On robust parameter estimation in brain-computer interfacing

NASA Astrophysics Data System (ADS)

Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert

2017-12-01

Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.

Estimation of discontinuous coefficients in parabolic systems: Applications to reservoir simulation

NASA Technical Reports Server (NTRS)

Lamm, P. D.

1984-01-01

Spline based techniques for estimating spatially varying parameters that appear in parabolic distributed systems (typical of those found in reservoir simulation problems) are presented. The problem of determining discontinuous coefficients, estimating both the functional shape and points of discontinuity for such parameters is discussed. Convergence results and a summary of numerical performance of the resulting algorithms are given.

Estimation of parameters in rational reaction rates of molecular biological systems via weighted least squares

NASA Astrophysics Data System (ADS)

Wu, Fang-Xiang; Mu, Lei; Shi, Zhong-Ke

2010-01-01

The models of gene regulatory networks are often derived from statistical thermodynamics principle or Michaelis-Menten kinetics equation. As a result, the models contain rational reaction rates which are nonlinear in both parameters and states. It is challenging to estimate parameters nonlinear in a model although there have been many traditional nonlinear parameter estimation methods such as Gauss-Newton iteration method and its variants. In this article, we develop a two-step method to estimate the parameters in rational reaction rates of gene regulatory networks via weighted linear least squares. This method takes the special structure of rational reaction rates into consideration. That is, in the rational reaction rates, the numerator and the denominator are linear in parameters. By designing a special weight matrix for the linear least squares, parameters in the numerator and the denominator can be estimated by solving two linear least squares problems. The main advantage of the developed method is that it can produce the analytical solutions to the estimation of parameters in rational reaction rates which originally is nonlinear parameter estimation problem. The developed method is applied to a couple of gene regulatory networks. The simulation results show the superior performance over Gauss-Newton method.

Estimation of Saxophone Control Parameters by Convex Optimization.

PubMed

Wang, Cheng-I; Smyth, Tamara; Lipton, Zachary C

2014-12-01

In this work, an approach to jointly estimating the tone hole configuration (fingering) and reed model parameters of a saxophone is presented. The problem isn't one of merely estimating pitch as one applied fingering can be used to produce several different pitches by bugling or overblowing. Nor can a fingering be estimated solely by the spectral envelope of the produced sound (as it might for estimation of vocal tract shape in speech) since one fingering can produce markedly different spectral envelopes depending on the player's embouchure and control of the reed. The problem is therefore addressed by jointly estimating both the reed (source) parameters and the fingering (filter) of a saxophone model using convex optimization and 1) a bank of filter frequency responses derived from measurement of the saxophone configured with all possible fingerings and 2) sample recordings of notes produced using all possible fingerings, played with different overblowing, dynamics and timbre. The saxophone model couples one of several possible frequency response pairs (corresponding to the applied fingering), and a quasi-static reed model generating input pressure at the mouthpiece, with control parameters being blowing pressure and reed stiffness. Applied fingering and reed parameters are estimated for a given recording by formalizing a minimization problem, where the cost function is the error between the recording and the synthesized sound produced by the model having incremental parameter values for blowing pressure and reed stiffness. The minimization problem is nonlinear and not differentiable and is made solvable using convex optimization. The performance of the fingering identification is evaluated with better accuracy than previous reported value.

Bayesian parameter estimation in spectral quantitative photoacoustic tomography

NASA Astrophysics Data System (ADS)

Pulkkinen, Aki; Cox, Ben T.; Arridge, Simon R.; Kaipio, Jari P.; Tarvainen, Tanja

2016-03-01

Photoacoustic tomography (PAT) is an imaging technique combining strong contrast of optical imaging to high spatial resolution of ultrasound imaging. These strengths are achieved via photoacoustic effect, where a spatial absorption of light pulse is converted into a measurable propagating ultrasound wave. The method is seen as a potential tool for small animal imaging, pre-clinical investigations, study of blood vessels and vasculature, as well as for cancer imaging. The goal in PAT is to form an image of the absorbed optical energy density field via acoustic inverse problem approaches from the measured ultrasound data. Quantitative PAT (QPAT) proceeds from these images and forms quantitative estimates of the optical properties of the target. This optical inverse problem of QPAT is illposed. To alleviate the issue, spectral QPAT (SQPAT) utilizes PAT data formed at multiple optical wavelengths simultaneously with optical parameter models of tissue to form quantitative estimates of the parameters of interest. In this work, the inverse problem of SQPAT is investigated. Light propagation is modelled using the diffusion equation. Optical absorption is described with chromophore concentration weighted sum of known chromophore absorption spectra. Scattering is described by Mie scattering theory with an exponential power law. In the inverse problem, the spatially varying unknown parameters of interest are the chromophore concentrations, the Mie scattering parameters (power law factor and the exponent), and Gruneisen parameter. The inverse problem is approached with a Bayesian method. It is numerically demonstrated, that estimation of all parameters of interest is possible with the approach.

An investigation of using an RQP based method to calculate parameter sensitivity derivatives

NASA Technical Reports Server (NTRS)

Beltracchi, Todd J.; Gabriele, Gary A.

1989-01-01

Estimation of the sensitivity of problem functions with respect to problem variables forms the basis for many of our modern day algorithms for engineering optimization. The most common application of problem sensitivities has been in the calculation of objective function and constraint partial derivatives for determining search directions and optimality conditions. A second form of sensitivity analysis, parameter sensitivity, has also become an important topic in recent years. By parameter sensitivity, researchers refer to the estimation of changes in the modeling functions and current design point due to small changes in the fixed parameters of the formulation. Methods for calculating these derivatives have been proposed by several authors (Armacost and Fiacco 1974, Sobieski et al 1981, Schmit and Chang 1984, and Vanderplaats and Yoshida 1985). Two drawbacks to estimating parameter sensitivities by current methods have been: (1) the need for second order information about the Lagrangian at the current point, and (2) the estimates assume no change in the active set of constraints. The first of these two problems is addressed here and a new algorithm is proposed that does not require explicit calculation of second order information.

Estimation of nonlinear pilot model parameters including time delay.

NASA Technical Reports Server (NTRS)

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

1972-01-01

Investigation of the feasibility of using a Kalman filter estimator for the identification of unknown parameters in nonlinear dynamic systems with a time delay. The problem considered is the application of estimation theory to determine the parameters of a family of pilot models containing delayed states. In particular, the pilot-plant dynamics are described by differential-difference equations of the retarded type. The pilot delay, included as one of the unknown parameters to be determined, is kept in pure form as opposed to the Pade approximations generally used for these systems. Problem areas associated with processing real pilot response data are included in the discussion.

Combined Parameter and State Estimation Problem in a Complex Domain: RF Hyperthermia Treatment Using Nanoparticles

NASA Astrophysics Data System (ADS)

Bermeo Varon, L. A.; Orlande, H. R. B.; Eliçabe, G. E.

2016-09-01

The particle filter methods have been widely used to solve inverse problems with sequential Bayesian inference in dynamic models, simultaneously estimating sequential state variables and fixed model parameters. This methods are an approximation of sequences of probability distributions of interest, that using a large set of random samples, with presence uncertainties in the model, measurements and parameters. In this paper the main focus is the solution combined parameters and state estimation in the radiofrequency hyperthermia with nanoparticles in a complex domain. This domain contains different tissues like muscle, pancreas, lungs, small intestine and a tumor which is loaded iron oxide nanoparticles. The results indicated that excellent agreements between estimated and exact value are obtained.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

A Modified Penalty Parameter Approach for Optimal Estimation of UH with Simultaneous Estimation of Infiltration Parameters

NASA Astrophysics Data System (ADS)

Bhattacharjya, Rajib Kumar

2018-05-01

The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.

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.

Image informative maps for component-wise estimating parameters of signal-dependent noise

NASA Astrophysics Data System (ADS)

Uss, Mykhail L.; Vozel, Benoit; Lukin, Vladimir V.; Chehdi, Kacem

2013-01-01

We deal with the problem of blind parameter estimation of signal-dependent noise from mono-component image data. Multispectral or color images can be processed in a component-wise manner. The main results obtained rest on the assumption that the image texture and noise parameters estimation problems are interdependent. A two-dimensional fractal Brownian motion (fBm) model is used for locally describing image texture. A polynomial model is assumed for the purpose of describing the signal-dependent noise variance dependence on image intensity. Using the maximum likelihood approach, estimates of both fBm-model and noise parameters are obtained. It is demonstrated that Fisher information (FI) on noise parameters contained in an image is distributed nonuniformly over intensity coordinates (an image intensity range). It is also shown how to find the most informative intensities and the corresponding image areas for a given noisy image. The proposed estimator benefits from these detected areas to improve the estimation accuracy of signal-dependent noise parameters. Finally, the potential estimation accuracy (Cramér-Rao Lower Bound, or CRLB) of noise parameters is derived, providing confidence intervals of these estimates for a given image. In the experiment, the proposed and existing state-of-the-art noise variance estimators are compared for a large image database using CRLB-based statistical efficiency criteria.

Parameter estimation in nonlinear distributed systems - Approximation theory and convergence results

NASA Technical Reports Server (NTRS)

Banks, H. T.; Reich, Simeon; Rosen, I. G.

1988-01-01

An abstract approximation framework and convergence theory is described for Galerkin approximations applied to inverse problems involving nonlinear distributed parameter systems. Parameter estimation problems are considered and formulated as the minimization of a least-squares-like performance index over a compact admissible parameter set subject to state constraints given by an inhomogeneous nonlinear distributed system. The theory applies to systems whose dynamics can be described by either time-independent or nonstationary strongly maximal monotonic operators defined on a reflexive Banach space which is densely and continuously embedded in a Hilbert space. It is demonstrated that if readily verifiable conditions on the system's dependence on the unknown parameters are satisfied, and the usual Galerkin approximation assumption holds, then solutions to the approximating problems exist and approximate a solution to the original infinite-dimensional identification problem.

Parameter Estimation for Geoscience Applications Using a Measure-Theoretic Approach

NASA Astrophysics Data System (ADS)

Dawson, C.; Butler, T.; Mattis, S. A.; Graham, L.; Westerink, J. J.; Vesselinov, V. V.; Estep, D.

2016-12-01

Effective modeling of complex physical systems arising in the geosciences is dependent on knowing parameters which are often difficult or impossible to measure in situ. In this talk we focus on two such problems, estimating parameters for groundwater flow and contaminant transport, and estimating parameters within a coastal ocean model. The approach we will describe, proposed by collaborators D. Estep, T. Butler and others, is based on a novel stochastic inversion technique based on measure theory. In this approach, given a probability space on certain observable quantities of interest, one searches for the sets of highest probability in parameter space which give rise to these observables. When viewed as mappings between sets, the stochastic inversion problem is well-posed in certain settings, but there are computational challenges related to the set construction. We will focus the talk on estimating scalar parameters and fields in a contaminant transport setting, and in estimating bottom friction in a complicated near-shore coastal application.

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.

Estimation of some transducer parameters in a broadband piezoelectric transmitter by using an artificial intelligence technique.

PubMed

Ruíz, A; Ramos, A; San Emeterio, J L

2004-04-01

An estimation procedure to efficiently find approximate values of internal parameters in ultrasonic transducers intended for broadband operation would be a valuable tool to discover internal construction data. This information is necessary in the modelling and simulation of acoustic and electrical behaviour related to ultrasonic systems containing commercial transducers. There is not a general solution for this generic problem of parameter estimation in the case of broadband piezoelectric probes. In this paper, this general problem is briefly analysed for broadband conditions. The viability of application in this field of an artificial intelligence technique supported on the modelling of the transducer internal components is studied. A genetic algorithm (GA) procedure is presented and applied to the estimation of different parameters, related to two transducers which are working as pulsed transmitters. The efficiency of this GA technique is studied, considering the influence of the number and variation range of the estimated parameters. Estimation results are experimentally ratified.

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

NASA Technical Reports Server (NTRS)

Murphy, Patrick Charles

1985-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Asymptotic Analysis Of The Total Least Squares ESPRIT Algorithm'

NASA Astrophysics Data System (ADS)

Ottersten, B. E.; Viberg, M.; Kailath, T.

1989-11-01

This paper considers the problem of estimating the parameters of multiple narrowband signals arriving at an array of sensors. Modern approaches to this problem often involve costly procedures for calculating the estimates. The ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) algorithm was recently proposed as a means for obtaining accurate estimates without requiring a costly search of the parameter space. This method utilizes an array invariance to arrive at a computationally efficient multidimensional estimation procedure. Herein, the asymptotic distribution of the estimation error is derived for the Total Least Squares (TLS) version of ESPRIT. The Cramer-Rao Bound (CRB) for the ESPRIT problem formulation is also derived and found to coincide with the variance of the asymptotic distribution through numerical examples. The method is also compared to least squares ESPRIT and MUSIC as well as to the CRB for a calibrated array. Simulations indicate that the theoretic expressions can be used to accurately predict the performance of the algorithm.

Parameter estimation in astronomy through application of the likelihood ratio. [satellite data analysis techniques

NASA Technical Reports Server (NTRS)

Cash, W.

1979-01-01

Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.

Estimation of Item Response Theory Parameters in the Presence of Missing Data

ERIC Educational Resources Information Center

Finch, Holmes

2008-01-01

Missing data are a common problem in a variety of measurement settings, including responses to items on both cognitive and affective assessments. Researchers have shown that such missing data may create problems in the estimation of item difficulty parameters in the Item Response Theory (IRT) context, particularly if they are ignored. At the same…

Estimation of coefficients and boundary parameters in hyperbolic systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Murphy, K. A.

1984-01-01

Semi-discrete Galerkin approximation schemes are considered in connection with inverse problems for the estimation of spatially varying coefficients and boundary condition parameters in second order hyperbolic systems typical of those arising in 1-D surface seismic problems. Spline based algorithms are proposed for which theoretical convergence results along with a representative sample of numerical findings are given.

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.

libSRES: a C library for stochastic ranking evolution strategy for parameter estimation.

PubMed

Ji, Xinglai; Xu, Ying

2006-01-01

Estimation of kinetic parameters in a biochemical pathway or network represents a common problem in systems studies of biological processes. We have implemented a C library, named libSRES, to facilitate a fast implementation of computer software for study of non-linear biochemical pathways. This library implements a (mu, lambda)-ES evolutionary optimization algorithm that uses stochastic ranking as the constraint handling technique. Considering the amount of computing time it might require to solve a parameter-estimation problem, an MPI version of libSRES is provided for parallel implementation, as well as a simple user interface. libSRES is freely available and could be used directly in any C program as a library function. We have extensively tested the performance of libSRES on various pathway parameter-estimation problems and found its performance to be satisfactory. The source code (in C) is free for academic users at http://csbl.bmb.uga.edu/~jix/science/libSRES/

Two-dimensional advective transport in ground-water flow parameter estimation

USGS Publications Warehouse

Anderman, E.R.; Hill, M.C.; Poeter, E.P.

1996-01-01

Nonlinear regression is useful in ground-water flow parameter estimation, but problems of parameter insensitivity and correlation often exist given commonly available hydraulic-head and head-dependent flow (for example, stream and lake gain or loss) observations. To address this problem, advective-transport observations are added to the ground-water flow, parameter-estimation model MODFLOWP using particle-tracking methods. The resulting model is used to investigate the importance of advective-transport observations relative to head-dependent flow observations when either or both are used in conjunction with hydraulic-head observations in a simulation of the sewage-discharge plume at Otis Air Force Base, Cape Cod, Massachusetts, USA. The analysis procedure for evaluating the probable effect of new observations on the regression results consists of two steps: (1) parameter sensitivities and correlations calculated at initial parameter values are used to assess the model parameterization and expected relative contributions of different types of observations to the regression; and (2) optimal parameter values are estimated by nonlinear regression and evaluated. In the Cape Cod parameter-estimation model, advective-transport observations did not significantly increase the overall parameter sensitivity; however: (1) inclusion of advective-transport observations decreased parameter correlation enough for more unique parameter values to be estimated by the regression; (2) realistic uncertainties in advective-transport observations had a small effect on parameter estimates relative to the precision with which the parameters were estimated; and (3) the regression results and sensitivity analysis provided insight into the dynamics of the ground-water flow system, especially the importance of accurate boundary conditions. In this work, advective-transport observations improved the calibration of the model and the estimation of ground-water flow parameters, and use of regression and related techniques produced significant insight into the physical system.

Dynamic modelling and parameter estimation of a hydraulic robot manipulator using a multi-objective genetic algorithm

NASA Astrophysics Data System (ADS)

Montazeri, A.; West, C.; Monk, S. D.; Taylor, C. J.

2017-04-01

This paper concerns the problem of dynamic modelling and parameter estimation for a seven degree of freedom hydraulic manipulator. The laboratory example is a dual-manipulator mobile robotic platform used for research into nuclear decommissioning. In contrast to earlier control model-orientated research using the same machine, the paper develops a nonlinear, mechanistic simulation model that can subsequently be used to investigate physically meaningful disturbances. The second contribution is to optimise the parameters of the new model, i.e. to determine reliable estimates of the physical parameters of a complex robotic arm which are not known in advance. To address the nonlinear and non-convex nature of the problem, the research relies on the multi-objectivisation of an output error single-performance index. The developed algorithm utilises a multi-objective genetic algorithm (GA) in order to find a proper solution. The performance of the model and the GA is evaluated using both simulated (i.e. with a known set of 'true' parameters) and experimental data. Both simulation and experimental results show that multi-objectivisation has improved convergence of the estimated parameters compared to the single-objective output error problem formulation. This is achieved by integrating the validation phase inside the algorithm implicitly and exploiting the inherent structure of the multi-objective GA for this specific system identification problem.

Estimation of delays and other parameters in nonlinear functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Lamm, P. K. D.

1983-01-01

A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

The design of nonlinear observers for wind turbine dynamic state and parameter estimation

NASA Astrophysics Data System (ADS)

Ritter, B.; Schild, A.; Feldt, M.; Konigorski, U.

2016-09-01

This contribution addresses the dynamic state and parameter estimation problem which arises with more advanced wind turbine controllers. These control devices need precise information about the system's current state to outperform conventional industrial controllers effectively. First, the necessity of a profound scientific treatment on nonlinear observers for wind turbine application is highlighted. Secondly, the full estimation problem is introduced and the variety of nonlinear filters is discussed. Finally, a tailored observer architecture is proposed and estimation results of an illustrative application example from a complex simulation set-up are presented.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

NASA Astrophysics Data System (ADS)

Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

2016-06-01

We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

On Complete Control and Synchronization of Zhang Chaotic System with Uncertain Parameters using Adaptive Control Method

NASA Astrophysics Data System (ADS)

Tirandaz, Hamed

2018-03-01

Chaos control and synchronization of chaotic systems is seemingly a challenging problem and has got a lot of attention in recent years due to its numerous applications in science and industry. This paper concentrates on the control and synchronization problem of the three-dimensional (3D) Zhang chaotic system. At first, an adaptive control law and a parameter estimation law are achieved for controlling the behavior of the Zhang chaotic system. Then, non-identical synchronization of Zhang chaotic system is provided with considering the Lü chaotic system as the follower system. The synchronization problem and parameters identification are achieved by introducing an adaptive control law and a parameters estimation law. Stability analysis of the proposed method is proved by the Lyapanov stability theorem. In addition, the convergence of the estimated parameters to their truly unknown values are evaluated. Finally, some numerical simulations are carried out to illustrate and to validate the effectiveness of the suggested method.

New fast least-squares algorithm for estimating the best-fitting parameters due to simple geometric-structures from gravity anomalies.

PubMed

Essa, Khalid S

2014-01-01

A new fast least-squares method is developed to estimate the shape factor (q-parameter) of a buried structure using normalized residual anomalies obtained from gravity data. The problem of shape factor estimation is transformed into a problem of finding a solution of a non-linear equation of the form f(q) = 0 by defining the anomaly value at the origin and at different points on the profile (N-value). Procedures are also formulated to estimate the depth (z-parameter) and the amplitude coefficient (A-parameter) of the buried structure. The method is simple and rapid for estimating parameters that produced gravity anomalies. This technique is used for a class of geometrically simple anomalous bodies, including the semi-infinite vertical cylinder, the infinitely long horizontal cylinder, and the sphere. The technique is tested and verified on theoretical models with and without random errors. It is also successfully applied to real data sets from Senegal and India, and the inverted-parameters are in good agreement with the known actual values.

New fast least-squares algorithm for estimating the best-fitting parameters due to simple geometric-structures from gravity anomalies

PubMed Central

Essa, Khalid S.

2013-01-01

A new fast least-squares method is developed to estimate the shape factor (q-parameter) of a buried structure using normalized residual anomalies obtained from gravity data. The problem of shape factor estimation is transformed into a problem of finding a solution of a non-linear equation of the form f(q) = 0 by defining the anomaly value at the origin and at different points on the profile (N-value). Procedures are also formulated to estimate the depth (z-parameter) and the amplitude coefficient (A-parameter) of the buried structure. The method is simple and rapid for estimating parameters that produced gravity anomalies. This technique is used for a class of geometrically simple anomalous bodies, including the semi-infinite vertical cylinder, the infinitely long horizontal cylinder, and the sphere. The technique is tested and verified on theoretical models with and without random errors. It is also successfully applied to real data sets from Senegal and India, and the inverted-parameters are in good agreement with the known actual values. PMID:25685472

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

PubMed

Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

2014-05-01

In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems. Ph.D. Thesis - George Washington Univ., Apr. 1985

NASA Technical Reports Server (NTRS)

Murphy, P. C.

1986-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

A Self-Organizing State-Space-Model Approach for Parameter Estimation in Hodgkin-Huxley-Type Models of Single Neurons

PubMed Central

Vavoulis, Dimitrios V.; Straub, Volko A.; Aston, John A. D.; Feng, Jianfeng

2012-01-01

Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm), often in combination with a local search method (such as gradient descent) in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a potentially useful tool in the construction of biophysical neuron models. PMID:22396632

Multiparameter Estimation in Networked Quantum Sensors

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Estimation of Dynamical Parameters in Atmospheric Data Sets

NASA Technical Reports Server (NTRS)

Wenig, Mark O.

2004-01-01

In this study a new technique is used to derive dynamical parameters out of atmospheric data sets. This technique, called the structure tensor technique, can be used to estimate dynamical parameters such as motion, source strengths, diffusion constants or exponential decay rates. A general mathematical framework was developed for the direct estimation of the physical parameters that govern the underlying processes from image sequences. This estimation technique can be adapted to the specific physical problem under investigation, so it can be used in a variety of applications in trace gas, aerosol, and cloud remote sensing. The fundamental algorithm will be extended to the analysis of multi- channel (e.g. multi trace gas) image sequences and to provide solutions to the extended aperture problem. In this study sensitivity studies have been performed to determine the usability of this technique for data sets with different resolution in time and space and different dimensions.

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

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.

Half-blind remote sensing image restoration with partly unknown degradation

NASA Astrophysics Data System (ADS)

Xie, Meihua; Yan, Fengxia

2017-01-01

The problem of image restoration has been extensively studied for its practical importance and theoretical interest. This paper mainly discusses the problem of image restoration with partly unknown kernel. In this model, the degraded kernel function is known but its parameters are unknown. With this model, we should estimate the parameters in Gaussian kernel and the real image simultaneity. For this new problem, a total variation restoration model is put out and an intersect direction iteration algorithm is designed. Peak Signal to Noise Ratio (PSNR) and Structural Similarity Index Measurement (SSIM) are used to measure the performance of the method. Numerical results show that we can estimate the parameters in kernel accurately, and the new method has both much higher PSNR and much higher SSIM than the expectation maximization (EM) method in many cases. In addition, the accuracy of estimation is not sensitive to noise. Furthermore, even though the support of the kernel is unknown, we can also use this method to get accurate estimation.

User's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation

NASA Technical Reports Server (NTRS)

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

1980-01-01

A user's manual for the FORTRAN IV computer program MMLE3 is described. It is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The theory and use of the program is described. The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program.

Computational methods for estimation of parameters in hyperbolic systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.; Murphy, K. A.

1983-01-01

Approximation techniques for estimating spatially varying coefficients and unknown boundary parameters in second order hyperbolic systems are discussed. Methods for state approximation (cubic splines, tau-Legendre) and approximation of function space parameters (interpolatory splines) are outlined and numerical findings for use of the resulting schemes in model "one dimensional seismic inversion' problems are summarized.

Dual ant colony operational modal analysis parameter estimation method

NASA Astrophysics Data System (ADS)

Sitarz, Piotr; Powałka, Bartosz

2018-01-01

Operational Modal Analysis (OMA) is a common technique used to examine the dynamic properties of a system. Contrary to experimental modal analysis, the input signal is generated in object ambient environment. Operational modal analysis mainly aims at determining the number of pole pairs and at estimating modal parameters. Many methods are used for parameter identification. Some methods operate in time while others in frequency domain. The former use correlation functions, the latter - spectral density functions. However, while some methods require the user to select poles from a stabilisation diagram, others try to automate the selection process. Dual ant colony operational modal analysis parameter estimation method (DAC-OMA) presents a new approach to the problem, avoiding issues involved in the stabilisation diagram. The presented algorithm is fully automated. It uses deterministic methods to define the interval of estimated parameters, thus reducing the problem to optimisation task which is conducted with dedicated software based on ant colony optimisation algorithm. The combination of deterministic methods restricting parameter intervals and artificial intelligence yields very good results, also for closely spaced modes and significantly varied mode shapes within one measurement point.

Handling the unknown soil hydraulic parameters in data assimilation for unsaturated flow problems

NASA Astrophysics Data System (ADS)

Lange, Natascha; Erdal, Daniel; Neuweiler, Insa

2017-04-01

Model predictions of flow in the unsaturated zone require the soil hydraulic parameters. However, these parameters cannot be determined easily in applications, in particular if observations are indirect and cover only a small range of possible states. Correlation of parameters or their correlation in the range of states that are observed is a problem, as different parameter combinations may reproduce approximately the same measured water content. In field campaigns this problem can be helped by adding more measurement devices. Often, observation networks are designed to feed models for long term prediction purposes (i.e. for weather forecasting). A popular way of making predictions with such kind of observations are data assimilation methods, like the ensemble Kalman filter (Evensen, 1994). These methods can be used for parameter estimation if the unknown parameters are included in the state vector and updated along with the model states. Given the difficulties related to estimation of the soil hydraulic parameters in general, it is questionable, though, whether these methods can really be used for parameter estimation under natural conditions. Therefore, we investigate the ability of the ensemble Kalman filter to estimate the soil hydraulic parameters. We use synthetic identical twin-experiments to guarantee full knowledge of the model and the true parameters. We use the van Genuchten model to describe the soil water retention and relative permeability functions. This model is unfortunately prone to the above mentioned pseudo-correlations of parameters. Therefore, we also test the simpler Russo Gardner model, which is less affected by that problem, in our experiments. The total number of unknown parameters is varied by considering different layers of soil. Besides, we study the influence of the parameter updates on the water content predictions. We test different iterative filter approaches and compare different observation strategies for parameter identification. Considering heterogeneous soils, we discuss the representativeness of different observation types to be used for the assimilation. G. Evensen. Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. Journal of Geophysical Research: Oceans, 99(C5):10143-10162, 1994

Parameter identification for nonlinear aerodynamic systems

NASA Technical Reports Server (NTRS)

Pearson, Allan E.

1990-01-01

Parameter identification for nonlinear aerodynamic systems is examined. It is presumed that the underlying model can be arranged into an input/output (I/O) differential operator equation of a generic form. The algorithm estimation is especially efficient since the equation error can be integrated exactly given any I/O pair to obtain an algebraic function of the parameters. The algorithm for parameter identification was extended to the order determination problem for linear differential system. The degeneracy in a least squares estimate caused by feedback was addressed. A method of frequency analysis for determining the transfer function G(j omega) from transient I/O data was formulated using complex valued Fourier based modulating functions in contrast with the trigonometric modulating functions for the parameter estimation problem. A simulation result of applying the algorithm is given under noise-free conditions for a system with a low pass transfer function.

Inversion for Refractivity Parameters Using a Dynamic Adaptive Cuckoo Search with Crossover Operator Algorithm

PubMed Central

Zhang, Zhihua; Sheng, Zheng; Shi, Hanqing; Fan, Zhiqiang

2016-01-01

Using the RFC technique to estimate refractivity parameters is a complex nonlinear optimization problem. In this paper, an improved cuckoo search (CS) algorithm is proposed to deal with this problem. To enhance the performance of the CS algorithm, a parameter dynamic adaptive operation and crossover operation were integrated into the standard CS (DACS-CO). Rechenberg's 1/5 criteria combined with learning factor were used to control the parameter dynamic adaptive adjusting process. The crossover operation of genetic algorithm was utilized to guarantee the population diversity. The new hybrid algorithm has better local search ability and contributes to superior performance. To verify the ability of the DACS-CO algorithm to estimate atmospheric refractivity parameters, the simulation data and real radar clutter data are both implemented. The numerical experiments demonstrate that the DACS-CO algorithm can provide an effective method for near-real-time estimation of the atmospheric refractivity profile from radar clutter. PMID:27212938

Parameters Estimation For A Patellofemoral Joint Of A Human Knee Using A Vector Method

NASA Astrophysics Data System (ADS)

Ciszkiewicz, A.; Knapczyk, J.

2015-08-01

Position and displacement analysis of a spherical model of a human knee joint using the vector method was presented. Sensitivity analysis and parameter estimation were performed using the evolutionary algorithm method. Computer simulations for the mechanism with estimated parameters proved the effectiveness of the prepared software. The method itself can be useful when solving problems concerning the displacement and loads analysis in the knee joint.

Approximation techniques for parameter estimation and feedback control for distributed models of large flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Rosen, I. G.

1984-01-01

Approximation ideas are discussed that can be used in parameter estimation and feedback control for Euler-Bernoulli models of elastic systems. Focusing on parameter estimation problems, ways by which one can obtain convergence results for cubic spline based schemes for hybrid models involving an elastic cantilevered beam with tip mass and base acceleration are outlined. Sample numerical findings are also presented.

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

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.

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.

Sequential ensemble-based optimal design for parameter estimation: SEQUENTIAL ENSEMBLE-BASED OPTIMAL DESIGN

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

Man, Jun; Zhang, Jiangjiang; Li, Weixuan

2016-10-01

The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees ofmore » freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. The effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.« less

Doubly robust nonparametric inference on the average treatment effect.

PubMed

Benkeser, D; Carone, M; Laan, M J Van Der; Gilbert, P B

2017-12-01

Doubly robust estimators are widely used to draw inference about the average effect of a treatment. Such estimators are consistent for the effect of interest if either one of two nuisance parameters is consistently estimated. However, if flexible, data-adaptive estimators of these nuisance parameters are used, double robustness does not readily extend to inference. We present a general theoretical study of the behaviour of doubly robust estimators of an average treatment effect when one of the nuisance parameters is inconsistently estimated. We contrast different methods for constructing such estimators and investigate the extent to which they may be modified to also allow doubly robust inference. We find that while targeted minimum loss-based estimation can be used to solve this problem very naturally, common alternative frameworks appear to be inappropriate for this purpose. We provide a theoretical study and a numerical evaluation of the alternatives considered. Our simulations highlight the need for and usefulness of these approaches in practice, while our theoretical developments have broad implications for the construction of estimators that permit doubly robust inference in other problems.

A Bayesian approach to the modelling of α Cen A

NASA Astrophysics Data System (ADS)

Bazot, M.; Bourguignon, S.; Christensen-Dalsgaard, J.

2012-12-01

Determining the physical characteristics of a star is an inverse problem consisting of estimating the parameters of models for the stellar structure and evolution, and knowing certain observable quantities. We use a Bayesian approach to solve this problem for α Cen A, which allows us to incorporate prior information on the parameters to be estimated, in order to better constrain the problem. Our strategy is based on the use of a Markov chain Monte Carlo (MCMC) algorithm to estimate the posterior probability densities of the stellar parameters: mass, age, initial chemical composition, etc. We use the stellar evolutionary code ASTEC to model the star. To constrain this model both seismic and non-seismic observations were considered. Several different strategies were tested to fit these values, using either two free parameters or five free parameters in ASTEC. We are thus able to show evidence that MCMC methods become efficient with respect to more classical grid-based strategies when the number of parameters increases. The results of our MCMC algorithm allow us to derive estimates for the stellar parameters and robust uncertainties thanks to the statistical analysis of the posterior probability densities. We are also able to compute odds for the presence of a convective core in α Cen A. When using core-sensitive seismic observational constraints, these can rise above ˜40 per cent. The comparison of results to previous studies also indicates that these seismic constraints are of critical importance for our knowledge of the structure of this star.

Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution

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

Kane, V.E.

1982-01-01

A class of goodness-of-fit estimators is found to provide a useful alternative in certain situations to the standard maximum likelihood method which has some undesirable estimation characteristics for estimation from the three-parameter lognormal distribution. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Filliben tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Robustness of the procedures are examined and example data sets analyzed.

A Galerkin method for the estimation of parameters in hybrid systems governing the vibration of flexible beams with tip bodies

NASA Technical Reports Server (NTRS)

Banks, H. T.; Rosen, I. G.

1985-01-01

An approximation scheme is developed for the identification of hybrid systems describing the transverse vibrations of flexible beams with attached tip bodies. In particular, problems involving the estimation of functional parameters are considered. The identification problem is formulated as a least squares fit to data subject to the coupled system of partial and ordinary differential equations describing the transverse displacement of the beam and the motion of the tip bodies respectively. A cubic spline-based Galerkin method applied to the state equations in weak form and the discretization of the admissible parameter space yield a sequence of approximating finite dimensional identification problems. It is shown that each of the approximating problems admits a solution and that from the resulting sequence of optimal solutions a convergent subsequence can be extracted, the limit of which is a solution to the original identification problem. The approximating identification problems can be solved using standard techniques and readily available software.

Multiparameter Estimation in Networked Quantum Sensors

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

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

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

Multiparameter Estimation in Networked Quantum Sensors

DOE PAGES

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

2018-02-21

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

On estimating the phase of periodic waveform in additive Gaussian noise, part 2

NASA Astrophysics Data System (ADS)

Rauch, L. L.

1984-11-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

On Estimating the Phase of Periodic Waveform in Additive Gaussian Noise, Part 2

NASA Technical Reports Server (NTRS)

Rauch, L. L.

1984-01-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

Parameter estimation of a pulp digester model with derivative-free optimization strategies

NASA Astrophysics Data System (ADS)

Seiça, João C.; Romanenko, Andrey; Fernandes, Florbela P.; Santos, Lino O.; Fernandes, Natércia C. P.

2017-07-01

The work concerns the parameter estimation in the context of the mechanistic modelling of a pulp digester. The problem is cast as a box bounded nonlinear global optimization problem in order to minimize the mismatch between the model outputs with the experimental data observed at a real pulp and paper plant. MCSFilter and Simulated Annealing global optimization methods were used to solve the optimization problem. While the former took longer to converge to the global minimum, the latter terminated faster at a significantly higher value of the objective function and, thus, failed to find the global solution.

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L. (Inventor); Garg, Sanjay (Inventor)

2013-01-01

A 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. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

Limits of Predictability in Commuting Flows in the Absence of Data for Calibration

PubMed Central

Yang, Yingxiang; Herrera, Carlos; Eagle, Nathan; González, Marta C.

2014-01-01

The estimation of commuting flows at different spatial scales is a fundamental problem for different areas of study. Many current methods rely on parameters requiring calibration from empirical trip volumes. Their values are often not generalizable to cases without calibration data. To solve this problem we develop a statistical expression to calculate commuting trips with a quantitative functional form to estimate the model parameter when empirical trip data is not available. We calculate commuting trip volumes at scales from within a city to an entire country, introducing a scaling parameter α to the recently proposed parameter free radiation model. The model requires only widely available population and facility density distributions. The parameter can be interpreted as the influence of the region scale and the degree of heterogeneity in the facility distribution. We explore in detail the scaling limitations of this problem, namely under which conditions the proposed model can be applied without trip data for calibration. On the other hand, when empirical trip data is available, we show that the proposed model's estimation accuracy is as good as other existing models. We validated the model in different regions in the U.S., then successfully applied it in three different countries. PMID:25012599

Review: Optimization methods for groundwater modeling and management

NASA Astrophysics Data System (ADS)

Yeh, William W.-G.

2015-09-01

Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

A random utility model of delay discounting and its application to people with externalizing psychopathology.

PubMed

Dai, Junyi; Gunn, Rachel L; Gerst, Kyle R; Busemeyer, Jerome R; Finn, Peter R

2016-10-01

Previous studies have demonstrated that working memory capacity plays a central role in delay discounting in people with externalizing psychopathology. These studies used a hyperbolic discounting model, and its single parameter-a measure of delay discounting-was estimated using the standard method of searching for indifference points between intertemporal options. However, there are several problems with this approach. First, the deterministic perspective on delay discounting underlying the indifference point method might be inappropriate. Second, the estimation procedure using the R2 measure often leads to poor model fit. Third, when parameters are estimated using indifference points only, much of the information collected in a delay discounting decision task is wasted. To overcome these problems, this article proposes a random utility model of delay discounting. The proposed model has 2 parameters, 1 for delay discounting and 1 for choice variability. It was fit to choice data obtained from a recently published data set using both maximum-likelihood and Bayesian parameter estimation. As in previous studies, the delay discounting parameter was significantly associated with both externalizing problems and working memory capacity. Furthermore, choice variability was also found to be significantly associated with both variables. This finding suggests that randomness in decisions may be a mechanism by which externalizing problems and low working memory capacity are associated with poor decision making. The random utility model thus has the advantage of disclosing the role of choice variability, which had been masked by the traditional deterministic model. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

A cooperative strategy for parameter estimation in large scale systems biology models.

PubMed

Villaverde, Alejandro F; Egea, Jose A; Banga, Julio R

2012-06-22

Mathematical models play a key role in systems biology: they summarize the currently available knowledge in a way that allows to make experimentally verifiable predictions. Model calibration consists of finding the parameters that give the best fit to a set of experimental data, which entails minimizing a cost function that measures the goodness of this fit. Most mathematical models in systems biology present three characteristics which make this problem very difficult to solve: they are highly non-linear, they have a large number of parameters to be estimated, and the information content of the available experimental data is frequently scarce. Hence, there is a need for global optimization methods capable of solving this problem efficiently. A new approach for parameter estimation of large scale models, called Cooperative Enhanced Scatter Search (CeSS), is presented. Its key feature is the cooperation between different programs ("threads") that run in parallel in different processors. Each thread implements a state of the art metaheuristic, the enhanced Scatter Search algorithm (eSS). Cooperation, meaning information sharing between threads, modifies the systemic properties of the algorithm and allows to speed up performance. Two parameter estimation problems involving models related with the central carbon metabolism of E. coli which include different regulatory levels (metabolic and transcriptional) are used as case studies. The performance and capabilities of the method are also evaluated using benchmark problems of large-scale global optimization, with excellent results. The cooperative CeSS strategy is a general purpose technique that can be applied to any model calibration problem. Its capability has been demonstrated by calibrating two large-scale models of different characteristics, improving the performance of previously existing methods in both cases. The cooperative metaheuristic presented here can be easily extended to incorporate other global and local search solvers and specific structural information for particular classes of problems.

A cooperative strategy for parameter estimation in large scale systems biology models

PubMed Central

2012-01-01

Background Mathematical models play a key role in systems biology: they summarize the currently available knowledge in a way that allows to make experimentally verifiable predictions. Model calibration consists of finding the parameters that give the best fit to a set of experimental data, which entails minimizing a cost function that measures the goodness of this fit. Most mathematical models in systems biology present three characteristics which make this problem very difficult to solve: they are highly non-linear, they have a large number of parameters to be estimated, and the information content of the available experimental data is frequently scarce. Hence, there is a need for global optimization methods capable of solving this problem efficiently. Results A new approach for parameter estimation of large scale models, called Cooperative Enhanced Scatter Search (CeSS), is presented. Its key feature is the cooperation between different programs (“threads”) that run in parallel in different processors. Each thread implements a state of the art metaheuristic, the enhanced Scatter Search algorithm (eSS). Cooperation, meaning information sharing between threads, modifies the systemic properties of the algorithm and allows to speed up performance. Two parameter estimation problems involving models related with the central carbon metabolism of E. coli which include different regulatory levels (metabolic and transcriptional) are used as case studies. The performance and capabilities of the method are also evaluated using benchmark problems of large-scale global optimization, with excellent results. Conclusions The cooperative CeSS strategy is a general purpose technique that can be applied to any model calibration problem. Its capability has been demonstrated by calibrating two large-scale models of different characteristics, improving the performance of previously existing methods in both cases. The cooperative metaheuristic presented here can be easily extended to incorporate other global and local search solvers and specific structural information for particular classes of problems. PMID:22727112

Deep convolutional neural networks for estimating porous material parameters with ultrasound tomography

NASA Astrophysics Data System (ADS)

Lähivaara, Timo; Kärkkäinen, Leo; Huttunen, Janne M. J.; Hesthaven, Jan S.

2018-02-01

We study the feasibility of data based machine learning applied to ultrasound tomography to estimate water-saturated porous material parameters. In this work, the data to train the neural networks is simulated by solving wave propagation in coupled poroviscoelastic-viscoelastic-acoustic media. As the forward model, we consider a high-order discontinuous Galerkin method while deep convolutional neural networks are used to solve the parameter estimation problem. In the numerical experiment, we estimate the material porosity and tortuosity while the remaining parameters which are of less interest are successfully marginalized in the neural networks-based inversion. Computational examples confirms the feasibility and accuracy of this approach.

Establishment of a center of excellence for applied mathematical and statistical research

NASA Technical Reports Server (NTRS)

Woodward, W. A.; Gray, H. L.

1983-01-01

The state of the art was assessed with regards to efforts in support of the crop production estimation problem and alternative generic proportion estimation techniques were investigated. Topics covered include modeling the greeness profile (Badhwarmos model), parameter estimation using mixture models such as CLASSY, and minimum distance estimation as an alternative to maximum likelihood estimation. Approaches to the problem of obtaining proportion estimates when the underlying distributions are asymmetric are examined including the properties of Weibull distribution.

Modern control concepts in hydrology. [parameter identification in adaptive stochastic control approach

NASA Technical Reports Server (NTRS)

Duong, N.; Winn, C. B.; Johnson, G. R.

1975-01-01

Two approaches to an identification problem in hydrology are presented, based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time-invariant or time-dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and confirm the results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Mobile robot motion estimation using Hough transform

NASA Astrophysics Data System (ADS)

Aldoshkin, D. N.; Yamskikh, T. N.; Tsarev, R. Yu

2018-05-01

This paper proposes an algorithm for estimation of mobile robot motion. The geometry of surrounding space is described with range scans (samples of distance measurements) taken by the mobile robot’s range sensors. A similar sample of space geometry in any arbitrary preceding moment of time or the environment map can be used as a reference. The suggested algorithm is invariant to isotropic scaling of samples or map that allows using samples measured in different units and maps made at different scales. The algorithm is based on Hough transform: it maps from measurement space to a straight-line parameters space. In the straight-line parameters, space the problems of estimating rotation, scaling and translation are solved separately breaking down a problem of estimating mobile robot localization into three smaller independent problems. The specific feature of the algorithm presented is its robustness to noise and outliers inherited from Hough transform. The prototype of the system of mobile robot orientation is described.

A Control Variate Method for Probabilistic Performance Assessment. Improved Estimates for Mean Performance Quantities of Interest

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

MacKinnon, Robert J.; Kuhlman, Kristopher L

2016-05-01

We present a method of control variates for calculating improved estimates for mean performance quantities of interest, E(PQI) , computed from Monte Carlo probabilistic simulations. An example of a PQI is the concentration of a contaminant at a particular location in a problem domain computed from simulations of transport in porous media. To simplify the presentation, the method is described in the setting of a one- dimensional elliptical model problem involving a single uncertain parameter represented by a probability distribution. The approach can be easily implemented for more complex problems involving multiple uncertain parameters and in particular for application tomore » probabilistic performance assessment of deep geologic nuclear waste repository systems. Numerical results indicate the method can produce estimates of E(PQI)having superior accuracy on coarser meshes and reduce the required number of simulations needed to achieve an acceptable estimate.« less

Comparison Between Two Methods for Estimating the Vertical Scale of Fluctuation for Modeling Random Geotechnical Problems

NASA Astrophysics Data System (ADS)

Pieczyńska-Kozłowska, Joanna M.

2015-12-01

The design process in geotechnical engineering requires the most accurate mapping of soil. The difficulty lies in the spatial variability of soil parameters, which has been a site of investigation of many researches for many years. This study analyses the soil-modeling problem by suggesting two effective methods of acquiring information for modeling that consists of variability from cone penetration test (CPT). The first method has been used in geotechnical engineering, but the second one has not been associated with geotechnics so far. Both methods are applied to a case study in which the parameters of changes are estimated. The knowledge of the variability of parameters allows in a long term more effective estimation, for example, bearing capacity probability of failure.

Parameter estimation in IMEX-trigonometrically fitted methods for the numerical solution of reaction-diffusion problems

NASA Astrophysics Data System (ADS)

D'Ambrosio, Raffaele; Moccaldi, Martina; Paternoster, Beatrice

2018-05-01

In this paper, an adapted numerical scheme for reaction-diffusion problems generating periodic wavefronts is introduced. Adapted numerical methods for such evolutionary problems are specially tuned to follow prescribed qualitative behaviors of the solutions, making the numerical scheme more accurate and efficient as compared with traditional schemes already known in the literature. Adaptation through the so-called exponential fitting technique leads to methods whose coefficients depend on unknown parameters related to the dynamics and aimed to be numerically computed. Here we propose a strategy for a cheap and accurate estimation of such parameters, which consists essentially in minimizing the leading term of the local truncation error whose expression is provided in a rigorous accuracy analysis. In particular, the presented estimation technique has been applied to a numerical scheme based on combining an adapted finite difference discretization in space with an implicit-explicit time discretization. Numerical experiments confirming the effectiveness of the approach are also provided.

Optimal time points sampling in pathway modelling.

PubMed

Hu, Shiyan

2004-01-01

Modelling cellular dynamics based on experimental data is at the heart of system biology. Considerable progress has been made to dynamic pathway modelling as well as the related parameter estimation. However, few of them gives consideration for the issue of optimal sampling time selection for parameter estimation. Time course experiments in molecular biology rarely produce large and accurate data sets and the experiments involved are usually time consuming and expensive. Therefore, to approximate parameters for models with only few available sampling data is of significant practical value. For signal transduction, the sampling intervals are usually not evenly distributed and are based on heuristics. In the paper, we investigate an approach to guide the process of selecting time points in an optimal way to minimize the variance of parameter estimates. In the method, we first formulate the problem to a nonlinear constrained optimization problem by maximum likelihood estimation. We then modify and apply a quantum-inspired evolutionary algorithm, which combines the advantages of both quantum computing and evolutionary computing, to solve the optimization problem. The new algorithm does not suffer from the morass of selecting good initial values and being stuck into local optimum as usually accompanied with the conventional numerical optimization techniques. The simulation results indicate the soundness of the new method.

Inverse statistical estimation via order statistics: a resolution of the ill-posed inverse problem of PERT scheduling

NASA Astrophysics Data System (ADS)

Pickard, William F.

2004-10-01

The classical PERT inverse statistics problem requires estimation of the mean, \\skew1\\bar{m} , and standard deviation, s, of a unimodal distribution given estimates of its mode, m, and of the smallest, a, and largest, b, values likely to be encountered. After placing the problem in historical perspective and showing that it is ill-posed because it is underdetermined, this paper offers an approach to resolve the ill-posedness: (a) by interpreting a and b modes of order statistic distributions; (b) by requiring also an estimate of the number of samples, N, considered in estimating the set {m, a, b}; and (c) by maximizing a suitable likelihood, having made the traditional assumption that the underlying distribution is beta. Exact formulae relating the four parameters of the beta distribution to {m, a, b, N} and the assumed likelihood function are then used to compute the four underlying parameters of the beta distribution; and from them, \\skew1\\bar{m} and s are computed using exact formulae.

Guaranteed convergence of the Hough transform

NASA Astrophysics Data System (ADS)

Soffer, Menashe; Kiryati, Nahum

1995-01-01

The straight-line Hough Transform using normal parameterization with a continuous voting kernel is considered. It transforms the colinearity detection problem to a problem of finding the global maximum of a two dimensional function above a domain in the parameter space. The principle is similar to robust regression using fixed scale M-estimation. Unlike standard M-estimation procedures the Hough Transform does not rely on a good initial estimate of the line parameters: The global optimization problem is approached by exhaustive search on a grid that is usually as fine as computationally feasible. The global maximum of a general function above a bounded domain cannot be found by a finite number of function evaluations. Only if sufficient a-priori knowledge about the smoothness of the objective function is available, convergence to the global maximum can be guaranteed. The extraction of a-priori information and its efficient use are the main challenges in real global optimization problems. The global optimization problem in the Hough Transform is essentially how fine should the parameter space quantization be in order not to miss the true maximum. More than thirty years after Hough patented the basic algorithm, the problem is still essentially open. In this paper an attempt is made to identify a-priori information on the smoothness of the objective (Hough) function and to introduce sufficient conditions for the convergence of the Hough Transform to the global maximum. An image model with several application dependent parameters is defined. Edge point location errors as well as background noise are accounted for. Minimal parameter space quantization intervals that guarantee convergence are obtained. Focusing policies for multi-resolution Hough algorithms are developed. Theoretical support for bottom- up processing is provided. Due to the randomness of errors and noise, convergence guarantees are probabilistic.

A Systematic Approach to Sensor Selection for Aircraft Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2009-01-01

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

An improved method for nonlinear parameter estimation: a case study of the Rössler model

NASA Astrophysics Data System (ADS)

He, Wen-Ping; Wang, Liu; Jiang, Yun-Di; Wan, Shi-Quan

2016-08-01

Parameter estimation is an important research topic in nonlinear dynamics. Based on the evolutionary algorithm (EA), Wang et al. (2014) present a new scheme for nonlinear parameter estimation and numerical tests indicate that the estimation precision is satisfactory. However, the convergence rate of the EA is relatively slow when multiple unknown parameters in a multidimensional dynamical system are estimated simultaneously. To solve this problem, an improved method for parameter estimation of nonlinear dynamical equations is provided in the present paper. The main idea of the improved scheme is to use all of the known time series for all of the components in some dynamical equations to estimate the parameters in single component one by one, instead of estimating all of the parameters in all of the components simultaneously. Thus, we can estimate all of the parameters stage by stage. The performance of the improved method was tested using a classic chaotic system—Rössler model. The numerical tests show that the amended parameter estimation scheme can greatly improve the searching efficiency and that there is a significant increase in the convergence rate of the EA, particularly for multiparameter estimation in multidimensional dynamical equations. Moreover, the results indicate that the accuracy of parameter estimation and the CPU time consumed by the presented method have no obvious dependence on the sample size.

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.

Assessing the performance of dynamical trajectory estimates

NASA Astrophysics Data System (ADS)

Bröcker, Jochen

2014-06-01

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

Assessing the performance of dynamical trajectory estimates.

PubMed

Bröcker, Jochen

2014-06-01

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

Aircraft parameter estimation

NASA Technical Reports Server (NTRS)

Iliff, Kenneth W.

1987-01-01

The aircraft parameter estimation problem is used to illustrate the utility of parameter estimation, which applies to many engineering and scientific fields. Maximum likelihood estimation has been used to extract stability and control derivatives from flight data for many years. This paper presents some of the basic concepts of aircraft parameter estimation and briefly surveys the literature in the field. The maximum likelihood estimator is discussed, and the basic concepts of minimization and estimation are examined for a simple simulated aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the simulated example are also developed for the analysis of flight data from the F-14, highly maneuverable aircraft technology (HiMAT), and space shuttle vehicles.

Optimal parameter estimation with a fixed rate of abstention

NASA Astrophysics Data System (ADS)

Gendra, B.; Ronco-Bonvehi, E.; Calsamiglia, J.; Muñoz-Tapia, R.; Bagan, E.

2013-07-01

The problems of optimally estimating a phase, a direction, and the orientation of a Cartesian frame (or trihedron) with general pure states are addressed. Special emphasis is put on estimation schemes that allow for inconclusive answers or abstention. It is shown that such schemes enable drastic improvements, up to the extent of attaining the Heisenberg limit in some cases, and the required amount of abstention is quantified. A general mathematical framework to deal with the asymptotic limit of many qubits or large angular momentum is introduced and used to obtain analytical results for all the relevant cases under consideration. Parameter estimation with abstention is also formulated as a semidefinite programming problem, for which very efficient numerical optimization techniques exist.

Estimating Convection Parameters in the GFDL CM2.1 Model Using Ensemble Data Assimilation

NASA Astrophysics Data System (ADS)

Li, Shan; Zhang, Shaoqing; Liu, Zhengyu; Lu, Lv; Zhu, Jiang; Zhang, Xuefeng; Wu, Xinrong; Zhao, Ming; Vecchi, Gabriel A.; Zhang, Rong-Hua; Lin, Xiaopei

2018-04-01

Parametric uncertainty in convection parameterization is one major source of model errors that cause model climate drift. Convection parameter tuning has been widely studied in atmospheric models to help mitigate the problem. However, in a fully coupled general circulation model (CGCM), convection parameters which impact the ocean as well as the climate simulation may have different optimal values. This study explores the possibility of estimating convection parameters with an ensemble coupled data assimilation method in a CGCM. Impacts of the convection parameter estimation on climate analysis and forecast are analyzed. In a twin experiment framework, five convection parameters in the GFDL coupled model CM2.1 are estimated individually and simultaneously under both perfect and imperfect model regimes. Results show that the ensemble data assimilation method can help reduce the bias in convection parameters. With estimated convection parameters, the analyses and forecasts for both the atmosphere and the ocean are generally improved. It is also found that information in low latitudes is relatively more important for estimating convection parameters. This study further suggests that when important parameters in appropriate physical parameterizations are identified, incorporating their estimation into traditional ensemble data assimilation procedure could improve the final analysis and climate prediction.

BioPreDyn-bench: a suite of benchmark problems for dynamic modelling in systems biology.

PubMed

Villaverde, Alejandro F; Henriques, David; Smallbone, Kieran; Bongard, Sophia; Schmid, Joachim; Cicin-Sain, Damjan; Crombach, Anton; Saez-Rodriguez, Julio; Mauch, Klaus; Balsa-Canto, Eva; Mendes, Pedro; Jaeger, Johannes; Banga, Julio R

2015-02-20

Dynamic modelling is one of the cornerstones of systems biology. Many research efforts are currently being invested in the development and exploitation of large-scale kinetic models. The associated problems of parameter estimation (model calibration) and optimal experimental design are particularly challenging. The community has already developed many methods and software packages which aim to facilitate these tasks. However, there is a lack of suitable benchmark problems which allow a fair and systematic evaluation and comparison of these contributions. Here we present BioPreDyn-bench, a set of challenging parameter estimation problems which aspire to serve as reference test cases in this area. This set comprises six problems including medium and large-scale kinetic models of the bacterium E. coli, baker's yeast S. cerevisiae, the vinegar fly D. melanogaster, Chinese Hamster Ovary cells, and a generic signal transduction network. The level of description includes metabolism, transcription, signal transduction, and development. For each problem we provide (i) a basic description and formulation, (ii) implementations ready-to-run in several formats, (iii) computational results obtained with specific solvers, (iv) a basic analysis and interpretation. This suite of benchmark problems can be readily used to evaluate and compare parameter estimation methods. Further, it can also be used to build test problems for sensitivity and identifiability analysis, model reduction and optimal experimental design methods. The suite, including codes and documentation, can be freely downloaded from the BioPreDyn-bench website, https://sites.google.com/site/biopredynbenchmarks/ .

Approaches in highly parameterized inversion - PEST++, a Parameter ESTimation code optimized for large environmental models

USGS Publications Warehouse

Welter, David E.; Doherty, John E.; Hunt, Randall J.; Muffels, Christopher T.; Tonkin, Matthew J.; Schreuder, Willem A.

2012-01-01

An object-oriented parameter estimation code was developed to incorporate benefits of object-oriented programming techniques for solving large parameter estimation modeling problems. The code is written in C++ and is a formulation and expansion of the algorithms included in PEST, a widely used parameter estimation code written in Fortran. The new code is called PEST++ and is designed to lower the barriers of entry for users and developers while providing efficient algorithms that can accommodate large, highly parameterized problems. This effort has focused on (1) implementing the most popular features of PEST in a fashion that is easy for novice or experienced modelers to use and (2) creating a software design that is easy to extend; that is, this effort provides a documented object-oriented framework designed from the ground up to be modular and extensible. In addition, all PEST++ source code and its associated libraries, as well as the general run manager source code, have been integrated in the Microsoft Visual Studio® 2010 integrated development environment. The PEST++ code is designed to provide a foundation for an open-source development environment capable of producing robust and efficient parameter estimation tools for the environmental modeling community into the future.

Bayesian hierarchical model for large-scale covariance matrix estimation.

PubMed

Zhu, Dongxiao; Hero, Alfred O

2007-12-01

Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.

Method and system for diagnostics of apparatus

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry (Inventor)

2012-01-01

Proposed is a method, implemented in software, for estimating fault state of an apparatus outfitted with sensors. At each execution period the method processes sensor data from the apparatus to obtain a set of parity parameters, which are further used for estimating fault state. The estimation method formulates a convex optimization problem for each fault hypothesis and employs a convex solver to compute fault parameter estimates and fault likelihoods for each fault hypothesis. The highest likelihoods and corresponding parameter estimates are transmitted to a display device or an automated decision and control system. The obtained accurate estimate of fault state can be used to improve safety, performance, or maintenance processes for the apparatus.

Lateral-Directional Parameter Estimation on the X-48B Aircraft Using an Abstracted, Multi-Objective Effector Model

NASA Technical Reports Server (NTRS)

Ratnayake, Nalin A.; Waggoner, Erin R.; Taylor, Brian R.

2011-01-01

The problem of parameter estimation on hybrid-wing-body aircraft is complicated by the fact that many design candidates for such aircraft involve a large number of aerodynamic control effectors that act in coplanar motion. This adds to the complexity already present in the parameter estimation problem for any aircraft with a closed-loop control system. Decorrelation of flight and simulation data must be performed in order to ascertain individual surface derivatives with any sort of mathematical confidence. Non-standard control surface configurations, such as clamshell surfaces and drag-rudder modes, further complicate the modeling task. In this paper, time-decorrelation techniques are applied to a model structure selected through stepwise regression for simulated and flight-generated lateral-directional parameter estimation data. A virtual effector model that uses mathematical abstractions to describe the multi-axis effects of clamshell surfaces is developed and applied. Comparisons are made between time history reconstructions and observed data in order to assess the accuracy of the regression model. The Cram r-Rao lower bounds of the estimated parameters are used to assess the uncertainty of the regression model relative to alternative models. Stepwise regression was found to be a useful technique for lateral-directional model design for hybrid-wing-body aircraft, as suggested by available flight data. Based on the results of this study, linear regression parameter estimation methods using abstracted effectors are expected to perform well for hybrid-wing-body aircraft properly equipped for the task.

Cosmological parameter estimation using Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Prasad, J.; Souradeep, T.

2014-03-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

Parameter Estimation in Atmospheric Data Sets

NASA Technical Reports Server (NTRS)

Wenig, Mark; Colarco, Peter

2004-01-01

In this study the structure tensor technique is used to estimate dynamical parameters in atmospheric data sets. The structure tensor is a common tool for estimating motion in image sequences. This technique can be extended to estimate other dynamical parameters such as diffusion constants or exponential decay rates. A general mathematical framework was developed for the direct estimation of the physical parameters that govern the underlying processes from image sequences. This estimation technique can be adapted to the specific physical problem under investigation, so it can be used in a variety of applications in trace gas, aerosol, and cloud remote sensing. As a test scenario this technique will be applied to modeled dust data. In this case vertically integrated dust concentrations were used to derive wind information. Those results can be compared to the wind vector fields which served as input to the model. Based on this analysis, a method to compute atmospheric data parameter fields will be presented. .

An inverse problem for a mathematical model of aquaponic agriculture

NASA Astrophysics Data System (ADS)

Bobak, Carly; Kunze, Herb

2017-01-01

Aquaponic agriculture is a sustainable ecosystem that relies on a symbiotic relationship between fish and macrophytes. While the practice has been growing in popularity, relatively little mathematical models exist which aim to study the system processes. In this paper, we present a system of ODEs which aims to mathematically model the population and concetrations dynamics present in an aquaponic environment. Values of the parameters in the system are estimated from the literature so that simulated results can be presented to illustrate the nature of the solutions to the system. As well, a brief sensitivity analysis is performed in order to identify redundant parameters and highlight those which may need more reliable estimates. Specifically, an inverse problem with manufactured data for fish and plants is presented to demonstrate the ability of the collage theorem to recover parameter estimates.

Parameter estimation in spiking neural networks: a reverse-engineering approach.

PubMed

Rostro-Gonzalez, H; Cessac, B; Vieville, T

2012-04-01

This paper presents a reverse engineering approach for parameter estimation in spiking neural networks (SNNs). We consider the deterministic evolution of a time-discretized network with spiking neurons, where synaptic transmission has delays, modeled as a neural network of the generalized integrate and fire type. Our approach aims at by-passing the fact that the parameter estimation in SNN results in a non-deterministic polynomial-time hard problem when delays are to be considered. Here, this assumption has been reformulated as a linear programming (LP) problem in order to perform the solution in a polynomial time. Besides, the LP problem formulation makes the fact that the reverse engineering of a neural network can be performed from the observation of the spike times explicit. Furthermore, we point out how the LP adjustment mechanism is local to each neuron and has the same structure as a 'Hebbian' rule. Finally, we present a generalization of this approach to the design of input-output (I/O) transformations as a practical method to 'program' a spiking network, i.e. find a set of parameters allowing us to exactly reproduce the network output, given an input. Numerical verifications and illustrations are provided.

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.

A spline-based parameter estimation technique for static models of elastic structures

NASA Technical Reports Server (NTRS)

Dutt, P.; Taasan, S.

1986-01-01

The problem of identifying the spatially varying coefficient of elasticity using an observed solution to the forward problem is considered. Under appropriate conditions this problem can be treated as a first order hyperbolic equation in the unknown coefficient. Some continuous dependence results are developed for this problem and a spline-based technique is proposed for approximating the unknown coefficient, based on these results. The convergence of the numerical scheme is established and error estimates obtained.

Application of Differential Evolutionary Optimization Methodology for Parameter Structure Identification in Groundwater Modeling

NASA Astrophysics Data System (ADS)

Chiu, Y.; Nishikawa, T.

2013-12-01

With the increasing complexity of parameter-structure identification (PSI) in groundwater modeling, there is a need for robust, fast, and accurate optimizers in the groundwater-hydrology field. For this work, PSI is defined as identifying parameter dimension, structure, and value. In this study, Voronoi tessellation and differential evolution (DE) are used to solve the optimal PSI problem. Voronoi tessellation is used for automatic parameterization, whereby stepwise regression and the error covariance matrix are used to determine the optimal parameter dimension. DE is a novel global optimizer that can be used to solve nonlinear, nondifferentiable, and multimodal optimization problems. It can be viewed as an improved version of genetic algorithms and employs a simple cycle of mutation, crossover, and selection operations. DE is used to estimate the optimal parameter structure and its associated values. A synthetic numerical experiment of continuous hydraulic conductivity distribution was conducted to demonstrate the proposed methodology. The results indicate that DE can identify the global optimum effectively and efficiently. A sensitivity analysis of the control parameters (i.e., the population size, mutation scaling factor, crossover rate, and mutation schemes) was performed to examine their influence on the objective function. The proposed DE was then applied to solve a complex parameter-estimation problem for a small desert groundwater basin in Southern California. Hydraulic conductivity, specific yield, specific storage, fault conductance, and recharge components were estimated simultaneously. Comparison of DE and a traditional gradient-based approach (PEST) shows DE to be more robust and efficient. The results of this work not only provide an alternative for PSI in groundwater models, but also extend DE applications towards solving complex, regional-scale water management optimization problems.

a Comparison Between Two Ols-Based Approaches to Estimating Urban Multifractal Parameters

NASA Astrophysics Data System (ADS)

Huang, Lin-Shan; Chen, Yan-Guang

Multifractal theory provides a new spatial analytical tool for urban studies, but many basic problems remain to be solved. Among various pending issues, the most significant one is how to obtain proper multifractal dimension spectrums. If an algorithm is improperly used, the parameter spectrums will be abnormal. This paper is devoted to investigating two ordinary least squares (OLS)-based approaches for estimating urban multifractal parameters. Using empirical study and comparative analysis, we demonstrate how to utilize the adequate linear regression to calculate multifractal parameters. The OLS regression analysis has two different approaches. One is that the intercept is fixed to zero, and the other is that the intercept is not limited. The results of comparative study show that the zero-intercept regression yields proper multifractal parameter spectrums within certain scale range of moment order, while the common regression method often leads to abnormal multifractal parameter values. A conclusion can be reached that fixing the intercept to zero is a more advisable regression method for multifractal parameters estimation, and the shapes of spectral curves and value ranges of fractal parameters can be employed to diagnose urban problems. This research is helpful for scientists to understand multifractal models and apply a more reasonable technique to multifractal parameter calculations.

Multidimensional density shaping by sigmoids.

PubMed

Roth, Z; Baram, Y

1996-01-01

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

A parameter estimation subroutine package

NASA Technical Reports Server (NTRS)

Bierman, G. J.; Nead, W. M.

1977-01-01

Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. FORTRAN subroutines have been developed to facilitate analyses of a variety of parameter estimation problems. Easy to use multipurpose sets of algorithms are reported that are reasonably efficient and which use a minimal amount of computer storage. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used.

Parameter Estimation and Model Selection in Computational Biology

PubMed Central

Lillacci, Gabriele; Khammash, Mustafa

2010-01-01

A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants) are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection. PMID:20221262

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.

Parameter estimation in large-scale systems biology models: a parallel and self-adaptive cooperative strategy.

PubMed

Penas, David R; González, Patricia; Egea, Jose A; Doallo, Ramón; Banga, Julio R

2017-01-21

The development of large-scale kinetic models is one of the current key issues in computational systems biology and bioinformatics. Here we consider the problem of parameter estimation in nonlinear dynamic models. Global optimization methods can be used to solve this type of problems but the associated computational cost is very large. Moreover, many of these methods need the tuning of a number of adjustable search parameters, requiring a number of initial exploratory runs and therefore further increasing the computation times. Here we present a novel parallel method, self-adaptive cooperative enhanced scatter search (saCeSS), to accelerate the solution of this class of problems. The method is based on the scatter search optimization metaheuristic and incorporates several key new mechanisms: (i) asynchronous cooperation between parallel processes, (ii) coarse and fine-grained parallelism, and (iii) self-tuning strategies. The performance and robustness of saCeSS is illustrated by solving a set of challenging parameter estimation problems, including medium and large-scale kinetic models of the bacterium E. coli, bakerés yeast S. cerevisiae, the vinegar fly D. melanogaster, Chinese Hamster Ovary cells, and a generic signal transduction network. The results consistently show that saCeSS is a robust and efficient method, allowing very significant reduction of computation times with respect to several previous state of the art methods (from days to minutes, in several cases) even when only a small number of processors is used. The new parallel cooperative method presented here allows the solution of medium and large scale parameter estimation problems in reasonable computation times and with small hardware requirements. Further, the method includes self-tuning mechanisms which facilitate its use by non-experts. We believe that this new method can play a key role in the development of large-scale and even whole-cell dynamic models.

Identification of groundwater flow parameters using reciprocal data from hydraulic interference tests

NASA Astrophysics Data System (ADS)

Marinoni, Marianna; Delay, Frederick; Ackerer, Philippe; Riva, Monica; Guadagnini, Alberto

2016-08-01

We investigate the effect of considering reciprocal drawdown curves for the characterization of hydraulic properties of aquifer systems through inverse modeling based on interference well testing. Reciprocity implies that drawdown observed in a well B when pumping takes place from well A should strictly coincide with the drawdown observed in A when pumping in B with the same flow rate as in A. In this context, a critical point related to applications of hydraulic tomography is the assessment of the number of available independent drawdown data and their impact on the solution of the inverse problem. The issue arises when inverse modeling relies upon mathematical formulations of the classical single-continuum approach to flow in porous media grounded on Darcy's law. In these cases, introducing reciprocal drawdown curves in the database of an inverse problem is equivalent to duplicate some information, to a certain extent. We present a theoretical analysis of the way a Least-Square objective function and a Levenberg-Marquardt minimization algorithm are affected by the introduction of reciprocal information in the inverse problem. We also investigate the way these reciprocal data, eventually corrupted by measurement errors, influence model parameter identification in terms of: (a) the convergence of the inverse model, (b) the optimal values of parameter estimates, and (c) the associated estimation uncertainty. Our theoretical findings are exemplified through a suite of computational examples focused on block-heterogeneous systems with increased complexity level. We find that the introduction of noisy reciprocal information in the objective function of the inverse problem has a very limited influence on the optimal parameter estimates. Convergence of the inverse problem improves when adding diverse (nonreciprocal) drawdown series, but does not improve when reciprocal information is added to condition the flow model. The uncertainty on optimal parameter estimates is influenced by the strength of measurement errors and it is not significantly diminished or increased by adding noisy reciprocal information.

Multi-Axis Identifiability Using Single-Surface Parameter Estimation Maneuvers on the X-48B Blended Wing Body

NASA Technical Reports Server (NTRS)

Ratnayake, Nalin A.; Koshimoto, Ed T.; Taylor, Brian R.

2011-01-01

The problem of parameter estimation on hybrid-wing-body type aircraft is complicated by the fact that many design candidates for such aircraft involve a large number of aero- dynamic control effectors that act in coplanar motion. This fact adds to the complexity already present in the parameter estimation problem for any aircraft with a closed-loop control system. Decorrelation of system inputs must be performed in order to ascertain individual surface derivatives with any sort of mathematical confidence. Non-standard control surface configurations, such as clamshell surfaces and drag-rudder modes, further complicate the modeling task. In this paper, asymmetric, single-surface maneuvers are used to excite multiple axes of aircraft motion simultaneously. Time history reconstructions of the moment coefficients computed by the solved regression models are then compared to each other in order to assess relative model accuracy. The reduced flight-test time required for inner surface parameter estimation using multi-axis methods was found to come at the cost of slightly reduced accuracy and statistical confidence for linear regression methods. Since the multi-axis maneuvers captured parameter estimates similar to both longitudinal and lateral-directional maneuvers combined, the number of test points required for the inner, aileron-like surfaces could in theory have been reduced by 50%. While trends were similar, however, individual parameters as estimated by a multi-axis model were typically different by an average absolute difference of roughly 15-20%, with decreased statistical significance, than those estimated by a single-axis model. The multi-axis model exhibited an increase in overall fit error of roughly 1-5% for the linear regression estimates with respect to the single-axis model, when applied to flight data designed for each, respectively.

Ensemble Kalman filter inference of spatially-varying Manning's n coefficients in the coastal ocean

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Knio, Omar; Dawson, Clint; Maître, Olivier Le; Hoteit, Ibrahim

2018-07-01

Ensemble Kalman (EnKF) filtering is an established framework for large scale state estimation problems. EnKFs can also be used for state-parameter estimation, using the so-called "Joint-EnKF" approach. The idea is simply to augment the state vector with the parameters to be estimated and assign invariant dynamics for the time evolution of the parameters. In this contribution, we investigate the efficiency of the Joint-EnKF for estimating spatially-varying Manning's n coefficients used to define the bottom roughness in the Shallow Water Equations (SWEs) of a coastal ocean model. Observation System Simulation Experiments (OSSEs) are conducted using the ADvanced CIRCulation (ADCIRC) model, which solves a modified form of the Shallow Water Equations. A deterministic EnKF, the Singular Evolutive Interpolated Kalman (SEIK) filter, is used to estimate a vector of Manning's n coefficients defined at the model nodal points by assimilating synthetic water elevation data. It is found that with reasonable ensemble size (O (10)) , the filter's estimate converges to the reference Manning's field. To enhance performance, we have further reduced the dimension of the parameter search space through a Karhunen-Loéve (KL) expansion. We have also iterated on the filter update step to better account for the nonlinearity of the parameter estimation problem. We study the sensitivity of the system to the ensemble size, localization scale, dimension of retained KL modes, and number of iterations. The performance of the proposed framework in term of estimation accuracy suggests that a well-tuned Joint-EnKF provides a promising robust approach to infer spatially varying seabed roughness parameters in the context of coastal ocean modeling.

Information fusion methods based on physical laws.

PubMed

Rao, Nageswara S V; Reister, David B; Barhen, Jacob

2005-01-01

We consider systems whose parameters satisfy certain easily computable physical laws. Each parameter is directly measured by a number of sensors, or estimated using measurements, or both. The measurement process may introduce both systematic and random errors which may then propagate into the estimates. Furthermore, the actual parameter values are not known since every parameter is measured or estimated, which makes the existing sample-based fusion methods inapplicable. We propose a fusion method for combining the measurements and estimators based on the least violation of physical laws that relate the parameters. Under fairly general smoothness and nonsmoothness conditions on the physical laws, we show the asymptotic convergence of our method and also derive distribution-free performance bounds based on finite samples. For suitable choices of the fuser classes, we show that for each parameter the fused estimate is probabilistically at least as good as its best measurement as well as best estimate. We illustrate the effectiveness of this method for a practical problem of fusing well-log data in methane hydrate exploration.

Estimation of the Ratio of Scale Parameters in the Two Sample Problem with Arbitrary Right Censorship.

DTIC Science & Technology

1980-06-01

70. AWST RC 7 Coeittu an rewwase ati of nee*aa.ean mimDdentify by black n,.mboJ T two-sample version of the Cram~ r -von Mines statistic for right...estimator for exponential distributions. KEY WORDS: Cram~ r -von Mtses distance; Kaplan-Meier estimators; Right censorship; Scale parameter; lodgea and...suppose that two positive random variables ’i 2 S0 and ’ r differ in distribution only by their scale parameters. That is, there exists a positive

An advection-diffusion-reaction size-structured fish population dynamics model combined with a statistical parameter estimation procedure: application to the Indian ocean skipjack tuna fishery.

PubMed

Faugeras, Blaise; Maury, Olivier

2005-10-01

We develop an advection-diffusion size-structured fish population dynamics model and apply it to simulate the skipjack tuna population in the Indian Ocean. The model is fully spatialized, and movements are parameterized with oceanographical and biological data; thus it naturally reacts to environment changes. We first formulate an initial-boundary value problem and prove existence of a unique positive solution. We then discuss the numerical scheme chosen for the integration of the simulation model. In a second step we address the parameter estimation problem for such a model. With the help of automatic differentiation, we derive the adjoint code which is used to compute the exact gradient of a Bayesian cost function measuring the distance between the outputs of the model and catch and length frequency data. A sensitivity analysis shows that not all parameters can be estimated from the data. Finally twin experiments in which pertubated parameters are recovered from simulated data are successfully conducted.

Modern control concepts in hydrology

NASA Technical Reports Server (NTRS)

Duong, N.; Johnson, G. R.; Winn, C. B.

1974-01-01

Two approaches to an identification problem in hydrology are presented based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time invariant or time dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and conform with results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second, by using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth

2016-01-01

We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815

On the optimization of electromagnetic geophysical data: Application of the PSO algorithm

NASA Astrophysics Data System (ADS)

Godio, A.; Santilano, A.

2018-01-01

Particle Swarm optimization (PSO) algorithm resolves constrained multi-parameter problems and is suitable for simultaneous optimization of linear and nonlinear problems, with the assumption that forward modeling is based on good understanding of ill-posed problem for geophysical inversion. We apply PSO for solving the geophysical inverse problem to infer an Earth model, i.e. the electrical resistivity at depth, consistent with the observed geophysical data. The method doesn't require an initial model and can be easily constrained, according to external information for each single sounding. The optimization process to estimate the model parameters from the electromagnetic soundings focuses on the discussion of the objective function to be minimized. We discuss the possibility to introduce in the objective function vertical and lateral constraints, with an Occam-like regularization. A sensitivity analysis allowed us to check the performance of the algorithm. The reliability of the approach is tested on synthetic, real Audio-Magnetotelluric (AMT) and Long Period MT data. The method appears able to solve complex problems and allows us to estimate the a posteriori distribution of the model parameters.

Blind Deconvolution for Distributed Parameter Systems with Unbounded Input and Output and Determining Blood Alcohol Concentration from Transdermal Biosensor Data.

PubMed

Rosen, I G; Luczak, Susan E; Weiss, Jordan

2014-03-15

We develop a blind deconvolution scheme for input-output systems described by distributed parameter systems with boundary input and output. An abstract functional analytic theory based on results for the linear quadratic control of infinite dimensional systems with unbounded input and output operators is presented. The blind deconvolution problem is then reformulated as a series of constrained linear and nonlinear optimization problems involving infinite dimensional dynamical systems. A finite dimensional approximation and convergence theory is developed. The theory is applied to the problem of estimating blood or breath alcohol concentration (respectively, BAC or BrAC) from biosensor-measured transdermal alcohol concentration (TAC) in the field. A distributed parameter model with boundary input and output is proposed for the transdermal transport of ethanol from the blood through the skin to the sensor. The problem of estimating BAC or BrAC from the TAC data is formulated as a blind deconvolution problem. A scheme to identify distinct drinking episodes in TAC data based on a Hodrick Prescott filter is discussed. Numerical results involving actual patient data are presented.

An Integrated Approach for Aircraft Engine Performance Estimation and Fault Diagnostics

NASA Technical Reports Server (NTRS)

imon, Donald L.; Armstrong, Jeffrey B.

2012-01-01

A Kalman filter-based approach for integrated on-line aircraft engine performance estimation and gas path fault diagnostics is presented. This technique is specifically designed for underdetermined estimation problems where there are more unknown system parameters representing deterioration and faults than available sensor measurements. A previously developed methodology is applied to optimally design a Kalman filter to estimate a vector of tuning parameters, appropriately sized to enable estimation. The estimated tuning parameters can then be transformed into a larger vector of health parameters representing system performance deterioration and fault effects. The results of this study show that basing fault isolation decisions solely on the estimated health parameter vector does not provide ideal results. Furthermore, expanding the number of the health parameters to address additional gas path faults causes a decrease in the estimation accuracy of those health parameters representative of turbomachinery performance deterioration. However, improved fault isolation performance is demonstrated through direct analysis of the estimated tuning parameters produced by the Kalman filter. This was found to provide equivalent or superior accuracy compared to the conventional fault isolation approach based on the analysis of sensed engine outputs, while simplifying online implementation requirements. Results from the application of these techniques to an aircraft engine simulation are presented and discussed.

Inverse problems and optimal experiment design in unsteady heat transfer processes identification

NASA Technical Reports Server (NTRS)

Artyukhin, Eugene A.

1991-01-01

Experimental-computational methods for estimating characteristics of unsteady heat transfer processes are analyzed. The methods are based on the principles of distributed parameter system identification. The theoretical basis of such methods is the numerical solution of nonlinear ill-posed inverse heat transfer problems and optimal experiment design problems. Numerical techniques for solving problems are briefly reviewed. The results of the practical application of identification methods are demonstrated when estimating effective thermophysical characteristics of composite materials and thermal contact resistance in two-layer systems.

Periodic orbits of hybrid systems and parameter estimation via AD.

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

Guckenheimer, John.; Phipps, Eric Todd; Casey, Richard

Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical modelsmore » of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives for time integration, parameter sensitivities, root finding and optimization. The boundary value problem representing a periodic orbit in a hybrid system of differential algebraic equations is discretized via multiple-shooting using a high-degree Taylor series integration method [GM00, Phi03]. Numerical solutions to the shooting equations are then estimated by a Newton process yielding an approximate periodic orbit. A metric is defined for computing the distance between two given periodic orbits which is then minimized using a trust-region minimization algorithm [DS83] to find optimal fits of the model to a reference orbit [Cas04]. There are two different yet related goals that motivate the algorithmic choices listed above. The first is to provide a simple yet powerful framework for studying periodic motions in mechanical systems. Formulating mechanically correct equations of motion for systems of interconnected rigid bodies, while straightforward, is a time-consuming error prone process. Much of this difficulty stems from computing the acceleration of each rigid body in an inertial reference frame. The acceleration is computed most easily in a redundant set of coordinates giving the spatial positions of each body: since the acceleration is just the second derivative of these positions. Rather than providing explicit formulas for these derivatives, automatic differentiation can be employed to compute these quantities efficiently during the course of a simulation. The feasibility of these ideas was investigated by applying these techniques to the problem of locating stable walking motions for a disc-foot passive walking machine [CGMR01, Gar99, McG91]. The second goal for this work was to investigate the application of smooth optimization methods to periodic orbit parameter estimation problems in neural oscillations. Others [BB93, FUS93, VB99] have favored non-continuous optimization methods such as genetic algorithms, stochastic search methods, simulated annealing and brute-force random searches because of their perceived suitability to the landscape of typical objective functions in parameter space, particularly for multi-compartmental neural models. Here we argue that a carefully formulated optimization problem is amenable to Newton-like methods and has a sufficiently smooth landscape in parameter space that these methods can be an efficient and effective alternative. The plan of this paper is as follows. In Section 1 we provide a definition of hybrid systems that is the basis for modeling systems with discontinuities or discrete transitions. Sections 2, 3, and 4 briefly describe the Taylor series integration, periodic orbit tracking, and parameter estimation algorithms. For full treatments of these algorithms, we refer the reader to [Phi03, Cas04, CPG04]. The software implementation of these algorithms is briefly described in Section 5 with particular emphasis on the automatic differentiation software ADMC++. Finally, these algorithms are applied to the bipedal walking and Hodgkin-Huxley based neural oscillation problems discussed above in Section 6.« less

Bayesian approach to inverse statistical mechanics.

PubMed

Habeck, Michael

2014-05-01

Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

Bayesian approach to inverse statistical mechanics

NASA Astrophysics Data System (ADS)

Habeck, Michael

2014-05-01

Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

Multiobjective sampling design for parameter estimation and model discrimination in groundwater solute transport

USGS Publications Warehouse

Knopman, Debra S.; Voss, Clifford I.

1989-01-01

Sampling design for site characterization studies of solute transport in porous media is formulated as a multiobjective problem. Optimal design of a sampling network is a sequential process in which the next phase of sampling is designed on the basis of all available physical knowledge of the system. Three objectives are considered: model discrimination, parameter estimation, and cost minimization. For the first two objectives, physically based measures of the value of information obtained from a set of observations are specified. In model discrimination, value of information of an observation point is measured in terms of the difference in solute concentration predicted by hypothesized models of transport. Points of greatest difference in predictions can contribute the most information to the discriminatory power of a sampling design. Sensitivity of solute concentration to a change in a parameter contributes information on the relative variance of a parameter estimate. Inclusion of points in a sampling design with high sensitivities to parameters tends to reduce variance in parameter estimates. Cost minimization accounts for both the capital cost of well installation and the operating costs of collection and analysis of field samples. Sensitivities, discrimination information, and well installation and sampling costs are used to form coefficients in the multiobjective problem in which the decision variables are binary (zero/one), each corresponding to the selection of an observation point in time and space. The solution to the multiobjective problem is a noninferior set of designs. To gain insight into effective design strategies, a one-dimensional solute transport problem is hypothesized. Then, an approximation of the noninferior set is found by enumerating 120 designs and evaluating objective functions for each of the designs. Trade-offs between pairs of objectives are demonstrated among the models. The value of an objective function for a given design is shown to correspond to the ability of a design to actually meet an objective.

Sequential estimation of intrinsic activity and synaptic input in single neurons by particle filtering with optimal importance density

NASA Astrophysics Data System (ADS)

Closas, Pau; Guillamon, Antoni

2017-12-01

This paper deals with the problem of inferring the signals and parameters that cause neural activity to occur. The ultimate challenge being to unveil brain's connectivity, here we focus on a microscopic vision of the problem, where single neurons (potentially connected to a network of peers) are at the core of our study. The sole observation available are noisy, sampled voltage traces obtained from intracellular recordings. We design algorithms and inference methods using the tools provided by stochastic filtering that allow a probabilistic interpretation and treatment of the problem. Using particle filtering, we are able to reconstruct traces of voltages and estimate the time course of auxiliary variables. By extending the algorithm, through PMCMC methodology, we are able to estimate hidden physiological parameters as well, like intrinsic conductances or reversal potentials. Last, but not least, the method is applied to estimate synaptic conductances arriving at a target cell, thus reconstructing the synaptic excitatory/inhibitory input traces. Notably, the performance of these estimations achieve the theoretical lower bounds even in spiking regimes.

Estimation of kinetic parameters from list-mode data using an indirect apporach

NASA Astrophysics Data System (ADS)

Ortiz, Joseph Christian

This dissertation explores the possibility of using an imaging approach to model classical pharmacokinetic (PK) problems. The kinetic parameters which describe the uptake rates of a drug within a biological system, are parameters of interest. Knowledge of the drug uptake in a system is useful in expediting the drug development process, as well as providing a dosage regimen for patients. Traditionally, the uptake rate of a drug in a system is obtained via sampling the concentration of the drug in a central compartment, usually the blood, and fitting the data to a curve. In a system consisting of multiple compartments, the number of kinetic parameters is proportional to the number of compartments, and in classical PK experiments, the number of identifiable parameters is less than the total number of parameters. Using an imaging approach to model classical PK problems, the support region of each compartment within the system will be exactly known, and all the kinetic parameters are uniquely identifiable. To solve for the kinetic parameters, an indirect approach, which is a two part process, was used. First the compartmental activity was obtained from data, and next the kinetic parameters were estimated. The novel aspect of the research is using listmode data to obtain the activity curves from a system as opposed to a traditional binned approach. Using techniques from information theoretic learning, particularly kernel density estimation, a non-parametric probability density function for the voltage outputs on each photo-multiplier tube, for each event, was generated on the fly, which was used in a least squares optimization routine to estimate the compartmental activity. The estimability of the activity curves for varying noise levels as well as time sample densities were explored. Once an estimate for the activity was obtained, the kinetic parameters were obtained using multiple cost functions, and the compared to each other using the mean squared error as the figure of merit.

Parameter estimation in Probabilistic Seismic Hazard Analysis: current problems and some solutions

NASA Astrophysics Data System (ADS)

Vermeulen, Petrus

2017-04-01

A typical Probabilistic Seismic Hazard Analysis (PSHA) comprises identification of seismic source zones, determination of hazard parameters for these zones, selection of an appropriate ground motion prediction equation (GMPE), and integration over probabilities according the Cornell-McGuire procedure. Determination of hazard parameters often does not receive the attention it deserves, and, therefore, problems therein are often overlooked. Here, many of these problems are identified, and some of them addressed. The parameters that need to be identified are those associated with the frequency-magnitude law, those associated with earthquake recurrence law in time, and the parameters controlling the GMPE. This study is concerned with the frequency-magnitude law and temporal distribution of earthquakes, and not with GMPEs. TheGutenberg-Richter frequency-magnitude law is usually adopted for the frequency-magnitude law, and a Poisson process for earthquake recurrence in time. Accordingly, the parameters that need to be determined are the slope parameter of the Gutenberg-Richter frequency-magnitude law, i.e. the b-value, the maximum value at which the Gutenberg-Richter law applies mmax, and the mean recurrence frequency,λ, of earthquakes. If, instead of the Cornell-McGuire, the "Parametric-Historic procedure" is used, these parameters do not have to be known before the PSHA computations, they are estimated directly during the PSHA computation. The resulting relation for the frequency of ground motion vibration parameters has an analogous functional form to the frequency-magnitude law, which is described by parameters γ (analogous to the b¬-value of the Gutenberg-Richter law) and the maximum possible ground motion amax (analogous to mmax). Originally, the approach was possible to apply only to the simple GMPE, however, recently a method was extended to incorporate more complex forms of GMPE's. With regards to the parameter mmax, there are numerous methods of estimation, none of which is accepted as the standard one. There is also much controversy surrounding this parameter. In practice, when estimating the above mentioned parameters from seismic catalogue, the magnitude, mmin, from which a seismic catalogue is complete becomes important.Thus, the parameter mmin is also considered as a parameter to be estimated in practice. Several methods are discussed in the literature, and no specific method is preferred. Methods usually aim at identifying the point where a frequency-magnitude plot starts to deviate from linearity due to data loss. Parameter estimation is clearly a rich field which deserves much attention and, possibly standardization, of methods. These methods should be the sound and efficient, and a query into which methods are to be used - and for that matter which ones are not to be used - is in order.

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.

Nonlinear Inference in Partially Observed Physical Systems and Deep Neural Networks

NASA Astrophysics Data System (ADS)

Rozdeba, Paul J.

The problem of model state and parameter estimation is a significant challenge in nonlinear systems. Due to practical considerations of experimental design, it is often the case that physical systems are partially observed, meaning that data is only available for a subset of the degrees of freedom required to fully model the observed system's behaviors and, ultimately, predict future observations. Estimation in this context is highly complicated by the presence of chaos, stochasticity, and measurement noise in dynamical systems. One of the aims of this dissertation is to simultaneously analyze state and parameter estimation in as a regularized inverse problem, where the introduction of a model makes it possible to reverse the forward problem of partial, noisy observation; and as a statistical inference problem using data assimilation to transfer information from measurements to the model states and parameters. Ultimately these two formulations achieve the same goal. Similar aspects that appear in both are highlighted as a means for better understanding the structure of the nonlinear inference problem. An alternative approach to data assimilation that uses model reduction is then examined as a way to eliminate unresolved nonlinear gating variables from neuron models. In this formulation, only measured variables enter into the model, and the resulting errors are themselves modeled by nonlinear stochastic processes with memory. Finally, variational annealing, a data assimilation method previously applied to dynamical systems, is introduced as a potentially useful tool for understanding deep neural network training in machine learning by exploiting similarities between the two problems.

Parameter estimation by Differential Search Algorithm from horizontal loop electromagnetic (HLEM) data

NASA Astrophysics Data System (ADS)

Alkan, Hilal; Balkaya, Çağlayan

2018-02-01

We present an efficient inversion tool for parameter estimation from horizontal loop electromagnetic (HLEM) data using Differential Search Algorithm (DSA) which is a swarm-intelligence-based metaheuristic proposed recently. The depth, dip, and origin of a thin subsurface conductor causing the anomaly are the parameters estimated by the HLEM method commonly known as Slingram. The applicability of the developed scheme was firstly tested on two synthetically generated anomalies with and without noise content. Two control parameters affecting the convergence characteristic to the solution of the algorithm were tuned for the so-called anomalies including one and two conductive bodies, respectively. Tuned control parameters yielded more successful statistical results compared to widely used parameter couples in DSA applications. Two field anomalies measured over a dipping graphitic shale from Northern Australia were then considered, and the algorithm provided the depth estimations being in good agreement with those of previous studies and drilling information. Furthermore, the efficiency and reliability of the results obtained were investigated via probability density function. Considering the results obtained, we can conclude that DSA characterized by the simple algorithmic structure is an efficient and promising metaheuristic for the other relatively low-dimensional geophysical inverse problems. Finally, the researchers after being familiar with the content of developed scheme displaying an easy to use and flexible characteristic can easily modify and expand it for their scientific optimization problems.

A predictive parameter estimation approach for the thermodynamically constrained averaging theory applied to diffusion in porous media

NASA Astrophysics Data System (ADS)

Valdes-Parada, F. J.; Ostvar, S.; Wood, B. D.; Miller, C. T.

2017-12-01

Modeling of hierarchical systems such as porous media can be performed by different approaches that bridge microscale physics to the macroscale. Among the several alternatives available in the literature, the thermodynamically constrained averaging theory (TCAT) has emerged as a robust modeling approach that provides macroscale models that are consistent across scales. For specific closure relation forms, TCAT models are expressed in terms of parameters that depend upon the physical system under study. These parameters are usually obtained from inverse modeling based upon either experimental data or direct numerical simulation at the pore scale. Other upscaling approaches, such as the method of volume averaging, involve an a priori scheme for parameter estimation for certain microscale and transport conditions. In this work, we show how such a predictive scheme can be implemented in TCAT by studying the simple problem of single-phase passive diffusion in rigid and homogeneous porous media. The components of the effective diffusivity tensor are predicted for several porous media by solving ancillary boundary-value problems in periodic unit cells. The results are validated through a comparison with data from direct numerical simulation. This extension of TCAT constitutes a useful advance for certain classes of problems amenable to this estimation approach.

UCODE, a computer code for universal inverse modeling

USGS Publications Warehouse

Poeter, E.P.; Hill, M.C.

1999-01-01

This article presents the US Geological Survey computer program UCODE, which was developed in collaboration with the US Army Corps of Engineers Waterways Experiment Station and the International Ground Water Modeling Center of the Colorado School of Mines. UCODE performs inverse modeling, posed as a parameter-estimation problem, using nonlinear regression. Any application model or set of models can be used; the only requirement is that they have numerical (ASCII or text only) input and output files and that the numbers in these files have sufficient significant digits. Application models can include preprocessors and postprocessors as well as models related to the processes of interest (physical, chemical and so on), making UCODE extremely powerful for model calibration. Estimated parameters can be defined flexibly with user-specified functions. Observations to be matched in the regression can be any quantity for which a simulated equivalent value can be produced, thus simulated equivalent values are calculated using values that appear in the application model output files and can be manipulated with additive and multiplicative functions, if necessary. Prior, or direct, information on estimated parameters also can be included in the regression. The nonlinear regression problem is solved by minimizing a weighted least-squares objective function with respect to the parameter values using a modified Gauss-Newton method. Sensitivities needed for the method are calculated approximately by forward or central differences and problems and solutions related to this approximation are discussed. Statistics are calculated and printed for use in (1) diagnosing inadequate data or identifying parameters that probably cannot be estimated with the available data, (2) evaluating estimated parameter values, (3) evaluating the model representation of the actual processes and (4) quantifying the uncertainty of model simulated values. UCODE is intended for use on any computer operating system: it consists of algorithms programmed in perl, a freeware language designed for text manipulation and Fortran90, which efficiently performs numerical calculations.

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.

An information geometric approach to least squares minimization

NASA Astrophysics Data System (ADS)

Transtrum, Mark; Machta, Benjamin; Sethna, James

2009-03-01

Parameter estimation by nonlinear least squares minimization is a ubiquitous problem that has an elegant geometric interpretation: all possible parameter values induce a manifold embedded within the space of data. The minimization problem is then to find the point on the manifold closest to the origin. The standard algorithm for minimizing sums of squares, the Levenberg-Marquardt algorithm, also has geometric meaning. When the standard algorithm fails to efficiently find accurate fits to the data, geometric considerations suggest improvements. Problems involving large numbers of parameters, such as often arise in biological contexts, are notoriously difficult. We suggest an algorithm based on geodesic motion that may offer improvements over the standard algorithm for a certain class of problems.

Analytic semigroups: Applications to inverse problems for flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Rebnord, D. A.

1990-01-01

Convergence and stability results for least squares inverse problems involving systems described by analytic semigroups are presented. The practical importance of these results is demonstrated by application to several examples from problems of estimation of material parameters in flexible structures using accelerometer data.

Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

A Bayesian Framework for Coupled Estimation of Key Unknown Parameters of Land Water and Energy Balance Equations

NASA Astrophysics Data System (ADS)

Farhadi, L.; Abdolghafoorian, A.

2015-12-01

The land surface is a key component of climate system. It controls the partitioning of available energy at the surface between sensible and latent heat, and partitioning of available water between evaporation and runoff. Water and energy cycle are intrinsically coupled through evaporation, which represents a heat exchange as latent heat flux. Accurate estimation of fluxes of heat and moisture are of significant importance in many fields such as hydrology, climatology and meteorology. In this study we develop and apply a Bayesian framework for estimating the key unknown parameters of terrestrial water and energy balance equations (i.e. moisture and heat diffusion) and their uncertainty in land surface models. These equations are coupled through flux of evaporation. The estimation system is based on the adjoint method for solving a least-squares optimization problem. The cost function consists of aggregated errors on state (i.e. moisture and temperature) with respect to observation and parameters estimation with respect to prior values over the entire assimilation period. This cost function is minimized with respect to parameters to identify models of sensible heat, latent heat/evaporation and drainage and runoff. Inverse of Hessian of the cost function is an approximation of the posterior uncertainty of parameter estimates. Uncertainty of estimated fluxes is estimated by propagating the uncertainty for linear and nonlinear function of key parameters through the method of First Order Second Moment (FOSM). Uncertainty analysis is used in this method to guide the formulation of a well-posed estimation problem. Accuracy of the method is assessed at point scale using surface energy and water fluxes generated by the Simultaneous Heat and Water (SHAW) model at the selected AmeriFlux stations. This method can be applied to diverse climates and land surface conditions with different spatial scales, using remotely sensed measurements of surface moisture and temperature states

Wavelet extractor: A Bayesian well-tie and wavelet extraction program

NASA Astrophysics Data System (ADS)

Gunning, James; Glinsky, Michael E.

2006-06-01

We introduce a new open-source toolkit for the well-tie or wavelet extraction problem of estimating seismic wavelets from seismic data, time-to-depth information, and well-log suites. The wavelet extraction model is formulated as a Bayesian inverse problem, and the software will simultaneously estimate wavelet coefficients, other parameters associated with uncertainty in the time-to-depth mapping, positioning errors in the seismic imaging, and useful amplitude-variation-with-offset (AVO) related parameters in multi-stack extractions. It is capable of multi-well, multi-stack extractions, and uses continuous seismic data-cube interpolation to cope with the problem of arbitrary well paths. Velocity constraints in the form of checkshot data, interpreted markers, and sonic logs are integrated in a natural way. The Bayesian formulation allows computation of full posterior uncertainties of the model parameters, and the important problem of the uncertain wavelet span is addressed uses a multi-model posterior developed from Bayesian model selection theory. The wavelet extraction tool is distributed as part of the Delivery seismic inversion toolkit. A simple log and seismic viewing tool is included in the distribution. The code is written in Java, and thus platform independent, but the Seismic Unix (SU) data model makes the inversion particularly suited to Unix/Linux environments. It is a natural companion piece of software to Delivery, having the capacity to produce maximum likelihood wavelet and noise estimates, but will also be of significant utility to practitioners wanting to produce wavelet estimates for other inversion codes or purposes. The generation of full parameter uncertainties is a crucial function for workers wishing to investigate questions of wavelet stability before proceeding to more advanced inversion studies.

Modeling motor vehicle crashes using Poisson-gamma models: examining the effects of low sample mean values and small sample size on the estimation of the fixed dispersion parameter.

PubMed

Lord, Dominique

2006-07-01

There has been considerable research conducted on the development of statistical models for predicting crashes on highway facilities. Despite numerous advancements made for improving the estimation tools of statistical models, the most common probabilistic structure used for modeling motor vehicle crashes remains the traditional Poisson and Poisson-gamma (or Negative Binomial) distribution; when crash data exhibit over-dispersion, the Poisson-gamma model is usually the model of choice most favored by transportation safety modelers. Crash data collected for safety studies often have the unusual attributes of being characterized by low sample mean values. Studies have shown that the goodness-of-fit of statistical models produced from such datasets can be significantly affected. This issue has been defined as the "low mean problem" (LMP). Despite recent developments on methods to circumvent the LMP and test the goodness-of-fit of models developed using such datasets, no work has so far examined how the LMP affects the fixed dispersion parameter of Poisson-gamma models used for modeling motor vehicle crashes. The dispersion parameter plays an important role in many types of safety studies and should, therefore, be reliably estimated. The primary objective of this research project was to verify whether the LMP affects the estimation of the dispersion parameter and, if it is, to determine the magnitude of the problem. The secondary objective consisted of determining the effects of an unreliably estimated dispersion parameter on common analyses performed in highway safety studies. To accomplish the objectives of the study, a series of Poisson-gamma distributions were simulated using different values describing the mean, the dispersion parameter, and the sample size. Three estimators commonly used by transportation safety modelers for estimating the dispersion parameter of Poisson-gamma models were evaluated: the method of moments, the weighted regression, and the maximum likelihood method. In an attempt to complement the outcome of the simulation study, Poisson-gamma models were fitted to crash data collected in Toronto, Ont. characterized by a low sample mean and small sample size. The study shows that a low sample mean combined with a small sample size can seriously affect the estimation of the dispersion parameter, no matter which estimator is used within the estimation process. The probability the dispersion parameter becomes unreliably estimated increases significantly as the sample mean and sample size decrease. Consequently, the results show that an unreliably estimated dispersion parameter can significantly undermine empirical Bayes (EB) estimates as well as the estimation of confidence intervals for the gamma mean and predicted response. The paper ends with recommendations about minimizing the likelihood of producing Poisson-gamma models with an unreliable dispersion parameter for modeling motor vehicle crashes.

A new Bayesian recursive technique for parameter estimation

NASA Astrophysics Data System (ADS)

Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

2006-08-01

The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

Testing life history predictions in a long-lived seabird: A population matrix approach with improved parameter estimation

USGS Publications Warehouse

Doherty, P.F.; Schreiber, E.A.; Nichols, J.D.; Hines, J.E.; Link, W.A.; Schenk, G.A.; Schreiber, R.W.

2004-01-01

Life history theory and associated empirical generalizations predict that population growth rate (λ) in long-lived animals should be most sensitive to adult survival; the rates to which λ is most sensitive should be those with the smallest temporal variances; and stochastic environmental events should most affect the rates to which λ is least sensitive. To date, most analyses attempting to examine these predictions have been inadequate, their validity being called into question by problems in estimating parameters, problems in estimating the variability of parameters, and problems in measuring population sensitivities to parameters. We use improved methodologies in these three areas and test these life-history predictions in a population of red-tailed tropicbirds (Phaethon rubricauda). We support our first prediction that λ is most sensitive to survival rates. However the support for the second prediction that these rates have the smallest temporal variance was equivocal. Previous support for the second prediction may be an artifact of a high survival estimate near the upper boundary of 1 and not a result of natural selection canalizing variances alone. We did not support our third prediction that effects of environmental stochasticity (El Niño) would most likely be detected in vital rates to which λ was least sensitive and which are thought to have high temporal variances. Comparative data-sets on other seabirds, within and among orders, and in other locations, are needed to understand these environmental effects.

Fisher information theory for parameter estimation in single molecule microscopy: tutorial

PubMed Central

Chao, Jerry; Ward, E. Sally; Ober, Raimund J.

2016-01-01

Estimation of a parameter of interest from image data represents a task that is commonly carried out in single molecule microscopy data analysis. The determination of the positional coordinates of a molecule from its image, for example, forms the basis of standard applications such as single molecule tracking and localization-based superresolution image reconstruction. Assuming that the estimator used recovers, on average, the true value of the parameter, its accuracy, or standard deviation, is then at best equal to the square root of the Cramér-Rao lower bound. The Cramér-Rao lower bound can therefore be used as a benchmark in the evaluation of the accuracy of an estimator. Additionally, as its value can be computed and assessed for different experimental settings, it is useful as an experimental design tool. This tutorial demonstrates a mathematical framework that has been specifically developed to calculate the Cramér-Rao lower bound for estimation problems in single molecule microscopy and, more broadly, fluorescence microscopy. The material includes a presentation of the photon detection process that underlies all image data, various image data models that describe images acquired with different detector types, and Fisher information expressions that are necessary for the calculation of the lower bound. Throughout the tutorial, examples involving concrete estimation problems are used to illustrate the effects of various factors on the accuracy of parameter estimation, and more generally, to demonstrate the flexibility of the mathematical framework. PMID:27409706

Small area estimation (SAE) model: Case study of poverty in West Java Province

NASA Astrophysics Data System (ADS)

Suhartini, Titin; Sadik, Kusman; Indahwati

2016-02-01

This paper showed the comparative of direct estimation and indirect/Small Area Estimation (SAE) model. Model selection included resolve multicollinearity problem in auxiliary variable, such as choosing only variable non-multicollinearity and implemented principal component (PC). Concern parameters in this paper were the proportion of agricultural venture poor households and agricultural poor households area level in West Java Province. The approach for estimating these parameters could be performed based on direct estimation and SAE. The problem of direct estimation, three area even zero and could not be conducted by directly estimation, because small sample size. The proportion of agricultural venture poor households showed 19.22% and agricultural poor households showed 46.79%. The best model from agricultural venture poor households by choosing only variable non-multicollinearity and the best model from agricultural poor households by implemented PC. The best estimator showed SAE better then direct estimation both of the proportion of agricultural venture poor households and agricultural poor households area level in West Java Province. The solution overcame small sample size and obtained estimation for small area was implemented small area estimation method for evidence higher accuracy and better precision improved direct estimator.

Estimation of biological parameters of marine organisms using linear and nonlinear acoustic scattering model-based inversion methods.

PubMed

Chu, Dezhang; Lawson, Gareth L; Wiebe, Peter H

2016-05-01

The linear inversion commonly used in fisheries and zooplankton acoustics assumes a constant inversion kernel and ignores the uncertainties associated with the shape and behavior of the scattering targets, as well as other relevant animal parameters. Here, errors of the linear inversion due to uncertainty associated with the inversion kernel are quantified. A scattering model-based nonlinear inversion method is presented that takes into account the nonlinearity of the inverse problem and is able to estimate simultaneously animal abundance and the parameters associated with the scattering model inherent to the kernel. It uses sophisticated scattering models to estimate first, the abundance, and second, the relevant shape and behavioral parameters of the target organisms. Numerical simulations demonstrate that the abundance, size, and behavior (tilt angle) parameters of marine animals (fish or zooplankton) can be accurately inferred from the inversion by using multi-frequency acoustic data. The influence of the singularity and uncertainty in the inversion kernel on the inversion results can be mitigated by examining the singular values for linear inverse problems and employing a non-linear inversion involving a scattering model-based kernel.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

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

Parameter estimation of Monod model by the Least-Squares method for microalgae Botryococcus Braunii sp

NASA Astrophysics Data System (ADS)

See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.

2018-04-01

This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.

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

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.

An inverse finance problem for estimation of the volatility

NASA Astrophysics Data System (ADS)

Neisy, A.; Salmani, K.

2013-01-01

Black-Scholes model, as a base model for pricing in derivatives markets has some deficiencies, such as ignoring market jumps, and considering market volatility as a constant factor. In this article, we introduce a pricing model for European-Options under jump-diffusion underlying asset. Then, using some appropriate numerical methods we try to solve this model with integral term, and terms including derivative. Finally, considering volatility as an unknown parameter, we try to estimate it by using our proposed model. For the purpose of estimating volatility, in this article, we utilize inverse problem, in which inverse problem model is first defined, and then volatility is estimated using minimization function with Tikhonov regularization.

Adaptive Estimation and Heuristic Optimization of Nonlinear Spacecraft Attitude Dynamics

DTIC Science & Technology

2016-09-15

Algorithm GPS Global Positioning System HOUF Higher Order Unscented Filter IC initial conditions IMM Interacting Multiple Model IMU Inertial Measurement Unit ...sources ranging from inertial measurement units to star sensors are used to construct observations for attitude estimation algorithms. The sensor...parameters. A single vector measurement will provide two independent parameters, as a unit vector constraint removes a DOF making the problem underdetermined

Fast myopic 2D-SIM super resolution microscopy with joint modulation pattern estimation

NASA Astrophysics Data System (ADS)

Orieux, François; Loriette, Vincent; Olivo-Marin, Jean-Christophe; Sepulveda, Eduardo; Fragola, Alexandra

2017-12-01

Super-resolution in structured illumination microscopy (SIM) is obtained through de-aliasing of modulated raw images, in which high frequencies are measured indirectly inside the optical transfer function. Usual approaches that use 9 or 15 images are often too slow for dynamic studies. Moreover, as experimental conditions change with time, modulation parameters must be estimated within the images. This paper tackles the problem of image reconstruction for fast super resolution in SIM, where the number of available raw images is reduced to four instead of nine or fifteen. Within an optimization framework, the solution is inferred via a joint myopic criterion for image and modulation (or acquisition) parameters, leading to what is frequently called a myopic or semi-blind inversion problem. The estimate is chosen as the minimizer of the nonlinear criterion, numerically calculated by means of a block coordinate optimization algorithm. The effectiveness of the proposed method is demonstrated for simulated and experimental examples. The results show precise estimation of the modulation parameters jointly with the reconstruction of the super resolution image. The method also shows its effectiveness for thick biological samples.

On-line implementation of nonlinear parameter estimation for the Space Shuttle main engine

NASA Technical Reports Server (NTRS)

Buckland, Julia H.; Musgrave, Jeffrey L.; Walker, Bruce K.

1992-01-01

We investigate the performance of a nonlinear estimation scheme applied to the estimation of several parameters in a performance model of the Space Shuttle Main Engine. The nonlinear estimator is based upon the extended Kalman filter which has been augmented to provide estimates of several key performance variables. The estimated parameters are directly related to the efficiency of both the low pressure and high pressure fuel turbopumps. Decreases in the parameter estimates may be interpreted as degradations in turbine and/or pump efficiencies which can be useful measures for an online health monitoring algorithm. This paper extends previous work which has focused on off-line parameter estimation by investigating the filter's on-line potential from a computational standpoint. ln addition, we examine the robustness of the algorithm to unmodeled dynamics. The filter uses a reduced-order model of the engine that includes only fuel-side dynamics. The on-line results produced during this study are comparable to off-line results generated previously. The results show that the parameter estimates are sensitive to dynamics not included in the filter model. Off-line results using an extended Kalman filter with a full order engine model to address the robustness problems of the reduced-order model are also presented.

Analysis of parameter estimation and optimization application of ant colony algorithm in vehicle routing problem

NASA Astrophysics Data System (ADS)

Xu, Quan-Li; Cao, Yu-Wei; Yang, Kun

2018-03-01

Ant Colony Optimization (ACO) is the most widely used artificial intelligence algorithm at present. This study introduced the principle and mathematical model of ACO algorithm in solving Vehicle Routing Problem (VRP), and designed a vehicle routing optimization model based on ACO, then the vehicle routing optimization simulation system was developed by using c ++ programming language, and the sensitivity analyses, estimations and improvements of the three key parameters of ACO were carried out. The results indicated that the ACO algorithm designed in this paper can efficiently solve rational planning and optimization of VRP, and the different values of the key parameters have significant influence on the performance and optimization effects of the algorithm, and the improved algorithm is not easy to locally converge prematurely and has good robustness.

Application of an automatic approach to calibrate the NEMURO nutrient-phytoplankton-zooplankton food web model in the Oyashio region

NASA Astrophysics Data System (ADS)

Ito, Shin-ichi; Yoshie, Naoki; Okunishi, Takeshi; Ono, Tsuneo; Okazaki, Yuji; Kuwata, Akira; Hashioka, Taketo; Rose, Kenneth A.; Megrey, Bernard A.; Kishi, Michio J.; Nakamachi, Miwa; Shimizu, Yugo; Kakehi, Shigeho; Saito, Hiroaki; Takahashi, Kazutaka; Tadokoro, Kazuaki; Kusaka, Akira; Kasai, Hiromi

2010-10-01

The Oyashio region in the western North Pacific supports high biological productivity and has been well monitored. We applied the NEMURO (North Pacific Ecosystem Model for Understanding Regional Oceanography) model to simulate the nutrients, phytoplankton, and zooplankton dynamics. Determination of parameters values is very important, yet ad hoc calibration methods are often used. We used the automatic calibration software PEST (model-independent Parameter ESTimation), which has been used previously with NEMURO but in a system without ontogenetic vertical migration of the large zooplankton functional group. Determining the performance of PEST with vertical migration, and obtaining a set of realistic parameter values for the Oyashio, will likely be useful in future applications of NEMURO. Five identical twin simulation experiments were performed with the one-box version of NEMURO. The experiments differed in whether monthly snapshot or averaged state variables were used, in whether state variables were model functional groups or were aggregated (total phytoplankton, small plus large zooplankton), and in whether vertical migration of large zooplankton was included or not. We then applied NEMURO to monthly climatological field data covering 1 year for the Oyashio, and compared model fits and parameter values between PEST-determined estimates and values used in previous applications to the Oyashio region that relied on ad hoc calibration. We substituted the PEST and ad hoc calibrated parameter values into a 3-D version of NEMURO for the western North Pacific, and compared the two sets of spatial maps of chlorophyll- a with satellite-derived data. The identical twin experiments demonstrated that PEST could recover the known model parameter values when vertical migration was included, and that over-fitting can occur as a result of slight differences in the values of the state variables. PEST recovered known parameter values when using monthly snapshots of aggregated state variables, but estimated a different set of parameters with monthly averaged values. Both sets of parameters resulted in good fits of the model to the simulated data. Disaggregating the variables provided to PEST into functional groups did not solve the over-fitting problem, and including vertical migration seemed to amplify the problem. When we used the climatological field data, simulated values with PEST-estimated parameters were closer to these field data than with the previously determined ad hoc set of parameter values. When these same PEST and ad hoc sets of parameter values were substituted into 3-D-NEMURO (without vertical migration), the PEST-estimated parameter values generated spatial maps that were similar to the satellite data for the Kuroshio Extension during January and March and for the subarctic ocean from May to November. With non-linear problems, such as vertical migration, PEST should be used with caution because parameter estimates can be sensitive to how the data are prepared and to the values used for the searching parameters of PEST. We recommend the usage of PEST, or other parameter optimization methods, to generate first-order parameter estimates for simulating specific systems and for insertion into 2-D and 3-D models. The parameter estimates that are generated are useful, and the inconsistencies between simulated values and the available field data provide valuable information on model behavior and the dynamics of the ecosystem.

Statistical Bayesian method for reliability evaluation based on ADT data

NASA Astrophysics Data System (ADS)

Lu, Dawei; Wang, Lizhi; Sun, Yusheng; Wang, Xiaohong

2018-05-01

Accelerated degradation testing (ADT) is frequently conducted in the laboratory to predict the products’ reliability under normal operating conditions. Two kinds of methods, degradation path models and stochastic process models, are utilized to analyze degradation data and the latter one is the most popular method. However, some limitations like imprecise solution process and estimation result of degradation ratio still exist, which may affect the accuracy of the acceleration model and the extrapolation value. Moreover, the conducted solution of this problem, Bayesian method, lose key information when unifying the degradation data. In this paper, a new data processing and parameter inference method based on Bayesian method is proposed to handle degradation data and solve the problems above. First, Wiener process and acceleration model is chosen; Second, the initial values of degradation model and parameters of prior and posterior distribution under each level is calculated with updating and iteration of estimation values; Third, the lifetime and reliability values are estimated on the basis of the estimation parameters; Finally, a case study is provided to demonstrate the validity of the proposed method. The results illustrate that the proposed method is quite effective and accuracy in estimating the lifetime and reliability of a product.

An application of robust ridge regression model in the presence of outliers to real data problem

NASA Astrophysics Data System (ADS)

Shariff, N. S. Md.; Ferdaos, N. A.

2017-09-01

Multicollinearity and outliers are often leads to inconsistent and unreliable parameter estimates in regression analysis. The well-known procedure that is robust to multicollinearity problem is the ridge regression method. This method however is believed are affected by the presence of outlier. The combination of GM-estimation and ridge parameter that is robust towards both problems is on interest in this study. As such, both techniques are employed to investigate the relationship between stock market price and macroeconomic variables in Malaysia due to curiosity of involving the multicollinearity and outlier problem in the data set. There are four macroeconomic factors selected for this study which are Consumer Price Index (CPI), Gross Domestic Product (GDP), Base Lending Rate (BLR) and Money Supply (M1). The results demonstrate that the proposed procedure is able to produce reliable results towards the presence of multicollinearity and outliers in the real data.

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

USGS Publications Warehouse

Halford, Keith J.

2006-01-01

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

A PDE-based methodology for modeling, parameter estimation and feedback control in structural and structural acoustic systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Brown, D. E.; Metcalf, Vern L.; Silcox, R. J.; Smith, Ralph C.; Wang, Yun

1994-01-01

A problem of continued interest concerns the control of vibrations in a flexible structure and the related problem of reducing structure-borne noise in structural acoustic systems. In both cases, piezoceramic patches bonded to the structures have been successfully used as control actuators. Through the application of a controlling voltage, the patches can be used to reduce structural vibrations which in turn lead to methods for reducing structure-borne noise. A PDE-based methodology for modeling, estimating physical parameters, and implementing a feedback control scheme for problems of this type is discussed. While the illustrating example is a circular plate, the methodology is sufficiently general so as to be applicable in a variety of structural and structural acoustic systems.

Parameter estimation problems for distributed systems using a multigrid method

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo; Dutt, Pravir

1990-01-01

The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.

Accuracy Estimation and Parameter Advising for Protein Multiple Sequence Alignment

PubMed Central

DeBlasio, Dan

2013-01-01

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

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.

Comparison of optimal design methods in inverse problems

NASA Astrophysics Data System (ADS)

Banks, H. T.; Holm, K.; Kappel, F.

2011-07-01

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. 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 criterion 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 (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).

Graphical Evaluation of the Ridge-Type Robust Regression Estimators in Mixture Experiments

PubMed Central

Erkoc, Ali; Emiroglu, Esra

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set. PMID:25202738

Graphical evaluation of the ridge-type robust regression estimators in mixture experiments.

PubMed

Erkoc, Ali; Emiroglu, Esra; Akay, Kadri Ulas

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set.

Estimating a Logistic Discrimination Functions When One of the Training Samples Is Subject to Misclassification: A Maximum Likelihood Approach.

PubMed

Nagelkerke, Nico; Fidler, Vaclav

2015-01-01

The problem of discrimination and classification is central to much of epidemiology. Here we consider the estimation of a logistic regression/discrimination function from training samples, when one of the training samples is subject to misclassification or mislabeling, e.g. diseased individuals are incorrectly classified/labeled as healthy controls. We show that this leads to zero-inflated binomial model with a defective logistic regression or discrimination function, whose parameters can be estimated using standard statistical methods such as maximum likelihood. These parameters can be used to estimate the probability of true group membership among those, possibly erroneously, classified as controls. Two examples are analyzed and discussed. A simulation study explores properties of the maximum likelihood parameter estimates and the estimates of the number of mislabeled observations.

Fitting a three-parameter lognormal distribution with applications to hydrogeochemical data from the National Uranium Resource Evaluation Program

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

Kane, V.E.

1979-10-01

The standard maximum likelihood and moment estimation procedures are shown to have some undesirable characteristics for estimating the parameters in a three-parameter lognormal distribution. A class of goodness-of-fit estimators is found which provides a useful alternative to the standard methods. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Shapiro-Francia tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted-order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Bias and robustness of the procedures are examined and example data sets analyzed including geochemical datamore » from the National Uranium Resource Evaluation Program.« less

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.

Solution of the weighted symmetric similarity transformations based on quaternions

NASA Astrophysics Data System (ADS)

Mercan, H.; Akyilmaz, O.; Aydin, C.

2017-12-01

A new method through Gauss-Helmert model of adjustment is presented for the solution of the similarity transformations, either 3D or 2D, in the frame of errors-in-variables (EIV) model. EIV model assumes that all the variables in the mathematical model are contaminated by random errors. Total least squares estimation technique may be used to solve the EIV model. Accounting for the heteroscedastic uncertainty both in the target and the source coordinates, that is the more common and general case in practice, leads to a more realistic estimation of the transformation parameters. The presented algorithm can handle the heteroscedastic transformation problems, i.e., positions of the both target and the source points may have full covariance matrices. Therefore, there is no limitation such as the isotropic or the homogenous accuracy for the reference point coordinates. The developed algorithm takes the advantage of the quaternion definition which uniquely represents a 3D rotation matrix. The transformation parameters: scale, translations, and the quaternion (so that the rotation matrix) along with their covariances, are iteratively estimated with rapid convergence. Moreover, prior least squares (LS) estimation of the unknown transformation parameters is not required to start the iterations. We also show that the developed method can also be used to estimate the 2D similarity transformation parameters by simply treating the problem as a 3D transformation problem with zero (0) values assigned for the z-components of both target and source points. The efficiency of the new algorithm is presented with the numerical examples and comparisons with the results of the previous studies which use the same data set. Simulation experiments for the evaluation and comparison of the proposed and the conventional weighted LS (WLS) method is also presented.

Iterative Importance Sampling Algorithms for Parameter Estimation

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

Grout, Ray W; Morzfeld, Matthias; Day, Marcus S.

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicabilitymore » of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using 'coarse' MCMC runs or Gaussian mixture models.« less

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

PubMed

Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

2007-10-01

In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

OPTIMAL EXPERIMENT DESIGN FOR MAGNETIC RESONANCE FINGERPRINTING

PubMed Central

Zhao, Bo; Haldar, Justin P.; Setsompop, Kawin; Wald, Lawrence L.

2017-01-01

Magnetic resonance (MR) fingerprinting is an emerging quantitative MR imaging technique that simultaneously acquires multiple tissue parameters in an efficient experiment. In this work, we present an estimation-theoretic framework to evaluate and design MR fingerprinting experiments. More specifically, we derive the Cramér-Rao bound (CRB), a lower bound on the covariance of any unbiased estimator, to characterize parameter estimation for MR fingerprinting. We then formulate an optimal experiment design problem based on the CRB to choose a set of acquisition parameters (e.g., flip angles and/or repetition times) that maximizes the signal-to-noise ratio efficiency of the resulting experiment. The utility of the proposed approach is validated by numerical studies. Representative results demonstrate that the optimized experiments allow for substantial reduction in the length of an MR fingerprinting acquisition, and substantial improvement in parameter estimation performance. PMID:28268369

Optimal experiment design for magnetic resonance fingerprinting.

PubMed

Bo Zhao; Haldar, Justin P; Setsompop, Kawin; Wald, Lawrence L

2016-08-01

Magnetic resonance (MR) fingerprinting is an emerging quantitative MR imaging technique that simultaneously acquires multiple tissue parameters in an efficient experiment. In this work, we present an estimation-theoretic framework to evaluate and design MR fingerprinting experiments. More specifically, we derive the Cramér-Rao bound (CRB), a lower bound on the covariance of any unbiased estimator, to characterize parameter estimation for MR fingerprinting. We then formulate an optimal experiment design problem based on the CRB to choose a set of acquisition parameters (e.g., flip angles and/or repetition times) that maximizes the signal-to-noise ratio efficiency of the resulting experiment. The utility of the proposed approach is validated by numerical studies. Representative results demonstrate that the optimized experiments allow for substantial reduction in the length of an MR fingerprinting acquisition, and substantial improvement in parameter estimation performance.

Dynamic State Estimation of Terrestrial and Solar Plasmas

NASA Astrophysics Data System (ADS)

Kamalabadi, Farzad

A pervasive problem in virtually all branches of space science is the estimation of multi-dimensional state parameters of a dynamical system from a collection of indirect, often incomplete, and imprecise measurements. Subsequent scientific inference is predicated on rigorous analysis, interpretation, and understanding of physical observations and on the reliability of the associated quantitative statistical bounds and performance characteristics of the algorithms used. In this work, we focus on these dynamic state estimation problems and illustrate their importance in the context of two timely activities in space remote sensing. First, we discuss the estimation of multi-dimensional ionospheric state parameters from UV spectral imaging measurements anticipated to be acquired the recently selected NASA Heliophysics mission, Ionospheric Connection Explorer (ICON). Next, we illustrate that similar state-space formulations provide the means for the estimation of 3D, time-dependent densities and temperatures in the solar corona from a series of white-light and EUV measurements. We demonstrate that, while a general framework for the stochastic formulation of the state estimation problem is suited for systematic inference of the parameters of a hidden Markov process, several challenges must be addressed in the assimilation of an increasing volume and diversity of space observations. These challenges are: (1) the computational tractability when faced with voluminous and multimodal data, (2) the inherent limitations of the underlying models which assume, often incorrectly, linear dynamics and Gaussian noise, and (3) the unavailability or inaccuracy of transition probabilities and noise statistics. We argue that pursuing answers to these questions necessitates cross-disciplinary research that enables progress toward systematically reconciling observational and theoretical understanding of the space environment.

Programmer's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation

NASA Technical Reports Server (NTRS)

Maine, R. E.

1981-01-01

The MMLE3 is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program. The implementation of the program on specific computer systems is discussed. The structure of the program is diagrammed, and the function and operation of individual routines is described. Complete listings and reference maps of the routines are included on microfiche as a supplement. Four test cases are discussed; listings of the input cards and program output for the test cases are included on microfiche as a supplement.

Selecting Sensitive Parameter Subsets in Dynamical Models With Application to Biomechanical System Identification.

PubMed

Ramadan, Ahmed; Boss, Connor; Choi, Jongeun; Peter Reeves, N; Cholewicki, Jacek; Popovich, John M; Radcliffe, Clark J

2018-07-01

Estimating many parameters of biomechanical systems with limited data may achieve good fit but may also increase 95% confidence intervals in parameter estimates. This results in poor identifiability in the estimation problem. Therefore, we propose a novel method to select sensitive biomechanical model parameters that should be estimated, while fixing the remaining parameters to values obtained from preliminary estimation. Our method relies on identifying the parameters to which the measurement output is most sensitive. The proposed method is based on the Fisher information matrix (FIM). It was compared against the nonlinear least absolute shrinkage and selection operator (LASSO) method to guide modelers on the pros and cons of our FIM method. We present an application identifying a biomechanical parametric model of a head position-tracking task for ten human subjects. Using measured data, our method (1) reduced model complexity by only requiring five out of twelve parameters to be estimated, (2) significantly reduced parameter 95% confidence intervals by up to 89% of the original confidence interval, (3) maintained goodness of fit measured by variance accounted for (VAF) at 82%, (4) reduced computation time, where our FIM method was 164 times faster than the LASSO method, and (5) selected similar sensitive parameters to the LASSO method, where three out of five selected sensitive parameters were shared by FIM and LASSO methods.

Parameter estimation by decoherence in the double-slit experiment

NASA Astrophysics Data System (ADS)

Matsumura, Akira; Ikeda, Taishi; Kukita, Shingo

2018-06-01

We discuss a parameter estimation problem using quantum decoherence in the double-slit interferometer. We consider a particle coupled to a massive scalar field after the particle passing through the double slit and solve the dynamics non-perturbatively for the coupling by the WKB approximation. This allows us to analyze the estimation problem which cannot be treated by master equation used in the research of quantum probe. In this model, the scalar field reduces the interference fringes of the particle and the fringe pattern depends on the field mass and coupling. To evaluate the contrast and the estimation precision obtained from the pattern, we introduce the interferometric visibility and the Fisher information matrix of the field mass and coupling. For the fringe pattern observed on the distant screen, we derive a simple relation between the visibility and the Fisher matrix. Also, focusing on the estimation precision of the mass, we find that the Fisher information characterizes the wave-particle duality in the double-slit interferometer.

On the problem of modeling for parameter identification in distributed structures

NASA Technical Reports Server (NTRS)

Norris, Mark A.; Meirovitch, Leonard

1988-01-01

Structures are often characterized by parameters, such as mass and stiffness, that are spatially distributed. Parameter identification of distributed structures is subject to many of the difficulties involved in the modeling problem, and the choice of the model can greatly affect the results of the parameter identification process. Analogously to control spillover in the control of distributed-parameter systems, identification spillover is shown to exist as well and its effect is to degrade the parameter estimates. Moreover, as in modeling by the Rayleigh-Ritz method, it is shown that, for a Rayleigh-Ritz type identification algorithm, an inclusion principle exists in the identification of distributed-parameter systems as well, so that the identified natural frequencies approach the actual natural frequencies monotonically from above.

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

PubMed Central

Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

2012-01-01

Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online. PMID:23155351

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

PubMed

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

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

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

PubMed Central

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

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

Fitting a Structured Juvenile-Adult Model for Green Tree Frogs to Population Estimates from Capture-Mark-Recapture Field Data

USGS Publications Warehouse

Ackleh, A.S.; Carter, J.; Deng, K.; Huang, Q.; Pal, N.; Yang, X.

2012-01-01

We derive point and interval estimates for an urban population of green tree frogs (Hyla cinerea) from capture-mark-recapture field data obtained during the years 2006-2009. We present an infinite-dimensional least-squares approach which compares a mathematical population model to the statistical population estimates obtained from the field data. The model is composed of nonlinear first-order hyperbolic equations describing the dynamics of the amphibian population where individuals are divided into juveniles (tadpoles) and adults (frogs). To solve the least-squares problem, an explicit finite difference approximation is developed. Convergence results for the computed parameters are presented. Parameter estimates for the vital rates of juveniles and adults are obtained, and standard deviations for these estimates are computed. Numerical results for the model sensitivity with respect to these parameters are given. Finally, the above-mentioned parameter estimates are used to illustrate the long-time behavior of the population under investigation. ?? 2011 Society for Mathematical Biology.

Large biases in regression-based constituent flux estimates: causes and diagnostic tools

USGS Publications Warehouse

Hirsch, Robert M.

2014-01-01

It has been documented in the literature that, in some cases, widely used regression-based models can produce severely biased estimates of long-term mean river fluxes of various constituents. These models, estimated using sample values of concentration, discharge, and date, are used to compute estimated fluxes for a multiyear period at a daily time step. This study compares results of the LOADEST seven-parameter model, LOADEST five-parameter model, and the Weighted Regressions on Time, Discharge, and Season (WRTDS) model using subsampling of six very large datasets to better understand this bias problem. This analysis considers sample datasets for dissolved nitrate and total phosphorus. The results show that LOADEST-7 and LOADEST-5, although they often produce very nearly unbiased results, can produce highly biased results. This study identifies three conditions that can give rise to these severe biases: (1) lack of fit of the log of concentration vs. log discharge relationship, (2) substantial differences in the shape of this relationship across seasons, and (3) severely heteroscedastic residuals. The WRTDS model is more resistant to the bias problem than the LOADEST models but is not immune to them. Understanding the causes of the bias problem is crucial to selecting an appropriate method for flux computations. Diagnostic tools for identifying the potential for bias problems are introduced, and strategies for resolving bias problems are described.

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).

Robust Diagnosis Method Based on Parameter Estimation for an Interturn Short-Circuit Fault in Multipole PMSM under High-Speed Operation.

PubMed

Lee, Jewon; Moon, Seokbae; Jeong, Hyeyun; Kim, Sang Woo

2015-11-20

This paper proposes a diagnosis method for a multipole permanent magnet synchronous motor (PMSM) under an interturn short circuit fault. Previous works in this area have suffered from the uncertainties of the PMSM parameters, which can lead to misdiagnosis. The proposed method estimates the q-axis inductance (Lq) of the faulty PMSM to solve this problem. The proposed method also estimates the faulty phase and the value of G, which serves as an index of the severity of the fault. The q-axis current is used to estimate the faulty phase, the values of G and Lq. For this reason, two open-loop observers and an optimization method based on a particle-swarm are implemented. The q-axis current of a healthy PMSM is estimated by the open-loop observer with the parameters of a healthy PMSM. The Lq estimation significantly compensates for the estimation errors in high-speed operation. The experimental results demonstrate that the proposed method can estimate the faulty phase, G, and Lq besides exhibiting robustness against parameter uncertainties.

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

Development of an automated procedure for estimation of the spatial variation of runoff in large river basins

USDA-ARS?s Scientific Manuscript database

The use of distributed parameter models to address water resource management problems has increased in recent years. Calibration is necessary to reduce the uncertainties associated with model input parameters. Manual calibration of a distributed parameter model is a very time consuming effort. There...

Hydrological model parameterization using NDVI values to account for the effects of land-cover change on the rainfall-runoff response

USDA-ARS?s Scientific Manuscript database

Classic rainfall-runoff models usually use historical data to estimate model parameters and mean values of parameters are considered for predictions. However, due to climate changes and human effects, the parameters of model change temporally. To overcome this problem, Normalized Difference Vegetati...

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Gyekenyesi, John P.

1988-01-01

The calculation of shape and scale parameters of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by uing the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded. The techniques described were verified with several example problems from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 1. Theory

USGS Publications Warehouse

Cooley, Richard L.

1982-01-01

Prior information on the parameters of a groundwater flow model can be used to improve parameter estimates obtained from nonlinear regression solution of a modeling problem. Two scales of prior information can be available: (1) prior information having known reliability (that is, bias and random error structure) and (2) prior information consisting of best available estimates of unknown reliability. A regression method that incorporates the second scale of prior information assumes the prior information to be fixed for any particular analysis to produce improved, although biased, parameter estimates. Approximate optimization of two auxiliary parameters of the formulation is used to help minimize the bias, which is almost always much smaller than that resulting from standard ridge regression. It is shown that if both scales of prior information are available, then a combined regression analysis may be made.

Variational algorithms for nonlinear smoothing applications

NASA Technical Reports Server (NTRS)

Bach, R. E., Jr.

1977-01-01

A variational approach is presented for solving a nonlinear, fixed-interval smoothing problem with application to offline processing of noisy data for trajectory reconstruction and parameter estimation. The nonlinear problem is solved as a sequence of linear two-point boundary value problems. Second-order convergence properties are demonstrated. Algorithms for both continuous and discrete versions of the problem are given, and example solutions are provided.

SOME PROBLEMS OF "SAFE DOSE" ESTIMATION

EPA Science Inventory

In environmental carcinogenic risk assessment, the usually defined "safe doses" appear subjective in some sense. n this paper a method of standardizing "safe doses" based on some objective parameters is introduced and a procedure of estimating safe doses under the competing risks...

Informed spectral analysis: audio signal parameter estimation using side information

NASA Astrophysics Data System (ADS)

Fourer, Dominique; Marchand, Sylvain

2013-12-01

Parametric models are of great interest for representing and manipulating sounds. However, the quality of the resulting signals depends on the precision of the parameters. When the signals are available, these parameters can be estimated, but the presence of noise decreases the resulting precision of the estimation. Furthermore, the Cramér-Rao bound shows the minimal error reachable with the best estimator, which can be insufficient for demanding applications. These limitations can be overcome by using the coding approach which consists in directly transmitting the parameters with the best precision using the minimal bitrate. However, this approach does not take advantage of the information provided by the estimation from the signal and may require a larger bitrate and a loss of compatibility with existing file formats. The purpose of this article is to propose a compromised approach, called the 'informed approach,' which combines analysis with (coded) side information in order to increase the precision of parameter estimation using a lower bitrate than pure coding approaches, the audio signal being known. Thus, the analysis problem is presented in a coder/decoder configuration where the side information is computed and inaudibly embedded into the mixture signal at the coder. At the decoder, the extra information is extracted and is used to assist the analysis process. This study proposes applying this approach to audio spectral analysis using sinusoidal modeling which is a well-known model with practical applications and where theoretical bounds have been calculated. This work aims at uncovering new approaches for audio quality-based applications. It provides a solution for challenging problems like active listening of music, source separation, and realistic sound transformations.

Estimating effective roughness parameters of the L-MEB model for soil moisture retrieval using passive microwave observations from SMAPVEX12

USDA-ARS?s Scientific Manuscript database

Although there have been efforts to improve existing soil moisture retrieval algorithms, the ability to estimate soil moisture from passive microwave observations is still hampered by problems in accurately modeling the observed microwave signal. This paper focuses on the estimation of effective sur...

Parameter estimation in 3D affine and similarity transformation: implementation of variance component estimation

NASA Astrophysics Data System (ADS)

Amiri-Simkooei, A. R.

2018-01-01

Three-dimensional (3D) coordinate transformations, generally consisting of origin shifts, axes rotations, scale changes, and skew parameters, are widely used in many geomatics applications. Although in some geodetic applications simplified transformation models are used based on the assumption of small transformation parameters, in other fields of applications such parameters are indeed large. The algorithms of two recent papers on the weighted total least-squares (WTLS) problem are used for the 3D coordinate transformation. The methodology can be applied to the case when the transformation parameters are generally large of which no approximate values of the parameters are required. Direct linearization of the rotation and scale parameters is thus not required. The WTLS formulation is employed to take into consideration errors in both the start and target systems on the estimation of the transformation parameters. Two of the well-known 3D transformation methods, namely affine (12, 9, and 8 parameters) and similarity (7 and 6 parameters) transformations, can be handled using the WTLS theory subject to hard constraints. Because the method can be formulated by the standard least-squares theory with constraints, the covariance matrix of the transformation parameters can directly be provided. The above characteristics of the 3D coordinate transformation are implemented in the presence of different variance components, which are estimated using the least squares variance component estimation. In particular, the estimability of the variance components is investigated. The efficacy of the proposed formulation is verified on two real data sets.

Oracle estimation of parametric models under boundary constraints.

PubMed

Wong, Kin Yau; Goldberg, Yair; Fine, Jason P

2016-12-01

In many classical estimation problems, the parameter space has a boundary. In most cases, the standard asymptotic properties of the estimator do not hold when some of the underlying true parameters lie on the boundary. However, without knowledge of the true parameter values, confidence intervals constructed assuming that the parameters lie in the interior are generally over-conservative. A penalized estimation method is proposed in this article to address this issue. An adaptive lasso procedure is employed to shrink the parameters to the boundary, yielding oracle inference which adapt to whether or not the true parameters are on the boundary. When the true parameters are on the boundary, the inference is equivalent to that which would be achieved with a priori knowledge of the boundary, while if the converse is true, the inference is equivalent to that which is obtained in the interior of the parameter space. The method is demonstrated under two practical scenarios, namely the frailty survival model and linear regression with order-restricted parameters. Simulation studies and real data analyses show that the method performs well with realistic sample sizes and exhibits certain advantages over standard methods. © 2016, The International Biometric Society.

A Bayesian approach to identifying structural nonlinearity using free-decay response: Application to damage detection in composites

USGS Publications Warehouse

Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.

2010-01-01

This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.

Identifiability in N-mixture models: a large-scale screening test with bird data.

PubMed

Kéry, Marc

2018-02-01

Binomial N-mixture models have proven very useful in ecology, conservation, and monitoring: they allow estimation and modeling of abundance separately from detection probability using simple counts. Recently, doubts about parameter identifiability have been voiced. I conducted a large-scale screening test with 137 bird data sets from 2,037 sites. I found virtually no identifiability problems for Poisson and zero-inflated Poisson (ZIP) binomial N-mixture models, but negative-binomial (NB) models had problems in 25% of all data sets. The corresponding multinomial N-mixture models had no problems. Parameter estimates under Poisson and ZIP binomial and multinomial N-mixture models were extremely similar. Identifiability problems became a little more frequent with smaller sample sizes (267 and 50 sites), but were unaffected by whether the models did or did not include covariates. Hence, binomial N-mixture model parameters with Poisson and ZIP mixtures typically appeared identifiable. In contrast, NB mixtures were often unidentifiable, which is worrying since these were often selected by Akaike's information criterion. Identifiability of binomial N-mixture models should always be checked. If problems are found, simpler models, integrated models that combine different observation models or the use of external information via informative priors or penalized likelihoods, may help. © 2017 by the Ecological Society of America.

Post-Optimality Analysis In Aerospace Vehicle Design

NASA Technical Reports Server (NTRS)

Braun, Robert D.; Kroo, Ilan M.; Gage, Peter J.

1993-01-01

This analysis pertains to the applicability of optimal sensitivity information to aerospace vehicle design. An optimal sensitivity (or post-optimality) analysis refers to computations performed once the initial optimization problem is solved. These computations may be used to characterize the design space about the present solution and infer changes in this solution as a result of constraint or parameter variations, without reoptimizing the entire system. The present analysis demonstrates that post-optimality information generated through first-order computations can be used to accurately predict the effect of constraint and parameter perturbations on the optimal solution. This assessment is based on the solution of an aircraft design problem in which the post-optimality estimates are shown to be within a few percent of the true solution over the practical range of constraint and parameter variations. Through solution of a reusable, single-stage-to-orbit, launch vehicle design problem, this optimal sensitivity information is also shown to improve the efficiency of the design process, For a hierarchically decomposed problem, this computational efficiency is realized by estimating the main-problem objective gradient through optimal sep&ivity calculations, By reducing the need for finite differentiation of a re-optimized subproblem, a significant decrease in the number of objective function evaluations required to reach the optimal solution is obtained.

Energy spectra of X-ray clusters of galaxies

NASA Technical Reports Server (NTRS)

Avni, Y.

1976-01-01

A procedure for estimating the ranges of parameters that describe the spectra of X-rays from clusters of galaxies is presented. The applicability of the method is proved by statistical simulations of cluster spectra; such a proof is necessary because of the nonlinearity of the spectral functions. Implications for the spectra of the Perseus, Coma, and Virgo clusters are discussed. The procedure can be applied in more general problems of parameter estimation.

Identification and feedback control in structures with piezoceramic actuators

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.; Wang, Y.

1992-01-01

In this lecture we give fundamental well-posedness results for a variational formulation of a class of damped second order partial differential equations with unbounded input or control coefficients. Included as special cases in this class are structures with piezoceramic actuators. We consider approximation techniques leading to computational methods in the context of both parameter estimation and feedback control problems for these systems. Rigorous convergence results for parameter estimates and feedback gains are discussed.

Numerical Problem Solving Using Mathcad in Undergraduate Reaction Engineering

ERIC Educational Resources Information Center

Parulekar, Satish J.

2006-01-01

Experience in using a user-friendly software, Mathcad, in the undergraduate chemical reaction engineering course is discussed. Example problems considered for illustration deal with simultaneous solution of linear algebraic equations (kinetic parameter estimation), nonlinear algebraic equations (equilibrium calculations for multiple reactions and…

The Accuracy of Parameter Estimation in System Identification of Noisy Aircraft Load Measurement. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kong, Jeffrey

1994-01-01

This thesis focuses on the subject of the accuracy of parameter estimation and system identification techniques. Motivated by a complicated load measurement from NASA Dryden Flight Research Center, advanced system identification techniques are needed. The objective of this problem is to accurately predict the load experienced by the aircraft wing structure during flight determined from a set of calibrated load and gage response relationship. We can then model the problem as a black box input-output system identification from which the system parameter has to be estimated. Traditional LS (Least Square) techniques and the issues of noisy data and model accuracy are addressed. A statistical bound reflecting the change in residual is derived in order to understand the effects of the perturbations on the data. Due to the intrinsic nature of the LS problem, LS solution faces the dilemma of the trade off between model accuracy and noise sensitivity. A method of conflicting performance indices is presented, thus allowing us to improve the noise sensitivity while at the same time configuring the degredation of the model accuracy. SVD techniques for data reduction are studied and the equivalence of the Correspondence Analysis (CA) and Total Least Squares Criteria are proved. We also looked at nonlinear LS problems with NASA F-111 data set as an example. Conventional methods are neither easily applicable nor suitable for the specific load problem since the exact model of the system is unknown. Neural Network (NN) does not require prior information on the model of the system. This robustness motivated us to apply the NN techniques on our load problem. Simulation results for the NN methods used in both the single load and the 'warning signal' problems are both useful and encouraging. The performance of the NN (for single load estimate) is better than the LS approach, whereas no conventional approach was tried for the 'warning signals' problems. The NN design methodology is also presented. The use of SVD, CA and Collinearity Index methods are used to reduce the number of neurons in a layer.

Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Abhinav, S.; Manohar, C. S.

2018-03-01

The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.

Black-hole production at LHC: Special features, problems, and expectations

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

Savina, M. V., E-mail: savina@cern.ch

2011-03-15

A brief survey of the present-day status of the problem of multidimensional-black-hole production at accelerators according to models featuring large extra dimensions is given. The respective production cross section and the Hawking temperature and decay rate are estimated versus model parameters. Possible flaws and assumptions whose accurate inclusion can reduce significantly the probability of blackhole production at accelerators in relation to earlier optimistic estimates are also discussed.

A maximum power point prediction method for group control of photovoltaic water pumping systems based on parameter identification

NASA Astrophysics Data System (ADS)

Chen, B.; Su, J. H.; Guo, L.; Chen, J.

2017-06-01

This paper puts forward a maximum power estimation method based on the photovoltaic array (PVA) model to solve the optimization problems about group control of the PV water pumping systems (PVWPS) at the maximum power point (MPP). This method uses the improved genetic algorithm (GA) for model parameters estimation and identification in view of multi P-V characteristic curves of a PVA model, and then corrects the identification results through least square method. On this basis, the irradiation level and operating temperature under any condition are able to estimate so an accurate PVA model is established and the MPP none-disturbance estimation is achieved. The simulation adopts the proposed GA to determine parameters, and the results verify the accuracy and practicability of the methods.

Developing a particle tracking surrogate model to improve inversion of ground water - Surface water models

NASA Astrophysics Data System (ADS)

Cousquer, Yohann; Pryet, Alexandre; Atteia, Olivier; Ferré, Ty P. A.; Delbart, Célestine; Valois, Rémi; Dupuy, Alain

2018-03-01

The inverse problem of groundwater models is often ill-posed and model parameters are likely to be poorly constrained. Identifiability is improved if diverse data types are used for parameter estimation. However, some models, including detailed solute transport models, are further limited by prohibitive computation times. This often precludes the use of concentration data for parameter estimation, even if those data are available. In the case of surface water-groundwater (SW-GW) models, concentration data can provide SW-GW mixing ratios, which efficiently constrain the estimate of exchange flow, but are rarely used. We propose to reduce computational limits by simulating SW-GW exchange at a sink (well or drain) based on particle tracking under steady state flow conditions. Particle tracking is used to simulate advective transport. A comparison between the particle tracking surrogate model and an advective-dispersive model shows that dispersion can often be neglected when the mixing ratio is computed for a sink, allowing for use of the particle tracking surrogate model. The surrogate model was implemented to solve the inverse problem for a real SW-GW transport problem with heads and concentrations combined in a weighted hybrid objective function. The resulting inversion showed markedly reduced uncertainty in the transmissivity field compared to calibration on head data alone.

A new method for parameter estimation in nonlinear dynamical equations

NASA Astrophysics Data System (ADS)

Wang, Liu; He, Wen-Ping; Liao, Le-Jian; Wan, Shi-Quan; He, Tao

2015-01-01

Parameter estimation is an important scientific problem in various fields such as chaos control, chaos synchronization and other mathematical models. In this paper, a new method for parameter estimation in nonlinear dynamical equations is proposed based on evolutionary modelling (EM). This will be achieved by utilizing the following characteristics of EM which includes self-organizing, adaptive and self-learning features which are inspired by biological natural selection, and mutation and genetic inheritance. The performance of the new method is demonstrated by using various numerical tests on the classic chaos model—Lorenz equation (Lorenz 1963). The results indicate that the new method can be used for fast and effective parameter estimation irrespective of whether partial parameters or all parameters are unknown in the Lorenz equation. Moreover, the new method has a good convergence rate. Noises are inevitable in observational data. The influence of observational noises on the performance of the presented method has been investigated. The results indicate that the strong noises, such as signal noise ratio (SNR) of 10 dB, have a larger influence on parameter estimation than the relatively weak noises. However, it is found that the precision of the parameter estimation remains acceptable for the relatively weak noises, e.g. SNR is 20 or 30 dB. It indicates that the presented method also has some anti-noise performance.

Ill-posed problem and regularization in reconstruction of radiobiological parameters from serial tumor imaging data

NASA Astrophysics Data System (ADS)

Chvetsov, Alevei V.; Sandison, George A.; Schwartz, Jeffrey L.; Rengan, Ramesh

2015-11-01

The main objective of this article is to improve the stability of reconstruction algorithms for estimation of radiobiological parameters using serial tumor imaging data acquired during radiation therapy. Serial images of tumor response to radiation therapy represent a complex summation of several exponential processes as treatment induced cell inactivation, tumor growth rates, and the rate of cell loss. Accurate assessment of treatment response would require separation of these processes because they define radiobiological determinants of treatment response and, correspondingly, tumor control probability. However, the estimation of radiobiological parameters using imaging data can be considered an inverse ill-posed problem because a sum of several exponentials would produce the Fredholm integral equation of the first kind which is ill posed. Therefore, the stability of reconstruction of radiobiological parameters presents a problem even for the simplest models of tumor response. To study stability of the parameter reconstruction problem, we used a set of serial CT imaging data for head and neck cancer and a simplest case of a two-level cell population model of tumor response. Inverse reconstruction was performed using a simulated annealing algorithm to minimize a least squared objective function. Results show that the reconstructed values of cell surviving fractions and cell doubling time exhibit significant nonphysical fluctuations if no stabilization algorithms are applied. However, after applying a stabilization algorithm based on variational regularization, the reconstruction produces statistical distributions for survival fractions and doubling time that are comparable to published in vitro data. This algorithm is an advance over our previous work where only cell surviving fractions were reconstructed. We conclude that variational regularization allows for an increase in the number of free parameters in our model which enables development of more-advanced parameter reconstruction algorithms.

PyCoTools: A Python Toolbox for COPASI.

PubMed

Welsh, Ciaran M; Fullard, Nicola; Proctor, Carole J; Martinez-Guimera, Alvaro; Isfort, Robert J; Bascom, Charles C; Tasseff, Ryan; Przyborski, Stefan A; Shanley, Daryl P

2018-05-22

COPASI is an open source software package for constructing, simulating and analysing dynamic models of biochemical networks. COPASI is primarily intended to be used with a graphical user interface but often it is desirable to be able to access COPASI features programmatically, with a high level interface. PyCoTools is a Python package aimed at providing a high level interface to COPASI tasks with an emphasis on model calibration. PyCoTools enables the construction of COPASI models and the execution of a subset of COPASI tasks including time courses, parameter scans and parameter estimations. Additional 'composite' tasks which use COPASI tasks as building blocks are available for increasing parameter estimation throughput, performing identifiability analysis and performing model selection. PyCoTools supports exploratory data analysis on parameter estimation data to assist with troubleshooting model calibrations. We demonstrate PyCoTools by posing a model selection problem designed to show case PyCoTools within a realistic scenario. The aim of the model selection problem is to test the feasibility of three alternative hypotheses in explaining experimental data derived from neonatal dermal fibroblasts in response to TGF-β over time. PyCoTools is used to critically analyse the parameter estimations and propose strategies for model improvement. PyCoTools can be downloaded from the Python Package Index (PyPI) using the command 'pip install pycotools' or directly from GitHub (https://github.com/CiaranWelsh/pycotools). Documentation at http://pycotools.readthedocs.io. Supplementary data are available at Bioinformatics.

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

PubMed Central

Kimura, Shuhei; Sato, Masanao; Okada-Hatakeyama, Mariko

2013-01-01

The inference of a genetic network is a problem in which mutual interactions among genes are inferred from time-series of gene expression levels. While a number of models have been proposed to describe genetic networks, this study focuses on a mathematical model proposed by Vohradský. Because of its advantageous features, several researchers have proposed the inference methods based on Vohradský's model. When trying to analyze large-scale networks consisting of dozens of genes, however, these methods must solve high-dimensional non-linear function optimization problems. In order to resolve the difficulty of estimating the parameters of the Vohradský's model, this study proposes a new method that defines the problem as several two-dimensional function optimization problems. Through numerical experiments on artificial genetic network inference problems, we showed that, although the computation time of the proposed method is not the shortest, the method has the ability to estimate parameters of Vohradský's models more effectively with sufficiently short computation times. This study then applied the proposed method to an actual inference problem of the bacterial SOS DNA repair system, and succeeded in finding several reasonable regulations. PMID:24386175

Estimation of photosynthesis in cyanobacteria by pulse-amplitude modulation chlorophyll fluorescence: problems and solutions.

PubMed

Ogawa, Takako; Misumi, Masahiro; Sonoike, Kintake

2017-09-01

Cyanobacteria are photosynthetic prokaryotes and widely used for photosynthetic research as model organisms. Partly due to their prokaryotic nature, however, estimation of photosynthesis by chlorophyll fluorescence measurements is sometimes problematic in cyanobacteria. For example, plastoquinone pool is reduced in the dark-acclimated samples in many cyanobacterial species so that conventional protocol developed for land plants cannot be directly applied for cyanobacteria. Even for the estimation of the simplest chlorophyll fluorescence parameter, F v /F m , some additional protocol such as addition of DCMU or illumination of weak blue light is necessary. In this review, those problems in the measurements of chlorophyll fluorescence in cyanobacteria are introduced, and solutions to those problems are given.

On the modeling of breath-by-breath oxygen uptake kinetics at the onset of high-intensity exercises: simulated annealing vs. GRG2 method.

PubMed

Bernard, Olivier; Alata, Olivier; Francaux, Marc

2006-03-01

Modeling in the time domain, the non-steady-state O2 uptake on-kinetics of high-intensity exercises with empirical models is commonly performed with gradient-descent-based methods. However, these procedures may impair the confidence of the parameter estimation when the modeling functions are not continuously differentiable and when the estimation corresponds to an ill-posed problem. To cope with these problems, an implementation of simulated annealing (SA) methods was compared with the GRG2 algorithm (a gradient-descent method known for its robustness). Forty simulated Vo2 on-responses were generated to mimic the real time course for transitions from light- to high-intensity exercises, with a signal-to-noise ratio equal to 20 dB. They were modeled twice with a discontinuous double-exponential function using both estimation methods. GRG2 significantly biased two estimated kinetic parameters of the first exponential (the time delay td1 and the time constant tau1) and impaired the precision (i.e., standard deviation) of the baseline A0, td1, and tau1 compared with SA. SA significantly improved the precision of the three parameters of the second exponential (the asymptotic increment A2, the time delay td2, and the time constant tau2). Nevertheless, td2 was significantly biased by both procedures, and the large confidence intervals of the whole second component parameters limit their interpretation. To compare both algorithms on experimental data, 26 subjects each performed two transitions from 80 W to 80% maximal O2 uptake on a cycle ergometer and O2 uptake was measured breath by breath. More than 88% of the kinetic parameter estimations done with the SA algorithm produced the lowest residual sum of squares between the experimental data points and the model. Repeatability coefficients were better with GRG2 for A1 although better with SA for A2 and tau2. Our results demonstrate that the implementation of SA improves significantly the estimation of most of these kinetic parameters, but a large inaccuracy remains in estimating the parameter values of the second exponential.

Analyzing Multilevel Data: An Empirical Comparison of Parameter Estimates of Hierarchical Linear Modeling and Ordinary Least Squares Regression

ERIC Educational Resources Information Center

Rocconi, Louis M.

2011-01-01

Hierarchical linear models (HLM) solve the problems associated with the unit of analysis problem such as misestimated standard errors, heterogeneity of regression and aggregation bias by modeling all levels of interest simultaneously. Hierarchical linear modeling resolves the problem of misestimated standard errors by incorporating a unique random…

Quantum State Tomography via Linear Regression Estimation

PubMed Central

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

2013-01-01

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

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.

Model parameter estimations from residual gravity anomalies due to simple-shaped sources using Differential Evolution Algorithm

NASA Astrophysics Data System (ADS)

Ekinci, Yunus Levent; Balkaya, Çağlayan; Göktürkler, Gökhan; Turan, Seçil

2016-06-01

An efficient approach to estimate model parameters from residual gravity data based on differential evolution (DE), a stochastic vector-based metaheuristic algorithm, has been presented. We have showed the applicability and effectiveness of this algorithm on both synthetic and field anomalies. According to our knowledge, this is a first attempt of applying DE for the parameter estimations of residual gravity anomalies due to isolated causative sources embedded in the subsurface. The model parameters dealt with here are the amplitude coefficient (A), the depth and exact origin of causative source (zo and xo, respectively) and the shape factors (q and ƞ). The error energy maps generated for some parameter pairs have successfully revealed the nature of the parameter estimation problem under consideration. Noise-free and noisy synthetic single gravity anomalies have been evaluated with success via DE/best/1/bin, which is a widely used strategy in DE. Additionally some complicated gravity anomalies caused by multiple source bodies have been considered, and the results obtained have showed the efficiency of the algorithm. Then using the strategy applied in synthetic examples some field anomalies observed for various mineral explorations such as a chromite deposit (Camaguey district, Cuba), a manganese deposit (Nagpur, India) and a base metal sulphide deposit (Quebec, Canada) have been considered to estimate the model parameters of the ore bodies. Applications have exhibited that the obtained results such as the depths and shapes of the ore bodies are quite consistent with those published in the literature. Uncertainty in the solutions obtained from DE algorithm has been also investigated by Metropolis-Hastings (M-H) sampling algorithm based on simulated annealing without cooling schedule. Based on the resulting histogram reconstructions of both synthetic and field data examples the algorithm has provided reliable parameter estimations being within the sampling limits of M-H sampler. Although it is not a common inversion technique in geophysics, it can be stated that DE algorithm is worth to get more interest for parameter estimations from potential field data in geophysics considering its good accuracy, less computational cost (in the present problem) and the fact that a well-constructed initial guess is not required to reach the global minimum.

Econometrics of inventory holding and shortage costs: the case of refined gasoline

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

Krane, S.D.

1985-01-01

This thesis estimates a model of a firm's optimal inventory and production behavior in order to investigate the link between the role of inventories in the business cycle and the microeconomic incentives for holding stocks of finished goods. The goal is to estimate a set of structural cost function parameters that can be used to infer the optimal cyclical response of inventories and production to shocks in demand. To avoid problems associated with the use of value based aggregate inventory data, an industry level physical unit data set for refined motor gasoline is examined. The Euler equations for a refiner'smore » multiperiod decision problem are estimated using restrictions imposed by the rational expectations hypothesis. The model also embodies the fact that, in most periods, the level of shortages will be zero, and even when positive, the shortages are not directly observable in the data set. These two concerns lead us to use a generalized method of moments estimation technique on a functional form that resembles the formulation of a Tobit problem. The estimation results are disappointing; the model and data yield coefficient estimates incongruous with the cost function interpretations of the structural parameters. These is only some superficial evidence that production smoothing is significant and that marginal inventory shortage costs increase at a faster rate than do marginal holding costs.« less

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

PubMed

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

Aeroservoelastic Uncertainty Model Identification from Flight Data

NASA Technical Reports Server (NTRS)

Brenner, Martin J.

2001-01-01

Uncertainty modeling is a critical element in the estimation of robust stability margins for stability boundary prediction and robust flight control system development. There has been a serious deficiency to date in aeroservoelastic data analysis with attention to uncertainty modeling. Uncertainty can be estimated from flight data using both parametric and nonparametric identification techniques. The model validation problem addressed in this paper is to identify aeroservoelastic models with associated uncertainty structures from a limited amount of controlled excitation inputs over an extensive flight envelope. The challenge to this problem is to update analytical models from flight data estimates while also deriving non-conservative uncertainty descriptions consistent with the flight data. Multisine control surface command inputs and control system feedbacks are used as signals in a wavelet-based modal parameter estimation procedure for model updates. Transfer function estimates are incorporated in a robust minimax estimation scheme to get input-output parameters and error bounds consistent with the data and model structure. Uncertainty estimates derived from the data in this manner provide an appropriate and relevant representation for model development and robust stability analysis. This model-plus-uncertainty identification procedure is applied to aeroservoelastic flight data from the NASA Dryden Flight Research Center F-18 Systems Research Aircraft.

A genetic algorithm approach to estimate glacier mass variations from GRACE data

NASA Astrophysics Data System (ADS)

Reimond, Stefan; Klinger, Beate; Krauss, Sandro; Mayer-Gürr, Torsten

2017-04-01

The application of a genetic algorithm (GA) to the inference of glacier mass variations with a point-mass modeling method is described. GRACE K-band ranging data (available since April 2002) processed at the Graz University of Technology serve as input for this study. The reformulation of the point-mass inversion method in terms of an optimization problem is motivated by two reasons: first, an improved choice of the positions of the modeled point-masses (with a particular focus on the depth parameter) is expected to increase the signal-to-noise ratio. Considering these coordinates as additional unknown parameters (besides from the mass change magnitudes) results in a highly non-linear optimization problem. The second reason is that the mass inversion from satellite tracking data is an ill-posed problem, and hence regularization becomes necessary. The main task in this context is the determination of the regularization parameter, which is typically done by means of heuristic selection rules like, e.g., the L-curve criterion. In this study, however, the challenge of selecting a suitable balancing parameter (or even a matrix) is tackled by introducing regularization to the overall optimization problem. Based on this novel approach, estimations of ice-mass changes in various alpine glacier systems (e.g. Svalbard) are presented and compared to existing results and alternative inversion methods.

A reduced successive quadratic programming strategy for errors-in-variables estimation.

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

Tjoa, I.-B.; Biegler, L. T.; Carnegie-Mellon Univ.

Parameter estimation problems in process engineering represent a special class of nonlinear optimization problems, because the maximum likelihood structure of the objective function can be exploited. Within this class, the errors in variables method (EVM) is particularly interesting. Here we seek a weighted least-squares fit to the measurements with an underdetermined process model. Thus, both the number of variables and degrees of freedom available for optimization increase linearly with the number of data sets. Large optimization problems of this type can be particularly challenging and expensive to solve because, for general-purpose nonlinear programming (NLP) algorithms, the computational effort increases atmore » least quadratically with problem size. In this study we develop a tailored NLP strategy for EVM problems. The method is based on a reduced Hessian approach to successive quadratic programming (SQP), but with the decomposition performed separately for each data set. This leads to the elimination of all variables but the model parameters, which are determined by a QP coordination step. In this way the computational effort remains linear in the number of data sets. Moreover, unlike previous approaches to the EVM problem, global and superlinear properties of the SQP algorithm apply naturally. Also, the method directly incorporates inequality constraints on the model parameters (although not on the fitted variables). This approach is demonstrated on five example problems with up to 102 degrees of freedom. Compared to general-purpose NLP algorithms, large improvements in computational performance are observed.« less

Sensitivity analyses for sparse-data problems-using weakly informative bayesian priors.

PubMed

Hamra, Ghassan B; MacLehose, Richard F; Cole, Stephen R

2013-03-01

Sparse-data problems are common, and approaches are needed to evaluate the sensitivity of parameter estimates based on sparse data. We propose a Bayesian approach that uses weakly informative priors to quantify sensitivity of parameters to sparse data. The weakly informative prior is based on accumulated evidence regarding the expected magnitude of relationships using relative measures of disease association. We illustrate the use of weakly informative priors with an example of the association of lifetime alcohol consumption and head and neck cancer. When data are sparse and the observed information is weak, a weakly informative prior will shrink parameter estimates toward the prior mean. Additionally, the example shows that when data are not sparse and the observed information is not weak, a weakly informative prior is not influential. Advancements in implementation of Markov Chain Monte Carlo simulation make this sensitivity analysis easily accessible to the practicing epidemiologist.

Probabilistic parameter estimation of activated sludge processes using Markov Chain Monte Carlo.

PubMed

Sharifi, Soroosh; Murthy, Sudhir; Takács, Imre; Massoudieh, Arash

2014-03-01

One of the most important challenges in making activated sludge models (ASMs) applicable to design problems is identifying the values of its many stoichiometric and kinetic parameters. When wastewater characteristics data from full-scale biological treatment systems are used for parameter estimation, several sources of uncertainty, including uncertainty in measured data, external forcing (e.g. influent characteristics), and model structural errors influence the value of the estimated parameters. This paper presents a Bayesian hierarchical modeling framework for the probabilistic estimation of activated sludge process parameters. The method provides the joint probability density functions (JPDFs) of stoichiometric and kinetic parameters by updating prior information regarding the parameters obtained from expert knowledge and literature. The method also provides the posterior correlations between the parameters, as well as a measure of sensitivity of the different constituents with respect to the parameters. This information can be used to design experiments to provide higher information content regarding certain parameters. The method is illustrated using the ASM1 model to describe synthetically generated data from a hypothetical biological treatment system. The results indicate that data from full-scale systems can narrow down the ranges of some parameters substantially whereas the amount of information they provide regarding other parameters is small, due to either large correlations between some of the parameters or a lack of sensitivity with respect to the parameters. Copyright © 2013 Elsevier Ltd. All rights reserved.

Empirical Bayes methods for smoothing data and for simultaneous estimation of many parameters.

PubMed Central

Yanagimoto, T; Kashiwagi, N

1990-01-01

A recent successful development is found in a series of innovative, new statistical methods for smoothing data that are based on the empirical Bayes method. This paper emphasizes their practical usefulness in medical sciences and their theoretically close relationship with the problem of simultaneous estimation of parameters, depending on strata. The paper also presents two examples of analyzing epidemiological data obtained in Japan using the smoothing methods to illustrate their favorable performance. PMID:2148512

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.

The Magnus problem in Rodrigues-Hamilton parameters

NASA Astrophysics Data System (ADS)

Koshliakov, V. N.

1984-04-01

The formalism of Rodrigues-Hamilton parameters is applied to the Magnus problem related to the systematic drift of a gimbal-mounted astatic gyroscope due to the nutational vibration of the main axis of the rotor. It is shown that the use of the above formalism makes it possible to limit the analysis to a consideration of a linear system of differential equations written in perturbed values of Rodrigues-Hamilton parameters. A refined formula for the drift of the main axis of the gyroscope rotor is obtained, and an estimation is made of the effect of the truncation of higher-order terms.

Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

2014-12-01

Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

Estimation of key parameters in adaptive neuron model according to firing patterns based on improved particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Yuan, Chunhua; Wang, Jiang; Yi, Guosheng

2017-03-01

Estimation of ion channel parameters is crucial to spike initiation of neurons. The biophysical neuron models have numerous ion channel parameters, but only a few of them play key roles in the firing patterns of the models. So we choose three parameters featuring the adaptation in the Ermentrout neuron model to be estimated. However, the traditional particle swarm optimization (PSO) algorithm is still easy to fall into local optimum and has the premature convergence phenomenon in the study of some problems. In this paper, we propose an improved method that uses a concave function and dynamic logistic chaotic mapping mixed to adjust the inertia weights of the fitness value, effectively improve the global convergence ability of the algorithm. The perfect predicting firing trajectories of the rebuilt model using the estimated parameters prove that only estimating a few important ion channel parameters can establish the model well and the proposed algorithm is effective. Estimations using two classic PSO algorithms are also compared to the improved PSO to verify that the algorithm proposed in this paper can avoid local optimum and quickly converge to the optimal value. The results provide important theoretical foundations for building biologically realistic neuron models.

Competing risk models in reliability systems, a weibull distribution model with bayesian analysis approach

NASA Astrophysics Data System (ADS)

Iskandar, Ismed; Satria Gondokaryono, Yudi

2016-02-01

In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range between the true value and the maximum likelihood estimated value lines.

Fitting ordinary differential equations to short time course data.

PubMed

Brewer, Daniel; Barenco, Martino; Callard, Robin; Hubank, Michael; Stark, Jaroslav

2008-02-28

Ordinary differential equations (ODEs) are widely used to model many systems in physics, chemistry, engineering and biology. Often one wants to compare such equations with observed time course data, and use this to estimate parameters. Surprisingly, practical algorithms for doing this are relatively poorly developed, particularly in comparison with the sophistication of numerical methods for solving both initial and boundary value problems for differential equations, and for locating and analysing bifurcations. A lack of good numerical fitting methods is particularly problematic in the context of systems biology where only a handful of time points may be available. In this paper, we present a survey of existing algorithms and describe the main approaches. We also introduce and evaluate a new efficient technique for estimating ODEs linear in parameters particularly suited to situations where noise levels are high and the number of data points is low. It employs a spline-based collocation scheme and alternates linear least squares minimization steps with repeated estimates of the noise-free values of the variables. This is reminiscent of expectation-maximization methods widely used for problems with nuisance parameters or missing data.

Parameter Estimation as a Problem in Statistical Thermodynamics.

PubMed

Earle, Keith A; Schneider, David J

2011-03-14

In this work, we explore the connections between parameter fitting and statistical thermodynamics using the maxent principle of Jaynes as a starting point. In particular, we show how signal averaging may be described by a suitable one particle partition function, modified for the case of a variable number of particles. These modifications lead to an entropy that is extensive in the number of measurements in the average. Systematic error may be interpreted as a departure from ideal gas behavior. In addition, we show how to combine measurements from different experiments in an unbiased way in order to maximize the entropy of simultaneous parameter fitting. We suggest that fit parameters may be interpreted as generalized coordinates and the forces conjugate to them may be derived from the system partition function. From this perspective, the parameter fitting problem may be interpreted as a process where the system (spectrum) does work against internal stresses (non-optimum model parameters) to achieve a state of minimum free energy/maximum entropy. Finally, we show how the distribution function allows us to define a geometry on parameter space, building on previous work[1, 2]. This geometry has implications for error estimation and we outline a program for incorporating these geometrical insights into an automated parameter fitting algorithm.

Hydrological model parameter dimensionality is a weak measure of prediction uncertainty

NASA Astrophysics Data System (ADS)

Pande, S.; Arkesteijn, L.; Savenije, H.; Bastidas, L. A.

2015-04-01

This paper shows that instability of hydrological system representation in response to different pieces of information and associated prediction uncertainty is a function of model complexity. After demonstrating the connection between unstable model representation and model complexity, complexity is analyzed in a step by step manner. This is done measuring differences between simulations of a model under different realizations of input forcings. Algorithms are then suggested to estimate model complexity. Model complexities of the two model structures, SAC-SMA (Sacramento Soil Moisture Accounting) and its simplified version SIXPAR (Six Parameter Model), are computed on resampled input data sets from basins that span across the continental US. The model complexities for SIXPAR are estimated for various parameter ranges. It is shown that complexity of SIXPAR increases with lower storage capacity and/or higher recession coefficients. Thus it is argued that a conceptually simple model structure, such as SIXPAR, can be more complex than an intuitively more complex model structure, such as SAC-SMA for certain parameter ranges. We therefore contend that magnitudes of feasible model parameters influence the complexity of the model selection problem just as parameter dimensionality (number of parameters) does and that parameter dimensionality is an incomplete indicator of stability of hydrological model selection and prediction problems.

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

Neurons, although tiny in size, are vastly complicated systems, which are responsible for the most basic yet essential functions of any nervous system. Even the most simple models of single neurons are usually high dimensional, nonlinear, and contain many parameters and states which are unobservable in a typical neurophysiological experiment. One of the most fundamental problems in experimental neurophysiology is the estimation of these parameters and states, since knowing their values is essential in identification, model construction, and forward prediction of biological neurons. Common methods of parameter and state estimation do not perform well for neural models due to their high dimensionality and nonlinearity. In this dissertation, two alternative approaches for parameters and state estimation of biological neurons have been demonstrated: dynamical parameter estimation (DPE) and a Markov Chain Monte Carlo (MCMC) method. The first method uses elements of chaos control and synchronization theory for parameter and state estimation. MCMC is a statistical approach which uses a path integral formulation to evaluate a mean and an error bound for these unobserved parameters and states. These methods have been applied to biological system of neurons in Bed Nucleus of Stria Termialis neurons (BNST) of rats. State and parameters of neurons in both systems were estimated, and their value were used for recreating a realistic model and predicting the behavior of the neurons successfully. The knowledge of biological parameters can ultimately provide a better understanding of the internal dynamics of a neuron in order to build robust models of neuron networks.

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.

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

Catchment Tomography - Joint Estimation of Surface Roughness and Hydraulic Conductivity with the EnKF

NASA Astrophysics Data System (ADS)

Baatz, D.; Kurtz, W.; Hendricks Franssen, H. J.; Vereecken, H.; Kollet, S. J.

2017-12-01

Parameter estimation for physically based, distributed hydrological models becomes increasingly challenging with increasing model complexity. The number of parameters is usually large and the number of observations relatively small, which results in large uncertainties. A moving transmitter - receiver concept to estimate spatially distributed hydrological parameters is presented by catchment tomography. In this concept, precipitation, highly variable in time and space, serves as a moving transmitter. As response to precipitation, runoff and stream discharge are generated along different paths and time scales, depending on surface and subsurface flow properties. Stream water levels are thus an integrated signal of upstream parameters, measured by stream gauges which serve as the receivers. These stream water level observations are assimilated into a distributed hydrological model, which is forced with high resolution, radar based precipitation estimates. Applying a joint state-parameter update with the Ensemble Kalman Filter, the spatially distributed Manning's roughness coefficient and saturated hydraulic conductivity are estimated jointly. The sequential data assimilation continuously integrates new information into the parameter estimation problem, especially during precipitation events. Every precipitation event constrains the possible parameter space. In the approach, forward simulations are performed with ParFlow, a variable saturated subsurface and overland flow model. ParFlow is coupled to the Parallel Data Assimilation Framework for the data assimilation and the joint state-parameter update. In synthetic, 3-dimensional experiments including surface and subsurface flow, hydraulic conductivity and the Manning's coefficient are efficiently estimated with the catchment tomography approach. A joint update of the Manning's coefficient and hydraulic conductivity tends to improve the parameter estimation compared to a single parameter update, especially in cases of biased initial parameter ensembles. The computational experiments additionally show to which degree of spatial heterogeneity and to which degree of uncertainty of subsurface flow parameters the Manning's coefficient and hydraulic conductivity can be estimated efficiently.

Transfer-function-parameter estimation from frequency response data: A FORTRAN program

NASA Technical Reports Server (NTRS)

Seidel, R. C.

1975-01-01

A FORTRAN computer program designed to fit a linear transfer function model to given frequency response magnitude and phase data is presented. A conjugate gradient search is used that minimizes the integral of the absolute value of the error squared between the model and the data. The search is constrained to insure model stability. A scaling of the model parameters by their own magnitude aids search convergence. Efficient computer algorithms result in a small and fast program suitable for a minicomputer. A sample problem with different model structures and parameter estimates is reported.

How the 2SLS/IV estimator can handle equality constraints in structural equation models: a system-of-equations approach.

PubMed

Nestler, Steffen

2014-05-01

Parameters in structural equation models are typically estimated using the maximum likelihood (ML) approach. Bollen (1996) proposed an alternative non-iterative, equation-by-equation estimator that uses instrumental variables. Although this two-stage least squares/instrumental variables (2SLS/IV) estimator has good statistical properties, one problem with its application is that parameter equality constraints cannot be imposed. This paper presents a mathematical solution to this problem that is based on an extension of the 2SLS/IV approach to a system of equations. We present an example in which our approach was used to examine strong longitudinal measurement invariance. We also investigated the new approach in a simulation study that compared it with ML in the examination of the equality of two latent regression coefficients and strong measurement invariance. Overall, the results show that the suggested approach is a useful extension of the original 2SLS/IV estimator and allows for the effective handling of equality constraints in structural equation models. © 2013 The British Psychological Society.

New procedure for the determination of Hansen solubility parameters by means of inverse gas chromatography.

PubMed

Adamska, K; Bellinghausen, R; Voelkel, A

2008-06-27

The Hansen solubility parameter (HSP) seems to be a useful tool for the thermodynamic characterization of different materials. Unfortunately, estimation of the HSP values can cause some problems. In this work different procedures by using inverse gas chromatography have been presented for calculation of pharmaceutical excipients' solubility parameter. The new procedure proposed, based on the Lindvig et al. methodology, where experimental data of Flory-Huggins interaction parameter are used, can be a reasonable alternative for the estimation of HSP values. The advantage of this method is that the values of Flory-Huggins interaction parameter chi for all test solutes are used for further calculation, thus diverse interactions between test solute and material are taken into consideration.

Formulation and implementation of a practical algorithm for parameter estimation with process and measurement noise

NASA Technical Reports Server (NTRS)

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

1980-01-01

A new formulation is proposed for the problem of parameter estimation of dynamic systems with both process and measurement noise. The formulation gives estimates that are maximum likelihood asymptotically in time. The means used to overcome the difficulties encountered by previous formulations are discussed. It is then shown how the proposed formulation can be efficiently implemented in a computer program. A computer program using the proposed formulation is available in a form suitable for routine application. Examples with simulated and real data are given to illustrate that the program works well.

An Empirical Bayes Approach to Spatial Analysis

NASA Technical Reports Server (NTRS)

Morris, C. N.; Kostal, H.

1983-01-01

Multi-channel LANDSAT data are collected in several passes over agricultural areas during the growing season. How empirical Bayes modeling can be used to develop crop identification and discrimination techniques that account for spatial correlation in such data is considered. The approach models the unobservable parameters and the data separately, hoping to take advantage of the fact that the bulk of spatial correlation lies in the parameter process. The problem is then framed in terms of estimating posterior probabilities of crop types for each spatial area. Some empirical Bayes spatial estimation methods are used to estimate the logits of these probabilities.

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

R programming for parameters estimation of geographically weighted ordinal logistic regression (GWOLR) model based on Newton Raphson

NASA Astrophysics Data System (ADS)

Zuhdi, Shaifudin; Saputro, Dewi Retno Sari

2017-03-01

GWOLR model used for represent relationship between dependent variable has categories and scale of category is ordinal with independent variable influenced the geographical location of the observation site. Parameters estimation of GWOLR model use maximum likelihood provide system of nonlinear equations and hard to be found the result in analytic resolution. By finishing it, it means determine the maximum completion, this thing associated with optimizing problem. The completion nonlinear system of equations optimize use numerical approximation, which one is Newton Raphson method. The purpose of this research is to make iteration algorithm Newton Raphson and program using R software to estimate GWOLR model. Based on the research obtained that program in R can be used to estimate the parameters of GWOLR model by forming a syntax program with command "while".

Estimating Shape and Micro-Motion Parameter of Rotationally Symmetric Space Objects from the Infrared Signature

PubMed Central

Wu, Yabei; Lu, Huanzhang; Zhao, Fei; Zhang, Zhiyong

2016-01-01

Shape serves as an important additional feature for space target classification, which is complementary to those made available. Since different shapes lead to different projection functions, the projection property can be regarded as one kind of shape feature. In this work, the problem of estimating the projection function from the infrared signature of the object is addressed. We show that the projection function of any rotationally symmetric object can be approximately represented as a linear combination of some base functions. Based on this fact, the signal model of the emissivity-area product sequence is constructed, which is a particular mathematical function of the linear coefficients and micro-motion parameters. Then, the least square estimator is proposed to estimate the projection function and micro-motion parameters jointly. Experiments validate the effectiveness of the proposed method. PMID:27763500

Bayesian estimation of dynamic matching function for U-V analysis in Japan

NASA Astrophysics Data System (ADS)

Kyo, Koki; Noda, Hideo; Kitagawa, Genshiro

2012-05-01

In this paper we propose a Bayesian method for analyzing unemployment dynamics. We derive a Beveridge curve for unemployment and vacancy (U-V) analysis from a Bayesian model based on a labor market matching function. In our framework, the efficiency of matching and the elasticities of new hiring with respect to unemployment and vacancy are regarded as time varying parameters. To construct a flexible model and obtain reasonable estimates in an underdetermined estimation problem, we treat the time varying parameters as random variables and introduce smoothness priors. The model is then described in a state space representation, enabling the parameter estimation to be carried out using Kalman filter and fixed interval smoothing. In such a representation, dynamic features of the cyclic unemployment rate and the structural-frictional unemployment rate can be accurately captured.

Methods for the identification of material parameters in distributed models for flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Crowley, J. M.; Rosen, I. G.

1986-01-01

Theoretical and numerical results are presented for inverse problems involving estimation of spatially varying parameters such as stiffness and damping in distributed models for elastic structures such as Euler-Bernoulli beams. An outline of algorithms used and a summary of computational experiences are presented.

Generalized shrunken type-GM estimator and its application

NASA Astrophysics Data System (ADS)

Ma, C. Z.; Du, Y. L.

2014-03-01

The parameter estimation problem in linear model is considered when multicollinearity and outliers exist simultaneously. A class of new robust biased estimator, Generalized Shrunken Type-GM Estimation, with their calculated methods are established by combination of GM estimator and biased estimator include Ridge estimate, Principal components estimate and Liu estimate and so on. A numerical example shows that the most attractive advantage of these new estimators is that they can not only overcome the multicollinearity of coefficient matrix and outliers but also have the ability to control the influence of leverage points.

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

NASA Astrophysics Data System (ADS)

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-01

In Hezaveh et al. we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational-lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data, as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single variational parameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that the application of approximate Bayesian neural networks to astrophysical modeling problems can be a fast alternative to Monte Carlo Markov Chains, allowing orders of magnitude improvement in speed.

Analysis of Partitioned Methods for the Biot System

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

Bukac, Martina; Layton, William; Moraiti, Marina

2015-02-18

In this work, we present a comprehensive study of several partitioned methods for the coupling of flow and mechanics. We derive energy estimates for each method for the fully-discrete problem. We write the obtained stability conditions in terms of a key control parameter defined as a ratio of the coupling strength and the speed of propagation. Depending on the parameters in the problem, give the choice of the partitioned method which allows the largest time step. (C) 2015 Wiley Periodicals, Inc.

Efficient generalized cross-validation with applications to parametric image restoration and resolution enhancement.

PubMed

Nguyen, N; Milanfar, P; Golub, G

2001-01-01

In many image restoration/resolution enhancement applications, the blurring process, i.e., point spread function (PSF) of the imaging system, is not known or is known only to within a set of parameters. We estimate these PSF parameters for this ill-posed class of inverse problem from raw data, along with the regularization parameters required to stabilize the solution, using the generalized cross-validation method (GCV). We propose efficient approximation techniques based on the Lanczos algorithm and Gauss quadrature theory, reducing the computational complexity of the GCV. Data-driven PSF and regularization parameter estimation experiments with synthetic and real image sequences are presented to demonstrate the effectiveness and robustness of our method.

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.

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

PubMed

Liu, Huabo; Yu, Haisheng

2018-03-01

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

Robust estimation for ordinary differential equation models.

PubMed

Cao, J; Wang, L; Xu, J

2011-12-01

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

A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.

PubMed

Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco

2018-01-01

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.

Divergent estimation error in portfolio optimization and in linear regression

NASA Astrophysics Data System (ADS)

Kondor, I.; Varga-Haszonits, I.

2008-08-01

The problem of estimation error in portfolio optimization is discussed, in the limit where the portfolio size N and the sample size T go to infinity such that their ratio is fixed. The estimation error strongly depends on the ratio N/T and diverges for a critical value of this parameter. This divergence is the manifestation of an algorithmic phase transition, it is accompanied by a number of critical phenomena, and displays universality. As the structure of a large number of multidimensional regression and modelling problems is very similar to portfolio optimization, the scope of the above observations extends far beyond finance, and covers a large number of problems in operations research, machine learning, bioinformatics, medical science, economics, and technology.

Statistical estimation via convex optimization for trending and performance monitoring

NASA Astrophysics Data System (ADS)

Samar, Sikandar

This thesis presents an optimization-based statistical estimation approach to find unknown trends in noisy data. A Bayesian framework is used to explicitly take into account prior information about the trends via trend models and constraints. The main focus is on convex formulation of the Bayesian estimation problem, which allows efficient computation of (globally) optimal estimates. There are two main parts of this thesis. The first part formulates trend estimation in systems described by known detailed models as a convex optimization problem. Statistically optimal estimates are then obtained by maximizing a concave log-likelihood function subject to convex constraints. We consider the problem of increasing problem dimension as more measurements become available, and introduce a moving horizon framework to enable recursive estimation of the unknown trend by solving a fixed size convex optimization problem at each horizon. We also present a distributed estimation framework, based on the dual decomposition method, for a system formed by a network of complex sensors with local (convex) estimation. Two specific applications of the convex optimization-based Bayesian estimation approach are described in the second part of the thesis. Batch estimation for parametric diagnostics in a flight control simulation of a space launch vehicle is shown to detect incipient fault trends despite the natural masking properties of feedback in the guidance and control loops. Moving horizon approach is used to estimate time varying fault parameters in a detailed nonlinear simulation model of an unmanned aerial vehicle. An excellent performance is demonstrated in the presence of winds and turbulence.

Unidimensional Interpretations for Multidimensional Test Items

ERIC Educational Resources Information Center

Kahraman, Nilufer

2013-01-01

This article considers potential problems that can arise in estimating a unidimensional item response theory (IRT) model when some test items are multidimensional (i.e., show a complex factorial structure). More specifically, this study examines (1) the consequences of model misfit on IRT item parameter estimates due to unintended minor item-level…

Assessment of uncertainties of the models used in thermal-hydraulic computer codes

NASA Astrophysics Data System (ADS)

Gricay, A. S.; Migrov, Yu. A.

2015-09-01

The article deals with matters concerned with the problem of determining the statistical characteristics of variable parameters (the variation range and distribution law) in analyzing the uncertainty and sensitivity of calculation results to uncertainty in input data. A comparative analysis of modern approaches to uncertainty in input data is presented. The need to develop an alternative method for estimating the uncertainty of model parameters used in thermal-hydraulic computer codes, in particular, in the closing correlations of the loop thermal hydraulics block, is shown. Such a method shall feature the minimal degree of subjectivism and must be based on objective quantitative assessment criteria. The method includes three sequential stages: selecting experimental data satisfying the specified criteria, identifying the key closing correlation using a sensitivity analysis, and carrying out case calculations followed by statistical processing of the results. By using the method, one can estimate the uncertainty range of a variable parameter and establish its distribution law in the above-mentioned range provided that the experimental information is sufficiently representative. Practical application of the method is demonstrated taking as an example the problem of estimating the uncertainty of a parameter appearing in the model describing transition to post-burnout heat transfer that is used in the thermal-hydraulic computer code KORSAR. The performed study revealed the need to narrow the previously established uncertainty range of this parameter and to replace the uniform distribution law in the above-mentioned range by the Gaussian distribution law. The proposed method can be applied to different thermal-hydraulic computer codes. In some cases, application of the method can make it possible to achieve a smaller degree of conservatism in the expert estimates of uncertainties pertinent to the model parameters used in computer codes.

Lateral stability and control derivatives of a jet fighter airplane extracted from flight test data by utilizing maximum likelihood estimation

NASA Technical Reports Server (NTRS)

Parrish, R. V.; Steinmetz, G. G.

1972-01-01

A method of parameter extraction for stability and control derivatives of aircraft from flight test data, implementing maximum likelihood estimation, has been developed and successfully applied to actual lateral flight test data from a modern sophisticated jet fighter. This application demonstrates the important role played by the analyst in combining engineering judgment and estimator statistics to yield meaningful results. During the analysis, the problems of uniqueness of the extracted set of parameters and of longitudinal coupling effects were encountered and resolved. The results for all flight runs are presented in tabular form and as time history comparisons between the estimated states and the actual flight test data.

A three-dimensional cohesive sediment transport model with data assimilation: Model development, sensitivity analysis and parameter estimation

NASA Astrophysics Data System (ADS)

Wang, Daosheng; Cao, Anzhou; Zhang, Jicai; Fan, Daidu; Liu, Yongzhi; Zhang, Yue

2018-06-01

Based on the theory of inverse problems, a three-dimensional sigma-coordinate cohesive sediment transport model with the adjoint data assimilation is developed. In this model, the physical processes of cohesive sediment transport, including deposition, erosion and advection-diffusion, are parameterized by corresponding model parameters. These parameters are usually poorly known and have traditionally been assigned empirically. By assimilating observations into the model, the model parameters can be estimated using the adjoint method; meanwhile, the data misfit between model results and observations can be decreased. The model developed in this work contains numerous parameters; therefore, it is necessary to investigate the parameter sensitivity of the model, which is assessed by calculating a relative sensitivity function and the gradient of the cost function with respect to each parameter. The results of parameter sensitivity analysis indicate that the model is sensitive to the initial conditions, inflow open boundary conditions, suspended sediment settling velocity and resuspension rate, while the model is insensitive to horizontal and vertical diffusivity coefficients. A detailed explanation of the pattern of sensitivity analysis is also given. In ideal twin experiments, constant parameters are estimated by assimilating 'pseudo' observations. The results show that the sensitive parameters are estimated more easily than the insensitive parameters. The conclusions of this work can provide guidance for the practical applications of this model to simulate sediment transport in the study area.

Stability region maximization by decomposition-aggregation method. [Skylab stability

NASA Technical Reports Server (NTRS)

Siljak, D. D.; Cuk, S. M.

1974-01-01

This work is to improve the estimates of the stability regions by formulating and resolving a proper maximization problem. The solution of the problem provides the best estimate of the maximal value of the structural parameter and at the same time yields the optimum comparison system, which can be used to determine the degree of stability of the Skylab. The analysis procedure is completely computerized, resulting in a flexible and powerful tool for stability considerations of large-scale linear as well as nonlinear systems.

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

PubMed

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and Nutrition Examination Survey (NHANES).

Parameter estimation in plasmonic QED

NASA Astrophysics Data System (ADS)

Jahromi, H. Rangani

2018-03-01

We address the problem of parameter estimation in the presence of plasmonic modes manipulating emitted light via the localized surface plasmons in a plasmonic waveguide at the nanoscale. The emitter that we discuss is the nitrogen vacancy centre (NVC) in diamond modelled as a qubit. Our goal is to estimate the β factor measuring the fraction of emitted energy captured by waveguide surface plasmons. The best strategy to obtain the most accurate estimation of the parameter, in terms of the initial state of the probes and different control parameters, is investigated. In particular, for two-qubit estimation, it is found although we may achieve the best estimation at initial instants by using the maximally entangled initial states, at long times, the optimal estimation occurs when the initial state of the probes is a product one. We also find that decreasing the interqubit distance or increasing the propagation length of the plasmons improve the precision of the estimation. Moreover, decrease of spontaneous emission rate of the NVCs retards the quantum Fisher information (QFI) reduction and therefore the vanishing of the QFI, measuring the precision of the estimation, is delayed. In addition, if the phase parameter of the initial state of the two NVCs is equal to πrad, the best estimation with the two-qubit system is achieved when initially the NVCs are maximally entangled. Besides, the one-qubit estimation has been also analysed in detail. Especially, we show that, using a two-qubit probe, at any arbitrary time, enhances considerably the precision of estimation in comparison with one-qubit estimation.

Uncertainty for calculating transport on Titan: A probabilistic description of bimolecular diffusion parameters

NASA Astrophysics Data System (ADS)

Plessis, S.; McDougall, D.; Mandt, K.; Greathouse, T.; Luspay-Kuti, A.

2015-11-01

Bimolecular diffusion coefficients are important parameters used by atmospheric models to calculate altitude profiles of minor constituents in an atmosphere. Unfortunately, laboratory measurements of these coefficients were never conducted at temperature conditions relevant to the atmosphere of Titan. Here we conduct a detailed uncertainty analysis of the bimolecular diffusion coefficient parameters as applied to Titan's upper atmosphere to provide a better understanding of the impact of uncertainty for this parameter on models. Because temperature and pressure conditions are much lower than the laboratory conditions in which bimolecular diffusion parameters were measured, we apply a Bayesian framework, a problem-agnostic framework, to determine parameter estimates and associated uncertainties. We solve the Bayesian calibration problem using the open-source QUESO library which also performs a propagation of uncertainties in the calibrated parameters to temperature and pressure conditions observed in Titan's upper atmosphere. Our results show that, after propagating uncertainty through the Massman model, the uncertainty in molecular diffusion is highly correlated to temperature and we observe no noticeable correlation with pressure. We propagate the calibrated molecular diffusion estimate and associated uncertainty to obtain an estimate with uncertainty due to bimolecular diffusion for the methane molar fraction as a function of altitude. Results show that the uncertainty in methane abundance due to molecular diffusion is in general small compared to eddy diffusion and the chemical kinetics description. However, methane abundance is most sensitive to uncertainty in molecular diffusion above 1200 km where the errors are nontrivial and could have important implications for scientific research based on diffusion models in this altitude range.

Periodic homogenization and consistent estimates of transport parameters through sphere and polyhedron packings in the whole porosity range.

PubMed

Boutin, Claude; Geindreau, Christian

2010-09-01

This paper presents a study of transport parameters (diffusion, dynamic permeability, thermal permeability, trapping constant) of porous media by combining the homogenization of periodic media (HPM) and the self-consistent scheme (SCM) based on a bicomposite spherical pattern. The link between the HPM and SCM approaches is first established by using a systematic argument independent of the problem under consideration. It is shown that the periodicity condition can be replaced by zero flux and energy through the whole surface of the representative elementary volume. Consequently the SCM solution can be considered as a geometrical approximation of the local problem derived through HPM for materials such that the morphology of the period is "close" to the SCM pattern. These results are then applied to derive the estimates of the effective diffusion, the dynamic permeability, the thermal permeability and the trapping constant of porous media. These SCM estimates are compared with numerical HPM results obtained on periodic arrays of spheres and polyhedrons. It is shown that SCM estimates provide good analytical approximations of the effective parameters for periodic packings of spheres at porosities larger than 0.6, while the agreement is excellent for periodic packings of polyhedrons in the whole range of porosity.

A practical method to assess model sensitivity and parameter uncertainty in C cycle models

NASA Astrophysics Data System (ADS)

Delahaies, Sylvain; Roulstone, Ian; Nichols, Nancy

2015-04-01

The carbon cycle combines multiple spatial and temporal scales, from minutes to hours for the chemical processes occurring in plant cells to several hundred of years for the exchange between the atmosphere and the deep ocean and finally to millennia for the formation of fossil fuels. Together with our knowledge of the transformation processes involved in the carbon cycle, many Earth Observation systems are now available to help improving models and predictions using inverse modelling techniques. A generic inverse problem consists in finding a n-dimensional state vector x such that h(x) = y, for a given N-dimensional observation vector y, including random noise, and a given model h. The problem is well posed if the three following conditions hold: 1) there exists a solution, 2) the solution is unique and 3) the solution depends continuously on the input data. If at least one of these conditions is violated the problem is said ill-posed. The inverse problem is often ill-posed, a regularization method is required to replace the original problem with a well posed problem and then a solution strategy amounts to 1) constructing a solution x, 2) assessing the validity of the solution, 3) characterizing its uncertainty. The data assimilation linked ecosystem carbon (DALEC) model is a simple box model simulating the carbon budget allocation for terrestrial ecosystems. Intercomparison experiments have demonstrated the relative merit of various inverse modelling strategies (MCMC, ENKF) to estimate model parameters and initial carbon stocks for DALEC using eddy covariance measurements of net ecosystem exchange of CO2 and leaf area index observations. Most results agreed on the fact that parameters and initial stocks directly related to fast processes were best estimated with narrow confidence intervals, whereas those related to slow processes were poorly estimated with very large uncertainties. While other studies have tried to overcome this difficulty by adding complementary data streams or by considering longer observation windows no systematic analysis has been carried out so far to explain the large differences among results. We consider adjoint based methods to investigate inverse problems using DALEC and various data streams. Using resolution matrices we study the nature of the inverse problems (solution existence, uniqueness and stability) and show how standard regularization techniques affect resolution and stability properties. Instead of using standard prior information as a penalty term in the cost function to regularize the problems we constraint the parameter space using ecological balance conditions and inequality constraints. The efficiency and rapidity of this approach allows us to compute ensembles of solutions to the inverse problems from which we can establish the robustness of the variational method and obtain non Gaussian posterior distributions for the model parameters and initial carbon stocks.

Bayesian Methods for Effective Field Theories

NASA Astrophysics Data System (ADS)

Wesolowski, Sarah

Microscopic predictions of the properties of atomic nuclei have reached a high level of precision in the past decade. This progress mandates improved uncertainty quantification (UQ) for a robust comparison of experiment with theory. With the uncertainty from many-body methods under control, calculations are now sensitive to the input inter-nucleon interactions. These interactions include parameters that must be fit to experiment, inducing both uncertainty from the fit and from missing physics in the operator structure of the Hamiltonian. Furthermore, the implementation of the inter-nucleon interactions is not unique, which presents the additional problem of assessing results using different interactions. Effective field theories (EFTs) take advantage of a separation of high- and low-energy scales in the problem to form a power-counting scheme that allows the organization of terms in the Hamiltonian based on their expected contribution to observable predictions. This scheme gives a natural framework for quantification of uncertainty due to missing physics. The free parameters of the EFT, called the low-energy constants (LECs), must be fit to data, but in a properly constructed EFT these constants will be natural-sized, i.e., of order unity. The constraints provided by the EFT, namely the size of the systematic uncertainty from truncation of the theory and the natural size of the LECs, are assumed information even before a calculation is performed or a fit is done. Bayesian statistical methods provide a framework for treating uncertainties that naturally incorporates prior information as well as putting stochastic and systematic uncertainties on an equal footing. For EFT UQ Bayesian methods allow the relevant EFT properties to be incorporated quantitatively as prior probability distribution functions (pdfs). Following the logic of probability theory, observable quantities and underlying physical parameters such as the EFT breakdown scale may be expressed as pdfs that incorporate the prior pdfs. Problems of model selection, such as distinguishing between competing EFT implementations, are also natural in a Bayesian framework. In this thesis we focus on two complementary topics for EFT UQ using Bayesian methods--quantifying EFT truncation uncertainty and parameter estimation for LECs. Using the order-by-order calculations and underlying EFT constraints as prior information, we show how to estimate EFT truncation uncertainties. We then apply the result to calculating truncation uncertainties on predictions of nucleon-nucleon scattering in chiral effective field theory. We apply model-checking diagnostics to our calculations to ensure that the statistical model of truncation uncertainty produces consistent results. A framework for EFT parameter estimation based on EFT convergence properties and naturalness is developed which includes a series of diagnostics to ensure the extraction of the maximum amount of available information from data to estimate LECs with minimal bias. We develop this framework using model EFTs and apply it to the problem of extrapolating lattice quantum chromodynamics results for the nucleon mass. We then apply aspects of the parameter estimation framework to perform case studies in chiral EFT parameter estimation, investigating a possible operator redundancy at fourth order in the chiral expansion and the appropriate inclusion of truncation uncertainty in estimating LECs.

ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative–quantitative modeling

PubMed Central

Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

2012-01-01

Summary: Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if–then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLabTM-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. Availability: ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/ Contact: stefan.streif@ovgu.de PMID:22451270

ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative-quantitative modeling.

PubMed

Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

2012-05-01

Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if-then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLab(TM)-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/

Estimating population genetic parameters and comparing model goodness-of-fit using DNA sequences with error

PubMed Central

Liu, Xiaoming; Fu, Yun-Xin; Maxwell, Taylor J.; Boerwinkle, Eric

2010-01-01

It is known that sequencing error can bias estimation of evolutionary or population genetic parameters. This problem is more prominent in deep resequencing studies because of their large sample size n, and a higher probability of error at each nucleotide site. We propose a new method based on the composite likelihood of the observed SNP configurations to infer population mutation rate θ = 4Neμ, population exponential growth rate R, and error rate ɛ, simultaneously. Using simulation, we show the combined effects of the parameters, θ, n, ɛ, and R on the accuracy of parameter estimation. We compared our maximum composite likelihood estimator (MCLE) of θ with other θ estimators that take into account the error. The results show the MCLE performs well when the sample size is large or the error rate is high. Using parametric bootstrap, composite likelihood can also be used as a statistic for testing the model goodness-of-fit of the observed DNA sequences. The MCLE method is applied to sequence data on the ANGPTL4 gene in 1832 African American and 1045 European American individuals. PMID:19952140

Obtaining parsimonious hydraulic conductivity fields using head and transport observations: A Bayesian geostatistical parameter estimation approach

NASA Astrophysics Data System (ADS)

Fienen, M.; Hunt, R.; Krabbenhoft, D.; Clemo, T.

2009-08-01

Flow path delineation is a valuable tool for interpreting the subsurface hydrogeochemical environment. Different types of data, such as groundwater flow and transport, inform different aspects of hydrogeologic parameter values (hydraulic conductivity in this case) which, in turn, determine flow paths. This work combines flow and transport information to estimate a unified set of hydrogeologic parameters using the Bayesian geostatistical inverse approach. Parameter flexibility is allowed by using a highly parameterized approach with the level of complexity informed by the data. Despite the effort to adhere to the ideal of minimal a priori structure imposed on the problem, extreme contrasts in parameters can result in the need to censor correlation across hydrostratigraphic bounding surfaces. These partitions segregate parameters into facies associations. With an iterative approach in which partitions are based on inspection of initial estimates, flow path interpretation is progressively refined through the inclusion of more types of data. Head observations, stable oxygen isotopes (18O/16O ratios), and tritium are all used to progressively refine flow path delineation on an isthmus between two lakes in the Trout Lake watershed, northern Wisconsin, United States. Despite allowing significant parameter freedom by estimating many distributed parameter values, a smooth field is obtained.

Obtaining parsimonious hydraulic conductivity fields using head and transport observations: A Bayesian geostatistical parameter estimation approach

USGS Publications Warehouse

Fienen, M.; Hunt, R.; Krabbenhoft, D.; Clemo, T.

2009-01-01

Flow path delineation is a valuable tool for interpreting the subsurface hydrogeochemical environment. Different types of data, such as groundwater flow and transport, inform different aspects of hydrogeologic parameter values (hydraulic conductivity in this case) which, in turn, determine flow paths. This work combines flow and transport information to estimate a unified set of hydrogeologic parameters using the Bayesian geostatistical inverse approach. Parameter flexibility is allowed by using a highly parameterized approach with the level of complexity informed by the data. Despite the effort to adhere to the ideal of minimal a priori structure imposed on the problem, extreme contrasts in parameters can result in the need to censor correlation across hydrostratigraphic bounding surfaces. These partitions segregate parameters into facies associations. With an iterative approach in which partitions are based on inspection of initial estimates, flow path interpretation is progressively refined through the inclusion of more types of data. Head observations, stable oxygen isotopes (18O/16O ratios), and tritium are all used to progressively refine flow path delineation on an isthmus between two lakes in the Trout Lake watershed, northern Wisconsin, United States. Despite allowing significant parameter freedom by estimating many distributed parameter values, a smooth field is obtained.

Identification of cloud fields by the nonparametric algorithm of pattern recognition from normalized video data recorded with the AVHRR instrument

NASA Astrophysics Data System (ADS)

Protasov, Konstantin T.; Pushkareva, Tatyana Y.; Artamonov, Evgeny S.

2002-02-01

The problem of cloud field recognition from the NOAA satellite data is urgent for solving not only meteorological problems but also for resource-ecological monitoring of the Earth's underlying surface associated with the detection of thunderstorm clouds, estimation of the liquid water content of clouds and the moisture of the soil, the degree of fire hazard, etc. To solve these problems, we used the AVHRR/NOAA video data that regularly displayed the situation in the territory. The complexity and extremely nonstationary character of problems to be solved call for the use of information of all spectral channels, mathematical apparatus of testing statistical hypotheses, and methods of pattern recognition and identification of the informative parameters. For a class of detection and pattern recognition problems, the average risk functional is a natural criterion for the quality and the information content of the synthesized decision rules. In this case, to solve efficiently the problem of identifying cloud field types, the informative parameters must be determined by minimization of this functional. Since the conditional probability density functions, representing mathematical models of stochastic patterns, are unknown, the problem of nonparametric reconstruction of distributions from the leaning samples arises. To this end, we used nonparametric estimates of distributions with the modified Epanechnikov kernel. The unknown parameters of these distributions were determined by minimization of the risk functional, which for the learning sample was substituted by the empirical risk. After the conditional probability density functions had been reconstructed for the examined hypotheses, a cloudiness type was identified using the Bayes decision rule.

An almost-parameter-free harmony search algorithm for groundwater pollution source identification.

PubMed

Jiang, Simin; Zhang, Yali; Wang, Pei; Zheng, Maohui

2013-01-01

The spatiotemporal characterization of unknown sources of groundwater pollution is frequently encountered in environmental problems. This study adopts a simulation-optimization approach that combines a contaminant transport simulation model with a heuristic harmony search algorithm to identify unknown pollution sources. In the proposed methodology, an almost-parameter-free harmony search algorithm is developed. The performance of this methodology is evaluated on an illustrative groundwater pollution source identification problem, and the identified results indicate that the proposed almost-parameter-free harmony search algorithm-based optimization model can give satisfactory estimations, even when the irregular geometry, erroneous monitoring data, and prior information shortage of potential locations are considered.

Quantitative Diagnosis of Continuous-Valued, Stead-State Systems

NASA Technical Reports Server (NTRS)

Rouquette, N.

1995-01-01

Quantitative diagnosis involves numerically estimating the values of unobservable parameters that best explain the observed parameter values. We consider quantitative diagnosis for continuous, lumped- parameter, steady-state physical systems because such models are easy to construct and the diagnosis problem is considerably simpler than that for corresponding dynamic models. To further tackle the difficulties of numerically inverting a simulation model to compute a diagnosis, we propose to decompose a physical system model in terms of feedback loops. This decomposition reduces the dimension of the problem and consequently decreases the diagnosis search space. We illustrate this approach on a model of thermal control system studied in earlier research.

Inverse problem of HIV cell dynamics using Genetic Algorithms

NASA Astrophysics Data System (ADS)

González, J. A.; Guzmán, F. S.

2017-01-01

In order to describe the cell dynamics of T-cells in a patient infected with HIV, we use a flavour of Perelson's model. This is a non-linear system of Ordinary Differential Equations that describes the evolution of healthy, latently infected, infected T-cell concentrations and the free viral cells. Different parameters in the equations give different dynamics. Considering the concentration of these types of cells is known for a particular patient, the inverse problem consists in estimating the parameters in the model. We solve this inverse problem using a Genetic Algorithm (GA) that minimizes the error between the solutions of the model and the data from the patient. These errors depend on the parameters of the GA, like mutation rate and population, although a detailed analysis of this dependence will be described elsewhere.

Monte Carlo Solution to Find Input Parameters in Systems Design Problems

NASA Astrophysics Data System (ADS)

Arsham, Hossein

2013-06-01

Most engineering system designs, such as product, process, and service design, involve a framework for arriving at a target value for a set of experiments. This paper considers a stochastic approximation algorithm for estimating the controllable input parameter within a desired accuracy, given a target value for the performance function. Two different problems, what-if and goal-seeking problems, are explained and defined in an auxiliary simulation model, which represents a local response surface model in terms of a polynomial. A method of constructing this polynomial by a single run simulation is explained. An algorithm is given to select the design parameter for the local response surface model. Finally, the mean time to failure (MTTF) of a reliability subsystem is computed and compared with its known analytical MTTF value for validation purposes.

Inverse models: A necessary next step in ground-water modeling

USGS Publications Warehouse

Poeter, E.P.; Hill, M.C.

1997-01-01

Inverse models using, for example, nonlinear least-squares regression, provide capabilities that help modelers take full advantage of the insight available from ground-water models. However, lack of information about the requirements and benefits of inverse models is an obstacle to their widespread use. This paper presents a simple ground-water flow problem to illustrate the requirements and benefits of the nonlinear least-squares repression method of inverse modeling and discusses how these attributes apply to field problems. The benefits of inverse modeling include: (1) expedited determination of best fit parameter values; (2) quantification of the (a) quality of calibration, (b) data shortcomings and needs, and (c) confidence limits on parameter estimates and predictions; and (3) identification of issues that are easily overlooked during nonautomated calibration.Inverse models using, for example, nonlinear least-squares regression, provide capabilities that help modelers take full advantage of the insight available from ground-water models. However, lack of information about the requirements and benefits of inverse models is an obstacle to their widespread use. This paper presents a simple ground-water flow problem to illustrate the requirements and benefits of the nonlinear least-squares regression method of inverse modeling and discusses how these attributes apply to field problems. The benefits of inverse modeling include: (1) expedited determination of best fit parameter values; (2) quantification of the (a) quality of calibration, (b) data shortcomings and needs, and (c) confidence limits on parameter estimates and predictions; and (3) identification of issues that are easily overlooked during nonautomated calibration.

Thermodynamic criteria for estimating the kinetic parameters of catalytic reactions

NASA Astrophysics Data System (ADS)

Mitrichev, I. I.; Zhensa, A. V.; Kol'tsova, E. M.

2017-01-01

Kinetic parameters are estimated using two criteria in addition to the traditional criterion that considers the consistency between experimental and modeled conversion data: thermodynamic consistency and the consistency with entropy production (i.e., the absolute rate of the change in entropy due to exchange with the environment is consistent with the rate of entropy production in the steady state). A special procedure is developed and executed on a computer to achieve the thermodynamic consistency of a set of kinetic parameters with respect to both the standard entropy of a reaction and the standard enthalpy of a reaction. A problem of multi-criterion optimization, reduced to a single-criterion problem by summing weighted values of the three criteria listed above, is solved. Using the reaction of NO reduction with CO on a platinum catalyst as an example, it is shown that the set of parameters proposed by D.B. Mantri and P. Aghalayam gives much worse agreement with experimental values than the set obtained on the basis of three criteria: the sum of the squares of deviations for conversion, the thermodynamic consistency, and the consistency with entropy production.

A LEAST ABSOLUTE SHRINKAGE AND SELECTION OPERATOR (LASSO) FOR NONLINEAR SYSTEM IDENTIFICATION

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Lofberg, Johan; Brenner, Martin J.

2006-01-01

Identification of parametric nonlinear models involves estimating unknown parameters and detecting its underlying structure. Structure computation is concerned with selecting a subset of parameters to give a parsimonious description of the system which may afford greater insight into the functionality of the system or a simpler controller design. In this study, a least absolute shrinkage and selection operator (LASSO) technique is investigated for computing efficient model descriptions of nonlinear systems. The LASSO minimises the residual sum of squares by the addition of a 1 penalty term on the parameter vector of the traditional 2 minimisation problem. Its use for structure detection is a natural extension of this constrained minimisation approach to pseudolinear regression problems which produces some model parameters that are exactly zero and, therefore, yields a parsimonious system description. The performance of this LASSO structure detection method was evaluated by using it to estimate the structure of a nonlinear polynomial model. Applicability of the method to more complex systems such as those encountered in aerospace applications was shown by identifying a parsimonious system description of the F/A-18 Active Aeroelastic Wing using flight test data.

Realtime Reconstruction of an Animating Human Body from a Single Depth Camera.

PubMed

Chen, Yin; Cheng, Zhi-Quan; Lai, Chao; Martin, Ralph R; Dang, Gang

2016-08-01

We present a method for realtime reconstruction of an animating human body,which produces a sequence of deforming meshes representing a given performance captured by a single commodity depth camera. We achieve realtime single-view mesh completion by enhancing the parameterized SCAPE model.Our method, which we call Realtime SCAPE, performs full-body reconstruction without the use of markers.In Realtime SCAPE, estimations of body shape parameters and pose parameters, needed for reconstruction, are decoupled. Intrinsic body shape is first precomputed for a given subject, by determining shape parameters with the aid of a body shape database. Subsequently, per-frame pose parameter estimation is performed by means of linear blending skinning (LBS); the problem is decomposed into separately finding skinning weights and transformations. The skinning weights are also determined offline from the body shape database,reducing online reconstruction to simply finding the transformations in LBS. Doing so is formulated as a linear variational problem;carefully designed constraints are used to impose temporal coherence and alleviate artifacts. Experiments demonstrate that our method can produce full-body mesh sequences with high fidelity.

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.

Parameter Estimation for Viscoplastic Material Modeling

NASA Technical Reports Server (NTRS)

Saleeb, Atef F.; Gendy, Atef S.; Wilt, Thomas E.

1997-01-01

A key ingredient in the design of engineering components and structures under general thermomechanical loading is the use of mathematical constitutive models (e.g. in finite element analysis) capable of accurate representation of short and long term stress/deformation responses. In addition to the ever-increasing complexity of recent viscoplastic models of this type, they often also require a large number of material constants to describe a host of (anticipated) physical phenomena and complicated deformation mechanisms. In turn, the experimental characterization of these material parameters constitutes the major factor in the successful and effective utilization of any given constitutive model; i.e., the problem of constitutive parameter estimation from experimental measurements.

Information fusion in regularized inversion of tomographic pumping tests

USGS Publications Warehouse

Bohling, Geoffrey C.; ,

2008-01-01

In this chapter we investigate a simple approach to incorporating geophysical information into the analysis of tomographic pumping tests for characterization of the hydraulic conductivity (K) field in an aquifer. A number of authors have suggested a tomographic approach to the analysis of hydraulic tests in aquifers - essentially simultaneous analysis of multiple tests or stresses on the flow system - in order to improve the resolution of the estimated parameter fields. However, even with a large amount of hydraulic data in hand, the inverse problem is still plagued by non-uniqueness and ill-conditioning and the parameter space for the inversion needs to be constrained in some sensible fashion in order to obtain plausible estimates of aquifer properties. For seismic and radar tomography problems, the parameter space is often constrained through the application of regularization terms that impose penalties on deviations of the estimated parameters from a prior or background model, with the tradeoff between data fit and model norm explored through systematic analysis of results for different levels of weighting on the regularization terms. In this study we apply systematic regularized inversion to analysis of tomographic pumping tests in an alluvial aquifer, taking advantage of the steady-shape flow regime exhibited in these tests to expedite the inversion process. In addition, we explore the possibility of incorporating geophysical information into the inversion through a regularization term relating the estimated K distribution to ground penetrating radar velocity and attenuation distributions through a smoothing spline model. ?? 2008 Springer-Verlag Berlin Heidelberg.

History matching by spline approximation and regularization in single-phase areal reservoirs

NASA Technical Reports Server (NTRS)

Lee, T. Y.; Kravaris, C.; Seinfeld, J.

1986-01-01

An automatic history matching algorithm is developed based on bi-cubic spline approximations of permeability and porosity distributions and on the theory of regularization to estimate permeability or porosity in a single-phase, two-dimensional real reservoir from well pressure data. The regularization feature of the algorithm is used to convert the ill-posed history matching problem into a well-posed problem. The algorithm employs the conjugate gradient method as its core minimization method. A number of numerical experiments are carried out to evaluate the performance of the algorithm. Comparisons with conventional (non-regularized) automatic history matching algorithms indicate the superiority of the new algorithm with respect to the parameter estimates obtained. A quasioptimal regularization parameter is determined without requiring a priori information on the statistical properties of the observations.

SAHARA: A package of PC computer programs for estimating both log-hyperbolic grain-size parameters and standard moments

NASA Astrophysics Data System (ADS)

Christiansen, Christian; Hartmann, Daniel

This paper documents a package of menu-driven POLYPASCAL87 computer programs for handling grouped observations data from both sieving (increment data) and settling tube procedures (cumulative data). The package is designed deliberately for use on IBM-compatible personal computers. Two of the programs solve the numerical problem of determining the estimates of the four (main) parameters of the log-hyperbolic distribution and their derivatives. The package also contains a program for determining the mean, sorting, skewness. and kurtosis according to the standard moments. Moreover, the package contains procedures for smoothing and grouping of settling tube data. A graphic part of the package plots the data in a log-log plot together with the estimated log-hyperbolic curve. Along with the plot follows all estimated parameters. Another graphic option is a plot of the log-hyperbolic shape triangle with the (χ,ζ) position of the sample.

Estimation variance bounds of importance sampling simulations in digital communication systems

NASA Technical Reports Server (NTRS)

Lu, D.; Yao, K.

1991-01-01

In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.

Sinc-Galerkin estimation of diffusivity in parabolic problems

NASA Technical Reports Server (NTRS)

Smith, Ralph C.; Bowers, Kenneth L.

1991-01-01

A fully Sinc-Galerkin method for the numerical recovery of spatially varying diffusion coefficients in linear partial differential equations is presented. Because the parameter recovery problems are inherently ill-posed, an output error criterion in conjunction with Tikhonov regularization is used to formulate them as infinite-dimensional minimization problems. The forward problems are discretized with a sinc basis in both the spatial and temporal domains thus yielding an approximate solution which displays an exponential convergence rate and is valid on the infinite time interval. The minimization problems are then solved via a quasi-Newton/trust region algorithm. The L-curve technique for determining an approximate value of the regularization parameter is briefly discussed, and numerical examples are given which show the applicability of the method both for problems with noise-free data as well as for those whose data contains white noise.

Using the MCNP Taylor series perturbation feature (efficiently) for shielding problems

NASA Astrophysics Data System (ADS)

Favorite, Jeffrey

2017-09-01

The Taylor series or differential operator perturbation method, implemented in MCNP and invoked using the PERT card, can be used for efficient parameter studies in shielding problems. This paper shows how only two PERT cards are needed to generate an entire parameter study, including statistical uncertainty estimates (an additional three PERT cards can be used to give exact statistical uncertainties). One realistic example problem involves a detailed helium-3 neutron detector model and its efficiency as a function of the density of its high-density polyethylene moderator. The MCNP differential operator perturbation capability is extremely accurate for this problem. A second problem involves the density of the polyethylene reflector of the BeRP ball and is an example of first-order sensitivity analysis using the PERT capability. A third problem is an analytic verification of the PERT capability.

Parameter Estimation of Fractional-Order Chaotic Systems by Using Quantum Parallel Particle Swarm Optimization Algorithm

PubMed Central

Huang, Yu; Guo, Feng; Li, Yongling; Liu, Yufeng

2015-01-01

Parameter estimation for fractional-order chaotic systems is an important issue in fractional-order chaotic control and synchronization and could be essentially formulated as a multidimensional optimization problem. A novel algorithm called quantum parallel particle swarm optimization (QPPSO) is proposed to solve the parameter estimation for fractional-order chaotic systems. The parallel characteristic of quantum computing is used in QPPSO. This characteristic increases the calculation of each generation exponentially. The behavior of particles in quantum space is restrained by the quantum evolution equation, which consists of the current rotation angle, individual optimal quantum rotation angle, and global optimal quantum rotation angle. Numerical simulation based on several typical fractional-order systems and comparisons with some typical existing algorithms show the effectiveness and efficiency of the proposed algorithm. PMID:25603158

Systems identification using a modified Newton-Raphson method: A FORTRAN program

NASA Technical Reports Server (NTRS)

Taylor, L. W., Jr.; Iliff, K. W.

1972-01-01

A FORTRAN program is offered which computes a maximum likelihood estimate of the parameters of any linear, constant coefficient, state space model. For the case considered, the maximum likelihood estimate can be identical to that which minimizes simultaneously the weighted mean square difference between the computed and measured response of a system and the weighted square of the difference between the estimated and a priori parameter values. A modified Newton-Raphson or quasilinearization method is used to perform the minimization which typically requires several iterations. A starting technique is used which insures convergence for any initial values of the unknown parameters. The program and its operation are described in sufficient detail to enable the user to apply the program to his particular problem with a minimum of difficulty.

Interacting dark sector and the coincidence problem within the scope of LRS Bianchi type I model

NASA Astrophysics Data System (ADS)

Muharlyamov, Ruslan K.; Pankratyeva, Tatiana N.

2018-05-01

It is shown that a suitable interaction between dark energy and dark matter in locally rotationally symmetric (LRS) Bianchi-I space-time can solve the coincidence problem and not contradict the accelerated expansion of present Universe. The interaction parameters are estimated from observational data.

Estimating the Effective Sample Size of Tree Topologies from Bayesian Phylogenetic Analyses

PubMed Central

Lanfear, Robert; Hua, Xia; Warren, Dan L.

2016-01-01

Bayesian phylogenetic analyses estimate posterior distributions of phylogenetic tree topologies and other parameters using Markov chain Monte Carlo (MCMC) methods. Before making inferences from these distributions, it is important to assess their adequacy. To this end, the effective sample size (ESS) estimates how many truly independent samples of a given parameter the output of the MCMC represents. The ESS of a parameter is frequently much lower than the number of samples taken from the MCMC because sequential samples from the chain can be non-independent due to autocorrelation. Typically, phylogeneticists use a rule of thumb that the ESS of all parameters should be greater than 200. However, we have no method to calculate an ESS of tree topology samples, despite the fact that the tree topology is often the parameter of primary interest and is almost always central to the estimation of other parameters. That is, we lack a method to determine whether we have adequately sampled one of the most important parameters in our analyses. In this study, we address this problem by developing methods to estimate the ESS for tree topologies. We combine these methods with two new diagnostic plots for assessing posterior samples of tree topologies, and compare their performance on simulated and empirical data sets. Combined, the methods we present provide new ways to assess the mixing and convergence of phylogenetic tree topologies in Bayesian MCMC analyses. PMID:27435794

CosmoSIS: A system for MC parameter estimation

DOE PAGES

Bridle, S.; Dodelson, S.; Jennings, E.; ...

2015-12-23

CosmoSIS is a modular system for cosmological parameter estimation, based on Markov Chain Monte Carlo and related techniques. It provides a series of samplers, which drive the exploration of the parameter space, and a series of modules, which calculate the likelihood of the observed data for a given physical model, determined by the location of a sample in the parameter space. While CosmoSIS ships with a set of modules that calculate quantities of interest to cosmologists, there is nothing about the framework itself, nor in the Markov Chain Monte Carlo technique, that is specific to cosmology. Thus CosmoSIS could bemore » used for parameter estimation problems in other fields, including HEP. This paper describes the features of CosmoSIS and show an example of its use outside of cosmology. Furthermore, it also discusses how collaborative development strategies differ between two different communities: that of HEP physicists, accustomed to working in large collaborations, and that of cosmologists, who have traditionally not worked in large groups.« less

An Improved Cuckoo Search Optimization Algorithm for the Problem of Chaotic Systems Parameter Estimation

PubMed Central

Wang, Jun; Zhou, Bihua; Zhou, Shudao

2016-01-01

This paper proposes an improved cuckoo search (ICS) algorithm to establish the parameters of chaotic systems. In order to improve the optimization capability of the basic cuckoo search (CS) algorithm, the orthogonal design and simulated annealing operation are incorporated in the CS algorithm to enhance the exploitation search ability. Then the proposed algorithm is used to establish parameters of the Lorenz chaotic system and Chen chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the algorithm can estimate parameters with high accuracy and reliability. Finally, the results are compared with the CS algorithm, genetic algorithm, and particle swarm optimization algorithm, and the compared results demonstrate the method is energy-efficient and superior. PMID:26880874

Relationships between digital signal processing and control and estimation theory

NASA Technical Reports Server (NTRS)

Willsky, A. S.

1978-01-01

Research areas associated with digital signal processing and control and estimation theory are identified. Particular attention is given to image processing, system identification problems (parameter identification, linear prediction, least squares, Kalman filtering), stability analyses (the use of the Liapunov theory, frequency domain criteria, passivity), and multiparameter systems, distributed processes, and random fields.

Comparison of Methods to Trace Multiple Subskills: Is LR-DBN Best?

ERIC Educational Resources Information Center

Xu, Yanbo; Mostow, Jack

2012-01-01

A long-standing challenge for knowledge tracing is how to update estimates of multiple subskills that underlie a single observable step. We characterize approaches to this problem by how they model knowledge tracing, fit its parameters, predict performance, and update subskill estimates. Previous methods allocated blame or credit among subskills…

Estimation in a discrete tail rate family of recapture sampling models

NASA Technical Reports Server (NTRS)

Gupta, Rajan; Lee, Larry D.

1990-01-01

In the context of recapture sampling design for debugging experiments the problem of estimating the error or hitting rate of the faults remaining in a system is considered. Moment estimators are derived for a family of models in which the rate parameters are assumed proportional to the tail probabilities of a discrete distribution on the positive integers. The estimators are shown to be asymptotically normal and fully efficient. Their fixed sample properties are compared, through simulation, with those of the conditional maximum likelihood estimators.

Composing problem solvers for simulation experimentation: a case study on steady state estimation.

PubMed

Leye, Stefan; Ewald, Roland; Uhrmacher, Adelinde M

2014-01-01

Simulation experiments involve various sub-tasks, e.g., parameter optimization, simulation execution, or output data analysis. Many algorithms can be applied to such tasks, but their performance depends on the given problem. Steady state estimation in systems biology is a typical example for this: several estimators have been proposed, each with its own (dis-)advantages. Experimenters, therefore, must choose from the available options, even though they may not be aware of the consequences. To support those users, we propose a general scheme to aggregate such algorithms to so-called synthetic problem solvers, which exploit algorithm differences to improve overall performance. Our approach subsumes various aggregation mechanisms, supports automatic configuration from training data (e.g., via ensemble learning or portfolio selection), and extends the plugin system of the open source modeling and simulation framework James II. We show the benefits of our approach by applying it to steady state estimation for cell-biological models.

An adaptive Gaussian process-based iterative ensemble smoother for data assimilation

NASA Astrophysics Data System (ADS)

Ju, Lei; Zhang, Jiangjiang; Meng, Long; Wu, Laosheng; Zeng, Lingzao

2018-05-01

Accurate characterization of subsurface hydraulic conductivity is vital for modeling of subsurface flow and transport. The iterative ensemble smoother (IES) has been proposed to estimate the heterogeneous parameter field. As a Monte Carlo-based method, IES requires a relatively large ensemble size to guarantee its performance. To improve the computational efficiency, we propose an adaptive Gaussian process (GP)-based iterative ensemble smoother (GPIES) in this study. At each iteration, the GP surrogate is adaptively refined by adding a few new base points chosen from the updated parameter realizations. Then the sensitivity information between model parameters and measurements is calculated from a large number of realizations generated by the GP surrogate with virtually no computational cost. Since the original model evaluations are only required for base points, whose number is much smaller than the ensemble size, the computational cost is significantly reduced. The applicability of GPIES in estimating heterogeneous conductivity is evaluated by the saturated and unsaturated flow problems, respectively. Without sacrificing estimation accuracy, GPIES achieves about an order of magnitude of speed-up compared with the standard IES. Although subsurface flow problems are considered in this study, the proposed method can be equally applied to other hydrological models.

Experimental verification of a GPC-LPV method with RLS and P1-TS fuzzy-based estimation for limiting the transient and residual vibration of a crane system

NASA Astrophysics Data System (ADS)

Smoczek, Jaroslaw

2015-10-01

The paper deals with the problem of reducing the residual vibration and limiting the transient oscillations of a flexible and underactuated system with respect to the variation of operating conditions. The comparative study of generalized predictive control (GPC) and fuzzy scheduling scheme developed based on the P1-TS fuzzy theory, local pole placement method and interval analysis of closed-loop system polynomial coefficients is addressed to the problem of flexible crane control. The two alternatives of a GPC-based method are proposed that enable to realize this technique either with or without a sensor of payload deflection. The first control technique is based on the recursive least squares (RLS) method applied to on-line estimate the parameters of a linear parameter varying (LPV) model of a crane dynamic system. The second GPC-based approach is based on a payload deflection feedback estimated using a pendulum model with the parameters interpolated using the P1-TS fuzzy system. Feasibility and applicability of the developed methods were confirmed through experimental verification performed on a laboratory scaled overhead crane.

MODEST - JPL GEODETIC AND ASTROMETRIC VLBI MODELING AND PARAMETER ESTIMATION PROGRAM

NASA Technical Reports Server (NTRS)

Sovers, O. J.

1994-01-01

Observations of extragalactic radio sources in the gigahertz region of the radio frequency spectrum by two or more antennas, separated by a baseline as long as the diameter of the Earth, can be reduced, by radio interferometry techniques, to yield time delays and their rates of change. The Very Long Baseline Interferometric (VLBI) observables can be processed by the MODEST software to yield geodetic and astrometric parameters of interest in areas such as geophysical satellite and spacecraft tracking applications and geodynamics. As the accuracy of radio interferometry has improved, increasingly complete models of the delay and delay rate observables have been developed. MODEST is a delay model (MOD) and parameter estimation (EST) program that takes into account delay effects such as geometry, clock, troposphere, and the ionosphere. MODEST includes all known effects at the centimeter level in modeling. As the field evolves and new effects are discovered, these can be included in the model. In general, the model includes contributions to the observables from Earth orientation, antenna motion, clock behavior, atmospheric effects, and radio source structure. Within each of these categories, a number of unknown parameters may be estimated from the observations. Since all parts of the time delay model contain nearly linear parameter terms, a square-root-information filter (SRIF) linear least-squares algorithm is employed in parameter estimation. Flexibility (via dynamic memory allocation) in the MODEST code ensures that the same executable can process a wide array of problems. These range from a few hundred observations on a single baseline, yielding estimates of tens of parameters, to global solutions estimating tens of thousands of parameters from hundreds of thousands of observations at antennas widely distributed over the Earth's surface. Depending on memory and disk storage availability, large problems may be subdivided into more tractable pieces that are processed sequentially. MODEST is written in FORTRAN 77, C-language, and VAX ASSEMBLER for DEC VAX series computers running VMS. It requires 6Mb of RAM for execution. The standard distribution medium for this package is a 1600 BPI 9-track magnetic tape in DEC VAX BACKUP format. It is also available on a TK50 tape cartridge in DEC VAX BACKUP format. Instructions for use and sample input and output data are available on the distribution media. This program was released in 1993 and is a copyrighted work with all copyright vested in NASA.

Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Agapiou, Sergios; Burger, Martin; Dashti, Masoumeh; Helin, Tapio

2018-04-01

We consider the inverse problem of recovering an unknown functional parameter u in a separable Banach space, from a noisy observation vector y of its image through a known possibly non-linear map {{\\mathcal G}} . We adopt a Bayesian approach to the problem and consider Besov space priors (see Lassas et al (2009 Inverse Problems Imaging 3 87-122)), which are well-known for their edge-preserving and sparsity-promoting properties and have recently attracted wide attention especially in the medical imaging community. Our key result is to show that in this non-parametric setup the maximum a posteriori (MAP) estimates are characterized by the minimizers of a generalized Onsager-Machlup functional of the posterior. This is done independently for the so-called weak and strong MAP estimates, which as we show coincide in our context. In addition, we prove a form of weak consistency for the MAP estimators in the infinitely informative data limit. Our results are remarkable for two reasons: first, the prior distribution is non-Gaussian and does not meet the smoothness conditions required in previous research on non-parametric MAP estimates. Second, the result analytically justifies existing uses of the MAP estimate in finite but high dimensional discretizations of Bayesian inverse problems with the considered Besov priors.

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.

Uncertainty Estimation in Elastic Full Waveform Inversion by Utilising the Hessian Matrix

NASA Astrophysics Data System (ADS)

Hagen, V. S.; Arntsen, B.; Raknes, E. B.

2017-12-01

Elastic Full Waveform Inversion (EFWI) is a computationally intensive iterative method for estimating elastic model parameters. A key element of EFWI is the numerical solution of the elastic wave equation which lies as a foundation to quantify the mismatch between synthetic (modelled) and true (real) measured seismic data. The misfit between the modelled and true receiver data is used to update the parameter model to yield a better fit between the modelled and true receiver signal. A common approach to the EFWI model update problem is to use a conjugate gradient search method. In this approach the resolution and cross-coupling for the estimated parameter update can be found by computing the full Hessian matrix. Resolution of the estimated model parameters depend on the chosen parametrisation, acquisition geometry, and temporal frequency range. Although some understanding has been gained, it is still not clear which elastic parameters can be reliably estimated under which conditions. With few exceptions, previous analyses have been based on arguments using radiation pattern analysis. We use the known adjoint-state technique with an expansion to compute the Hessian acting on a model perturbation to conduct our study. The Hessian is used to infer parameter resolution and cross-coupling for different selections of models, acquisition geometries, and data types, including streamer and ocean bottom seismic recordings. Information about the model uncertainty is obtained from the exact Hessian, and is essential when evaluating the quality of estimated parameters due to the strong influence of source-receiver geometry and frequency content. Investigation is done on both a homogeneous model and the Gullfaks model where we illustrate the influence of offset on parameter resolution and cross-coupling as a way of estimating uncertainty.

Control of linear uncertain systems utilizing mismatched state observers

NASA Technical Reports Server (NTRS)

Goldstein, B.

1972-01-01

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

Using Inverse Problem Methods with Surveillance Data in Pneumococcal Vaccination

PubMed Central

Sutton, Karyn L.; Banks, H. T.; Castillo-Chavez, Carlos

2010-01-01

The design and evaluation of epidemiological control strategies is central to public health policy. While inverse problem methods are routinely used in many applications, this remains an area in which their use is relatively rare, although their potential impact is great. We describe methods particularly relevant to epidemiological modeling at the population level. These methods are then applied to the study of pneumococcal vaccination strategies as a relevant example which poses many challenges common to other infectious diseases. We demonstrate that relevant yet typically unknown parameters may be estimated, and show that a calibrated model may used to assess implemented vaccine policies through the estimation of parameters if vaccine history is recorded along with infection and colonization information. Finally, we show how one might determine an appropriate level of refinement or aggregation in the age-structured model given age-stratified observations. These results illustrate ways in which the collection and analysis of surveillance data can be improved using inverse problem methods. PMID:20209093

A collinearity diagnosis of the GNSS geocenter determination

NASA Astrophysics Data System (ADS)

Rebischung, Paul; Altamimi, Zuheir; Springer, Tim

2014-01-01

The problem of observing geocenter motion from global navigation satellite system (GNSS) solutions through the network shift approach is addressed from the perspective of collinearity (or multicollinearity) among the parameters of a least-squares regression. A collinearity diagnosis, based on the notion of variance inflation factor, is therefore developed and allows handling several peculiarities of the GNSS geocenter determination problem. Its application reveals that the determination of all three components of geocenter motion with GNSS suffers from serious collinearity issues, with a comparable level as in the problem of determining the terrestrial scale simultaneously with the GNSS satellite phase center offsets. The inability of current GNSS, as opposed to satellite laser ranging, to properly sense geocenter motion is mostly explained by the estimation, in the GNSS case, of epoch-wise station and satellite clock offsets simultaneously with tropospheric parameters. The empirical satellite accelerations, as estimated by most Analysis Centers of the International GNSS Service, slightly amplify the collinearity of the geocenter coordinate, but their role remains secondary.

The logic of comparative life history studies for estimating key parameters, with a focus on natural mortality rate

USGS Publications Warehouse

Hoenig, John M; Then, Amy Y.-H.; Babcock, Elizabeth A.; Hall, Norman G.; Hewitt, David A.; Hesp, Sybrand A.

2016-01-01

There are a number of key parameters in population dynamics that are difficult to estimate, such as natural mortality rate, intrinsic rate of population growth, and stock-recruitment relationships. Often, these parameters of a stock are, or can be, estimated indirectly on the basis of comparative life history studies. That is, the relationship between a difficult to estimate parameter and life history correlates is examined over a wide variety of species in order to develop predictive equations. The form of these equations may be derived from life history theory or simply be suggested by exploratory data analysis. Similarly, population characteristics such as potential yield can be estimated by making use of a relationship between the population parameter and bio-chemico–physical characteristics of the ecosystem. Surprisingly, little work has been done to evaluate how well these indirect estimators work and, in fact, there is little guidance on how to conduct comparative life history studies and how to evaluate them. We consider five issues arising in such studies: (i) the parameters of interest may be ill-defined idealizations of the real world, (ii) true values of the parameters are not known for any species, (iii) selecting data based on the quality of the estimates can introduce a host of problems, (iv) the estimates that are available for comparison constitute a non-random sample of species from an ill-defined population of species of interest, and (v) the hierarchical nature of the data (e.g. stocks within species within genera within families, etc., with multiple observations at each level) warrants consideration. We discuss how these issues can be handled and how they shape the kinds of questions that can be asked of a database of life history studies.

Particle filter based hybrid prognostics for health monitoring of uncertain systems in bond graph framework

NASA Astrophysics Data System (ADS)

Jha, Mayank Shekhar; Dauphin-Tanguy, G.; Ould-Bouamama, B.

2016-06-01

The paper's main objective is to address the problem of health monitoring of system parameters in Bond Graph (BG) modeling framework, by exploiting its structural and causal properties. The system in feedback control loop is considered uncertain globally. Parametric uncertainty is modeled in interval form. The system parameter is undergoing degradation (prognostic candidate) and its degradation model is assumed to be known a priori. The detection of degradation commencement is done in a passive manner which involves interval valued robust adaptive thresholds over the nominal part of the uncertain BG-derived interval valued analytical redundancy relations (I-ARRs). The latter forms an efficient diagnostic module. The prognostics problem is cast as joint state-parameter estimation problem, a hybrid prognostic approach, wherein the fault model is constructed by considering the statistical degradation model of the system parameter (prognostic candidate). The observation equation is constructed from nominal part of the I-ARR. Using particle filter (PF) algorithms; the estimation of state of health (state of prognostic candidate) and associated hidden time-varying degradation progression parameters is achieved in probabilistic terms. A simplified variance adaptation scheme is proposed. Associated uncertainties which arise out of noisy measurements, parametric degradation process, environmental conditions etc. are effectively managed by PF. This allows the production of effective predictions of the remaining useful life of the prognostic candidate with suitable confidence bounds. The effectiveness of the novel methodology is demonstrated through simulations and experiments on a mechatronic system.

A method for nonlinear exponential regression analysis

NASA Technical Reports Server (NTRS)

Junkin, B. G.

1971-01-01

A computer-oriented technique is presented for performing a nonlinear exponential regression analysis on decay-type experimental data. The technique involves the least squares procedure wherein the nonlinear problem is linearized by expansion in a Taylor series. A linear curve fitting procedure for determining the initial nominal estimates for the unknown exponential model parameters is included as an integral part of the technique. A correction matrix was derived and then applied to the nominal estimate to produce an improved set of model parameters. The solution cycle is repeated until some predetermined criterion is satisfied.

An improved parameter estimation and comparison for soft tissue constitutive models containing an exponential function.

PubMed

Aggarwal, Ankush

2017-08-01

Motivated by the well-known result that stiffness of soft tissue is proportional to the stress, many of the constitutive laws for soft tissues contain an exponential function. In this work, we analyze properties of the exponential function and how it affects the estimation and comparison of elastic parameters for soft tissues. In particular, we find that as a consequence of the exponential function there are lines of high covariance in the elastic parameter space. As a result, one can have widely varying mechanical parameters defining the tissue stiffness but similar effective stress-strain responses. Drawing from elementary algebra, we propose simple changes in the norm and the parameter space, which significantly improve the convergence of parameter estimation and robustness in the presence of noise. More importantly, we demonstrate that these changes improve the conditioning of the problem and provide a more robust solution in the case of heterogeneous material by reducing the chances of getting trapped in a local minima. Based upon the new insight, we also propose a transformed parameter space which will allow for rational parameter comparison and avoid misleading conclusions regarding soft tissue mechanics.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

A Solution to Separation and Multicollinearity in Multiple Logistic Regression

PubMed Central

Shen, Jianzhao; Gao, Sujuan

2010-01-01

In dementia screening tests, item selection for shortening an existing screening test can be achieved using multiple logistic regression. However, maximum likelihood estimates for such logistic regression models often experience serious bias or even non-existence because of separation and multicollinearity problems resulting from a large number of highly correlated items. Firth (1993, Biometrika, 80(1), 27–38) proposed a penalized likelihood estimator for generalized linear models and it was shown to reduce bias and the non-existence problems. The ridge regression has been used in logistic regression to stabilize the estimates in cases of multicollinearity. However, neither solves the problems for each other. In this paper, we propose a double penalized maximum likelihood estimator combining Firth’s penalized likelihood equation with a ridge parameter. We present a simulation study evaluating the empirical performance of the double penalized likelihood estimator in small to moderate sample sizes. We demonstrate the proposed approach using a current screening data from a community-based dementia study. PMID:20376286

A Solution to Separation and Multicollinearity in Multiple Logistic Regression.

PubMed

Shen, Jianzhao; Gao, Sujuan

2008-10-01

In dementia screening tests, item selection for shortening an existing screening test can be achieved using multiple logistic regression. However, maximum likelihood estimates for such logistic regression models often experience serious bias or even non-existence because of separation and multicollinearity problems resulting from a large number of highly correlated items. Firth (1993, Biometrika, 80(1), 27-38) proposed a penalized likelihood estimator for generalized linear models and it was shown to reduce bias and the non-existence problems. The ridge regression has been used in logistic regression to stabilize the estimates in cases of multicollinearity. However, neither solves the problems for each other. In this paper, we propose a double penalized maximum likelihood estimator combining Firth's penalized likelihood equation with a ridge parameter. We present a simulation study evaluating the empirical performance of the double penalized likelihood estimator in small to moderate sample sizes. We demonstrate the proposed approach using a current screening data from a community-based dementia study.

SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

PubMed

Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

2017-03-01

We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).

Ambient Vibration Testing for Story Stiffness Estimation of a Heritage Timber Building

PubMed Central

Min, Kyung-Won; Kim, Junhee; Park, Sung-Ah; Park, Chan-Soo

2013-01-01

This paper investigates dynamic characteristics of a historic wooden structure by ambient vibration testing, presenting a novel estimation methodology of story stiffness for the purpose of vibration-based structural health monitoring. As for the ambient vibration testing, measured structural responses are analyzed by two output-only system identification methods (i.e., frequency domain decomposition and stochastic subspace identification) to estimate modal parameters. The proposed methodology of story stiffness is estimation based on an eigenvalue problem derived from a vibratory rigid body model. Using the identified natural frequencies, the eigenvalue problem is efficiently solved and uniquely yields story stiffness. It is noteworthy that application of the proposed methodology is not necessarily confined to the wooden structure exampled in the paper. PMID:24227999

Critical bounds on noise and SNR for robust estimation of real-time brain activity from functional near infra-red spectroscopy.

PubMed

Aqil, Muhammad; Jeong, Myung Yung

2018-04-24

The robust characterization of real-time brain activity carries potential for many applications. However, the contamination of measured signals by various instrumental, environmental, and physiological sources of noise introduces a substantial amount of signal variance and, consequently, challenges real-time estimation of contributions from underlying neuronal sources. Functional near infra-red spectroscopy (fNIRS) is an emerging imaging modality whose real-time potential is yet to be fully explored. The objectives of the current study are to (i) validate a time-dependent linear model of hemodynamic responses in fNIRS, and (ii) test the robustness of this approach against measurement noise (instrumental and physiological) and mis-specification of the hemodynamic response basis functions (amplitude, latency, and duration). We propose a linear hemodynamic model with time-varying parameters, which are estimated (adapted and tracked) using a dynamic recursive least square algorithm. Owing to the linear nature of the activation model, the problem of achieving robust convergence to an accurate estimation of the model parameters is recast as a problem of parameter error stability around the origin. We show that robust convergence of the proposed method is guaranteed in the presence of an acceptable degree of model misspecification and we derive an upper bound on noise under which reliable parameters can still be inferred. We also derived a lower bound on signal-to-noise-ratio over which the reliable parameters can still be inferred from a channel/voxel. Whilst here applied to fNIRS, the proposed methodology is applicable to other hemodynamic-based imaging technologies such as functional magnetic resonance imaging. Copyright © 2018 Elsevier Inc. All rights reserved.

Thermodynamically consistent model calibration in chemical kinetics

PubMed Central

2011-01-01

Background The dynamics of biochemical reaction systems are constrained by the fundamental laws of thermodynamics, which impose well-defined relationships among the reaction rate constants characterizing these systems. Constructing biochemical reaction systems from experimental observations often leads to parameter values that do not satisfy the necessary thermodynamic constraints. This can result in models that are not physically realizable and may lead to inaccurate, or even erroneous, descriptions of cellular function. Results We introduce a thermodynamically consistent model calibration (TCMC) method that can be effectively used to provide thermodynamically feasible values for the parameters of an open biochemical reaction system. The proposed method formulates the model calibration problem as a constrained optimization problem that takes thermodynamic constraints (and, if desired, additional non-thermodynamic constraints) into account. By calculating thermodynamically feasible values for the kinetic parameters of a well-known model of the EGF/ERK signaling cascade, we demonstrate the qualitative and quantitative significance of imposing thermodynamic constraints on these parameters and the effectiveness of our method for accomplishing this important task. MATLAB software, using the Systems Biology Toolbox 2.1, can be accessed from http://www.cis.jhu.edu/~goutsias/CSS lab/software.html. An SBML file containing the thermodynamically feasible EGF/ERK signaling cascade model can be found in the BioModels database. Conclusions TCMC is a simple and flexible method for obtaining physically plausible values for the kinetic parameters of open biochemical reaction systems. It can be effectively used to recalculate a thermodynamically consistent set of parameter values for existing thermodynamically infeasible biochemical reaction models of cellular function as well as to estimate thermodynamically feasible values for the parameters of new models. Furthermore, TCMC can provide dimensionality reduction, better estimation performance, and lower computational complexity, and can help to alleviate the problem of data overfitting. PMID:21548948

Experiment design for pilot identification in compensatory tracking tasks

NASA Technical Reports Server (NTRS)

Wells, W. R.

1976-01-01

A design criterion for input functions in laboratory tracking tasks resulting in efficient parameter estimation is formulated. The criterion is that the statistical correlations between pairs of parameters be reduced in order to minimize the problem of nonuniqueness in the extraction process. The effectiveness of the method is demonstrated for a lower order dynamic system.

Efficient geostatistical inversion of transient groundwater flow using preconditioned nonlinear conjugate gradients

NASA Astrophysics Data System (ADS)

Klein, Ole; Cirpka, Olaf A.; Bastian, Peter; Ippisch, Olaf

2017-04-01

In the geostatistical inverse problem of subsurface hydrology, continuous hydraulic parameter fields, in most cases hydraulic conductivity, are estimated from measurements of dependent variables, such as hydraulic heads, under the assumption that the parameter fields are autocorrelated random space functions. Upon discretization, the continuous fields become large parameter vectors with O (104 -107) elements. While cokriging-like inversion methods have been shown to be efficient for highly resolved parameter fields when the number of measurements is small, they require the calculation of the sensitivity of each measurement with respect to all parameters, which may become prohibitive with large sets of measured data such as those arising from transient groundwater flow. We present a Preconditioned Conjugate Gradient method for the geostatistical inverse problem, in which a single adjoint equation needs to be solved to obtain the gradient of the objective function. Using the autocovariance matrix of the parameters as preconditioning matrix, expensive multiplications with its inverse can be avoided, and the number of iterations is significantly reduced. We use a randomized spectral decomposition of the posterior covariance matrix of the parameters to perform a linearized uncertainty quantification of the parameter estimate. The feasibility of the method is tested by virtual examples of head observations in steady-state and transient groundwater flow. These synthetic tests demonstrate that transient data can reduce both parameter uncertainty and time spent conducting experiments, while the presented methods are able to handle the resulting large number of measurements.

An adaptive control scheme for a flexible manipulator

NASA Technical Reports Server (NTRS)

Yang, T. C.; Yang, J. C. S.; Kudva, P.

1987-01-01

The problem of controlling a single link flexible manipulator is considered. A self-tuning adaptive control scheme is proposed which consists of a least squares on-line parameter identification of an equivalent linear model followed by a tuning of the gains of a pole placement controller using the parameter estimates. Since the initial parameter values for this model are assumed unknown, the use of arbitrarily chosen initial parameter estimates in the adaptive controller would result in undesirable transient effects. Hence, the initial stage control is carried out with a PID controller. Once the identified parameters have converged, control is transferred to the adaptive controller. Naturally, the relevant issues in this scheme are tests for parameter convergence and minimization of overshoots during control switch-over. To demonstrate the effectiveness of the proposed scheme, simulation results are presented with an analytical nonlinear dynamic model of a single link flexible manipulator.

Response to ``Comment on `Adaptive Q-S (lag, anticipated, and complete) time-varying synchronization and parameters identification of uncertain delayed neural networks''' [Chaos 17, 038101 (2007)

NASA Astrophysics Data System (ADS)

Yu, Wenwu; Cao, Jinde

2007-09-01

Parameter identification of dynamical systems from time series has received increasing interest due to its wide applications in secure communication, pattern recognition, neural networks, and so on. Given the driving system, parameters can be estimated from the time series by using an adaptive control algorithm. Recently, it has been reported that for some stable systems, in which parameters are difficult to be identified [Li et al., Phys Lett. A 333, 269-270 (2004); Remark 5 in Yu and Cao, Physica A 375, 467-482 (2007); and Li et al., Chaos 17, 038101 (2007)], and in this paper, a brief discussion about whether parameters can be identified from time series is investigated. From some detailed analyses, the problem of why parameters of stable systems can be hardly estimated is discussed. Some interesting examples are drawn to verify the proposed analysis.

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

PubMed

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

Parameter estimation methods for gene circuit modeling from time-series mRNA data: a comparative study.

PubMed

Fan, Ming; Kuwahara, Hiroyuki; Wang, Xiaolei; Wang, Suojin; Gao, Xin

2015-11-01

Parameter estimation is a challenging computational problem in the reverse engineering of biological systems. Because advances in biotechnology have facilitated wide availability of time-series gene expression data, systematic parameter estimation of gene circuit models from such time-series mRNA data has become an important method for quantitatively dissecting the regulation of gene expression. By focusing on the modeling of gene circuits, we examine here the performance of three types of state-of-the-art parameter estimation methods: population-based methods, online methods and model-decomposition-based methods. Our results show that certain population-based methods are able to generate high-quality parameter solutions. The performance of these methods, however, is heavily dependent on the size of the parameter search space, and their computational requirements substantially increase as the size of the search space increases. In comparison, online methods and model decomposition-based methods are computationally faster alternatives and are less dependent on the size of the search space. Among other things, our results show that a hybrid approach that augments computationally fast methods with local search as a subsequent refinement procedure can substantially increase the quality of their parameter estimates to the level on par with the best solution obtained from the population-based methods while maintaining high computational speed. These suggest that such hybrid methods can be a promising alternative to the more commonly used population-based methods for parameter estimation of gene circuit models when limited prior knowledge about the underlying regulatory mechanisms makes the size of the parameter search space vastly large. © The Author 2015. Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.

Model verification of mixed dynamic systems. [POGO problem in liquid propellant rockets

NASA Technical Reports Server (NTRS)

Chrostowski, J. D.; Evensen, D. A.; Hasselman, T. K.

1978-01-01

A parameter-estimation method is described for verifying the mathematical model of mixed (combined interactive components from various engineering fields) dynamic systems against pertinent experimental data. The model verification problem is divided into two separate parts: defining a proper model and evaluating the parameters of that model. The main idea is to use differences between measured and predicted behavior (response) to adjust automatically the key parameters of a model so as to minimize response differences. To achieve the goal of modeling flexibility, the method combines the convenience of automated matrix generation with the generality of direct matrix input. The equations of motion are treated in first-order form, allowing for nonsymmetric matrices, modeling of general networks, and complex-mode analysis. The effectiveness of the method is demonstrated for an example problem involving a complex hydraulic-mechanical system.

Modeling the Severity of Drinking Consequences in First-Year College Women: An Item Response Theory Analysis of the Rutgers Alcohol Problem Index*

PubMed Central

Cohn, Amy M.; Hagman, Brett T.; Graff, Fiona S.; Noel, Nora E.

2011-01-01

Objective: The present study examined the latent continuum of alcohol-related negative consequences among first-year college women using methods from item response theory and classical test theory. Method: Participants (N = 315) were college women in their freshman year who reported consuming any alcohol in the past 90 days and who completed assessments of alcohol consumption and alcohol-related negative consequences using the Rutgers Alcohol Problem Index. Results: Item response theory analyses showed poor model fit for five items identified in the Rutgers Alcohol Problem Index. Two-parameter item response theory logistic models were applied to the remaining 18 items to examine estimates of item difficulty (i.e., severity) and discrimination parameters. The item difficulty parameters ranged from 0.591 to 2.031, and the discrimination parameters ranged from 0.321 to 2.371. Classical test theory analyses indicated that the omission of the five misfit items did not significantly alter the psychometric properties of the construct. Conclusions: Findings suggest that those consequences that had greater severity and discrimination parameters may be used as screening items to identify female problem drinkers at risk for an alcohol use disorder. PMID:22051212

Framework for quantifying flow and sediment yield to diagnose and solve the aggradation problem of an ungauged catchment

NASA Astrophysics Data System (ADS)

Tamang, Sagar Kumar; Song, Wenjun; Fang, Xing; Vasconcelos, Jose; Anderson, J. Brian

2018-06-01

Estimating sediment deposition in a stream, a standard procedure for dealing with aggradation problem is complicated in an ungauged catchment due to the absence of necessary flow data. A serious aggradation problem within an ungauged catchment in Alabama, USA, blocked the conveyance of a bridge, reducing the clearance under the bridge from several feet to a couple of inches. A study of historical aerial imageries showed deforestation in the catchment by a significant amount over a period consistent with the first identification of the problem. To further diagnose the aggradation problem, due to the lack of any gauging stations, local rainfall, flow, and sediment measurements were attempted. However, due to the difficulty of installing an area-velocity sensor in an actively aggrading stream, the parameter transfer process for a hydrologic model was adopted to understand/estimate streamflow. Simulated discharge combined with erosion parameters of MUSLE (modified universal soil loss equation) helped in the estimation of sediment yield of the catchment. Sediment yield for the catchment showed a significant increase in recent years. A two-dimensional hydraulic model was developed at the bridge site to examine potential engineering strategies to wash sediments off and mitigate further aggradation. This study is to quantify the increase of sediment yield in an ungauged catchment due to land cover changes and other contributing factors and develop strategies and recommendations for preventing future aggradation in the vicinity of the bridge.

Estimating state-transition probabilities for unobservable states using capture-recapture/resighting data

USGS Publications Warehouse

Kendall, W.L.; Nichols, J.D.

2002-01-01

Temporary emigration was identified some time ago as causing potential problems in capture-recapture studies, and in the last five years approaches have been developed for dealing with special cases of this general problem. Temporary emigration can be viewed more generally as involving transitions to and from an unobservable state, and frequently the state itself is one of biological interest (e.g., 'nonbreeder'). Development of models that permit estimation of relevant parameters in the presence of an unobservable state requires either extra information (e.g., as supplied by Pollock's robust design) or the following classes of model constraints: reducing the order of Markovian transition probabilities, imposing a degree of determinism on transition probabilities, removing state specificity of survival probabilities, and imposing temporal constancy of parameters. The objective of the work described in this paper is to investigate estimability of model parameters under a variety of models that include an unobservable state. Beginning with a very general model and no extra information, we used numerical methods to systematically investigate the use of ancillary information and constraints to yield models that are useful for estimation. The result is a catalog of models for which estimation is possible. An example analysis of sea turtle capture-recapture data under two different models showed similar point estimates but increased precision for the model that incorporated ancillary data (the robust design) when compared to the model with deterministic transitions only. This comparison and the results of our numerical investigation of model structures lead to design suggestions for capture-recapture studies in the presence of an unobservable state.

Ionosphere Profile Estimation Using Ionosonde & GPS Data in an Inverse Refraction Calculation

NASA Astrophysics Data System (ADS)

Psiaki, M. L.

2014-12-01

A method has been developed to assimilate ionosonde virtual heights and GPS slant TEC data to estimate the parameters of a local ionosphere model, including estimates of the topside and of latitude and longitude variations. This effort seeks to better assimilate a variety of remote sensing data in order to characterize local (and eventually regional and global) ionosphere electron density profiles. The core calculations involve a forward refractive ray-tracing solution and a nonlinear optimal estimation algorithm that inverts the forward model. The ray-tracing calculations solve a nonlinear two-point boundary value problem for the curved ionosonde or GPS ray path through a parameterized electron density profile. It implements a full 3D solution that can handle the case of a tilted ionosphere. These calculations use Hamiltonian equivalents of the Appleton-Hartree magneto-plasma refraction index model. The current ionosphere parameterization is a modified Booker profile. It has been augmented to include latitude and longitude dependencies. The forward ray-tracing solution yields a given signal's group delay and beat carrier phase observables. An auxiliary set of boundary value problem solutions determine the sensitivities of the ray paths and observables with respect to the parameters of the augmented Booker profile. The nonlinear estimation algorithm compares the measured ionosonde virtual-altitude observables and GPS slant-TEC observables to the corresponding values from the forward refraction model. It uses the parameter sensitivities of the model to iteratively improve its parameter estimates in a way the reduces the residual errors between the measurements and their modeled values. This method has been applied to data from HAARP in Gakona, AK and has produced good TEC and virtual height fits. It has been extended to characterize electron density perturbations caused by HAARP heating experiments through the use of GPS slant TEC data for an LOS through the heated zone. The next planned extension of the method is to estimate the parameters of a regional ionosphere profile. The input observables will be slant TEC from an array of GPS receivers and group delay and carrier phase observables from an array of high-frequency beacons. The beacon array will function as a sort of multi-static ionosonde.

Parameter estimation of the copernicus decompression model with venous gas emboli in human divers.

PubMed

Gutvik, Christian R; Dunford, Richard G; Dujic, Zeljko; Brubakk, Alf O

2010-07-01

Decompression Sickness (DCS) may occur when divers decompress from a hyperbaric environment. To prevent this, decompression procedures are used to get safely back to the surface. The models whose procedures are calculated from, are traditionally validated using clinical symptoms as an endpoint. However, DCS is an uncommon phenomenon and the wide variation in individual response to decompression stress is poorly understood. And generally, using clinical examination alone for validation is disadvantageous from a modeling perspective. Currently, the only objective and quantitative measure of decompression stress is Venous Gas Emboli (VGE), measured by either ultrasonic imaging or Doppler. VGE has been shown to be statistically correlated with DCS, and is now widely used in science to evaluate decompression stress from a dive. Until recently no mathematical model has existed to predict VGE from a dive, which motivated the development of the Copernicus model. The present article compiles a selection experimental dives and field data containing computer recorded depth profiles associated with ultrasound measurements of VGE. It describes a parameter estimation problem to fit the model with these data. A total of 185 square bounce dives from DCIEM, Canada, 188 recreational dives with a mix of single, repetitive and multi-day exposures from DAN USA and 84 experimentally designed decompression dives from Split Croatia were used, giving a total of 457 dives. Five selected parameters in the Copernicus bubble model were assigned for estimation and a non-linear optimization problem was formalized with a weighted least square cost function. A bias factor to the DCIEM chamber dives was also included. A Quasi-Newton algorithm (BFGS) from the TOMLAB numerical package solved the problem which was proved to be convex. With the parameter set presented in this article, Copernicus can be implemented in any programming language to estimate VGE from an air dive.

The Role of Heart-Rate Variability Parameters in Activity Recognition and Energy-Expenditure Estimation Using Wearable Sensors.

PubMed

Park, Heesu; Dong, Suh-Yeon; Lee, Miran; Youn, Inchan

2017-07-24

Human-activity recognition (HAR) and energy-expenditure (EE) estimation are major functions in the mobile healthcare system. Both functions have been investigated for a long time; however, several challenges remain unsolved, such as the confusion between activities and the recognition of energy-consuming activities involving little or no movement. To solve these problems, we propose a novel approach using an accelerometer and electrocardiogram (ECG). First, we collected a database of six activities (sitting, standing, walking, ascending, resting and running) of 13 voluntary participants. We compared the HAR performances of three models with respect to the input data type (with none, all, or some of the heart-rate variability (HRV) parameters). The best recognition performance was 96.35%, which was obtained with some selected HRV parameters. EE was also estimated for different choices of the input data type (with or without HRV parameters) and the model type (single and activity-specific). The best estimation performance was found in the case of the activity-specific model with HRV parameters. Our findings indicate that the use of human physiological data, obtained by wearable sensors, has a significant impact on both HAR and EE estimation, which are crucial functions in the mobile healthcare system.

Inverse modeling approach for evaluation of kinetic parameters of a biofilm reactor using tabu search.

PubMed

Kumar, B Shiva; Venkateswarlu, Ch

2014-08-01

The complex nature of biological reactions in biofilm reactors often poses difficulties in analyzing such reactors experimentally. Mathematical models could be very useful for their design and analysis. However, application of biofilm reactor models to practical problems proves somewhat ineffective due to the lack of knowledge of accurate kinetic models and uncertainty in model parameters. In this work, we propose an inverse modeling approach based on tabu search (TS) to estimate the parameters of kinetic and film thickness models. TS is used to estimate these parameters as a consequence of the validation of the mathematical models of the process with the aid of measured data obtained from an experimental fixed-bed anaerobic biofilm reactor involving the treatment of pharmaceutical industry wastewater. The results evaluated for different modeling configurations of varying degrees of complexity illustrate the effectiveness of TS for accurate estimation of kinetic and film thickness model parameters of the biofilm process. The results show that the two-dimensional mathematical model with Edward kinetics (with its optimum parameters as mu(max)rho(s)/Y = 24.57, Ks = 1.352 and Ki = 102.36) and three-parameter film thickness expression (with its estimated parameters as a = 0.289 x 10(-5), b = 1.55 x 10(-4) and c = 15.2 x 10(-6)) better describes the biofilm reactor treating the industry wastewater.

A theoretical framework for convergence and continuous dependence of estimates in inverse problems for distributed parameter systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1988-01-01

Numerical techniques for parameter identification in distributed-parameter systems are developed analytically. A general convergence and stability framework (for continuous dependence on observations) is derived for first-order systems on the basis of (1) a weak formulation in terms of sesquilinear forms and (2) the resolvent convergence form of the Trotter-Kato approximation. The extension of this framework to second-order systems is considered.

Estimating parameters from rotating ring disc electrode measurements

DOE PAGES

Santhanagopalan, Shriram; White, Ralph E.

2017-10-21

Rotating ring disc electrode (RRDE) experiments are a classic tool for investigating kinetics of electrochemical reactions. Several standardized methods exist for extracting transport parameters and reaction rate constants using RRDE measurements. Here in this work, we compare some approximate solutions to the convective diffusion used popularly in the literature to a rigorous numerical solution of the Nernst-Planck equations coupled to the three dimensional flow problem. In light of these computational advancements, we explore design aspects of the RRDE that will help improve sensitivity of our parameter estimation procedure to experimental data. We use the oxygen reduction in acidic media involvingmore » three charge transfer reactions and a chemical reaction as an example, and identify ways to isolate reaction currents for the individual processes in order to accurately estimate the exchange current densities.« less

Aerodynamic Parameters of High Performance Aircraft Estimated from Wind Tunnel and Flight Test Data

NASA Technical Reports Server (NTRS)

Klein, Vladislav; Murphy, Patrick C.

1998-01-01

A concept of system identification applied to high performance aircraft is introduced followed by a discussion on the identification methodology. Special emphasis is given to model postulation using time invariant and time dependent aerodynamic parameters, model structure determination and parameter estimation using ordinary least squares an mixed estimation methods, At the same time problems of data collinearity detection and its assessment are discussed. These parts of methodology are demonstrated in examples using flight data of the X-29A and X-31A aircraft. In the third example wind tunnel oscillatory data of the F-16XL model are used. A strong dependence of these data on frequency led to the development of models with unsteady aerodynamic terms in the form of indicial functions. The paper is completed by concluding remarks.

Estimation of macroscopic elastic characteristics for hierarchical anisotropic solids based on probabilistic approach

NASA Astrophysics Data System (ADS)

Smolina, Irina Yu.

2015-10-01

Mechanical properties of a cable are of great importance in design and strength calculation of flexible cables. The problem of determination of elastic properties and rigidity characteristics of a cable modeled by anisotropic helical elastic rod is considered. These characteristics are calculated indirectly by means of the parameters received from statistical processing of experimental data. These parameters are considered as random quantities. With taking into account probable nature of these parameters the formulas for estimation of the macroscopic elastic moduli of a cable are obtained. The calculating expressions for macroscopic flexural rigidity, shear rigidity and torsion rigidity using the macroscopic elastic characteristics obtained before are presented. Statistical estimations of the rigidity characteristics of some cable grades are adduced. A comparison with those characteristics received on the basis of deterministic approach is given.

Bayesian-based estimation of acoustic surface impedance: Finite difference frequency domain approach.

PubMed

Bockman, Alexander; Fackler, Cameron; Xiang, Ning

2015-04-01

Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.

Facial motion parameter estimation and error criteria in model-based image coding

NASA Astrophysics Data System (ADS)

Liu, Yunhai; Yu, Lu; Yao, Qingdong

2000-04-01

Model-based image coding has been given extensive attention due to its high subject image quality and low bit-rates. But the estimation of object motion parameter is still a difficult problem, and there is not a proper error criteria for the quality assessment that are consistent with visual properties. This paper presents an algorithm of the facial motion parameter estimation based on feature point correspondence and gives the motion parameter error criteria. The facial motion model comprises of three parts. The first part is the global 3-D rigid motion of the head, the second part is non-rigid translation motion in jaw area, and the third part consists of local non-rigid expression motion in eyes and mouth areas. The feature points are automatically selected by a function of edges, brightness and end-node outside the blocks of eyes and mouth. The numbers of feature point are adjusted adaptively. The jaw translation motion is tracked by the changes of the feature point position of jaw. The areas of non-rigid expression motion can be rebuilt by using block-pasting method. The estimation approach of motion parameter error based on the quality of reconstructed image is suggested, and area error function and the error function of contour transition-turn rate are used to be quality criteria. The criteria reflect the image geometric distortion caused by the error of estimated motion parameters properly.

A hybrid artificial neural network as a software sensor for optimal control of a wastewater treatment process.

PubMed

Choi, D J; Park, H

2001-11-01

For control and automation of biological treatment processes, lack of reliable on-line sensors to measure water quality parameters is one of the most important problems to overcome. Many parameters cannot be measured directly with on-line sensors. The accuracy of existing hardware sensors is also not sufficient and maintenance problems such as electrode fouling often cause trouble. This paper deals with the development of software sensor techniques that estimate the target water quality parameter from other parameters using the correlation between water quality parameters. We focus our attention on the preprocessing of noisy data and the selection of the best model feasible to the situation. Problems of existing approaches are also discussed. We propose a hybrid neural network as a software sensor inferring wastewater quality parameter. Multivariate regression, artificial neural networks (ANN), and a hybrid technique that combines principal component analysis as a preprocessing stage are applied to data from industrial wastewater processes. The hybrid ANN technique shows an enhancement of prediction capability and reduces the overfitting problem of neural networks. The result shows that the hybrid ANN technique can be used to extract information from noisy data and to describe the nonlinearity of complex wastewater treatment processes.

The Ground Flash Fraction Retrieval Algorithm Employing Differential Evolution: Simulations and Applications

NASA Technical Reports Server (NTRS)

Koshak, William; Solakiewicz, Richard

2012-01-01

The ability to estimate the fraction of ground flashes in a set of flashes observed by a satellite lightning imager, such as the future GOES-R Geostationary Lightning Mapper (GLM), would likely improve operational and scientific applications (e.g., severe weather warnings, lightning nitrogen oxides studies, and global electric circuit analyses). A Bayesian inversion method, called the Ground Flash Fraction Retrieval Algorithm (GoFFRA), was recently developed for estimating the ground flash fraction. The method uses a constrained mixed exponential distribution model to describe a particular lightning optical measurement called the Maximum Group Area (MGA). To obtain the optimum model parameters (one of which is the desired ground flash fraction), a scalar function must be minimized. This minimization is difficult because of two problems: (1) Label Switching (LS), and (2) Parameter Identity Theft (PIT). The LS problem is well known in the literature on mixed exponential distributions, and the PIT problem was discovered in this study. Each problem occurs when one allows the numerical minimizer to freely roam through the parameter search space; this allows certain solution parameters to interchange roles which leads to fundamental ambiguities, and solution error. A major accomplishment of this study is that we have employed a state-of-the-art genetic-based global optimization algorithm called Differential Evolution (DE) that constrains the parameter search in such a way as to remove both the LS and PIT problems. To test the performance of the GoFFRA when DE is employed, we applied it to analyze simulated MGA datasets that we generated from known mixed exponential distributions. Moreover, we evaluated the GoFFRA/DE method by applying it to analyze actual MGAs derived from low-Earth orbiting lightning imaging sensor data; the actual MGA data were classified as either ground or cloud flash MGAs using National Lightning Detection Network[TM] (NLDN) data. Solution error plots are provided for both the simulations and actual data analyses.

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

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.

An Analytical Planning Model to Estimate the Optimal Density of Charging Stations for Electric Vehicles.

PubMed

Ahn, Yongjun; Yeo, Hwasoo

2015-01-01

The charging infrastructure location problem is becoming more significant due to the extensive adoption of electric vehicles. Efficient charging station planning can solve deeply rooted problems, such as driving-range anxiety and the stagnation of new electric vehicle consumers. In the initial stage of introducing electric vehicles, the allocation of charging stations is difficult to determine due to the uncertainty of candidate sites and unidentified charging demands, which are determined by diverse variables. This paper introduces the Estimating the Required Density of EV Charging (ERDEC) stations model, which is an analytical approach to estimating the optimal density of charging stations for certain urban areas, which are subsequently aggregated to city level planning. The optimal charging station's density is derived to minimize the total cost. A numerical study is conducted to obtain the correlations among the various parameters in the proposed model, such as regional parameters, technological parameters and coefficient factors. To investigate the effect of technological advances, the corresponding changes in the optimal density and total cost are also examined by various combinations of technological parameters. Daejeon city in South Korea is selected for the case study to examine the applicability of the model to real-world problems. With real taxi trajectory data, the optimal density map of charging stations is generated. These results can provide the optimal number of chargers for driving without driving-range anxiety. In the initial planning phase of installing charging infrastructure, the proposed model can be applied to a relatively extensive area to encourage the usage of electric vehicles, especially areas that lack information, such as exact candidate sites for charging stations and other data related with electric vehicles. The methods and results of this paper can serve as a planning guideline to facilitate the extensive adoption of electric vehicles.

Dynamic identification of axial force and boundary restraints in tie rods and cables with uncertainty quantification using Set Inversion Via Interval Analysis

NASA Astrophysics Data System (ADS)

Kernicky, Timothy; Whelan, Matthew; Al-Shaer, Ehab

2018-06-01

A methodology is developed for the estimation of internal axial force and boundary restraints within in-service, prismatic axial force members of structural systems using interval arithmetic and contractor programming. The determination of the internal axial force and end restraints in tie rods and cables using vibration-based methods has been a long standing problem in the area of structural health monitoring and performance assessment. However, for structural members with low slenderness where the dynamics are significantly affected by the boundary conditions, few existing approaches allow for simultaneous identification of internal axial force and end restraints and none permit for quantifying the uncertainties in the parameter estimates due to measurement uncertainties. This paper proposes a new technique for approaching this challenging inverse problem that leverages the Set Inversion Via Interval Analysis algorithm to solve for the unknown axial forces and end restraints using natural frequency measurements. The framework developed offers the ability to completely enclose the feasible solutions to the parameter identification problem, given specified measurement uncertainties for the natural frequencies. This ability to propagate measurement uncertainty into the parameter space is critical towards quantifying the confidence in the individual parameter estimates to inform decision-making within structural health diagnosis and prognostication applications. The methodology is first verified with simulated data for a case with unknown rotational end restraints and then extended to a case with unknown translational and rotational end restraints. A laboratory experiment is then presented to demonstrate the application of the methodology to an axially loaded rod with progressively increased end restraint at one end.

Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

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

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

DOE PAGES

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

2016-12-01

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

Leader-follower formation control of underactuated surface vehicles based on sliding mode control and parameter estimation.

PubMed

Sun, Zhijian; Zhang, Guoqing; Lu, Yu; Zhang, Weidong

2018-01-01

This paper studies the leader-follower formation control of underactuated surface vehicles with model uncertainties and environmental disturbances. A parameter estimation and upper bound estimation based sliding mode control scheme is proposed to solve the problem of the unknown plant parameters and environmental disturbances. For each of these leader-follower formation systems, the dynamic equations of position and attitude are analyzed using coordinate transformation with the aid of the backstepping technique. All the variables are guaranteed to be uniformly ultimately bounded stable in the closed-loop system, which is proven by the distribution design Lyapunov function synthesis. The main advantages of this approach are that: first, parameter estimation based sliding mode control can enhance the robustness of the closed-loop system in presence of model uncertainties and environmental disturbances; second, a continuous function is developed to replace the signum function in the design of sliding mode scheme, which devotes to reduce the chattering of the control system. Finally, numerical simulations are given to demonstrate the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

A different approach to estimate nonlinear regression model using numerical methods

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.

2017-11-01

This research paper concerns with the computational methods namely the Gauss-Newton method, Gradient algorithm methods (Newton-Raphson method, Steepest Descent or Steepest Ascent algorithm method, the Method of Scoring, the Method of Quadratic Hill-Climbing) based on numerical analysis to estimate parameters of nonlinear regression model in a very different way. Principles of matrix calculus have been used to discuss the Gradient-Algorithm methods. Yonathan Bard [1] discussed a comparison of gradient methods for the solution of nonlinear parameter estimation problems. However this article discusses an analytical approach to the gradient algorithm methods in a different way. This paper describes a new iterative technique namely Gauss-Newton method which differs from the iterative technique proposed by Gorden K. Smyth [2]. Hans Georg Bock et.al [10] proposed numerical methods for parameter estimation in DAE’s (Differential algebraic equation). Isabel Reis Dos Santos et al [11], Introduced weighted least squares procedure for estimating the unknown parameters of a nonlinear regression metamodel. For large-scale non smooth convex minimization the Hager and Zhang (HZ) conjugate gradient Method and the modified HZ (MHZ) method were presented by Gonglin Yuan et al [12].

PV cells electrical parameters measurement

NASA Astrophysics Data System (ADS)

Cibira, Gabriel

2017-12-01

When measuring optical parameters of a photovoltaic silicon cell, precise results bring good electrical parameters estimation, applying well-known physical-mathematical models. Nevertheless, considerable re-combination phenomena might occur in both surface and intrinsic thin layers within novel materials. Moreover, rear contact surface parameters may influence close-area re-combination phenomena, too. Therefore, the only precise electrical measurement approach is to prove assumed cell electrical parameters. Based on theoretical approach with respect to experiments, this paper analyses problems within measurement procedures and equipment used for electrical parameters acquisition within a photovoltaic silicon cell, as a case study. Statistical appraisal quality is contributed.

Genomic data assimilation for estimating hybrid functional Petri net from time-course gene expression data.

PubMed

Nagasaki, Masao; Yamaguchi, Rui; Yoshida, Ryo; Imoto, Seiya; Doi, Atsushi; Tamada, Yoshinori; Matsuno, Hiroshi; Miyano, Satoru; Higuchi, Tomoyuki

2006-01-01

We propose an automatic construction method of the hybrid functional Petri net as a simulation model of biological pathways. The problems we consider are how we choose the values of parameters and how we set the network structure. Usually, we tune these unknown factors empirically so that the simulation results are consistent with biological knowledge. Obviously, this approach has the limitation in the size of network of interest. To extend the capability of the simulation model, we propose the use of data assimilation approach that was originally established in the field of geophysical simulation science. We provide genomic data assimilation framework that establishes a link between our simulation model and observed data like microarray gene expression data by using a nonlinear state space model. A key idea of our genomic data assimilation is that the unknown parameters in simulation model are converted as the parameter of the state space model and the estimates are obtained as the maximum a posteriori estimators. In the parameter estimation process, the simulation model is used to generate the system model in the state space model. Such a formulation enables us to handle both the model construction and the parameter tuning within a framework of the Bayesian statistical inferences. In particular, the Bayesian approach provides us a way of controlling overfitting during the parameter estimations that is essential for constructing a reliable biological pathway. We demonstrate the effectiveness of our approach using synthetic data. As a result, parameter estimation using genomic data assimilation works very well and the network structure is suitably selected.

State and parameter estimation of the heat shock response system using Kalman and particle filters.

PubMed

Liu, Xin; Niranjan, Mahesan

2012-06-01

Traditional models of systems biology describe dynamic biological phenomena as solutions to ordinary differential equations, which, when parameters in them are set to correct values, faithfully mimic observations. Often parameter values are tweaked by hand until desired results are achieved, or computed from biochemical experiments carried out in vitro. Of interest in this article, is the use of probabilistic modelling tools with which parameters and unobserved variables, modelled as hidden states, can be estimated from limited noisy observations of parts of a dynamical system. Here we focus on sequential filtering methods and take a detailed look at the capabilities of three members of this family: (i) extended Kalman filter (EKF), (ii) unscented Kalman filter (UKF) and (iii) the particle filter, in estimating parameters and unobserved states of cellular response to sudden temperature elevation of the bacterium Escherichia coli. While previous literature has studied this system with the EKF, we show that parameter estimation is only possible with this method when the initial guesses are sufficiently close to the true values. The same turns out to be true for the UKF. In this thorough empirical exploration, we show that the non-parametric method of particle filtering is able to reliably estimate parameters and states, converging from initial distributions relatively far away from the underlying true values. Software implementation of the three filters on this problem can be freely downloaded from http://users.ecs.soton.ac.uk/mn/HeatShock

Automated Land Cover Change Detection and Mapping from Hidden Parameter Estimates of Normalized Difference Vegetation Index (NDVI) Time-Series

NASA Astrophysics Data System (ADS)

Chakraborty, S.; Banerjee, A.; Gupta, S. K. S.; Christensen, P. R.; Papandreou-Suppappola, A.

2017-12-01

Multitemporal observations acquired frequently by satellites with short revisit periods such as the Moderate Resolution Imaging Spectroradiometer (MODIS), is an important source for modeling land cover. Due to the inherent seasonality of the land cover, harmonic modeling reveals hidden state parameters characteristic to it, which is used in classifying different land cover types and in detecting changes due to natural or anthropogenic factors. In this work, we use an eight day MODIS composite to create a Normalized Difference Vegetation Index (NDVI) time-series of ten years. Improved hidden parameter estimates of the nonlinear harmonic NDVI model are obtained using the Particle Filter (PF), a sequential Monte Carlo estimator. The nonlinear estimation based on PF is shown to improve parameter estimation for different land cover types compared to existing techniques that use the Extended Kalman Filter (EKF), due to linearization of the harmonic model. As these parameters are representative of a given land cover, its applicability in near real-time detection of land cover change is also studied by formulating a metric that captures parameter deviation due to change. The detection methodology is evaluated by considering change as a rare class problem. This approach is shown to detect change with minimum delay. Additionally, the degree of change within the change perimeter is non-uniform. By clustering the deviation in parameters due to change, this spatial variation in change severity is effectively mapped and validated with high spatial resolution change maps of the given regions.

Marginal estimator for the aberrations of a space telescope by phase diversity

NASA Astrophysics Data System (ADS)

Blanc, Amandine; Mugnier, Laurent; Idier, Jérôme

2017-11-01

In this communication, we propose a novel method for estimating the aberrations of a space telescope from phase diversity data. The images recorded by such a telescope can be degraded by optical aberrations due to design, fabrication or misalignments. Phase diversity is a technique that allows the estimation of aberrations. The only estimator found in the relevant literature is based on a joint estimation of the aberrated phase and the observed object. We recall this approach and study the behavior of this joint estimator by means of simulations. We propose a novel marginal estimator of the sole phase. it is obtained by integrating the observed object out of the problem; indeed, this object is a nuisance parameter in our problem. This reduces drastically the number of unknown and provides better asymptotic properties. This estimator is implemented and its properties are validated by simulation. its performance is equal or even better than that of the joint estimator for the same computing cost.

Inverse problems in the modeling of vibrations of flexible beams

NASA Technical Reports Server (NTRS)

Banks, H. T.; Powers, R. K.; Rosen, I. G.

1987-01-01

The formulation and solution of inverse problems for the estimation of parameters which describe damping and other dynamic properties in distributed models for the vibration of flexible structures is considered. Motivated by a slewing beam experiment, the identification of a nonlinear velocity dependent term which models air drag damping in the Euler-Bernoulli equation is investigated. Galerkin techniques are used to generate finite dimensional approximations. Convergence estimates and numerical results are given. The modeling of, and related inverse problems for the dynamics of a high pressure hose line feeding a gas thruster actuator at the tip of a cantilevered beam are then considered. Approximation and convergence are discussed and numerical results involving experimental data are presented.

Signal processing of white-light interferometric low-finesse fiber-optic Fabry-Perot sensors.

PubMed

Ma, Cheng; Wang, Anbo

2013-01-10

Signal processing for low-finesse fiber-optic Fabry-Perot sensors based on white-light interferometry is investigated. The problem is demonstrated as analogous to the parameter estimation of a noisy, real, discrete harmonic of finite length. The Cramer-Rao bounds for the estimators are given, and three algorithms are evaluated and proven to approach the bounds. A long-standing problem with these types of sensors is the unpredictable jumps in the phase estimation. Emphasis is made on the property and mechanism of the "total phase" estimator in reducing the estimation error, and a varying phase term in the total phase is identified to be responsible for the unwanted demodulation jumps. The theories are verified by simulation and experiment. A solution to reducing the probability of jump is demonstrated. © 2013 Optical Society of America

Direct Estimation of Optical Parameters From Photoacoustic Time Series in Quantitative Photoacoustic Tomography.

PubMed

Pulkkinen, Aki; Cox, Ben T; Arridge, Simon R; Goh, Hwan; Kaipio, Jari P; Tarvainen, Tanja

2016-11-01

Estimation of optical absorption and scattering of a target is an inverse problem associated with quantitative photoacoustic tomography. Conventionally, the problem is expressed as two folded. First, images of initial pressure distribution created by absorption of a light pulse are formed based on acoustic boundary measurements. Then, the optical properties are determined based on these photoacoustic images. The optical stage of the inverse problem can thus suffer from, for example, artefacts caused by the acoustic stage. These could be caused by imperfections in the acoustic measurement setting, of which an example is a limited view acoustic measurement geometry. In this work, the forward model of quantitative photoacoustic tomography is treated as a coupled acoustic and optical model and the inverse problem is solved by using a Bayesian approach. Spatial distribution of the optical properties of the imaged target are estimated directly from the photoacoustic time series in varying acoustic detection and optical illumination configurations. It is numerically demonstrated, that estimation of optical properties of the imaged target is feasible in limited view acoustic detection setting.

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association

PubMed Central

Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-01-01

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets’ state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems. PMID:29113085

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association.

PubMed

Liu, Yu; Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-11-05

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets' state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems.

Lessons learned in deploying software estimation technology and tools

NASA Technical Reports Server (NTRS)

Panlilio-Yap, Nikki; Ho, Danny

1994-01-01

Developing a software product involves estimating various project parameters. This is typically done in the planning stages of the project when there is much uncertainty and very little information. Coming up with accurate estimates of effort, cost, schedule, and reliability is a critical problem faced by all software project managers. The use of estimation models and commercially available tools in conjunction with the best bottom-up estimates of software-development experts enhances the ability of a product development group to derive reasonable estimates of important project parameters. This paper describes the experience of the IBM Software Solutions (SWS) Toronto Laboratory in selecting software estimation models and tools and deploying their use to the laboratory's product development groups. It introduces the SLIM and COSTAR products, the software estimation tools selected for deployment to the product areas, and discusses the rationale for their selection. The paper also describes the mechanisms used for technology injection and tool deployment, and concludes with a discussion of important lessons learned in the technology and tool insertion process.

A combined reconstruction-classification method for diffuse optical tomography.

PubMed

Hiltunen, P; Prince, S J D; Arridge, S

2009-11-07

We present a combined classification and reconstruction algorithm for diffuse optical tomography (DOT). DOT is a nonlinear ill-posed inverse problem. Therefore, some regularization is needed. We present a mixture of Gaussians prior, which regularizes the DOT reconstruction step. During each iteration, the parameters of a mixture model are estimated. These associate each reconstructed pixel with one of several classes based on the current estimate of the optical parameters. This classification is exploited to form a new prior distribution to regularize the reconstruction step and update the optical parameters. The algorithm can be described as an iteration between an optimization scheme with zeroth-order variable mean and variance Tikhonov regularization and an expectation-maximization scheme for estimation of the model parameters. We describe the algorithm in a general Bayesian framework. Results from simulated test cases and phantom measurements show that the algorithm enhances the contrast of the reconstructed images with good spatial accuracy. The probabilistic classifications of each image contain only a few misclassified pixels.

Delineating parameter unidentifiabilities in complex models

NASA Astrophysics Data System (ADS)

Raman, Dhruva V.; Anderson, James; Papachristodoulou, Antonis

2017-03-01

Scientists use mathematical modeling as a tool for understanding and predicting the properties of complex physical systems. In highly parametrized models there often exist relationships between parameters over which model predictions are identical, or nearly identical. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, as well as the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast time-scale subsystems, as well as the regimes in parameter space over which such approximations are valid. We base our algorithm on a quantification of regional parametric sensitivity that we call `multiscale sloppiness'. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher information matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm can provide a tractable alternative. We finally apply our methods to a large-scale, benchmark systems biology model of necrosis factor (NF)-κ B , uncovering unidentifiabilities.

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

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

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

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

Invisibility problem in acoustics, electromagnetism and heat transfer. Inverse design method

NASA Astrophysics Data System (ADS)

Alekseev, G.; Tokhtina, A.; Soboleva, O.

2017-10-01

Two approaches (direct design and inverse design methods) for solving problems of designing devices providing invisibility of material bodies of detection using different physical fields - electromagnetic, acoustic and static are discussed. The second method is applied for solving problems of designing cloaking devices for the 3D stationary thermal scattering model. Based on this method the design problems under study are reduced to respective control problems. The material parameters (radial and tangential heat conductivities) of the inhomogeneous anisotropic medium filling the thermal cloak and the density of auxiliary heat sources play the role of controls. A unique solvability of direct thermal scattering problem in the Sobolev space is proved and the new estimates of solutions are established. Using these results, the solvability of control problem is proved and the optimality system is derived. Based on analysis of optimality system, the stability estimates of optimal solutions are established and numerical algorithms for solving particular thermal cloaking problem are proposed.

Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research.

PubMed

Wu, Hulin; Xue, Hongqi; Kumar, Arun

2012-06-01

Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.

Rapid processing of data based on high-performance algorithms for solving inverse problems and 3D-simulation of the tsunami and earthquakes

NASA Astrophysics Data System (ADS)

Marinin, I. V.; Kabanikhin, S. I.; Krivorotko, O. I.; Karas, A.; Khidasheli, D. G.

2012-04-01

We consider new techniques and methods for earthquake and tsunami related problems, particularly - inverse problems for the determination of tsunami source parameters, numerical simulation of long wave propagation in soil and water and tsunami risk estimations. In addition, we will touch upon the issue of database management and destruction scenario visualization. New approaches and strategies, as well as mathematical tools and software are to be shown. The long joint investigations by researchers of the Institute of Mathematical Geophysics and Computational Mathematics SB RAS and specialists from WAPMERR and Informap have produced special theoretical approaches, numerical methods, and software tsunami and earthquake modeling (modeling of propagation and run-up of tsunami waves on coastal areas), visualization, risk estimation of tsunami, and earthquakes. Algorithms are developed for the operational definition of the origin and forms of the tsunami source. The system TSS numerically simulates the source of tsunami and/or earthquakes and includes the possibility to solve the direct and the inverse problem. It becomes possible to involve advanced mathematical results to improve models and to increase the resolution of inverse problems. Via TSS one can construct maps of risks, the online scenario of disasters, estimation of potential damage to buildings and roads. One of the main tools for the numerical modeling is the finite volume method (FVM), which allows us to achieve stability with respect to possible input errors, as well as to achieve optimum computing speed. Our approach to the inverse problem of tsunami and earthquake determination is based on recent theoretical results concerning the Dirichlet problem for the wave equation. This problem is intrinsically ill-posed. We use the optimization approach to solve this problem and SVD-analysis to estimate the degree of ill-posedness and to find the quasi-solution. The software system we developed is intended to create technology «no frost», realizing a steady stream of direct and inverse problems: solving the direct problem, the visualization and comparison with observed data, to solve the inverse problem (correction of the model parameters). The main objective of further work is the creation of a workstation operating emergency tool that could be used by an emergency duty person in real time.

Determining index of refraction from polarimetric hyperspectral radiance measurements

NASA Astrophysics Data System (ADS)

Martin, Jacob A.; Gross, Kevin C.

2015-09-01

Polarimetric hyperspectral imaging (P-HSI) combines two of the most common remote sensing modalities. This work leverages the combination of these techniques to improve material classification. Classifying and identifying materials requires parameters which are invariant to changing viewing conditions, and most often a material's reflectivity or emissivity is used. Measuring these most often requires assumptions be made about the material and atmospheric conditions. Combining both polarimetric and hyperspectral imaging, we propose a method to remotely estimate the index of refraction of a material. In general, this is an underdetermined problem because both the real and imaginary components of index of refraction are unknown at every spectral point. By modeling the spectral variation of the index of refraction using a few parameters, however, the problem can be made overdetermined. A number of different functions can be used to describe this spectral variation, and some are discussed here. Reducing the number of spectral parameters to fit allows us to add parameters which estimate atmospheric downwelling radiance and transmittance. Additionally, the object temperature is added as a fit parameter. The set of these parameters that best replicate the measured data is then found using a bounded Nelder-Mead simplex search algorithm. Other search algorithms are also examined and discussed. Results show that this technique has promise but also some limitations, which are the subject of ongoing work.

Motion estimation in the frequency domain using fuzzy c-planes clustering.

PubMed

Erdem, C E; Karabulut, G Z; Yanmaz, E; Anarim, E

2001-01-01

A recent work explicitly models the discontinuous motion estimation problem in the frequency domain where the motion parameters are estimated using a harmonic retrieval approach. The vertical and horizontal components of the motion are independently estimated from the locations of the peaks of respective periodogram analyses and they are paired to obtain the motion vectors using a procedure proposed. In this paper, we present a more efficient method that replaces the motion component pairing task and hence eliminates the problems of the pairing method described. The method described in this paper uses the fuzzy c-planes (FCP) clustering approach to fit planes to three-dimensional (3-D) frequency domain data obtained from the peaks of the periodograms. Experimental results are provided to demonstrate the effectiveness of the proposed method.

Robust estimation procedure in panel data model

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

Shariff, Nurul Sima Mohamad; Hamzah, Nor Aishah

2014-06-19

The panel data modeling has received a great attention in econometric research recently. This is due to the availability of data sources and the interest to study cross sections of individuals observed over time. However, the problems may arise in modeling the panel in the presence of cross sectional dependence and outliers. Even though there are few methods that take into consideration the presence of cross sectional dependence in the panel, the methods may provide inconsistent parameter estimates and inferences when outliers occur in the panel. As such, an alternative method that is robust to outliers and cross sectional dependencemore » is introduced in this paper. The properties and construction of the confidence interval for the parameter estimates are also considered in this paper. The robustness of the procedure is investigated and comparisons are made to the existing method via simulation studies. Our results have shown that robust approach is able to produce an accurate and reliable parameter estimates under the condition considered.« less

Uncertainty relation based on unbiased parameter estimations

NASA Astrophysics Data System (ADS)

Sun, Liang-Liang; Song, Yong-Shun; Qiao, Cong-Feng; Yu, Sixia; Chen, Zeng-Bing

2017-02-01

Heisenberg's uncertainty relation has been extensively studied in spirit of its well-known original form, in which the inaccuracy measures used exhibit some controversial properties and don't conform with quantum metrology, where the measurement precision is well defined in terms of estimation theory. In this paper, we treat the joint measurement of incompatible observables as a parameter estimation problem, i.e., estimating the parameters characterizing the statistics of the incompatible observables. Our crucial observation is that, in a sequential measurement scenario, the bias induced by the first unbiased measurement in the subsequent measurement can be eradicated by the information acquired, allowing one to extract unbiased information of the second measurement of an incompatible observable. In terms of Fisher information we propose a kind of information comparison measure and explore various types of trade-offs between the information gains and measurement precisions, which interpret the uncertainty relation as surplus variance trade-off over individual perfect measurements instead of a constraint on extracting complete information of incompatible observables.

The overconstraint of response time models: rethinking the scaling problem.

PubMed

Donkin, Chris; Brown, Scott D; Heathcote, Andrew

2009-12-01

Theories of choice response time (RT) provide insight into the psychological underpinnings of simple decisions. Evidence accumulation (or sequential sampling) models are the most successful theories of choice RT. These models all have the same "scaling" property--that a subset of their parameters can be multiplied by the same amount without changing their predictions. This property means that a single parameter must be fixed to allow the estimation of the remaining parameters. In the present article, we show that the traditional solution to this problem has overconstrained these models, unnecessarily restricting their ability to account for data and making implicit--and therefore unexamined--psychological assumptions. We show that versions of these models that address the scaling problem in a minimal way can provide a better description of data than can their overconstrained counterparts, even when increased model complexity is taken into account.

Estimation of beam material random field properties via sensitivity-based model updating using experimental frequency response functions

NASA Astrophysics Data System (ADS)

Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.

2018-03-01

Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.

Polynomial Phase Estimation Based on Adaptive Short-Time Fourier Transform

PubMed Central

Jing, Fulong; Zhang, Chunjie; Si, Weijian; Wang, Yu; Jiao, Shuhong

2018-01-01

Polynomial phase signals (PPSs) have numerous applications in many fields including radar, sonar, geophysics, and radio communication systems. Therefore, estimation of PPS coefficients is very important. In this paper, a novel approach for PPS parameters estimation based on adaptive short-time Fourier transform (ASTFT), called the PPS-ASTFT estimator, is proposed. Using the PPS-ASTFT estimator, both one-dimensional and multi-dimensional searches and error propagation problems, which widely exist in PPSs field, are avoided. In the proposed algorithm, the instantaneous frequency (IF) is estimated by S-transform (ST), which can preserve information on signal phase and provide a variable resolution similar to the wavelet transform (WT). The width of the ASTFT analysis window is equal to the local stationary length, which is measured by the instantaneous frequency gradient (IFG). The IFG is calculated by the principal component analysis (PCA), which is robust to the noise. Moreover, to improve estimation accuracy, a refinement strategy is presented to estimate signal parameters. Since the PPS-ASTFT avoids parameter search, the proposed algorithm can be computed in a reasonable amount of time. The estimation performance, computational cost, and implementation of the PPS-ASTFT are also analyzed. The conducted numerical simulations support our theoretical results and demonstrate an excellent statistical performance of the proposed algorithm. PMID:29438317

Polynomial Phase Estimation Based on Adaptive Short-Time Fourier Transform.

PubMed

Jing, Fulong; Zhang, Chunjie; Si, Weijian; Wang, Yu; Jiao, Shuhong

2018-02-13

Polynomial phase signals (PPSs) have numerous applications in many fields including radar, sonar, geophysics, and radio communication systems. Therefore, estimation of PPS coefficients is very important. In this paper, a novel approach for PPS parameters estimation based on adaptive short-time Fourier transform (ASTFT), called the PPS-ASTFT estimator, is proposed. Using the PPS-ASTFT estimator, both one-dimensional and multi-dimensional searches and error propagation problems, which widely exist in PPSs field, are avoided. In the proposed algorithm, the instantaneous frequency (IF) is estimated by S-transform (ST), which can preserve information on signal phase and provide a variable resolution similar to the wavelet transform (WT). The width of the ASTFT analysis window is equal to the local stationary length, which is measured by the instantaneous frequency gradient (IFG). The IFG is calculated by the principal component analysis (PCA), which is robust to the noise. Moreover, to improve estimation accuracy, a refinement strategy is presented to estimate signal parameters. Since the PPS-ASTFT avoids parameter search, the proposed algorithm can be computed in a reasonable amount of time. The estimation performance, computational cost, and implementation of the PPS-ASTFT are also analyzed. The conducted numerical simulations support our theoretical results and demonstrate an excellent statistical performance of the proposed algorithm.

Event-Based $H_\\infty $ State Estimation for Time-Varying Stochastic Dynamical Networks With State- and Disturbance-Dependent Noises.

PubMed

Sheng, Li; Wang, Zidong; Zou, Lei; Alsaadi, Fuad E

2017-10-01

In this paper, the event-based finite-horizon H ∞ state estimation problem is investigated for a class of discrete time-varying stochastic dynamical networks with state- and disturbance-dependent noises [also called (x,v) -dependent noises]. An event-triggered scheme is proposed to decrease the frequency of the data transmission between the sensors and the estimator, where the signal is transmitted only when certain conditions are satisfied. The purpose of the problem addressed is to design a time-varying state estimator in order to estimate the network states through available output measurements. By employing the completing-the-square technique and the stochastic analysis approach, sufficient conditions are established to ensure that the error dynamics of the state estimation satisfies a prescribed H ∞ performance constraint over a finite horizon. The desired estimator parameters can be designed via solving coupled backward recursive Riccati difference equations. Finally, a numerical example is exploited to demonstrate the effectiveness of the developed state estimation scheme.

Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

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

Kao, Jim; Flicker, Dawn; Ide, Kayo

2006-05-20

This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from amore » single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.« less

Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis.

PubMed

Adolf, Janne K; Voelkle, Manuel C; Brose, Annette; Schmiedek, Florian

2017-01-01

Much of recent affect research relies on intensive longitudinal studies to assess daily emotional experiences. The resulting data are analyzed with dynamic models to capture regulatory processes involved in emotional functioning. Daily contexts, however, are commonly ignored. This may not only result in biased parameter estimates and wrong conclusions, but also ignores the opportunity to investigate contextual effects on emotional dynamics. With fixed moderated time series analysis, we present an approach that resolves this problem by estimating context-dependent change in dynamic parameters in single-subject time series models. The approach examines parameter changes of known shape and thus addresses the problem of observed intra-individual heterogeneity (e.g., changes in emotional dynamics due to observed changes in daily stress). In comparison to existing approaches to unobserved heterogeneity, model estimation is facilitated and different forms of change can readily be accommodated. We demonstrate the approach's viability given relatively short time series by means of a simulation study. In addition, we present an empirical application, targeting the joint dynamics of affect and stress and how these co-vary with daily events. We discuss potentials and limitations of the approach and close with an outlook on the broader implications for understanding emotional adaption and development.

Local neighborhood transition probability estimation and its use in contextual classification

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

The problem of incorporating spatial or contextual information into classifications is considered. A simple model that describes the spatial dependencies between the neighboring pixels with a single parameter, Theta, is presented. Expressions are derived for updating the posteriori probabilities of the states of nature of the pattern under consideration using information from the neighboring patterns, both for spatially uniform context and for Markov dependencies in terms of Theta. Techniques for obtaining the optimal value of the parameter Theta as a maximum likelihood estimate from the local neighborhood of the pattern under consideration are developed.

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.

Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method.

PubMed

Leung, Denis H Y; Wang, You-Gan; Zhu, Min

2009-07-01

The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be seriously affected by the choice of the working correlation model. This study addresses this problem by proposing a hybrid method that combines multiple GEEs based on different working correlation models, using the empirical likelihood method (Qin and Lawless, 1994). Analyses show that this hybrid method is more efficient than a GEE using a misspecified working correlation model. Furthermore, if one of the working correlation structures correctly models the within-subject correlations, then this hybrid method provides the most efficient parameter estimates. In simulations, the hybrid method's finite-sample performance is superior to a GEE under any of the commonly used working correlation models and is almost fully efficient in all scenarios studied. The hybrid method is illustrated using data from a longitudinal study of the respiratory infection rates in 275 Indonesian children.

Channel Simulation in Quantum Metrology

NASA Astrophysics Data System (ADS)

Laurenza, Riccardo; Lupo, Cosmo; Spedalieri, Gaetana; Braunstein, Samuel L.; Pirandola, Stefano

2018-04-01

In this review we discuss how channel simulation can be used to simplify the most general protocols of quantum parameter estimation, where unlimited entanglement and adaptive joint operations may be employed. Whenever the unknown parameter encoded in a quantum channel is completely transferred in an environmental program state simulating the channel, the optimal adaptive estimation cannot beat the standard quantum limit. In this setting, we elucidate the crucial role of quantum teleportation as a primitive operation which allows one to completely reduce adaptive protocols over suitable teleportation-covariant channels and derive matching upper and lower bounds for parameter estimation. For these channels,wemay express the quantum Cramér Rao bound directly in terms of their Choi matrices. Our review considers both discrete- and continuous-variable systems, also presenting some new results for bosonic Gaussian channels using an alternative sub-optimal simulation. It is an open problem to design simulations for quantum channels that achieve the Heisenberg limit.

Using Indirect Turbulence Measurements for Real-Time Parameter Estimation in Turbulent Air

NASA Technical Reports Server (NTRS)

Martos, Borja; Morelli, Eugene A.

2012-01-01

The use of indirect turbulence measurements for real-time estimation of parameters in a linear longitudinal dynamics model in atmospheric turbulence was studied. It is shown that measuring the atmospheric turbulence makes it possible to treat the turbulence as a measured explanatory variable in the parameter estimation problem. Commercial off-the-shelf sensors were researched and evaluated, then compared to air data booms. Sources of colored noise in the explanatory variables resulting from typical turbulence measurement techniques were identified and studied. A major source of colored noise in the explanatory variables was identified as frequency dependent upwash and time delay. The resulting upwash and time delay corrections were analyzed and compared to previous time shift dynamic modeling research. Simulation data as well as flight test data in atmospheric turbulence were used to verify the time delay behavior. Recommendations are given for follow on flight research and instrumentation.

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.

Model-on-Demand Predictive Control for Nonlinear Hybrid Systems With Application to Adaptive Behavioral Interventions

PubMed Central

Nandola, Naresh N.; Rivera, Daniel E.

2011-01-01

This paper presents a data-centric modeling and predictive control approach for nonlinear hybrid systems. System identification of hybrid systems represents a challenging problem because model parameters depend on the mode or operating point of the system. The proposed algorithm applies Model-on-Demand (MoD) estimation to generate a local linear approximation of the nonlinear hybrid system at each time step, using a small subset of data selected by an adaptive bandwidth selector. The appeal of the MoD approach lies in the fact that model parameters are estimated based on a current operating point; hence estimation of locations or modes governed by autonomous discrete events is achieved automatically. The local MoD model is then converted into a mixed logical dynamical (MLD) system representation which can be used directly in a model predictive control (MPC) law for hybrid systems using multiple-degree-of-freedom tuning. The effectiveness of the proposed MoD predictive control algorithm for nonlinear hybrid systems is demonstrated on a hypothetical adaptive behavioral intervention problem inspired by Fast Track, a real-life preventive intervention for improving parental function and reducing conduct disorder in at-risk children. Simulation results demonstrate that the proposed algorithm can be useful for adaptive intervention problems exhibiting both nonlinear and hybrid character. PMID:21874087

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

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

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

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

Deka, Deepjyoti; Backhaus, Scott N.; Chertkov, Michael

Limited placement of real-time monitoring devices in the distribution grid, recent trends notwithstanding, has prevented the easy implementation of demand-response and other smart grid applications. Part I of this paper discusses the problem of learning the operational structure of the grid from nodal voltage measurements. In this work (Part II), the learning of the operational radial structure is coupled with the problem of estimating nodal consumption statistics and inferring the line parameters in the grid. Based on a Linear-Coupled(LC) approximation of AC power flows equations, polynomial time algorithms are designed to identify the structure and estimate nodal load characteristics and/ormore » line parameters in the grid using the available nodal voltage measurements. Then the structure learning algorithm is extended to cases with missing data, where available observations are limited to a fraction of the grid nodes. The efficacy of the presented algorithms are demonstrated through simulations on several distribution test cases.« less

Equilibrium expert: an add-in to Microsoft Excel for multiple binding equilibrium simulations and parameter estimations.

PubMed

Raguin, Olivier; Gruaz-Guyon, Anne; Barbet, Jacques

2002-11-01

An add-in to Microsoft Excel was developed to simulate multiple binding equilibriums. A partition function, readily written even when the equilibrium is complex, describes the experimental system. It involves the concentrations of the different free molecular species and of the different complexes present in the experiment. As a result, the software is not restricted to a series of predefined experimental setups but can handle a large variety of problems involving up to nine independent molecular species. Binding parameters are estimated by nonlinear least-square fitting of experimental measurements as supplied by the user. The fitting process allows user-defined weighting of the experimental data. The flexibility of the software and the way it may be used to describe common experimental situations and to deal with usual problems such as tracer reactivity or nonspecific binding is demonstrated by a few examples. The software is available free of charge upon request.

ITOUGH2(UNIX). Inverse Modeling for TOUGH2 Family of Multiphase Flow Simulators

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

Finsterle, S.

1999-03-01

ITOUGH2 provides inverse modeling capabilities for the TOUGH2 family of numerical simulators for non-isothermal multiphase flows in fractured-porous media. The ITOUGH2 can be used for estimating parameters by automatic modeling calibration, for sensitivity analyses, and for uncertainity propagation analyses (linear and Monte Carlo simulations). Any input parameter to the TOUGH2 simulator can be estimated based on any type of observation for which a corresponding TOUGH2 output is calculated. ITOUGH2 solves a non-linear least-squares problem using direct or gradient-based minimization algorithms. A detailed residual and error analysis is performed, which includes the evaluation of model identification criteria. ITOUGH2 can also bemore » run in forward mode, solving subsurface flow problems related to nuclear waste isolation, oil, gas, and geothermal resevoir engineering, and vadose zone hydrology.« less

Sequential bearings-only-tracking initiation with particle filtering method.

PubMed

Liu, Bin; Hao, Chengpeng

2013-01-01

The tracking initiation problem is examined in the context of autonomous bearings-only-tracking (BOT) of a single appearing/disappearing target in the presence of clutter measurements. In general, this problem suffers from a combinatorial explosion in the number of potential tracks resulted from the uncertainty in the linkage between the target and the measurement (a.k.a the data association problem). In addition, the nonlinear measurements lead to a non-Gaussian posterior probability density function (pdf) in the optimal Bayesian sequential estimation framework. The consequence of this nonlinear/non-Gaussian context is the absence of a closed-form solution. This paper models the linkage uncertainty and the nonlinear/non-Gaussian estimation problem jointly with solid Bayesian formalism. A particle filtering (PF) algorithm is derived for estimating the model's parameters in a sequential manner. Numerical results show that the proposed solution provides a significant benefit over the most commonly used methods, IPDA and IMMPDA. The posterior Cramér-Rao bounds are also involved for performance evaluation.

Inverse problems in 1D hemodynamics on systemic networks: a sequential approach.

PubMed

Lombardi, D

2014-02-01

In this work, a sequential approach based on the unscented Kalman filter is applied to solve inverse problems in 1D hemodynamics, on a systemic network. For instance, the arterial stiffness is estimated by exploiting cross-sectional area and mean speed observations in several locations of the arteries. The results are compared with those ones obtained by estimating the pulse wave velocity and the Moens-Korteweg formula. In the last section, a perspective concerning the identification of the terminal models parameters and peripheral circulation (modeled by a Windkessel circuit) is presented. Copyright © 2013 John Wiley & Sons, Ltd.

Method for using global optimization to the estimation of surface-consistent residual statics

DOEpatents

Reister, David B.; Barhen, Jacob; Oblow, Edward M.

2001-01-01

An efficient method for generating residual statics corrections to compensate for surface-consistent static time shifts in stacked seismic traces. The method includes a step of framing the residual static corrections as a global optimization problem in a parameter space. The method also includes decoupling the global optimization problem involving all seismic traces into several one-dimensional problems. The method further utilizes a Stochastic Pijavskij Tunneling search to eliminate regions in the parameter space where a global minimum is unlikely to exist so that the global minimum may be quickly discovered. The method finds the residual statics corrections by maximizing the total stack power. The stack power is a measure of seismic energy transferred from energy sources to receivers.

Parameter estimation in tree graph metabolic networks.

PubMed

Astola, Laura; Stigter, Hans; Gomez Roldan, Maria Victoria; van Eeuwijk, Fred; Hall, Robert D; Groenenboom, Marian; Molenaar, Jaap J

2016-01-01

We study the glycosylation processes that convert initially toxic substrates to nutritionally valuable metabolites in the flavonoid biosynthesis pathway of tomato (Solanum lycopersicum) seedlings. To estimate the reaction rates we use ordinary differential equations (ODEs) to model the enzyme kinetics. A popular choice is to use a system of linear ODEs with constant kinetic rates or to use Michaelis-Menten kinetics. In reality, the catalytic rates, which are affected among other factors by kinetic constants and enzyme concentrations, are changing in time and with the approaches just mentioned, this phenomenon cannot be described. Another problem is that, in general these kinetic coefficients are not always identifiable. A third problem is that, it is not precisely known which enzymes are catalyzing the observed glycosylation processes. With several hundred potential gene candidates, experimental validation using purified target proteins is expensive and time consuming. We aim at reducing this task via mathematical modeling to allow for the pre-selection of most potential gene candidates. In this article we discuss a fast and relatively simple approach to estimate time varying kinetic rates, with three favorable properties: firstly, it allows for identifiable estimation of time dependent parameters in networks with a tree-like structure. Secondly, it is relatively fast compared to usually applied methods that estimate the model derivatives together with the network parameters. Thirdly, by combining the metabolite concentration data with a corresponding microarray data, it can help in detecting the genes related to the enzymatic processes. By comparing the estimated time dynamics of the catalytic rates with time series gene expression data we may assess potential candidate genes behind enzymatic reactions. As an example, we show how to apply this method to select prominent glycosyltransferase genes in tomato seedlings.

Extracting Prior Distributions from a Large Dataset of In-Situ Measurements to Support SWOT-based Estimation of River Discharge

NASA Astrophysics Data System (ADS)

Hagemann, M.; Gleason, C. J.

2017-12-01

The upcoming (2021) Surface Water and Ocean Topography (SWOT) NASA satellite mission aims, in part, to estimate discharge on major rivers worldwide using reach-scale measurements of stream width, slope, and height. Current formalizations of channel and floodplain hydraulics are insufficient to fully constrain this problem mathematically, resulting in an infinitely large solution set for any set of satellite observations. Recent work has reformulated this problem in a Bayesian statistical setting, in which the likelihood distributions derive directly from hydraulic flow-law equations. When coupled with prior distributions on unknown flow-law parameters, this formulation probabilistically constrains the parameter space, and results in a computationally tractable description of discharge. Using a curated dataset of over 200,000 in-situ acoustic Doppler current profiler (ADCP) discharge measurements from over 10,000 USGS gaging stations throughout the United States, we developed empirical prior distributions for flow-law parameters that are not observable by SWOT, but that are required in order to estimate discharge. This analysis quantified prior uncertainties on quantities including cross-sectional area, at-a-station hydraulic geometry width exponent, and discharge variability, that are dependent on SWOT-observable variables including reach-scale statistics of width and height. When compared against discharge estimation approaches that do not use this prior information, the Bayesian approach using ADCP-derived priors demonstrated consistently improved performance across a range of performance metrics. This Bayesian approach formally transfers information from in-situ gaging stations to remote-sensed estimation of discharge, in which the desired quantities are not directly observable. Further investigation using large in-situ datasets is therefore a promising way forward in improving satellite-based estimates of river discharge.

A robust ridge regression approach in the presence of both multicollinearity and outliers in the data

NASA Astrophysics Data System (ADS)

Shariff, Nurul Sima Mohamad; Ferdaos, Nur Aqilah

2017-08-01

Multicollinearity often leads to inconsistent and unreliable parameter estimates in regression analysis. This situation will be more severe in the presence of outliers it will cause fatter tails in the error distributions than the normal distributions. The well-known procedure that is robust to multicollinearity problem is the ridge regression method. This method however is expected to be affected by the presence of outliers due to some assumptions imposed in the modeling procedure. Thus, the robust version of existing ridge method with some modification in the inverse matrix and the estimated response value is introduced. The performance of the proposed method is discussed and comparisons are made with several existing estimators namely, Ordinary Least Squares (OLS), ridge regression and robust ridge regression based on GM-estimates. The finding of this study is able to produce reliable parameter estimates in the presence of both multicollinearity and outliers in the data.

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.

Joint Model and Parameter Dimension Reduction for Bayesian Inversion Applied to an Ice Sheet Flow Problem

NASA Astrophysics Data System (ADS)

Ghattas, O.; Petra, N.; Cui, T.; Marzouk, Y.; Benjamin, P.; Willcox, K.

2016-12-01

Model-based projections of the dynamics of the polar ice sheets play a central role in anticipating future sea level rise. However, a number of mathematical and computational challenges place significant barriers on improving predictability of these models. One such challenge is caused by the unknown model parameters (e.g., in the basal boundary conditions) that must be inferred from heterogeneous observational data, leading to an ill-posed inverse problem and the need to quantify uncertainties in its solution. In this talk we discuss the problem of estimating the uncertainty in the solution of (large-scale) ice sheet inverse problems within the framework of Bayesian inference. Computing the general solution of the inverse problem--i.e., the posterior probability density--is intractable with current methods on today's computers, due to the expense of solving the forward model (3D full Stokes flow with nonlinear rheology) and the high dimensionality of the uncertain parameters (which are discretizations of the basal sliding coefficient field). To overcome these twin computational challenges, it is essential to exploit problem structure (e.g., sensitivity of the data to parameters, the smoothing property of the forward model, and correlations in the prior). To this end, we present a data-informed approach that identifies low-dimensional structure in both parameter space and the forward model state space. This approach exploits the fact that the observations inform only a low-dimensional parameter space and allows us to construct a parameter-reduced posterior. Sampling this parameter-reduced posterior still requires multiple evaluations of the forward problem, therefore we also aim to identify a low dimensional state space to reduce the computational cost. To this end, we apply a proper orthogonal decomposition (POD) approach to approximate the state using a low-dimensional manifold constructed using ``snapshots'' from the parameter reduced posterior, and the discrete empirical interpolation method (DEIM) to approximate the nonlinearity in the forward problem. We show that using only a limited number of forward solves, the resulting subspaces lead to an efficient method to explore the high-dimensional posterior.

Estimating brain connectivity when few data points are available: Perspectives and limitations.

PubMed

Antonacci, Yuri; Toppi, Jlenia; Caschera, Stefano; Anzolin, Alessandra; Mattia, Donatella; Astolfi, Laura

2017-07-01

Methods based on the use of multivariate autoregressive modeling (MVAR) have proved to be an accurate and flexible tool for the estimation of brain functional connectivity. The multivariate approach, however, implies the use of a model whose complexity (in terms of number of parameters) increases quadratically with the number of signals included in the problem. This can often lead to an underdetermined problem and to the condition of multicollinearity. The aim of this paper is to introduce and test an approach based on Ridge Regression combined with a modified version of the statistics usually adopted for these methods, to broaden the estimation of brain connectivity to those conditions in which current methods fail, due to the lack of enough data points. We tested the performances of this new approach, in comparison with the classical approach based on ordinary least squares (OLS), by means of a simulation study implementing different ground-truth networks, under different network sizes and different levels of data points. Simulation results showed that the new approach provides better performances, in terms of accuracy of the parameters estimation and false positives/false negatives rates, in all conditions related to a low data points/model dimension ratio, and may thus be exploited to estimate and validate estimated patterns at single-trial level or when short time data segments are available.

A loosely-coupled scheme for the interaction between a fluid, elastic structure and poroelastic material

NASA Astrophysics Data System (ADS)

Bukač, M.

2016-05-01

We model the interaction between an incompressible, viscous fluid, thin elastic structure and a poroelastic material. The poroelastic material is modeled using the Biot's equations of dynamic poroelasticity. The fluid, elastic structure and the poroelastic material are fully coupled, giving rise to a nonlinear, moving boundary problem with novel energy estimates. We present a modular, loosely coupled scheme where the original problem is split into the fluid sub-problem, elastic structure sub-problem and poroelasticity sub-problem. An energy estimate associated with the stability of the scheme is derived in the case where one of the coupling parameters, β, is equal to zero. We present numerical tests where we investigate the effects of the material properties of the poroelastic medium on the fluid flow. Our findings indicate that the flow patterns highly depend on the storativity of the poroelastic material and cannot be captured by considering fluid-structure interaction only.

Estimation of object motion parameters from noisy images.

PubMed

Broida, T J; Chellappa, R

1986-01-01

An approach is presented for the estimation of object motion parameters based on a sequence of noisy images. The problem considered is that of a rigid body undergoing unknown rotational and translational motion. The measurement data consists of a sequence of noisy image coordinates of two or more object correspondence points. By modeling the object dynamics as a function of time, estimates of the model parameters (including motion parameters) can be extracted from the data using recursive and/or batch techniques. This permits a desired degree of smoothing to be achieved through the use of an arbitrarily large number of images. Some assumptions regarding object structure are presently made. Results are presented for a recursive estimation procedure: the case considered here is that of a sequence of one dimensional images of a two dimensional object. Thus, the object moves in one transverse dimension, and in depth, preserving the fundamental ambiguity of the central projection image model (loss of depth information). An iterated extended Kalman filter is used for the recursive solution. Noise levels of 5-10 percent of the object image size are used. Approximate Cramer-Rao lower bounds are derived for the model parameter estimates as a function of object trajectory and noise level. This approach may be of use in situations where it is difficult to resolve large numbers of object match points, but relatively long sequences of images (10 to 20 or more) are available.

Methods of Fitting a Straight Line to Data: Examples in Water Resources

USGS Publications Warehouse

Hirsch, Robert M.; Gilroy, Edward J.

1984-01-01

Three methods of fitting straight lines to data are described and their purposes are discussed and contrasted in terms of their applicability in various water resources contexts. The three methods are ordinary least squares (OLS), least normal squares (LNS), and the line of organic correlation (OC). In all three methods the parameters are based on moment statistics of the data. When estimation of an individual value is the objective, OLS is the most appropriate. When estimation of many values is the objective and one wants the set of estimates to have the appropriate variance, then OC is most appropriate. When one wishes to describe the relationship between two variables and measurement error is unimportant, then OC is most appropriate. Where the error is important in descriptive problems or in calibration problems, then structural analysis techniques may be most appropriate. Finally, if the problem is one of describing some geographic trajectory, then LNS is most appropriate.

Estimation of white matter fiber parameters from compressed multiresolution diffusion MRI using sparse Bayesian learning.

PubMed

Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Duarte-Carvajalino, Julio M; Sapiro, Guillermo; Lenglet, Christophe

2018-02-15

We present a sparse Bayesian unmixing algorithm BusineX: Bayesian Unmixing for Sparse Inference-based Estimation of Fiber Crossings (X), for estimation of white matter fiber parameters from compressed (under-sampled) diffusion MRI (dMRI) data. BusineX combines compressive sensing with linear unmixing and introduces sparsity to the previously proposed multiresolution data fusion algorithm RubiX, resulting in a method for improved reconstruction, especially from data with lower number of diffusion gradients. We formulate the estimation of fiber parameters as a sparse signal recovery problem and propose a linear unmixing framework with sparse Bayesian learning for the recovery of sparse signals, the fiber orientations and volume fractions. The data is modeled using a parametric spherical deconvolution approach and represented using a dictionary created with the exponential decay components along different possible diffusion directions. Volume fractions of fibers along these directions define the dictionary weights. The proposed sparse inference, which is based on the dictionary representation, considers the sparsity of fiber populations and exploits the spatial redundancy in data representation, thereby facilitating inference from under-sampled q-space. The algorithm improves parameter estimation from dMRI through data-dependent local learning of hyperparameters, at each voxel and for each possible fiber orientation, that moderate the strength of priors governing the parameter variances. Experimental results on synthetic and in-vivo data show improved accuracy with a lower uncertainty in fiber parameter estimates. BusineX resolves a higher number of second and third fiber crossings. For under-sampled data, the algorithm is also shown to produce more reliable estimates. Copyright © 2017 Elsevier Inc. All rights reserved.

Efficient Ensemble State-Parameters Estimation Techniques in Ocean Ecosystem Models: Application to the North Atlantic

NASA Astrophysics Data System (ADS)

El Gharamti, M.; Bethke, I.; Tjiputra, J.; Bertino, L.

2016-02-01

Given the recent strong international focus on developing new data assimilation systems for biological models, we present in this comparative study the application of newly developed state-parameters estimation tools to an ocean ecosystem model. It is quite known that the available physical models are still too simple compared to the complexity of the ocean biology. Furthermore, various biological parameters remain poorly unknown and hence wrong specifications of such parameters can lead to large model errors. Standard joint state-parameters augmentation technique using the ensemble Kalman filter (Stochastic EnKF) has been extensively tested in many geophysical applications. Some of these assimilation studies reported that jointly updating the state and the parameters might introduce significant inconsistency especially for strongly nonlinear models. This is usually the case for ecosystem models particularly during the period of the spring bloom. A better handling of the estimation problem is often carried out by separating the update of the state and the parameters using the so-called Dual EnKF. The dual filter is computationally more expensive than the Joint EnKF but is expected to perform more accurately. Using a similar separation strategy, we propose a new EnKF estimation algorithm in which we apply a one-step-ahead smoothing to the state. The new state-parameters estimation scheme is derived in a consistent Bayesian filtering framework and results in separate update steps for the state and the parameters. Unlike the classical filtering path, the new scheme starts with an update step and later a model propagation step is performed. We test the performance of the new smoothing-based schemes against the standard EnKF in a one-dimensional configuration of the Norwegian Earth System Model (NorESM) in the North Atlantic. We use nutrients profile (up to 2000 m deep) data and surface partial CO2 measurements from Mike weather station (66o N, 2o E) to estimate different biological parameters of phytoplanktons and zooplanktons. We analyze the performance of the filters in terms of complexity and accuracy of the state and parameters estimates.

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

PubMed

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Multiple Damage Progression Paths in Model-Based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew; Goebel, Kai Frank

2011-01-01

Model-based prognostics approaches employ domain knowledge about a system, its components, and how they fail through the use of physics-based models. Component wear is driven by several different degradation phenomena, each resulting in their own damage progression path, overlapping to contribute to the overall degradation of the component. We develop a model-based prognostics methodology using particle filters, in which the problem of characterizing multiple damage progression paths is cast as a joint state-parameter estimation problem. The estimate is represented as a probability distribution, allowing the prediction of end of life and remaining useful life within a probabilistic framework that supports uncertainty management. We also develop a novel variance control mechanism that maintains an uncertainty bound around the hidden parameters to limit the amount of estimation uncertainty and, consequently, reduce prediction uncertainty. We construct a detailed physics-based model of a centrifugal pump, to which we apply our model-based prognostics algorithms. We illustrate the operation of the prognostic solution with a number of simulation-based experiments and demonstrate the performance of the chosen approach when multiple damage mechanisms are active

Automation of Tooling Backup and Cutter Selection for Engineering Production

NASA Astrophysics Data System (ADS)

Terekhov, M. V.; Averchenkov, V. I.; Reutov, A. A.; Handozhko, A. V.

2017-01-01

This paper reports the analysis of a tool support procedure for mechanical engineering and basic trends in the automation of this field are revealed. The system of technical-organizational measures directed at the formation, management and development of the tool stock and a high degree of technological readiness of manufacturing are described. The problems of an automated optimum cutter selection are considered. A mathematical support for a choice of cutters with through-away tips is described. A simulator for the description of combined cutters is presented. Basic criteria defining cutter choice are established. The problem of a multi-criterion fuzzy estimation of alternatives at different significance of choice criteria is solved. The criterion significance ranking at the parameter choice of cutter plates and tool supports is carried out. A set of estimations of cutter plate forms and other cutter parameters taking into account a relative significance of criteria is defined. The application of a decisive rule in the choice of an alternative required is described, which consists in the definition of the intersection of sets of alternative estimations.

Bayesian LASSO, scale space and decision making in association genetics.

PubMed

Pasanen, Leena; Holmström, Lasse; Sillanpää, Mikko J

2015-01-01

LASSO is a penalized regression method that facilitates model fitting in situations where there are as many, or even more explanatory variables than observations, and only a few variables are relevant in explaining the data. We focus on the Bayesian version of LASSO and consider four problems that need special attention: (i) controlling false positives, (ii) multiple comparisons, (iii) collinearity among explanatory variables, and (iv) the choice of the tuning parameter that controls the amount of shrinkage and the sparsity of the estimates. The particular application considered is association genetics, where LASSO regression can be used to find links between chromosome locations and phenotypic traits in a biological organism. However, the proposed techniques are relevant also in other contexts where LASSO is used for variable selection. We separate the true associations from false positives using the posterior distribution of the effects (regression coefficients) provided by Bayesian LASSO. We propose to solve the multiple comparisons problem by using simultaneous inference based on the joint posterior distribution of the effects. Bayesian LASSO also tends to distribute an effect among collinear variables, making detection of an association difficult. We propose to solve this problem by considering not only individual effects but also their functionals (i.e. sums and differences). Finally, whereas in Bayesian LASSO the tuning parameter is often regarded as a random variable, we adopt a scale space view and consider a whole range of fixed tuning parameters, instead. The effect estimates and the associated inference are considered for all tuning parameters in the selected range and the results are visualized with color maps that provide useful insights into data and the association problem considered. The methods are illustrated using two sets of artificial data and one real data set, all representing typical settings in association genetics.

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

NASA Astrophysics Data System (ADS)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.

A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

NASA Astrophysics Data System (ADS)

Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

2016-08-01

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKFOSA. Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25 % more accurate state and parameter estimations than the joint and dual approaches.

LASER APPLICATIONS AND OTHER TOPICS IN QUANTUM ELECTRONICS On control of kinematic parameters of ultracold neutrons in waveguides

NASA Astrophysics Data System (ADS)

Rivlin, Lev A.

2010-10-01

The possibility of controlling the kinematic parameters of ultracold neutrons (UCNs) is analysed by the example of a waveguide transfer and transformation of 2D images in ultracold neutrons and by the example of an increase in the concentration and deceleration/acceleration of ultracold neutrons during their transport in the waveguide with a variable cross section. The critical parameters of the problem are estimated, which indicates both consistency of the proposed approach and the emerging experimental limitations.

Estimating the reproductive number, total outbreak size, and reporting rates for Zika epidemics in South and Central America.

PubMed

Shutt, Deborah P; Manore, Carrie A; Pankavich, Stephen; Porter, Aaron T; Del Valle, Sara Y

2017-12-01

As South and Central American countries prepare for increased birth defects from Zika virus outbreaks and plan for mitigation strategies to minimize ongoing and future outbreaks, understanding important characteristics of Zika outbreaks and how they vary across regions is a challenging and important problem. We developed a mathematical model for the 2015/2016 Zika virus outbreak dynamics in Colombia, El Salvador, and Suriname. We fit the model to publicly available data provided by the Pan American Health Organization, using Approximate Bayesian Computation to estimate parameter distributions and provide uncertainty quantification. The model indicated that a country-level analysis was not appropriate for Colombia. We then estimated the basic reproduction number to range between 4 and 6 for El Salvador and Suriname with a median of 4.3 and 5.3, respectively. We estimated the reporting rate to be around 16% in El Salvador and 18% in Suriname with estimated total outbreak sizes of 73,395 and 21,647 people, respectively. The uncertainty in parameter estimates highlights a need for research and data collection that will better constrain parameter ranges. Copyright © 2017 The Authors. Published by Elsevier B.V. All rights reserved.

Estimating the reproductive number, total outbreak size, and reporting rates for Zika epidemics in South and Central America

DOE PAGES

Shutt, Deborah P.; Manore, Carrie A.; Pankavich, Stephen; ...

2017-07-13

As South and Central American countries prepare for increased birth defects from Zika virus outbreaks and plan for mitigation strategies to minimize ongoing and future outbreaks, understanding important characteristics of Zika outbreaks and how they vary across regions is a challenging and important problem. We developed a mathematical model for the 2015/2016 Zika virus outbreak dynamics in Colombia, El Salvador, and Suriname. We fit the model to publicly available data provided by the Pan American Health Organization, using Approximate Bayesian Computation to estimate parameter distributions and provide uncertainty quantification. The model indicated that a country-level analysis was not appropriate formore » Colombia. We then estimated the basic reproduction number to range between 4 and 6 for El Salvador and Suriname with a median of 4.3 and 5.3, respectively. We estimated the reporting rate to be around 16% in El Salvador and 18% in Suriname with estimated total outbreak sizes of 73,395 and 21,647 people, respectively. The uncertainty in parameter estimates highlights a need for research and data collection that will better constrain parameter ranges.« less

Estimating the reproductive number, total outbreak size, and reporting rates for Zika epidemics in South and Central America

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

Shutt, Deborah P.; Manore, Carrie A.; Pankavich, Stephen

As South and Central American countries prepare for increased birth defects from Zika virus outbreaks and plan for mitigation strategies to minimize ongoing and future outbreaks, understanding important characteristics of Zika outbreaks and how they vary across regions is a challenging and important problem. We developed a mathematical model for the 2015/2016 Zika virus outbreak dynamics in Colombia, El Salvador, and Suriname. We fit the model to publicly available data provided by the Pan American Health Organization, using Approximate Bayesian Computation to estimate parameter distributions and provide uncertainty quantification. The model indicated that a country-level analysis was not appropriate formore » Colombia. We then estimated the basic reproduction number to range between 4 and 6 for El Salvador and Suriname with a median of 4.3 and 5.3, respectively. We estimated the reporting rate to be around 16% in El Salvador and 18% in Suriname with estimated total outbreak sizes of 73,395 and 21,647 people, respectively. The uncertainty in parameter estimates highlights a need for research and data collection that will better constrain parameter ranges.« less

Aquifer Hydrogeologic Layer Zonation at the Hanford Site

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

Savelieva-Trofimova, Elena A.; Kanevski, Mikhail; timonin, v.

2003-09-10

Sedimentary aquifer layers are characterized by spatial variability of hydraulic properties. Nevertheless, zones with similar values of hydraulic parameters (parameter zones) can be distinguished. This parameter zonation approach is an alternative to the analysis of spatial variation of the continuous hydraulic parameters. The parameter zonation approach is primarily motivated by the lack of measurements that would be needed for direct spatial modeling of the hydraulic properties. The current work is devoted to the problem of zonation of the Hanford formation, the uppermost sedimentary aquifer unit (U1) included in hydrogeologic models at the Hanford site. U1 is characterized by 5 zonesmore » with different hydraulic properties. Each sampled location is ascribed to a parameter zone by an expert. This initial classification is accompanied by a measure of quality (also indicated by an expert) that addresses the level of classification confidence. In the current study, the coneptual zonation map developed by an expert geologist was used as an a priori model. The parameter zonation problem was formulated as a multiclass classification task. Different geostatistical and machine learning algorithms were adapted and applied to solve this problem, including: indicator kriging, conditional simulations, neural networks of different architectures, and support vector machines. All methods were trained using additional soft information based on expert estimates. Regularization methods were used to overcome possible overfitting. The zonation problem was complicated because there were few samples for some zones (classes) and by the spatial non-stationarity of the data. Special approaches were developed to overcome these complications. The comparison of different methods was performed using qualitative and quantitative statistical methods and image analysis. We examined the correspondence of the results with the geologically based interpretation, including the reproduction of the spatial orientation of the different classes and the spatial correlation structure of the classes. The uncertainty of the classification task was examined using both probabilistic interpretation of the estimators and by examining the results of a set of stochastic realizations. Characterization of the classification uncertainty is the main advantage of the proposed methods.« less

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

NASA Technical Reports Server (NTRS)

Shantaram, S. Pai; Gyekenyesi, John P.

1989-01-01

The calculation of shape and scale parametes of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by using the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

Evolutionary optimization with data collocation for reverse engineering of biological networks.

PubMed

Tsai, Kuan-Yao; Wang, Feng-Sheng

2005-04-01

Modern experimental biology is moving away from analyses of single elements to whole-organism measurements. Such measured time-course data contain a wealth of information about the structure and dynamic of the pathway or network. The dynamic modeling of the whole systems is formulated as a reverse problem that requires a well-suited mathematical model and a very efficient computational method to identify the model structure and parameters. Numerical integration for differential equations and finding global parameter values are still two major challenges in this field of the parameter estimation of nonlinear dynamic biological systems. We compare three techniques of parameter estimation for nonlinear dynamic biological systems. In the proposed scheme, the modified collocation method is applied to convert the differential equations to the system of algebraic equations. The observed time-course data are then substituted into the algebraic system equations to decouple system interactions in order to obtain the approximate model profiles. Hybrid differential evolution (HDE) with population size of five is able to find a global solution. The method is not only suited for parameter estimation but also can be applied for structure identification. The solution obtained by HDE is then used as the starting point for a local search method to yield the refined estimates.

Evolutionary model selection and parameter estimation for protein-protein interaction network based on differential evolution algorithm

PubMed Central

Huang, Lei; Liao, Li; Wu, Cathy H.

2016-01-01

Revealing the underlying evolutionary mechanism plays an important role in understanding protein interaction networks in the cell. While many evolutionary models have been proposed, the problem about applying these models to real network data, especially for differentiating which model can better describe evolutionary process for the observed network urgently remains as a challenge. The traditional way is to use a model with presumed parameters to generate a network, and then evaluate the fitness by summary statistics, which however cannot capture the complete network structures information and estimate parameter distribution. In this work we developed a novel method based on Approximate Bayesian Computation and modified Differential Evolution (ABC-DEP) that is capable of conducting model selection and parameter estimation simultaneously and detecting the underlying evolutionary mechanisms more accurately. We tested our method for its power in differentiating models and estimating parameters on the simulated data and found significant improvement in performance benchmark, as compared with a previous method. We further applied our method to real data of protein interaction networks in human and yeast. Our results show Duplication Attachment model as the predominant evolutionary mechanism for human PPI networks and Scale-Free model as the predominant mechanism for yeast PPI networks. PMID:26357273

A Fast Solution of the Lindley Equations for the M-Group Regression Problem. Technical Report 78-3, October 1977 through May 1978.

ERIC Educational Resources Information Center

Molenaar, Ivo W.

The technical problems involved in obtaining Bayesian model estimates for the regression parameters in m similar groups are studied. The available computer programs, BPREP (BASIC), and BAYREG, both written in FORTRAN, require an amount of computer processing that does not encourage regular use. These programs are analyzed so that the performance…

Using the Firefly optimization method to weight an ensemble of rainfall forecasts from the Brazilian developments on the Regional Atmospheric Modeling System (BRAMS)

NASA Astrophysics Data System (ADS)

dos Santos, A. F.; Freitas, S. R.; de Mattos, J. G. Z.; de Campos Velho, H. F.; Gan, M. A.; da Luz, E. F. P.; Grell, G. A.

2013-09-01

In this paper we consider an optimization problem applying the metaheuristic Firefly algorithm (FY) to weight an ensemble of rainfall forecasts from daily precipitation simulations with the Brazilian developments on the Regional Atmospheric Modeling System (BRAMS) over South America during January 2006. The method is addressed as a parameter estimation problem to weight the ensemble of precipitation forecasts carried out using different options of the convective parameterization scheme. Ensemble simulations were performed using different choices of closures, representing different formulations of dynamic control (the modulation of convection by the environment) in a deep convection scheme. The optimization problem is solved as an inverse problem of parameter estimation. The application and validation of the methodology is carried out using daily precipitation fields, defined over South America and obtained by merging remote sensing estimations with rain gauge observations. The quadratic difference between the model and observed data was used as the objective function to determine the best combination of the ensemble members to reproduce the observations. To reduce the model rainfall biases, the set of weights determined by the algorithm is used to weight members of an ensemble of model simulations in order to compute a new precipitation field that represents the observed precipitation as closely as possible. The validation of the methodology is carried out using classical statistical scores. The algorithm has produced the best combination of the weights, resulting in a new precipitation field closest to the observations.

Reparametrization-based estimation of genetic parameters in multi-trait animal model using Integrated Nested Laplace Approximation.

PubMed

Mathew, Boby; Holand, Anna Marie; Koistinen, Petri; Léon, Jens; Sillanpää, Mikko J

2016-02-01

A novel reparametrization-based INLA approach as a fast alternative to MCMC for the Bayesian estimation of genetic parameters in multivariate animal model is presented. Multi-trait genetic parameter estimation is a relevant topic in animal and plant breeding programs because multi-trait analysis can take into account the genetic correlation between different traits and that significantly improves the accuracy of the genetic parameter estimates. Generally, multi-trait analysis is computationally demanding and requires initial estimates of genetic and residual correlations among the traits, while those are difficult to obtain. In this study, we illustrate how to reparametrize covariance matrices of a multivariate animal model/animal models using modified Cholesky decompositions. This reparametrization-based approach is used in the Integrated Nested Laplace Approximation (INLA) methodology to estimate genetic parameters of multivariate animal model. Immediate benefits are: (1) to avoid difficulties of finding good starting values for analysis which can be a problem, for example in Restricted Maximum Likelihood (REML); (2) Bayesian estimation of (co)variance components using INLA is faster to execute than using Markov Chain Monte Carlo (MCMC) especially when realized relationship matrices are dense. The slight drawback is that priors for covariance matrices are assigned for elements of the Cholesky factor but not directly to the covariance matrix elements as in MCMC. Additionally, we illustrate the concordance of the INLA results with the traditional methods like MCMC and REML approaches. We also present results obtained from simulated data sets with replicates and field data in rice.

Inverse modelling for real-time estimation of radiological consequences in the early stage of an accidental radioactivity release.

PubMed

Pecha, Petr; Šmídl, Václav

2016-11-01

A stepwise sequential assimilation algorithm is proposed based on an optimisation approach for recursive parameter estimation and tracking of radioactive plume propagation in the early stage of a radiation accident. Predictions of the radiological situation in each time step of the plume propagation are driven by an existing short-term meteorological forecast and the assimilation procedure manipulates the model parameters to match the observations incoming concurrently from the terrain. Mathematically, the task is a typical ill-posed inverse problem of estimating the parameters of the release. The proposed method is designated as a stepwise re-estimation of the source term release dynamics and an improvement of several input model parameters. It results in a more precise determination of the adversely affected areas in the terrain. The nonlinear least-squares regression methodology is applied for estimation of the unknowns. The fast and adequately accurate segmented Gaussian plume model (SGPM) is used in the first stage of direct (forward) modelling. The subsequent inverse procedure infers (re-estimates) the values of important model parameters from the actual observations. Accuracy and sensitivity of the proposed method for real-time forecasting of the accident propagation is studied. First, a twin experiment generating noiseless simulated "artificial" observations is studied to verify the minimisation algorithm. Second, the impact of the measurement noise on the re-estimated source release rate is examined. In addition, the presented method can be used as a proposal for more advanced statistical techniques using, e.g., importance sampling. Copyright © 2016 Elsevier Ltd. All rights reserved.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

Incorporating structure from motion uncertainty into image-based pose estimation

NASA Astrophysics Data System (ADS)

Ludington, Ben T.; Brown, Andrew P.; Sheffler, Michael J.; Taylor, Clark N.; Berardi, Stephen

2015-05-01

A method for generating and utilizing structure from motion (SfM) uncertainty estimates within image-based pose estimation is presented. The method is applied to a class of problems in which SfM algorithms are utilized to form a geo-registered reference model of a particular ground area using imagery gathered during flight by a small unmanned aircraft. The model is then used to form camera pose estimates in near real-time from imagery gathered later. The resulting pose estimates can be utilized by any of the other onboard systems (e.g. as a replacement for GPS data) or downstream exploitation systems, e.g., image-based object trackers. However, many of the consumers of pose estimates require an assessment of the pose accuracy. The method for generating the accuracy assessment is presented. First, the uncertainty in the reference model is estimated. Bundle Adjustment (BA) is utilized for model generation. While the high-level approach for generating a covariance matrix of the BA parameters is straightforward, typical computing hardware is not able to support the required operations due to the scale of the optimization problem within BA. Therefore, a series of sparse matrix operations is utilized to form an exact covariance matrix for only the parameters that are needed at a particular moment. Once the uncertainty in the model has been determined, it is used to augment Perspective-n-Point pose estimation algorithms to improve the pose accuracy and to estimate the resulting pose uncertainty. The implementation of the described method is presented along with results including results gathered from flight test data.

Optimal lunar soft landing trajectories using taboo evolutionary programming

NASA Astrophysics Data System (ADS)

Mutyalarao, M.; Raj, M. Xavier James

A safe lunar landing is a key factor to undertake an effective lunar exploration. Lunar lander consists of four phases such as launch phase, the earth-moon transfer phase, circumlunar phase and landing phase. The landing phase can be either hard landing or soft landing. Hard landing means the vehicle lands under the influence of gravity without any deceleration measures. However, soft landing reduces the vertical velocity of the vehicle before landing. Therefore, for the safety of the astronauts as well as the vehicle lunar soft landing with an acceptable velocity is very much essential. So it is important to design the optimal lunar soft landing trajectory with minimum fuel consumption. Optimization of Lunar Soft landing is a complex optimal control problem. In this paper, an analysis related to lunar soft landing from a parking orbit around Moon has been carried out. A two-dimensional trajectory optimization problem is attempted. The problem is complex due to the presence of system constraints. To solve the time-history of control parameters, the problem is converted into two point boundary value problem by using the maximum principle of Pontrygen. Taboo Evolutionary Programming (TEP) technique is a stochastic method developed in recent years and successfully implemented in several fields of research. It combines the features of taboo search and single-point mutation evolutionary programming. Identifying the best unknown parameters of the problem under consideration is the central idea for many space trajectory optimization problems. The TEP technique is used in the present methodology for the best estimation of initial unknown parameters by minimizing objective function interms of fuel requirements. The optimal estimation subsequently results into an optimal trajectory design of a module for soft landing on the Moon from a lunar parking orbit. Numerical simulations demonstrate that the proposed approach is highly efficient and it reduces the minimum fuel consumption. The results are compared with the available results in literature shows that the solution of present algorithm is better than some of the existing algorithms. Keywords: soft landing, trajectory optimization, evolutionary programming, control parameters, Pontrygen principle.

Parameter Estimation of Computationally Expensive Watershed Models Through Efficient Multi-objective Optimization and Interactive Decision Analytics

NASA Astrophysics Data System (ADS)

Akhtar, Taimoor; Shoemaker, Christine

2016-04-01

Watershed model calibration is inherently a multi-criteria problem. Conflicting trade-offs exist between different quantifiable calibration criterions indicating the non-existence of a single optimal parameterization. Hence, many experts prefer a manual approach to calibration where the inherent multi-objective nature of the calibration problem is addressed through an interactive, subjective, time-intensive and complex decision making process. Multi-objective optimization can be used to efficiently identify multiple plausible calibration alternatives and assist calibration experts during the parameter estimation process. However, there are key challenges to the use of multi objective optimization in the parameter estimation process which include: 1) multi-objective optimization usually requires many model simulations, which is difficult for complex simulation models that are computationally expensive; and 2) selection of one from numerous calibration alternatives provided by multi-objective optimization is non-trivial. This study proposes a "Hybrid Automatic Manual Strategy" (HAMS) for watershed model calibration to specifically address the above-mentioned challenges. HAMS employs a 3-stage framework for parameter estimation. Stage 1 incorporates the use of an efficient surrogate multi-objective algorithm, GOMORS, for identification of numerous calibration alternatives within a limited simulation evaluation budget. The novelty of HAMS is embedded in Stages 2 and 3 where an interactive visual and metric based analytics framework is available as a decision support tool to choose a single calibration from the numerous alternatives identified in Stage 1. Stage 2 of HAMS provides a goodness-of-fit measure / metric based interactive framework for identification of a small subset (typically less than 10) of meaningful and diverse set of calibration alternatives from the numerous alternatives obtained in Stage 1. Stage 3 incorporates the use of an interactive visual analytics framework for decision support in selection of one parameter combination from the alternatives identified in Stage 2. HAMS is applied for calibration of flow parameters of a SWAT model, (Soil and Water Assessment Tool) designed to simulate flow in the Cannonsville watershed in upstate New York. Results from the application of HAMS to Cannonsville indicate that efficient multi-objective optimization and interactive visual and metric based analytics can bridge the gap between the effective use of both automatic and manual strategies for parameter estimation of computationally expensive watershed models.

Novel multireceiver communication systems configurations based on optimal estimation theory

NASA Technical Reports Server (NTRS)

Kumar, Rajendra

1992-01-01

A novel multireceiver configuration for carrier arraying and/or signal arraying is presented. The proposed configuration is obtained by formulating the carrier and/or signal arraying problem as an optimal estimation problem, and it consists of two stages. The first stage optimally estimates various phase processes received at different receivers with coupled phase-locked loops wherein the individual loops acquire and track their respective receivers' phase processes but are aided by each other in an optimal manner via LF error signals. The proposed configuration results in the minimization of the the effective radio loss at the combiner output, and thus maximization of energy per bit to noise power spectral density ratio is achieved. A novel adaptive algorithm for the estimator of the signal model parameters when these are not known a priori is also presented.

Inverse problem studies of biochemical systems with structure identification of S-systems by embedding training functions in a genetic algorithm.

PubMed

Sarode, Ketan Dinkar; Kumar, V Ravi; Kulkarni, B D

2016-05-01

An efficient inverse problem approach for parameter estimation, state and structure identification from dynamic data by embedding training functions in a genetic algorithm methodology (ETFGA) is proposed for nonlinear dynamical biosystems using S-system canonical models. Use of multiple shooting and decomposition approach as training functions has been shown for handling of noisy datasets and computational efficiency in studying the inverse problem. The advantages of the methodology are brought out systematically by studying it for three biochemical model systems of interest. By studying a small-scale gene regulatory system described by a S-system model, the first example demonstrates the use of ETFGA for the multifold aims of the inverse problem. The estimation of a large number of parameters with simultaneous state and network identification is shown by training a generalized S-system canonical model with noisy datasets. The results of this study bring out the superior performance of ETFGA on comparison with other metaheuristic approaches. The second example studies the regulation of cAMP oscillations in Dictyostelium cells now assuming limited availability of noisy data. Here, flexibility of the approach to incorporate partial system information in the identification process is shown and its effect on accuracy and predictive ability of the estimated model are studied. The third example studies the phenomenological toy model of the regulation of circadian oscillations in Drosophila that follows rate laws different from S-system power-law. For the limited noisy data, using a priori information about properties of the system, we could estimate an alternate S-system model that showed robust oscillatory behavior with predictive abilities. Copyright © 2016 Elsevier Inc. All rights reserved.

Movement patterns and study area boundaries: Influences on survival estimation in capture-mark-recapture studies

USGS Publications Warehouse

Horton, G.E.; Letcher, B.H.

2008-01-01

The inability to account for the availability of individuals in the study area during capture-mark-recapture (CMR) studies and the resultant confounding of parameter estimates can make correct interpretation of CMR model parameter estimates difficult. Although important advances based on the Cormack-Jolly-Seber (CJS) model have resulted in estimators of true survival that work by unconfounding either death or recapture probability from availability for capture in the study area, these methods rely on the researcher's ability to select a method that is correctly matched to emigration patterns in the population. If incorrect assumptions regarding site fidelity (non-movement) are made, it may be difficult or impossible as well as costly to change the study design once the incorrect assumption is discovered. Subtleties in characteristics of movement (e.g. life history-dependent emigration, nomads vs territory holders) can lead to mixtures in the probability of being available for capture among members of the same population. The result of these mixtures may be only a partial unconfounding of emigration from other CMR model parameters. Biologically-based differences in individual movement can combine with constraints on study design to further complicate the problem. Because of the intricacies of movement and its interaction with other parameters in CMR models, quantification of and solutions to these problems are needed. Based on our work with stream-dwelling populations of Atlantic salmon Salmo salar, we used a simulation approach to evaluate existing CMR models under various mixtures of movement probabilities. The Barker joint data model provided unbiased estimates of true survival under all conditions tested. The CJS and robust design models provided similarly unbiased estimates of true survival but only when emigration information could be incorporated directly into individual encounter histories. For the robust design model, Markovian emigration (future availability for capture depends on an individual's current location) was a difficult emigration pattern to detect unless survival and especially recapture probability were high. Additionally, when local movement was high relative to study area boundaries and movement became more diffuse (e.g. a random walk), local movement and permanent emigration were difficult to distinguish and had consequences for correctly interpreting the survival parameter being estimated (apparent survival vs true survival). ?? 2008 The Authors.

Estimation of variance in Cox's regression model with shared gamma frailties.

PubMed

Andersen, P K; Klein, J P; Knudsen, K M; Tabanera y Palacios, R

1997-12-01

The Cox regression model with a shared frailty factor allows for unobserved heterogeneity or for statistical dependence between the observed survival times. Estimation in this model when the frailties are assumed to follow a gamma distribution is reviewed, and we address the problem of obtaining variance estimates for regression coefficients, frailty parameter, and cumulative baseline hazards using the observed nonparametric information matrix. A number of examples are given comparing this approach with fully parametric inference in models with piecewise constant baseline hazards.

On estimating the phase of a periodic waveform in additive Gaussian noise, part 3

NASA Technical Reports Server (NTRS)

Rauch, L. L.

1991-01-01

Motivated by advances in signal processing technology that support more complex algorithms, researchers have taken a new look at the problem of estimating the phase and other parameters of a nearly periodic waveform in additive Gaussian noise, based on observation during a given time interval. Parts 1 and 2 are very briefly reviewed. In part 3, the actual performances of some of the highly nonlinear estimation algorithms of parts 1 and 2 are evaluated by numerical simulation using Monte Carlo techniques.

Models for estimating photosynthesis parameters from in situ production profiles

NASA Astrophysics Data System (ADS)

Kovač, Žarko; Platt, Trevor; Sathyendranath, Shubha; Antunović, Suzana

2017-12-01

The rate of carbon assimilation in phytoplankton primary production models is mathematically prescribed with photosynthesis irradiance functions, which convert a light flux (energy) into a material flux (carbon). Information on this rate is contained in photosynthesis parameters: the initial slope and the assimilation number. The exactness of parameter values is crucial for precise calculation of primary production. Here we use a model of the daily production profile based on a suite of photosynthesis irradiance functions and extract photosynthesis parameters from in situ measured daily production profiles at the Hawaii Ocean Time-series station Aloha. For each function we recover parameter values, establish parameter distributions and quantify model skill. We observe that the choice of the photosynthesis irradiance function to estimate the photosynthesis parameters affects the magnitudes of parameter values as recovered from in situ profiles. We also tackle the problem of parameter exchange amongst the models and the effect it has on model performance. All models displayed little or no bias prior to parameter exchange, but significant bias following parameter exchange. The best model performance resulted from using optimal parameter values. Model formulation was extended further by accounting for spectral effects and deriving a spectral analytical solution for the daily production profile. The daily production profile was also formulated with time dependent growing biomass governed by a growth equation. The work on parameter recovery was further extended by exploring how to extract photosynthesis parameters from information on watercolumn production. It was demonstrated how to estimate parameter values based on a linearization of the full analytical solution for normalized watercolumn production and from the solution itself, without linearization. The paper complements previous works on photosynthesis irradiance models by analysing the skill and consistency of photosynthesis irradiance functions and parameters for modeling in situ production profiles. In light of the results obtained in this work we argue that the choice of the primary production model should reflect the available data and these models should be data driven regarding parameter estimation.

On parametrized cold dense matter equation-of-state inference

NASA Astrophysics Data System (ADS)

Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.

2018-07-01

Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrized dense matter equations of state. In particular, we generalize and examine two inference paradigms from the literature: (i) direct posterior equation-of-state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective while the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilizing archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation-of-state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.

On parametrised cold dense matter equation of state inference

NASA Astrophysics Data System (ADS)

Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.

2018-04-01

Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrised dense matter equations of state. In particular we generalise and examine two inference paradigms from the literature: (i) direct posterior equation of state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective whilst the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilising archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation of state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.

Genetic Algorithm for Optimization: Preprocessing with n Dimensional Bisection and Error Estimation

NASA Technical Reports Server (NTRS)

Sen, S. K.; Shaykhian, Gholam Ali

2006-01-01

A knowledge of the appropriate values of the parameters of a genetic algorithm (GA) such as the population size, the shrunk search space containing the solution, crossover and mutation probabilities is not available a priori for a general optimization problem. Recommended here is a polynomial-time preprocessing scheme that includes an n-dimensional bisection and that determines the foregoing parameters before deciding upon an appropriate GA for all problems of similar nature and type. Such a preprocessing is not only fast but also enables us to get the global optimal solution and its reasonably narrow error bounds with a high degree of confidence.

Time-Varying Delay Estimation Applied to the Surface Electromyography Signals Using the Parametric Approach

NASA Astrophysics Data System (ADS)

Luu, Gia Thien; Boualem, Abdelbassit; Duy, Tran Trung; Ravier, Philippe; Butteli, Olivier

Muscle Fiber Conduction Velocity (MFCV) can be calculated from the time delay between the surface electromyographic (sEMG) signals recorded by electrodes aligned with the fiber direction. In order to take into account the non-stationarity during the dynamic contraction (the most daily life situation) of the data, the developed methods have to consider that the MFCV changes over time, which induces time-varying delays and the data is non-stationary (change of Power Spectral Density (PSD)). In this paper, the problem of TVD estimation is considered using a parametric method. First, the polynomial model of TVD has been proposed. Then, the TVD model parameters are estimated by using a maximum likelihood estimation (MLE) strategy solved by a deterministic optimization technique (Newton) and stochastic optimization technique, called simulated annealing (SA). The performance of the two techniques is also compared. We also derive two appropriate Cramer-Rao Lower Bounds (CRLB) for the estimated TVD model parameters and for the TVD waveforms. Monte-Carlo simulation results show that the estimation of both the model parameters and the TVD function is unbiased and that the variance obtained is close to the derived CRBs. A comparison with non-parametric approaches of the TVD estimation is also presented and shows the superiority of the method proposed.

Market-Based Coordination of Thermostatically Controlled Loads—Part II: Unknown Parameters and Case Studies

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

Li, Sen; Zhang, Wei; Lian, Jianming

This two-part paper considers the coordination of a population of Thermostatically Controlled Loads (TCLs) with unknown parameters to achieve group objectives. The problem involves designing the bidding and market clearing strategy to motivate self-interested users to realize efficient energy allocation subject to a peak power constraint. The companion paper (Part I) formulates the problem and proposes a load coordination framework using the mechanism design approach. To address the unknown parameters, Part II of this paper presents a joint state and parameter estimation framework based on the expectation maximization algorithm. The overall framework is then validated using real-world weather data andmore » price data, and is compared with other approaches in terms of aggregated power response. Simulation results indicate that our coordination framework can effectively improve the efficiency of the power grid operations and reduce power congestion at key times.« less

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

Parallel particle filters for online identification of mechanistic mathematical models of physiology from monitoring data: performance and real-time scalability in simulation scenarios.

PubMed

Zenker, Sven

2010-08-01

Combining mechanistic mathematical models of physiology with quantitative observations using probabilistic inference may offer advantages over established approaches to computerized decision support in acute care medicine. Particle filters (PF) can perform such inference successively as data becomes available. The potential of PF for real-time state estimation (SE) for a model of cardiovascular physiology is explored using parallel computers and the ability to achieve joint state and parameter estimation (JSPE) given minimal prior knowledge tested. A parallelized sequential importance sampling/resampling algorithm was implemented and its scalability for the pure SE problem for a non-linear five-dimensional ODE model of the cardiovascular system evaluated on a Cray XT3 using up to 1,024 cores. JSPE was implemented using a state augmentation approach with artificial stochastic evolution of the parameters. Its performance when simultaneously estimating the 5 states and 18 unknown parameters when given observations only of arterial pressure, central venous pressure, heart rate, and, optionally, cardiac output, was evaluated in a simulated bleeding/resuscitation scenario. SE was successful and scaled up to 1,024 cores with appropriate algorithm parametrization, with real-time equivalent performance for up to 10 million particles. JSPE in the described underdetermined scenario achieved excellent reproduction of observables and qualitative tracking of enddiastolic ventricular volumes and sympathetic nervous activity. However, only a subset of the posterior distributions of parameters concentrated around the true values for parts of the estimated trajectories. Parallelized PF's performance makes their application to complex mathematical models of physiology for the purpose of clinical data interpretation, prediction, and therapy optimization appear promising. JSPE in the described extremely underdetermined scenario nevertheless extracted information of potential clinical relevance from the data in this simulation setting. However, fully satisfactory resolution of this problem when minimal prior knowledge about parameter values is available will require further methodological improvements, which are discussed.

The Positioning Accuracy of BAUV Using Fusion of Data from USBL System and Movement Parameters Measurements

PubMed Central

Krzysztof, Naus; Aleksander, Nowak

2016-01-01

The article presents a study of the accuracy of estimating the position coordinates of BAUV (Biomimetic Autonomous Underwater Vehicle) by the extended Kalman filter (EKF) method. The fusion of movement parameters measurements and position coordinates fixes was applied. The movement parameters measurements are carried out by on-board navigation devices, while the position coordinates fixes are done by the USBL (Ultra Short Base Line) system. The problem of underwater positioning and the conceptual design of the BAUV navigation system constructed at the Naval Academy (Polish Naval Academy—PNA) are presented in the first part of the paper. The second part consists of description of the evaluation results of positioning accuracy, the genesis of the problem of selecting method for underwater positioning, and the mathematical description of the method of estimating the position coordinates using the EKF method by the fusion of measurements with on-board navigation and measurements obtained with the USBL system. The main part contains a description of experimental research. It consists of a simulation program of navigational parameter measurements carried out during the BAUV passage along the test section. Next, the article covers the determination of position coordinates on the basis of simulated parameters, using EKF and DR methods and the USBL system, which are then subjected to a comparative analysis of accuracy. The final part contains systemic conclusions justifying the desirability of applying the proposed fusion method of navigation parameters for the BAUV positioning. PMID:27537884

The Positioning Accuracy of BAUV Using Fusion of Data from USBL System and Movement Parameters Measurements.

PubMed

Krzysztof, Naus; Aleksander, Nowak

2016-08-15

The article presents a study of the accuracy of estimating the position coordinates of BAUV (Biomimetic Autonomous Underwater Vehicle) by the extended Kalman filter (EKF) method. The fusion of movement parameters measurements and position coordinates fixes was applied. The movement parameters measurements are carried out by on-board navigation devices, while the position coordinates fixes are done by the USBL (Ultra Short Base Line) system. The problem of underwater positioning and the conceptual design of the BAUV navigation system constructed at the Naval Academy (Polish Naval Academy-PNA) are presented in the first part of the paper. The second part consists of description of the evaluation results of positioning accuracy, the genesis of the problem of selecting method for underwater positioning, and the mathematical description of the method of estimating the position coordinates using the EKF method by the fusion of measurements with on-board navigation and measurements obtained with the USBL system. The main part contains a description of experimental research. It consists of a simulation program of navigational parameter measurements carried out during the BAUV passage along the test section. Next, the article covers the determination of position coordinates on the basis of simulated parameters, using EKF and DR methods and the USBL system, which are then subjected to a comparative analysis of accuracy. The final part contains systemic conclusions justifying the desirability of applying the proposed fusion method of navigation parameters for the BAUV positioning.

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

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

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

Geographically weighted regression and multicollinearity: dispelling the myth

NASA Astrophysics Data System (ADS)

Fotheringham, A. Stewart; Oshan, Taylor M.

2016-10-01

Geographically weighted regression (GWR) extends the familiar regression framework by estimating a set of parameters for any number of locations within a study area, rather than producing a single parameter estimate for each relationship specified in the model. Recent literature has suggested that GWR is highly susceptible to the effects of multicollinearity between explanatory variables and has proposed a series of local measures of multicollinearity as an indicator of potential problems. In this paper, we employ a controlled simulation to demonstrate that GWR is in fact very robust to the effects of multicollinearity. Consequently, the contention that GWR is highly susceptible to multicollinearity issues needs rethinking.

Model Reduction via Principe Component Analysis and Markov Chain Monte Carlo (MCMC) Methods

NASA Astrophysics Data System (ADS)

Gong, R.; Chen, J.; Hoversten, M. G.; Luo, J.

2011-12-01

Geophysical and hydrogeological inverse problems often include a large number of unknown parameters, ranging from hundreds to millions, depending on parameterization and problems undertaking. This makes inverse estimation and uncertainty quantification very challenging, especially for those problems in two- or three-dimensional spatial domains. Model reduction technique has the potential of mitigating the curse of dimensionality by reducing total numbers of unknowns while describing the complex subsurface systems adequately. In this study, we explore the use of principal component analysis (PCA) and Markov chain Monte Carlo (MCMC) sampling methods for model reduction through the use of synthetic datasets. We compare the performances of three different but closely related model reduction approaches: (1) PCA methods with geometric sampling (referred to as 'Method 1'), (2) PCA methods with MCMC sampling (referred to as 'Method 2'), and (3) PCA methods with MCMC sampling and inclusion of random effects (referred to as 'Method 3'). We consider a simple convolution model with five unknown parameters as our goal is to understand and visualize the advantages and disadvantages of each method by comparing their inversion results with the corresponding analytical solutions. We generated synthetic data with noise added and invert them under two different situations: (1) the noised data and the covariance matrix for PCA analysis are consistent (referred to as the unbiased case), and (2) the noise data and the covariance matrix are inconsistent (referred to as biased case). In the unbiased case, comparison between the analytical solutions and the inversion results show that all three methods provide good estimates of the true values and Method 1 is computationally more efficient. In terms of uncertainty quantification, Method 1 performs poorly because of relatively small number of samples obtained, Method 2 performs best, and Method 3 overestimates uncertainty due to inclusion of random effects. However, in the biased case, only Method 3 correctly estimates all the unknown parameters, and both Methods 1 and 2 provide wrong values for the biased parameters. The synthetic case study demonstrates that if the covariance matrix for PCA analysis is inconsistent with true models, the PCA methods with geometric or MCMC sampling will provide incorrect estimates.

Joint groupwise registration and ADC estimation in the liver using a B-value weighted metric.

PubMed

Sanz-Estébanez, Santiago; Rabanillo-Viloria, Iñaki; Royuela-Del-Val, Javier; Aja-Fernández, Santiago; Alberola-López, Carlos

2018-02-01

The purpose of this work is to develop a groupwise elastic multimodal registration algorithm for robust ADC estimation in the liver on multiple breath hold diffusion weighted images. We introduce a joint formulation to simultaneously solve both the registration and the estimation problems. In order to avoid non-reliable transformations and undesirable noise amplification, we have included appropriate smoothness constraints for both problems. Our metric incorporates the ADC estimation residuals, which are inversely weighted according to the signal content in each diffusion weighted image. Results show that the joint formulation provides a statistically significant improvement in the accuracy of the ADC estimates. Reproducibility has also been measured on real data in terms of the distribution of ADC differences obtained from different b-values subsets. The proposed algorithm is able to effectively deal with both the presence of motion and the geometric distortions, increasing accuracy and reproducibility in diffusion parameters estimation. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

An adaptive state of charge estimation approach for lithium-ion series-connected battery system

NASA Astrophysics Data System (ADS)

Peng, Simin; Zhu, Xuelai; Xing, Yinjiao; Shi, Hongbing; Cai, Xu; Pecht, Michael

2018-07-01

Due to the incorrect or unknown noise statistics of a battery system and its cell-to-cell variations, state of charge (SOC) estimation of a lithium-ion series-connected battery system is usually inaccurate or even divergent using model-based methods, such as extended Kalman filter (EKF) and unscented Kalman filter (UKF). To resolve this problem, an adaptive unscented Kalman filter (AUKF) based on a noise statistics estimator and a model parameter regulator is developed to accurately estimate the SOC of a series-connected battery system. An equivalent circuit model is first built based on the model parameter regulator that illustrates the influence of cell-to-cell variation on the battery system. A noise statistics estimator is then used to attain adaptively the estimated noise statistics for the AUKF when its prior noise statistics are not accurate or exactly Gaussian. The accuracy and effectiveness of the SOC estimation method is validated by comparing the developed AUKF and UKF when model and measurement statistics noises are inaccurate, respectively. Compared with the UKF and EKF, the developed method shows the highest SOC estimation accuracy.

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

PubMed

Dazard, Jean-Eudes; Rao, J Sunil

2012-07-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data

PubMed Central

Dazard, Jean-Eudes; Rao, J. Sunil

2012-01-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput “omics” data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel “similarity statistic”-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called ‘MVR’ (‘Mean-Variance Regularization’), downloadable from the CRAN website. PMID:22711950

Adaptive boundary concentration control using Zakai equation

NASA Astrophysics Data System (ADS)

Tenno, R.; Mendelson, A.

2010-06-01

A mean-variance control problem is formulated with respect to a partially observed nonlinear system that includes unknown constant parameters. A physical prototype of the system is the cathode surface reaction in an electrolysis cell, where the controller aim is to keep the boundary concentration of species in the near vicinity of the cathode surface low but not zero. The boundary concentration is a diffusion-controlled process observed through the measured current density and, in practice, controlled through the applied voltage. The former incomplete data control problem is converted to complete data-to the so-called separated control problem whose solution is given by the infinite-dimensional Zakai equation. In this article, the separated control problem is solved numerically using pathwise integration of the Zakai equation. This article demonstrates precise tracking of the target trajectory with a rapid convergence of estimates to unknown parameters, which take place simultaneously with control.

Time-dependent reliability analysis of ceramic engine components

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.

1993-01-01

The computer program CARES/LIFE calculates the time-dependent reliability of monolithic ceramic components subjected to thermomechanical and/or proof test loading. This program is an extension of the CARES (Ceramics Analysis and Reliability Evaluation of Structures) computer program. CARES/LIFE accounts for the phenomenon of subcritical crack growth (SCG) by utilizing either the power or Paris law relations. The two-parameter Weibull cumulative distribution function is used to characterize the variation in component strength. The effects of multiaxial stresses are modeled using either the principle of independent action (PIA), the Weibull normal stress averaging method (NSA), or the Batdorf theory. Inert strength and fatigue parameters are estimated from rupture strength data of naturally flawed specimens loaded in static, dynamic, or cyclic fatigue. Two example problems demonstrating proof testing and fatigue parameter estimation are given.

Polarimetric image reconstruction algorithms

NASA Astrophysics Data System (ADS)

Valenzuela, John R.

In the field of imaging polarimetry Stokes parameters are sought and must be inferred from noisy and blurred intensity measurements. Using a penalized-likelihood estimation framework we investigate reconstruction quality when estimating intensity images and then transforming to Stokes parameters (traditional estimator), and when estimating Stokes parameters directly (Stokes estimator). We define our cost function for reconstruction by a weighted least squares data fit term and a regularization penalty. It is shown that under quadratic regularization, the traditional and Stokes estimators can be made equal by appropriate choice of regularization parameters. It is empirically shown that, when using edge preserving regularization, estimating the Stokes parameters directly leads to lower RMS error in reconstruction. Also, the addition of a cross channel regularization term further lowers the RMS error for both methods especially in the case of low SNR. The technique of phase diversity has been used in traditional incoherent imaging systems to jointly estimate an object and optical system aberrations. We extend the technique of phase diversity to polarimetric imaging systems. Specifically, we describe penalized-likelihood methods for jointly estimating Stokes images and optical system aberrations from measurements that contain phase diversity. Jointly estimating Stokes images and optical system aberrations involves a large parameter space. A closed-form expression for the estimate of the Stokes images in terms of the aberration parameters is derived and used in a formulation that reduces the dimensionality of the search space to the number of aberration parameters only. We compare the performance of the joint estimator under both quadratic and edge-preserving regularization. The joint estimator with edge-preserving regularization yields higher fidelity polarization estimates than with quadratic regularization. Under quadratic regularization, using the reduced-parameter search strategy, accurate aberration estimates can be obtained without recourse to regularization "tuning". Phase-diverse wavefront sensing is emerging as a viable candidate wavefront sensor for adaptive-optics systems. In a quadratically penalized weighted least squares estimation framework a closed form expression for the object being imaged in terms of the aberrations in the system is available. This expression offers a dramatic reduction of the dimensionality of the estimation problem and thus is of great interest for practical applications. We have derived an expression for an approximate joint covariance matrix for object and aberrations in the phase diversity context. Our expression for the approximate joint covariance is compared with the "known-object" Cramer-Rao lower bound that is typically used for system parameter optimization. Estimates of the optimal amount of defocus in a phase-diverse wavefront sensor derived from the joint-covariance matrix, the known-object Cramer-Rao bound, and Monte Carlo simulations are compared for an extended scene and a point object. It is found that our variance approximation, that incorporates the uncertainty of the object, leads to an improvement in predicting the optimal amount of defocus to use in a phase-diverse wavefront sensor.

Application of the Approximate Bayesian Computation methods in the stochastic estimation of atmospheric contamination parameters for mobile sources

NASA Astrophysics Data System (ADS)

Kopka, Piotr; Wawrzynczak, Anna; Borysiewicz, Mieczyslaw

2016-11-01

In this paper the Bayesian methodology, known as Approximate Bayesian Computation (ABC), is applied to the problem of the atmospheric contamination source identification. The algorithm input data are on-line arriving concentrations of the released substance registered by the distributed sensors network. This paper presents the Sequential ABC algorithm in detail and tests its efficiency in estimation of probabilistic distributions of atmospheric release parameters of a mobile contamination source. The developed algorithms are tested using the data from Over-Land Atmospheric Diffusion (OLAD) field tracer experiment. The paper demonstrates estimation of seven parameters characterizing the contamination source, i.e.: contamination source starting position (x,y), the direction of the motion of the source (d), its velocity (v), release rate (q), start time of release (ts) and its duration (td). The online-arriving new concentrations dynamically update the probability distributions of search parameters. The atmospheric dispersion Second-order Closure Integrated PUFF (SCIPUFF) Model is used as the forward model to predict the concentrations at the sensors locations.

Fitting the multitemporal curve: a fourier series approach to the missing data problem in remote sensing analysis

Treesearch

Evan Brooks; Valerie Thomas; Wynne Randolph; John Coulston

2012-01-01

With the advent of free Landsat data stretching back decades, there has been a surge of interest in utilizing remotely sensed data in multitemporal analysis for estimation of biophysical parameters. Such analysis is confounded by cloud cover and other image-specific problems, which result in missing data at various aperiodic times of the year. While there is a wealth...

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

NASA Technical Reports Server (NTRS)

Pohorille, Andrew

2006-01-01

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

Development and application of a mark-recapture model incorporating predicted sex and transitory behaviour

USGS Publications Warehouse

Conroy, M.J.; Senar, J.C.; Hines, J.E.; Domenech, J.

1999-01-01

We developed an extension of Cormack-Jolly-Seber models to handle a complex mark-recapture problem in which (a) the sex of birds cannot be determined prior to first moult, but can be predicted on the basis of body measurements, and (b) a significant portion of captured birds appear to be transients (i.e. are captured once but leave the area or otherwise become ' untrappable'). We applied this methodology to a data set of 4184 serins (Serinus serinus) trapped in northeastern Spain during 1985-96, in order to investigate age-, sex-, and time-specific variation in survival rates. Using this approach, we were able to successfully incorporate the majority of ringings of serins. Had we eliminated birds not previously captured (as has been advocated to avoid the problem of transience) we would have reduced our sample sizes by >2000 releases. In addition, we were able to include 1610 releases of birds of unknown (but predicted) sex; these data contributed to the precision of our estimates and the power of statistical tests. We discuss problems with data structure, encoding of the algorithms to compute parameter estimates, model selection, identifiability of parameters, and goodness-of-fit, and make recommendations for the design and analysis of future studies facing similar problems.

Development and application of a mark-recapture model incorporating predicted sex and transitory behaviour

USGS Publications Warehouse

Conroy, M.J.; Senar, J.C.; Hines, J.E.; Domenech, J.

1999-01-01

We developed an extension of Cormack-Jolly-Seber models to handle a complex mark-recapture problem in which (a) the sex of birds cannot be determined prior to first moult, but can be predicted on the basis of body measurements, and (b) a significant portion of captured birds appear to be transients (i.e. are captured once but leave the area or otherwise become 'untrappable'). We applied this methodology to a data set of 4184 serins (Serinus serinus) trapped in northeastern Spain during 1985-96, in order to investigate age-, sex-, and time-specific variation in survival rates. Using this approach, we were able to successfully incorporate the majority of ringings of serins. Had we eliminated birds not previously captured (as has been advocated to avoid the problem of transience) we would have reduced our sample sizes by >2000 releases. In addition, we were able to include 1610 releases of birds of unknown (but predicted) sex; these data contributed to the precision of our estimates and the power of statistical tests. We discuss problems with data structure, encoding of the algorithms to compute parameter estimates, model selection, identifiability of parameters, and goodness-of-fit, and make recommendations for the design and analysis of future studies facing similar problems.

Exploratory Bifactor Analysis: The Schmid-Leiman Orthogonalization and Jennrich-Bentler Analytic Rotations

PubMed Central

Mansolf, Maxwell; Reise, Steven P.

2017-01-01

Analytic bifactor rotations (Jennrich & Bentler, 2011, 2012) have been recently developed and made generally available, but are not well understood. The Jennrich-Bentler analytic bifactor rotations (bi-quartimin and bi-geomin) are an alternative to, and arguably an improvement upon, the less technically sophisticated Schmid-Leiman orthogonalization (Schmid & Leiman, 1957). We review the technical details that underlie the Schmid-Leiman and Jennrich-Bentler bifactor rotations, using simulated data structures to illustrate important features and limitations. For the Schmid-Leiman, we review the problem of inaccurate parameter estimates caused by the linear dependencies, sometimes called “proportionality constraints,” that are required to expand a p correlated factors solution into a (p+1) (bi)factor space. We also review the complexities involved when the data depart from perfect cluster structure (e.g., item cross-loading on group factors). For the Jennrich-Bentler rotations, we describe problems in parameter estimation caused by departures from perfect cluster structure. In addition, we illustrate the related problems of: (a) solutions that are not invariant under different starting values (i.e., local minima problems); and, (b) group factors collapsing onto the general factor. Recommendations are made for substantive researchers including examining all local minima and applying multiple exploratory techniques in an effort to identify an accurate model. PMID:27612521

A MAP-based image interpolation method via Viterbi decoding of Markov chains of interpolation functions.

PubMed

Vedadi, Farhang; Shirani, Shahram

2014-01-01

A new method of image resolution up-conversion (image interpolation) based on maximum a posteriori sequence estimation is proposed. Instead of making a hard decision about the value of each missing pixel, we estimate the missing pixels in groups. At each missing pixel of the high resolution (HR) image, we consider an ensemble of candidate interpolation methods (interpolation functions). The interpolation functions are interpreted as states of a Markov model. In other words, the proposed method undergoes state transitions from one missing pixel position to the next. Accordingly, the interpolation problem is translated to the problem of estimating the optimal sequence of interpolation functions corresponding to the sequence of missing HR pixel positions. We derive a parameter-free probabilistic model for this to-be-estimated sequence of interpolation functions. Then, we solve the estimation problem using a trellis representation and the Viterbi algorithm. Using directional interpolation functions and sequence estimation techniques, we classify the new algorithm as an adaptive directional interpolation using soft-decision estimation techniques. Experimental results show that the proposed algorithm yields images with higher or comparable peak signal-to-noise ratios compared with some benchmark interpolation methods in the literature while being efficient in terms of implementation and complexity considerations.

Joint Transmit and Receive Filter Optimization for Sub-Nyquist Delay-Doppler Estimation

NASA Astrophysics Data System (ADS)

Lenz, Andreas; Stein, Manuel S.; Swindlehurst, A. Lee

2018-05-01

In this article, a framework is presented for the joint optimization of the analog transmit and receive filter with respect to a parameter estimation problem. At the receiver, conventional signal processing systems restrict the two-sided bandwidth of the analog pre-filter $B$ to the rate of the analog-to-digital converter $f_s$ to comply with the well-known Nyquist-Shannon sampling theorem. In contrast, here we consider a transceiver that by design violates the common paradigm $B\\leq f_s$. To this end, at the receiver, we allow for a higher pre-filter bandwidth $B>f_s$ and study the achievable parameter estimation accuracy under a fixed sampling rate when the transmit and receive filter are jointly optimized with respect to the Bayesian Cram\\'{e}r-Rao lower bound. For the case of delay-Doppler estimation, we propose to approximate the required Fisher information matrix and solve the transceiver design problem by an alternating optimization algorithm. The presented approach allows us to explore the Pareto-optimal region spanned by transmit and receive filters which are favorable under a weighted mean squared error criterion. We also discuss the computational complexity of the obtained transceiver design by visualizing the resulting ambiguity function. Finally, we verify the performance of the optimized designs by Monte-Carlo simulations of a likelihood-based estimator.

Stochastic control system parameter identifiability

NASA Technical Reports Server (NTRS)

Lee, C. H.; Herget, C. J.

1975-01-01

The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.

How to Select the most Relevant Roughness Parameters of a Surface: Methodology Research Strategy

NASA Astrophysics Data System (ADS)

Bobrovskij, I. N.

2018-01-01

In this paper, the foundations for new methodology creation which provides solving problem of surfaces structure new standards parameters huge amount conflicted with necessary actual floors quantity of surfaces structure parameters which is related to measurement complexity decreasing are considered. At the moment, there is no single assessment of the importance of a parameters. The approval of presented methodology for aerospace cluster components surfaces allows to create necessary foundation, to develop scientific estimation of surfaces texture parameters, to obtain material for investigators of chosen technological procedure. The methods necessary for further work, the creation of a fundamental reserve and development as a scientific direction for assessing the significance of microgeometry parameters are selected.

Estimate the effective connectivity in multi-coupled neural mass model using particle swarm optimization

NASA Astrophysics Data System (ADS)

Shan, Bonan; Wang, Jiang; Deng, Bin; Zhang, Zhen; Wei, Xile

2017-03-01

Assessment of the effective connectivity among different brain regions during seizure is a crucial problem in neuroscience today. As a consequence, a new model inversion framework of brain function imaging is introduced in this manuscript. This framework is based on approximating brain networks using a multi-coupled neural mass model (NMM). NMM describes the excitatory and inhibitory neural interactions, capturing the mechanisms involved in seizure initiation, evolution and termination. Particle swarm optimization method is used to estimate the effective connectivity variation (the parameters of NMM) and the epileptiform dynamics (the states of NMM) that cannot be directly measured using electrophysiological measurement alone. The estimated effective connectivity includes both the local connectivity parameters within a single region NMM and the remote connectivity parameters between multi-coupled NMMs. When the epileptiform activities are estimated, a proportional-integral controller outputs control signal so that the epileptiform spikes can be inhibited immediately. Numerical simulations are carried out to illustrate the effectiveness of the proposed framework. The framework and the results have a profound impact on the way we detect and treat epilepsy.

Estimation of Unsteady Aerodynamic Models from Dynamic Wind Tunnel Data

NASA Technical Reports Server (NTRS)

Murphy, Patrick; Klein, Vladislav

2011-01-01

Demanding aerodynamic modelling requirements for military and civilian aircraft have motivated researchers to improve computational and experimental techniques and to pursue closer collaboration in these areas. Model identification and validation techniques are key components for this research. This paper presents mathematical model structures and identification techniques that have been used successfully to model more general aerodynamic behaviours in single-degree-of-freedom dynamic testing. Model parameters, characterizing aerodynamic properties, are estimated using linear and nonlinear regression methods in both time and frequency domains. Steps in identification including model structure determination, parameter estimation, and model validation, are addressed in this paper with examples using data from one-degree-of-freedom dynamic wind tunnel and water tunnel experiments. These techniques offer a methodology for expanding the utility of computational methods in application to flight dynamics, stability, and control problems. Since flight test is not always an option for early model validation, time history comparisons are commonly made between computational and experimental results and model adequacy is inferred by corroborating results. An extension is offered to this conventional approach where more general model parameter estimates and their standard errors are compared.

A least-squares parameter estimation algorithm for switched hammerstein systems with applications to the VOR

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Kearney, Robert E.; Galiana, Henrietta L.

2005-01-01

A "Multimode" or "switched" system is one that switches between various modes of operation. When a switch occurs from one mode to another, a discontinuity may result followed by a smooth evolution under the new regime. Characterizing the switching behavior of these systems is not well understood and, therefore, identification of multimode systems typically requires a preprocessing step to classify the observed data according to a mode of operation. A further consequence of the switched nature of these systems is that data available for parameter estimation of any subsystem may be inadequate. As such, identification and parameter estimation of multimode systems remains an unresolved problem. In this paper, we 1) show that the NARMAX model structure can be used to describe the impulsive-smooth behavior of switched systems, 2) propose a modified extended least squares (MELS) algorithm to estimate the coefficients of such models, and 3) demonstrate its applicability to simulated and real data from the Vestibulo-Ocular Reflex (VOR). The approach will also allow the identification of other nonlinear bio-systems, suspected of containing "hard" nonlinearities.

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

PubMed Central

Huang, Lei

2015-01-01

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

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

Control and Estimation of Distributed Parameter Systems. Volume 126, International Conference in Vorau (Austria)

DTIC Science & Technology

1998-01-01

Parabolic Boundary Control Problem ARIELA BRIANI AND MAURIZIO FALCONE Dipartimento di Matematica Universitä di Pisa Dipartimento di Matematica ...Ministry for University and Scientific Research (MURST Project "Analisi Numerica e Matematica Computazionale"). 50 A Priori Estimates for the...Briani Dipartimento di Matematica Universitä di Pisa Via Buonarroti 2 1-56126 Pisa e-mail:briani@dm.unipi.it Maurizio Falcone Dipartimento di

Critical elements on fitting the Bayesian multivariate Poisson Lognormal model

NASA Astrophysics Data System (ADS)

Zamzuri, Zamira Hasanah binti

2015-10-01

Motivated by a problem on fitting multivariate models to traffic accident data, a detailed discussion of the Multivariate Poisson Lognormal (MPL) model is presented. This paper reveals three critical elements on fitting the MPL model: the setting of initial estimates, hyperparameters and tuning parameters. These issues have not been highlighted in the literature. Based on simulation studies conducted, we have shown that to use the Univariate Poisson Model (UPM) estimates as starting values, at least 20,000 iterations are needed to obtain reliable final estimates. We also illustrated the sensitivity of the specific hyperparameter, which if it is not given extra attention, may affect the final estimates. The last issue is regarding the tuning parameters where they depend on the acceptance rate. Finally, a heuristic algorithm to fit the MPL model is presented. This acts as a guide to ensure that the model works satisfactorily given any data set.

A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties

DOE PAGES

Tuo, Rui; Jeff Wu, C. F.

2016-07-19

Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Here, an approach to estimate them by using data from physical experiments and computer simulations. A theoretical framework is given which allows us to study the issues of parameter identifiability and estimation. We define the L 2-consistency for calibration as a justification for calibration methods. It is shown that a simplified version of the original KO method leads to asymptotically L 2-inconsistent calibration. This L 2-inconsistency can be remedied by modifying the original estimation procedure. A novel calibration method, called the Lmore » 2 calibration, is proposed and proven to be L 2-consistent and enjoys optimal convergence rate. Furthermore a numerical example and some mathematical analysis are used to illustrate the source of the L 2-inconsistency problem.« less

Estimation of Snow Parameters from Dual-Wavelength Airborne Radar

NASA Technical Reports Server (NTRS)

Liao, Liang; Meneghini, Robert; Iguchi, Toshio; Detwiler, Andrew

1997-01-01

Estimation of snow characteristics from airborne radar measurements would complement In-situ measurements. While In-situ data provide more detailed information than radar, they are limited in their space-time sampling. In the absence of significant cloud water contents, dual-wavelength radar data can be used to estimate 2 parameters of a drop size distribution if the snow density is assumed. To estimate, rather than assume, a snow density is difficult, however, and represents a major limitation in the radar retrieval. There are a number of ways that this problem can be investigated: direct comparisons with in-situ measurements, examination of the large scale characteristics of the retrievals and their comparison to cloud model outputs, use of LDR measurements, and comparisons to the theoretical results of Passarelli(1978) and others. In this paper we address the first approach and, in part, the second.

An Analytical Planning Model to Estimate the Optimal Density of Charging Stations for Electric Vehicles

PubMed Central

Ahn, Yongjun; Yeo, Hwasoo

2015-01-01

The charging infrastructure location problem is becoming more significant due to the extensive adoption of electric vehicles. Efficient charging station planning can solve deeply rooted problems, such as driving-range anxiety and the stagnation of new electric vehicle consumers. In the initial stage of introducing electric vehicles, the allocation of charging stations is difficult to determine due to the uncertainty of candidate sites and unidentified charging demands, which are determined by diverse variables. This paper introduces the Estimating the Required Density of EV Charging (ERDEC) stations model, which is an analytical approach to estimating the optimal density of charging stations for certain urban areas, which are subsequently aggregated to city level planning. The optimal charging station’s density is derived to minimize the total cost. A numerical study is conducted to obtain the correlations among the various parameters in the proposed model, such as regional parameters, technological parameters and coefficient factors. To investigate the effect of technological advances, the corresponding changes in the optimal density and total cost are also examined by various combinations of technological parameters. Daejeon city in South Korea is selected for the case study to examine the applicability of the model to real-world problems. With real taxi trajectory data, the optimal density map of charging stations is generated. These results can provide the optimal number of chargers for driving without driving-range anxiety. In the initial planning phase of installing charging infrastructure, the proposed model can be applied to a relatively extensive area to encourage the usage of electric vehicles, especially areas that lack information, such as exact candidate sites for charging stations and other data related with electric vehicles. The methods and results of this paper can serve as a planning guideline to facilitate the extensive adoption of electric vehicles. PMID:26575845

Experimental Design for Parameter Estimation of Gene Regulatory Networks

PubMed Central

Timmer, Jens

2012-01-01

Systems biology aims for building quantitative models to address unresolved issues in molecular biology. In order to describe the behavior of biological cells adequately, gene regulatory networks (GRNs) are intensively investigated. As the validity of models built for GRNs depends crucially on the kinetic rates, various methods have been developed to estimate these parameters from experimental data. For this purpose, it is favorable to choose the experimental conditions yielding maximal information. However, existing experimental design principles often rely on unfulfilled mathematical assumptions or become computationally demanding with growing model complexity. To solve this problem, we combined advanced methods for parameter and uncertainty estimation with experimental design considerations. As a showcase, we optimized three simulated GRNs in one of the challenges from the Dialogue for Reverse Engineering Assessment and Methods (DREAM). This article presents our approach, which was awarded the best performing procedure at the DREAM6 Estimation of Model Parameters challenge. For fast and reliable parameter estimation, local deterministic optimization of the likelihood was applied. We analyzed identifiability and precision of the estimates by calculating the profile likelihood. Furthermore, the profiles provided a way to uncover a selection of most informative experiments, from which the optimal one was chosen using additional criteria at every step of the design process. In conclusion, we provide a strategy for optimal experimental design and show its successful application on three highly nonlinear dynamic models. Although presented in the context of the GRNs to be inferred for the DREAM6 challenge, the approach is generic and applicable to most types of quantitative models in systems biology and other disciplines. PMID:22815723

A Nonlinear, Multiinput, Multioutput Process Control Laboratory Experiment

ERIC Educational Resources Information Center

Young, Brent R.; van der Lee, James H.; Svrcek, William Y.

2006-01-01

Experience in using a user-friendly software, Mathcad, in the undergraduate chemical reaction engineering course is discussed. Example problems considered for illustration deal with simultaneous solution of linear algebraic equations (kinetic parameter estimation), nonlinear algebraic equations (equilibrium calculations for multiple reactions and…

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.

An improved swarm optimization for parameter estimation and biological model selection.

PubMed

Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail

2013-01-01

One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data.