pressure estimation in vortex dominated flows

NASA Astrophysics Data System (ADS)

McClure, Jeffrey; Yarusevych, Serhiy

2015-11-01

The sensitivity of pressure estimation techniques from Particle Image Velocimetry (PIV) measurements to random errors in measured velocity data is investigated using the flow over a circular cylinder as a test case. Direct numerical simulations are performed for ReD = 100, 300 and 1575, spanning laminar, transitional, and turbulent wake regimes, respectively. A range of random errors typical for PIV measurements is applied to synthetic PIV data extracted from numerical results. A parametric study is then performed using a number of common pressure estimation techniques. Optimal temporal and spatial resolutions are derived based on the sensitivity of the estimated pressure fields to the simulated random error in velocity measurements, and the results are compared to an optimization model derived from error propagation theory. It is shown that the reductions in spatial and temporal scales at higher Reynolds numbers leads to notable changes in the optimal pressure evaluation parameters. The effect of smaller scale wake structures is also quantified. The errors in the estimated pressure fields are shown to depend significantly on the pressure estimation technique employed. The results are used to provide recommendations for the use of pressure and force estimation techniques from experimental PIV measurements in vortex dominated laminar and turbulent wake flows.

CORRELATED AND ZONAL ERRORS OF GLOBAL ASTROMETRIC MISSIONS: A SPHERICAL HARMONIC SOLUTION

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

Makarov, V. V.; Dorland, B. N.; Gaume, R. A.

We propose a computer-efficient and accurate method of estimating spatially correlated errors in astrometric positions, parallaxes, and proper motions obtained by space- and ground-based astrometry missions. In our method, the simulated observational equations are set up and solved for the coefficients of scalar and vector spherical harmonics representing the output errors rather than for individual objects in the output catalog. Both accidental and systematic correlated errors of astrometric parameters can be accurately estimated. The method is demonstrated on the example of the JMAPS mission, but can be used for other projects in space astrometry, such as SIM or JASMINE.

Correlated and Zonal Errors of Global Astrometric Missions: A Spherical Harmonic Solution

NASA Astrophysics Data System (ADS)

Makarov, V. V.; Dorland, B. N.; Gaume, R. A.; Hennessy, G. S.; Berghea, C. T.; Dudik, R. P.; Schmitt, H. R.

2012-07-01

We propose a computer-efficient and accurate method of estimating spatially correlated errors in astrometric positions, parallaxes, and proper motions obtained by space- and ground-based astrometry missions. In our method, the simulated observational equations are set up and solved for the coefficients of scalar and vector spherical harmonics representing the output errors rather than for individual objects in the output catalog. Both accidental and systematic correlated errors of astrometric parameters can be accurately estimated. The method is demonstrated on the example of the JMAPS mission, but can be used for other projects in space astrometry, such as SIM or JASMINE.

Time Domain Estimation of Arterial Parameters using the Windkessel Model and the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gostuski, Vladimir; Pastore, Ignacio; Rodriguez Palacios, Gaspar; Vaca Diez, Gustavo; Moscoso-Vasquez, H. Marcela; Risk, Marcelo

2016-04-01

Numerous parameter estimation techniques exist for characterizing the arterial system using electrical circuit analogs. However, they are often limited by their requirements and usually high computational burdain. Therefore, a new method for estimating arterial parameters based on Monte Carlo simulation is proposed. A three element Windkessel model was used to represent the arterial system. The approach was to reduce the error between the calculated and physiological aortic pressure by randomly generating arterial parameter values, while keeping constant the arterial resistance. This last value was obtained for each subject using the arterial flow, and was a necessary consideration in order to obtain a unique set of values for the arterial compliance and peripheral resistance. The estimation technique was applied to in vivo data containing steady beats in mongrel dogs, and it reliably estimated Windkessel arterial parameters. Further, this method appears to be computationally efficient for on-line time-domain estimation of these parameters.

Regression without truth with Markov chain Monte-Carlo

NASA Astrophysics Data System (ADS)

Madan, Hennadii; Pernuš, Franjo; Likar, Boštjan; Å piclin, Žiga

2017-03-01

Regression without truth (RWT) is a statistical technique for estimating error model parameters of each method in a group of methods used for measurement of a certain quantity. A very attractive aspect of RWT is that it does not rely on a reference method or "gold standard" data, which is otherwise difficult RWT was used for a reference-free performance comparison of several methods for measuring left ventricular ejection fraction (EF), i.e. a percentage of blood leaving the ventricle each time the heart contracts, and has since been applied for various other quantitative imaging biomarkerss (QIBs). Herein, we show how Markov chain Monte-Carlo (MCMC), a computational technique for drawing samples from a statistical distribution with probability density function known only up to a normalizing coefficient, can be used to augment RWT to gain a number of important benefits compared to the original approach based on iterative optimization. For instance, the proposed MCMC-based RWT enables the estimation of joint posterior distribution of the parameters of the error model, straightforward quantification of uncertainty of the estimates, estimation of true value of the measurand and corresponding credible intervals (CIs), does not require a finite support for prior distribution of the measureand generally has a much improved robustness against convergence to non-global maxima. The proposed approach is validated using synthetic data that emulate the EF data for 45 patients measured with 8 different methods. The obtained results show that 90% CI of the corresponding parameter estimates contain the true values of all error model parameters and the measurand. A potential real-world application is to take measurements of a certain QIB several different methods and then use the proposed framework to compute the estimates of the true values and their uncertainty, a vital information for diagnosis based on QIB.

Error analysis in inverse scatterometry. I. Modeling.

PubMed

Al-Assaad, Rayan M; Byrne, Dale M

2007-02-01

Scatterometry is an optical technique that has been studied and tested in recent years in semiconductor fabrication metrology for critical dimensions. Previous work presented an iterative linearized method to retrieve surface-relief profile parameters from reflectance measurements upon diffraction. With the iterative linear solution model in this work, rigorous models are developed to represent the random and deterministic or offset errors in scatterometric measurements. The propagation of different types of error from the measurement data to the profile parameter estimates is then presented. The improvement in solution accuracies is then demonstrated with theoretical and experimental data by adjusting for the offset errors. In a companion paper (in process) an improved optimization method is presented to account for unknown offset errors in the measurements based on the offset error model.

Multilevel Modeling with Correlated Effects

ERIC Educational Resources Information Center

Kim, Jee-Seon; Frees, Edward W.

2007-01-01

When there exist omitted effects, measurement error, and/or simultaneity in multilevel models, explanatory variables may be correlated with random components, and standard estimation methods do not provide consistent estimates of model parameters. This paper introduces estimators that are consistent under such conditions. By employing generalized…

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.

Estimating Dynamical Systems: Derivative Estimation Hints From Sir Ronald A. Fisher.

PubMed

Deboeck, Pascal R

2010-08-06

The fitting of dynamical systems to psychological data offers the promise of addressing new and innovative questions about how people change over time. One method of fitting dynamical systems is to estimate the derivatives of a time series and then examine the relationships between derivatives using a differential equation model. One common approach for estimating derivatives, Local Linear Approximation (LLA), produces estimates with correlated errors. Depending on the specific differential equation model used, such correlated errors can lead to severely biased estimates of differential equation model parameters. This article shows that the fitting of dynamical systems can be improved by estimating derivatives in a manner similar to that used to fit orthogonal polynomials. Two applications using simulated data compare the proposed method and a generalized form of LLA when used to estimate derivatives and when used to estimate differential equation model parameters. A third application estimates the frequency of oscillation in observations of the monthly deaths from bronchitis, emphysema, and asthma in the United Kingdom. These data are publicly available in the statistical program R, and functions in R for the method presented are provided.

Full-envelope aerodynamic modeling of the Harrier aircraft

NASA Technical Reports Server (NTRS)

Mcnally, B. David

1986-01-01

A project to identify a full-envelope model of the YAV-8B Harrier using flight-test and parameter identification techniques is described. As part of the research in advanced control and display concepts for V/STOL aircraft, a full-envelope aerodynamic model of the Harrier is identified, using mathematical model structures and parameter identification methods. A global-polynomial model structure is also used as a basis for the identification of the YAV-8B aerodynamic model. State estimation methods are used to ensure flight data consistency prior to parameter identification.Equation-error methods are used to identify model parameters. A fixed-base simulator is used extensively to develop flight test procedures and to validate parameter identification software. Using simple flight maneuvers, a simulated data set was created covering the YAV-8B flight envelope from about 0.3 to 0.7 Mach and about -5 to 15 deg angle of attack. A singular value decomposition implementation of the equation-error approach produced good parameter estimates based on this simulated data set.

Thermal hydraulic simulations, error estimation and parameter sensitivity studies in Drekar::CFD

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

Smith, Thomas Michael; Shadid, John N.; Pawlowski, Roger P.

2014-01-01

This report describes work directed towards completion of the Thermal Hydraulics Methods (THM) CFD Level 3 Milestone THM.CFD.P7.05 for the Consortium for Advanced Simulation of Light Water Reactors (CASL) Nuclear Hub effort. The focus of this milestone was to demonstrate the thermal hydraulics and adjoint based error estimation and parameter sensitivity capabilities in the CFD code called Drekar::CFD. This milestone builds upon the capabilities demonstrated in three earlier milestones; THM.CFD.P4.02 [12], completed March, 31, 2012, THM.CFD.P5.01 [15] completed June 30, 2012 and THM.CFD.P5.01 [11] completed on October 31, 2012.

Nonlinear observation of internal states of fuel cell cathode utilizing a high-order sliding-mode algorithm

NASA Astrophysics Data System (ADS)

Xu, Liangfei; Hu, Junming; Cheng, Siliang; Fang, Chuan; Li, Jianqiu; Ouyang, Minggao; Lehnert, Werner

2017-07-01

A scheme for designing a second-order sliding-mode (SOSM) observer that estimates critical internal states on the cathode side of a polymer electrolyte membrane (PEM) fuel cell system is presented. A nonlinear, isothermal dynamic model for the cathode side and a membrane electrolyte assembly are first described. A nonlinear observer topology based on an SOSM algorithm is then introduced, and equations for the SOSM observer deduced. Online calculation of the inverse matrix produces numerical errors, so a modified matrix is introduced to eliminate the negative effects of these on the observer. The simulation results indicate that the SOSM observer performs well for the gas partial pressures and air stoichiometry. The estimation results follow the simulated values in the model with relative errors within ± 2% at stable status. Large errors occur during the fast dynamic processes (<1 s). Moreover, the nonlinear observer shows good robustness against variations in the initial values of the internal states, but less robustness against variations in system parameters. The partial pressures are more sensitive than the air stoichiometry to system parameters. Finally, the order of effects of parameter uncertainties on the estimation results is outlined and analyzed.

Use of Numerical Groundwater Model and Analytical Empirical Orthogonal Function for Calibrating Spatiotemporal pattern of Pumpage, Recharge and Parameter

NASA Astrophysics Data System (ADS)

Huang, C. L.; Hsu, N. S.; Hsu, F. C.; Liu, H. J.

2016-12-01

This study develops a novel methodology for the spatiotemporal groundwater calibration of mega-quantitative recharge and parameters by coupling a specialized numerical model and analytical empirical orthogonal function (EOF). The actual spatiotemporal patterns of groundwater pumpage are estimated by an originally developed back propagation neural network-based response matrix with the electrical consumption analysis. The spatiotemporal patterns of the recharge from surface water and hydrogeological parameters (i.e. horizontal hydraulic conductivity and vertical leakance) are calibrated by EOF with the simulated error hydrograph of groundwater storage, in order to qualify the multiple error sources and quantify the revised volume. The objective function of the optimization model is minimizing the root mean square error of the simulated storage error percentage across multiple aquifers, meanwhile subject to mass balance of groundwater budget and the governing equation in transient state. The established method was applied on the groundwater system of Chou-Shui River Alluvial Fan. The simulated period is from January 2012 to December 2014. The total numbers of hydraulic conductivity, vertical leakance and recharge from surface water among four aquifers are 126, 96 and 1080, respectively. Results showed that the RMSE during the calibration process was decreased dramatically and can quickly converse within 6th iteration, because of efficient filtration of the transmission induced by the estimated error and recharge across the boundary. Moreover, the average simulated error percentage according to groundwater level corresponding to the calibrated budget variables and parameters of aquifer one is as small as 0.11%. It represent that the developed methodology not only can effectively detect the flow tendency and error source in all aquifers to achieve accurately spatiotemporal calibration, but also can capture the peak and fluctuation of groundwater level in shallow aquifer.

An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and t-distributed deviations

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.

Tuning support vector machines for minimax and Neyman-Pearson classification.

PubMed

Davenport, Mark A; Baraniuk, Richard G; Scott, Clayton D

2010-10-01

This paper studies the training of support vector machine (SVM) classifiers with respect to the minimax and Neyman-Pearson criteria. In principle, these criteria can be optimized in a straightforward way using a cost-sensitive SVM. In practice, however, because these criteria require especially accurate error estimation, standard techniques for tuning SVM parameters, such as cross-validation, can lead to poor classifier performance. To address this issue, we first prove that the usual cost-sensitive SVM, here called the 2C-SVM, is equivalent to another formulation called the 2nu-SVM. We then exploit a characterization of the 2nu-SVM parameter space to develop a simple yet powerful approach to error estimation based on smoothing. In an extensive experimental study, we demonstrate that smoothing significantly improves the accuracy of cross-validation error estimates, leading to dramatic performance gains. Furthermore, we propose coordinate descent strategies that offer significant gains in computational efficiency, with little to no loss in performance.

Improvement and comparison of likelihood functions for model calibration and parameter uncertainty analysis within a Markov chain Monte Carlo scheme

NASA Astrophysics Data System (ADS)

Cheng, Qin-Bo; Chen, Xi; Xu, Chong-Yu; Reinhardt-Imjela, Christian; Schulte, Achim

2014-11-01

In this study, the likelihood functions for uncertainty analysis of hydrological models are compared and improved through the following steps: (1) the equivalent relationship between the Nash-Sutcliffe Efficiency coefficient (NSE) and the likelihood function with Gaussian independent and identically distributed residuals is proved; (2) a new estimation method of the Box-Cox transformation (BC) parameter is developed to improve the effective elimination of the heteroscedasticity of model residuals; and (3) three likelihood functions-NSE, Generalized Error Distribution with BC (BC-GED) and Skew Generalized Error Distribution with BC (BC-SGED)-are applied for SWAT-WB-VSA (Soil and Water Assessment Tool - Water Balance - Variable Source Area) model calibration in the Baocun watershed, Eastern China. Performances of calibrated models are compared using the observed river discharges and groundwater levels. The result shows that the minimum variance constraint can effectively estimate the BC parameter. The form of the likelihood function significantly impacts on the calibrated parameters and the simulated results of high and low flow components. SWAT-WB-VSA with the NSE approach simulates flood well, but baseflow badly owing to the assumption of Gaussian error distribution, where the probability of the large error is low, but the small error around zero approximates equiprobability. By contrast, SWAT-WB-VSA with the BC-GED or BC-SGED approach mimics baseflow well, which is proved in the groundwater level simulation. The assumption of skewness of the error distribution may be unnecessary, because all the results of the BC-SGED approach are nearly the same as those of the BC-GED approach.

On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.

VizieR Online Data Catalog: V and R CCD photometry of visual binaries (Abad+, 2004)

NASA Astrophysics Data System (ADS)

Abad, C.; Docobo, J. A.; Lanchares, V.; Lahulla, J. F.; Abelleira, P.; Blanco, J.; Alvarez, C.

2003-11-01

Table 1 gives relevant data for the visual binaries observed. Observations were carried out over a short period of time, therefore we assign the mean epoch (1998.58) for the totality of data. Data of individual stars are presented as average data with errors, by parameter, when various observations have been calculated, as well as the number of observations involved. Errors corresponding to astrometric relative positions between components are always present. For single observations, parameter fitting errors, specially for dx and dy parameters, have been calculated analysing the chi2 test around the minimum. Following the rules for error propagation, theta and rho errors can be estimated. Then, Table 1 shows single observation errors with an additional significant digit. When a star does not have known references, we include it in Table 2, where J2000 position and magnitudes are from the USNO-A2.0 catalogue (Monet et al., 1998, Cat. ). (2 data files).